# EDGAR Filing Document

**Accession Number:** 0001521404
**File Stem:** 0001145549-23-013730
**Filing Date:** 2023-2
**Character Count:** 86213
**Document Hash:** 1757d6e9a317c22481ac992b354da6ff
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-013730.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001145549-23-013730

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BARINGS GLOBAL SHORT DURATION HIGH YIELD FUND
- **CENTRAL INDEX KEY:** 0001521404
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22562
- **FILM NUMBER:** 23684495

**BUSINESS ADDRESS:**
- **STREET 1:** C/O BARINGS LLC
- **STREET 2:** 300 SOUTH TRYON STREET, SUITE 2500
- **CITY:** CHARLOTTE
- **STATE:** NC
- **ZIP:** 28202
- **BUSINESS PHONE:** 704-805-7200

**MAIL ADDRESS:**
- **STREET 1:** C/O BARINGS LLC
- **STREET 2:** 300 SOUTH TRYON STREET, SUITE 2500
- **CITY:** CHARLOTTE
- **STATE:** NC
- **ZIP:** 28202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BABSON CAPITAL GLOBAL SHORT DURATION HIGH YIELD FUND
- **DATE OF NAME CHANGE:** 20120615

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BABSON CAPITAL GLOBAL FLOATING RATE & INCOME FUND
- **DATE OF NAME CHANGE:** 20110520

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Barings Global Short Duration High Yield Fund

- **b. Investment Company Act file number:** 811-22562

- **c. CIK number of Registrant:** 0001521404

- **d. LEI of Registrant:** 549300WWIZCL845OP089

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

  - **Street Address 1:** 300 South Tryon Street

  - **City:** Charlotte

  - **State:** NC

  - **Foreign country:** US

  - **Zip / Postal Code:** 28202

  - **Telephone number:** 704-347-6798

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

- **a. Name of Series:** Barings Global Short Duration High Yield Fund

- **c. LEI of Series:** 549300WWIZCL845OP089

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $398730625.97

**Total Liabilities:** $112554088.93

**Net Assets:** $286176537.04

**Cash Not Reported:** $6427191.56

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.000000000000 | **1-Year:** 0.000000000000 | **5-Year:** 1700.560000000000 | **10-Year:** 87.140000000000 | **30-Year:** 10567.610000000000

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

- **3-Month:** 0.000000000000 | **1-Year:** 848.630000000000 | **5-Year:** 41456.480000000000 | **10-Year:** 85344.980000000000 | **30-Year:** 8408.710000000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 3.88%                | 9.03%                | -6.14%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-456611.58              | $3692769.61                                |
| Month 2  | $117197.62               | $8413742.74                                |
| Month 3  | $401161.52               | $-5035815.52                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| NGL ENRGY OP/FIN CORP          | NGL Energy Operating LLC / NGL Energy Finance Corp              | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3031000 | PA      | $2694786.02   | 0.94%             | 2026-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD          | Nabors Industries Ltd                                           | CUSIP: 629571AA8<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |    802000 | PA      | $755803.96    | 0.26%             | 2026-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD          | Nabors Industries Ltd                                           | CUSIP: 629571AB6<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |    630000 | PA      | $576384.54    | 0.20%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NEPTUNE ENERGY BONDCO          | Neptune Energy Bondco PLC                                       | CUSIP: 64073KAA1<br>LEI: 549300CPMT8I2QBRYF88 | Long             | DBT              | CORP              | GB        |   7028000 | PA      | $6824243.10   | 2.38%             | 2025-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L       | New Enterprise Stone & Lime Co Inc                              | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |   8020000 | PA      | $7409995.91   | 2.59%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L       | New Enterprise Stone & Lime Co Inc                              | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    949000 | PA      | $842684.22    | 0.29%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NFP CORP                       | NFP Corp                                                        | CUSIP: 65342RAF7<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1880767.38   | 0.66%             | 2030-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners Ltd        | OHA Credit Partners XI Ltd                                      | CUSIP: 67109HAJ0<br>LEI: 549300OYGEU6QQMCEG78 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1629012.00   | 0.57%             | 2032-01-20      | Floating      | 12.14%                | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                       | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2752500.00   | 0.96%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                       | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   4523000 | PA      | $4870985.64   | 1.70%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Octagon 57 Ltd                 | Octagon 57 Ltd                                                  | CUSIP: 67592YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1348002.00   | 0.47%             | 2034-10-15      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd           | OHA Loan Funding 2013-1 Ltd                                     | CUSIP: 67706FAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1192918.50   | 0.42%             | 2031-07-23      | Floating      | 12.22%                | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP       | Olympus Water US Holding Corp                                   | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1161122.88   | 0.41%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| 1375209 BC LTD                 | 1375209 BC Ltd                                                  | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    337000 | PA      | $328153.75    | 0.11%             | 2028-01-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| OT MERGER CORP                 | OT Merger Corp                                                  | CUSIP: 688777AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1207000 | PA      | $639710.00    | 0.22%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PECF USS INTERMEDIATE HO       | PECF USS Intermediate Holding III Corp                          | CUSIP: 69291HAA3<br>LEI: 254900DIL842DEXPYJ91 | Long             | DBT              | CORP              | US        |   2397000 | PA      | $1557306.93   | 0.54%             | 2029-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VIBRANTZ TECH INC              | Vibrantz Technologies Inc                                       | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |   7606000 | PA      | $5729842.58   | 2.00%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| POLAR US BORROWER LLC          | Polar US Borrower LLC / Schenectady International Group Inc     | CUSIP: 73103PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1659000 | PA      | $613830.00    | 0.21%             | 2026-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PRESIDIO HOLDING INC           | Presidio Holdings Inc                                           | CUSIP: 74101XAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5462000 | PA      | $5063710.96   | 1.77%             | 2028-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC       | Prime Security Services Borrower LLC / Prime Finance Inc        | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3640640.00   | 1.27%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PROG HOLDINGS INC              | PROG Holdings Inc                                               | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |   3631000 | PA      | $2921793.08   | 1.02%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC         | Radiology Partners Inc                                          | CUSIP: 75041VAA2<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |   8096000 | PA      | $4544721.17   | 1.59%             | 2028-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| RAILWORKS HOLDINGS LP/R        | Railworks Holdings LP / Railworks Rally Inc                     | CUSIP: 75079MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2881000 | PA      | $2664925.00   | 0.93%             | 2028-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP           | Range Resources Corp                                            | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    494000 | PA      | $509039.83    | 0.18%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                 | Sabre GLBL Inc                                                  | CUSIP: 78573NAC6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   1751000 | PA      | $1744218.32   | 0.61%             | 2025-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                 | Sabre GLBL Inc                                                  | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    317000 | PA      | $326313.46    | 0.11%             | 2027-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| SEASPAN CORP                   | Seaspan Corp                                                    | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |   2000000 | PA      | $1515600.00   | 0.53%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 610 Funding 2 CLO Ltd          | 610 Funding CLO 2 Ltd                                           | CUSIP: 83004MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1550000 | PA      | $1390680.15   | 0.49%             | 2034-01-20      | Floating      | 11.49%                | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD            | Sound Point CLO XVIII Ltd                                       | CUSIP: 83608DAA1<br>LEI: 549300G09B8CGBRMLL31 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1329308.00   | 0.46%             | 2031-01-21      | Floating      | 9.74%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD            | Sound Point CLO XXVII Ltd                                       | CUSIP: 83613KAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1400000 | PA      | $1143819.60   | 0.40%             | 2034-10-25      | Floating      | 10.92%                | No            |                  2 | On Loan: No      |
| INTL DESIGN GROUP              | International Design Group SPA                                  | CUSIP: AV5522306<br>LEI: 815600907387ED411436 | Long             | DBT              | CORP              | IT        |    650000 | PA      | $626906.73    | 0.22%             | 2025-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TVL FINANCE PLC                | TVL Finance PLC                                                 | CUSIP: AZ4109783<br>LEI: 549300DUQXE7VXG8YA50 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $113718.02    | 0.04%             | 2025-07-15      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| GALAXY BIDCO LTD               | Galaxy Bidco Ltd                                                | CUSIP: AZ5985058<br>LEI: 2138006O8YW3QCHKDY76 | Long             | DBT              | CORP              | JE        |    500000 | PA      | $511992.84    | 0.18%             | 2026-07-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SARENS FINANCE CO NV           | Sarens Finance Co NV                                            | CUSIP: ZP8429448<br>LEI: 549300B68EWZ6IHPCL79 | Long             | DBT              | CORP              | BE        |   1625000 | PA      | $1316782.45   | 0.46%             | 2027-02-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EXPLORER II AS                 | Explorer II AS                                                  | CUSIP: ZP7942698<br>LEI: 98450067B64D440ED557 | Long             | DBT              | CORP              | NO        |   1000000 | PA      | $886115.24    | 0.31%             | 2025-02-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CIDRON AIDA FINCO SARL         | Cidron Aida Finco Sarl                                          | CUSIP: BO6889915<br>LEI: 98450036A07991DEBF10 | Long             | DBT              | CORP              | LU        |   1650000 | PA      | $1615769.62   | 0.56%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANIJAY GROUP SAS              | Banijay Group SAS                                               | CUSIP: ZP6062928<br>LEI: 969500TVFVKI682L1144 | Long             | DBT              | CORP              | FR        |   3700000 | PA      | $3722694.53   | 1.30%             | 2026-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUMMER BC HOLDCO A SARL        | Summer BC Holdco A Sarl                                         | CUSIP: ZR9898415<br>LEI: 984500EFA0BRE0008996 | Long             | DBT              | CORP              | LU        |   1666932 | PA      | $1344587.36   | 0.47%             | 2027-10-31      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MANGROVE LUXCO III             | Mangrove Luxco III Sarl                                         | CUSIP: ZQ1451991<br>LEI: 549300GLJSZN1PU7T586 | Long             | DBT              | CORP              | LU        |    652344 | PA      | $374462.73    | 0.13%             | 2025-10-09      | Fixed         | 7.78%                 | No            |                  2 | On Loan: No      |
| MARCOLIN SPA                   | Marcolin SpA                                                    | CUSIP: BP5513828<br>LEI: 815600C8D55034EB5379 | Long             | DBT              | CORP              | IT        |    700000 | PA      | $644408.53    | 0.23%             | 2026-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                  | Carnival Corp                                                   | CUSIP: BK5445642<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    750000 | PA      | $793714.34    | 0.28%             | 2026-02-01      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| CASTOR SPA                     | Castor SpA                                                      | CUSIP: BU3220730<br>LEI: 213800OWLX4ZFFIAB390 | Long             | DBT              | CORP              | IT        |    477000 | PA      | $493220.83    | 0.17%             | 2029-02-15      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| BCP V MODULAR SERVICES         | BCP V Modular Services Finance PLC                              | CUSIP: BR7688145<br>LEI: 213800K8U94KVZL98H64 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $786777.85    | 0.27%             | 2029-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TITAN HOLDINGS II BV           | Titan Holdings II BV                                            | CUSIP: BQ3598761<br>LEI: 549300XU72VK2GL31495 | Long             | DBT              | CORP              | NL        |    113000 | PA      | $94349.12     | 0.03%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| KCA DEUTAG UK FINANCE PL       | KCA Deutag UK Finance PLC                                       | CUSIP: BN1552221<br>LEI: 529900T5G3VI71LSI184 | Long             | DBT              | CORP              | GB        |   1179286 | PA      | $1110002.95   | 0.39%             | 2025-12-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| CGG SA                         | CGG SA                                                          | CUSIP: BO5821505<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |   1500000 | PA      | $1300591.96   | 0.45%             | 2027-04-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ANARAFE SLU                    | Anarafe SL                                                      | CUSIP: BT5228585<br>LEI: 959800AW60HWZ3N4R995 | Long             | DBT              | CORP              | ES        |    457105 | PA      | $357193.42    | 0.12%             | 2026-03-31      | Fixed         | 12.94%                | No            |                  3 | On Loan: No      |
| VERISURE MIDHOLDING AB         | Verisure Midholding AB                                          | CUSIP: BN5128663<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |   3575000 | PA      | $3042341.49   | 1.06%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CPUK FINANCE LTD               | CPUK Finance Ltd                                                | CUSIP: ZO3670353<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |   1050000 | PA      | $1162266.07   | 0.41%             | 2026-08-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LIBRA GROUPCO SPA              | Libra Groupco SpA                                               | CUSIP: BP4649250<br>LEI: 81560029CD3EE2AA0591 | Long             | DBT              | CORP              | IT        |    700000 | PA      | $580402.27    | 0.20%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| APCOA PARKING HOLDINGS G       | APCOA Parking Holdings GmbH                                     | CUSIP: BQ4821808<br>LEI: 529900H8FIYAOV5FUW68 | Long             | DBT              | CORP              | DE        |    385000 | PA      | $352448.98    | 0.12%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MAISON FINCO PLC               | Maison Finco PLC                                                | CUSIP: BR7701559<br>LEI: 9845007743J958DAS530 | Long             | DBT              | CORP              | GB        |   1045000 | PA      | $914166.55    | 0.32%             | 2027-10-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WALDORF PRODUCTION UK          | Waldorf Production UK PLC                                       | CUSIP: BR3288395<br>LEI: 254900FUKD3GJRFOPD65 | Long             | DBT              | CORP              | GB        |    742352 | PA      | $738640.24    | 0.26%             | 2024-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| SANI/IKOS FINANCIAL HLDG       | Sani/Ikos Financial Holdings 1 Sarl                             | CUSIP: BQ5038089<br>LEI: 213800TZMBQZ462Y8A24 | Long             | DBT              | CORP              | LU        |    815000 | PA      | $806982.52    | 0.28%             | 2026-12-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FAURECIA                       | Faurecia SE                                                     | CUSIP: ZN2137356<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    535000 | PA      | $576359.57    | 0.20%             | 2026-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                            | CAD/USD FWD 20230117                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2561.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/USD FWD 20230117                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-306617.77   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GBP/USD FWD 20230117                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $105835.86    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOUROZ INVESTMENT 2 LLC      | ColourOZ Investment 2 LLC                                       | CUSIP: N/A<br>LEI: 549300Q6D2JN1G0T8E41       | Long             | LON              | CORP              | US        |   2033201 | PA      | $1443572.78   | 0.50%             | 2024-09-21      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| COLOUROZ INVESTMENT 2 LLC      | ColourOZ Investment 2 LLC                                       | CUSIP: N/A<br>LEI: 549300Q6D2JN1G0T8E41       | Long             | LON              | CORP              | US        |    236578 | PA      | $167970.27    | 0.06%             | 2024-09-21      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC               | Finastra USA Inc                                                | CUSIP: 02034DAF4<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |   9427472 | PA      | $6979723.38   | 2.44%             | 2025-06-13      | Floating      | 10.62%                | No            |                  2 | On Loan: No      |
| PATRIOT CONTAINER CORP         | Patriot Container Corp                                          | CUSIP: 40435YAE6<br>LEI: 549300V4U8NYJ3YQD526 | Long             | LON              | CORP              | US        |   1400000 | PA      | $1200500.00   | 0.42%             | 2026-03-20      | Floating      | 12.07%                | No            |                  2 | On Loan: No      |
| CD&R HYDRA BUYER INC           | CD&R Hydra Buyer Inc                                            | CUSIP: 12508KAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2500000 | PA      | $2381250.00   | 0.83%             | 2026-04-30      | Floating      | 12.38%                | No            |                  2 | On Loan: No      |
| SONICWALL US HOLDINGS          | Sonicwall US Holdings Inc                                       | CUSIP: 83547MAE7<br>LEI: 549300KJE1MHNCWBX302 | Long             | LON              | CORP              | US        |   1816808 | PA      | $1675550.75   | 0.59%             | 2026-05-18      | Floating      | 12.20%                | No            |                  2 | On Loan: No      |
| SONICWALL US HOLDINGS          | Sonicwall US Holdings Inc                                       | CUSIP: 83547MAE7<br>LEI: 549300KJE1MHNCWBX302 | Long             | LON              | CORP              | US        |    191243 | PA      | $176373.76    | 0.06%             | 2026-05-18      | Floating      | 12.20%                | No            |                  2 | On Loan: No      |
| ODEON CINEMAS GROUP LTD        | Odeon Cinemas Group Ltd                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     92227 | PA      | $109267.96    | 0.04%             | 2023-08-19      | Fixed         | 10.21%                | No            |                  3 | On Loan: No      |
| VISION SOLUTIONS INC           | Vision Solutions Inc                                            | CUSIP: 92834PAR4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    991751 | PA      | $727905.54    | 0.25%             | 2029-04-23      | Floating      | 11.61%                | No            |                  2 | On Loan: No      |
| VISION SOLUTIONS INC           | Vision Solutions Inc                                            | CUSIP: 92834PAR4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3918515 | PA      | $2876033.43   | 1.00%             | 2029-04-23      | Floating      | 11.61%                | No            |                  2 | On Loan: No      |
| VISION SOLUTIONS INC           | Vision Solutions Inc                                            | CUSIP: 92834PAR4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2098743 | PA      | $1540393.27   | 0.54%             | 2029-04-23      | Floating      | 11.61%                | No            |                  2 | On Loan: No      |
| MAGENTA BUYER LLC              | Magenta Buyer LLC                                               | CUSIP: 55910RAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  11567000 | PA      | $9060778.11   | 3.17%             | 2029-07-27      | Floating      | 12.67%                | No            |                  2 | On Loan: No      |
| BCPE NORTH STAR US HOLDCO      | BCPE North Star US Holdco 2 Inc                                 | CUSIP: 05552DAF9<br>LEI: 254900AGB0JDUDNIJC95 | Long             | LON              | CORP              | US        |    448980 | PA      | $404081.63    | 0.14%             | 2029-06-10      | Floating      | 10.92%                | No            |                  2 | On Loan: No      |
| BCPE NORTH STAR US HOLDCO      | BCPE North Star US Holdco 2 Inc                                 | CUSIP: 05552DAF9<br>LEI: 254900AGB0JDUDNIJC95 | Long             | LON              | CORP              | US        |    469388 | PA      | $422448.98    | 0.15%             | 2029-06-10      | Floating      | 10.92%                | No            |                  2 | On Loan: No      |
| BCPE NORTH STAR US HOLDCO      | BCPE North Star US Holdco 2 Inc                                 | CUSIP: 05552DAF9<br>LEI: 254900AGB0JDUDNIJC95 | Long             | LON              | CORP              | US        |     81633 | PA      | $73469.38     | 0.03%             | 2029-06-10      | Floating      | 11.62%                | No            |                  2 | On Loan: No      |
| WORLDWIDE EXPRESS INC          | Worldwide Express Inc                                           | CUSIP: 00435UAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3000000 | PA      | $2486250.00   | 0.87%             | 2029-07-26      | Floating      | 11.73%                | No            |                  2 | On Loan: No      |
| KENAN ADVANTAGE GROUP          | Kenan Advantage Group Inc/The                                   | CUSIP: 48853UBH2<br>LEI: 549300GVUXCXDWYPIY65 | Long             | LON              | CORP              | US        |   5171806 | PA      | $4745132.16   | 1.66%             | 2027-09-01      | Floating      | 11.63%                | No            |                  2 | On Loan: No      |
| CP IRIS HOLDCO I INC           | CP Iris Holdco I Inc                                            | CUSIP: 12659EAF5<br>LEI: 25490024F0AS5UR7DB02 | Long             | LON              | CORP              | US        |   2398019 | PA      | $2014335.71   | 0.70%             | 2029-10-05      | Floating      | 11.38%                | No            |                  2 | On Loan: No      |
| PRETIUM PKG HOLDINGS INC       | Pretium PKG Holdings Inc                                        | CUSIP: 74142KAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1385318 | PA      | $835527.11    | 0.29%             | 2029-10-01      | Floating      | 11.48%                | No            |                  2 | On Loan: No      |
| PRETIUM PKG HOLDINGS INC       | Pretium PKG Holdings Inc                                        | CUSIP: 74142KAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1385318 | PA      | $835527.11    | 0.29%             | 2029-10-01      | Floating      | 11.48%                | No            |                  2 | On Loan: No      |
| VALCOUR PACKAGING LLC          | Valcour Packaging LLC                                           | CUSIP: 91889CAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5000000 | PA      | $3750000.00   | 1.31%             | 2029-09-30      | Floating      | 11.23%                | No            |                  2 | On Loan: No      |
| MEDICAL SOLUTIONS HOLDIN       | Medical Solutions Holdings Inc                                  | CUSIP: 58462QAM3<br>LEI: 549300JH2XHZ7TIKYR39 | Long             | LON              | CORP              | US        |   1473684 | PA      | $1355789.47   | 0.47%             | 2029-11-01      | Floating      | 11.38%                | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL         | Mitchell International Inc                                      | CUSIP: N/A<br>LEI: 5493002RDNIGEM7SSV41       | Long             | LON              | CORP              | US        |    719550 | PA      | $594528.34    | 0.21%             | 2029-10-15      | Floating      | 11.23%                | No            |                  2 | On Loan: No      |
| FLORIDA FOODS PRODUCTS         | Florida Food Products LLC                                       | CUSIP: 34068GAG7<br>LEI: 254900J6FNIX7DTKUV52 | Long             | LON              | CORP              | US        |   1500000 | PA      | $1350000.00   | 0.47%             | 2029-10-18      | Floating      | 12.38%                | No            |                  2 | On Loan: No      |
| QUEST SOFTWARE INC             | Quest Software Inc                                              | CUSIP: N/A<br>LEI: 549300LMV4JEXTGLE324       | Long             | LON              | CORP              | US        |   5603324 | PA      | $3371351.81   | 1.18%             | 2030-02-01      | Floating      | 11.59%                | No            |                  2 | On Loan: No      |
| Triley Midco 2 Limited         | Triley Midco 2 Limited, Senior Secured Second Lien Term Loan    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1050000 | PA      | $1177371.97   | 0.41%             | 2030-04-05      | Floating      | 11.18%                | No            |                  2 | On Loan: No      |
| Four Seasons Holdings Inc.     | Four Seasons Holdings Inc., Senior Secured First Lien Term Loan | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1870140 | PA      | $1869467.16   | 0.65%             | 2029-11-30      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| TRAVELEX ISSUERC LTD           | Travelex Issuerco Ltd                                           | CUSIP: BM2401651<br>LEI: 213800Z5P55WYCTK9G85 | Long             | DBT              | CORP              | GB        |   2552322 | PA      | $4011338.31   | 1.40%             | 2025-08-05      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| AFFLELOU SAS                   | Afflelou SAS                                                    | CUSIP: BP4868330<br>LEI: 969500I7CS80FNB7CZ43 | Long             | DBT              | CORP              | FR        |   1200000 | PA      | $1223519.84   | 0.43%             | 2027-05-19      | Floating      | 9.80%                 | No            |                  2 | On Loan: No      |
| KCA DEUTAG UK FINANCE PL       | KCA Deutag UK Finance PLC                                       | CUSIP: BZ9794299<br>LEI: 529900T5G3VI71LSI184 | Long             | DBT              | CORP              | GB        |   1343874 | PA      | $1333794.95   | 0.47%             | 2025-12-01      | Floating      | 13.22%                | No            |                  3 | On Loan: No      |
| KCA DEUTAG PIKCO PLC           | KCA Deutag Pikco PLC                                            | CUSIP: BZ9639056<br>LEI: 213800MUYATZQRQL1Y20 | Long             | DBT              | CORP              | GB        |    840998 | PA      | $792640.62    | 0.28%             | 2027-12-01      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| CIFC Funding Ltd               | CIFC Funding 2020-I Ltd                                         | CUSIP: 12559DAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1900000 | PA      | $1667586.30   | 0.58%             | 2036-07-15      | Floating      | 10.33%                | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                 | CVR Energy Inc                                                  | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |   3850000 | PA      | $3351425.00   | 1.17%             | 2028-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PROD         | Calumet Specialty Products Partners LP / Calumet Finance Corp   | CUSIP: 131477AU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2878500.00   | 1.01%             | 2024-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd         | Canyon Capital CLO 2019-2 Ltd                                   | CUSIP: 13887VAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $855476.00    | 0.30%             | 2034-10-15      | Floating      | 10.83%                | No            |                  2 | On Loan: No      |
| Carbone CLO, LTD               | Carbone Clo Ltd                                                 | CUSIP: 141308AA4<br>LEI: 5493005I53NEC017LN87 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $627506.25    | 0.22%             | 2031-01-20      | Floating      | 10.14%                | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi | CARLYLE US CLO 2019-3 LTD                                       | CUSIP: 14314KAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $897553.00    | 0.31%             | 2032-10-20      | Floating      | 10.99%                | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi | CARLYLE US CLO 2017-5 Ltd                                       | CUSIP: 14316RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $543092.20    | 0.19%             | 2030-01-20      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| CARRIAGE PURCHASER INC         | Carriage Purchaser Inc                                          | CUSIP: 14445LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6356000 | PA      | $4512760.00   | 1.58%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP       | Olympus Water US Holding Corp                                   | CUSIP: 16308NAA2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1428750.00   | 0.50%             | 2027-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CIMPRESS PLC                   | Cimpress PLC                                                    | CUSIP: 17186HAC6<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |   2069000 | PA      | $1430299.70   | 0.50%             | 2026-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO       | Clear Channel Outdoor Holdings Inc                              | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3337000 | PA      | $2436041.10   | 0.85%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO       | Clear Channel Outdoor Holdings Inc                              | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3358000 | PA      | $2465678.66   | 0.86%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION         | Clydesdale Acquisition Holdings Inc                             | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   7286000 | PA      | $6238347.44   | 2.18%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                  | CommScope Inc                                                   | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   1173000 | PA      | $909075.00    | 0.32%             | 2027-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CONSOL ENERGY INC              | CONSOL Energy Inc                                               | CUSIP: 20854LAA6<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | DBT              | CORP              | US        |   6640000 | PA      | $6799824.80   | 2.38%             | 2025-11-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATI       | Consolidated Communications Inc                                 | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |    832000 | PA      | $646514.54    | 0.23%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FIN        | Consolidated Energy Finance SA                                  | CUSIP: 20914UAE6<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    492000 | PA      | $459412.97    | 0.16%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CORONADO FINANCE PTY LTD       | Coronado Finance Pty Ltd                                        | CUSIP: 21979LAA4<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |   4846000 | PA      | $4955035.00   | 1.73%             | 2026-05-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| DGL3 LTD                       | DGL3 Ltd                                                        | CUSIP: 25380WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2500000 | PA      | $0.00         | 0.00%             | 2020-09-30      | None          | 8.25%                 | No            |                  3 | On Loan: No      |
| DISH NETWORK CORP              | DISH Network Corp                                               | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1101993.00   | 0.39%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DISH DBS CORP                  | DISH DBS Corp                                                   | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $2830000.00   | 0.99%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER       | EnLink Midstream Partners LP                                    | CUSIP: 29336UAC1<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |   5413000 | PA      | $4464461.98   | 1.56%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER       | EnLink Midstream Partners LP                                    | CUSIP: 29336UAG2<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2404913.55   | 0.84%             | 2047-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L       | First Quantum Minerals Ltd                                      | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   9775000 | PA      | $9514400.65   | 3.32%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L       | First Quantum Minerals Ltd                                      | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $187644.65    | 0.07%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY             | Ford Motor Co                                                   | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5656149.75   | 1.98%             | 2030-04-22      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS        | Frontier Communications Holdings LLC                            | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2018000 | PA      | $1585285.85   | 0.55%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS        | Frontier Communications Holdings LLC                            | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    774000 | PA      | $786964.13    | 0.27%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                 | Galaxy Xxiv Clo Ltd                                             | CUSIP: 36321CAA7<br>LEI: 6354006LLTU5DRVJLQ86 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $855731.00    | 0.30%             | 2031-01-15      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| GARDEN SPINCO CORP             | Garden Spinco Corp                                              | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1654000 | PA      | $1753240.00   | 0.61%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN          | Genesis Energy LP / Genesis Energy Finance Corp                 | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3408000 | PA      | $3136995.84   | 1.10%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN          | Genesis Energy LP / Genesis Energy Finance Corp                 | CUSIP: 37185LAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2639000 | PA      | $2487838.08   | 0.87%             | 2027-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                   | Ares XXVII CLO Ltd                                              | CUSIP: 00191CAG7<br>LEI: 549300BC3E2Y44TL8536 | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1456595.70   | 0.51%             | 2034-10-28      | Floating      | 11.12%                | No            |                  2 | On Loan: No      |
| ALBION FINANCING 2SARL         | Albion Financing 2SARL                                          | CUSIP: 013305AA5<br>LEI: 2594009X2UW7EQPIKY23 | Long             | DBT              | CORP              | LU        |   1800000 | PA      | $1532778.70   | 0.54%             | 2027-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA       | Altice France Holding SA                                        | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |   4440000 | PA      | $3385500.00   | 1.18%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC          | American Airlines Inc                                           | CUSIP: 023771S58<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |   5337000 | PA      | $5723815.09   | 2.00%             | 2025-07-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD      | Anchorage Capital CLO 2013-1 Ltd                                | CUSIP: 033289AJ8<br>LEI: 5493008PWA7TS1SR9447 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $875145.00    | 0.31%             | 2030-10-13      | Floating      | 10.74%                | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD      | Anchorage Capital CLO 9 Ltd                                     | CUSIP: 03328XAL0<br>LEI: 5493009A4SIPWYPZDB35 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1252930.50   | 0.44%             | 2032-07-15      | Floating      | 10.90%                | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD      | Anchorage Capital Clo 20 Ltd                                    | CUSIP: 03331QAC0<br>LEI: 549300AYL7KYENHY1C67 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $829542.00    | 0.29%             | 2035-01-20      | Floating      | 11.59%                | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP          | Antero Resources Corp                                           | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    930000 | PA      | $935344.17    | 0.33%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE       | Ashton Woods USA LLC / Ashton Woods Finance Co                  | CUSIP: 045086AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $879819.96    | 0.31%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE       | Ashton Woods USA LLC / Ashton Woods Finance Co                  | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $80212.12     | 0.03%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BCPE ULYSSES INTERMEDIAT       | BCPE Ulysses Intermediate Inc                                   | CUSIP: 05553LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8121000 | PA      | $5018053.53   | 1.75%             | 2027-04-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit | Bain Capital Credit CLO 2020-2 Ltd                              | CUSIP: 05683JAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $859331.00    | 0.30%             | 2034-07-19      | Floating      | 10.84%                | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                  | Ballyrock CLO 2019-2 Ltd                                        | CUSIP: 05875NAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1781458.00   | 0.62%             | 2030-11-20      | Floating      | 11.18%                | No            |                  2 | On Loan: No      |
| NAVIERA ARMAS FACILITY C (NEW) | NAVIERA ARMAS FACILITY C (NEW)                                  | CUSIP: 062354BL8<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |    116302 | PA      | $133210.24    | 0.05%             | 2028-03-30      | Floating      | 2.50%                 | No            |                  3 | On Loan: No      |
| NAVIERA ARMAS SA B2            | NAVIERA ARMAS SA B2                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |      5879 | PA      | $6733.51      | 0.00%             | 2023-03-31      | Floating      | 2.50%                 | No            |                  3 | On Loan: No      |
| NAVIERA ARMAS BRIDGE T/L       | NAVIERA ARMAS BRIDGE T/L                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |    101552 | PA      | $116315.11    | 0.04%             | 2023-03-31      | Floating      | 2.50%                 | No            |                  3 | On Loan: No      |
| NAVIERA ARMAS SA               | Naviera Armas SA                                                | CUSIP: N/A<br>LEI: 959800Q0F0EGK197EM91       | Long             | LON              | CORP              | ES        |     63244 | PA      | $72437.74     | 0.03%             | 2021-12-17      | Floating      | 2.50%                 | No            |                  3 | On Loan: No      |
| BAUSCH HEALTH COS INC          | Bausch Health Cos Inc                                           | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    598000 | PA      | $466347.08    | 0.16%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC          | Bausch Health Cos Inc                                           | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    118000 | PA      | $70050.29     | 0.02%             | 2030-10-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd           | BlueMountain CLO XXIII Ltd                                      | CUSIP: 09629RAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $854429.00    | 0.30%             | 2031-10-20      | Floating      | 9.89%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT         | Mauser Packaging Solutions Holding Co                           | CUSIP: 12429TAE4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1327000 | PA      | $1227005.73   | 0.43%             | 2025-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP         | CCO Holdings LLC / CCO Holdings Capital Corp                    | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1593300.00   | 0.56%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP         | CCO Holdings LLC / CCO Holdings Capital Corp                    | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $239864.63    | 0.08%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS       | CHS/Community Health Systems Inc                                | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $836480.00    | 0.29%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS       | CHS/Community Health Systems Inc                                | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    286000 | PA      | $146993.42    | 0.05%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC               | Getty Images Inc                                                | CUSIP: 374276AJ2<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |   5234000 | PA      | $5166292.87   | 1.81%             | 2027-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD        | Global Aircraft Leasing Co Ltd                                  | CUSIP: 37960JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   8820964 | PA      | $7497819.31   | 2.62%             | 2024-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SO       | Global Infrastructure Solutions Inc                             | CUSIP: 37960XAB3<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |   5298000 | PA      | $4193733.67   | 1.47%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOLDEN ENTERTAINMENT INC       | Golden Entertainment Inc                                        | CUSIP: 381013AA9<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1971232.34   | 0.69%             | 2026-04-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Opportunities  | Goldentree Loan Opportunities XI Ltd                            | CUSIP: 38137JBG8<br>LEI: 549300ZH5R2TCUAYC824 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $429051.50    | 0.15%             | 2031-01-18      | Floating      | 9.59%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US  | Goldentree Loan Management US Clo 3 Ltd                         | CUSIP: 38138AAC6<br>LEI: 549300TB55YBQBSW5Z77 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1145827.50   | 0.40%             | 2030-04-20      | Floating      | 10.74%                | No            |                  2 | On Loan: No      |
| GRANITE US HOLDINGS CORP       | Granite US Holdings Corp                                        | CUSIP: 38748YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1053750.00   | 0.37%             | 2027-10-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| HARSCO CORP                    | Harsco Corp                                                     | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $789566.57    | 0.28%             | 2027-07-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP         | Harvest Midstream I LP                                          | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |   1458000 | PA      | $1391573.52   | 0.49%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HECLA MINING CO                | Hecla Mining Co                                                 | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |   4699000 | PA      | $4626780.51   | 1.62%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                 | Hertz Corp/The                                                  | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $834460.00    | 0.29%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ESC CB 144A HIGH RIDGE         | ESC CB 144A HIGH RIDGE                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2982 | NS      | $41748.00     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| HILCORP ENERGY I/HILCORP       | Hilcorp Energy I LP / Hilcorp Finance Co                        | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3202000 | PA      | $2897810.00   | 1.01%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC               | ITT Holdings LLC                                                | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |   5338000 | PA      | $4495343.32   | 1.57%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC       | iHeartCommunications Inc                                        | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |   2570000 | PA      | $2184827.68   | 0.76%             | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ORDINARY A SHARES              | ORDINARY A SHARES                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     25580 | NS      | $1417132.00   | 0.50%             |  |  |  | No            |                  3 | On Loan: No      |
| KKR Financial CLO Ltd          | KKR CLO 20 Ltd                                                  | CUSIP: 48251VAA4<br>LEI: 549300HJX0LGFQYWTF96 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1252348.50   | 0.44%             | 2030-10-16      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd          | KKR Clo 34 Ltd                                                  | CUSIP: 48254DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1729436.00   | 0.60%             | 2034-07-15      | Floating      | 10.93%                | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership            | LCM 30 Ltd                                                      | CUSIP: 50201AAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $892372.80    | 0.31%             | 2031-04-20      | Floating      | 10.74%                | No            |                  2 | On Loan: No      |
| LSF11 A5 HOLDCO LLC            | LSF11 A5 HoldCo LLC                                             | CUSIP: 50221DAA7<br>LEI: 254900FPK7P5WNA66Y10 | Long             | DBT              | CORP              | US        |   3983000 | PA      | $3290401.03   | 1.15%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd       | Madison Park Funding XXXII Ltd                                  | CUSIP: 55817CAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $903084.00    | 0.32%             | 2031-01-22      | Floating      | 10.52%                | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd       | Madison Park Funding XXXV Ltd                                   | CUSIP: 55819LAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1400000 | PA      | $1265958.40   | 0.44%             | 2032-04-20      | Floating      | 10.34%                | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd       | Madison Park Funding XIX Ltd                                    | CUSIP: 55819RAG0<br>LEI: 254900END3IQSN7CTN87 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $908162.00    | 0.32%             | 2028-01-22      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd       | Madison Park Funding XXIX LTD                                   | CUSIP: 55820EAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1688852.00   | 0.59%             | 2030-10-18      | Floating      | 11.76%                | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XVIII Ltd                                             | CUSIP: 55954AAG2<br>LEI: 549300BDVLRWS2SODX97 | Long             | ABS-CBDO         | CORP              | KY        |   1400000 | PA      | $1150657.20   | 0.40%             | 2028-11-15      | Floating      | 12.21%                | No            |                  2 | On Loan: No      |
| MANITOWOC COMPANY INC          | Manitowoc Co Inc/The                                            | CUSIP: 563571AL2<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |   2538000 | PA      | $2379865.09   | 0.83%             | 2026-04-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP             | Mattamy Group Corp                                              | CUSIP: 57701RAJ1<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    553000 | PA      | $490418.72    | 0.17%             | 2027-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP             | Mattamy Group Corp                                              | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |   3400000 | PA      | $2755578.45   | 0.96%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CONDOR MERGER SUB INC          | Condor Merger Sub Inc                                           | CUSIP: 579063AB4<br>LEI: 254900SAGUYT3MBUU161 | Long             | DBT              | CORP              | US        |   5402000 | PA      | $4344778.36   | 1.52%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                  | Methanex Corp                                                   | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |   1850000 | PA      | $1641315.01   | 0.57%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MILLENNIUM ESCROW CORP         | Millennium Escrow Corp                                          | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1035000 | PA      | $662452.94    | 0.23%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC         | AthenaHealth Group Inc                                          | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    661000 | PA      | $487112.16    | 0.17%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD            | Sound Point CLO XXVI Ltd                                        | CUSIP: 83615BAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1256830.56   | 0.44%             | 2034-07-20      | Floating      | 11.10%                | No            |                  2 | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP       | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd                | CUSIP: 84859BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    893000 | PA      | $897581.09    | 0.31%             | 2025-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP           | OneMain Finance Corp                                            | CUSIP: 85172FAP4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $967537.48    | 0.34%             | 2024-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC         | Spirit AeroSystems Inc                                          | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    556000 | PA      | $585301.20    | 0.20%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                    | Staples Inc                                                     | CUSIP: 855030AP7<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |   3478000 | PA      | $2504507.80   | 0.88%             | 2027-04-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SYLVAMO CORP                   | Sylvamo Corp                                                    | CUSIP: 87133LAA8<br>LEI: 5493001AOYU1ZOWOC971 | Long             | DBT              | CORP              | US        |   2885000 | PA      | $2745698.47   | 0.96%             | 2029-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                   | TICP CLO X Ltd                                                  | CUSIP: 87249DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $894677.00    | 0.31%             | 2031-04-20      | Floating      | 9.74%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd             | THL Credit Wind River 2017-4 Clo Ltd                            | CUSIP: 87249MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $803208.00    | 0.28%             | 2030-11-20      | Floating      | 10.48%                | No            |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION          | CMG Media Corp                                                  | CUSIP: 88146LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5357000 | PA      | $4032213.90   | 1.41%             | 2027-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| TITAN ACQ/CO-BORROWER          | Titan Acquisition Ltd / Titan Co-Borrower LLC                   | CUSIP: 88827AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1412000 | PA      | $1271630.37   | 0.44%             | 2026-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TOWNSQUARE MEDIA INC           | Townsquare Media Inc                                            | CUSIP: 892231AB7<br>LEI: 549300XBA8C68H0DR538 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $887501.50    | 0.31%             | 2026-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                  | TransDigm Inc                                                   | CUSIP: 893647BH9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   5893000 | PA      | $5830422.82   | 2.04%             | 2027-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TRAVELEX PRIVATE EQ            | TRAVELEX PRIVATE EQ                                             | CUSIP: 894662CP8<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     15852 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TRAVELEX TOPCO LIMITED WARRANT | TRAVELEX TOPCO LIMITED WARRANT                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | GB        |      2218 | NS      | $120665.89    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC       | Trident TPI Holdings Inc                                        | CUSIP: 89616RAB5<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8555687.73   | 2.99%             | 2024-08-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TRIUMPH GROUP INC              | Triumph Group Inc                                               | CUSIP: 896818AP6<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |   2289000 | PA      | $1923334.68   | 0.67%             | 2025-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL        | Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC      | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $218625.00    | 0.08%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC          | Bausch Health Cos Inc                                           | CUSIP: 91911KAP7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   2707000 | PA      | $2150251.31   | 0.75%             | 2025-12-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VERITAS US INC/BERMUDA L       | Veritas US Inc / Veritas Bermuda Ltd                            | CUSIP: 92346LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3229000 | PA      | $2228669.68   | 0.78%             | 2025-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                     | Viasat Inc                                                      | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    790000 | PA      | $592676.00    | 0.21%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WARRIOR MET COAL INC           | Warrior Met Coal Inc                                            | CUSIP: 93627CAB7<br>LEI: 549300152B1S9YKBYV79 | Long             | DBT              | CORP              | US        |   2378000 | PA      | $2338733.68   | 0.82%             | 2028-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NAVIERA ARMAS                  | CLASS B2 SHARES STAPLED TO 1.5L SSNS                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ES        |      1194 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NAVIERA ARMAS                  | CLASS B3 SHARES                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ES        |       169 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NAVIERA ARMAS                  | CLASS A3 SHARES                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ES        |       133 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NAVIERA ARMAS                  | CLASS A2 SHARES STAPLED TO 1.5L SSNS                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ES        |       937 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WEATHERFORD INTERNATIONA       | Weatherford International Ltd                                   | CUSIP: 947075AT4<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    972000 | PA      | $952851.60    | 0.33%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA       | Weatherford International Ltd                                   | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |   3092000 | PA      | $2969273.02   | 1.04%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd              | Wellfleet CLO 2020-2 Ltd                                        | CUSIP: 94950BAE8<br>LEI: 254900T94H3OWOGPUI54 | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1045006.30   | 0.37%             | 2034-07-15      | Floating      | 11.33%                | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd              | Wellfleet CLO 2017-3 Ltd                                        | CUSIP: 94950KAA6<br>LEI: 254900TEETF3L54VTH19 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1128837.00   | 0.39%             | 2031-01-17      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd             | Wind River 2016-1K CLO Ltd                                      | CUSIP: 97314BAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2534646.00   | 0.89%             | 2034-10-15      | Floating      | 11.43%                | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd             | THL Credit Wind River 2017-1 CLO Ltd                            | CUSIP: 97315XAA1<br>LEI: 254900W8N6WOFX1LSH24 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1637776.00   | 0.57%             | 2036-04-18      | Floating      | 11.25%                | No            |                  2 | On Loan: No      |
| TRAVELEX FINANCING PLC         | Travelex Financing PLC                                          | CUSIP: AN3183315<br>LEI: 6354009XFWVZER7G5X35 | Long             | DBT              | CORP              | GB        |   4600000 | PA      | $0.00         | 0.00%             | 2022-05-15      | None          | 8.00%                 | No            |                  3 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA       | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc          | CUSIP: AN8416231<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    100000 | PA      | $82976.41     | 0.03%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** Barings Global Short Duration High Yield Fund

**Signature:** /s/ Christopher Hanscom

**Name of Signer:** Christopher Hanscom

**Title:** Treasurer