# EDGAR Filing Document

**Accession Number:** 0001058239
**File Stem:** 0000940400-26-024957
**Filing Date:** 2026-6
**Character Count:** 213027
**Document Hash:** 5ed187ac01fc46e8e9b330922653b84c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-024957.hdr.sgml**: 20260622

**ACCESSION NUMBER**: 0000940400-26-024957

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260622

**DATE AS OF CHANGE**: 20260622

**PERIOD START**: 20260430

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08709
- **FILM NUMBER:** 261107270

**BUSINESS ADDRESS:**
- **STREET 1:** 620 EIGHTH AVENUE
- **STREET 2:** 47TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10018
- **BUSINESS PHONE:** 8887770102

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SALOMON BROTHERS HIGH INCOME FUND II INC
- **DATE OF NAME CHANGE:** 19980421

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10018

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $564319938.12

**Total Liabilities:** $187777357.00

**Net Assets:** $376542581.12

**Delayed Delivery Securities:** $3334800.00

**Cash Not Reported:** $5212239.95

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1987.52000000 | **1-Year:** 3092.14000000 | **5-Year:** 15199.55000000 | **10-Year:** 24064.38000000 | **30-Year:** 1678.42000000

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

- **3-Month:** 1127.83000000 | **1-Year:** 44669.20000000 | **5-Year:** 81826.35000000 | **10-Year:** 31677.03000000 | **30-Year:** 281.97000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | -0.50%               | -3.36%               | 2.23%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1866267.44              | $-3222208.33                               |
| Month 2  | $481463.43               | $-11018003.73                              |
| Month 3  | $144795.61               | $5996123.05                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BNP PARIBAS SECURITIES CORP.                                            | GBP/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-84152.35    | -0.02%            |  |  |  | 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        |    740000 | PA      | $787001.10    | 0.21%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                                  | EQMSRM 8 03/15/33 144A                                                                                                                                 | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |   2640000 | PA      | $2770494.91   | 0.74%             | 2033-03-15      | Fixed         | 8.00%                 | 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        |    760000 | PA      | $781938.16    | 0.21%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                 | Goldman Sachs & Co                                                                                                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |  -2350312 | PA      | $-2350311.90  | -0.62%            |  |  |  | No            |                  2 | On Loan: No      |
| GRUPO NUTRESA SA                                                        | NUTRES 8 05/12/30 144A                                                                                                                                 | CUSIP: 40055CAA1<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |   1410000 | PA      | $1489327.08   | 0.40%             | 2030-05-12      | Fixed         | 8.00%                 | 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        |    800000 | PA      | $776045.60    | 0.21%             | 2033-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE BV                                             | PETBRA 6.75 01/27/41                                                                                                                                   | CUSIP: 71645WAS0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |   5620000 | PA      | $5592852.59   | 1.49%             | 2041-01-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                            | CHTR 7.375 02/01/36 144A                                                                                                                               | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4940000 | PA      | $4847518.80   | 1.29%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                            | ECOPET 5.875 05/28/45                                                                                                                                  | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   2350000 | PA      | $1809724.80   | 0.48%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA3                                 | STACR 2021-DNA3 B2                                                                                                                                     | CUSIP: 35564KFH7<br>LEI: 5493000ISUYHCRLRBE46 | Long             | ABS-O            | USGSE             | US        |   1430000 | PA      | $1795946.01   | 0.48%             | 2033-10-25      | Floating      | 9.90%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                                     | DBD 7.75 03/31/30 144A                                                                                                                                 | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |    630000 | PA      | $663368.16    | 0.18%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                          | TEVA 4.1 10/01/46                                                                                                                                      | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    480000 | PA      | $370203.22    | 0.10%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                            | UBS V9.25 PERP 144a                                                                                                                                    | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1440000 | PA      | $1559174.40   | 0.41%             | N/A             | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MICHAELS COMPANIES INC (THE)                                            | MIK 11 03/15/34 144A                                                                                                                                   | CUSIP: 59408QAA4<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   5950000 | PA      | $5748823.18   | 1.53%             | 2034-03-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                                       | CHRD 6 10/01/30 144A                                                                                                                                   | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1142068.48   | 0.30%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | C V6.875 PERP GG                                                                                                                                       | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    330000 | PA      | $335264.16    | 0.09%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                                                  | CAPG 0 09/30/28 REGS                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |     37080 | PA      | $203.94       | 0.00%             | 2028-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PANAMA, REPUBLIC OF - MINISTRY OF PLANNING AND ECONOMIC POLICY          | PANAMA 2.252 09/29/32                                                                                                                                  | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   2110000 | PA      | $1788225.00   | 0.47%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CORE SCIENTIFIC FINANCE I LLC                                           | CORZ 7.75 05/15/31 144A                                                                                                                                | CUSIP: 21874LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3360000 | PA      | $3353378.11   | 0.89%             | 2031-05-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE LTD                                               | MPEL 6.5 09/24/33 144A                                                                                                                                 | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |   1210000 | PA      | $1198075.11   | 0.32%             | 2033-09-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | CAS 2024-R01 1B2                                                                                                                                       | CUSIP: 20753UAJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2000000 | PA      | $2110959.60   | 0.56%             | 2044-01-25      | Floating      | 7.65%                 | 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        |   1500000 | PA      | $1561037.36   | 0.41%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL / CONNECT US FINCO LLC                               | ISATLN 9 09/15/29 144A                                                                                                                                 | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   5210000 | PA      | $5501431.77   | 1.46%             | 2029-09-15      | Fixed         | 9.00%                 | 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        |   2130000 | PA      | $2095265.66   | 0.56%             | 2036-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                                 | ZIGGO 5 01/15/32 144a                                                                                                                                  | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |   1160000 | PA      | $1017357.00   | 0.27%             | 2032-01-15      | Fixed         | 5.00%                 | 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        |     49756 | NS      | $1238924.40   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUDI ARABIA, KINGDOM OF                                                | KSA 3.25 10/26/26 144A                                                                                                                                 | CUSIP: 80413TAB5<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    700000 | PA      | $697655.38    | 0.19%             | 2026-10-26      | Fixed         | 3.25%                 | 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      | $880618.60    | 0.23%             | 2041-06-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                                    | HOWARD 7.375 07/15/32 144A                                                                                                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1421666.48   | 0.38%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Catawba Nation Gaming Authority                                         | CATAWBA NATION GAMING AUTHORITY                                                                                                                        | CUSIP: 14907EAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    930000 | PA      | $936514.65    | 0.25%             | 2032-03-29      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ANGOLA, REPUBLIC OF - MINISTRY OF FINANCE                               | ANGOL 8 11/26/29 144A                                                                                                                                  | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |   2200000 | PA      | $2251486.51   | 0.60%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Net, LLC                                                 | DIAMOND SPORTS NET LLC                                                                                                                                 | CUSIP: 25277EAB8<br>LEI: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |   2656505 | PA      | $569249.25    | 0.15%             | 2028-01-02      | Floating      | 12.00%                | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                        | CSCHLD 11.75 01/31/29 144A                                                                                                                             | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1082234.97   | 0.29%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Ziggo Financing Partnership                                             | VodafoneZiggo Term Loan B 325 2033-01-01                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1770000 | PA      | $1758052.50   | 0.47%             | 2033-01-15      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                         | GEN 6.25 04/01/33 144A                                                                                                                                 | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    850000 | PA      | $828822.65    | 0.22%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VCI ASSET HOLDINGS 2 LLC                                                | Valor                                                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3180000 | PA      | $3291300.00   | 0.87%             | 2031-02-06      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                 | SASOL 8.75 05/03/29 144A                                                                                                                               | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1789525.79   | 0.48%             | 2029-05-03      | Fixed         | 8.75%                 | 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        |   1520000 | PA      | $1586808.56   | 0.42%             | 2031-06-01      | Fixed         | 8.62%                 | 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        |   1300000 | PA      | $1293747.00   | 0.34%             | 2031-01-22      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| TITAN INTERNATIONAL INC                                                 | TWI 7 04/30/28                                                                                                                                         | CUSIP: 88830MAM4<br>LEI: 254900CXRGBE7C4B5A06 | Long             | DBT              | CORP              | US        |   1441000 | PA      | $1441001.73   | 0.38%             | 2028-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NIGERIA, FEDERAL REPUBLIC OF - DEBT MANAGEMENT OFFICE (THE)             | NGERIA 7.696 02/23/38 REGS                                                                                                                             | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   1130000 | PA      | $1159438.82   | 0.31%             | 2038-02-23      | Fixed         | 7.70%                 | 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        |    867809 | PA      | $865795.24    | 0.23%             | 2029-02-15      | Floating      | 6.40%                 | 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        |   1470000 | PA      | $1475475.75   | 0.39%             | 2031-03-14      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| B3 - BRASIL BOLSA BALCAO SA                                             | BTHREE 4.125 09/20/31 144A                                                                                                                             | CUSIP: 11778EAA4<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | DBT              | CORP              | BR        |   1500000 | PA      | $1400587.50   | 0.37%             | 2031-09-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                  | VENLNG 9.875 02/01/32 144A                                                                                                                             | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2457902.80   | 0.65%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VCI ASSET HOLDIN TL 3L                                                  | VCI ASSET HOLDIN TL 3L                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1270215.32   | 0.34%             | 2031-04-09      | Fixed         | 6.88%                 | No            |                  3 | On Loan: No      |
| DREAM FINDERS HOMES INC                                                 | DFH 6.875 09/15/30 144A                                                                                                                                | CUSIP: 26154DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1334826.78   | 0.35%             | 2030-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HOLDINGS COMPANY LTD                                     | COGARD 0 12/31/31 REGS                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |   1088943 | PA      | $116408.06    | 0.03%             | 2031-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                              | FMCN 8 03/01/33 144A                                                                                                                                   | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   5800000 | PA      | $6101542.00   | 1.62%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GRANITE RIDGE RESOURCES INC                                             | GRNT 8.875 11/05/29                                                                                                                                    | CUSIP: 387432AA5<br>LEI: 254900CAHJQKOQ1YZC67 | Long             | DBT              | CORP              | US        |   3440000 | PA      | $3370950.94   | 0.90%             | 2029-11-05      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Valor                                                                   | Valor                                                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    591327 | NS      | $623849.99    | 0.17%             |  |  |  | No            |                  3 | 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        |    567849 | NS      | $567848.63    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| QNITY ELECTRONICS INC                                                   | QNTELE 6.25 08/15/33 144A                                                                                                                              | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1382907.60   | 0.37%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| QATAR, STATE OF - MINISTRY OF FINANCE, ECONOMY AND COMMERCE             | QATAR 3.75 04/16/30 144A                                                                                                                               | CUSIP: 74727PBD2<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $196177.04    | 0.05%             | 2030-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SPIRIT AVIA HOL RESTRICT                                                | SPIRIT AVIA HOL RESTRICT                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       422 | NS      | $590.80       | 0.00%             |  |  |  | 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        |     51648 | NS      | $72307.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILIPPINES, REPUBLIC OF - DEPARTMENT OF FINANCE                        | PHILIP 3.2 07/06/46                                                                                                                                    | CUSIP: 718286CP0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $138954.04    | 0.04%             | 2046-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                       | HRI 7.25 06/15/33 144A                                                                                                                                 | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1110698.74   | 0.29%             | 2033-06-15      | Fixed         | 7.25%                 | 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        |   2060000 | PA      | $1783479.81   | 0.47%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                                              | ACA 6.875 08/15/32 144A                                                                                                                                | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    640000 | PA      | $665235.84    | 0.18%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BAHAMAS, COMMONWEALTH OF                                                | BAHAMA 6.95 11/20/29 144A                                                                                                                              | CUSIP: 056732AG5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |   1030000 | PA      | $1048025.00   | 0.28%             | 2029-11-20      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                                        | ABEGET 11.25 02/21/30 144A                                                                                                                             | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    160000 | PA      | $143051.20    | 0.04%             | 2030-02-21      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| VCI Asset Holdings 1 LLC                                                | VCI ASSET HOLDINGS 1 LLC                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3010000 | PA      | $3223995.95   | 0.86%             | 2030-11-20      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                        | WULF 7.75 10/15/30 144A                                                                                                                                | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2060000 | PA      | $2166316.95   | 0.58%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WB BURGERS ASIA INC                                                     | WB 2024-HQ D                                                                                                                                           | CUSIP: 92943PAG6<br>LEI: 549300GK97AYN6BKKT80 | Long             | ABS-O            | CORP              | US        |   1050000 | PA      | $1044044.30   | 0.28%             | 2040-03-16      | Variable      | 8.28%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS LLC                                                      | SBH 6.75 04/01/32                                                                                                                                      | CUSIP: 79546VAQ9<br>LEI: 3GM3SMNQ8UJOJU9DFN26 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1897689.52   | 0.50%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LUXCO3 DUMMY EQUITY                                                     | LUXCO3 DUMMY EQUITY                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54680 | NS      | $1130189.13   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                                 | HCA 7.5 11/15/95                                                                                                                                       | CUSIP: 197677AH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2205000 | PA      | $2342421.58   | 0.62%             | 2095-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HOLDINGS LTD                                                | GLOBAU 11.5 08/15/29 144A                                                                                                                              | CUSIP: 00033YAA4<br>LEI: 984500ADEF1BB0584352 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1524165.00   | 0.40%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Transdigm Inc                                                           | TransDigm Term Loan J 250 2031-02-01                                                                                                                   | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   2450109 | PA      | $2456528.65   | 0.65%             | 2031-02-28      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| KENYA, GOVERNMENT OF                                                    | KENINT 9.5 03/05/36 144A                                                                                                                               | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |   1500000 | PA      | $1505637.83   | 0.40%             | 2036-03-05      | Fixed         | 9.50%                 | 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        |   1469943 | PA      | $1460205.03   | 0.39%             | 2032-11-24      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| COSTA RICA, REPUBLIC OF                                                 | COSTAR 7.158 03/12/45 144A                                                                                                                             | CUSIP: 221597BV8<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    460000 | PA      | $507012.00    | 0.13%             | 2045-03-12      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| KATAYMA CLO II LTD                                                      | KTAMA 2024-2A D                                                                                                                                        | CUSIP: 485862AG1<br>LEI: 254900HW0KYG9AOGVP97 | Long             | ABS-CBDO         | CORP              | JE        |   1100000 | PA      | $1105258.55   | 0.29%             | 2037-04-20      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| SERVICE CORPORATION INTERNATIONAL                                       | SCI 7.5 04/01/27                                                                                                                                       | CUSIP: 817565BT0<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1082460.34   | 0.29%             | 2027-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HOLDINGS COMPANY LTD                                     | COUNTRY GARDEN HOLDINGS COMPANY LTD HKD0.10                                                                                                            | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | EC               | CORP              | KY        |      4350 | NS      | $162.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CERDIA FINANZ GMBH                                                      | PLATIN 9.375 10/03/31 144A                                                                                                                             | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |    490000 | PA      | $471625.00    | 0.13%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Spirit Airlines, LLC                                                    | Spirit Airlines, LLC Third DIP New Money TL                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    109807 | PA      | $107062.09    | 0.03%             | 2026-07-14      | Floating      | 11.67%                | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                               | OXY 6.2 03/15/40                                                                                                                                       | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1375289.16   | 0.37%             | 2040-03-15      | Fixed         | 6.20%                 | 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        |    985031 | PA      | $982263.31    | 0.26%             | 2031-05-16      | Floating      | 7.42%                 | 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        |   1820000 | PA      | $1888264.56   | 0.50%             | 2029-04-01      | Fixed         | 7.25%                 | 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        |   3540000 | PA      | $3589414.86   | 0.95%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KNDR TRUST 2021-KIND                                                    | KNDR 2021-KIND C                                                                                                                                       | CUSIP: 482606AL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1487782 | PA      | $1475783.93   | 0.39%             | 2038-08-16      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                                       | CHRD 6.75 03/15/33 144A                                                                                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2446542.70   | 0.65%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                   | THC 6.875 11/15/31                                                                                                                                     | CUSIP: 88033GAV2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1929791.99   | 0.51%             | 2031-11-15      | Fixed         | 6.88%                 | 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        |    780000 | PA      | $872474.77    | 0.23%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                       | HRI 7 06/15/30 144A                                                                                                                                    | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    790000 | PA      | $822372.62    | 0.22%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Nexus Buyer LLC                                                         | NEXUS BUYER LLC                                                                                                                                        | CUSIP: 65343UAJ1<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |    388050 | PA      | $381841.20    | 0.10%             | 2031-07-31      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| AMC GLOBAL MEDIA INC                                                    | AMCX 10.5 07/15/32 144A                                                                                                                                | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    660000 | PA      | $680815.79    | 0.18%             | 2032-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| OMAN, GOVERNMENT OF THE SULTANATE OF                                    | OMAN 5.625 01/17/28 144A                                                                                                                               | CUSIP: 682051AH0<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    800000 | PA      | $814471.54    | 0.22%             | 2028-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                          | BNP V7.2 PERP 144A                                                                                                                                     | CUSIP: 05602XQS0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    730000 | PA      | $734658.13    | 0.20%             | N/A             | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                                  | EQMSRM 8.625 05/15/32 144A                                                                                                                             | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    650000 | PA      | $690179.75    | 0.18%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SMRT COMMERCIAL MORTGAGE TRUST 2022-MINI                                | SMRT 2022-MINI D                                                                                                                                       | CUSIP: 78457JAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1497297.30   | 0.40%             | 2039-01-18      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                      | SANTAN V9.625 PERP _                                                                                                                                   | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1190556.00   | 0.32%             | N/A             | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE LTD                                               | MPEL 5.375 12/04/29 144A                                                                                                                               | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |   1240000 | PA      | $1212183.63   | 0.32%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP / HILCORP FINANCE CO                                | HILCRP 8.375 11/01/33 144A                                                                                                                             | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $21395.84     | 0.01%             | 2033-11-01      | Fixed         | 8.38%                 | 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        |    316072 | PA      | $4345.99      | 0.00%             | 2031-09-30      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| RECKSON OPERATING PARTNERSHIP LP                                        | SLG 2021-OVA F                                                                                                                                         | CUSIP: 78449RAN5<br>LEI: 549300Z8X84XIDB6JE13 | Long             | ABS-O            | CORP              | US        |   2119000 | PA      | $1761196.26   | 0.47%             | 2041-07-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP / CLARIOS US FINANCE CO INC                           | POWSOL 6.75 02/15/30 144A                                                                                                                              | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1450000 | PA      | $1498734.50   | 0.40%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                     | AXON 6.125 03/15/30 144A                                                                                                                               | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    580000 | PA      | $594509.22    | 0.16%             | 2030-03-15      | Fixed         | 6.12%                 | 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        |   3770000 | PA      | $3583420.74   | 0.95%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                                                    | VETCN 6.875 05/01/30 144A                                                                                                                              | CUSIP: 923725AD7<br>LEI: 8945009D1HGCJC8M8A68 | Long             | DBT              | RF                | CA        |   1110000 | PA      | $1121673.16   | 0.30%             | 2030-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                          | BBDBCN 7.5 02/01/29 144A                                                                                                                               | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   1910000 | PA      | $1985471.74   | 0.53%             | 2029-02-01      | Fixed         | 7.50%                 | 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        |    540000 | PA      | $548289.00    | 0.15%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| STONEX GROUP INC                                                        | SNEX 7.875 03/01/31 144A                                                                                                                               | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1622525.52   | 0.43%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Autokiniton US Holdings Inc                                             | Autokiniton Global Group Term Loan B 400 2028-04-01                                                                                                    | CUSIP: 05278HAC0<br>LEI: 254900EHNKMJ1OSEZL85 | Long             | LON              | CORP              | US        |   1419508 | PA      | $1406938.14   | 0.37%             | 2028-04-06      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                        | CSCHLD 4.5 11/15/31 144a                                                                                                                               | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   4630000 | PA      | $2704072.79   | 0.72%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                  | Spirit Contingent TL                                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525214 | PA      | $10504.28     | 0.00%             | 2026-07-14      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                                | VMED 5 07/15/30 144A                                                                                                                                   | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |   1240000 | PA      | $1046294.76   | 0.28%             | 2030-07-15      | Fixed         | 5.00%                 | 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        |    450000 | PA      | $452324.86    | 0.12%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                          | EUR/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-10221.45    | -0.00%            |  |  |  | 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        |   1360000 | PA      | $1320614.40   | 0.35%             | 2033-03-31      | Floating      | 8.95%                 | No            |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP                                            | MPW 5 10/15/27                                                                                                                                         | CUSIP: 55342UAH7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |    690000 | PA      | $673181.97    | 0.18%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOLDINGS LTD                                       | ASTONM 10.375 03/31/29 144A                                                                                                                            | CUSIP: 000000000<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |   1300000 | PA      | $1423166.98   | 0.38%             | 2029-03-31      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                             | FIBCOP 7.2 07/18/36 144A                                                                                                                               | CUSIP: 683879AF7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1176000 | PA      | $1176000.00   | 0.31%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                         | DOMREP 4.5 01/30/30 144A                                                                                                                               | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   3330000 | PA      | $3210952.50   | 0.85%             | 2030-01-30      | Fixed         | 4.50%                 | 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        |   1190000 | PA      | $1114191.41   | 0.30%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                    | ROYAL BANK OF CANADA                                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Short            | RA               | CORP              | US        |  -6330410 | PA      | $-6330410.00  | -1.68%            |  |  |  | No            |                  2 | On Loan: No      |
| COTE D'IVOIRE, REPUBLIC OF                                              | IVYCST 6.75 02/25/41 144A                                                                                                                              | CUSIP: 221625AX4<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   1370000 | PA      | $1264692.37   | 0.34%             | 2041-02-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DRYDEN 119 CLO LTD                                                      | DRSLF 2024-119A E                                                                                                                                      | CUSIP: 26254LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1983764.40   | 0.53%             | 2036-04-15      | Floating      | 10.67%                | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                            | ECOPET 5.875 11/02/51                                                                                                                                  | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   1360000 | PA      | $1007700.87   | 0.27%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                                                         | MASBRA 7 07/15/32 144A                                                                                                                                 | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |    520000 | PA      | $517590.22    | 0.14%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                                        | MTNA 7 10/15/39                                                                                                                                        | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   3200000 | PA      | $3533508.80   | 0.94%             | 2039-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY GLOBAL HOLDINGS INC                                           | WBD 5.05 03/15/42 *                                                                                                                                    | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $2649311.00   | 0.70%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ELEVATION CLO 2016-5 LTD                                                | AWPT 2016-5A ERR                                                                                                                                       | CUSIP: 28623BAC7<br>LEI: 549300IH854FT1JLRT08 | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1149339.24   | 0.31%             | 2038-01-25      | Variable      | 11.25%                | No            |                  2 | On Loan: No      |
| ABC TECHNOLOGIES INC                                                    | ABC TECHNOLOGIES INC/CANADA                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   2066819 | PA      | $1989499.19   | 0.53%             | 2031-09-08      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| MILLROSE PROPERTIES INC                                                 | MRP 6.375 08/01/30 144A                                                                                                                                | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2280000 | PA      | $2310789.12   | 0.61%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CENTRAL AMERICAN BOTTLING CORP                                          | CAMEBO 5.25 04/27/29 144A                                                                                                                              | CUSIP: 15239XAA6<br>LEI: 549300DT8SH0CF6BTT37 | Long             | DBT              | CORP              | VG        |   2150000 | PA      | $2126792.47   | 0.56%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STONEX ESCROW ISSUER LLC                                                | SNEX 6.875 07/15/32 144A                                                                                                                               | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1034555.00   | 0.27%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC                                              | VSTJET 6.375 02/01/30 144A                                                                                                                             | CUSIP: 92840JAB5<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | MT        |    970000 | PA      | $909268.01    | 0.24%             | 2030-02-01      | Fixed         | 6.38%                 | 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        |   2570000 | PA      | $2529990.75   | 0.67%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OCEAN TRAILS CLO XIV LTD                                                | OCTR 2023-14A ER                                                                                                                                       | CUSIP: 67515MAG3<br>LEI: 254900TWRKR5CRS1OX19 | Long             | ABS-CBDO         | CORP              | JE        |   1420000 | PA      | $1214434.41   | 0.32%             | 2038-01-20      | Floating      | 10.02%                | No            |                  2 | On Loan: No      |
| BALBOA BAY LOAN FUNDING 2024-2 LTD                                      | BOBA 2024-2A E                                                                                                                                         | CUSIP: 05765BAA7<br>LEI: 254900FG1DS8PNX30R63 | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $851130.93    | 0.23%             | 2038-01-20      | Variable      | 9.42%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                     | ACRISU 6.75 07/01/32 144A                                                                                                                              | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $532384.27    | 0.14%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                        | CSCHLD 3.375 02/15/31 144A                                                                                                                             | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    800000 | PA      | $465633.52    | 0.12%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                            | CHTR 4.5 06/01/33 144A                                                                                                                                 | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1290165.99   | 0.34%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC                                              | VSTJET 7.875 05/01/27 144A                                                                                                                             | CUSIP: 92840JAD1<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | MT        |    600000 | PA      | $600603.60    | 0.16%             | 2027-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC (REIT)                                                | IRM 7 02/15/29 144A                                                                                                                                    | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    540000 | PA      | $552172.14    | 0.15%             | 2029-02-15      | Fixed         | 7.00%                 | 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        |   1160000 | PA      | $1197944.76   | 0.32%             | 2031-05-15      | Fixed         | 10.38%                | 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        |   1060000 | PA      | $996400.00    | 0.26%             | 2028-06-01      | Fixed         | 4.88%                 | 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        |   1750000 | PA      | $1752625.00   | 0.47%             | 2033-03-24      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                    | CHTR 3.85 04/01/61                                                                                                                                     | CUSIP: 161175BY9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $624515.54    | 0.17%             | 2061-04-01      | Fixed         | 3.85%                 | 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        |   1788309 | PA      | $1774583.75   | 0.47%             | 2029-03-12      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2021-I LTD                                                 | CIFC 2021-1A D1R                                                                                                                                       | CUSIP: 12563EAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501022.80    | 0.13%             | 2037-07-27      | Floating      | 6.82%                 | 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        |    520000 | PA      | $512173.32    | 0.14%             | 2037-04-20      | Floating      | 8.43%                 | 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        |   1260000 | PA      | $1058016.20   | 0.28%             | 2038-01-25      | Variable      | 11.34%                | 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        |   1350000 | PA      | $1361260.35   | 0.36%             | 2033-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DISCOVERY GLOBAL HOLDINGS INC                                           | WBD 5.141 03/15/52 *                                                                                                                                   | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    610000 | PA      | $401837.50    | 0.11%             | 2052-03-15      | Fixed         | 5.14%                 | 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        |   5750000 | PA      | $5361875.00   | 1.42%             | 2028-10-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                                  | ESKOM 4.314 07/23/27                                                                                                                                   | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |   1210000 | PA      | $1197321.70   | 0.32%             | 2027-07-23      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                        | TURKEY 4.875 04/16/43 30Y                                                                                                                              | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   2400000 | PA      | $1748226.94   | 0.46%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                          | NRG 6 01/15/36 144A                                                                                                                                    | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1868055.80   | 0.50%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VFH PARENT LLC                                                          | VIRT 7.5 06/15/31 144A                                                                                                                                 | CUSIP: 91824YAA6<br>LEI: 549300FRO9M476YHHY64 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1250371.08   | 0.33%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK35                                                         | BANK 2021-BN35 H                                                                                                                                       | CUSIP: 06540CAQ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    890000 | PA      | $363748.16    | 0.10%             | 2064-06-17      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| WW International Inc                                                    | WW INTERNATIONAL INC                                                                                                                                   | CUSIP: 92941PAE3<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | LON              | CORP              | US        |   1800000 | PA      | $1210751.97   | 0.32%             | 2030-06-24      | Floating      | 10.51%                | No            |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                        | TURKEY 5.125 02/17/28 10Y                                                                                                                              | CUSIP: 900123CP3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1400000 | PA      | $1392837.88   | 0.37%             | 2028-02-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                                        | ABEGET 10.5 11/15/30 144A                                                                                                                              | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    920000 | PA      | $816336.52    | 0.22%             | 2030-11-15      | Fixed         | 10.50%                | 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        |    930000 | PA      | $934009.99    | 0.25%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                           | SOAF 6.125 12/11/37 144A                                                                                                                               | CUSIP: 836205BH6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    800000 | PA      | $763240.80    | 0.20%             | 2037-12-11      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                                                        | MODENA BUYER LLC                                                                                                                                       | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |    817550 | PA      | $742041.08    | 0.20%             | 2031-07-01      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                                                  | CAPG 0 PERP REGS                                                                                                                                       | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |    414893 | PA      | $3111.70      | 0.00%             | N/A             | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                           | SATS 6.75 11/30/30                                                                                                                                     | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   2926369 | PA      | $2972801.70   | 0.79%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                | CE 7 02/15/31                                                                                                                                          | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    660000 | PA      | $687180.78    | 0.18%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP TRUST 2024-70P                              | GSMS 2024-70P E                                                                                                                                        | CUSIP: 36269JAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1517175.30   | 0.40%             | 2041-03-12      | Variable      | 9.26%                 | 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        |    740000 | PA      | $757765.92    | 0.20%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LTD                                                       | VALEBZ 6.875 11/21/36                                                                                                                                  | CUSIP: 91911TAH6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   2960000 | PA      | $3320412.56   | 0.88%             | 2036-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                                | IPDEBV F 06/15/31 144a                                                                                                                                 | CUSIP: 000000000<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |    230000 | PA      | $265022.78    | 0.07%             | 2031-06-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                | TIBX 9 09/30/29 144A                                                                                                                                   | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    810000 | PA      | $795999.26    | 0.21%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC (THE)                                                     | GEO 8.625 04/15/29                                                                                                                                     | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1030582.08   | 0.27%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DCert Buyer Inc                                                         | DigiCert Second-lien Term Loan 700 2029-02-02                                                                                                          | CUSIP: 24022KAJ8<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |    500000 | PA      | $392500.00    | 0.10%             | 2029-02-19      | Floating      | 10.65%                | 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        |    910000 | PA      | $946824.06    | 0.25%             | 2030-04-15      | Fixed         | 8.00%                 | 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        |     28683 | NS      | $684089.55    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT4 PAYMENTS LLC                                                     | FOUR 5.5 05/15/33 144A                                                                                                                                 | CUSIP: 000000000<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |    480000 | PA      | $541778.88    | 0.14%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                          | WYNMAC 5.625 08/26/28 144A                                                                                                                             | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   2250000 | PA      | $2235239.78   | 0.59%             | 2028-08-26      | Fixed         | 5.62%                 | 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        |     55598 | PA      | $54207.76     | 0.01%             | 2026-07-14      | Floating      | 11.67%                | 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        |   1950000 | PA      | $1896181.56   | 0.50%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                          | TEVA 6 12/01/32                                                                                                                                        | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1380000 | PA      | $1437787.50   | 0.38%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ADD HERO HOLDINGS LTD                                                   | ADHERH 9 09/30/30 REGS                                                                                                                                 | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |    239445 | PA      | $3591.67      | 0.00%             | 2030-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                           | DISH 5.125 06/01/29                                                                                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1400783.06   | 0.37%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                           | SATS 3.875 11/30/30                                                                                                                                    | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    241173 | PA      | $905453.88    | 0.24%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                            | UVN 8.875 04/15/33 144A                                                                                                                                | CUSIP: 914906BB7<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    590000 | PA      | $593655.32    | 0.16%             | 2033-04-15      | Fixed         | 8.88%                 | 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        |   1340000 | PA      | $1363624.20   | 0.36%             | 2031-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BAHRAIN, KINGDOM OF - MINISTRY OF FINANCE & NATIONAL ECONOMY            | BHRAIN 6 09/19/44 144A                                                                                                                                 | CUSIP: 05674RAD6<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |   2750000 | PA      | $2309485.53   | 0.61%             | 2044-09-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                                                   | Jane Street Group Term Loan B 200 2031-12-01                                                                                                           | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |    976804 | PA      | $976315.72    | 0.26%             | 2031-12-15      | Floating      | 5.67%                 | 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        |    510000 | PA      | $540045.12    | 0.14%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| AEROPUERTOS DOMINICANOS SIGLO XXI SA                                    | AERDOS 7 06/30/34 144A                                                                                                                                 | CUSIP: 007866AE6<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | DO        |    400000 | PA      | $415500.00    | 0.11%             | 2034-06-30      | Fixed         | 7.00%                 | 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        |   2448000 | PA      | $2632185.07   | 0.70%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 18 LTD                                               | OAKC 2024-18A D1                                                                                                                                       | CUSIP: 67706JAL8<br>LEI: 254900NGFKJYUCJCAJ59 | Long             | ABS-CBDO         | CORP              | BM        |   1000000 | PA      | $1004874.60   | 0.27%             | 2037-04-20      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                         | SANLTD 2.85 03/08/29                                                                                                                                   | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   2620000 | PA      | $2488184.39   | 0.66%             | 2029-03-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                       | HSBC V8.113 11/03/33                                                                                                                                   | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1730000 | PA      | $1989194.43   | 0.53%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2018-BILT                                                      | BX 2025-SPOT E                                                                                                                                         | CUSIP: 12433FAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1269299 | PA      | $1273132.99   | 0.34%             | 2040-04-16      | Floating      | 7.34%                 | 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        |    760000 | PA      | $764128.40    | 0.20%             | 2035-10-18      | Variable      | 9.08%                 | 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        |    470000 | PA      | $432810.59    | 0.11%             | 2035-04-19      | Floating      | 8.43%                 | 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        |   1260000 | PA      | $1261335.60   | 0.33%             | 2033-02-15      | Fixed         | 9.00%                 | 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        |   1905072 | PA      | $1474892.21   | 0.39%             | 2037-09-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                         | FAIRIC 6.25 09/15/34 144A                                                                                                                              | CUSIP: 303250AJ3<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1231403.00   | 0.33%             | 2034-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                            | CHTR 4.25 01/15/34 144A                                                                                                                                | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1587279.65   | 0.42%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                                                    | TECOAR 9.5 07/18/31 144A                                                                                                                               | CUSIP: 879273AU4<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |    920000 | PA      | $985550.00    | 0.26%             | 2031-07-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| TURK TELEKOMUNIKASYON AS                                                | TURKTI 7.375 05/20/29 144A                                                                                                                             | CUSIP: 90011QAD2<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |   1670000 | PA      | $1715834.75   | 0.46%             | 2029-05-20      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                           | F 7.35 03/06/30                                                                                                                                        | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    410000 | PA      | $434289.74    | 0.12%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                           | SATS 10.75 11/30/29 .                                                                                                                                  | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   5051707 | PA      | $5488085.63   | 1.46%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                             | FIBCOP 7.721 06/04/38 144A                                                                                                                             | CUSIP: 683879AH3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    202000 | PA      | $202818.71    | 0.05%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| HALSEYPOINT CLO I LTD                                                   | HLSY 2019-1A FR                                                                                                                                        | CUSIP: 40638CAN9<br>LEI: 549300POBLM5RW6LD816 | Long             | ABS-CBDO         | CORP              | KY        |   1520000 | PA      | $1337882.26   | 0.36%             | 2037-10-20      | Floating      | 14.41%                | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                           | CCL 6.125 02/15/33 144A                                                                                                                                | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    790000 | PA      | $802015.56    | 0.21%             | 2033-02-15      | Fixed         | 6.12%                 | 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        |   2590000 | PA      | $2740388.35   | 0.73%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-KING                                  | BX 2024-KING E                                                                                                                                         | CUSIP: 05612RAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1431159 | PA      | $1434584.68   | 0.38%             | 2034-05-15      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HOLDINGS COMPANY LTD                                     | COGARD 5 12/31/32 REG                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |    525618 | PA      | $72272.49     | 0.02%             | 2032-12-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MEDICAL PROPERTIES TRUST INC                                            | MPW 4.625 08/01/29                                                                                                                                     | CUSIP: 55342UAJ3<br>LEI: 254900U6E39J1MQCCY14 | Long             | DBT              | CORP              | US        |    610000 | PA      | $505207.31    | 0.13%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                   | Quikrete Term Loan B 225 2031-04-01                                                                                                                    | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   1466312 | PA      | $1468922.20   | 0.39%             | 2031-04-14      | Floating      | 5.90%                 | 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        |   1260000 | PA      | $1310767.92   | 0.35%             | 2031-02-15      | Fixed         | 7.12%                 | 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        |   3000000 | PA      | $3045465.00   | 0.81%             | 2028-03-15      | Fixed         | 6.12%                 | 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        |   3530000 | PA      | $3356122.01   | 0.89%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2016-BNK2                                | MSC 2016-BNK2 B                                                                                                                                        | CUSIP: 61690YBY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1020000 | PA      | $944768.37    | 0.25%             | 2049-11-18      | Variable      | 3.48%                 | 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        |    920455 | PA      | $940152.74    | 0.25%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                                     | S 8.75 03/15/32                                                                                                                                        | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   5170000 | PA      | $6153385.44   | 1.63%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                          | BBDBCN 7.25 07/01/31 144A                                                                                                                              | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    650000 | PA      | $684735.35    | 0.18%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                                 | EA 6.25 07/01/33 144a                                                                                                                                  | CUSIP: 67124CAC7<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    620000 | PA      | $749755.27    | 0.20%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                     | Buckeye Partners Term Loan B 175 2032-09-17                                                                                                            | CUSIP: 11823LAR6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | LON              | CORP              | US        |    492541 | PA      | $495695.24    | 0.13%             | 2032-11-22      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                                                    | TECOAR 9.25 05/28/33 144A                                                                                                                              | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |   1100000 | PA      | $1169674.00   | 0.31%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC (THE)                                                     | GEO 10.25 04/15/31                                                                                                                                     | CUSIP: 36162JAH9<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $2233448.96   | 0.59%             | 2031-04-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| PINNACLE BIDCO PLC                                                      | PURGYM 10 10/11/28 144A                                                                                                                                | CUSIP: 000000000<br>LEI: 2138006Z5V8OBL2A2Q06 | Long             | DBT              | CORP              | GB        |   1900000 | PA      | $2703660.57   | 0.72%             | 2028-10-11      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                         | CDS CDX.NA.HY.46.V1                                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-589029.23   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Nexus Buyer LLC                                                         | NEXUS BUYER LLC                                                                                                                                        | CUSIP: 65343UAH5<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |    640286 | PA      | $629017.46    | 0.17%             | 2031-07-31      | Floating      | 7.15%                 | 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        |   1366200 | PA      | $1368891.41   | 0.36%             | 2032-02-10      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| TUTOR PERINI CORP                                                       | TPC 11.875 04/30/29 144A                                                                                                                               | CUSIP: 901109AG3<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $2258485.92   | 0.60%             | 2029-04-30      | Fixed         | 11.88%                | 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        |    610000 | PA      | $541277.28    | 0.14%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                          | WYNMAC 5.125 12/15/29 144A                                                                                                                             | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    800000 | PA      | $781326.13    | 0.21%             | 2029-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                | WYNFIN 5.125 10/01/29 144A                                                                                                                             | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2170000 | PA      | $2156793.84   | 0.57%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB DE CV                                            | ORBIA 2.875 05/11/31 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    510000 | PA      | $424256.25    | 0.11%             | 2031-05-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                       | KMI 7.75 01/15/32 GMTN                                                                                                                                 | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $2233964.97   | 0.59%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                                | IPDEBV 5.5 06/15/31 144A                                                                                                                               | CUSIP: 000000000<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |    320000 | PA      | $360862.60    | 0.10%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                                  | TRICGR L 06/29/26 1                                                                                                                                    | CUSIP: 31935HAM9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |    285417 | PA      | $70552.11     | 0.02%             | 2026-06-29      | Floating      | 13.66%                | No            |                  2 | On Loan: No      |
| GUATEMALA, REPUBLIC OF - MINISTRY OF PUBLIC FINANCE                     | GUATEM 5.375 04/24/32 144A                                                                                                                             | CUSIP: 401494AS8<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $202860.00    | 0.05%             | 2032-04-24      | Fixed         | 5.38%                 | 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        |   1040000 | PA      | $1088732.32   | 0.29%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ECUADOR, REPUBLICA DEL - MINISTERIO DE FINANZAS Y CREDITO PUBLICO       | ECUA 8.75 01/29/34 144A                                                                                                                                | CUSIP: 27927WAQ5<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    570000 | PA      | $582825.00    | 0.15%             | 2034-01-29      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| J.B. POINDEXTER & CO. INC                                               | JBPOIN 8.75 12/15/31 144A                                                                                                                              | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |   2210000 | PA      | $2292859.53   | 0.61%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                       | DISH 11.75 11/15/27 144A                                                                                                                               | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $2055660.05   | 0.55%             | 2027-11-15      | Fixed         | 11.75%                | 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        |   1930000 | PA      | $1868979.77   | 0.50%             | 2056-01-15      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SAS                                                       | SFRFP 6.5 04/15/32 144A                                                                                                                                | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1905489 | PA      | $1875222.59   | 0.50%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SPIRIT FUNDED ROLL UP TL                                                | SPIRIT FUNDED ROLL UP TL                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1378565 | PA      | $620354.24    | 0.16%             | 2026-10-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAMESTOWN CLO IX LTD                                                    | JTWN 2016-9A CR3                                                                                                                                       | CUSIP: 47048JBK8<br>LEI: 254900NFTK4YH0WYT485 | Long             | ABS-CBDO         | CORP              | KY        |    580000 | PA      | $576322.05    | 0.15%             | 2034-07-25      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                                                  | CHINA AOYUAN GROUP LTD HKD0.01                                                                                                                         | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | EC               | CORP              | KY        |    103724 | NS      | $781.32       | 0.00%             |  |  |  | No            |                  1 | 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        |    330000 | PA      | $347563.26    | 0.09%             | 2031-09-01      | Fixed         | 8.88%                 | 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        |   2480000 | PA      | $2282902.50   | 0.61%             | 2032-01-15      | Fixed         | 8.75%                 | 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        |    810000 | PA      | $833345.82    | 0.22%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                              | UKRAIN 4.5 02/01/34 144A                                                                                                                               | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     75885 | PA      | $46643.03     | 0.01%             | 2034-02-01      | Variable      | 4.50%                 | 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      | $523333.00    | 0.14%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-P1                             | CGCMT 2015-P1 D                                                                                                                                        | CUSIP: 17324DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4982 | PA      | $4884.90      | 0.00%             | 2048-09-17      | Fixed         | 3.23%                 | 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        |   1380000 | PA      | $1394491.77   | 0.37%             | 2031-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CORDOBA, PROVINCE OF                                                    | PDCAR 6.99 06/01/27 144A                                                                                                                               | CUSIP: 74408DAD6<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |    262500 | PA      | $263014.50    | 0.07%             | 2027-06-01      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE 2019 INC / CSL CAP LLC             | UNIT 8.625 06/15/32 Feb                                                                                                                                | CUSIP: 91327CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1958552.80   | 0.52%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| MERIDIAN ARC HOLDCO LLC                                                 | MERIDI 6.25 04/30/31 144A                                                                                                                              | CUSIP: 58990CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1190282.49   | 0.32%             | 2031-04-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                          | TEVA 5.125 05/09/29                                                                                                                                    | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   2700000 | PA      | $2711580.30   | 0.72%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC (THE)                                            | WMB 5.75 06/24/44                                                                                                                                      | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3836036.57   | 1.02%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WBI OPERATIONS LLC                                                      | WBI 6.5 10/15/33 144A                                                                                                                                  | CUSIP: 92944BAB7<br>LEI: 254900A83461EGRMOV11 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1537183.60   | 0.41%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                | LLOYDS V8 PERP                                                                                                                                         | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   4320000 | PA      | $4622330.88   | 1.23%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ECUADOR, REPUBLICA DEL - MINISTERIO DE FINANZAS Y CREDITO PUBLICO       | ECUA 9.25 01/29/39 144A                                                                                                                                | CUSIP: 27927WAR3<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    710000 | PA      | $736625.00    | 0.20%             | 2039-01-29      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ATP TOWER HOLDINGS LLC                                                  | ATPTOW 7.875 02/03/30 144A                                                                                                                             | CUSIP: 00193BAA0<br>LEI: 254900CIKL1FQZ45N873 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1742976.99   | 0.46%             | 2030-02-03      | Fixed         | 7.88%                 | 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        |   1020000 | PA      | $914448.20    | 0.24%             | 2033-08-15      | Fixed         | 6.62%                 | 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        |   2410000 | PA      | $2354455.86   | 0.63%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                            | MLTPLN L 12/31/30 1                                                                                                                                    | CUSIP: 55328HAP6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |     79112 | PA      | $79200.88     | 0.02%             | 2030-12-31      | Floating      | 7.42%                 | 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        |   1150000 | PA      | $1152552.31   | 0.31%             | 2037-04-20      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SAS                                                       | SFRFP 6.875 07/15/32 144A                                                                                                                              | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    396342 | PA      | $390174.68    | 0.10%             | 2032-07-15      | 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        |   1540000 | PA      | $1314760.43   | 0.35%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP                                            | MPW 3.692 06/05/28                                                                                                                                     | CUSIP: 55342UAL8<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |    220000 | PA      | $260555.88    | 0.07%             | 2028-06-05      | Fixed         | 3.69%                 | 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        |   1570000 | PA      | $1621276.58   | 0.43%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                           | CRWV 9.25 06/01/30 144A                                                                                                                                | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   2860000 | PA      | $2898076.30   | 0.77%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                              | UKRAIN 4.5 02/01/35 144A                                                                                                                               | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    132798 | PA      | $80398.69     | 0.02%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                       | CLARIOS GLOBAL LP                                                                                                                                      | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |   1207839 | PA      | $1214633.30   | 0.32%             | 2030-05-06      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                    | RGCARE 7 05/01/34 144A                                                                                                                                 | CUSIP: 53219LBA6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1649713.75   | 0.44%             | 2034-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SAS                                                       | SFRFP 10 01/15/33 144A                                                                                                                                 | CUSIP: 020956AA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    934000 | PA      | $924503.82    | 0.25%             | 2033-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                            | MLTPLN L 12/31/30 2                                                                                                                                    | CUSIP: 55328HAQ4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |    655791 | PA      | $588572.28    | 0.16%             | 2030-12-31      | Floating      | 8.26%                 | 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        |   2820000 | PA      | $2767181.40   | 0.73%             | 2033-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                              | UKRAIN 4.5 02/01/36 144A                                                                                                                               | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    170740 | PA      | $101517.80    | 0.03%             | 2036-02-01      | Variable      | 4.50%                 | 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      | $308424.24    | 0.08%             | 2037-07-20      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| CHILE, REPUBLIC OF - MINISTRY OF FINANCE                                | CHILE 3.1 05/07/41                                                                                                                                     | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    800000 | PA      | $614200.00    | 0.16%             | 2041-05-07      | Fixed         | 3.10%                 | 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        |    570000 | PA      | $570208.22    | 0.15%             | 2029-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                  | VENLNG V9 PERP 144a                                                                                                                                    | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   7320000 | PA      | $7244806.76   | 1.92%             | N/A             | Fixed         | 9.00%                 | 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        |   1390000 | PA      | $1447880.99   | 0.38%             | 2030-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CHIMERA INVESTMENT CORP                                                 | CHIMERA INVESTMENT CORP 7.75% SER C FIXED TO FLOAT CUM RED PFD STOCK                                                                                   | CUSIP: 16934Q505<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EP               | CORP              | US        |     15711 | NS      | $359467.68    | 0.10%             |  |  |  | No            |                  1 | 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        |   1410000 | PA      | $1366134.90   | 0.36%             | 2029-11-01      | Fixed         | 7.88%                 | 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        |    224178 | PA      | $218573.51    | 0.06%             | 2040-01-02      | Floating      | 11.67%                | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP                                                  | CMCO 7.125 02/01/33 144A                                                                                                                               | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |    610000 | PA      | $613812.50    | 0.16%             | 2033-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                       | NWL 8.5 06/01/28 144A                                                                                                                                  | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    820000 | PA      | $857383.80    | 0.23%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ALTICE LUXEMBOURG 0 SNR PERP EUR1 '144A'                                | ALTICE LUXEMBOURG 0 SNR PERP EUR1 '144A'                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |      3904 | NS      | $64147.01     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| 1261229 B.C. LTD                                                        | BHCCN 10 04/15/32 144A                                                                                                                                 | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   5232000 | PA      | $5406973.78   | 1.44%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CAPSTONE BORROWER INC                                                   | CVT 8 06/15/30 144A                                                                                                                                    | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |    610000 | PA      | $588908.34    | 0.16%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                              | UKRAIN 0 02/01/30 144A                                                                                                                                 | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     20726 | PA      | $13166.72     | 0.00%             | 2030-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ARINI US CLO III LTD                                                    | ARIN 3A E                                                                                                                                              | CUSIP: 03990MAA5<br>LEI: 254900RLGVSRR5ZHHW52 | Long             | ABS-CBDO         | CORP              | KY        |    370000 | PA      | $369893.59    | 0.10%             | 2039-01-15      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl                                                 | Jazz Pharmaceuticals Term Loan B 225 2028-05-01                                                                                                        | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | US        |    698898 | PA      | $702927.21    | 0.19%             | 2028-05-05      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                        | CSCHLD 4.625 12/01/30 144a                                                                                                                             | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2330000 | PA      | $819084.24    | 0.22%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                     | ALTICE 5 01/15/28 144A                                                                                                                                 | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   2240000 | PA      | $1670396.45   | 0.44%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VOYAGER TECHNOLOGIES INC                                                | VOYG 0.75 11/15/30                                                                                                                                     | CUSIP: 92892BAA1<br>LEI: 254900DDCLSP240FE187 | Long             | DBT              | CORP              | US        |    170000 | PA      | $193426.00    | 0.05%             | 2030-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ASURION LLC / ASURION CO-ISSUER INC                                     | ASUCOR 8 12/31/32 144A                                                                                                                                 | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2080000 | PA      | $2174013.92   | 0.58%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XXVI LTD                                                      | MAGNE 2020-26A ER2                                                                                                                                     | CUSIP: 55955CAG7<br>LEI: 549300F7COUCG1RROP29 | Long             | ABS-CBDO         | CORP              | KY        |   1610000 | PA      | $1564913.56   | 0.42%             | 2038-01-25      | Variable      | 9.02%                 | 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        |   1860000 | PA      | $1863800.72   | 0.49%             | 2033-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                                           | Deutsche Bank Securities                                                                                                                               | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | Short            | RA               | CORP              | US        |  -3340557 | PA      | $-3340556.74  | -0.89%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK 2022-BNK41                                                         | BANK 2022-BNK41 E                                                                                                                                      | CUSIP: 06540MAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $1366439.55   | 0.36%             | 2065-04-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| YACIMIENTOS PETROLIFEROS FISCALES SA                                    | YPFDAR 6.95 07/21/27 144A                                                                                                                              | CUSIP: 984245AQ3<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    670000 | PA      | $673958.58    | 0.18%             | 2027-07-21      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                     | ALTICE 5.75 08/15/29 144a                                                                                                                              | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   4500000 | PA      | $3317139.90   | 0.88%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AEROVIRONMENT INC                                                       | AVAV 0 07/15/30                                                                                                                                        | CUSIP: 008073AA6<br>LEI: 529900PGHVI29YLZ6221 | Long             | DBT              | CORP              | US        |     77000 | PA      | $78309.00     | 0.02%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Magnetite Xxiv Ltd/Llc                                                  | MAGNE 2019-24A ER                                                                                                                                      | CUSIP: 55954XAE7<br>LEI: 549300P6T1S83Z2MDF55 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $277477.83    | 0.07%             | 2035-04-16      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                              | UKRAIN 0 02/01/34 144A                                                                                                                                 | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     77450 | PA      | $36813.06     | 0.01%             | 2034-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| R.R. DONNELLEY & SONS COMPANY                                           | RRD 9.5 08/01/29 144A                                                                                                                                  | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2871767.80   | 0.76%             | 2029-08-01      | Fixed         | 9.50%                 | 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        |   1370000 | PA      | $1277742.08   | 0.34%             | 2031-09-20      | Fixed         | 9.88%                 | 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        |   1750000 | PA      | $1418655.00   | 0.38%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EGYPT, ARAB REPUBLIC OF - MINISTRY OF FINANCE                           | EGYPT 7.625 05/29/32 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   2038000 | PA      | $2035571.09   | 0.54%             | 2032-05-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | C V6.625 PERP                                                                                                                                          | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    680000 | PA      | $688735.86    | 0.18%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                        | CSCHLD 4.125 12/01/30 144A                                                                                                                             | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $1323370.42   | 0.35%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CARNIVAL PLC                                                            | CCL 1 10/28/29                                                                                                                                         | CUSIP: 14365CAA1<br>LEI: 4DR1VPDQMHD3N3QW8W95 | Long             | DBT              | CORP              | GB        |   6990000 | PA      | $7564710.09   | 2.01%             | 2029-10-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                           | SOAF 6.25 03/08/41 30Y                                                                                                                                 | CUSIP: 836205AP9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1500000 | PA      | $1386273.89   | 0.37%             | 2041-03-08      | Fixed         | 6.25%                 | 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        |   2680000 | PA      | $2882098.42   | 0.77%             | 2030-12-15      | Fixed         | 9.25%                 | 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        |    320000 | PA      | $333195.81    | 0.09%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC                | DTV 10 02/15/31 144A                                                                                                                                   | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1405674.00   | 0.37%             | 2031-02-15      | Fixed         | 10.00%                | 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        |   1369745 | PA      | $1331392.14   | 0.35%             | 2029-03-15      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                    | ALPGEN 6.75 10/15/32 144A                                                                                                                              | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    510000 | PA      | $522633.21    | 0.14%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                              | UKRAIN 0 02/01/35 144A                                                                                                                                 | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     65450 | PA      | $33442.56     | 0.01%             | 2035-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CORDOBA, PROVINCE OF                                                    | PDCAR 6.875 02/01/29 144A                                                                                                                              | CUSIP: 74408DAE4<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |   1640000 | PA      | $1597294.40   | 0.42%             | 2029-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU' - PETROPERU SA                                      | PETRPE 5.625 06/19/47 144A                                                                                                                             | CUSIP: 716564AB5<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |   1000000 | PA      | $705995.00    | 0.19%             | 2047-06-19      | Fixed         | 5.62%                 | 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        |   1050000 | PA      | $1034801.25   | 0.27%             | 2033-03-11      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES INC (OKLAHOMA)                                    | CLR 4.375 01/15/28                                                                                                                                     | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238881.72    | 0.06%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| 280 PARK AVENUE TRUST                                                   | PRK 2017-280P F                                                                                                                                        | CUSIP: 90205FAQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $979652.10    | 0.26%             | 2034-09-15      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| BEAR MOUNTAIN PARK CLO LTD                                              | BRMTN 2022-1A ER                                                                                                                                       | CUSIP: 07403KAE3<br>LEI: 549300UHUALXUXTG2K29 | Long             | ABS-CBDO         | CORP              | KY        |   1170000 | PA      | $1061274.01   | 0.28%             | 2037-07-15      | Floating      | 9.62%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                                         | NGPLCO 7.768 12/15/37 144A                                                                                                                             | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $2204095.42   | 0.59%             | 2037-12-15      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| UENO BANK SA                                                            | UENOPY 6.7 03/06/31 144A                                                                                                                               | CUSIP: 903934AB3<br>LEI: 98450099V56Z7DB78D05 | Long             | DBT              | CORP              | PY        |    920000 | PA      | $904369.20    | 0.24%             | 2031-03-06      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 22 LTD                                                        | AIMCO 2024-22A E                                                                                                                                       | CUSIP: 00901VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1524228.00   | 0.40%             | 2037-04-20      | Floating      | 10.18%                | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                                  | TRICGR L 06/29/26 2                                                                                                                                    | CUSIP: 31935HAN7<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |    826673 | PA      | $3252.96      | 0.00%             | 2026-06-29      | Floating      | 10.66%                | 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        |    646094 | PA      | $1505.40      | 0.00%             | 2027-03-30      | Floating      | 10.78%                | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                              | UKRAIN 0 02/01/36 144A                                                                                                                                 | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     54542 | PA      | $27892.80     | 0.01%             | 2036-02-01      | Variable      | 0.01%                 | 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        |    310000 | PA      | $228431.25    | 0.06%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JORDAN, HASHEMITE KINGDOM OF - MINISTRY OF FINANCE                      | JORDAN 5.85 07/07/30 144A                                                                                                                              | CUSIP: 418097AL5<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |   2540000 | PA      | $2534284.34   | 0.67%             | 2030-07-07      | Fixed         | 5.85%                 | 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        |    650000 | PA      | $648986.00    | 0.17%             | 2027-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                            | EUR/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-43.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABU DHABI, EMIRATES OF - DEPARTMENT OF FINANCE                          | ADGB 3.125 10/11/27 144A                                                                                                                               | CUSIP: 29135LAA8<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    850000 | PA      | $837840.59    | 0.22%             | 2027-10-11      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GB AIT BUYER INC                                                        | AITWOR 8.75 04/30/34 144A                                                                                                                              | CUSIP: 36147AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    890000 | PA      | $896379.52    | 0.24%             | 2034-04-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Cardinal Parent Inc                                                     | Cardinal Parent Inc                                                                                                                                    | CUSIP: 14153EAC9<br>LEI: 5493009YXQNPN3HQQH84 | Long             | LON              | CORP              | US        |    910291 | PA      | $825405.95    | 0.22%             | 2027-11-12      | Floating      | 8.35%                 | No            |                  2 | On Loan: No      |
| COTE D'IVOIRE, REPUBLIC OF                                              | IVYCST 6.125 06/15/33 144A                                                                                                                             | CUSIP: 221625AN6<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   2750000 | PA      | $2692751.35   | 0.72%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SPIRIT AVIATION HOLDINGS INC                                            | SPIRIT AVIATION HOLDINGS INC COM                                                                                                                       | CUSIP: 84863V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72692 | NS      | $101768.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                   | QUIKHO 6.375 03/01/32 144A                                                                                                                             | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $1992159.74   | 0.53%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                                    | CAPCOP 6.75 03/31/33 144A                                                                                                                              | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    580000 | PA      | $590646.48    | 0.16%             | 2033-03-31      | Fixed         | 6.75%                 | 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        |   1460000 | PA      | $1495409.38   | 0.40%             | 2030-08-15      | 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        |    670000 | PA      | $642284.45    | 0.17%             | 2038-01-15      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| ECUADOR, REPUBLICA DEL - MINISTERIO DE FINANZAS Y CREDITO PUBLICO       | ECUA 5 07/31/40 144A                                                                                                                                   | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    540000 | PA      | $452250.00    | 0.12%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| MARKS AND SPENCER PLC                                                   | MARSPE 7.125 12/01/37 144A                                                                                                                             | CUSIP: 57069PAA0<br>LEI: 213800CN1RI3UCIZWB95 | Long             | DBT              | CORP              | GB        |   2240000 | PA      | $2439667.48   | 0.65%             | 2037-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                            | PEMEX 6.375 01/23/45                                                                                                                                   | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   5220000 | PA      | $4333350.11   | 1.15%             | 2045-01-23      | Fixed         | 6.38%                 | 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        |    270000 | PA      | $278852.45    | 0.07%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE TRUST                                            | DHC 4.375 03/01/31                                                                                                                                     | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $233991.78    | 0.06%             | 2031-03-01      | Fixed         | 4.38%                 | 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        |    620000 | PA      | $648568.98    | 0.17%             | 2029-10-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                               | USD/EUR FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3795.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE ESCROW CL                                                 | CREDIT SUISSE ESCROW CL                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14780000 | PA      | $0.00         | 0.00%             | 2050-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ADD HERO HOLDINGS LTD                                                   | ADHERH 8.5 09/30/29 REGS                                                                                                                               | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |    294006 | PA      | $11760.22     | 0.00%             | 2029-09-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COTE D'IVOIRE, REPUBLIC OF                                              | IVYCST 5.75 12/31/32 144A                                                                                                                              | CUSIP: 221625AK2<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    416945 | PA      | $416664.98    | 0.11%             | 2032-12-31      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| VENTURE 43 CLO LTD                                                      | VENTR 2021-43A D                                                                                                                                       | CUSIP: 92290CAG4<br>LEI: 549300OLN5VHTMLSN650 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1174925.38   | 0.31%             | 2034-04-17      | Floating      | 7.40%                 | 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        |   1100000 | PA      | $1204656.20   | 0.32%             | 2037-12-15      | Fixed         | 7.88%                 | 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        |    540000 | PA      | $548552.40    | 0.15%             | 2031-02-15      | Fixed         | 6.12%                 | 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        |   1450000 | PA      | $1452860.21   | 0.39%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                          | WES 5.25 02/01/50                                                                                                                                      | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   7627000 | PA      | $6467394.58   | 1.72%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Light and Wonder International Inc                                      | Light & Wonder (Scientific Games) Term Loan B 200 2029-04-01                                                                                           | CUSIP: 80875AAY7<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |   2216320 | PA      | $2220475.90   | 0.59%             | 2029-04-16      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO        | MEX 2.659 05/24/31                                                                                                                                     | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1500000 | PA      | $1335225.00   | 0.35%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                         | CDS AMERICAN AIRLINES GROUP                                                                                                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $4446.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GARRETT MOTION HOLDINGS INC                                             | GTX 7.75 05/31/32 144A                                                                                                                                 | CUSIP: 366504AA6<br>LEI: 5493001N1N6Z0SR83G07 | Long             | DBT              | CORP              | US        |    840000 | PA      | $877471.56    | 0.23%             | 2032-05-31      | Fixed         | 7.75%                 | 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        |    868046 | PA      | $863588.83    | 0.23%             | 2031-06-13      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2015-UBS8                                | MSC 2015-UBS8 C                                                                                                                                        | CUSIP: 61691ABQ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    117330 | PA      | $115339.00    | 0.03%             | 2048-12-17      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                   | JANEST 7.125 04/30/31 144A                                                                                                                             | CUSIP: 47077WAC2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $2105882.92   | 0.56%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | 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        |   2444309 | PA      | $2467909.02   | 0.66%             | 2030-04-30      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | ET V6.5 PERP H                                                                                                                                         | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    950000 | PA      | $953974.80    | 0.25%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                                           | CXW 8.25 04/15/29                                                                                                                                      | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |   3930000 | PA      | $4096443.36   | 1.09%             | 2029-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO 2022-2 LTD                                           | ROCKT 2022-2A ER2                                                                                                                                      | CUSIP: 77340NAK2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $228994.08    | 0.06%             | 2038-03-22      | Variable      | 10.51%                | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                               | SUN V7.875 PERP 144A                                                                                                                                   | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   2961000 | PA      | $3068028.31   | 0.81%             | N/A             | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                                           | DEUTSCHE BANK SECURITIES                                                                                                                               | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | Short            | RA               | CORP              | US        |  -3636846 | PA      | $-3636845.79  | -0.97%            |  |  |  | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                                  | NOG 7.875 10/15/33 144A                                                                                                                                | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1876724.75   | 0.50%             | 2033-10-15      | Fixed         | 7.88%                 | 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        |   2210000 | PA      | $2164007.25   | 0.57%             | 2032-04-23      | Fixed         | 6.88%                 | 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        |    490000 | PA      | $473984.69    | 0.13%             | 2034-10-20      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| BAHAMAS, COMMONWEALTH OF                                                | BAHAMA 9 06/16/29 144A                                                                                                                                 | CUSIP: 056732AM2<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |   2060000 | PA      | $2219650.00   | 0.59%             | 2029-06-16      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                          | TEVA 3.15 10/01/26                                                                                                                                     | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   2500000 | PA      | $2483245.75   | 0.66%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | ET V6.625 PERP B                                                                                                                                       | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    751000 | PA      | $760004.49    | 0.20%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                           | FCFS 6.875 03/01/32 144A                                                                                                                               | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1026130.65   | 0.27%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                               | PRXNA 4.193 01/19/32 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $575528.86    | 0.15%             | 2032-01-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK35                                                         | BANK 2021-BN35 K                                                                                                                                       | CUSIP: 06540CCJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1846154 | PA      | $708466.95    | 0.19%             | 2064-06-17      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| Froneri International Limited                                           | Froneri Term Loan B 200 2031-09-02                                                                                                                     | CUSIP: 000000000<br>LEI: 213800NRSZ1N2Y6LEX44 | Long             | LON              | CORP              | US        |   1473459 | PA      | $1464846.16   | 0.39%             | 2031-09-30      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC               | VSTJET 8.75 01/15/32 144A                                                                                                                              | CUSIP: 92841HAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1163341.22   | 0.31%             | 2032-01-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                           | F 3.625 06/17/31                                                                                                                                       | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1012123.07   | 0.27%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NEW GENERATION GAS                                                      | New Generation Gas Gathering LLC                                                                                                                       | CUSIP: 000000000<br>LEI: 9845008CB7EPB0KCD474 | Long             | DBT              | CORP              | US        |    927027 | PA      | $964156.99    | 0.26%             | 2029-09-30      | Floating      | 9.41%                 | No            |                  3 | On Loan: No      |
| BNP PARIBAS SA                                                          | BNP V7.75 PERP 144A                                                                                                                                    | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   4320000 | PA      | $4543927.20   | 1.21%             | N/A             | Fixed         | 7.75%                 | 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        |   1190000 | PA      | $1215706.38   | 0.32%             | 2030-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY SR INC                                                     | ABR 8.5 12/15/28 144A                                                                                                                                  | CUSIP: 03881NAL1<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $2140977.42   | 0.57%             | 2028-12-15      | Fixed         | 8.50%                 | 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        |    960000 | PA      | $1080162.24   | 0.29%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                   | NBR 8.875 08/15/31 144A                                                                                                                                | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $2028272.64   | 0.54%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                                     | S 6.875 11/15/28                                                                                                                                       | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2323182.55   | 0.62%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                                                       | UPBD 6.375 02/15/29 144A                                                                                                                               | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |   1418000 | PA      | $1402392.94   | 0.37%             | 2029-02-15      | Fixed         | 6.38%                 | 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        |    840000 | PA      | $834853.40    | 0.22%             | 2030-04-23      | Fixed         | 6.75%                 | 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        |   1090000 | PA      | $1132242.39   | 0.30%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Osmose Utilities Services Inc                                           | Osmose Utilities Services Term Loan B 325 2028-05-31                                                                                                   | CUSIP: 68835HAH3<br>LEI: 549300FSLVHLFZ3S0D82 | Long             | LON              | CORP              | US        |    458799 | PA      | $457938.71    | 0.12%             | 2028-06-23      | Floating      | 0.00%                 | 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        |   2480000 | PA      | $2659194.88   | 0.71%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL         | BRAZIL 5.625 01/07/41                                                                                                                                  | CUSIP: 105756BR0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1500000 | PA      | $1403025.00   | 0.37%             | 2041-01-07      | Fixed         | 5.62%                 | 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        |    738073 | PA      | $667037.09    | 0.18%             | 2028-10-08      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Edelman Financial Engines Center LLC (The)                              | Edelman Financial Center/Financial Engines Term Loan B 400 2031-11-01                                                                                  | CUSIP: 27943UAN6<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |    440000 | PA      | $441100.00    | 0.12%             | 2031-11-30      | Floating      | 0.00%                 | 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        |    115611 | PA      | $867.08       | 0.00%             | 2031-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                           | TDG 6.75 08/15/28 144A                                                                                                                                 | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1014758.00   | 0.27%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| URUGUAY, REPUBLICA ORIENTAL DEL - MINISTERIO DE ECONOMIA Y FINANZAS     | URUGUA 9.75 07/20/33                                                                                                                                   | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |  89000000 | PA      | $2471375.76   | 0.66%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OPERATING COMPANY LP                                         | FPH 8 10/01/30 144A                                                                                                                                    | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1621193.76   | 0.43%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE BORROWER LLC / RIVERS ENTERPRISE FINANCE CORP         | RIVENT 6.25 10/15/30 144A                                                                                                                              | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1974429.18   | 0.52%             | 2030-10-15      | Fixed         | 6.25%                 | 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        |    470000 | PA      | $490280.66    | 0.13%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-22

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

**Signature:** Christopher Berarducci

**Name of Signer:** Christopher Berarducci

**Title:** Principal Financial Officer