EUR/USD FORWARD

NPORT-P false 0001472341 XXXXXXXX Western Asset Global Corporate Opportunity Fund Inc. 811-22334 0001472341 5493006E69SZBMSGUS66 620 Eighth Avenue 47thFloor New York 10018 1-888-777-0102 Western Asset Global Corporate Opportunity Fund Inc. 5493006E69SZBMSGUS66 2026-10-31 2026-04-30 N 132237358.78 44658510.21 87578848.57 0.00000000 0.00000000 37500000.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1034548.96000000 0.00000000 0.00000000 0.00000000 EUR GBP PLN USD N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 EUR/USD FORWARD 000000000 1.00000000 NC USD -1673.31000000 -0.00191063256 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -101497.52000000 EUR 117859.21000000 USD 2026-07-16 -1673.31000000 N N N NORTHERN OIL & GAS INC OKFF0PIZDDMNH4UCYE51 NOG 7.875 10/15/33 144A 665531AL3 200000.00000000 PA USD 207372.90000000 0.236784227454 Long DBT CORP US N 2 2033-10-15 Fixed 7.87500000 N N N N N N CIFC FUNDING 2022-I INV LTD N/A CIFC 2022-2A ER 12567QAJ1 110000.00000000 PA USD 101296.10000000 0.115662744662 Long ABS-CBDO CORP KY N 2 2035-04-19 Floating 8.42523000 N N N N N N CORECIVIC INC 529900JFA3K6PTLT8B15 CXW 8.25 04/15/29 21871NAC5 320000.00000000 PA USD 333552.64000000 0.380859814265 Long DBT CORP US N 2 2029-04-15 Fixed 8.25000000 N N N N N N TEAM SERVICES HOLDING INC N/A TEAPUB 9 02/15/33 144A 87821TAA8 310000.00000000 PA USD 310328.60000000 0.354341950216 Long DBT CORP US N 2 2033-02-15 Fixed 9.00000000 N N N N N N FAIR ISAAC CORP RI6HET5SJUEY30V1PS26 FAIRIC 6.25 09/15/34 144A 303250AJ3 190000.00000000 PA USD 187173.26000000 0.213719708646 Long DBT CORP US N 2 2034-09-15 Fixed 6.25000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 BACR V5.088 06/20/30 06738EBK0 680000.00000000 PA USD 683171.96000000 0.780065017016 Long DBT CORP GB N 2 2030-06-20 Fixed 5.08800000 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 SUN V7.875 PERP 144A 86765KAE9 352000.00000000 PA USD 364723.39000000 0.416451455979 Long DBT CORP US N 2 N/A Fixed 7.87500000 N N N N N N ECHOSTAR CORP 549300EE20907QZ9GT38 SATS 10.75 11/30/29 . 278768AC0 1838650.00000000 PA USD 1997477.02000000 2.280775612622 Long DBT CORP US N 2 2029-11-30 Fixed 10.75000000 N N N N N N ZF NORTH AMERICA CAPITAL INC 529900JYGMS9CW9IQX78 ZFFNGR 6.875 04/23/32 144A 98877DAG0 600000.00000000 PA USD 587513.28000000 0.670839237547 Long DBT CORP US N 2 2032-04-23 Fixed 6.87500000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 CCL 6.125 02/15/33 144A 143658BX9 320000.00000000 PA USD 324867.06000000 0.370942373991 Long DBT CORP PA N 2 2033-02-15 Fixed 6.12500000 N N N N N N CRESCENT ENERGY FINANCE LLC 54930061FUL6DBLFUW14 CRGYFN 8.375 01/15/34 144A 45344LAG8 570000.00000000 PA USD 603097.05000000 0.688633225770 Long DBT CORP US N 2 2034-01-15 Fixed 8.37500000 N N N N N N MILLROSE PROPERTIES INC N/A MRP 6.25 09/15/32 144A 601137AB8 140000.00000000 PA USD 140723.29000000 0.160681822492 Long DBT CORP US N 2 2032-09-15 Fixed 6.25000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 FANG 3.5 12/01/29 25278XAN9 320000.00000000 PA USD 309625.01000000 0.353538571305 Long DBT CORP US N 2 2029-12-01 Fixed 3.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 ET V6.625 PERP B 29273VAJ9 240000.00000000 PA USD 242877.60000000 0.277324495544 Long DBT CORP US N 2 N/A Fixed 6.62500000 N N N N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 5493004T21MOAFINJP35 TEVA 3.15 10/01/26 88167AAE1 360000.00000000 PA USD 357587.39000000 0.408303369864 Long DBT CORP NL N 2 2026-10-01 Fixed 3.15000000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 PRXNA 4.193 01/19/32 REGS 000000000 400000.00000000 PA USD 383685.90000000 0.438103384852 Long DBT CORP NL N 2 2032-01-19 Fixed 4.19300000 N N N N N N GOLDENTREE LOAN MANAGEMENT US CLO 16 LTD 549300KYU0TCMXRAI217 GLM 2022-16A DRR 38090AAY4 460000.00000000 PA USD 450872.36000000 0.514818780289 Long ABS-CBDO CORP JE N 2 2038-01-20 Floating 6.07523000 N N N N N N OHA CREDIT FUNDING 11 LTD 2549002MG7GTTY5LHR97 OAKC 2022-11A D1R 67115VAW2 150000.00000000 PA USD 150366.26000000 0.171692437677 Long ABS-CBDO CORP BM N 2 2037-07-20 Floating 6.52523000 N N N N N N SOUTHERN COPPER CORP 2549007U6NAP46Q9TU15 SCCO 5.25 11/08/42 84265VAG0 1280000.00000000 PA USD 1218384.90000000 1.391186250897 Long DBT CORP US N 2 2042-11-08 Fixed 5.25000000 N N N N N N COUNTRY GARDEN HOLDINGS COMPANY LTD 549300MGHLPT1EFHGF84 COGARD 5 12/31/32 REG 000000000 271871.59750000 PA USD 37382.34000000 0.042684210411 Long DBT CORP KY N 2 2032-12-31 Fixed 2.50000000 N N Y N N N MEDICAL PROPERTIES TRUST INC 254900U6E39J1MQCCY14 MPW 4.625 08/01/29 55342UAJ3 120000.00000000 PA USD 99385.04000000 0.113480642441 Long DBT CORP US N 2 2029-08-01 Fixed 4.62500000 N N N N N N VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC N/A VSTJET 8.75 01/15/32 144A 92841HAB8 180000.00000000 PA USD 174501.18000000 0.199250370208 Long DBT CORP US N 2 2032-01-15 Fixed 8.75000000 N N N N N N MPT OPERATING PARTNERSHIP LP WUQXXXF7PXTUPGROE843 MPW 5 10/15/27 55342UAH7 140000.00000000 PA USD 136587.65000000 0.155959632068 Long DBT CORP US N 2 2027-10-15 Fixed 5.00000000 N N N N N N GRUPO TELEVISA SAB 549300O4AF0C816ILN62 TELVIS 5 05/13/45 40049JBA4 350000.00000000 PA USD 234159.22000000 0.267369603304 Long DBT CORP MX N 2 2045-05-13 Fixed 5.00000000 N N N N N N PNC FINANCIAL SERVICES GROUP INC (THE) CFGNEKW0P8842LEUIA51 PNC 2.55 01/22/30 693475AZ8 650000.00000000 PA USD 606735.01000000 0.692787151129 Long DBT CORP US N 2 2030-01-22 Fixed 2.55000000 N N N N N N ANHEUSER-BUSCH COMPANIES LLC 5493002J2SVENP0PVK27 ABIBB 4.7 02/01/36 * 03522AAH3 830000.00000000 PA USD 811266.19000000 0.926326622519 Long DBT CORP US N 2 2036-02-01 Fixed 4.70000000 N N N N N N CLOUD SOFTWARE GROUP INC 04EEB871XLHVNY4RZJ65 TIBX 8.25 06/30/32 144A 18912UAC6 340000.00000000 PA USD 323252.55000000 0.369098880926 Long DBT CORP US N 2 2032-06-30 Fixed 8.25000000 N N N N N N ARBOR REALTY SR INC 549300TW7RTL2CI3CN08 ABR 8.5 12/15/28 144A 03881NAL1 470000.00000000 PA USD 465860.83000000 0.531933038178 Long DBT CORP US N 2 2028-12-15 Fixed 8.50000000 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2016-BNK2 N/A MSC 2016-BNK2 B 61690YBY7 610000.00000000 PA USD 565008.54000000 0.645142690530 Long ABS-O CORP US N 2 2049-11-18 Variable 3.48500000 N N N N N N ALTICE FRANCE HOLDING SA 5299000JVHXKJPOE6H40 SFRFP 9.5 11/01/29 144A 02090DAA6 168255.00000000 PA USD 171855.66000000 0.196229640839 Long DBT CORP LU N 2 2029-11-01 Fixed 9.50000000 N N N N N N VENTURE GLOBAL PLAQUEMINES LNG LLC 549300TKP4I6OJ02BF90 VEGLPL 7.75 05/01/35 144A 922966AB2 240000.00000000 PA USD 270040.56000000 0.308339929571 Long DBT CORP US N 2 2035-05-01 Fixed 7.75000000 N N N N N N GOLDENTREE LOAN MANAGEMENT US CLO 8 LTD 549300LOEERRNVSKVY31 GLM 2020-8A ERR 38136NBG0 280000.00000000 PA USD 279469.43000000 0.319106079336 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 9.42523000 N N N N N N SPRINT CAPITAL CORP 549300L17W0GQBR1PO80 S 8.75 03/15/32 852060AT9 90000.00000000 PA USD 107118.90000000 0.122311381970 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N VENTURE GLOBAL PLAQUEMINES LNG LLC 549300TKP4I6OJ02BF90 VEGLPL 6.75 01/15/36 144A 922966AD8 150000.00000000 PA USD 159527.25000000 0.182152714502 Long DBT CORP US N 2 2036-01-15 Fixed 6.75000000 N N N N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 NBR 8.875 08/15/31 144A 62957HAQ8 380000.00000000 PA USD 401428.96000000 0.458362911313 Long DBT CORP US N 2 2031-08-15 Fixed 8.87500000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 CMCSA 4.2 08/15/34 20030NBM2 930000.00000000 PA USD 875675.37000000 0.999870841302 Long DBT CORP US N 2 2034-08-15 Fixed 4.20000000 N N N N N N OAK-EAGLE ACQUIRECO INC 6488ICS9P20290MA1H31 EA 6.25 07/01/33 144a 67124CAC7 150000.00000000 PA 181392.40000000 0.207118959613 Long DBT CORP US N 2 2033-07-01 Fixed 6.25000000 N N N N N N VERSANT MEDIA GROUP INC 254900D2Q5F5F229PU30 VSNT 7.25 01/30/31 144A 925283AA1 190000.00000000 PA USD 197363.35000000 0.225355040883 Long DBT CORP US N 2 2031-01-30 Fixed 7.25000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 LVLT 8.5 01/15/36 144A 527298CQ4 270000.00000000 PA USD 289509.12000000 0.330569680610 Long DBT CORP US N 2 2036-01-15 Fixed 8.50000000 N N N N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 Buckeye Partners Term Loan B 175 2032-09-17 11823LAR6 492540.52000000 PA USD 495695.24000000 0.565998809180 Long LON CORP US N 2 2032-11-22 Floating 5.40217000 N N N N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 AVOL 2.75 02/21/28 144A 05401AAP6 600000.00000000 PA USD 579666.08000000 0.661879083208 Long DBT CORP KY N 2 2028-02-21 Fixed 2.75000000 N N N N N N GEO GROUP INC (THE) 54930024XOXET7NQVZ63 GEO 10.25 04/15/31 36162JAH9 700000.00000000 PA USD 751641.48000000 0.858245446558 Long DBT CORP US N 2 2031-04-15 Fixed 10.25000000 N N N N N N Cloudera Inc 549300PGONC4JOI0RG62 Cloudera First-lien Term Loan 375 2028-07-24 74339VAB4 169557.29000000 PA USD 153238.25000000 0.174971756882 Long LON CORP US N 2 2028-10-08 Floating 7.50217000 N N N N N N VALE OVERSEAS LTD 254900BA3U6G5DNV5V04 VALEBZ 6.875 11/10/39 91911TAK9 750000.00000000 PA USD 836437.50000000 0.955067934389 Long DBT CORP KY N 2 2039-11-10 Fixed 6.87500000 N N N N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 5493004T21MOAFINJP35 TEVA 4.1 10/01/46 88167AAF8 100000.00000000 PA USD 77125.67000000 0.088064265812 Long DBT CORP NL N 2 2046-10-01 Fixed 4.10000000 N N N N N N PALMER SQUARE LOAN FUNDING 2024-3 L N/A PSTAT 2024-3A CR 69690EAQ2 190000.00000000 PA USD 184264.98000000 0.210398952496 Long ABS-CBDO CORP KY N 2 2032-08-08 Floating 5.51028000 N N N N N N TUTOR PERINI CORP 549300FHXYVPW8LJ6D98 TPC 11.875 04/30/29 144A 901109AG3 190000.00000000 PA USD 207300.64000000 0.236701718947 Long DBT CORP US N 2 2029-04-30 Fixed 11.87500000 N N N N N N Edelman Financial Engines Center LLC (The) 549300Z31KZXNP05U733 Edelman Financial Center/Financial Engines Term Loan B 400 2031-11-01 27943UAN6 100000.00000000 PA USD 100250.00000000 0.114468278170 Long LON CORP US N 2 2031-11-30 Floating 0.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 BAC V5.875 PERP FF 060505FL3 910000.00000000 PA USD 913673.67000000 1.043258372219 Long DBT CORP US N 2 N/A Fixed 5.87500000 N N N N N N BANCO DE CHILE SA 8B4EZFY8IHJC44TT2K84 BNCHIL 2.99 12/09/31 144A 059520AC0 700000.00000000 PA USD 640398.43000000 0.731224993770 Long DBT CORP CL N 2 2031-12-09 Fixed 2.99000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 TFC V5.711 01/24/35 MTN 89788MAS1 400000.00000000 PA USD 411766.66000000 0.470166788811 Long DBT CORP US N 2 2035-01-24 Fixed 5.71100000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 WFC V6.125 PERP GG 95002YAE3 260000.00000000 PA USD 260984.36000000 0.297999304925 Long DBT CORP US N 2 N/A Fixed 6.12500000 N N N N N N URUGUAY, REPUBLICA ORIENTAL DEL - MINISTERIO DE ECONOMIA Y FINANZAS 549300RDR012H2V82H43 URUGUA 9.75 07/20/33 760942BF8 30000000.00000000 PA 833048.01000000 0.951197719086 Long DBT NUSS UY N 2 2033-07-20 Fixed 9.75000000 N N N N N N JP MORGAN MORTGAGE TRUST N/A JPMMT 2005-A5 1A2 466247SE4 21922.04000000 PA USD 21407.59000000 0.024443790195 Long ABS-O CORP US N 2 2035-08-25 Variable 4.68283000 N N N N N N NEW MOUNTAIN CLO 5 LTD 2549000KVE2J1UOHZ207 NMC CLO-5A D1R 64754WAQ6 200000.00000000 PA USD 199930.16000000 0.228285896953 Long ABS-CBDO CORP KY N 2 2036-07-20 Variable 6.81763000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 CAS 2021-R03 1M2 20754AAB9 381387.07000000 PA USD 382928.48000000 0.437238541328 Long ABS-O USGSE US N 2 2041-12-26 Floating 5.29516000 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2018-C15 N/A UBSCM 2018-C15 C 90278LBD0 405000.00000000 PA USD 386308.52000000 0.441097966355 Long ABS-O CORP US N 2 2051-12-15 Variable 5.30699600 N N N N N N EQUIPMENTSHARE.COM INC 254900PWJK48CGPKPI80 EQMSRM 8 03/15/33 144A 29450YAC3 470000.00000000 PA USD 493232.05000000 0.563186269348 Long DBT CORP US N 2 2033-03-15 Fixed 8.00000000 N N N N N N FIRST QUANTUM MINERALS LTD 549300I7UVBGWRYMYZ18 FMCN 7.25 02/15/34 144A 335934AX3 280000.00000000 PA USD 288082.48000000 0.328940702811 Long DBT CORP CA N 2 2034-02-15 Fixed 7.25000000 N N N N N N CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP N/A CHTR 7.375 02/01/36 144A 1248EPCV3 230000.00000000 PA USD 225694.20000000 0.257704004659 Long DBT CORP US N 2 2036-02-01 Fixed 7.37500000 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 PETBRA 6.75 01/27/41 71645WAS0 110000.00000000 PA USD 109468.65000000 0.124994392809 Long DBT CORP NL N 2 2041-01-27 Fixed 6.75000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 MO 2.45 02/04/32 02209SBL6 150000.00000000 PA USD 132074.60000000 0.150806504260 Long DBT CORP US N 2 2032-02-04 Fixed 2.45000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 ECOPET 5.875 05/28/45 279158AJ8 890000.00000000 PA USD 685385.14000000 0.782592088376 Long DBT CORP CO N 2 2045-05-28 Fixed 5.87500000 N N N N N N MICHAELS COMPANIES INC (THE) 549300H9LWMBP7HYLR98 MIK 11 03/15/34 144A 59408QAA4 1190000.00000000 PA USD 1149764.64000000 1.312833702170 Long DBT CORP US N 2 2034-03-15 Fixed 11.00000000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 SUZANO 3.75 01/15/31 86964WAJ1 750000.00000000 PA USD 706435.20000000 0.806627640731 Long DBT CORP AT N 2 2031-01-15 Fixed 3.75000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 C V6.875 PERP GG 17327CBC6 130000.00000000 PA USD 132073.76000000 0.150805545124 Long DBT CORP US N 2 N/A Fixed 6.87500000 N N N N N N SPIRIT AVIATION HOLDINGS INC N/A SPIRIT AVIATION HOLDINGS INC WT EXP 84863V135 7032.00000000 NS USD 9844.80000000 0.011241070373 Long EC CORP US N 2 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 C 4.125 07/25/28 172967KU4 2000000.00000000 PA USD 1984711.40000000 2.266199467573 Long DBT CORP US N 2 2028-07-25 Fixed 4.12500000 N N N N N N CORE SCIENTIFIC FINANCE I LLC N/A CORZ 7.75 05/15/31 144A 21874LAA0 800000.00000000 PA USD 798423.36000000 0.911662316914 Long DBT CORP US N 2 2031-05-15 Fixed 7.75000000 N N N N N N DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC N/A DTV 8.875 02/01/30 144a 254945AA6 80000.00000000 PA USD 81577.76000000 0.093147787772 Long DBT CORP US N 2 2030-02-01 Fixed 8.87500000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 VZ 2.355 03/15/32 92343VGN8 500000.00000000 PA USD 437338.51000000 0.499365448553 Long DBT CORP US N 2 2032-03-15 Fixed 2.35500000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 LVS 5.625 06/15/28 517834AM9 40000.00000000 PA USD 40590.01000000 0.046346818510 Long DBT CORP US N 2 2028-06-15 Fixed 5.62500000 N N N N N N SOTERA HEALTH HOLDINGS LLC 549300OVT7MBXFLOFU20 STENOR 7.375 06/01/31 144A 83600WAE9 130000.00000000 PA USD 135289.90000000 0.154477824507 Long DBT CORP US N 2 2031-06-01 Fixed 7.37500000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC 549300TPZNMN50BJ3745 CHTR 6.484 10/23/45 161175BA1 260000.00000000 PA USD 239781.28000000 0.273789030017 Long DBT CORP US N 2 2045-10-23 Fixed 6.48400000 N N N N N N J.B. POINDEXTER & CO. INC 549300W6P81HOZZGPQ16 JBPOIN 8.75 12/15/31 144A 465965AC5 200000.00000000 PA USD 207498.60000000 0.236927755260 Long DBT CORP US N 2 2031-12-15 Fixed 8.75000000 N N N N N N POLAND, REPUBLIC OF - STATE TREASURY 259400R9L8QEP0TPXS31 POLGB 1.25 10/25/30 1030 000000000 6180000.00000000 PA 1449328.65000000 1.654884339843 Long DBT NUSS PL N 2 2030-10-25 Fixed 1.25000000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 DISH 11.75 11/15/27 144A 25470MAG4 440000.00000000 PA USD 454517.80000000 0.518981246524 Long DBT CORP US N 2 2027-11-15 Fixed 11.75000000 N N N N N N LUXCO3 DUMMY EQUITY N/A LUXCO3 DUMMY EQUITY 000000000 950.00000000 NS 19635.69000000 0.022420584788 Long EC CORP US N 2 N N N MIDCAP FINANCIAL ISSUER TRUST N/A MIDCAP F 01/15/56 144a 59590AAG4 460000.00000000 PA USD 445456.32000000 0.508634593024 Long DBT CORP US N 2 2056-01-15 Variable 7.42310000 N N N N N N LENNAR CORP 529900G61XVRLX5TJX09 LEN 5 06/15/27 526057CV4 238000.00000000 PA USD 238899.14000000 0.272781777678 Long DBT CORP US N 2 2027-06-15 Fixed 5.00000000 N N N N N N BANK OF NOVA SCOTIA (THE) L3I9ZG2KFGXZ61BMYR72 BNS 2.45 02/02/32 06417XAE1 400000.00000000 PA USD 355363.72000000 0.405764320726 Long DBT CORP CA N 2 2032-02-02 Fixed 2.45000000 N N N N N N Spirit Airlines Contingent N/A SPIRIT FUNDED ROLL UP TL 000000000 187687.06000000 PA USD 84459.18000000 0.096437874417 Long DBT CORP US N 2 2026-07-14 None 0.00000000 N N N N N N HESS MIDSTREAM OPERATIONS LP N/A HESM 4.25 02/15/30 144A 428102AE7 350000.00000000 PA USD 339630.25000000 0.387799400820 Long DBT CORP US N 2 2030-02-15 Fixed 4.25000000 N N N N N N SOUTHERN NATURAL GAS COMPANY LLC 254900KDLS1X42SY7037 SONGAS 4.8 03/15/47 144A 84346LAA8 800000.00000000 PA USD 688581.47000000 0.786241748142 Long DBT CORP US N 2 2047-03-15 Fixed 4.80000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 AMGN 2.45 02/21/30 031162CU2 300000.00000000 PA USD 278984.96000000 0.318552897823 Long DBT CORP US N 2 2030-02-21 Fixed 2.45000000 N N N N N N AGNC INVESTMENT CORP 5TRACI5HRMELWV32OF39 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 00123Q872 346.00000000 NS USD 8615.40000000 0.009837306770 Long EP CORP US N 1 N N N GLOBAL AUTO HOLDINGS LTD 984500ADEF1BB0584352 GLOBAU 8.75 01/15/32 144A 00033GAB1 270000.00000000 PA USD 248541.80000000 0.283792038897 Long DBT CORP GB N 2 2032-01-15 Fixed 8.75000000 N N N N N N PETROLEOS MEXICANOS SA DE CV 549300CAZKPF4HKMPX17 PEMEX 6.5 06/02/41 71654QAZ5 750000.00000000 PA USD 660463.95000000 0.754136370578 Long DBT CORP MX N 2 2041-06-02 Fixed 6.50000000 N N N N N N COTE D'IVOIRE, REPUBLIC OF 254900ICW11T82O6H590 IVYCST 6.75 02/25/41 144A 221625AX4 200000.00000000 PA USD 184626.62000000 0.210811883251 Long DBT NUSS CI N 2 2041-02-25 Fixed 6.75000000 N N N N N N CHENIERE ENERGY PARTNERS LP 5493005UEC8AZ34LDV29 CQP 4 03/01/31 16411QAK7 250000.00000000 PA USD 241116.03000000 0.275313085222 Long DBT CORP US N 2 2031-03-01 Fixed 4.00000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-P1 N/A CGCMT 2015-P1 D 17324DAA2 1370.10000000 PA USD 1343.35000000 0.001533874927 Long ABS-O CORP US N 2 2048-09-17 Fixed 3.22500000 N N N N N N PETCO HEALTH AND WELLNESS COMPANY INC 2549007TYGV6RVSE9M61 WOOF 8.25 02/01/31 144A 71601VAA3 330000.00000000 PA USD 333465.42000000 0.380760224009 Long DBT CORP US N 2 2031-02-01 Fixed 8.25000000 N N N N N N CORDOBA, PROVINCE OF 5299006CLM2Z97AATT29 PDCAR 6.99 06/01/27 144A 74408DAD6 360000.00000000 PA USD 360705.60000000 0.411863830011 Long DBT NUSS AR N 2 2027-06-01 Variable 6.99000000 N N N N N N Citadel Securities LP 549300NV5RXBUS3X7L47 Citadel Enterprise Term Loan B 200 2031-10-01 17288YAN2 704385.43000000 PA USD 707808.74000000 0.808195987452 Long LON CORP US N 2 2031-10-31 Floating 5.69961000 N N N N N N PACIFIC GAS & ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 PCG 6.95 03/15/34 694308KP1 200000.00000000 PA USD 219330.18000000 0.250437387087 Long DBT CORP US N 2 2034-03-15 Fixed 6.95000000 N N N N N N UNITI GROUP LP / UNITI GROUP FINANCE 2019 INC / CSL CAP LLC N/A UNIT 8.625 06/15/32 Feb 91327CAA6 160000.00000000 PA USD 167576.71000000 0.191343815014 Long DBT CORP US N 2 2032-06-15 Fixed 8.62500000 N N N N N N MERIDIAN ARC HOLDCO LLC N/A MERIDI 6.25 04/30/31 144A 58990CAA1 280000.00000000 PA USD 280066.47000000 0.319787796451 Long DBT CORP US N 2 2031-04-30 Fixed 6.25000000 N N N N N N WILLIAMS COMPANIES INC (THE) D71FAKCBLFS2O0RBPG08 WMB 5.75 06/24/44 969457BV1 450000.00000000 PA USD 442619.60000000 0.505395546101 Long DBT CORP US N 2 2044-06-24 Fixed 5.75000000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 JPM V6.5 PERP OO 48128AAJ2 200000.00000000 PA USD 205444.00000000 0.234581755017 Long DBT CORP US N 2 N/A Fixed 6.50000000 N N N N N N Spirit Airlines, LLC N/A Spirit Airlines, LLC Third DIP New Money TL 000000000 14949.89000000 PA USD 14576.14000000 0.016643447862 Long LON CORP US N 2 2026-07-14 Floating 11.66796000 N N N N N N ANGOLA, REPUBLIC OF - MINISTRY OF FINANCE 549300QHR2R3J8JSGK83 ANGOL 8 11/26/29 144A 035198AD2 700000.00000000 PA USD 716382.07000000 0.817985257510 Long DBT NUSS AO N 2 2029-11-26 Fixed 8.00000000 N N N N N N VENTURE GLOBAL CALCASIEU PASS LLC 549300GKHS6RS20NLH85 VENTGL 3.875 11/01/33 144A 92328MAC7 550000.00000000 PA USD 490447.71000000 0.560007031387 Long DBT CORP US N 2 2033-11-01 Fixed 3.87500000 N N N N N N DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 DEUTSCHE BANK SECURITIES 000000000 -2343275.66000000 PA USD -2343275.66000000 -2.67561825516 Short RA CORP US N 2 Reverse repurchase N 4.16000000 2026-06-10 2500000.00000000 USD 2475814.08000000 USD CDS N N N AMERICAN AXLE & MANUFACTURING INC RY5TAKFOBLDUGX31MS24 AXL 7.75 10/15/33 144A 02406PBD1 490000.00000000 PA USD 478706.79000000 0.546600917706 Long DBT CORP US N 2 2033-10-15 Fixed 7.75000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 CSCHLD 11.75 01/31/29 144A 126307BN6 550000.00000000 PA USD 394191.55000000 0.450099032399 Long DBT CORP US N 2 2029-01-31 Fixed 11.75000000 N N N N N N VCI ASSET HOLDINGS 2 LLC N/A Valor 000000000 540000.00000000 PA USD 558900.00000000 0.638167787229 Long DBT CORP US N 2 2031-02-06 Fixed 7.37500000 N N N N N N IQVIA Inc 549300PLWY28YB00C717 IQVIA (Quintiles IMS) Term Loan B 175 2031-01-01 44969CBP4 488812.50000000 PA USD 493243.59000000 0.563199446046 Long LON CORP US N 2 2031-01-02 Floating 5.44961000 N N N N N N QNITY ELECTRONICS INC 254900RSUG4J9TFFZX53 QNTELE 5.75 08/15/32 144A 74743LAA8 680000.00000000 PA USD 687392.28000000 0.784883897452 Long DBT CORP US N 2 2032-08-15 Fixed 5.75000000 N N N N N N QAZAQGAZ NATIONAL COMPANY JSC 635400YGLXBBSVHONW39 KZTGKZ 4.375 09/26/27 REGS 000000000 350000.00000000 PA USD 349828.57000000 0.399444130303 Long DBT CORP KZ N 2 2027-09-26 Fixed 4.37500000 N N N N N N WARWICK CAPITAL CLO 3 LTD N/A WWICK 2024-3A D 93655PAG2 100000.00000000 PA USD 100221.94000000 0.114436238471 Long ABS-CBDO CORP JE N 2 2037-04-20 Floating 8.17523000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 USD/EUR FORWARD 000000000 1.00000000 NC USD 225513.26000000 0.257497402263 N/A DFE CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 -16648657.29000000 USD 14328204.56000000 EUR 2026-07-16 225513.26000000 N N N Trans Union LLC (f/k/a TransUnion Corp X8NPN6PWJOM1QCTYFV34 TransUnion Term Loan B-9 175 2031-06-01 89334GBG8 490049.98000000 PA USD 490662.54000000 0.560252330341 Long LON CORP US N 2 2031-06-24 Floating 5.40217000 N N N N N N ALTICE FRANCE SAS 5493001ZMCICV4N02J21 SFRFP 6.875 07/15/32 144A 02090DAE8 160061.00000000 PA USD 157570.35000000 0.179918270875 Long DBT CORP FR N 2 2032-07-15 Fixed 6.87500000 N N N N N N MPT OPERATING PARTNERSHIP LP WUQXXXF7PXTUPGROE843 MPW 3.692 06/05/28 55342UAL8 100000.00000000 PA 118434.49000000 0.135231841858 Long DBT CORP US N 2 2028-06-05 Fixed 3.69200000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 CVS 3.25 08/15/29 126650DG2 500000.00000000 PA USD 479503.32000000 0.547510418131 Long DBT CORP US N 2 2029-08-15 Fixed 3.25000000 N N N N N N WESTERN MIDSTREAM OPERATING LP L6D8A6MLSY454J2JXJ60 WES 5.3 03/01/48 958254AJ3 250000.00000000 PA USD 213435.14000000 0.243706264109 Long DBT CORP US N 2 2048-03-01 Fixed 5.30000000 N N N N N N CELLNEX FINANCE COMPANY SAU 549300OUROMFTRFA7T23 CLNXSM 2 02/15/33 EMTN 000000000 1500000.00000000 PA 1551439.98000000 1.771477937118 Long DBT CORP ES N 2 2033-02-15 Fixed 2.00000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 HCA 3.5 09/01/30 404119CA5 550000.00000000 PA USD 523049.72000000 0.597232926146 Long DBT CORP US N 2 2030-09-01 Fixed 3.50000000 N N N N N N ANTOFAGASTA PLC 213800MY6QVH4FVLD628 ANTOLN 5.625 09/09/35 144A 03718NAD8 700000.00000000 PA USD 710430.00000000 0.811189016069 Long DBT CORP GB N 2 2035-09-09 Fixed 5.62500000 N N N N N N VCI ASSET HOLDIN TL 3L N/A VCI ASSET HOLDIN TL 3L 000000000 300000.00000000 PA USD 304851.68000000 0.348088248450 Long ABS-MBS CORP US N 3 2031-04-09 Fixed 6.87500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 TMUS 3.5 04/15/31 87264ABW4 860000.00000000 PA USD 813813.27000000 0.929234950319 Long DBT CORP US N 2 2031-04-15 Fixed 3.50000000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 XYZ 6 08/15/33 144A 852234AU7 320000.00000000 PA USD 319640.00000000 0.364973969421 Long DBT CORP US N 2 2033-08-15 Fixed 6.00000000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 SANLTD 3.25 08/08/31 80007RAS4 500000.00000000 PA USD 458970.80000000 0.524065807548 Long DBT CORP KY N 2 2031-08-08 Fixed 3.25000000 N N N N N N WESTERN MIDSTREAM OPERATING LP L6D8A6MLSY454J2JXJ60 WES 4.05 02/01/30 958667AC1 905000.00000000 PA USD 881472.94000000 1.006490670284 Long DBT CORP US N 2 2030-02-01 Fixed 4.05000000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 BNP V4.375 03/01/33 144A 09659T2A8 300000.00000000 PA USD 296351.14000000 0.338382092067 Long DBT CORP FR N 2 2033-03-01 Fixed 4.37500000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 RGCARE 7 05/01/34 144A 53219LBA6 330000.00000000 PA USD 322133.45000000 0.367821060975 Long DBT CORP US N 2 2034-05-01 Fixed 7.00000000 N N N N N N OCEAN TRAILS CLO XVI LTD 254900R3RT6TSDP3UQ20 OCTR 2024-16A E 674914AA4 150000.00000000 PA USD 147394.17000000 0.168298821469 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 10.36523000 N N N N N N COUNTRY GARDEN HOLDINGS COMPANY LTD 549300MGHLPT1EFHGF84 COGARD 0 12/31/31 REGS 000000000 563246.62500000 PA USD 60211.06000000 0.068750686933 Long DBT CORP KY N 2 2031-12-31 None 0.00000000 N N N N N Country Garden Holdings Co Ltd Country Garden Holdings Co Ltd HKD XXXX N N N GRANITE RIDGE RESOURCES INC 254900CAHJQKOQ1YZC67 GRNT 8.875 11/05/29 387432AA5 820000.00000000 PA USD 803540.63000000 0.917505360164 Long DBT CORP US N 2 2029-11-05 Fixed 8.87500000 N N N N N N FIRST QUANTUM MINERALS LTD 549300I7UVBGWRYMYZ18 FMCN 8 03/01/33 144A 335934AW5 2180000.00000000 PA USD 2293338.20000000 2.618598254539 Long DBT CORP CA N 2 2033-03-01 Fixed 8.00000000 N N N N N N SV RNO PROPERTY OWNER 1 LLC N/A TRACTC 5.875 03/01/31 144A 78488XAA2 60000.00000000 PA USD 58907.92000000 0.067262724918 Long DBT CORP US N 2 2031-03-01 Fixed 5.87500000 N N N N N N APIDOS CLO L 2549007IRDJIM26V8J63 APID 2024-50A E 03771LAA2 190000.00000000 PA USD 190224.07000000 0.217203209571 Long ABS-CBDO CORP KY N 2 2038-01-20 Variable 8.77523000 N N N N N N ARC FALCON I INC N/A NEWARC 9.75 03/01/33 144A 03881HAA8 480000.00000000 PA USD 471009.60000000 0.537812049017 Long DBT CORP US N 2 2033-03-01 Fixed 9.75000000 N N N N N N NEXT PROPERTIES (TRUST 2401) 254900QDKZ8ZURT6FD83 NEXTPR 4.869 01/15/30 144A 89834MAA4 400000.00000000 PA USD 388750.00000000 0.443885717096 Long DBT CORP MX N 2 2030-01-15 Fixed 4.86900000 N N N N N N Valor N/A Valor 000000000 141919.00000000 NS USD 149724.55000000 0.170959715096 Long EC CORP US N 3 N N N LEGG MASON PARTNERS INSTITUTIONAL TRUST 549300WB3XRN9YTWFB76 LEGG MASON PARTNERS INSTITUTIONAL TRUST GVT RSEVS PRM 52470G494 1424677.33000000 NS USD 1424677.33000000 1.626736767224 Long STIV RF US N 1 N N N PALMER SQUARE CLO 2022-3 LTD 5493000CAZ8VWJGUOH13 PLMRS 2022-3A D1R 69690ABC0 100000.00000000 PA USD 99491.69000000 0.113602418420 Long ABS-CBDO CORP JE N 2 2037-07-20 Floating 6.62523000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 UNH 2 05/15/30 91324PDX7 500000.00000000 PA USD 454774.41000000 0.519274251061 Long DBT CORP US N 2 2030-05-15 Fixed 2.00000000 N N N N N N SPIRIT AVIA HOL RESTRICT N/A SPIRIT AVIA HOL RESTRICT 000000000 57.00000000 NS USD 79.80000000 0.000091117891 Long EC CORP US N 2 N N N QATAR, STATE OF - MINISTRY OF FINANCE, ECONOMY AND COMMERCE 52990074F6OJOAXK4P65 QATAR 3.75 04/16/30 144A 74727PBD2 500000.00000000 PA USD 490442.60000000 0.560001196645 Long DBT NUSS QA N 2 2030-04-16 Fixed 3.75000000 N N N N N N PHILIPPINES, REPUBLIC OF - DEPARTMENT OF FINANCE 529900RAHBALMYIJ3T08 PHILIP 3.2 07/06/46 718286CP0 500000.00000000 PA USD 347385.09000000 0.396654095905 Long DBT NUSS PH N 2 2046-07-06 Fixed 3.20000000 N N N N N N CHIMERA INVESTMENT CORP 2JBBQFJOL123LOUBE657 CHIMERA INVESTMENT CORP 7.75% SER C FIXED TO FLOAT CUM RED PFD STOCK 16934Q505 637.00000000 NS USD 14574.56000000 0.016641643773 Long EP CORP US N 1 N N N CAPITAL FOUR US CLO I LTD 549300NMXY8VXHO96C52 C4US 2021-1A DR 14016TAS8 270000.00000000 PA USD 265993.50000000 0.303718882290 Long ABS-CBDO CORP KY N 2 2035-01-18 Floating 6.92523000 N N N N N N UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO 254900EGTWEU67VP6075 MEX 4.35 01/15/47 91087BAB6 2450000.00000000 PA USD 1821575.00000000 2.079925723782 Long DBT NUSS MX N 2 2047-01-15 Fixed 4.35000000 N N N N N N DISCOVERY GLOBAL HOLDINGS INC 549300DXR29GD4N0A520 WBD 5.05 03/15/42 * 55903VBW2 590000.00000000 PA USD 422457.70000000 0.482374119890 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 LVS 6 06/14/30 517834AN7 310000.00000000 PA USD 319687.97000000 0.365028742921 Long DBT CORP US N 2 2030-06-14 Fixed 6.00000000 N N N N N N RB GLOBAL HOLDINGS INC 254900LH3N0EGB1LQ203 RBACN 6.75 03/15/28 144A 76774LAB3 330000.00000000 PA USD 334886.74000000 0.382383127282 Long DBT CORP US N 2 2028-03-15 Fixed 6.75000000 N N N N N N DEVON ENERGY CORP 54930042348RKR3ZPN35 DVN 5.6 07/15/41 25179MAL7 400000.00000000 PA USD 390164.50000000 0.445500833101 Long DBT CORP US N 2 2041-07-15 Fixed 5.60000000 N N N N N N Spirit Airlines, LLC N/A Spirit Airlines, LLC DIP New Money Term Loan 10/25 000000000 30521.10000000 PA USD 29758.07000000 0.033978603836 Long LON CORP US N 2 2040-01-02 Floating 11.66796000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 UBS 4.875 05/15/45 902613AY4 470000.00000000 PA USD 422006.49000000 0.481858915583 Long DBT CORP CH N 2 2045-05-15 Fixed 4.87500000 N N N N N N GREYWOLF CLO IV LTD 5493008JNE27URH1VF66 GWOLF 2019-1A CR2 39809TBC0 100000.00000000 PA USD 99035.70000000 0.113081756174 Long ABS-CBDO CORP KY N 2 2034-04-17 Floating 7.38162990 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 AHTLN 2.45 08/12/31 144A 045054AP8 710000.00000000 PA USD 627457.15000000 0.716448275177 Long DBT CORP US N 2 2031-08-12 Fixed 2.45000000 N N N N N N SANDSTONE PEAK III LTD 2549005C0PJHMYEI7U38 SANDSTONE PEAK III LTD 799928AY2 190000.00000000 PA USD 190373.35000000 0.217373661687 Long ABS-CBDO CORP KY N 2 2037-04-25 Floating 0.00010000 N N N N N N FREDDIE MAC STACR REMIC TRUST 2020-DNA6 5493000ITBQFEOXM0S98 STACR 2020-DNA6 B1 35566CBD6 440000.00000000 PA USD 468224.20000000 0.534631600717 Long ABS-O USGSE US N 2 2050-12-27 Floating 6.64516000 N N N N N N 1261229 B.C. LTD N/A BHCCN 10 04/15/32 144A 68288AAA5 590000.00000000 PA USD 609731.37000000 0.696208479508 Long DBT CORP CA N 2 2032-04-15 Fixed 10.00000000 N N N N N N BANCO DE CREDITO E INVERSIONES SA 549300E9E5Y3PKW24142 BCICI 2.875 10/14/31 144A 05890MAB9 700000.00000000 PA USD 639950.36000000 0.730713374803 Long DBT CORP CL N 2 2031-10-14 Fixed 2.87500000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 CVS 5.25 02/21/33 126650DU1 400000.00000000 PA USD 406094.58000000 0.463690247851 Long DBT CORP US N 2 2033-02-21 Fixed 5.25000000 N N N N N N GETTY IMAGES INC 5493005NV20IG4VEKZ40 ABEGET 11.25 02/21/30 144A 374276AM5 40000.00000000 PA USD 35762.80000000 0.040834973950 Long DBT CORP US N 2 2030-02-21 Fixed 11.25000000 N N N N N N PERMIAN RESOURCES OPERATING LLC 5493004CTVUMQLRPOE23 PR 6.25 02/01/33 144A 71424VAB6 650000.00000000 PA USD 665848.78000000 0.760284921384 Long DBT CORP US N 2 2033-02-01 Fixed 6.25000000 N N N N N N VCI Asset Holdings 1 LLC N/A VCI ASSET HOLDINGS 1 LLC 000000000 460000.00000000 PA USD 492703.70000000 0.562582984413 Long LON CORP US N 2 2030-11-20 Fixed 10.00000000 N N N N N N WULF COMPUTE LLC N/A WULF 7.75 10/15/30 144A 982911AA7 270000.00000000 PA USD 283934.75000000 0.324204707684 Long DBT CORP US N 2 2030-10-15 Fixed 7.75000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 BACR 5.2 05/12/26 06738EAP0 200000.00000000 PA USD 200037.37000000 0.228408312356 Long DBT CORP GB N 2 2026-05-12 Fixed 5.20000000 N N N N N N PINEWOOD FINCO PLC 984500EF3F7CA63ND769 PINEFI 6 03/27/30 144A 000000000 690000.00000000 PA 930854.92000000 1.062876408172 Long DBT CORP GB N 2 2030-03-27 Fixed 6.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 CAS 2023-R06 1M2 20754EAB1 790000.00000000 PA USD 809953.98000000 0.924828304122 Long ABS-O USGSE US N 2 2043-07-27 Floating 6.34516000 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 ALTICE 5 01/15/28 144A 02154CAF0 1210000.00000000 PA USD 902312.37000000 1.030285719363 Long DBT CORP LU N 2 2028-01-15 Fixed 5.00000000 N N N N N N GLOBAL AUTO HOLDINGS LTD 984500ADEF1BB0584352 GLOBAU 11.5 08/15/29 144A 00033YAA4 560000.00000000 PA USD 569021.60000000 0.649724915651 Long DBT CORP GB N 2 2029-08-15 Fixed 11.50000000 N N N N N N ARCELORMITTAL SA 2EULGUTUI56JI9SAL165 MTNA 7 10/15/39 03938LAP9 150000.00000000 PA USD 165633.23000000 0.189124694723 Long DBT CORP LU N 2 2039-10-15 Fixed 7.00000000 N N N N N N ASURION LLC / ASURION CO-ISSUER INC N/A ASUCOR 8 12/31/32 144A 045941AA9 590000.00000000 PA USD 616667.41000000 0.704128245654 Long DBT CORP US N 2 2032-12-31 Fixed 8.00000000 N N N N N N MAGNETITE XXVI LTD 549300F7COUCG1RROP29 MAGNE 2020-26A ER2 55955CAG7 390000.00000000 PA USD 379078.44000000 0.432842457042 Long ABS-CBDO CORP KY N 2 2038-01-25 Variable 9.01846000 N N N N N N JORDAN, HASHEMITE KINGDOM OF - MINISTRY OF FINANCE 5493000JZ4MYPVMBVN50 JORDAN 7.75 01/15/28 144A 41809JAA3 250000.00000000 PA USD 257658.20000000 0.294201401602 Long DBT NUSS JO N 2 2028-01-15 Fixed 7.75000000 N N N N N N CURRENTA GROUP HOLDINGS SARL 222100SF79KCJKYUPE47 CURGRP 5.5 05/15/30 144A 000000000 160000.00000000 PA 189560.05000000 0.216445012802 Long DBT CORP LU N 2 2030-05-15 Fixed 5.50000000 N N N N N N KRAFT HEINZ FOODS COMPANY 5493003STKEZ2S0RNU91 KHC 5.5 06/01/50 50077LBJ4 50000.00000000 PA USD 44810.35000000 0.051165721782 Long DBT CORP US N 2 2050-06-01 Fixed 5.50000000 N N N N N N NEPTUNE BIDCO US INC 549300VG15T3VCYZ4531 NLSN 9.5 02/15/33 144A 640695AD4 210000.00000000 PA USD 210429.11000000 0.240273894251 Long DBT CORP US N 2 2033-02-15 Fixed 9.50000000 N N N N N N DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 DEUTSCHE BANK SECURITIES 000000000 -2347159.67000000 PA USD -2347159.67000000 -2.68005312735 Short RA CORP US N 2 Reverse repurchase N 4.16000000 2026-06-10 2700000.00000000 USD 2400869.76000000 USD CDS N N N Hilton Worldwide Finance LLC 5493003EG7H0N1E4XV50 Hilton Worldwide Term Loan B-4 175 2030-11-01 43289DAK9 850000.00000000 PA USD 855087.25000000 0.976362745071 Long LON CORP US N 2 2030-11-08 Floating 5.40431000 N N N N N N AMERICA MOVIL SAB DE CV 5493000FNR3UCEAONM59 AMXLMM 6.125 03/30/40 02364WAW5 450000.00000000 PA USD 473876.45000000 0.541085499224 Long DBT CORP MX N 2 2040-03-30 Fixed 6.12500000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 UBS V7.125 PERP 144a 225401BJ6 400000.00000000 PA USD 409577.60000000 0.467667258347 Long DBT CORP CH N 2 N/A Fixed 7.12500000 N N N N N N ELEVATION CLO 2016-5 LTD 549300IH854FT1JLRT08 AWPT 2016-5A ERR 28623BAC7 290000.00000000 PA USD 277756.98000000 0.317150755616 Long ABS-CBDO CORP KY N 2 2038-01-25 Variable 11.24659000 N N N N N N JBS USA HOLDING LUX SARL RB8RC03FUD8DSX57C193 JBS 5.95 04/20/35 472140AB8 1300000.00000000 PA USD 1347141.90000000 1.538204625884 Long DBT CORP LU N 2 2035-04-20 Fixed 5.95000000 N N N N N N R.R. DONNELLEY & SONS COMPANY SU4X0P4WWRGOQDTSV032 RRD 9.5 08/01/29 144A 257867BJ9 660000.00000000 PA USD 681786.60000000 0.778483173885 Long DBT CORP US N 2 2029-08-01 Fixed 9.50000000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC 549300TPZNMN50BJ3745 CHTR 3.7 04/01/51 161175BV5 300000.00000000 PA USD 184192.40000000 0.210316078605 Long DBT CORP US N 2 2051-04-01 Fixed 3.70000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MS V2.699 01/22/31 GMTN 6174468L6 900000.00000000 PA USD 837482.46000000 0.956261099197 Long DBT CORP US N 2 2031-01-22 Fixed 2.69900000 N N N N N N KATAYMA CLO II LTD 254900HW0KYG9AOGVP97 KTAMA 2024-2A D 485862AG1 270000.00000000 PA USD 271290.74000000 0.309767420364 Long ABS-CBDO CORP JE N 2 2037-04-20 Floating 8.38444000 N N N N N N TRANSPORTADORA DE GAS DEL PERU SA 529900SKHHNI5HVI0Y66 TGPERU 4.25 04/30/28 144A 89388AAA0 292000.00000000 PA USD 290949.00000000 0.332213776214 Long DBT CORP PE N 2 2028-04-30 Fixed 4.25000000 N N N N N N Black Diamond CLO Ltd 549300IEWA7GZ3ECTT90 Black Diamond CLO 2021-1 Ltd 09204WAM6 270000.00000000 PA USD 269529.61000000 0.307756512446 Long ABS-CBDO CORP KY N 2 2034-11-22 Floating 7.56364000 N N N N N N GTL TRADE FINANCE INC 549300PSJEHGXCQ8J374 GGBRBZ 7.25 04/16/44 144A 36120PAC7 840000.00000000 PA USD 941879.40000000 1.075464470450 Long DBT CORP VG N 2 2044-04-16 Fixed 7.25000000 N N N N N N AERCAP IRELAND CAPITAL DAC 549300TI38531ODB1G63 AER 3.4 10/29/33 00774MAY1 3500000.00000000 PA USD 3111588.31000000 3.552899313939 Long DBT CORP IE N 2 2033-10-29 Fixed 3.40000000 N N N N N N HOWARD MIDSTREAM ENERGY PARTNERS LLC N/A HOWARD 6.625 01/15/34 144A 442722AD6 320000.00000000 PA USD 325706.88000000 0.371901304159 Long DBT CORP US N 2 2034-01-15 Fixed 6.62500000 N N N N N N ABC TECHNOLOGIES INC N/A ABC TECHNOLOGIES INC/CANADA 000000000 490070.52000000 PA USD 471736.92000000 0.538642523511 Long LON CORP CA N 3 2031-09-08 Floating 0.01000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 C V6.625 PERP 172967QJ3 160000.00000000 PA USD 162055.50000000 0.185039541677 Long DBT CORP US N 2 N/A Fixed 6.62500000 N N N N N N COUNTRY GARDEN HOLDINGS COMPANY LTD 549300MGHLPT1EFHGF84 COUNTRY GARDEN HOLDINGS COMPANY LTD HKD0.10 000000000 2250.00000000 NS 84.05000000 0.000095970661 Long EC CORP KY N 2 N N N CERDIA FINANZ GMBH 391200KURNDJSX9GX570 PLATIN 9.375 10/03/31 144A 15679GAC6 200000.00000000 PA USD 192500.00000000 0.219801930652 Long DBT CORP DE N 2 2031-10-03 Fixed 9.37500000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 CSCHLD 4.125 12/01/30 144A 126307BB2 520000.00000000 PA USD 309978.66000000 0.353942378852 Long DBT CORP US N 2 2030-12-01 Fixed 4.12500000 N N N N N N APLD COMPUTECO LLC N/A APLD 9.25 12/15/30 144A 00202DAA5 250000.00000000 PA USD 268852.47000000 0.306983334891 Long DBT CORP US N 2 2030-12-15 Fixed 9.25000000 N N N N N N CARNIVAL PLC 4DR1VPDQMHD3N3QW8W95 CCL 1 10/28/29 14365CAA1 1150000.00000000 PA 1244551.73000000 1.421064275588 Long DBT CORP GB N 2 2029-10-28 Fixed 1.00000000 N N N N N N OAK-EAGLE ACQUIRECO INC 6488ICS9P20290MA1H31 EA 8.75 07/01/34 144A 67124CAB9 90000.00000000 PA USD 93711.32000000 0.107002228883 Long DBT CORP US N 2 2034-07-01 Fixed 8.75000000 N N N N N N DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC N/A DTV 10 02/15/31 144A 25461LAD4 270000.00000000 PA USD 281134.80000000 0.321007645784 Long DBT CORP US N 2 2031-02-15 Fixed 10.00000000 N N N N N N Hexion Holdings Corporation 549300LBB370MUHGLV84 Hexion Term Loan B 400 2029-03-01 00217XAE6 127293.00000000 PA USD 123728.80000000 0.141277034375 Long LON CORP US N 2 2029-03-15 Floating 7.65234000 N N N N N N SKYMILES IP LTD / DELTA AIR LINE INC N/A DAL 4.75 10/20/28 144A 830867AB3 125000.00000000 PA USD 125125.33000000 0.142871631727 Long DBT CORP KY N 2 2028-10-20 Fixed 4.75000000 N N N N N N MILLROSE PROPERTIES INC N/A MRP 6.375 08/01/30 144A 601137AA0 540000.00000000 PA USD 547292.16000000 0.624913628046 Long DBT CORP US N 2 2030-08-01 Fixed 6.37500000 N N N N N N PPM CLO 8 LTD 254900DMFVRHGLYIFG95 PPMC 2025-8A D1 69382DAJ3 340000.00000000 PA USD 340169.29000000 0.388414891899 Long ABS-CBDO CORP KY N 2 2038-04-20 Variable 6.67523000 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 ENELIM 2.875 04/11/29 EMTN 000000000 600000.00000000 PA 767969.32000000 0.876889034897 Long DBT CORP NL N 2 2029-04-11 Fixed 2.87500000 N N N N N N MINEJESA CAPITAL BV 549300KS7ERCP10BKC35 MINCAP 4.625 08/10/30 144A 602736AA8 292050.00000000 PA USD 288498.76000000 0.329416023058 Long DBT CORP NL N 2 2030-08-10 Fixed 4.62500000 N N N N N N WILLIAMS COMPANIES INC (THE) D71FAKCBLFS2O0RBPG08 WMB 7.5 01/15/31 A 969457BB5 140000.00000000 PA USD 156598.04000000 0.178808059887 Long DBT CORP US N 2 2031-01-15 Fixed 7.50000000 N N N N N N KAZMUNAYGAS NATIONAL COMPANY JSC 2138001H1M69RFJCSH88 KZOKZ 3.5 04/14/33 144A 48126PAA0 1000000.00000000 PA USD 912815.39000000 1.042278363902 Long DBT CORP KZ N 2 2033-04-14 Fixed 3.50000000 N N N N N N GALAXY XXII CLO LTD 54930022KENWLYJ8SJ86 GALXY 2016-22A DR4 36320TBT9 260000.00000000 PA USD 256303.53000000 0.292654601179 Long ABS-CBDO CORP KY N 2 2034-04-17 Variable 6.17952000 N N N N N N OCP CLO 2023-26 LTD 254900Y4WANLHOK54N29 OCP 2023-26A ER 67351PAG3 170000.00000000 PA USD 166546.79000000 0.190167823303 Long ABS-CBDO CORP JE N 2 2037-04-17 Floating 8.13038000 N N N N N N Nexus Buyer LLC 254900PILSANV8WOOF24 NEXUS BUYER LLC 65343UAJ1 39800.00000000 PA USD 39163.20000000 0.044717646600 Long LON CORP US N 2 2031-07-31 Floating 7.65217000 N N N N N N CONTINENTAL RESOURCES INC (OKLAHOMA) XXRTID9RYWOZ0UPIVR53 CLR 4.375 01/15/28 212015AS0 140000.00000000 PA USD 139347.67000000 0.159111100768 Long DBT CORP US N 2 2028-01-15 Fixed 4.37500000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 Asurion First-lien Term Loan B-14 375 2033-02-09 04649VBF6 170000.00000000 PA USD 167539.25000000 0.191301042130 Long LON CORP US N 2 2033-03-11 Floating 7.41339000 N N N N N N VISTAJET MALTA FINANCE PLC 5299001UK94VGT0CPQ36 VSTJET 6.375 02/01/30 144A 92840JAB5 340000.00000000 PA USD 318712.50000000 0.363914923756 Long DBT CORP MT N 2 2030-02-01 Fixed 6.37500000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 BNP V7.2 PERP 144A 05602XQS0 200000.00000000 PA USD 201276.20000000 0.229822843399 Long DBT CORP FR N 2 N/A Fixed 7.20000000 N N N N N N EQUIPMENTSHARE.COM INC 254900PWJK48CGPKPI80 EQMSRM 8.625 05/15/32 144A 29450YAB5 170000.00000000 PA USD 180508.55000000 0.206109754749 Long DBT CORP US N 2 2032-05-15 Fixed 8.62500000 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 OXY 4.4 08/15/49 674599CY9 260000.00000000 PA USD 195301.60000000 0.223000876568 Long DBT CORP US N 2 2049-08-15 Fixed 4.40000000 N N N N N N RYAN SPECIALTY LLC 549300K52N7QBO3PYY45 RYASPE 5.875 08/01/32 144A 78351GAA3 460000.00000000 PA USD 460177.84000000 0.525444039872 Long DBT CORP US N 2 2032-08-01 Fixed 5.87500000 N N N N N N BEAR MOUNTAIN PARK CLO LTD 549300UHUALXUXTG2K29 BRMTN 2022-1A ER 07403KAE3 290000.00000000 PA USD 263050.82000000 0.300358847250 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 9.62310000 N N N N N N NGPL PIPECO LLC 549300K3NT1HSQFEM073 NGPLCO 7.768 12/15/37 144A 62912XAC8 200000.00000000 PA USD 232010.04000000 0.264915608949 Long DBT CORP US N 2 2037-12-15 Fixed 7.76800000 N N N N N N BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL 213800Y3B5GQFBGVHP79 BPPEHX 1.625 04/20/30 EMTN 000000000 500000.00000000 PA 541750.48000000 0.618585981485 Long DBT CORP LU N 2 2030-04-20 Fixed 1.62500000 N N N N N N OAKTREE CLO 2022-2 LTD N/A OAKCL 2022-2A D1R2 67402RBQ5 240000.00000000 PA USD 240471.72000000 0.274577393887 Long ABS-CBDO CORP KY N 2 2037-10-15 Floating 6.92310000 N N N N N N UENO BANK SA 98450099V56Z7DB78D05 UENOPY 6.7 03/06/31 144A 903934AB3 230000.00000000 PA USD 226092.30000000 0.258158566470 Long DBT CORP PY N 2 2031-03-06 Fixed 6.70000000 N N N N N N OAK-EAGLE ACQUIRECO INC 6488ICS9P20290MA1H31 EA 7.25 07/01/33 144A 67124CAA1 140000.00000000 PA USD 144321.95000000 0.164790874002 Long DBT CORP US N 2 2033-07-01 Fixed 7.25000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 USD/CAD FORWARD 000000000 1.00000000 NC USD 48569.82000000 0.055458390687 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -2123334.25000000 USD 2940569.93000000 CAD 2026-07-16 48569.82000000 N N N NCL CORP LTD UNZWILHE4KMRP9K2L524 NCLH 7.75 02/15/29 144A 62886HBG5 460000.00000000 PA USD 480411.12000000 0.548546969781 Long DBT CORP BM N 2 2029-02-15 Fixed 7.75000000 N N N N N N BAUSCH HEALTH COMPANIES INC B3BS7ACMDUWISF18KY76 BHCCN 6.25 02/15/29 144A 071734AK3 70000.00000000 PA USD 51581.25000000 0.058896926417 Long DBT CORP CA N 2 2029-02-15 Fixed 6.25000000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC 549300TPZNMN50BJ3745 CHTR 6.834 10/23/55 161175BC7 360000.00000000 PA USD 337284.12000000 0.385120523399 Long DBT CORP US N 2 2055-10-23 Fixed 6.83400000 N N N N N N BAUSCH HEALTH AMERICAS INC KOO0397YRO83WY5MGD97 BHCCN 8.5 01/31/27 144A 91911XAW4 620000.00000000 PA USD 619032.80000000 0.706829114686 Long DBT CORP US N 2 2027-01-31 Fixed 8.50000000 N N N N N N FREDDIE MAC STACR REMIC TRUST 2022-DNA2 5493000ISA3AUOXQEF68 STACR 2022-DNA2 M1B 35564KRF8 225000.00000000 PA USD 227054.79000000 0.259257564705 Long ABS-O USGSE US N 2 2042-02-25 Floating 6.04516000 N N N N N N SPIRIT AVIATION HOLDINGS INC N/A SPIRIT AVIATION HOLDINGS INC COM 84863V101 9897.00000000 NS USD 13855.80000000 0.015820943328 Long EC CORP US N 1 N N N FULL HOUSE RESORTS INC 5493009DKIWW0H901Y82 FLL 8.25 02/15/28 144A 359678AC3 700000.00000000 PA USD 665356.64000000 0.759722982048 Long DBT CORP US N 2 2028-02-15 Fixed 8.25000000 N N N N N N VERMILION ENERGY INC 8945009D1HGCJC8M8A68 VETCN 6.875 05/01/30 144A 923725AD7 90000.00000000 PA USD 90946.47000000 0.103845245153 Long DBT RF CA N 2 2030-05-01 Fixed 6.87500000 N N N N N N TELEFONICA EMISIONES SAU 549300Y5MFC4SW5Z3K71 TELEFO 7.045 06/20/36 87938WAC7 600000.00000000 PA USD 662457.10000000 0.756412205477 Long DBT CORP ES N 2 2036-06-20 Fixed 7.04500000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 ORCL 6 08/03/55 68389XDB8 380000.00000000 PA USD 318855.17000000 0.364077828387 Long DBT CORP US N 2 2055-08-03 Fixed 6.00000000 N N N N N N ROCKET COMPANIES INC N/A RKT 6.125 08/01/30 144A 77311WAA9 360000.00000000 PA USD 365526.00000000 0.417367898720 Long DBT CORP US N 2 2030-08-01 Fixed 6.12500000 N N N N N N SUMISHO AIR LEASE CORP 5493004NW4M4P8TMMK63 SUMIAL 5.1 03/01/29 00914AAV4 500000.00000000 PA USD 504864.01000000 0.576467969428 Long DBT CORP US N 2 2029-03-01 Fixed 5.10000000 N N N N N N TALEN ENERGY SUPPLY LLC K5K33XN0PQAU1XF7NN66 TLN 6.375 05/01/33 144A 87422VAP3 50000.00000000 PA USD 50089.32000000 0.057193398654 Long DBT CORP US N 2 2033-05-01 Fixed 6.37500000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 SANTAN V5.75 08/23/33 EMTN 000000000 400000.00000000 PA 488289.70000000 0.557542954689 Long DBT CORP ES N 2 2033-08-23 Fixed 5.75000000 N N N N N N P3 GROUP SARL 529900GR62MT0O5VW110 PTHREE 4.625 02/13/30 EMTN 000000000 400000.00000000 PA 484868.02000000 0.553635983935 Long DBT CORP LU N 2 2030-02-13 Fixed 4.62500000 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 CYH 6.875 04/15/29 144A 12543DBJ8 260000.00000000 PA USD 255952.37000000 0.292253636784 Long DBT CORP US N 2 2029-04-15 Fixed 6.87500000 N N N N N N 720 EAST CLO VII LTD N/A NWML 2025-7A E 81789NAA4 310000.00000000 PA USD 305334.10000000 0.348639089215 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 8.42523000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 FCX 5.45 03/15/43 35671DBC8 60000.00000000 PA USD 57320.88000000 0.065450597873 Long DBT CORP US N 2 2043-03-15 Fixed 5.45000000 N N N N N N OCEAN TRAILS CLO XIV LTD 254900TWRKR5CRS1OX19 OCTR 2023-14A ER 67515MAG3 350000.00000000 PA USD 299332.43000000 0.341786213095 Long ABS-CBDO CORP JE N 2 2038-01-20 Floating 10.01523000 N N N N N N WHITEBOX CLO II LTD 549300C89ZJ5IWOT1F21 WBOX 2020-2A E1R2 96466EAJ3 210000.00000000 PA USD 206255.55000000 0.235508405702 Long ABS-CBDO CORP KY N 2 2037-10-26 Variable 9.41709000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 GBP/USD FORWARD 000000000 1.00000000 NC USD 28288.52000000 0.032300630188 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -1038088.11000000 USD 783871.82000000 GBP 2026-07-16 28288.52000000 N N N SANDS CHINA LTD 549300EVO6UZDGY05787 SANLTD 2.85 03/08/29 80007RAQ8 600000.00000000 PA USD 569813.22000000 0.650628809700 Long DBT CORP KY N 2 2029-03-08 Fixed 2.85000000 N N N N N N AMMC CLO 27 LTD N/A AMMC 2022-27A DR 00173UBA1 110000.00000000 PA USD 109991.26000000 0.125591123651 Long ABS-O CORP KY N 2 2037-01-20 Variable 6.37523000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 F 7.35 03/06/30 345397C68 310000.00000000 PA USD 328365.42000000 0.374936900132 Long DBT CORP US N 2 2030-03-06 Fixed 7.35000000 N N N N N N NCL FINANCE LTD N/A NCLH 6.125 03/15/28 144A 62888HAA7 120000.00000000 PA USD 121818.60000000 0.139095914126 Long DBT CORP BM N 2 2028-03-15 Fixed 6.12500000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 HUM 5.875 03/01/33 444859BV3 200000.00000000 PA USD 205222.81000000 0.234329194035 Long DBT CORP US N 2 2033-03-01 Fixed 5.87500000 N N N N N N MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG 529900MUF4C20K50JS49 MUNRE V3.25 05/26/49 000000000 500000.00000000 PA 580952.73000000 0.663348216476 Long DBT CORP DE N 2 2049-05-26 Fixed 3.25000000 N N N N N N NEPTUNE BIDCO US INC 549300VG15T3VCYZ4531 NLSN 10.375 05/15/31 144A 640695AC6 280000.00000000 PA USD 289159.08000000 0.330169995063 Long DBT CORP US N 2 2031-05-15 Fixed 10.37500000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 LLOYDS V8 PERP 53944YAV5 1150000.00000000 PA USD 1230481.60000000 1.404998604219 Long DBT CORP GB N 2 N/A Fixed 8.00000000 N N N N Y LLOYDS BANKING GROUP PLC LLOYDS BANKING GROUP PLC SPONSORED ADR USD XXXX N N N COREWEAVE INC 984500511DP2B6186053 CRWV 9.25 06/01/30 144A 21873SAB4 580000.00000000 PA USD 587721.77000000 0.671077297311 Long DBT CORP US N 2 2030-06-01 Fixed 9.25000000 N N N N N N VMED O2 UK FINANCING I PLC 213800MRR46ECNGZ7L69 VMED 4.5 07/15/31 144A 000000000 480000.00000000 PA 565080.29000000 0.645224616704 Long DBT CORP GB N 2 2031-07-15 Fixed 4.50000000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 NFLX 6.375 05/15/29 64110LAX4 110000.00000000 PA USD 116329.87000000 0.132828727369 Long DBT CORP US N 2 2029-05-15 Fixed 6.37500000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 VENLNG V9 PERP 144a 92332YAF8 1340000.00000000 PA USD 1326235.12000000 1.514332674675 Long DBT CORP US N 2 N/A Fixed 9.00000000 N N N N N N LADDER CAPITAL FINANCE HOLDINGS LLLP 254900TBF2Z4GR7NSX02 LADR 7 07/15/31 144A 505742AR7 330000.00000000 PA USD 342451.89000000 0.391021228974 Long DBT CORP US N 2 2031-07-15 Fixed 7.00000000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC 549300TPZNMN50BJ3745 CHTR 3.85 04/01/61 161175BY9 200000.00000000 PA USD 115651.03000000 0.132053608706 Long DBT CORP US N 2 2061-04-01 Fixed 3.85000000 N N N N N N OFFICE CHERIFIEN DES PHOSPHATES SA 213800D26TAPVTCVWG40 OCPMR 6.75 05/02/34 144A 67091TAF2 1220000.00000000 PA USD 1282434.83000000 1.464320267895 Long DBT CORP MA N 2 2034-05-02 Fixed 6.75000000 N N N N N N Blackhawk Network Holdings Inc. 549300LFU3K8UIR03132 Blackhawk Network Holdings Term Loan B 350 2029-03-01 09238FAN1 157213.98000000 PA USD 156007.36000000 0.178133604799 Long LON CORP US N 2 2029-03-12 Floating 7.15217000 N N N N N N NEXSTAR MEDIA GROUP INC 52990083ZRR5UT591988 NXST 6.5 09/15/33 144A 65346UAB5 540000.00000000 PA USD 544504.14000000 0.621730188157 Long DBT CORP US N 2 2033-09-15 Fixed 6.50000000 N N N N N N JBS USA HOLDING LUX SARL RB8RC03FUD8DSX57C193 JBS 3.75 12/01/31 46590XAM8 300000.00000000 PA USD 281654.49000000 0.321601042487 Long DBT CORP LU N 2 2031-12-01 Fixed 3.75000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 LVS 3.9 08/08/29 517834AF4 530000.00000000 PA USD 511659.35000000 0.584227080344 Long DBT CORP US N 2 2029-08-08 Fixed 3.90000000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 GS V2.64 02/24/28 38141GZK3 2500000.00000000 PA USD 2463780.93000000 2.813214572044 Long DBT CORP US N 2 2028-02-24 Fixed 2.64000000 N N N N N N CAPSTONE COPPER CORP 549300III6KGKKC42W63 CAPCOP 6.75 03/31/33 144A 14071LAA6 70000.00000000 PA USD 71284.92000000 0.081395132687 Long DBT CORP CA N 2 2033-03-31 Fixed 6.75000000 N N N N N N TENGIZCHEVROIL FINANCE COMPANY INTERNATIONAL LTD 5493001VEV2XTJIBZH31 TENGIZ 3.25 08/15/30 144A 88034QAC1 650000.00000000 PA USD 606663.09000000 0.692705030844 Long DBT CORP BM N 2 2030-08-15 Fixed 3.25000000 N N N N N N PM GENERAL PURCHASER LLC N/A AMGENE 9.5 10/01/28 144A 69356MAA4 1370000.00000000 PA USD 1277525.00000000 1.458714085489 Long DBT CORP US N 2 2028-10-01 Fixed 9.50000000 N N N N N N TKC HOLDINGS INC N/A TKCHOL 8.5 08/15/30 144A 87256YAE3 310000.00000000 PA USD 317518.43000000 0.362551500943 Long DBT CORP US N 2 2030-08-15 Fixed 8.50000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 NRG 6 01/15/36 144A 629377DD1 130000.00000000 PA USD 129174.07000000 0.147494597279 Long DBT CORP US N 2 2036-01-15 Fixed 6.00000000 N N N N N N COMISION FEDERAL DE ELECTRICIDAD 4469000001BFPONMPF32 CFELEC 3.348 02/09/31 144A 200447AH3 1000000.00000000 PA USD 908869.90000000 1.037773292113 Long DBT CORP MX N 2 2031-02-09 Fixed 3.34800000 N N N N N N MARKS AND SPENCER PLC 213800CN1RI3UCIZWB95 MARSPE 7.125 12/01/37 144A 57069PAA0 980000.00000000 PA USD 1067354.52000000 1.218735502267 Long DBT CORP GB N 2 2037-12-01 Fixed 7.12500000 N N N N N N WALT DISNEY COMPANY (THE) 549300GZKULIZ0WOW665 DIS 2.65 01/13/31 254687FX9 320000.00000000 PA USD 297256.73000000 0.339416120277 Long DBT CORP US N 2 2031-01-13 Fixed 2.65000000 N N N N N N NISSAN MOTOR ACCEPTANCE COMPANY LLC 7D6DIU2QXTUJRFNNJA49 NSANY 2.75 03/09/28 144A 654740BT5 210000.00000000 PA USD 199260.61000000 0.227521385875 Long DBT CORP US N 2 2028-03-09 Fixed 2.75000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 EDF 1 11/29/33 EMTN 000000000 900000.00000000 PA 865342.74000000 0.988072752872 Long DBT CORP FR N 2 2033-11-29 Fixed 1.00000000 N N N N N N WW International Inc SGT8R1MU6ESIC7UJC518 WW INTERNATIONAL INC 92941PAE3 419999.97000000 PA USD 282508.78000000 0.322576494910 Long LON CORP US N 2 2030-06-24 Floating 10.50623000 N N N N N N BOEING COMPANY (THE) RVHJWBXLJ1RFUBSY1F30 BA 3.625 02/01/31 097023DC6 300000.00000000 PA USD 286280.29000000 0.326882911427 Long DBT CORP US N 2 2031-02-01 Fixed 3.62500000 N N N N N N TECK RESOURCES LTD T8KI5SQ2JRWHL7XY0E11 TCKBCN 6 08/15/40 878742AS4 200000.00000000 PA USD 200354.81000000 0.228770774303 Long DBT CORP CA N 2 2040-08-15 Fixed 6.00000000 N N N N N N GETTY IMAGES INC 5493005NV20IG4VEKZ40 ABEGET 10.5 11/15/30 144A 374276AR4 220000.00000000 PA USD 195210.91000000 0.222897324168 Long DBT CORP US N 2 2030-11-15 Fixed 10.50000000 N N N N N N CHARLES SCHWAB CORP (THE) 549300VSGCJ7E698NM85 SCHW V4 PERP H 808513BJ3 700000.00000000 PA USD 652870.54000000 0.745466000821 Long DBT CORP US N 2 N/A Fixed 4.00000000 N N N N N N DIVERSIFIED HEALTHCARE TRUST N/A DHC 4.375 03/01/31 25525PAB3 80000.00000000 PA USD 71997.47000000 0.082208742379 Long DBT CORP US N 2 2031-03-01 Fixed 4.37500000 N N N N N N CREDIT SUISSE ESCROW CL N/A CREDIT SUISSE ESCROW CL 000000000 3900000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 3 2050-01-01 None 0.00000000 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 BATSLN 5.85 08/15/45 761713BB1 140000.00000000 PA USD 135963.12000000 0.155246526096 Long DBT CORP US N 2 2045-08-15 Fixed 5.85000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 CAS 2024-R02 1M2 20754GAE0 730000.00000000 PA USD 735355.06000000 0.839649152742 Long ABS-O USGSE US N 2 2044-02-25 Floating 5.44516000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 CE 7 02/15/31 15089QBC7 100000.00000000 PA USD 104118.30000000 0.118885212240 Long DBT CORP US N 2 2031-02-15 Fixed 7.00000000 N N N N N N CRESCENT ENERGY FINANCE LLC 54930061FUL6DBLFUW14 CRGYFN 7.375 01/15/33 144A 45344LAE3 680000.00000000 PA USD 696325.44000000 0.795084031555 Long DBT CORP US N 2 2033-01-15 Fixed 7.37500000 N N N N N N BANK GOSPODARSTWA KRAJOWEGO SA 259400BCOV9JJIGLYF05 BGOSK 5.375 05/22/33 REGS 000000000 250000.00000000 PA USD 255619.49000000 0.291873545009 Long DBT NUSS PL N 2 2033-05-22 Fixed 5.37500000 N N N N N N METLIFE CAPITAL TRUST IV N/A MET 7.875 12/15/37 591560AA5 100000.00000000 PA USD 109514.20000000 0.125046403084 Long DBT CORP US N 2 2037-12-15 Fixed 7.87500000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 CSCHLD 4.5 11/15/31 144a 126307BH9 740000.00000000 PA USD 432184.42000000 0.493480363189 Long DBT CORP US N 2 2031-11-15 Fixed 4.50000000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 BNP V5.125 01/13/29 144A 09659W2V5 500000.00000000 PA USD 505018.23000000 0.576644062174 Long DBT CORP FR N 2 2029-01-13 Fixed 5.12500000 N N N N N N NOBLE FINANCE II LLC N/A NEFINA 8 04/15/30 144A 65505PAA5 280000.00000000 PA USD 291330.48000000 0.332649360840 Long DBT CORP US N 2 2030-04-15 Fixed 8.00000000 N N N N N N GEO GROUP INC (THE) 54930024XOXET7NQVZ63 GEO 8.625 04/15/29 36162JAG1 80000.00000000 PA USD 83279.36000000 0.095090722657 Long DBT CORP US N 2 2029-04-15 Fixed 8.62500000 N N N N N N BLACK PEARL COMPUTE LLC N/A BLKPRL 6.125 02/15/31 144A 09216NAA8 130000.00000000 PA USD 132058.91000000 0.150788588975 Long DBT CORP US N 2 2031-02-15 Fixed 6.12500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC V6.5 PERP 404280BP3 1320000.00000000 PA USD 1334204.52000000 1.523432360421 Long DBT CORP GB N 2 N/A Fixed 6.50000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 DANBNK V4.625 05/14/34 EMTN 000000000 400000.00000000 PA 480317.54000000 0.548440117497 Long DBT CORP DK N 2 2034-05-14 Fixed 4.62500000 N N N N N N FLUTTER TREASURY DAC 635400JE8VLL9UFVIC38 FLTR 5.875 06/04/31 144A 344045AB5 710000.00000000 PA USD 707898.40000000 0.808298363770 Long DBT CORP IE N 2 2031-06-04 Fixed 5.87500000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 WYNMAC 5.625 08/26/28 144A 98313RAH9 200000.00000000 PA USD 198687.98000000 0.226867540786 Long DBT CORP KY N 2 2028-08-26 Fixed 5.62500000 N N N N N N Spirit Airlines, LLC N/A Spirit Airlines, LLC Second DIP New Money Delayed TL 000000000 7569.44000000 PA USD 7380.20000000 0.008426920564 Long LON CORP US N 2 2026-07-14 Floating 11.66796000 N N N N N N VENTURE GLOBAL CALCASIEU PASS LLC 549300GKHS6RS20NLH85 VENTGL 6 05/01/36 144A 92328MAF0 330000.00000000 PA USD 332723.54000000 0.379913124496 Long DBT CORP US N 2 2036-05-01 Fixed 6.00000000 N N N N N N Spirit Airlines, LLC N/A Spirit Contingent TL 000000000 71505.82785200 PA USD 1430.12000000 0.001632951361 Long DBT CORP US N 2 2026-07-14 Floating 0.00000000 N N N N N N CARRIAGE PURCHASER INC N/A PSLOGI 7.875 10/15/29 144A 14445LAA5 214000.00000000 PA USD 208093.77000000 0.237607337157 Long DBT CORP US N 2 2029-10-15 Fixed 7.87500000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 JPM V2.58 04/22/32 46647PCC8 2000000.00000000 PA USD 1810248.62000000 2.066992943567 Long DBT CORP US N 2 2032-04-22 Fixed 2.58000000 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 SPLLLC 5 03/15/27 785592AS5 640000.00000000 PA USD 641626.92000000 0.732627718309 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N MERCADOLIBRE INC 549300DKPDN9M5S8GB14 MELI 3.125 01/14/31 58733RAF9 900000.00000000 PA USD 831849.57000000 0.949829306485 Long DBT CORP US N 2 2031-01-14 Fixed 3.12500000 N N N N N N GEE AUTOMOTIVE HOLDINGS LLC N/A GEEATO 7.25 03/01/31 144A 36846VAA1 320000.00000000 PA USD 325641.60000000 0.371826765614 Long DBT CORP US N 2 2031-03-01 Fixed 7.25000000 N N N N N N Light and Wonder International Inc RLTHESQ0RNFQJWPBJN60 Light & Wonder (Scientific Games) Term Loan B 200 2029-04-01 80875AAY7 480147.09000000 PA USD 481047.37000000 0.549273457980 Long LON CORP US N 2 2029-04-16 Floating 5.65250000 N N N N N N AMMC CLO 30 LTD N/A AMMC 2024-30A D1R 03165UAU2 190000.00000000 PA USD 188719.65000000 0.215485420374 Long ABS-CBDO CORP KY N 2 2039-04-15 Floating 6.24317000 N N N N N N COMMUNITY HEALTH SYSTEMS INC 549300BQWM4WENQ3YW73 CYH 10.875 01/15/32 144A 12543DBN9 360000.00000000 PA USD 387086.04000000 0.441985760626 Long DBT CORP US N 2 2032-01-15 Fixed 10.87500000 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2015-UBS8 N/A MSC 2015-UBS8 C 61691ABQ5 40458.68000000 PA USD 39772.07000000 0.045412871543 Long ABS-O CORP US N 2 2048-12-17 Variable 4.52177100 N N N N N N JANE STREET GROUP LLC 5493002N1IVX6KHGYO08 JANEST 7.125 04/30/31 144A 47077WAC2 600000.00000000 PA USD 622428.45000000 0.710706363651 Long DBT CORP US N 2 2031-04-30 Fixed 7.12500000 N N N N N N 2026-06-22 Western Asset Global Corporate Defined Opportunity Fund Inc. Christopher Berarducci Christopher Berarducci Principal Financial Officer