USD/EUR FORWARD

NPORT-P false 0001228509 XXXXXXXX Western Asset Global High Income Fund Inc. 811-21337 0001228509 549300JWVV1XIQ66WD13 620 Eighth Avenue 47thFloor New York 10018 1-888-777-0102 Western Asset Global High Income Fund Inc. 549300JWVV1XIQ66WD13 2026-05-31 2026-02-27 N 292076270.18 89690731.44 202385538.74 0.00000000 0.00000000 75000000.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3495050.00000000 0.00000000 0.00000000 2421300.79000000 EUR USD N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 USD/EUR FORWARD 000000000 1.00000000 NC USD -3178.94000000 -0.00157073475 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -285952.41000000 EUR 335550.51000000 USD 2026-04-16 -3178.94000000 N N N CONNECT FINCO SARL 2594001KNYIQ456J2792 ISATLN 9 09/15/29 144A 20752TAB0 1840000.00000000 PA USD 1954858.32000000 0.965908103993 Long DBT CORP LU N 2 2029-09-15 Fixed 9.00000000 N N N N N N CCO Holdings, LLC/ CCO Holdings Capital Corp. N/A CHTR 7.375 02/01/36 144A 1248EPCV3 2520000.00000000 PA USD 2559415.32000000 1.264623616852 Long DBT CORP US N 2 2036-02-01 Fixed 7.37500000 N N N N N N Petrobras Global Finance B.V. 549300FNENFFSMO3GT38 PETBRA 6.75 01/27/41 71645WAS0 2910000.00000000 PA USD 2917565.74000000 1.441588049306 Long DBT CORP NL N 2 2041-01-27 Fixed 6.75000000 N N N N N N FREDDIE MAC STACR REMIC TRUST 2021-DNA3 5493000ISUYHCRLRBE46 STACR 2021-DNA3 B2 35564KFH7 570000.00000000 PA USD 725136.56000000 0.358294651146 Long ABS-O USGSE US N 2 2033-10-25 Floating 9.91721000 N N N N N N British Telecommunications PLC 549300OWFMSO9NYV4H90 BRITEL 9.625 12/15/30 111021AE1 60000.00000000 PA USD 73420.90000000 0.036277740226 Long DBT CORP GB N 2 2030-12-15 Fixed 9.62500000 N N N N N N Ecopetrol S.A. 254900IDGKCJICKBPA66 ECOPET 5.875 05/28/45 279158AJ8 1860000.00000000 PA USD 1401464.47000000 0.692472633531 Long DBT CORP CO N 2 2045-05-28 Fixed 5.87500000 N N N N N N Diebold Nixdorf Incorporated 549300XZK6EWDBAZSY16 DBD 7.75 03/31/30 144A 253651AK9 320000.00000000 PA USD 338310.40000000 0.167161350611 Long DBT CORP US N 2 2030-03-31 Fixed 7.75000000 N N N N N N Michaels Companies Inc. 549300H9LWMBP7HYLR98 MIK 11 03/15/34 144A 59408QAA4 2630000.00000000 PA USD 2460504.18000000 1.215750984639 Long DBT CORP US N 2 2034-03-15 Fixed 11.00000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 UBS V9.25 PERP 144a 902613BF4 500000.00000000 PA USD 545405.42000000 0.269488335676 Long DBT CORP CH N 2 N/A Fixed 9.25000000 N N N N N N Chord Energy Corp. 529900FA4V2YNIKZ0M71 CHRD 6 10/01/30 144A 674215AQ1 560000.00000000 PA USD 572303.40000000 0.282778801075 Long DBT CORP US N 2 2030-10-01 Fixed 6.00000000 N N N N N N Kenya (Republic of) 549300VVURQQYU45PR87 KENINT 8 05/22/32 144A 491798AK0 600000.00000000 PA USD 624807.41000000 0.308721371047 Long DBT NUSS KE N 2 2032-05-22 Fixed 8.00000000 N N N N N N Ziggo Financing Partnership N/A FLEETCOR TECHNOLOGIES INC 000000000 890000.00000000 PA USD 870713.70000000 0.430225254937 Long LON CORP US N 2 2033-01-15 Floating 7.02732000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 C V6.875 PERP GG 17327CBC6 260000.00000000 PA USD 266748.30000000 0.131802055453 Long DBT CORP US N 2 N/A Fixed 6.87500000 N N N N N N China Aoyuan Group Ltd 549300YSOKQO5QD6MP25 CAPG 0 09/30/28 REGS 000000000 13656.00000000 PA USD 170.70000000 0.000084343970 Long DBT CORP KY N 2 2028-09-30 None 0.00000000 N N N Y N China Aoyuan Group Ltd China Aoyuan Group Ltd HKD XXXX N N N Panama (Republic of) 549300SHS4T08CL0LP14 PANAMA 2.252 09/29/32 698299BN3 1890000.00000000 PA USD 1594120.50000000 0.787665220511 Long DBT NUSS PA N 2 2032-09-29 Fixed 2.25200000 N N N N N N Melco Resorts Finance Limited 5493000FQDBWKDBZEF60 MPEL 6.5 09/24/33 144A 58547DAJ8 470000.00000000 PA USD 469201.09000000 0.231835284734 Long DBT CORP KY N 2 2033-09-24 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 CAS 2024-R01 1B2 20753UAJ9 800000.00000000 PA USD 846562.88000000 0.418292179011 Long ABS-O USGSE US N 2 2044-01-25 Floating 7.66721000 N N N N N N Sotera Health Holdings LLC 549300OVT7MBXFLOFU20 STENOR 7.375 06/01/31 144A 83600WAE9 630000.00000000 PA USD 663684.84000000 0.327930959954 Long DBT CORP US N 2 2031-06-01 Fixed 7.37500000 N N N N N N MPT OPERATING PARTNERSHIP LP WUQXXXF7PXTUPGROE843 MPW 8.5 02/15/32 144a 55342UAQ7 360000.00000000 PA USD 385561.08000000 0.190508216348 Long DBT CORP US N 2 2032-02-15 Fixed 8.50000000 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 55664.00000000 NS USD 1388816.80000000 0.686223338212 Long EP CORP US N 1 N N N Saudi Arabia (Kingdom of) 635400FMICXSM3SI3H65 KSA 3.25 10/26/26 144A 80413TAB5 800000.00000000 PA USD 798359.73000000 0.394474691704 Long DBT NUSS SA N 2 2026-10-26 Fixed 3.25000000 N N N N N N Petroleos Mexicanos Sa De CV 549300CAZKPF4HKMPX17 PEMEX 6.5 06/02/41 71654QAZ5 250000.00000000 PA USD 223140.45000000 0.110255135514 Long DBT CORP MX N 2 2041-06-02 Fixed 6.50000000 N N N N N N Spirit Aviation Holdings Inc. N/A Spirit Aviation Holdings Inc. WT EXP 84863V135 28104.00000000 NS USD 13489.92000000 0.006665456476 Long EC CORP US N 2 N N N Angola (Republic of) 549300QHR2R3J8JSGK83 ANGOL 8 11/26/29 144A 035198AD2 1430000.00000000 PA USD 1426519.27000000 0.704852371805 Long DBT NUSS AO N 2 2029-11-26 Fixed 8.00000000 N N N N N N LHOME MTG TR 2025-RTL1 5299002NGIWITLMXOH85 LHOME 2025-RTL1 M1 50205UAC5 290000.00000000 PA USD 294769.63000000 0.145647575333 Long ABS-O CORP US N 2 2040-01-25 Variable 7.02300000 N N N N N N Diamond Sports Net, LLC 549300MPO5H6LGX4RJ82 DIAMOND SPORTS NET LLC 25277EAB8 1345653.37000000 PA USD 255674.14000000 0.126330241573 Long LON CORP US N 2 2028-01-02 Floating 15.00000000 N N N N N N Valor N/A Valor 000000000 1610000.00000000 PA USD 1642200.00000000 0.811421611555 Long DBT CORP US N 3 2031-02-01 Fixed 9.50000000 N N N N N N CSC Holdings, LLC 3HG2WD2W22M120IUNG49 CSCHLD 11.75 01/31/29 144A 126307BN6 930000.00000000 PA USD 663265.03000000 0.327723529126 Long DBT CORP US N 2 2029-01-31 Fixed 11.75000000 N N N N N N Gen Digital Inc YF6ZV0M6AU4FY94MK914 GEN 6.25 04/01/33 144A 668771AM0 430000.00000000 PA USD 428184.07000000 0.211568510608 Long DBT CORP US N 2 2033-04-01 Fixed 6.25000000 N N N N N N Benin (The Republic of) 635400Q11P6AE5A5Y230 BENIN 7.96 02/13/38 144A 08205QAA6 1100000.00000000 PA USD 1160327.71000000 0.573325405176 Long DBT NUSS BJ N 2 2038-02-13 Fixed 7.96000000 N N N N N N First Quantum Minerals Ltd. 549300I7UVBGWRYMYZ18 FMCN 8.625 06/01/31 144A 335934AU9 2260000.00000000 PA USD 2371473.39000000 1.171760297086 Long DBT CORP CA N 2 2031-06-01 Fixed 8.62500000 N N N N N N Petco Health and Wellness Company Inc 2549007TYGV6RVSE9M61 Petco Animal Supplies Term Loan B 425 2031-01-11 71601HAG1 660000.00000000 PA USD 636075.00000000 0.314288759938 Long LON CORP US N 2 2031-01-22 Floating 7.92300000 N N N N N N Nigeria (Federal Republic of) 549300GSBZD84TNEQ285 NGERIA 7.696 02/23/38 REGS 000000000 1450000.00000000 PA USD 1453256.48000000 0.718063399711 Long DBT NUSS NG N 2 2038-02-23 Fixed 7.69600000 N N N N N N LUXCO3 DUMMY EQUITY N/A LUXCO3 DUMMY EQUITY 000000000 18570.00000000 NS 348147.69000000 0.172022019047 Long EC CORP US N 2 N N N American Money Management Corp N/A AMMC CLO 24 Ltd 00177MAE8 510000.00000000 PA USD 501674.91000000 0.247880808640 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 10.16763000 N N N N N N athenahealth 254900AA3KZN4Q7A5Z33 athenahealth Term Loan B 300 2029-02-01 04686RAB9 440000.00000000 PA USD 429732.60000000 0.212333649269 Long LON CORP US N 2 2029-02-15 Floating 6.42192000 N N N N N N OBX 2025-NQM8 TRUST 2549006UJL1L84XG2C80 OBX 2025-NQM8 A3 67449AAC9 428866.80000000 PA USD 433499.08000000 0.214194691329 Long ABS-O CORP US N 2 2065-03-25 Variable 5.82600000 N N N N N N Dream Finders Homes Inc N/A DFH 6.875 09/15/30 144A 26154DAB6 400000.00000000 PA USD 409311.20000000 0.202243303819 Long DBT CORP US N 2 2030-09-15 Fixed 6.87500000 N N N N N N BANK5 2024-5YR12 N/A BANK5 2024-5YR12 F 06644XAN6 500000.00000000 PA USD 401884.80000000 0.198573871681 Long ABS-O CORP US N 2 2057-12-17 Variable 4.80202200 N N N N N N Country Garden Holdings Co Ltd. 549300MGHLPT1EFHGF84 COGARD 0 12/31/31 REGS 000000000 300398.20000000 PA USD 36654.98000000 0.018111462028 Long DBT CORP KY N 2 2031-12-31 None 0.00000000 N N N Y Y 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 1730000.00000000 PA USD 1668368.75000000 0.824351759709 Long DBT CORP US N 2 2029-11-05 Fixed 8.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 CAS 2021-R02 2B2 20754KAJ0 1000000.00000000 PA USD 1033063.20000000 0.510443189978 Long ABS-O USGSE US N 2 2041-11-25 Floating 9.86721000 N N N N N N First Quantum Minerals Ltd. 549300I7UVBGWRYMYZ18 FMCN 8 03/01/33 144A 335934AW5 2500000.00000000 PA USD 2672165.00000000 1.320333960932 Long DBT CORP CA N 2 2033-03-01 Fixed 8.00000000 N N N N N N Apidos Clo L 2549007IRDJIM26V8J63 APID 2024-50A E 03771LAA2 440000.00000000 PA USD 440608.12000000 0.217707313844 Long ABS-CBDO CORP KY N 2 2038-01-20 Variable 8.76763000 N N N N N N Spirit Airlines, LLC N/A Spirit Airlines, LLC Third DIP New Money TL 000000000 113038.02000000 PA USD 110212.07000000 0.054456494612 Long LON CORP US N 2 2026-07-14 Floating 11.65965000 N N N N N N Michaels Companies Inc. 549300H9LWMBP7HYLR98 MIK 8.5 03/15/33 144A 59408QAB2 420000.00000000 PA USD 408909.85000000 0.202044994195 Long DBT CORP US N 2 2033-03-15 Fixed 8.50000000 N N N N N N Bahamas (Commonwealth of) 549300W13SXC7EKNJC20 BAHAMA 6 11/21/28 144A 056732AJ9 1000000.00000000 PA USD 999500.00000000 0.493859396389 Long DBT NUSS BS N 2 2028-11-21 Fixed 6.00000000 N N N N N N Valor N/A Valor 000000000 299606.00000000 NS USD 299606.00000000 0.148037256942 Long EC CORP US N 2 N N N AGL CLO 16 Ltd. 2549009GL17CEZFCKZ48 AGL 2021-16A DR 00120LAL2 160000.00000000 PA USD 152709.22000000 0.075454610517 Long ABS-CBDO CORP KY N 2 2035-01-22 Floating 6.06763000 N N N N N N Mozambique (Republic of) 213800759WLKYIKPER73 MOZAM 9 09/15/31 REGS 000000000 700000.00000000 PA USD 595174.18000000 0.294079400981 Long DBT NUSS MZ N 2 2031-09-15 Variable 9.00000000 N N N N N N Qnity Electronics Inc. 254900RSUG4J9TFFZX53 QNTELE 6.25 08/15/33 144A 74743LAB6 700000.00000000 PA USD 727684.67000000 0.359553688732 Long DBT CORP US N 2 2033-08-15 Fixed 6.25000000 N N N N N N SPIRIT AVIA HOL RESTRICT N/A SPIRIT AVIA HOL RESTRICT 000000000 229.00000000 NS USD 109.92000000 0.000054312180 Long EC CORP US N 2 N N N Qatar (State of) 52990074F6OJOAXK4P65 QATAR 3.75 04/16/30 144A 74727PBD2 1200000.00000000 PA USD 1200003.84000000 0.592929636905 Long DBT NUSS QA N 2 2030-04-16 Fixed 3.75000000 N N N N N N Philippines (Republic Of) 529900RAHBALMYIJ3T08 PHILIP 3.2 07/06/46 718286CP0 1000000.00000000 PA USD 730126.94000000 0.360760430090 Long DBT NUSS PH N 2 2046-07-06 Fixed 3.20000000 N N N N N N OBRA CLO LTD 254900IXPSGZDGZO2P84 OBRAC 2024-1A E 67443CAA5 610000.00000000 PA USD 604283.32000000 0.298580285806 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 10.41763000 N N N N N N Axon Enterprise Inc 549300QP2IEEGFE16681 AXON 6.125 03/15/30 144A 05464CAC5 120000.00000000 PA USD 123975.12000000 0.061256906383 Long DBT CORP US N 2 2030-03-15 Fixed 6.12500000 N N N N N N Capital Four US CLO 549300NMXY8VXHO96C52 Capital Four US CLO I Ltd 14016TAS8 570000.00000000 PA USD 562172.99000000 0.277773300157 Long ABS-CBDO CORP KY N 2 2035-01-18 Floating 6.91535000 N N N N N N Jamaica (Government of) 529900Y93KNSXZI8KK56 JAMAN 8 03/15/39 470160AV4 500000.00000000 PA USD 607665.00000000 0.300251195704 Long DBT NUSS JM N 2 2039-03-15 Fixed 8.00000000 N N N N N N Herc Holdings Inc 549300TP80QLITMSBP82 HRI 7.25 06/15/33 144A 42704LAG9 530000.00000000 PA USD 560590.01000000 0.276991139530 Long DBT CORP US N 2 2033-06-15 Fixed 7.25000000 N N N N N N Arcosa Inc 549300WFHLTCZV7D6V29 ACA 6.875 08/15/32 144A 039653AC4 260000.00000000 PA USD 272953.72000000 0.134868193498 Long DBT CORP US N 2 2032-08-15 Fixed 6.87500000 N N N N N N Getty Images Inc. 5493005NV20IG4VEKZ40 ABEGET 11.25 02/21/30 144A 374276AM5 90000.00000000 PA USD 79719.57000000 0.039389953697 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 400000.00000000 PA USD 414400.63000000 0.204758024007 Long DBT CORP US N 2 2033-02-01 Fixed 6.25000000 N N N N N N WULF Compute LLC N/A WULF 7.75 10/15/30 144A 982911AA7 1040000.00000000 PA USD 1102164.96000000 0.544586815274 Long DBT CORP US N 2 2030-10-15 Fixed 7.75000000 N N N N N N Sally Holdings LLC 3GM3SMNQ8UJOJU9DFN26 SBH 6.75 03/01/32 79546VAQ9 560000.00000000 PA USD 581732.48000000 0.287437770317 Long DBT CORP US N 2 2032-03-01 Fixed 6.75000000 N N N N N N Hartwick PK CLO Ltd. / Hartwick PK CLO LLC 2549003E1ZAWJG55NM75 HWKPK 2023-1A ER 417402AE4 140000.00000000 PA USD 130520.73000000 0.064491134501 Long ABS-CBDO CORP JE N 2 2037-01-21 Floating 8.51763000 N N N N N N GLOBAL AUTO HOLDINGS LTD 984500ADEF1BB0584352 GLOBAU 11.5 08/15/29 144A 00033YAA4 1070000.00000000 PA USD 1096654.07000000 0.541863848982 Long DBT CORP GB N 2 2029-08-15 Fixed 11.50000000 N N N N N N TEAM SERVICES HOLDING, INC 254900SLCOEZGQJACP02 TEAM Services Term Loan B 525 2033-01-21 87821RAB0 690000.00000000 PA USD 652050.00000000 0.322182110470 Long LON CORP US N 2 2033-01-31 Floating 0.00000000 N N N N N N Freddie Mac Stacr Remic Trust 2019-Dna4 549300B5KDM3X3M4QY33 STACR 2019-DNA4 B2 35565ABE9 1000000.00000000 PA USD 1106078.40000000 0.546520471218 Long ABS-O USGSE US N 2 2049-10-25 Floating 10.03169000 N N N N N N TransDigm 88Q84GB3X55CF5OC7582 TransDigm Term Loan J 250 2031-02-01 89364MCA0 491268.73000000 PA USD 491821.41000000 0.243012130739 Long LON CORP US N 2 2031-02-28 Floating 6.17192000 N N N N N N Ford Motor Company 20S05OYHG0MQM4VUIC57 F 3.25 02/12/32 345370DA5 220000.00000000 PA USD 198112.17000000 0.097888500943 Long DBT CORP US N 2 2032-02-12 Fixed 3.25000000 N N N N N N Ascensus Group Holdings Inc (f/k/a Mercury Borrower Inc) N/A Ascensus Term Loan B 300 2028-08-01 03836BAH2 392673.52000000 PA USD 384164.28000000 0.189818048459 Long LON CORP US N 2 2032-11-25 Floating 0.00000000 N N N N N N Kenya (Republic of) 549300VVURQQYU45PR87 KENINT 9.75 02/16/31 144A 491798AM6 270000.00000000 PA USD 296031.11000000 0.146270880737 Long DBT NUSS KE N 2 2031-02-16 Fixed 9.75000000 N N N N N N Costa Rica (Republic Of) 549300S1EK2VN6XVJP58 COSTAR 7.158 03/12/45 144A 221597BV8 500000.00000000 PA USD 561715.00000000 0.277547004344 Long DBT NUSS CR N 2 2045-03-12 Fixed 7.15800000 N N N N N N BWAY 2013-1515 MORTGAGE TRUST 549300RY13CUZRBP7216 BWAY 2013-1515 F 05604FAS4 400000.00000000 PA USD 343468.12000000 0.169709813328 Long ABS-O CORP US N 2 2033-03-10 Variable 3.92695000 N N N N N N KATAYMA CLO II LTD 254900HW0KYG9AOGVP97 KTAMA 2024-2A D 485862AG1 560000.00000000 PA USD 565471.93000000 0.279403327688 Long ABS-CBDO CORP JE N 2 2037-04-20 Floating 8.16763000 N N N N N N iHeartCommunications Inc 54930076J6KDZL504O62 IHRT 9.125 05/01/29 144A 45174HBJ5 456000.00000000 PA USD 405580.08000000 0.200399733362 Long DBT CORP US N 2 2029-05-01 Fixed 9.12500000 N N N N N N AERCAP IRELAND CAPITAL DAC 549300TI38531ODB1G63 AER 3.4 10/29/33 00774MAY1 4000000.00000000 PA USD 3652565.28000000 1.804756062483 Long DBT CORP IE N 2 2033-10-29 Fixed 3.40000000 N N N N N N CLOVER CLO 2021-3 LLC N/A CLVR 2021-3A DR 18915FAG7 370000.00000000 PA USD 367008.07000000 0.181341054447 Long ABS-CBDO CORP US N 2 2035-01-25 Floating 6.21802000 N N N N N N Howard Midstream Energy Partners Llc N/A HOWARD 6.625 01/15/34 144A 442722AD6 670000.00000000 PA USD 692817.02000000 0.342325357984 Long DBT CORP US N 2 2034-01-15 Fixed 6.62500000 N N N N N N COUNTRY GARDEN HOLDINGS COMPANY LTD 549300MGHLPT1EFHGF84 Country Garden Holdings Co Ltd. HKD0.10 000000000 1200.00000000 NS 54.17000000 0.000026765746 Long EC CORP KY N 2 N N N Cerdia Finanz Gmbh 391200KURNDJSX9GX570 PLATIN 9.375 10/03/31 144A 15679GAC6 210000.00000000 PA USD 215250.00000000 0.106356413279 Long DBT CORP DE N 2 2031-10-03 Fixed 9.37500000 N N N N N N Triton Water Holdings Inc 254900J0WS4AXV2LAX55 Primo Brands (BlueTriton Brands/Nestl Waters NA) Term Loan B 225 2028-03-01 89678QAD8 783877.80000000 PA USD 784544.10000000 0.387648299816 Long LON CORP US N 2 2028-03-31 Floating 5.92194000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 OXY 6.2 03/15/40 674599DJ1 310000.00000000 PA USD 323321.32000000 0.159755149509 Long DBT CORP US N 2 2040-03-15 Fixed 6.20000000 N N N N N N Starwood Property Trust, Inc. BUGSFQZERKRBFWIG5267 STWD 7.25 04/01/29 144A 85571BBB0 670000.00000000 PA USD 702901.02000000 0.347307927422 Long DBT CORP US N 2 2029-04-01 Fixed 7.25000000 N N N N N N American Airlines Pass Through Trust 2016-3A N/A AAL 7.25 02/15/28 144A 023771T32 2220000.00000000 PA USD 2263843.60000000 1.118579723676 Long DBT CORP US N 2 2028-02-15 Fixed 7.25000000 N N N N N N Chord Energy Corp. 529900FA4V2YNIKZ0M71 CHRD 6.75 03/15/33 144A 674215AN8 860000.00000000 PA USD 893798.00000000 0.441631356451 Long DBT CORP US N 2 2033-03-15 Fixed 6.75000000 N N N N N N Williams Companies Inc. (The) D71FAKCBLFS2O0RBPG08 WMB 7.5 01/15/31 A 969457BB5 340000.00000000 PA USD 388756.95000000 0.192087316327 Long DBT CORP US N 2 2031-01-15 Fixed 7.50000000 N N N N N N JSC National Company KazMunayGas 2138001H1M69RFJCSH88 KZOKZ 3.5 04/14/33 144A 48126PAA0 500000.00000000 PA USD 460685.66000000 0.227627755850 Long DBT CORP KZ N 2 2033-04-14 Fixed 3.50000000 N N N N N N ArcelorMittal S.A. 2EULGUTUI56JI9SAL165 MTNA 7 10/15/39 03938LAP9 1140000.00000000 PA USD 1321048.71000000 0.652738687865 Long DBT CORP LU N 2 2039-10-15 Fixed 7.00000000 N N N N N N Herc Holdings Inc 549300TP80QLITMSBP82 HRI 7 06/15/30 144A 42704LAF1 150000.00000000 PA USD 157281.31000000 0.077713709674 Long DBT CORP US N 2 2030-06-15 Fixed 7.00000000 N N N N N N Nexus Buyer LLC 254900PILSANV8WOOF24 NEXUS BUYER LLC 65343UAJ1 189525.00000000 PA USD 182228.29000000 0.090040173391 Long LON CORP US N 2 2031-07-31 Floating 7.67300000 N N N N N N Oman (Sultanate Of) 549300SZ20F0QTKNQC75 OMAN 5.625 01/17/28 144A 682051AH0 1400000.00000000 PA USD 1433942.22000000 0.708520099275 Long DBT NUSS OM N 2 2028-01-17 Fixed 5.62500000 N N N N N N Equipmentshare Com Inc. 254900PWJK48CGPKPI80 EQMSRM 8.625 05/15/32 144A 29450YAB5 840000.00000000 PA USD 899550.12000000 0.444473516042 Long DBT CORP US N 2 2032-05-15 Fixed 8.62500000 N N N N N N Melco Resorts Finance Limited 5493000FQDBWKDBZEF60 MPEL 5.375 12/04/29 144A 58547DAD1 530000.00000000 PA USD 518154.03000000 0.256023248116 Long DBT CORP KY N 2 2029-12-04 Fixed 5.37500000 N N N N N N EXTENDED STAY AMERICA INC 549300IESZBC3BJUJW64 ESA 2025-ESH A 30227TAA8 200000.00000000 PA USD 200514.04000000 0.099075280402 Long ABS-O CORP US N 2 2042-10-15 Floating 4.95965000 N N N N N N Add Hero Holdings Ltd. 254900WMSDP48LFA7478 ADHERH 9.8 09/30/31 REGS 000000000 116412.00000000 PA USD 1600.67000000 0.000790901370 Long DBT CORP VG N 2 2031-09-30 Floating 9.80000000 N N Y N N N CLARIOS GLOBAL LP 549300474L1ZLXZY2P98 POWSOL 6.75 02/15/30 144A 18060TAD7 730000.00000000 PA USD 765010.80000000 0.377996770304 Long DBT CORP CA N 2 2030-02-15 Fixed 6.75000000 N N N N N N Full House Resorts Inc. 5493009DKIWW0H901Y82 FLL 8.25 02/15/28 144A 359678AC3 1660000.00000000 PA USD 1444200.00000000 0.713588534532 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 570000.00000000 PA USD 578419.47000000 0.285800790709 Long DBT RF CA N 2 2030-05-01 Fixed 6.87500000 N N N N N N ACRISURE LLC 549300R0Z1Q47XRTGO22 ACRISU 6.75 07/01/32 144A 004961AA6 280000.00000000 PA USD 274834.90000000 0.135797696668 Long DBT CORP US N 2 2032-07-01 Fixed 6.75000000 N N N N N N Bombardier Inc. W7L3VLU8EHQY34Z36697 BBDBCN 7.5 02/01/29 144A 097751BZ3 620000.00000000 PA USD 645079.62000000 0.318738000756 Long DBT CORP CA N 2 2029-02-01 Fixed 7.50000000 N N N N N N StoneX Group Inc 549300JUF07L8VF02M60 SNEX 7.875 03/01/31 144A 861896AA6 330000.00000000 PA USD 350556.03000000 0.173211995374 Long DBT CORP US N 2 2031-03-01 Fixed 7.87500000 N N N N N N Autokiniton US Holdings Inc 254900EHNKMJ1OSEZL85 Autokiniton Global Group Term Loan B 400 2028-04-01 05278HAC0 718043.26000000 PA USD 716506.65000000 0.354030556956 Long LON CORP US N 2 2028-04-06 Floating 7.78640000 N N N N N N SMRT MINI N/A SMRT 2022-MINI F 78457JAQ5 700000.00000000 PA USD 699646.36000000 0.345699778924 Long ABS-O CORP US N 2 2039-01-18 Floating 7.01000000 N N N N N N CSC Holdings, LLC 3HG2WD2W22M120IUNG49 CSCHLD 4.5 11/15/31 144a 126307BH9 2210000.00000000 PA USD 1328257.07000000 0.656300385032 Long DBT CORP US N 2 2031-11-15 Fixed 4.50000000 N N N N N N Virgin Media Finance PLC 2138001LVYC87DDHT482 VMED 5 07/15/30 144A 92769VAJ8 760000.00000000 PA USD 637463.15000000 0.314974653806 Long DBT CORP GB N 2 2030-07-15 Fixed 5.00000000 N N N N N N SPIRIT AEROSYSTEMS INC N/A Spirit Contingent TL 000000000 285791.85744500 PA USD 46441.18000000 0.022946886565 Long DBT CORP US N 2 2026-07-14 None 0.00000000 N N N N N N Millrose Properties Inc. N/A MRP 6.25 09/15/32 144A 601137AB8 220000.00000000 PA USD 222939.86000000 0.110156022702 Long DBT CORP US N 2 2032-09-15 Fixed 6.25000000 N N N N N N MPT OPERATING PARTNERSHIP LP WUQXXXF7PXTUPGROE843 MPW 5 10/15/27 55342UAH7 350000.00000000 PA USD 343165.55000000 0.169560311540 Long DBT CORP US N 2 2027-10-15 Fixed 5.00000000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 FIBCOP 7.2 07/18/36 144A 683879AF7 406000.00000000 PA USD 412647.68000000 0.203891880106 Long DBT CORP US N 2 2036-07-18 Fixed 7.20000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 GBP/USD FORWARD 000000000 1.00000000 NC USD 862.95000000 0.000426389160 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -105484.24000000 USD 78900.00000000 GBP 2026-04-16 862.95000000 N N N 720 EAST CLO 2023-II LTD N/A NWML 2025-7A E 81789NAA4 410000.00000000 PA USD 412806.61000000 0.203970408444 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 8.41763000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 DOMREP 4.5 01/30/30 144A 25714PED6 620000.00000000 PA USD 607693.00000000 0.300265030685 Long DBT NUSS DO N 2 2030-01-30 Fixed 4.50000000 N N N N N N Nissan Motor Co Ltd. 353800DRBDH1LUTNAY26 NSANY 4.81 09/17/30 144A 654744AD3 770000.00000000 PA USD 732437.34000000 0.361902013631 Long DBT CORP JP N 2 2030-09-17 Fixed 4.81000000 N N N N N N CHS/Community Health Systems Inc 5493007X5NC5XI1BB106 CYH 4.75 02/15/31 144A 12543DBK5 250000.00000000 PA USD 229571.57000000 0.113432793384 Long DBT CORP US N 2 2031-02-15 Fixed 4.75000000 N N N N N N Senegal (Republic of) 549300NP14ZLQGWIUZ97 SENEGL 6.25 05/23/33 REGS 000000000 600000.00000000 PA USD 374076.64000000 0.184833680473 Long DBT NUSS SN N 2 2033-05-23 Fixed 6.25000000 N N N N N N BX Trust 2018-Bilt N/A BX 2019-IMC E 05608BAN0 870000.00000000 PA USD 858447.36000000 0.424164377229 Long ABS-O CORP US N 2 2034-04-17 Floating 5.85630000 N N N N N N Ivory Coast (Republic Of) 254900ICW11T82O6H590 IVYCST 6.75 02/25/41 144A 221625AX4 700000.00000000 PA USD 668972.17000000 0.330543463809 Long DBT NUSS CI N 2 2041-02-25 Fixed 6.75000000 N N N N N N MasterBrand Inc 549300E0Y4BR5Z9RDZ64 MASBRA 7 07/15/32 144A 57638PAA2 210000.00000000 PA USD 211521.03000000 0.104513905151 Long DBT CORP US N 2 2032-07-15 Fixed 7.00000000 N N N N N N WarnerMedia Holdings Inc. 549300DXR29GD4N0A520 WBD 5.05 03/15/42 * 55903VBW2 1160000.00000000 PA USD 817800.00000000 0.404080254494 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N Elevation Clo 2016-5 Ltd 549300IH854FT1JLRT08 AWPT 2016-5A ERR 28623BAC7 610000.00000000 PA USD 591563.54000000 0.292295360470 Long ABS-CBDO CORP KY N 2 2038-01-25 Variable 11.24802000 N N N N N N Millrose Properties Inc. N/A MRP 6.375 08/01/30 144A 601137AA0 1140000.00000000 PA USD 1170210.00000000 0.578208308402 Long DBT CORP US N 2 2030-08-01 Fixed 6.37500000 N N N N N N Turkey (Republic of) 5493000PCHOG3B6S3Q85 TURKEY 5.125 02/17/28 10Y 900123CP3 2000000.00000000 PA USD 2011169.20000000 0.993731672984 Long DBT NUSS TR N 2 2028-02-17 Fixed 5.12500000 N N N N N N CENTRAL AMERICAN BOTTLING CORP 549300DT8SH0CF6BTT37 CAMEBO 5.25 04/27/29 144A 15239XAA6 1250000.00000000 PA USD 1237911.25000000 0.611659932674 Long DBT CORP VG N 2 2029-04-27 Fixed 5.25000000 N N N N N N StoneX Escrow Issuer LLC N/A SNEX 6.875 07/15/32 144A 86189AAA7 340000.00000000 PA USD 353092.04000000 0.174465054271 Long DBT CORP US N 2 2032-07-15 Fixed 6.87500000 N N N N N N VISTAJET MALTA FINANCE PLC 5299001UK94VGT0CPQ36 VSTJET 6.375 02/01/30 144A 92840JAB5 930000.00000000 PA USD 866198.00000000 0.427994018442 Long DBT CORP MT N 2 2030-02-01 Fixed 6.37500000 N N N N N N BAIN CAPITAL CR CLO 2020-3 LTD/LLC 2549002RK7W6TK0Q0E16 BCC 2020-3A DRR 05684CBA2 500000.00000000 PA USD 488750.80000000 0.241494922533 Long ABS-CBDO CORP KY N 2 2034-10-23 Floating 6.77102000 N N N N N N SMR MORTGAGE TRUST 2022-IND N/A SMR 2022-IND F 78458MAL8 824109.43000000 PA USD 809251.56000000 0.399856415156 Long ABS-O CORP US N 2 2039-02-15 Floating 9.65965000 N N N N N N CHS/Community Health Systems Inc 5493007X5NC5XI1BB106 CYH 6.875 04/15/29 144A 12543DBJ8 1300000.00000000 PA USD 1257083.10000000 0.621132867410 Long DBT CORP US N 2 2029-04-15 Fixed 6.87500000 N N N N N N Senegal (Republic of) 549300NP14ZLQGWIUZ97 SENEGL 6.25 05/23/33 144A 81720TAC9 450000.00000000 PA USD 280557.48000000 0.138625260355 Long DBT NUSS SN N 2 2033-05-23 Fixed 6.25000000 N N N N N N Ocean Trails Clo XIV Ltd. 254900TWRKR5CRS1OX19 OCTR 2023-14A ER 67515MAG3 730000.00000000 PA USD 706694.90000000 0.349182507999 Long ABS-CBDO CORP JE N 2 2038-01-20 Floating 10.00763000 N N N N N N BALBOA BAY LOAN FUNDING 2024-2 LTD 254900FG1DS8PNX30R63 BOBA 2024-2A E 05765BAA7 440000.00000000 PA USD 443225.90000000 0.219000775825 Long ABS-CBDO CORP KY N 2 2038-01-20 Variable 9.41763000 N N N N N N WHITEBOX CLO II LTD 549300C89ZJ5IWOT1F21 WBOX 2020-2A E1R2 96466EAJ3 360000.00000000 PA USD 355784.72000000 0.175795524826 Long ABS-CBDO CORP KY N 2 2037-10-26 Variable 9.41802000 N N N N N N Sands China Ltd. 549300EVO6UZDGY05787 SANLTD 2.85 03/08/29 80007RAQ8 680000.00000000 PA USD 651209.28000000 0.321766705296 Long DBT CORP KY N 2 2029-03-08 Fixed 2.85000000 N N N N N N Crescent Energy Finance LLC 54930061FUL6DBLFUW14 CRGYFN 9.25 02/15/28 144A 45344LAC7 288000.00000000 PA USD 296545.54000000 0.146525063918 Long DBT CORP US N 2 2028-02-15 Fixed 9.25000000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 DOMREP 4.875 09/23/32 144A 25714PEF1 1910000.00000000 PA USD 1842137.70000000 0.910212118646 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.87500000 N N N N N N BANCO NACIONAL DE COMERCIO EXTERIOR SNC CAYMAN ISLANDS BRANCH 4469000001BL6VG3DH44 BNCE V2.72 08/11/31 REGS 000000000 1000000.00000000 PA USD 992973.03000000 0.490634378415 Long DBT NUSS KY N 2 2031-08-11 Fixed 2.72000000 N N N N N N Iron Mountain Inc. SQL3F6CKNNBM3SQGHX24 IRM 7 02/15/29 144A 46284VAP6 260000.00000000 PA USD 266989.58000000 0.131921273457 Long DBT CORP US N 2 2029-02-15 Fixed 7.00000000 N N N N N N Nigeria (Federal Republic of) 549300GSBZD84TNEQ285 NGERIA 7.143 02/23/30 144A 65412JAD5 920000.00000000 PA USD 949341.10000000 0.469075560393 Long DBT NUSS NG N 2 2030-02-23 Fixed 7.14300000 N N N N N N Neptune BidCo US Inc. 549300VG15T3VCYZ4531 NLSN 10.375 05/15/31 144A 640695AC6 580000.00000000 PA USD 585883.52000000 0.289488825954 Long DBT CORP US N 2 2031-05-15 Fixed 10.37500000 N N N N N N WW International Inc SGT8R1MU6ESIC7UJC518 WW International Inc COM NEW 98262P200 1820.00000000 NS USD 38693.20000000 0.019118559676 Long EC CORP US N 1 N N N VMED O2 UK Financing I PLC 213800MRR46ECNGZ7L69 VMED 4.5 07/15/31 144A 000000000 450000.00000000 PA 540484.74000000 0.267056995951 Long DBT CORP GB N 2 2031-07-15 Fixed 4.50000000 N N N N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 BHCCN 4.875 06/01/28 144A 071734AN7 249000.00000000 PA USD 231959.69000000 0.114612778879 Long DBT CORP CA N 2 2028-06-01 Fixed 4.87500000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC 549300TPZNMN50BJ3745 CHTR 3.85 04/01/61 161175BY9 2830000.00000000 PA USD 1713328.55000000 0.846566686862 Long DBT CORP US N 2 2061-04-01 Fixed 3.85000000 N N N N N N Add Hero Holdings Ltd. 254900WMSDP48LFA7478 ADHERH 9 09/30/30 REGS 000000000 88190.52480000 PA USD 1322.86000000 0.000653633657 Long DBT CORP VG N 2 2030-09-30 Fixed 9.00000000 N N Y N N N Blackhawk Network Holdings Inc. 549300LFU3K8UIR03132 Blackhawk Network Holdings Term Loan B 350 2029-03-01 09238FAN1 236412.00000000 PA USD 235052.63000000 0.116141020481 Long LON CORP US N 2 2029-03-12 Floating 7.17300000 N N N N N N Apex Credit Clo 2019-II Ltd. 549300OKB854VBBC1981 APEXC 2019-2A ERR 03755DAE2 650000.00000000 PA USD 565952.53000000 0.279640795248 Long ABS-CBDO CORP KY N 2 2038-01-25 Variable 11.33802000 N N N N N N Las Vegas Sands Corp 549300DUOO1KXOHPM605 LVS 3.9 08/08/29 517834AF4 610000.00000000 PA USD 597367.69000000 0.295163228419 Long DBT CORP US N 2 2029-08-08 Fixed 3.90000000 N N N N N N Pm General Purchaser Llc N/A AMGENE 9.5 10/01/28 144A 69356MAA4 2650000.00000000 PA USD 2481619.00000000 1.226183953384 Long DBT CORP US N 2 2028-10-01 Fixed 9.50000000 N N N N N N Eskom Holdings SOC Limited 3789001900ED06F65111 ESKOM 4.314 07/23/27 000000000 980000.00000000 PA USD 972372.71000000 0.480455627439 Long DBT CORP ZA N 2 2027-07-23 Fixed 4.31400000 N N N N N N Turkey (Republic of) 5493000PCHOG3B6S3Q85 TURKEY 4.875 04/16/43 30Y 900123CB4 1000000.00000000 PA USD 766694.05000000 0.378828474985 Long DBT NUSS TR N 2 2043-04-16 Fixed 4.87500000 N N N N N N DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 DEUTSCHE BANK SECURITIES 000000000 -3440255.77000000 PA USD -3440255.77000000 -1.69985256427 Short RA CORP US N 2 Reverse repurchase N 4.16000000 2026-03-11 4000000.00000000 USD 3698521.32000000 USD CDS N N N DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 DEUTSCHE BANK SECURITIES 000000000 -1420634.51000000 PA USD -1420634.51000000 -0.70194467393 Short RA CORP US N 2 Reverse repurchase N 4.16000000 2026-03-11 1510000.00000000 USD 1554145.05000000 USD CDS N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 NRG 6 01/15/36 144A 629377DD1 1410000.00000000 PA USD 1435777.62000000 0.709426982253 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 600000.00000000 PA USD 551956.20000000 0.272725118324 Long DBT CORP MX N 2 2031-02-09 Fixed 3.34800000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 F 7.35 03/06/30 345397C68 500000.00000000 PA USD 542053.44000000 0.267832100739 Long DBT CORP US N 2 2030-03-06 Fixed 7.35000000 N N N N N N VFH PARENT LLC 549300FRO9M476YHHY64 VIRT 7.5 06/15/31 144A 91824YAA6 390000.00000000 PA USD 407044.95000000 0.201123535077 Long DBT CORP US N 2 2031-06-15 Fixed 7.50000000 N N N N N N Getty Images Inc. 5493005NV20IG4VEKZ40 ABEGET 10.5 11/15/30 144A 374276AR4 470000.00000000 PA USD 416412.25000000 0.205751978423 Long DBT CORP US N 2 2030-11-15 Fixed 10.50000000 N N N N N N WW International Inc SGT8R1MU6ESIC7UJC518 WW INTERNATIONAL INC 92941PAE3 1253014.24000000 PA USD 1076025.98000000 0.531671376670 Long LON CORP US N 2 2030-06-24 Floating 10.48863000 N N N N N N TRINITAS CLO XXVIII LTD / LLC 254900JOSDBR04E6JB79 TRNTS 2024-27A D1 89642VAJ7 180000.00000000 PA USD 181768.18000000 0.089812830072 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 7.96763000 N N N N N N Talen Energy Supply LLC K5K33XN0PQAU1XF7NN66 TLN 6.5 02/01/36 144A 87422VAN8 460000.00000000 PA USD 473221.78000000 0.233821933595 Long DBT CORP US N 2 2036-02-01 Fixed 6.50000000 N N N N N N South Africa (Republic of) 378900AAFB4F17004C49 SOAF 6.125 12/11/37 144A 836205BH6 760000.00000000 PA USD 750937.00000000 0.371042814953 Long DBT NUSS ZA N 2 2037-12-11 Fixed 6.12500000 N N N N N N Modena Buyer LLC 254900B0G2IU0VBDOY26 MODENA BUYER LLC 60753DAC8 325875.00000000 PA USD 288515.06000000 0.142557151956 Long LON CORP US N 2 2031-07-01 Floating 7.91684000 N N N N N N China Aoyuan Group Ltd 549300YSOKQO5QD6MP25 CAPG 0 PERP REGS 000000000 152809.81200000 PA USD 1146.07000000 0.000566280578 Long DBT CORP KY N 2 N/A Variable 0.01000000 N N N N N N EchoStar Corp. 549300EE20907QZ9GT38 SATS 6.75 11/30/30 278768AA4 1401269.00000000 PA USD 1420892.37000000 0.702072084224 Long DBT CORP US N 2 2030-11-30 Fixed 6.75000000 N N N N N N Celanese US Holdings Llc CD30XVRLT4QO00B1C706 CE 7 02/15/31 15089QBC7 310000.00000000 PA USD 319478.56000000 0.157856417009 Long DBT CORP US N 2 2031-02-15 Fixed 7.00000000 N N N N N N Ncl Finance Limited N/A NCLH 6.125 03/15/28 144A 62888HAA7 1410000.00000000 PA USD 1448384.43000000 0.715656088383 Long DBT CORP BM N 2 2028-03-15 Fixed 6.12500000 N N N N N N GS MORTGAGE SECURITIES CORP TRUST 2024-70P 5493005BBCF84ICNQ550 GSMS 2024-70P E 36269JAL2 980000.00000000 PA USD 1031322.40000000 0.509583049471 Long ABS-O CORP US N 2 2041-03-12 Variable 9.26335800 N N N N N N Crescent Energy Finance LLC 54930061FUL6DBLFUW14 CRGYFN 7.375 01/15/33 144A 45344LAE3 360000.00000000 PA USD 357897.46000000 0.176839443286 Long DBT CORP US N 2 2033-01-15 Fixed 7.37500000 N N N N N N Cloud Software Group Inc. 04EEB871XLHVNY4RZJ65 TIBX 9 09/30/29 144A 18912UAA0 690000.00000000 PA USD 676437.44000000 0.334232101864 Long DBT CORP US N 2 2029-09-30 Fixed 9.00000000 N N N N N N GEO Group Inc 54930024XOXET7NQVZ63 GEO 8.625 04/15/29 36162JAG1 330000.00000000 PA USD 344127.63000000 0.170035681473 Long DBT CORP US N 2 2029-04-15 Fixed 8.62500000 N N N N N N FREDDIE MAC STACR TRUST 2019-HQA3 549300EUJICRX5L38Y52 STACR 2019-HQA3 B2 35564XBE0 830000.00000000 PA USD 926651.51000000 0.457864487635 Long ABS-O USGSE US N 2 2049-09-27 Floating 11.28169000 N N N N N N Noble Finance II LLC. N/A NEFINA 8 04/15/30 144A 65505PAA5 500000.00000000 PA USD 520687.50000000 0.257275051983 Long DBT CORP US N 2 2030-04-15 Fixed 8.00000000 N N N N N N MFA Financial Inc. YW72IMH2RRC8Z1TGLG58 MFA Financial Inc. 6.50% SERIES C FIXED-TO-FLOATING RATE CUMULATIVE REDEEMABLE PREFERRED STOCK 55272X508 66471.00000000 NS USD 1519527.06000000 0.750808120708 Long EP CORP US N 1 N N N SHIFT4 PAYMENTS LLC 254900GTEMR7L40VPI74 FOUR 5.5 05/15/33 144A 000000000 250000.00000000 PA 293127.64000000 0.144836257484 Long DBT CORP US N 2 2033-05-15 Fixed 5.50000000 N N N N N N Wynn Macau Ltd. 254900NMDQ8ENTHU1I31 WYNMAC 5.625 08/26/28 144A 98313RAH9 850000.00000000 PA USD 849567.04000000 0.419776553843 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 57233.48000000 PA USD 55802.64000000 0.027572444329 Long LON CORP US N 2 2026-07-14 Floating 11.65965000 N N N N N N Nexus Buyer LLC 254900PILSANV8WOOF24 NEXUS BUYER LLC 65343UAH5 395017.47000000 PA USD 372428.40000000 0.184019274459 Long LON CORP US N 2 2031-07-31 Floating 7.17300000 N N N N N N Balboa Bay Loan Funding 2021-1 Ltd / Llc 549300MALKZHG9DP8554 BOBA 2020-1A ERR 05766CAG1 700000.00000000 PA USD 696915.31000000 0.344350349505 Long ABS-CBDO CORP KY N 2 2035-10-22 Floating 10.81763000 N N N N N N Carriage Purchaser Inc. N/A PSLOGI 7.875 10/15/29 144A 14445LAA5 980000.00000000 PA USD 956667.28000000 0.472695473182 Long DBT CORP US N 2 2029-10-15 Fixed 7.87500000 N N N N N N Teva Pharmaceutical Finance Netherlands III B.V. 5493004T21MOAFINJP35 TEVA 6 12/01/32 88167AAT8 2060000.00000000 PA USD 2187518.12000000 1.080866811739 Long DBT CORP NL N 2 2032-12-01 Fixed 6.00000000 N N N N N N EchoStar Corp. 549300EE20907QZ9GT38 SATS 3.875 11/30/30 278768AB2 119659.39000000 PA USD 422995.94000000 0.209005022114 Long DBT CORP US N 2 2030-11-30 Fixed 3.87500000 N N N N Y EchoStar Corp EchoStar Corp USD XXXX N N N Gee Automotive Holdings LLC N/A GEEATO 7.25 03/01/31 144A 36846VAA1 680000.00000000 PA USD 691549.52000000 0.341699078059 Long DBT CORP US N 2 2031-03-01 Fixed 7.25000000 N N N N N N HIT TRUST 2022-HI32 N/A HIT 2022-HI32 J 40442AAQ2 400000.00000000 PA USD 403904.16000000 0.199571650481 Long ABS-O CORP US N 2 2039-07-15 Floating 12.78155000 N N N N N N COMMUNITY HEALTH SYSTEMS INC 549300BQWM4WENQ3YW73 CYH 10.875 01/15/32 144A 12543DBN9 1850000.00000000 PA USD 2007205.60000000 0.991773232660 Long DBT CORP US N 2 2032-01-15 Fixed 10.87500000 N N N N N N Wynn Resorts Finance Llc / Wynn Resorts Capital Corp N/A WYNFIN 7.125 02/15/31 144A 983133AC3 360000.00000000 PA USD 388953.00000000 0.192184185896 Long DBT CORP US N 2 2031-02-15 Fixed 7.12500000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC V8.113 11/03/33 404280DS5 950000.00000000 PA USD 1122545.85000000 0.554657144472 Long DBT CORP GB N 2 2033-11-03 Fixed 8.11300000 N N N N N N BX Trust 2018-Bilt N/A BX 2025-SPOT E 12433FAJ7 679981.58000000 PA USD 685445.57000000 0.338683076996 Long ABS-O CORP US N 2 2040-04-16 Floating 7.34983000 N N N N N N Venture Global Plaquemines Lng LLC 549300TKP4I6OJ02BF90 VEGLPL 6.5 06/15/34 144A 922966AF3 520000.00000000 PA USD 546242.32000000 0.269901853364 Long DBT CORP US N 2 2034-06-15 Fixed 6.50000000 N N N N N N MIDOCEAN CREDIT CLO XVIII LTD 5493004MLF21SFT7F415 MIDO 2025-18A E 59803MAA4 700000.00000000 PA USD 696676.96000000 0.344232579233 Long ABS-CBDO CORP KY N 2 2035-10-18 Variable 9.06969000 N N N N N N Buenos Aires (Province Of) 549300L6AYROPOTQ4L07 BUENOS 6.625 09/01/37 144A 000000000 1892479.84000000 PA USD 1505262.17000000 0.743759746556 Long DBT NUSS AR N 2 2037-09-01 Variable 6.62500000 N N N N N N Team Services Holding Inc. N/A TEAPUB 9 02/15/33 144A 87821TAA8 640000.00000000 PA USD 626534.40000000 0.309574687944 Long DBT CORP US N 2 2033-02-15 Fixed 9.00000000 N N N N N N EchoStar Corp. 549300EE20907QZ9GT38 SATS 10.75 11/30/29 . 278768AC0 2365000.00000000 PA USD 2583819.26000000 1.276681761002 Long DBT CORP US N 2 2029-11-30 Fixed 10.75000000 N N N N N N Turk Telekomunikasyon A.S. 789000A2TXOI10JZLF90 TURKTI 7.375 05/20/29 144A 90011QAD2 1090000.00000000 PA USD 1140753.92000000 0.563653869294 Long DBT CORP TR N 2 2029-05-20 Fixed 7.37500000 N N N N N N HALSEYPOINT CLO LTD 2019-1 549300POBLM5RW6LD816 HLSY 2019-1A FR 40638CAN9 800000.00000000 PA USD 762429.04000000 0.376721106036 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 14.39763000 N N N N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 CCL 6.125 02/15/33 144A 143658BX9 690000.00000000 PA USD 714747.54000000 0.353161369359 Long DBT CORP PA N 2 2033-02-15 Fixed 6.12500000 N N N N N N X Corp (f/k/a Twitter Inc) 549300I8RX485XMK6836 X CORP 90184NAG3 178618.92000000 PA USD 179307.50000000 0.088596992214 Long LON CORP US N 2 2029-10-26 Floating 10.44752000 N N N N N N Crescent Energy Finance LLC 54930061FUL6DBLFUW14 CRGYFN 8.375 01/15/34 144A 45344LAG8 1200000.00000000 PA USD 1241190.00000000 0.613279984196 Long DBT CORP US N 2 2034-01-15 Fixed 8.37500000 N N N N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 FANG 3.5 12/01/29 25278XAN9 730000.00000000 PA USD 714820.61000000 0.353197473717 Long DBT CORP US N 2 2029-12-01 Fixed 3.50000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 LLOYDS V8 PERP 53944YAV5 2360000.00000000 PA USD 2565364.84000000 1.267563313056 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 BX COMMERCIAL MORTGAGE TRUST 2024-K N/A BX 2024-KING E 05612RAJ8 404672.56000000 PA USD 406690.01000000 0.200948156934 Long ABS-O CORP US N 2 2034-05-15 Floating 7.34760000 N N N N N N Viking Ocean Cruises Ship Vii Limited N/A VIKCRU 5.625 02/15/29 144A 92682RAA0 764000.00000000 PA USD 766031.55000000 0.378501129462 Long DBT CORP BM N 2 2029-02-15 Fixed 5.62500000 N N N N N N OHA CREDIT FUNDING 11 LTD 2549002MG7GTTY5LHR97 OAKC 2022-11A D1R 67115VAW2 190000.00000000 PA USD 191022.28000000 0.094385340567 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 6.51763000 N N N N N N Country Garden Holdings Co Ltd. 549300MGHLPT1EFHGF84 COGARD 5 12/31/32 REG 000000000 144997.86000000 PA USD 20299.70000000 0.010030212695 Long DBT CORP KY N 2 2032-12-31 Fixed 5.00000000 N N Y N N N MEDICAL PROPERTIES TRUST INC 254900U6E39J1MQCCY14 MPW 4.625 08/01/29 55342UAJ3 300000.00000000 PA USD 259465.83000000 0.128203740057 Long DBT CORP US N 2 2029-08-01 Fixed 4.62500000 N N N N N N Clear Channel Outdoor Holdings Inc. 254900XBEE6V1ENYS150 CCO 7.125 02/15/31 144A 18453HAG1 630000.00000000 PA USD 666241.35000000 0.329194148034 Long DBT CORP US N 2 2031-02-15 Fixed 7.12500000 N N N N N N Cloud Software Group Inc. 04EEB871XLHVNY4RZJ65 TIBX 8.25 06/30/32 144A 18912UAC6 590000.00000000 PA USD 590998.75000000 0.292016294088 Long DBT CORP US N 2 2032-06-30 Fixed 8.25000000 N N N N N N Morgan Stanley Capital I Trust 2016-BNK2 N/A MSC 2016-BNK2 B 61690YBY7 530000.00000000 PA USD 493271.53000000 0.243728644383 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 861070.00000000 PA USD 875057.22000000 0.432371416183 Long DBT CORP LU N 2 2029-11-01 Fixed 9.50000000 N N N N N N X.Ai Corp. N/A X.AI Corp Fixed-rate Loan 2030-06-01 98402XAB1 1681550.00000000 PA USD 1907684.84000000 0.942599383274 Long LON CORP US N 2 2028-06-30 Fixed 12.50000000 N N N N N N Vistra Operations Co LLC 549300ZH5GKBTJZ7NM23 VST 7.75 10/15/31 144A 92840VAP7 550000.00000000 PA USD 581476.50000000 0.287311288948 Long DBT CORP US N 2 2031-10-15 Fixed 7.75000000 N N N N N N Goldentree Loan Management US CLO 8 Ltd. 549300LOEERRNVSKVY31 GLM 2020-8A ERR 38136NBG0 650000.00000000 PA USD 653268.14000000 0.322784001301 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 9.41763000 N N N N N N Sprint Capital Corporation 549300L17W0GQBR1PO80 S 8.75 03/15/32 852060AT9 1160000.00000000 PA USD 1418284.15000000 0.700783345900 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N Bombardier Inc. W7L3VLU8EHQY34Z36697 BBDBCN 7.25 07/01/31 144A 097751CB5 1100000.00000000 PA USD 1171679.30000000 0.578934299008 Long DBT CORP CA N 2 2031-07-01 Fixed 7.25000000 N N N N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 Buckeye Partners Term Loan B 175 2032-09-17 11823LAR6 493774.96000000 PA USD 495831.53000000 0.244993556894 Long LON CORP US N 2 2032-11-22 Floating 5.42300000 N N N N N N Bombardier Inc. W7L3VLU8EHQY34Z36697 BBDBCN 7 06/01/32 144A 097751CC3 310000.00000000 PA USD 326939.02000000 0.161542678412 Long DBT CORP CA N 2 2032-06-01 Fixed 7.00000000 N N N N N N GEO Group Inc 54930024XOXET7NQVZ63 GEO 10.25 04/15/31 36162JAH9 1350000.00000000 PA USD 1450461.96000000 0.716682609355 Long DBT CORP US N 2 2031-04-15 Fixed 10.25000000 N N N N N N FREDDIE MAC STACR REMIC TRUST 2022-DNA2 5493000ISA3AUOXQEF68 STACR 2022-DNA2 B2 35564KSQ3 1000000.00000000 PA USD 1064773.10000000 0.526111256085 Long ABS-O USGSE US N 2 2042-02-25 Floating 12.16721000 N N N N N N Quikrete Holdings Inc 5493007KIN86DIZWZT22 Quikrete Term Loan B-3 (Incremental) 225 2032-01-23 74839XAL3 694750.00000000 PA USD 695184.22000000 0.343495006771 Long LON CORP US N 2 2032-02-10 Floating 5.92300000 N N N N N N Tutor Perini Corporation 549300FHXYVPW8LJ6D98 TPC 11.875 04/30/29 144A 901109AG3 1040000.00000000 PA USD 1141339.68000000 0.563943297088 Long DBT CORP US N 2 2029-04-30 Fixed 11.87500000 N N N N N N CHS/Community Health Systems Inc 5493007X5NC5XI1BB106 CYH 6.125 04/01/30 144A 12543DBL3 310000.00000000 PA USD 274393.59000000 0.135579642551 Long DBT CORP US N 2 2030-04-01 Fixed 6.12500000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 GBP/USD FORWARD 000000000 1.00000000 NC USD -115.84000000 -0.00005723729 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -102721.44000000 GBP 138339.63000000 USD 2026-04-16 -115.84000000 N N N CoreWeave Inc. 984500511DP2B6186053 CRWV 9.25 06/01/30 144A 21873SAB4 1320000.00000000 PA USD 1294246.54000000 0.639495562804 Long DBT CORP US N 2 2030-06-01 Fixed 9.25000000 N N N N N N Rockies Express Pipeline LLC W2ZGZGZKY5GGNY6F3V51 ROCKIE 6.875 04/15/40 144A 77340RAM9 330000.00000000 PA USD 340101.63000000 0.168046408907 Long DBT CORP US N 2 2040-04-15 Fixed 6.87500000 N N N N N N ABCTEC Second Out TL N/A ABCTEC Second Out TL 000000000 1005866.45000000 PA USD 1005866.45000000 0.497005100395 Long DBT CORP US N 3 2031-09-08 None 0.00000000 N N N N N N GOLUB CAPITAL PARTNERS CLO 77(B) LTD 25490075TUHC39ZVRO61 GCBSL 2024-77A E 38180TAA6 240000.00000000 PA USD 242088.91000000 0.119617691810 Long ABS-CBDO CORP KY N 2 2038-01-25 Variable 8.51802000 N N N N N N Altice France SAS 5493001ZMCICV4N02J21 SFRFP 6.875 10/15/30 144A 02090DAB4 160061.00000000 PA USD 155350.05000000 0.076759461652 Long DBT CORP FR N 2 2030-10-15 Fixed 6.87500000 N N N N N N Wynn Resorts Finance Llc / Wynn Resorts Capital Corp N/A WYNFIN 5.125 10/01/29 144A 983133AA7 1030000.00000000 PA USD 1036680.58000000 0.512230560767 Long DBT CORP US N 2 2029-10-01 Fixed 5.12500000 N N N N N N VERUS SECURITIZATION TRUST 2023-7 213800W65K5FH3AI2J91 VERUS 2023-7 B1 92539YAE2 1000000.00000000 PA USD 1011702.00000000 0.499888483287 Long ABS-O CORP US N 2 2068-10-25 Variable 7.89403900 N N N N N N Mexico (United Mexican States) 254900EGTWEU67VP6075 MEX 3.5 02/12/34 91087BAR1 1500000.00000000 PA USD 1313850.00000000 0.649181758825 Long DBT NUSS MX N 2 2034-02-12 Fixed 3.50000000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 KMI 7.75 01/15/32 GMTN 28368EAE6 1390000.00000000 PA USD 1634662.38000000 0.807697224899 Long DBT CORP US N 2 2032-01-15 Fixed 7.75000000 N N N N N N Sigma Foods, S.A.B. de C.V. 549300ZCGJ6T8YDJ4M34 SIGMA 6.875 03/25/44 144A 015398AC4 400000.00000000 PA USD 442493.60000000 0.218638941672 Long DBT CORP MX N 2 2044-03-25 Fixed 6.87500000 N N N N N N First Brands Group LLC 2549005IXRZR7KSBJD91 TRICGR L 06/29/26 1 31935HAM9 142451.42000000 PA USD 27986.01000000 0.013828068039 Long LON CORP US N 2 2026-06-29 Floating 13.67078000 N N N N N N Venture Global LNG Inc. 54930011XLBUWMQUC829 VENLNG V9 PERP 144a 92332YAF8 4980000.00000000 PA USD 4359048.53000000 2.153833992852 Long DBT CORP US N 2 N/A Fixed 9.00000000 N N N N N N Ghana (Republic of) 213800PP4399SNNXZ126 GHANA 5 07/03/35 144A 374422AP8 600000.00000000 PA USD 545459.31000000 0.269514963072 Long DBT NUSS GH N 2 2035-07-03 Variable 5.00000000 N N N N N N Ecuador (Republic Of) 5299003Y2U5XK0A35H71 ECUA 8.75 01/29/34 144A 27927WAQ5 230000.00000000 PA USD 232070.00000000 0.114667283761 Long DBT NUSS EC N 2 2034-01-29 Fixed 8.75000000 N N N N N N JB Poindexter & Co Inc 549300W6P81HOZZGPQ16 JBPOIN 8.75 12/15/31 144A 465965AC5 1150000.00000000 PA USD 1192101.50000000 0.589025039744 Long DBT CORP US N 2 2031-12-15 Fixed 8.75000000 N N N N N N DISH Network Corporation 529900U350CWHH15G169 DISH 11.75 11/15/27 144A 25470MAG4 980000.00000000 PA USD 1015114.38000000 0.501574562253 Long DBT CORP US N 2 2027-11-15 Fixed 11.75000000 N N N N N N MidCap Financial Issuer Trust N/A MIDCAP F 01/15/56 144a 59590AAG4 1020000.00000000 PA USD 1005375.34000000 0.496762439776 Long DBT CORP US N 2 2056-01-15 Variable 7.42219000 N N N N N N Spirit Airlines Contingent N/A SPIRIT FUNDED ROLL UP TL 000000000 750137.17000000 PA USD 656370.02000000 0.324316660215 Long DBT CORP US N 2 2030-01-01 None 0.00000000 N N N N N N JAMESTOWN CLO LTD 2016-9 254900NFTK4YH0WYT485 JTWN 2016-9A CR3 47048JBK8 410000.00000000 PA USD 410937.06000000 0.203046651731 Long ABS-CBDO CORP KY N 2 2034-07-25 Variable 6.91802000 N N N N N N China Aoyuan Group Ltd 549300YSOKQO5QD6MP25 China Aoyuan Group Ltd HKD0.01 000000000 38203.00000000 NS 370.04000000 0.000182839150 Long EC CORP KY N 2 N N N GLOBAL AUTO HOLDINGS LTD 984500ADEF1BB0584352 GLOBAU 8.75 01/15/32 144A 00033GAB1 200000.00000000 PA USD 185344.86000000 0.091580090728 Long DBT CORP GB N 2 2032-01-15 Fixed 8.75000000 N N N N N N iHeartCommunications Inc 54930076J6KDZL504O62 IHEARTCOMMUNICATIONS INC 45174UAJ7 677160.00000000 PA USD 587998.34000000 0.290533772156 Long LON CORP US N 2 2029-05-01 Floating 9.56248000 N N N N N N Altice Financing S.A. 549300DIYGW8HVDF7Q17 ALTICE 5.75 08/15/29 144a 02154CAH6 960000.00000000 PA USD 665987.64000000 0.329068788287 Long DBT CORP LU N 2 2029-08-15 Fixed 5.75000000 N N N N N N BALLYROCK CLO 14 LTD 254900GXTF670X967J67 BALLY 2020-14A DR 05874YAE7 500000.00000000 PA USD 500847.45000000 0.247471955317 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 9.51763000 N N N N N N Citigroup Commercial Mortgage Trust N/A CGCMT 2015-P1 D 17324DAA2 3744.08000000 PA USD 3671.30000000 0.001814013008 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 700000.00000000 PA USD 684130.55000000 0.338033317132 Long DBT CORP US N 2 2031-02-01 Fixed 8.25000000 N N N N N N Ukraine (Republic of) 6354001WLTJXOMEXPY07 UKRAIN 4.5 02/01/34 144A 903724CA8 184968.67350000 PA USD 115561.48000000 0.057099672594 Long DBT NUSS UA N 2 2034-02-01 Variable 4.50000000 N N N N N N Uniti Service LLC / Uniti Fiber Holdings Inc. / Uniti Group Finance 2019 Inc. / CSL Capital LLC N/A UNIT 8.625 06/15/32 Feb 91327CAA6 950000.00000000 PA USD 964304.25000000 0.476468949315 Long DBT CORP US N 2 2032-06-15 Fixed 8.62500000 N N N N N N Williams Companies Inc. (The) D71FAKCBLFS2O0RBPG08 WMB 5.75 06/24/44 969457BV1 1510000.00000000 PA USD 1538163.52000000 0.760016515792 Long DBT CORP US N 2 2044-06-24 Fixed 5.75000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPM V6.5 PERP OO 48128AAJ2 420000.00000000 PA USD 440197.23000000 0.217504290445 Long DBT CORP US N 2 N/A Fixed 6.50000000 N N N N N N WBI Operations LLC 254900A83461EGRMOV11 WBI 6.5 10/15/33 144A 92944BAB7 580000.00000000 PA USD 589758.50000000 0.291403478564 Long DBT CORP US N 2 2033-10-15 Fixed 6.50000000 N N N N N N Ecuador (Republic Of) 5299003Y2U5XK0A35H71 ECUA 9.25 01/29/39 144A 27927WAR3 290000.00000000 PA USD 294350.00000000 0.145440233443 Long DBT NUSS EC N 2 2039-01-29 Fixed 9.25000000 N N N N N N ATP TOWER HOLDINGS LLC 254900CIKL1FQZ45N873 ATPTOW 7.875 02/03/30 144A 00193BAA0 750000.00000000 PA USD 774986.75000000 0.382925951540 Long DBT CORP US N 2 2030-02-03 Fixed 7.87500000 N N N N N N South Africa (Republic of) 378900AAFB4F17004C49 SOAF 6.25 03/08/41 30Y 836205AP9 500000.00000000 PA USD 479761.31000000 0.237053157546 Long DBT NUSS ZA N 2 2041-03-08 Fixed 6.25000000 N N N N N N Orbia Advance Corp S A B De Cv 549300MVHZ20SBIOEQ79 ORBIA 5.875 09/17/44 144A 59284BAE8 1000000.00000000 PA USD 810875.00000000 0.400658567330 Long DBT CORP MX N 2 2044-09-17 Fixed 5.87500000 N N N N N N Cloud Software Group Inc. 04EEB871XLHVNY4RZJ65 TIBX 6.625 08/15/33 144A 18912UAG7 510000.00000000 PA USD 481578.37000000 0.237950978611 Long DBT CORP US N 2 2033-08-15 Fixed 6.62500000 N N N N N N American Axle & Manufacturing, Inc. RY5TAKFOBLDUGX31MS24 AXL 7.75 10/15/33 144A 02406PBD1 1220000.00000000 PA USD 1240747.05000000 0.613061119744 Long DBT CORP US N 2 2033-10-15 Fixed 7.75000000 N N N N N N WARWICK CAPITAL CLO 2024-3 LTD N/A WWICK 2024-3A D 93655PAG2 100000.00000000 PA USD 100977.13000000 0.049893451196 Long ABS-CBDO CORP JE N 2 2037-04-20 Floating 8.16763000 N N N N N N ACProducts Holdings Inc 254900KTNXVUUHWHBF39 Cabinetworks (aka ACProducts) Term Loan B 425 2028-04-24 00488YAB2 195897.44000000 PA USD 157550.52000000 0.077846728072 Long LON CORP US N 2 2028-05-17 Floating 8.18355000 N N N N N N Altice France SAS 5493001ZMCICV4N02J21 SFRFP 6.875 07/15/32 144A 02090DAE8 571647.00000000 PA USD 549448.65000000 0.271486121696 Long DBT CORP FR N 2 2032-07-15 Fixed 6.87500000 N N N N N N VERUS SECURITIZATION TRUST 2026-2 213800OKSLL73WD2H386 VERUS 2026-2 A2 92490GAL2 250000.00000000 PA USD 249879.43000000 0.123467037988 Long ABS-O CORP US N 2 2071-02-25 Variable 4.84400000 N N N N N N MPT OPERATING PARTNERSHIP LP WUQXXXF7PXTUPGROE843 MPW 3.692 06/05/28 55342UAL8 110000.00000000 PA 134347.49000000 0.066381961298 Long DBT CORP US N 2 2028-06-05 Fixed 3.69200000 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 WES 5.3 03/01/48 958254AJ3 500000.00000000 PA USD 442104.60000000 0.218446734263 Long DBT CORP US N 2 2048-03-01 Fixed 5.30000000 N N N N N N CHS/Community Health Systems Inc 5493007X5NC5XI1BB106 CYH 9.75 01/15/34 144A 12543DBQ2 790000.00000000 PA USD 833504.51000000 0.411839954173 Long DBT CORP US N 2 2034-01-15 Fixed 9.75000000 N N N N N N Abu Dhabi (Emirate of) 213800FER4348CINTA77 ADGB 3.125 10/11/27 144A 29135LAA8 750000.00000000 PA USD 744046.95000000 0.367638396810 Long DBT NUSS AE N 2 2027-10-11 Fixed 3.12500000 N N N N N N Ukraine (Republic of) 6354001WLTJXOMEXPY07 UKRAIN 4.5 02/01/35 144A 903724CB6 323695.18350000 PA USD 198451.54000000 0.098056185849 Long DBT NUSS UA N 2 2035-02-01 Variable 4.50000000 N N N N N N X Corp (f/k/a Twitter Inc) 549300I8RX485XMK6836 Twitter Inc 90184NAK4 980000.00000000 PA USD 1029735.00000000 0.508798704893 Long LON CORP US N 2 2029-10-26 Fixed 9.50000000 N N N N N N OCEAN TRAILS CLO XVI LTD 254900R3RT6TSDP3UQ20 OCTR 2024-16A E 674914AA4 270000.00000000 PA USD 272312.79000000 0.134551505851 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 10.35763000 N N N N N N ALTICE FRANCE SAS 5493001ZMCICV4N02J21 SFRFP 10 01/15/33 144A 020956AA6 324000.00000000 PA USD 304854.26000000 0.150630456058 Long DBT CORP FR N 2 2033-01-15 Fixed 10.00000000 N N N N N N Guatemala (Republic of) 529900QKDFFU9UWW5315 GUATEM 4.65 10/07/41 144A 401494AU3 1500000.00000000 PA USD 1332112.50000000 0.658205377861 Long DBT NUSS GT N 2 2041-10-07 Fixed 4.65000000 N N N N N N Ukraine (Republic of) 6354001WLTJXOMEXPY07 UKRAIN 4.5 02/01/36 144A 903724CC4 416179.53000000 PA USD 251950.64000000 0.124490436208 Long DBT NUSS UA N 2 2036-02-01 Variable 4.50000000 N N N N N N Csmc Trust 2017 N/A CSMC 2017-CHOP H 12651QAU3 900000.00000000 PA USD 870043.68000000 0.429894193733 Long ABS-O CORP US N 2 2032-07-15 Floating 11.04400000 N N N N N N BFLD COML MTG TR 2024-UNIV N/A BFLD 2024-UNIV E 08861RAJ0 1000000.00000000 PA USD 1005303.30000000 0.496726844348 Long ABS-O CORP US N 2 2041-11-15 Floating 7.29918000 N N N N N N Palmer Square CLO 2022-3 Ltd. 5493000CAZ8VWJGUOH13 PLMRS 2022-3A D1R 69690ABC0 160000.00000000 PA USD 160706.32000000 0.079406029205 Long ABS-CBDO CORP JE N 2 2037-07-20 Floating 6.61763000 N N N N N N Chile (Republic Of) 549300FLZTJM5YJF8D34 CHILE 3.1 05/07/41 168863DS4 1500000.00000000 PA USD 1189500.00000000 0.587739621815 Long DBT NUSS CL N 2 2041-05-07 Fixed 3.10000000 N N N N N N TKC Holdings Inc. N/A TKCHOL 8.5 08/15/30 144A 87256YAE3 740000.00000000 PA USD 757859.86000000 0.374463444729 Long DBT CORP US N 2 2030-08-15 Fixed 8.50000000 N N N N N N Park-Ohio Industries, Inc. 5493006LQUO5SLMNYM18 PKOH 8.5 08/01/30 144A 700677AS6 710000.00000000 PA USD 737723.37000000 0.364513875147 Long DBT CORP US N 2 2030-08-01 Fixed 8.50000000 N N N N N N Chimera Investment Corporation 2JBBQFJOL123LOUBE657 Chimera Investment Corporation 7.75% SER C FIXED TO FLOAT CUM RED PFD STOCK 16934Q505 65267.00000000 NS USD 1435221.33000000 0.709152115776 Long EP CORP US N 1 N N N APH Somerset Inv 2 LLC / APH2 Somerset Inv 2 LLC / APH3 Somerset Inv 2 N/A AQUARI 7.875 11/01/29 144A 00188QAA4 410000.00000000 PA USD 397583.15000000 0.196448398672 Long DBT CORP US N 2 2029-11-01 Fixed 7.87500000 N N N N N N Spirit Airlines, LLC N/A Spirit Airlines, LLC DIP New Money Term Loan 10/25 000000000 230773.72000000 PA USD 225004.38000000 0.111176115349 Long LON CORP US N 2 2040-01-02 None 11.65965000 N N N N N N BANK 2022-BNK44 N/A BANK 2022-BNK44 E 06540KBS7 600000.00000000 PA USD 419086.32000000 0.207073253656 Long ABS-O CORP US N 2 2032-11-15 Variable 4.00000000 N N N N N N ASURION LLC 549300KNQVXGIOXWK278 ASUCOR 8.375 02/01/34 144A 045941AB7 530000.00000000 PA USD 527766.93000000 0.260773044005 Long DBT CORP US N 2 2034-02-01 Fixed 8.37500000 N N N N N N Columbus McKinnon Corp. 549300W3HQB0HO1F3G69 CMCO 7.125 02/01/33 144A 199333AK1 310000.00000000 PA USD 318914.05000000 0.157577488977 Long DBT CORP US N 2 2033-02-01 Fixed 7.12500000 N N N N N N Newell Brands Inc. 549300LWGYFM1TVO1Z12 NWL 8.5 06/01/28 144A 651229BG0 400000.00000000 PA USD 421256.57000000 0.208145588179 Long DBT CORP US N 2 2028-06-01 Fixed 8.50000000 N N N N N N ALTICE LUXEMBOURG 0 SNR PERP EUR1 '144A' N/A ALTICE LUXEMBOURG 0 SNR PERP EUR1 '144A' 000000000 1354.00000000 NS 21798.45000000 0.010770754736 Long EC CORP LU N 2 N N N TOWD POINT MORTGAGE TRUST 2016-4 N/A TPMT 2016-4 B5 89172UAJ7 1059999.99000000 PA USD 859076.46000000 0.424475219597 Long ABS-O CORP US N 2 2056-07-25 Variable 3.94343600 N N N N N N Ecuador (Republic Of) 5299003Y2U5XK0A35H71 ECUA 5 07/31/40 144A 000000000 480000.00000000 PA USD 393360.00000000 0.194361713020 Long DBT NUSS EC N 2 2040-07-31 Variable 5.00000000 N N N N N N 1261229 Bc Ltd. N/A BHCCN 10 04/15/32 144A 68288AAA5 2056000.00000000 PA USD 2127975.73000000 1.051446532814 Long DBT CORP CA N 2 2032-04-15 Fixed 10.00000000 N N N N N N Capstone Borrower Inc. 254900YSP2BAI3YKIX08 CVT 8 06/15/30 144A 140944AA7 310000.00000000 PA USD 269896.29000000 0.133357497615 Long DBT CORP US N 2 2030-06-15 Fixed 8.00000000 N N N N N N Ukraine (Republic of) 6354001WLTJXOMEXPY07 UKRAIN 0 02/01/30 144A 903724CD2 50519.56650000 PA USD 32804.56000000 0.016208944672 Long DBT NUSS UA N 2 2030-02-01 Variable 0.01000000 N N N N N N NCL Corporation Ltd. UNZWILHE4KMRP9K2L524 NCLH 1.125 02/15/27 62886HBD2 190000.00000000 PA USD 194655.00000000 0.096180290949 Long DBT CORP BM N 2 2027-02-15 Fixed 1.12500000 N N N N Y Norwegian Cruise Line Holdings Norwegian Cruise Line Holdings Ltd USD XXXX N N N DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 DEUTSCHE BANK SECURITIES 000000000 -1169801.14000000 PA USD -1169801.14000000 -0.57800628803 Short RA CORP US N 2 Reverse repurchase N 4.16000000 2026-03-11 1140000.00000000 USD 1351083.33000000 USD CDS N N N Altice Financing S.A. 549300DIYGW8HVDF7Q17 ALTICE 5 01/15/28 144A 02154CAF0 1880000.00000000 PA USD 1326558.21000000 0.655460967349 Long DBT CORP LU N 2 2028-01-15 Fixed 5.00000000 N N N N N N MAGNETITE XXVI LTD 549300F7COUCG1RROP29 MAGNE 2020-26A ER2 55955CAG7 740000.00000000 PA USD 740964.44000000 0.366115308738 Long ABS-CBDO CORP KY N 2 2038-01-25 Variable 8.36802000 N N N N N N ASURION LLC 549300KNQVXGIOXWK278 ASUCOR 8 12/31/32 144A 045941AA9 2050000.00000000 PA USD 2154894.40000000 1.064747221276 Long DBT CORP US N 2 2032-12-31 Fixed 8.00000000 N N N N N N AMC Networks Inc 549300VGG9K75226LR46 AMCX 10.25 01/15/29 144A 00164VAG8 400000.00000000 PA USD 429205.08000000 0.212072998235 Long DBT CORP US N 2 2029-01-15 Fixed 10.25000000 N N N N N N Neptune BidCo US Inc. 549300VG15T3VCYZ4531 NLSN 9.5 02/15/33 144A 640695AD4 950000.00000000 PA USD 931038.75000000 0.460032251215 Long DBT CORP US N 2 2033-02-15 Fixed 9.50000000 N N N N N N Vistra Operations Company LLC 549300ZH5GKBTJZ7NM23 Vistra Operations (TCEH) Term Loan B-5 175 2025-12-01 88233FAK6 392000.00000000 PA USD 393389.64000000 0.194376358335 Long LON CORP US N 2 2030-12-20 Floating 5.42300000 N N N N N N Octagon Investment Partners 47 Ltd / Llc N/A OCT47 2020-1A ER2 67576YAG3 550000.00000000 PA USD 536255.78000000 0.264967439540 Long ABS-CBDO CORP KY N 2 2038-01-22 Floating 9.66920000 N N N N N N VZ Secured Financing BV 549300MG611MYCOWY949 ZIGGO 5.25 01/15/33 144A 000000000 220000.00000000 PA 255287.45000000 0.126139175550 Long DBT CORP NL N 2 2033-01-15 Fixed 5.25000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 UBS V7.125 PERP 144a 225401BJ6 260000.00000000 PA USD 266496.88000000 0.131677827209 Long DBT CORP CH N 2 N/A Fixed 7.12500000 N N N N N N Ukraine (Republic of) 6354001WLTJXOMEXPY07 UKRAIN 0 02/01/34 144A 903724CE0 188783.65350000 PA USD 93170.15000000 0.046035972026 Long DBT NUSS UA N 2 2034-02-01 Variable 0.01000000 N N N N N N R.R. Donnelley & Sons Co. SU4X0P4WWRGOQDTSV032 RRD 9.5 08/01/29 144A 257867BJ9 1420000.00000000 PA USD 1464586.58000000 0.723661675195 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 500000.00000000 PA USD 322996.50000000 0.159594653852 Long DBT CORP US N 2 2051-04-01 Fixed 3.70000000 N N N N N N Petroleos del Peru - Petroperu SA 549300ZMGDLC9JT2OR80 PETRPE 4.75 06/19/32 144A 716564AA7 650000.00000000 PA USD 475982.00000000 0.235185776100 Long DBT CORP PE N 2 2032-06-19 Fixed 4.75000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co 000000000 -784638.46000000 PA USD -784638.46000000 -0.38769492370 Short RA CORP US N 2 Reverse repurchase N 4.25000000 2045-05-28 1500000.00000000 USD 1152853.11000000 USD CDS N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 C V6.625 PERP 172967QJ3 360000.00000000 PA USD 372393.41000000 0.184001985674 Long DBT CORP US N 2 N/A Fixed 6.62500000 N N N N N N Egypt (Arab Republic of) 529900GFIVH4086NMH82 EGYPT 7.625 05/29/32 REGS 000000000 2280000.00000000 PA USD 2352706.53000000 1.162487470521 Long DBT NUSS EG N 2 2032-05-29 Fixed 7.62500000 N N N N N N Marks and Spencer plc 213800CN1RI3UCIZWB95 MARSPE 7.125 12/01/37 144A 57069PAA0 1120000.00000000 PA USD 1259310.19000000 0.622233286943 Long DBT CORP GB N 2 2037-12-01 Fixed 7.12500000 N N N N N N Apld Computeco LLC N/A APLD 9.25 12/15/30 144A 00202DAA5 530000.00000000 PA USD 556702.46000000 0.275070276001 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 2760000.00000000 PA 3042114.43000000 1.503128360326 Long DBT CORP GB N 2 2029-10-28 Fixed 1.00000000 N N N N N N Directv Financing LLC/Directv Financing Co-Obligor Inc. N/A DTV 10 02/15/31 144A 25461LAD4 590000.00000000 PA USD 603881.21000000 0.298381600661 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 687208.00000000 PA USD 675673.21000000 0.333854490892 Long LON CORP US N 2 2029-03-15 Floating 7.67702000 N N N N N N Csmc Trust 2017 N/A CSMC 2017-CHOP F 12651QAQ2 500000.00000000 PA USD 500255.20000000 0.247179320772 Long ABS-O CORP US N 2 2032-07-15 Floating 8.04400000 N N N N N N Medline Borrower LP 254900QT3R363TVK6F09 Medline Industries Term Loan B 200 2028-10-01 58503UAH6 173931.05000000 PA USD 174375.44000000 0.086160029558 Long LON CORP US N 2 2028-10-23 Floating 5.42300000 N N N N N N Ukraine (Republic of) 6354001WLTJXOMEXPY07 UKRAIN 0 02/01/35 144A 903724CF7 159535.48650000 PA USD 91481.12000000 0.045201411409 Long DBT NUSS UA N 2 2035-02-01 Variable 0.01000000 N N N N N N Cordoba (Province Of) 5299006CLM2Z97AATT29 PDCAR 6.875 02/01/29 144A 74408DAE4 1370000.00000000 PA USD 1342600.00000000 0.663387319251 Long DBT NUSS AR N 2 2029-02-01 Variable 6.87500000 N N N N N N Petroleos del Peru - Petroperu SA 549300ZMGDLC9JT2OR80 PETRPE 5.625 06/19/47 144A 716564AB5 1500000.00000000 PA USD 957127.50000000 0.472922870852 Long DBT CORP PE N 2 2047-06-19 Fixed 5.62500000 N N N N N N Continental Resources, Inc. XXRTID9RYWOZ0UPIVR53 CLR 4.375 01/15/28 212015AS0 790000.00000000 PA USD 791832.34000000 0.391249466206 Long DBT CORP US N 2 2028-01-15 Fixed 4.37500000 N N N N N N Petroleos Mexicanos Sa De CV 549300CAZKPF4HKMPX17 PEMEX 6.375 01/23/45 71654QBR2 3022000.00000000 PA USD 2504280.63000000 1.237381210925 Long DBT CORP MX N 2 2045-01-23 Fixed 6.37500000 N N N N N N TRESTLES CLO VIII LTD 2549002BMO2L1UMJWE02 TREST 2025-8A E 89533EAA6 300000.00000000 PA USD 300759.51000000 0.148607213673 Long ABS-CBDO CORP KY N 2 2035-06-11 Variable 9.16763000 N N N N N N Continental Resources, Inc. XXRTID9RYWOZ0UPIVR53 CLR 4.9 06/01/44 212015AQ4 300000.00000000 PA USD 247482.15000000 0.122282526479 Long DBT CORP US N 2 2044-06-01 Fixed 4.90000000 N N N N N N BEAR MOUNTAIN PARK CLO LTD 549300UHUALXUXTG2K29 BRMTN 2022-1A ER 07403KAE3 600000.00000000 PA USD 573389.10000000 0.283315252448 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 9.62219000 N N N N N N NGPL Pipe Co LLC 549300K3NT1HSQFEM073 NGPLCO 7.768 12/15/37 144A 62912XAC8 1430000.00000000 PA USD 1712811.61000000 0.846311263474 Long DBT CORP US N 2 2037-12-15 Fixed 7.76800000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 UBS V7 PERP 144a 225401BH0 600000.00000000 PA USD 613450.20000000 0.303109700336 Long DBT CORP CH N 2 N/A Fixed 7.00000000 N N N N N N First Brands Group LLC 2549005IXRZR7KSBJD91 TRICGR L 06/29/26 2 31935HAN7 408035.17000000 PA USD 1989.17000000 0.000982861726 Long LON CORP US N 2 2026-06-29 Floating 10.67078000 N N N N N N Ukraine (Republic of) 6354001WLTJXOMEXPY07 UKRAIN 0 02/01/36 144A 903724CG5 132946.22250000 PA USD 75999.54000000 0.037551862881 Long DBT NUSS UA N 2 2036-02-01 Variable 0.01000000 N N N N N N First Brands Group LLC 2549005IXRZR7KSBJD91 First Brands (Trico Group) Term Loan B (Add-on) 500 2027-03-01 31935HAG2 319032.24000000 PA USD 1210.73000000 0.000598229501 Long LON CORP US N 2 2027-03-30 Floating 10.78582000 N N N N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 BHCCN 6.25 02/15/29 144A 071734AK3 160000.00000000 PA USD 126600.00000000 0.062553876521 Long DBT CORP CA N 2 2029-02-15 Fixed 6.25000000 N N N N N N Jordan (Kingdom Of) 5493000JZ4MYPVMBVN50 JORDAN 5.85 07/07/30 144A 418097AL5 960000.00000000 PA USD 967124.56000000 0.477862482675 Long DBT NUSS JO N 2 2030-07-07 Fixed 5.85000000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 EUR/USD FORWARD 000000000 1.00000000 NC USD 1.00000000 0.000000494106 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -4560.17000000 USD 3850.50000000 EUR 2026-04-16 1.00000000 N N N Level 3 Financing, Inc. 254900AE5FEFIJOXWL19 LVLT 6.875 06/30/33 144A 527298CM3 160000.00000000 PA USD 165834.40000000 0.081939846607 Long DBT CORP US N 2 2033-06-30 Fixed 6.87500000 N N N N N N BAUSCH HEALTH AMERICAS INC KOO0397YRO83WY5MGD97 BHCCN 8.5 01/31/27 144A 91911XAW4 460000.00000000 PA USD 456275.20000000 0.225448519118 Long DBT CORP US N 2 2027-01-31 Fixed 8.50000000 N N N N N N Ivory Coast (Republic Of) 254900ICW11T82O6H590 IVYCST 6.125 06/15/33 144A 221625AN6 1500000.00000000 PA USD 1496377.76000000 0.739369902274 Long DBT NUSS CI N 2 2033-06-15 Fixed 6.12500000 N N N N N N Spirit Aviation Holdings Inc. N/A Spirit Aviation Holdings Inc. COM 84863V101 39554.00000000 NS USD 18985.92000000 0.009381065523 Long EC CORP US N 1 N N N Quikrete Holdings Inc 5493007KIN86DIZWZT22 QUIKHO 6.375 03/01/32 144A 74843PAA8 1310000.00000000 PA USD 1362331.88000000 0.673136968422 Long DBT CORP US N 2 2032-03-01 Fixed 6.37500000 N N N N N N Diversified Healthcare Trust N/A DHC 4.375 03/01/31 25525PAB3 140000.00000000 PA USD 126734.28000000 0.062620225135 Long DBT CORP US N 2 2031-03-01 Fixed 4.37500000 N N N N N N Summit Midstream Holdings, LLC / Summit Midstream Finance Corp. N/A SUMMPL 8.625 10/31/29 144A 86614JAA3 320000.00000000 PA USD 335134.40000000 0.165592068527 Long DBT CORP US N 2 2029-10-31 Fixed 8.62500000 N N N N N N CREDIT SUISSE ESCROW CL N/A CREDIT SUISSE ESCROW CL 000000000 4900000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 3 2050-01-01 None 0.00000000 N N N N N N Ecuador (Republic Of) 5299003Y2U5XK0A35H71 ECUA 6.9 07/31/35 REGS 000000000 389403.00000000 PA USD 354356.73000000 0.175089945757 Long DBT NUSS EC N 2 2035-07-31 Variable 6.90000000 N N N N N N Add Hero Holdings Ltd. 254900WMSDP48LFA7478 ADHERH 8.5 09/30/29 REGS 000000000 108284.46600000 PA USD 5663.28000000 0.002798263173 Long DBT CORP VG N 2 2029-09-30 Fixed 8.50000000 N N Y N N N MORGAN STANLEY CAP 2021-230P N/A MSC 2021-230P B 61772WAG2 540000.00000000 PA USD 516807.16000000 0.255357750962 Long ABS-O CORP US N 2 2038-12-15 Floating 5.22303000 N N N N N N Lightning Power LLC 254900BWCHJ03XRL8K59 LIGPLL 7.25 08/15/32 144A 53229KAA7 390000.00000000 PA USD 414301.68000000 0.204709132173 Long DBT CORP US N 2 2032-08-15 Fixed 7.25000000 N N N N N N Yinson Boronia Production BV 5493007X12FTT746N678 YPANBR 8.947 07/31/42 144A 98584XAA3 485730.00000000 PA USD 535975.37000000 0.264828887151 Long DBT CORP NL N 2 2042-07-31 Fixed 8.94700000 N N N N N N Black Pearl Compute LLC N/A BLKPRL 6.125 02/15/31 144A 09216NAA8 270000.00000000 PA USD 276669.50000000 0.136704184361 Long DBT CORP US N 2 2031-02-15 Fixed 6.12500000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 USD/GBP FORWARD 000000000 1.00000000 NC USD -174.60000000 -0.00008627098 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -13653.33000000 USD 10000.00000000 GBP 2026-04-16 -174.60000000 N N N NEW RES MTG LN TR 2022-NQM4 N/A NRZT 2022-NQM4 A3 64831UAC8 528228.16000000 PA USD 526245.98000000 0.260021532801 Long ABS-O CORP US N 2 2062-06-25 Variable 5.00000000 N N N N N N ZF North America Capital, Inc. 529900JYGMS9CW9IQX78 ZFFNGR 7.5 03/24/31 144A 98877DAH8 720000.00000000 PA USD 742463.28000000 0.366855895249 Long DBT CORP US N 2 2031-03-24 Fixed 7.50000000 N N N N N N Light and Wonder International Inc RLTHESQ0RNFQJWPBJN60 Light & Wonder (Scientific Games) Term Loan B 200 2029-04-01 80875AAY7 492515.60000000 PA USD 493439.07000000 0.243811426978 Long LON CORP US N 2 2029-04-16 Floating 5.67702000 N N N N N N Zambia (Republic Of) 213800DMLAZ6LGMMD849 ZAMBIN 5.75 06/30/33 REGS 000000000 494942.00000000 PA USD 482154.90000000 0.238235845802 Long DBT NUSS ZM N 2 2033-06-30 Variable 5.75000000 N N N N N N Williams Companies Inc. (The) D71FAKCBLFS2O0RBPG08 WMB 8.75 03/15/32 969457BM1 486000.00000000 PA USD 594258.93000000 0.293627170053 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N Mexico (United Mexican States) 254900EGTWEU67VP6075 MEX 2.659 05/24/31 91087BAM2 2020000.00000000 PA USD 1816081.00000000 0.897337335121 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.65900000 N N N N N N GARRETT MOTION HOLDINGS INC 5493001N1N6Z0SR83G07 GTX 7.75 05/31/32 144A 366504AA6 360000.00000000 PA USD 380723.40000000 0.188117887458 Long DBT CORP US N 2 2032-05-31 Fixed 7.75000000 N N N N N N Broadstreet Partners Inc 549300BS9N54G8DD0R75 BroadStreet Partners Term Loan B-4 300 2031-06-01 11132VAY5 440000.00000000 PA USD 422492.40000000 0.208756219752 Long LON CORP US N 2 2031-06-13 Floating 0.00000000 N N N N N N Morgan Stanley Capital I Trust 2011-C2 N/A MSC 2015-UBS8 C 61691ABQ5 83265.24000000 PA USD 81849.73000000 0.040442479492 Long ABS-O CORP US N 2 2048-12-17 Variable 4.36375300 N N N N N N TK Elevator Midco Gmbh 549300C2AFWPAYWS5574 TK ELEVATOR US NEWCO INC 000000000 980174.13000000 PA USD 981570.88000000 0.485000502561 Long LON CORP US N 2 2030-04-30 Floating 6.37732000 N N N N N N Teck Resources Limited T8KI5SQ2JRWHL7XY0E11 TCKBCN 6 08/15/40 878742AS4 460000.00000000 PA USD 478381.31000000 0.236371290645 Long DBT CORP CA N 2 2040-08-15 Fixed 6.00000000 N N N N N N Kodiak BP LLC 549300Y1Q6ZUH0EXO182 Kodiak Building Partners Term Loan B 375 2031-11-18 50011JAF7 440000.00000000 PA USD 440587.40000000 0.217697075958 Long LON CORP US N 2 2031-12-04 Floating 7.42300000 N N N N N N JANE STREET GROUP LLC 5493002N1IVX6KHGYO08 JANEST 7.125 04/30/31 144A 47077WAC2 710000.00000000 PA USD 739118.01000000 0.365202975766 Long DBT CORP US N 2 2031-04-30 Fixed 7.12500000 N N N N N N Corecivic Inc 529900JFA3K6PTLT8B15 CXW 8.25 04/15/29 21871NAC5 1380000.00000000 PA USD 1435981.08000000 0.709527513151 Long DBT CORP US N 2 2029-04-15 Fixed 8.25000000 N N N N N N Sunoco LP 54930001NJU8E40NQ561 SUN V7.875 PERP 144A 86765KAE9 1485000.00000000 PA USD 1536150.83000000 0.759022032682 Long DBT CORP US N 2 N/A Fixed 7.87500000 N N N N N N ZF North America Capital, Inc. 529900JYGMS9CW9IQX78 ZFFNGR 6.875 04/23/32 144A 98877DAG0 1090000.00000000 PA USD 1094149.63000000 0.540626389025 Long DBT CORP US N 2 2032-04-23 Fixed 6.87500000 N N N N N N Axon Enterprise Inc 549300QP2IEEGFE16681 AXON 6.25 03/15/33 144A 05464CAD3 150000.00000000 PA USD 155591.10000000 0.076878566012 Long DBT CORP US N 2 2033-03-15 Fixed 6.25000000 N N N N N N Bahamas (Commonwealth of) 549300W13SXC7EKNJC20 BAHAMA 9 06/16/29 144A 056732AM2 425000.00000000 PA USD 462612.50000000 0.228579819921 Long DBT NUSS BS N 2 2029-06-16 Fixed 9.00000000 N N N N N N APEX CREDIT CLO 2021-2 LTD 254900H6CNZLCIDMYC58 APEXC 2021-2A CR 03755QAJ2 270000.00000000 PA USD 263925.00000000 0.130407044714 Long ABS-CBDO CORP KY N 2 2034-10-20 Variable 7.41763000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 ET V6.625 PERP B 29273VAJ9 680000.00000000 PA USD 689276.56000000 0.340575993863 Long DBT CORP US N 2 N/A Fixed 6.62500000 N N N N N N Teva Pharmaceutical Finance Netherlands III B.V. 5493004T21MOAFINJP35 TEVA 3.15 10/01/26 88167AAE1 700000.00000000 PA USD 695284.87000000 0.343544738585 Long DBT CORP NL N 2 2026-10-01 Fixed 3.15000000 N N N N N N Northern Oil And Gas, Inc. OKFF0PIZDDMNH4UCYE51 NOG 7.875 10/15/33 144A 665531AL3 680000.00000000 PA USD 695627.08000000 0.343713826754 Long DBT CORP US N 2 2033-10-15 Fixed 7.87500000 N N N N N N Prosus NV 635400Z5LQ5F9OLVT688 PRXNA 4.193 01/19/32 REGS 000000000 500000.00000000 PA USD 485763.44000000 0.240018848690 Long DBT CORP NL N 2 2032-01-19 Fixed 4.19300000 N N N N N N Southern Copper Corporation 2549007U6NAP46Q9TU15 SCCO 5.25 11/08/42 84265VAG0 1620000.00000000 PA USD 1594508.98000000 0.787857170985 Long DBT CORP US N 2 2042-11-08 Fixed 5.25000000 N N N N N N Froneri International Limited 213800NRSZ1N2Y6LEX44 Froneri Term Loan B 200 2031-09-02 000000000 492393.14000000 PA USD 481649.12000000 0.237985936642 Long LON CORP GB N 2 2031-09-30 Floating 5.87732000 N N N N N N Peru (Republic Of) 254900STKLK2DBJJZ530 PERU 8.75 11/21/33 715638AP7 1604000.00000000 PA USD 2026172.80000000 1.001145048512 Long DBT NUSS PE N 2 2033-11-21 Fixed 8.75000000 N N N N N N NEW GENERATION GAS 9845008CB7EPB0KCD474 New Generation Gas Gathering LLC 000000000 378378.39000000 PA USD 393513.53000000 0.194437573183 Long DBT CORP US N 3 2029-09-30 Floating 9.41017000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP V7.75 PERP 144A 05565AM34 1400000.00000000 PA USD 1491057.40000000 0.736741078084 Long DBT CORP FR N 2 N/A Fixed 7.75000000 N N N N N N Diversified Healthcare Trust N/A DHC 7.25 10/15/30 144A 25525PAE7 600000.00000000 PA USD 624681.60000000 0.308659207515 Long DBT CORP US N 2 2030-10-15 Fixed 7.25000000 N N N N N N Arbor Realty Senior Incorporated 549300TW7RTL2CI3CN08 ABR 8.5 12/15/28 144A 03881NAL1 1080000.00000000 PA USD 1051622.10000000 0.519613262166 Long DBT CORP US N 2 2028-12-15 Fixed 8.50000000 N N N N N N Venture Global Plaquemines Lng LLC 549300TKP4I6OJ02BF90 VEGLPL 7.75 05/01/35 144A 922966AB2 500000.00000000 PA USD 567386.00000000 0.280349082020 Long DBT CORP US N 2 2035-05-01 Fixed 7.75000000 N N N N N N Nabors Industries, Inc. 549300VFQWRKICUFNU92 NBR 8.875 08/15/31 144A 62957HAQ8 960000.00000000 PA USD 995064.00000000 0.491667540178 Long DBT CORP US N 2 2031-08-15 Fixed 8.87500000 N N N N N N FREDDIE MAC STACR REMIC TRUST 2020-DNA1 5493003FQV7GR462GO02 STACR 2020-DNA1 B2 35565HBE4 750000.00000000 PA USD 841484.40000000 0.415782869289 Long ABS-O USGSE US N 2 2050-01-25 Floating 9.03169000 N N N N N N Sprint Capital Corporation 549300L17W0GQBR1PO80 S 6.875 11/15/28 852060AD4 560000.00000000 PA USD 600846.97000000 0.296882363107 Long DBT CORP US N 2 2028-11-15 Fixed 6.87500000 N N N N N N Upbound Group Inc 529900QUHE15UQNCCJ63 UPBD 6.375 02/15/29 144A 76009NAL4 720000.00000000 PA USD 713348.78000000 0.352470233022 Long DBT CORP US N 2 2029-02-15 Fixed 6.37500000 N N N N N N Sunoco LP 54930001NJU8E40NQ561 SUN 5.625 03/15/31 144A 86765KAF6 560000.00000000 PA USD 565077.38000000 0.279208377988 Long DBT CORP US N 2 2031-03-15 Fixed 5.62500000 N N N N N N VERSANT MEDIA GROUP INC 254900D2Q5F5F229PU30 VSNT 7.25 01/30/31 144A 925283AA1 550000.00000000 PA USD 563215.95000000 0.278288633420 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 1240000.00000000 PA USD 1292401.68000000 0.638584005579 Long DBT CORP US N 2 2036-01-15 Fixed 8.50000000 N N N N N N Brazil (Federative Republic) 254900ZFY40OYEADAP90 BRAZIL 5.625 01/07/41 105756BR0 500000.00000000 PA USD 470250.00000000 0.232353557930 Long DBT NUSS BR N 2 2041-01-07 Fixed 5.62500000 N N N N N N Cloudera Inc 549300PGONC4JOI0RG62 Cloudera First-lien Term Loan 375 2028-07-24 74339VAB4 360000.00000000 PA USD 319372.20000000 0.157803863847 Long LON CORP US N 2 2028-10-08 Floating 0.00000000 N N N N N N China Aoyuan Group Ltd 549300YSOKQO5QD6MP25 CAPG 5.5 09/30/31 REGS 000000000 42579.64680000 PA USD 319.35000000 0.000157792894 Long DBT CORP KY N 2 2031-09-30 Fixed 5.50000000 N N Y N N N Uruguay (Republic Of) 549300RDR012H2V82H43 URUGUA 9.75 07/20/33 760942BF8 47500000.00000000 PA 1414933.04000000 0.699127540835 Long DBT NUSS UY N 2 2033-07-20 Fixed 9.75000000 N N N N N N Five Point Operating Company LP Five Point Capital Corp N/A FPH 8 10/01/30 144A 33834YAC2 790000.00000000 PA USD 818665.15000000 0.404507730689 Long DBT CORP US N 2 2030-10-01 Fixed 8.00000000 N N N N N N Venture Global Plaquemines Lng LLC 549300TKP4I6OJ02BF90 VEGLPL 6.75 01/15/36 144A 922966AD8 390000.00000000 PA USD 415664.34000000 0.205382431268 Long DBT CORP US N 2 2036-01-15 Fixed 6.75000000 N N N N N N NCL Corporation Ltd. UNZWILHE4KMRP9K2L524 NCLH 6.25 09/15/33 144A 62886HBZ3 190000.00000000 PA USD 191894.11000000 0.094816117393 Long DBT CORP BM N 2 2033-09-15 Fixed 6.25000000 N N N N N N Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp. N/A RIVENT 6.25 10/15/30 144A 76884GAA3 980000.00000000 PA USD 1001805.23000000 0.494998425399 Long DBT CORP US N 2 2030-10-15 Fixed 6.25000000 N N N N N N Angola (Republic of) 549300QHR2R3J8JSGK83 ANGOL 8.25 05/09/28 144A 035198AB6 500000.00000000 PA USD 506968.21000000 0.250496262310 Long DBT NUSS AO N 2 2028-05-09 Fixed 8.25000000 N N N N N N UBS Commercial Mortgage Trust 2018 N/A UBSCM 2018-C15 C 90278LBD0 345000.00000000 PA USD 333884.62000000 0.164974544168 Long ABS-O CORP US N 2 2051-12-15 Variable 5.13619400 N N N N N N Rockies Express Pipeline LLC W2ZGZGZKY5GGNY6F3V51 ROCKIE 6.75 03/15/33 144A 77340RAU1 250000.00000000 PA USD 264424.75000000 0.130653974412 Long DBT CORP US N 2 2033-03-15 Fixed 6.75000000 N N N N N N Equipmentshare Com Inc. 254900PWJK48CGPKPI80 EQMSRM 8 03/15/33 144A 29450YAC3 960000.00000000 PA USD 1020945.59000000 0.504455800723 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 590000.00000000 PA USD 618217.34000000 0.305465174957 Long DBT CORP CA N 2 2034-02-15 Fixed 7.25000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co 000000000 -1097369.91000000 PA USD -1097369.91000000 -0.54221755014 Short RA CORP US N 2 Reverse repurchase N 4.10000000 2042-11-08 1620000.00000000 USD 1621057.74000000 USD CDS N N N Grupo Nutresa Sa 254900KKAX7B7RJUE255 NUTRES 8 05/12/30 144A 40055CAA1 710000.00000000 PA USD 765912.50000000 0.378442306089 Long DBT CORP CO N 2 2030-05-12 Fixed 8.00000000 N N N N N N VZ Secured Financing BV 549300MG611MYCOWY949 ZIGGO 7.5 01/15/33 144A 91845AAB1 200000.00000000 PA USD 196715.54000000 0.097198417053 Long DBT CORP NL N 2 2033-01-15 Fixed 7.50000000 N N N N N N 2026-04-24 Western Asset Global High Income Fund Inc. Christopher Berarducci Christopher Berarducci Principal Financial Officer XXXX