# EDGAR Filing Document

**Accession Number:** 0001163792
**File Stem:** 0001752724-25-203542
**Filing Date:** 2025-8
**Character Count:** 163577
**Document Hash:** de2a630c4eebdc369abcaffa3b6dfdbd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-203542.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-203542

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** WESTERN ASSET PREMIER BOND FUND
- **CENTRAL INDEX KEY:** 0001163792

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10603
- **FILM NUMBER:** 251253236

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WESTERN ASSET CORE PLUS BOND TRUST I
- **DATE OF NAME CHANGE:** 20011218

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Western Asset Premier Bond Fund

- **b. Investment Company Act file number:** 811-10603

- **c. CIK number of Registrant:** 0001163792

- **d. LEI of Registrant:** 5493007UP8PFRNTX0546

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10018

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

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

- **a. Name of Series:** Western Asset Premier Bond Fund

- **c. LEI of Series:** 5493007UP8PFRNTX0546

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $202155760.09

**Total Liabilities:** $68159050.24

**Net Assets:** $133996709.85

**Cash Not Reported:** $106000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1741.84000000 | **1-Year:** 6892.38000000 | **5-Year:** 29123.59000000 | **10-Year:** 20702.34000000 | **30-Year:** 831.39000000

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

- **3-Month:** 68.49000000 | **1-Year:** 6311.52000000 | **5-Year:** 15167.19000000 | **10-Year:** 4034.98000000 | **30-Year:** 19.11000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | -3.04%               | 0.28%                | 1.48%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-67742.82               | $-1186646.50                               |
| Month 2  | $75796.60                | $564508.55                                 |
| Month 3  | $-77623.58               | $2480109.12                                |

### Schedule of Portfolio Investments

| Name                                                    | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AMERICAN AIRLINES INC                                   | American Airlines Inc                                                            | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1062800.96   | 0.79%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                  | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402826.38    | 0.30%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                         | OHA Credit Funding 11 Ltd                                                        | CUSIP: 67115VAW2<br>LEI: 2549002MG7GTTY5LHR97 | Long             | ABS-CBDO         | CORP              | BM        |    150000 | PA      | $150371.85    | 0.11%             | 2037-07-19      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    750000 | PA      | $694898.42    | 0.52%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | GBP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              | CORP              | US        |         1 | NC      | $397.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                                       | Upbound Group Inc                                                                | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |    700000 | PA      | $693316.95    | 0.52%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                | Lloyds Banking Group PLC                                                         | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $502592.50    | 0.38%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    460000 | PA      | $489973.14    | 0.37%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                           | CommScope LLC                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    370000 | PA      | $387740.57    | 0.29%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                     | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1004726.35   | 0.75%             | 2026-05-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                 | United Rentals North America Inc                                                 | CUSIP: 911365BF0<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80077.60     | 0.06%             | 2027-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                          | Air Lease Corp                                                                   | CUSIP: 00914AAH5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1100000.00   | 0.82%             | 2025-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                       | Chord Energy Corp                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    270000 | PA      | $276006.94    | 0.21%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MARKS & SPENCER PLC                                     | Marks & Spencer PLC                                                              | CUSIP: 57069PAA0<br>LEI: 213800CN1RI3UCIZWB95 | Long             | DBT              | CORP              | GB        |   1050000 | PA      | $1130227.25   | 0.84%             | 2037-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                        | Ocean Trails CLO XIV Ltd                                                         | CUSIP: 67515MAG3<br>LEI: 254900TWRKR5CRS1OX19 | Long             | ABS-CBDO         | CORP              | JE        |    480000 | PA      | $487847.14    | 0.36%             | 2038-01-20      | Floating      | 10.61%                | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                         | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    780000 | PA      | $788732.88    | 0.59%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                         | NCL Finance Ltd                                                                  | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    700000 | PA      | $711825.10    | 0.53%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBD4<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    700000 | PA      | $416080.00    | 0.31%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WW International Inc                                    | WW International Inc                                                             | CUSIP: 98262P200<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |      2924 | NS      | $88303.04     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF ANGOLA                                      | Angolan Government International Bond                                            | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    400000 | PA      | $363771.52    | 0.27%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                                | Global Auto Holdings Ltd/AAG FH UK Ltd                                           | CUSIP: 00033GAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $170650.00    | 0.13%             | 2032-01-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                    | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    800000 | PA      | $794494.49    | 0.59%             | 2028-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668BL5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394583.30    | 0.29%             | 2025-11-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                  | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $959612.27    | 0.72%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                                       | Mountain View CLO XVI Ltd                                                        | CUSIP: 62432UAU5<br>LEI: 549300MWKXOHYV7Z8O91 | Long             | ABS-CBDO         | CORP              | KY        |    180000 | PA      | $180513.45    | 0.13%             | 2034-04-15      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS                                  | Bausch Health Americas Inc                                                       | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |    860000 | PA      | $819713.30    | 0.61%             | 2027-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                         | Impac CMB Trust Series 2005-2                                                    | CUSIP: 45254NNK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6826 | PA      | $6634.28      | 0.00%             | 2035-04-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    590000 | PA      | $564503.49    | 0.42%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Prime Mortgage Trust                                    | Prime Mortgage Trust 2005-5                                                      | CUSIP: 74160MLU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    651062 | PA      | $16118.79     | 0.01%             | 2034-07-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                               | Orange SA                                                                        | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $729256.50    | 0.54%             | 2031-03-01      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                           | EchoStar Corp                                                                    | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    444203 | PA      | $524159.54    | 0.39%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                     | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   2400000 | PA      | $1582142.40   | 1.18%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| 888 ACQUISITIONS LTD                                    | 888 Acquisitions Ltd                                                             | CUSIP: 000000000<br>LEI: 254900RFD0BP3JOPZU89 | Long             | DBT              | CORP              | GI        |    600000 | PA      | $713022.26    | 0.53%             | 2027-07-15      | Fixed         | 7.56%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                         | Cigna Group/The                                                                  | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $912774.60    | 0.68%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Scientific Games International, Inc.                    | LIGHT & WONDER INTERNATIONAL INC                                                 | CUSIP: 80875AAW1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |   1227574 | PA      | $1230182.11   | 0.92%             | 2029-04-14      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                  | Williams Cos Inc/The                                                             | CUSIP: 969457BM1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     39000 | PA      | $46962.26     | 0.04%             | 2032-03-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBN0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    140000 | PA      | $147672.84    | 0.11%             | 2029-01-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Bayview Financial Asset Trust                           | Bayview Financial Asset Trust 2007-SSR1                                          | CUSIP: 07325QAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26571 | PA      | $26874.11     | 0.02%             | 2037-03-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                | Devon Energy Corp                                                                | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    600000 | PA      | $555545.96    | 0.41%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                                | Global Auto Holdings Ltd/AAG FH UK Ltd                                           | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    740000 | PA      | $724818.05    | 0.54%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES                                 | Saks Global Enterprises LLC                                                      | CUSIP: 79380MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $201400.00    | 0.15%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                     | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1260000 | PA      | $1262937.48   | 0.94%             | 2026-01-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                           | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   1271800 | PA      | $1311035.03   | 0.98%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                       | GEO Group Inc/The                                                                | CUSIP: 36162JAH9<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |    460000 | PA      | $504828.38    | 0.38%             | 2031-04-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                           | ZF North America Capital Inc                                                     | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    290000 | PA      | $268258.97    | 0.20%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    680000 | PA      | $681053.15    | 0.51%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    350000 | PA      | $368574.64    | 0.28%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                              | Pfizer Inc                                                                       | CUSIP: 717081EA7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493186.64    | 0.37%             | 2026-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                | Western Midstream Operating LP                                                   | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1414542.19   | 1.06%             | 2050-02-01      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Voyager Parent, LLC                                     | VOYAGERPARENTLLC                                                                 | CUSIP: 000000000<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |    490000 | PA      | $485643.90    | 0.36%             | 2032-05-09      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                        | Vmed O2 UK Financing I PLC                                                       | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $616624.41    | 0.46%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                     | Suzano Austria GmbH                                                              | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |   1000000 | PA      | $937405.70    | 0.70%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                         | NGPL PipeCo LLC                                                                  | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    490000 | PA      | $560297.45    | 0.42%             | 2037-12-15      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US                           | Goldentree Loan Management US Clo 8 Ltd                                          | CUSIP: 38136NBG0<br>LEI: 549300LOEERRNVSKVY31 | Long             | ABS-CBDO         | CORP              | KY        |    410000 | PA      | $404351.43    | 0.30%             | 2034-10-20      | Floating      | 10.02%                | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co                          | Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-9A          | CUSIP: 86359ARF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17316 | PA      | $17004.03     | 0.01%             | 2033-03-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                    | Freeport-McMoRan Inc                                                             | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    580000 | PA      | $548471.55    | 0.41%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                 | Transcontinental Gas Pipe Line Co LLC                                            | CUSIP: 893574AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010341.73   | 0.75%             | 2026-02-01      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                 | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137385.44    | 0.10%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust 2015-UBS8                                         | CUSIP: 61691ABQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410000 | PA      | $372932.68    | 0.28%             | 2048-12-15      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Blackhawk Network Holdings Inc.                         | BHN MERGER SUB INC                                                               | CUSIP: 09238FAM3<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |    118803 | PA      | $119591.85    | 0.09%             | 2029-03-12      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| Spirit Aviation Holdings Inc                            | Spirit Aviation Holdings Inc                                                     | CUSIP: 84863V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5706 | NS      | $28472.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CORECIVIC INC                                           | CoreCivic Inc                                                                    | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |    860000 | PA      | $912472.90    | 0.68%             | 2029-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT                                      | UBS AG/Stamford CT                                                               | CUSIP: 22550L2M2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    400000 | PA      | $431606.60    | 0.32%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                       | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $350657.03    | 0.26%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp/The                                                          | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1857818.34   | 1.39%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAB1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $880332.72    | 0.66%             | 2045-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Origen Manufactured Housing                             | Origen Manufactured Housing Contract Trust 2007-A                                | CUSIP: 68620CAB6<br>LEI: 5493001P8LORMOBBQA95 | Long             | ABS-O            | CORP              | US        |    185866 | PA      | $173446.31    | 0.13%             | 2037-04-15      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                      | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    700000 | PA      | $753949.04    | 0.56%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                    | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    240000 | PA      | $202272.62    | 0.15%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KKR GRP FIN CO VI LLC                                   | KKR Group Finance Co VI LLC                                                      | CUSIP: 48252AAA9<br>LEI: 549300TUJWGHJM3FSJ07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485771.38    | 0.36%             | 2029-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1090000 | PA      | $1063035.42   | 0.79%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                | Western Midstream Operating LP                                                   | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83544.80     | 0.06%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                | Altice France Holding SA                                                         | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    820000 | PA      | $291141.00    | 0.22%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                          | Halliburton Co                                                                   | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    750000 | PA      | $722352.88    | 0.54%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| X.Ai Corp.                                              | XAI CORP                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    580000 | PA      | $583172.60    | 0.44%             | 2040-01-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                               | ONEOK Inc                                                                        | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507014.76    | 0.38%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    380000 | PA      | $410623.44    | 0.31%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                | Boost Newco Borrower LLC/GTCR W Dutch Finance Sub BV                             | CUSIP: 36268NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $147593.23    | 0.11%             | 2031-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $411567.75    | 0.31%             | 2036-05-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                             | Netflix Inc                                                                      | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    310000 | PA      | $333719.36    | 0.25%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                | Boost Newco Borrower LLC                                                         | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |    440000 | PA      | $467379.00    | 0.35%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                 | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $138751.81    | 0.10%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $949373.81    | 0.71%             | 2028-02-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    580000 | PA      | $434275.00    | 0.32%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                           | EchoStar Corp                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    700789 | PA      | $640076.40    | 0.48%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                        | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244872.53    | 0.18%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Obra CLO Ltd                                            | Obra CLO 1 Ltd                                                                   | CUSIP: 67443CAA5<br>LEI: 254900IXPSGZDGZO2P84 | Long             | ABS-CBDO         | CORP              | KY        |    390000 | PA      | $400553.60    | 0.30%             | 2038-01-20      | Floating      | 11.17%                | No            |                  2 | On Loan: No      |
| MARSTONS ISSUER PLC                                     | Marston's Issuer PLC                                                             | CUSIP: 000000000<br>LEI: 213800HQB746UJ9UWM15 | Long             | DBT              | CORP              | GB        |    540000 | PA      | $659231.19    | 0.49%             | 2035-07-16      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                   | Argentine Republic Government International Bond                                 | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     39055 | PA      | $32786.34     | 0.02%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2021-DNA7                                          | CUSIP: 35564KNE5<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $481792.32    | 0.36%             | 2041-11-25      | Floating      | 12.11%                | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                          | Amazon.com Inc                                                                   | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    700000 | PA      | $621716.54    | 0.46%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                               | Amgen Inc                                                                        | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    700000 | PA      | $715448.32    | 0.53%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                     | Suzano Austria GmbH                                                              | CUSIP: 05674XAA9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    950000 | PA      | $958365.70    | 0.72%             | 2026-07-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Western Asset Premier Institutional Government Reserves | Western Asset Premier Institutional Government Reserves                          | CUSIP: 52470G494<br>LEI: 549300WB3XRN9YTWFB76 | Long             | STIV             | RF                | US        |   1182958 | NS      | $1182957.92   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                  | EquipmentShare.com Inc                                                           | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    320000 | PA      | $335513.60    | 0.25%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                    | Fannie Mae Trust 2004-W15                                                        | CUSIP: 31394BZ72<br>LEI: 549300KIT83OL5QXFU28 | Long             | ABS-MBS          | USGSE             | US        |     33469 | PA      | $34903.00     | 0.03%             | 2044-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                    | Range Resources Corp                                                             | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309072.30    | 0.23%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ANADARKO FINANCE CO                                     | Anadarko Finance Co                                                              | CUSIP: 032479AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    570000 | PA      | $604356.75    | 0.45%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                          | Solventum Corp                                                                   | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    850000 | PA      | $875141.31    | 0.65%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                              | Morgan Stanley ABS Capital I Inc Trust Series 2003-SD1                           | CUSIP: 61746RCE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3902 | PA      | $3808.93      | 0.00%             | 2033-03-25      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                            | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $199057.87    | 0.15%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                   | Palmer Square CLO 2022-3 Ltd                                                     | CUSIP: 69690ABC0<br>LEI: 5493000CAZ8VWJGUOH13 | Long             | ABS-CBDO         | CORP              | JE        |    110000 | PA      | $110455.47    | 0.08%             | 2037-07-20      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2022-DNA6                                          | CUSIP: 35564KH77<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1092163.70   | 0.82%             | 2042-09-25      | Floating      | 10.06%                | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000242.59   | 0.75%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1497652.31   | 1.12%             | 2026-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                   | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9973.61      | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                       | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    400000 | PA      | $413547.62    | 0.31%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                  | CHL Mortgage Pass-Through Trust 2005-7                                           | CUSIP: 12669GNL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125642 | PA      | $116926.42    | 0.09%             | 2035-03-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/FOOD/GRP                                   | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                         | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $259245.00    | 0.19%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                 | Dryden 41 Senior Loan Fund                                                       | CUSIP: 26244KAU0<br>LEI: 5493000CMI5L15ZSNM78 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500082.80    | 0.37%             | 2031-04-15      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                  | Diamondback Energy Inc                                                           | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    400000 | PA      | $382753.60    | 0.29%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                | Fox Corp                                                                         | CUSIP: 35137LAL9<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478443.08    | 0.36%             | 2030-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAD9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    350000 | PA      | $357228.20    | 0.27%             | 2038-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                             | GSAMP Trust 2003-SEA2                                                            | CUSIP: 36228FYS9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    302139 | PA      | $298683.60    | 0.22%             | 2033-07-25      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                 | VistaJet Malta Finance PLC / Vista Management Holding Inc                        | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    400000 | PA      | $375401.95    | 0.28%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    500000 | PA      | $466273.85    | 0.35%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Apex Credit CLO LLC                                     | Apex Credit CLO 2019-II Ltd                                                      | CUSIP: 03755DAE2<br>LEI: 549300OKB854VBBC1981 | Long             | ABS-CBDO         | CORP              | KY        |    420000 | PA      | $424930.93    | 0.32%             | 2038-01-25      | Floating      | 11.95%                | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                 | JetBlue Airways Corp / JetBlue Loyalty LP                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    310000 | PA      | $301786.94    | 0.23%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd                                 | Warwick Capital CLO 3 Ltd                                                        | CUSIP: 93655PAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    100000 | PA      | $100999.11    | 0.08%             | 2037-04-20      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                     | Gilead Sciences Inc                                                              | CUSIP: 375558BX0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    750000 | PA      | $704324.57    | 0.53%             | 2027-10-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                         | Impac CMB Trust Series 2004-10                                                   | CUSIP: 45254NLL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40370 | PA      | $37294.02     | 0.03%             | 2035-03-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                   | Continental Resources Inc/OK                                                     | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207134.87    | 0.15%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                | EQT Corp                                                                         | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    784000 | PA      | $773841.46    | 0.58%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    646000 | PA      | $650206.11    | 0.49%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2023-26 Ltd                                                              | CUSIP: 67351PAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    310000 | PA      | $304607.80    | 0.23%             | 2037-04-17      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                | CUSIP: 404280BL2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $400595.40    | 0.30%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1130000 | PA      | $1100700.15   | 0.82%             | 2030-05-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                 | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1071081.41   | 0.80%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                                           | ArcelorMittal SA                                                                 | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    430000 | PA      | $476740.88    | 0.36%             | 2039-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                       | General Motors Co                                                                | CUSIP: 37045VAN0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    750000 | PA      | $742359.20    | 0.55%             | 2027-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $945942.98    | 0.71%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                               | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $281099.86    | 0.21%             | 2032-01-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                           | Deutsche Bank Securities                                                         | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | Short            | RA               | CORP              | US        |   -430477 | PA      | $-430477.20   | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                    | Amentum Holdings Inc                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |    320000 | PA      | $329554.56    | 0.25%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL PLC                                            | Carnival PLC                                                                     | CUSIP: 14365CAA1<br>LEI: 4DR1VPDQMHD3N3QW8W95 | Long             | DBT              | CORP              | GB        |   1210000 | PA      | $1287170.41   | 0.96%             | 2029-10-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                                       | Elevation CLO 2016-5 Ltd                                                         | CUSIP: 28623BAC7<br>LEI: 549300IH854FT1JLRT08 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $395167.84    | 0.29%             | 2038-01-25      | Floating      | 11.89%                | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co LLC                                                         | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    300000 | PA      | $319066.05    | 0.24%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                                   | VFH Parent LLC / Valor Co-Issuer Inc                                             | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $399052.82    | 0.30%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CAPSTONE BORROWER INC                                   | Capstone Borrower Inc                                                            | CUSIP: 140944AB5<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |    210000 | PA      | $218718.00    | 0.16%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                    | ROYAL BANK OF CANADA                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Short            | RA               | CORP              | US        |  -1335600 | PA      | $-1335600.00  | -1.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                    | Flutter Treasury DAC                                                             | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    450000 | PA      | $453656.25    | 0.34%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                  | Williams Cos Inc/The                                                             | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    443000 | PA      | $501527.29    | 0.37%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                    | Freeport-McMoRan Inc                                                             | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223577.86    | 0.17%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                           | Citigroup Commercial Mortgage Trust 2015-P1                                      | CUSIP: 17324DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $144241.73    | 0.11%             | 2048-09-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                  | Sequoia Mortgage Trust 2003-2                                                    | CUSIP: 81743PAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1862 | PA      | $1824.39      | 0.00%             | 2033-06-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                   | Vale Overseas Ltd                                                                | CUSIP: 91911TAK9<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    940000 | PA      | $1022447.40   | 0.76%             | 2039-11-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Coherent Corp (f/k/a II-VI Incorporated)                | COHERENT CORP                                                                    | CUSIP: 45173JAS3<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |    602487 | PA      | $604120.02    | 0.45%             | 2029-07-02      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                         | United States Treasury Note/Bond                                                 | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4090000 | PA      | $4070668.37   | 3.04%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                     | Lightning Power LLC                                                              | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    330000 | PA      | $347523.24    | 0.26%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                     | Ashtead Capital Inc                                                              | CUSIP: 045054AP8<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1062095.46   | 0.79%             | 2031-08-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2500000 | PA      | $2205959.08   | 1.65%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                    | CUSIP: 172967BL4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1090989.18   | 0.81%             | 2032-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $476031.77    | 0.36%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    720000 | PA      | $729408.96    | 0.54%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2020-DNA6                                          | CUSIP: 35566CBD6<br>LEI: 5493000ITBQFEOXM0S98 | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $331215.25    | 0.25%             | 2050-12-25      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| TUTOR PERINI CORP                                       | Tutor Perini Corp                                                                | CUSIP: 901109AG3<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |    710000 | PA      | $799807.19    | 0.60%             | 2029-04-30      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                | British Telecommunications PLC                                                   | CUSIP: 11102AAE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $475522.94    | 0.35%             | 2029-11-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                    | Colombia Government International Bond                                           | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1750000 | PA      | $1388545.20   | 1.04%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    360000 | PA      | $377442.46    | 0.28%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CHIMERA INVESTMENT CORP                                 | Chimera Investment Corp                                                          | CUSIP: 16934Q505<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EP               | CORP              | US        |      5224 | NS      | $117905.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    940000 | PA      | $997449.98    | 0.74%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $431177.52    | 0.32%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Citadel Securities LP                                   | CITADEL SECURITIES LP                                                            | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |   2199735 | PA      | $2211151.81   | 1.65%             | 2031-10-31      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                                 | Sotera Health Holdings LLC                                                       | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |    480000 | PA      | $500012.64    | 0.37%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                | British Telecommunications PLC                                                   | CUSIP: 111021AL5<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $511208.66    | 0.38%             | 2028-12-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                     | Delta Air Lines Inc                                                              | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    260000 | PA      | $263817.84    | 0.20%             | 2026-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2331667.94   | 1.74%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                | EQT Corp                                                                         | CUSIP: 26884LAW9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    213000 | PA      | $210489.74    | 0.16%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                         | Oaktree CLO 2022-2 Ltd                                                           | CUSIP: 67402RBQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    340000 | PA      | $342542.45    | 0.26%             | 2037-10-15      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                      | Ford Motor Co                                                                    | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1433899.85   | 1.07%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1649561.76   | 1.23%             | 2029-02-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| X Corp (f/k/a Twitter Inc)                              | X CORP                                                                           | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    119693 | PA      | $117084.38    | 0.09%             | 2029-10-26      | Floating      | 10.93%                | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                  | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $192859.12    | 0.14%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                | Western Midstream Operating LP                                                   | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    900000 | PA      | $865896.31    | 0.65%             | 2030-02-01      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                            | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    380000 | PA      | $351823.00    | 0.26%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                       | GEO Group Inc/The                                                                | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |    340000 | PA      | $360180.69    | 0.27%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                          | CSAIL 2015-C3 Commercial Mortgage Trust                                          | CUSIP: 12635FAZ7<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $145899.17    | 0.11%             | 2048-08-15      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                          | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1070000 | PA      | $1080154.27   | 0.81%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                            | AGL CLO 11 Ltd                                                                   | CUSIP: 00851RAA8<br>LEI: 549300G9RL3BICT9HA62 | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $350209.83    | 0.26%             | 2034-04-15      | Floating      | 10.88%                | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                            | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    700000 | PA      | $725876.61    | 0.54%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                | EQT Corp                                                                         | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1271168.56   | 0.95%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARRIAGE PURCHASER INC                                  | Carriage Purchaser Inc                                                           | CUSIP: 14445LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    660000 | PA      | $587015.48    | 0.44%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Residential Asset Mortgage Pro                          | RAMP Series 2005-SL2 Trust                                                       | CUSIP: 76112BVB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       746 | PA      | $658.50       | 0.00%             | 2032-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                           | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    240000 | PA      | $245564.00    | 0.18%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| American Money Management Corp                          | AMMC CLO 27 Ltd                                                                  | CUSIP: 00173UBA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $150446.88    | 0.11%             | 2037-01-20      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                             | Lennar Corp                                                                      | CUSIP: 526057CV4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    430000 | PA      | $433163.65    | 0.32%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DCert Buyer Inc                                         | Dcert Buyer Inc                                                                  | CUSIP: 24022KAB5<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |    304860 | PA      | $302635.64    | 0.23%             | 2026-10-16      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                  | CVS Pass-Through Trust                                                           | CUSIP: 126650BQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    184026 | PA      | $190003.20    | 0.14%             | 2030-01-10      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                  | CVS Pass-Through Trust                                                           | CUSIP: 126650BS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    222931 | PA      | $233523.10    | 0.17%             | 2032-01-10      | Fixed         | 7.51%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                   | Freeport Indonesia PT                                                            | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    450000 | PA      | $451469.25    | 0.34%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                             | Asurion LLC                                                                      | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    492405 | PA      | $486284.48    | 0.36%             | 2028-08-19      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| PM GENERAL PURCHASER LLC                                | PM General Purchaser LLC                                                         | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1190000 | PA      | $826383.60    | 0.62%             | 2028-10-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                                  | Full House Resorts Inc                                                           | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |    990000 | PA      | $962645.51    | 0.72%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1370000 | PA      | $1400278.37   | 1.05%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                               | Amgen Inc                                                                        | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    400000 | PA      | $366427.65    | 0.27%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                            | Centene Corp                                                                     | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1788221.19   | 1.33%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                             | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    360000 | PA      | $312300.00    | 0.23%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KRN1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | CORP              | US        |    910000 | PA      | $945712.04    | 0.71%             | 2042-02-25      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                | JH North America Holdings Inc                                                    | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305168.70    | 0.23%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                       | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509271.08    | 0.38%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                   | Foundry JV Holdco LLC                                                            | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $522797.87    | 0.39%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                         | Gen Digital Inc                                                                  | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    280000 | PA      | $288215.76    | 0.22%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                        | Ocean Trails Clo XVI Ltd                                                         | CUSIP: 674914AA4<br>LEI: 254900R3RT6TSDP3UQ20 | Long             | ABS-CBDO         | CORP              | KY        |    170000 | PA      | $174916.94    | 0.13%             | 2038-01-20      | Floating      | 10.96%                | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                    | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $476090.58    | 0.36%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                    | Las Vegas Sands Corp                                                             | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61216.54     | 0.05%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                  | CVS Pass-Through Trust                                                           | CUSIP: 126650AQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29583 | PA      | $29608.81     | 0.02%             | 2026-01-10      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp II                                                   | CUSIP: 36269JAL2<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $282604.19    | 0.21%             | 2041-03-10      | Variable      | 9.26%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                    | Alpha Generation LLC                                                             | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144411.40    | 0.11%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                         | CDS CDX.NA.HY.44.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $70993.25     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                 | KazMunayGas National Co JSC                                                      | CUSIP: 48126PAA0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |   1120000 | PA      | $972919.01    | 0.73%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $144053.30    | 0.11%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    550000 | PA      | $549501.48    | 0.41%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                                | Tengizchevroil Finance Co International Ltd                                      | CUSIP: 88034QAC1<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |    350000 | PA      | $311830.89    | 0.23%             | 2030-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Connecticut Avenue Securities Trust 2023-R06                                     | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    560000 | PA      | $578741.18    | 0.43%             | 2043-07-25      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20401.79     | 0.02%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                    | Noble Finance II LLC                                                             | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $285341.81    | 0.21%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                           | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |   1220000 | PA      | $1266308.76   | 0.95%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                           | Deutsche Bank Securities                                                         | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | Short            | RA               | CORP              | US        |  -2234732 | PA      | $-2234732.44  | -1.67%            |  |  |  | No            |                  2 | On Loan: No      |
| Indymac Manufactured Housing C                          | Indymac Manufactured Housing Contract Pass-Through Certificates Series 1997-1    | CUSIP: 22540ABE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6441 | PA      | $6411.14      | 0.00%             | 2028-02-25      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                   | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    780000 | PA      | $805507.56    | 0.60%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    340000 | PA      | $368319.28    | 0.27%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PAR PHARMACEUTICAL INC                                  | PAR PHARMACEUTICAL INC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $0.00         | 0.00%             | 2027-04-01      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| ARES CLO Ltd                                            | ARES XLIV CLO Ltd                                                                | CUSIP: 04016NAX1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    180000 | PA      | $181265.33    | 0.14%             | 2034-04-15      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                     | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    740000 | PA      | $741206.94    | 0.55%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    360000 | PA      | $376193.64    | 0.28%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                                         | Masterbrand Inc                                                                  | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173837.22    | 0.13%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                           | Deutsche Bank Securities                                                         | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | Short            | RA               | CORP              | US        |  -2086388 | PA      | $-2086388.36  | -1.56%            |  |  |  | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                                | PetSmart Inc / PetSmart Finance Corp                                             | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $282089.41    | 0.21%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1861706.04   | 1.39%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $229379.70    | 0.17%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                     | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    220000 | PA      | $219645.65    | 0.16%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                | EQT Corp                                                                         | CUSIP: 26884LBA6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    280000 | PA      | $307860.85    | 0.23%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE ESCROW CL                                 | CREDIT SUISSE ESCROW CL                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2560000 | PA      | $0.00         | 0.00%             | 2050-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| TRANSPORT DE GAS PERU                                   | Transportadora de Gas del Peru SA                                                | CUSIP: 89388AAA0<br>LEI: 529900SKHHNI5HVI0Y66 | Long             | DBT              | CORP              | PE        |    450000 | PA      | $446921.46    | 0.33%             | 2028-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                          | Bain Capital Credit CLO 2020-3 Ltd                                               | CUSIP: 05684CBA2<br>LEI: 2549002RK7W6TK0Q0E16 | Long             | ABS-CBDO         | CORP              | KY        |    380000 | PA      | $380234.57    | 0.28%             | 2034-10-23      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                   | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    620000 | PA      | $596247.80    | 0.44%             | 2029-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                             | Balboa Bay Loan Funding 2020-1 Ltd                                               | CUSIP: 05766CAG1<br>LEI: 549300MALKZHG9DP8554 | Long             | ABS-CBDO         | CORP              | KY        |    440000 | PA      | $443283.28    | 0.33%             | 2035-10-20      | Floating      | 11.42%                | No            |                  2 | On Loan: No      |
| MKS Instruments Inc                                     | MKS INSTRUMENTS INC                                                              | CUSIP: 55314NAZ7<br>LEI: 549300KEQATBHAGVF505 | Long             | LON              | CORP              | US        |    434857 | PA      | $436541.70    | 0.33%             | 2029-08-17      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                   | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    610000 | PA      | $632845.11    | 0.47%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                        | Altria Group Inc                                                                 | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    260000 | PA      | $265231.18    | 0.20%             | 2035-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                 | Walt Disney Co/The                                                               | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1180489.01   | 0.88%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LT                          | Golub Capital Partners CLO 77 B Ltd                                              | CUSIP: 38180TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    680000 | PA      | $680130.42    | 0.51%             | 2038-01-25      | Floating      | 9.15%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 47                          | Octagon Investment Partners 47 Ltd                                               | CUSIP: 67576YAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $508716.90    | 0.38%             | 2038-01-22      | Floating      | 10.27%                | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                                     | Minejesa Capital BV                                                              | CUSIP: 602736AA8<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |    639414 | PA      | $632104.86    | 0.47%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Metropolitan Asset Funding, In                          | MAFI II Remic Trust 1998-B                                                       | CUSIP: 591739BM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67830 | PA      | $47301.92     | 0.04%             | 2024-11-20      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                     | Altice Financing SA                                                              | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    690000 | PA      | $504524.90    | 0.38%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    920000 | PA      | $869764.90    | 0.65%             | 2034-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                        | Trinitas CLO XXVII LTD                                                           | CUSIP: 89642VAJ7<br>LEI: 254900JOSDBR04E6JB79 | Long             | ABS-CBDO         | CORP              | KY        |    110000 | PA      | $111451.91    | 0.08%             | 2037-04-18      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                 | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    550000 | PA      | $548353.58    | 0.41%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| TECK RESOURCES LIMITED                                  | Teck Resources Ltd                                                               | CUSIP: 878742AS4<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $209338.38    | 0.16%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                              | CUSIP: 71654QBE1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    360000 | PA      | $242737.13    | 0.18%             | 2044-06-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Investm                          | American Home Mortgage Investment Trust 2007-A                                   | CUSIP: 026933AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    425983 | PA      | $89747.27     | 0.07%             | 2046-07-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                             | CAESARS ENTERTAIN INC                                                            | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    373788 | PA      | $374023.16    | 0.28%             | 2031-02-06      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO I, Ltd.                                 | Halsey Point CLO I Ltd                                                           | CUSIP: 40638CAN9<br>LEI: 549300POBLM5RW6LD816 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $489351.05    | 0.37%             | 2037-10-20      | Floating      | 15.00%                | No            |                  2 | On Loan: No      |
| Bank of America, National Association                   | USD/GBP FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-32450.88    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merit Securities Corporation                            | MERIT Securities Corp                                                            | CUSIP: 589962DH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    309529 | PA      | $252067.96    | 0.19%             | 2032-09-28      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                       | Kinder Morgan Inc                                                                | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1416456.60   | 1.06%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $1994955.04   | 1.49%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| American Money Management Corp                          | AMMC CLO 24 Ltd                                                                  | CUSIP: 00177MAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    320000 | PA      | $320900.00    | 0.24%             | 2035-01-20      | Floating      | 10.77%                | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    270000 | PA      | $284231.97    | 0.21%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NEW GENERATION GAS                                      | New Generation Gas Gathering LLC                                                 | CUSIP: 000000000<br>LEI: 9845008CB7EPB0KCD474 | Long             | DBT              | CORP              | US        |    276757 | PA      | $272605.41    | 0.20%             | 2029-09-30      | Floating      | 10.02%                | No            |                  3 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                | Comision Federal de Electricidad                                                 | CUSIP: 200447AH3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $352660.40    | 0.26%             | 2031-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                             | CUSIP: 91087BAB6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1750000 | PA      | $1266343.75   | 0.95%             | 2047-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust                                | Bear Stearns ALT-A Trust 2004-3                                                  | CUSIP: 07386HGG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21956 | PA      | $21707.46     | 0.02%             | 2034-04-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $461169.85    | 0.34%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $475927.61    | 0.36%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                       | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   2570000 | PA      | $2639235.80   | 1.97%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    500000 | PA      | $520293.50    | 0.39%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                | JH North America Holdings Inc                                                    | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    190000 | PA      | $191777.83    | 0.14%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                              | Viasat Inc                                                                       | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    450000 | PA      | $390253.24    | 0.29%             | 2031-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    330000 | PA      | $333275.25    | 0.25%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                         | Sands China Ltd                                                                  | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   1340000 | PA      | $1183321.57   | 0.88%             | 2031-08-08      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| AGNC INVESTMENT CORP                                    | AGNC Investment Corp                                                             | CUSIP: 00123Q872<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               | CORP              | US        |     17121 | NS      | $429908.31    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Boost Newco Borrower LLC                                | BOOST NEWCO BORROWER LLC                                                         | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |   1144257 | PA      | $1148548.14   | 0.86%             | 2031-01-31      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                       | General Motors Co                                                                | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    140000 | PA      | $148378.44    | 0.11%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                             | MetLife Inc                                                                      | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    500000 | PA      | $670175.00    | 0.50%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                                | Provincia de Buenos Aires/Government Bonds                                       | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |    441119 | PA      | $318157.18    | 0.24%             | 2037-09-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                             | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    492000 | PA      | $498519.00    | 0.37%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                   | Reynolds American Inc                                                            | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    610000 | PA      | $589011.72    | 0.44%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $808450.71    | 0.60%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NAC5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1138042.90   | 0.85%             | 2033-03-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                     | Bank of Nova Scotia/The                                                          | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $522181.96    | 0.39%             | 2032-02-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                   | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    310000 | PA      | $325722.74    | 0.24%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Flutter Entertainment Public Limited Company            | FLUTTER ENTERTAINMENT PLC                                                        | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    689500 | PA      | $688638.13    | 0.51%             | 2030-11-30      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2020-3 Ltd                                                              | CUSIP: 92918NBE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    490000 | PA      | $490609.81    | 0.37%             | 2038-01-20      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                          | 280 Park Avenue 2017-280P Mortgage Trust                                         | CUSIP: 90205FAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $211452.30    | 0.16%             | 2034-09-15      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                                  | RB Global Holdings Inc                                                           | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    180000 | PA      | $189451.69    | 0.14%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                   | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-102585.87   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                        | Getty Images Inc                                                                 | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59602.20     | 0.04%             | 2030-02-21      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| MFA FINANCIAL INC                                       | MFA Financial Inc                                                                | CUSIP: 55272X508<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EP               | CORP              | US        |      9538 | NS      | $224333.76    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MICHAELS COS INC/THE                                    | Michaels Cos Inc/The                                                             | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    190000 | PA      | $152855.34    | 0.11%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1150000 | PA      | $1157516.62   | 0.86%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bear Mountain Park CLO, Ltd                             | Bear Mountain Park CLO Ltd                                                       | CUSIP: 07403KAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    390000 | PA      | $396936.03    | 0.30%             | 2037-07-15      | Floating      | 10.21%                | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                    | Las Vegas Sands Corp                                                             | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    690000 | PA      | $712095.07    | 0.53%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                 | American Axle & Manufacturing Inc                                                | CUSIP: 02406PAU4<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    440000 | PA      | $440188.58    | 0.33%             | 2027-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                       | Johnson & Johnson                                                                | CUSIP: 478160CN2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993586.00    | 0.74%             | 2025-09-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                     | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    340000 | PA      | $339075.68    | 0.25%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United Air Lines, Inc.                                  | UNITED AIRLINES INC                                                              | CUSIP: 90932RAP9<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |    722800 | PA      | $725285.93    | 0.54%             | 2031-02-22      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                                 | Aircastle Ltd / Aircastle Ireland DAC                                            | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    330000 | PA      | $332921.39    | 0.25%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                           | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    320000 | PA      | $286436.28    | 0.21%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                 | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    740000 | PA      | $521359.53    | 0.39%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                         | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    220000 | PA      | $226399.36    | 0.17%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| X Corp (f/k/a Twitter Inc)                              | X CORP                                                                           | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    670000 | PA      | $652412.50    | 0.49%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| JB POINDEXTER & CO INC                                  | JB Poindexter & Co Inc                                                           | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |    330000 | PA      | $336253.11    | 0.25%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6992.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                     | Sprint Capital Corp                                                              | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     30000 | PA      | $36409.59     | 0.03%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Nexus Buyer LLC                                         | NEXUS BUYER LLC                                                                  | CUSIP: 65343UAH5<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |    248752 | PA      | $249756.52    | 0.19%             | 2031-07-31      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                 | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $311758.20    | 0.23%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                       | Kinder Morgan Inc                                                                | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    190000 | PA      | $219456.04    | 0.16%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                        | AMC Networks Inc                                                                 | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $363125.00    | 0.27%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                    | Mercedes-Benz Finance North America LLC                                          | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1189411.61   | 0.89%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                   | American Airlines Inc                                                            | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    620000 | PA      | $650478.58    | 0.49%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                    | Provincia de Cordoba                                                             | CUSIP: 74408DAD6<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |    560000 | PA      | $558581.48    | 0.42%             | 2027-06-01      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| APH/APH2/APH3/AQUARIAN                                  | APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $399262.50    | 0.30%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                           | Citigroup Commercial Mortgage Trust 2015-GC29                                    | CUSIP: 17323VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $178700.00    | 0.13%             | 2048-04-10      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    260000 | PA      | $266728.61    | 0.20%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                                | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd                                 | CUSIP: 84859BAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    409909 | PA      | $294109.91    | 0.22%             | 2030-03-12      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| TITAN INTERNATIONAL INC                                 | Titan International Inc                                                          | CUSIP: 88830MAM4<br>LEI: 254900CXRGBE7C4B5A06 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211003.80    | 0.16%             | 2028-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                  | CVS Pass-Through Trust                                                           | CUSIP: 126650BP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    147827 | PA      | $149942.65    | 0.11%             | 2028-12-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                                   | CUSIP: 05565AAN3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1090000 | PA      | $1092540.14   | 0.82%             | N/A             | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    240000 | PA      | $246417.78    | 0.18%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                          | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $530220.60    | 0.40%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                  | CVS Pass-Through Trust                                                           | CUSIP: 126650BC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    119840 | PA      | $121439.66    | 0.09%             | 2028-01-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499789.48    | 0.37%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1498869.20   | 1.12%             | 2026-03-24      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                 | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1503328.29   | 1.12%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                     | SkyMiles IP Ltd                                                                  | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |    199306 | PA      | $200839.12    | 0.15%             | 2027-10-20      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Prime Mortgage Trust                                    | Prime Mortgage Trust 2005-2                                                      | CUSIP: 74160MJA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    702212 | PA      | $36710.15     | 0.03%             | 2032-10-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                     | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    390000 | PA      | $269491.29    | 0.20%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                                | Connect Finco SARL / Connect US Finco LLC                                        | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1090000 | PA      | $1096952.02   | 0.82%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Starwood Property Mortgage LLC                          | STARWOOD PROPERTY MORTGAGE LLC                                                   | CUSIP: 85570DAK8<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              | CORP              | US        |    345612 | PA      | $346368.63    | 0.26%             | 2027-11-18      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                        | Altria Group Inc                                                                 | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $862841.31    | 0.64%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    750000 | PA      | $720509.69    | 0.54%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                  | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $475314.25    | 0.35%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                 | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1800000 | PA      | $1795318.88   | 1.34%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    130000 | PA      | $138308.04    | 0.10%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    500000 | PA      | $511888.50    | 0.38%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                           | UBS Commercial Mortgage Trust 2018-C15                                           | CUSIP: 90278LBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    285000 | PA      | $271373.61    | 0.20%             | 2051-12-15      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                      | Panama Government International Bond                                             | CUSIP: 698299BG8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1650000 | PA      | $1143103.50   | 0.85%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                   | Indonesia Government International Bond                                          | CUSIP: 455780CD6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1670000 | PA      | $1647644.34   | 1.23%             | 2028-01-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TCW Ltd                                                 | TCW CLO 2020-1 Ltd                                                               | CUSIP: 87190CBQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    170000 | PA      | $169785.34    | 0.13%             | 2034-04-20      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                      | Credit Agricole SA                                                               | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1080000 | PA      | $1094412.60   | 0.82%             | N/A             | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                   | Indonesia Government International Bond                                          | CUSIP: 455780CA2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    300000 | PA      | $298890.82    | 0.22%             | 2027-07-18      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                    | Las Vegas Sands Corp                                                             | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1248088.61   | 0.93%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WW INTERNATIONAL INC                                    | WW INTERNATIONAL INC                                                             | CUSIP: 92941PAE3<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | LON              | CORP              | US        |    149391 | PA      | $135945.74    | 0.10%             | 2030-06-24      | Floating      | 11.12%                | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                          | Apidos CLO L                                                                     | CUSIP: 03771LAA2<br>LEI: 2549007IRDJIM26V8J63 | Long             | ABS-CBDO         | CORP              | KY        |    270000 | PA      | $269302.02    | 0.20%             | 2038-01-20      | Floating      | 9.37%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $240893.03    | 0.18%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $456804.16    | 0.34%             | 2045-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust 2016-BNK2                                         | CUSIP: 61690YBY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    430000 | PA      | $380414.94    | 0.28%             | 2049-11-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                   | Cellnex Finance Co SA                                                            | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |    500000 | PA      | $523741.86    | 0.39%             | 2033-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                    | Kraft Heinz Foods Co                                                             | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    340000 | PA      | $318391.03    | 0.24%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                                        | MODENA BUYER LLC                                                                 | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |    199000 | PA      | $192159.38    | 0.14%             | 2031-07-01      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                       | General Motors Co                                                                | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     82000 | PA      | $82149.69     | 0.06%             | 2025-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                 | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    790000 | PA      | $831776.78    | 0.62%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                  | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    250000 | PA      | $255872.75    | 0.19%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    220000 | PA      | $224013.46    | 0.17%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN NATURAL GAS                                    | Southern Natural Gas Co LLC                                                      | CUSIP: 84346LAA8<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |    800000 | PA      | $664502.10    | 0.50%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                   | Time Warner Cable LLC                                                            | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    720000 | PA      | $691700.21    | 0.52%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                     | Sprint Capital Corp                                                              | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    420000 | PA      | $450990.24    | 0.34%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 B PTT                                 | United Airlines 2020-1 Class B Pass Through Trust                                | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    222691 | PA      | $222433.77    | 0.17%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                   | Continental Resources Inc/OK                                                     | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $196645.53    | 0.15%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $250168.05    | 0.19%             | 2027-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                         | Nissan Motor Co Ltd                                                              | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $367240.28    | 0.27%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                 | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    310000 | PA      | $257300.00    | 0.19%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                  | EquipmentShare.com Inc                                                           | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    210000 | PA      | $223427.37    | 0.17%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                     | CUSIP: 225401AZ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    770000 | PA      | $837808.66    | 0.63%             | 2033-08-12      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Connecticut Avenue Securities Trust 2024-R02                                     | CUSIP: 20754GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520000 | PA      | $525176.24    | 0.39%             | 2044-02-25      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | Bausch Health Cos Inc                                                            | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $70375.00     | 0.05%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                | Petrobras Global Finance BV                                                      | CUSIP: 71645WAS0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    920000 | PA      | $909225.14    | 0.68%             | 2041-01-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                                   | Petroleos del Peru SA                                                            | CUSIP: 716564AA7<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    670000 | PA      | $520194.32    | 0.39%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-25

**Name of Applicant:** Western Asset Premier Bond Fund

**Signature:** Christopher Berarducci

**Name of Signer:** Christopher Berarducci

**Title:** Principal Financial Officer