# EDGAR Filing Document

**Accession Number:** 0001163792
**File Stem:** 0001752724-23-046440
**Filing Date:** 2023-2
**Character Count:** 137129
**Document Hash:** 452fe8dd41e886ad3575848327c5ecdb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046440.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046440

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** WESTERN ASSET PREMIER BOND FUND
- **CENTRAL INDEX KEY:** 0001163792
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10603
- **FILM NUMBER:** 23682458

**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:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-30

**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:** $191480366.97

**Total Liabilities:** $58193784.01

**Net Assets:** $133286582.96

**Cash Not Reported:** $387755.35

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1837.78000000 | **1-Year:** 7770.96000000 | **5-Year:** 28875.51000000 | **10-Year:** 25174.39000000 | **30-Year:** 1215.25000000

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

- **3-Month:** 8.21000000 | **1-Year:** 4729.81000000 | **5-Year:** 13119.85000000 | **10-Year:** 4146.77000000 | **30-Year:** 2.66000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | 1.89%                | 6.82%                | 1.78%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-850406.58              | $1624869.19                                |
| Month 2  | $-1044031.36             | $7053079.25                                |
| Month 3  | $-844185.11              | $-1020890.92                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CONTINENTAL RESOURCES                                   | Continental Resources Inc/OK                                                    | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    210000 | PA      | $192756.90    | 0.14%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Origen Manufactured Housing                             | Origen Manufactured Housing Contract Trust 2006-A                               | CUSIP: 68620BAB8<br>LEI: 549300IF0XI4ZS5JC782 | Long             | ABS-O            | CORP              | US        |    350313 | PA      | $307038.27    | 0.23%             | 2037-10-15      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                | Altice France Holding SA                                                        | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    620000 | PA      | $367313.87    | 0.28%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                             | Netflix Inc                                                                     | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    310000 | PA      | $319599.89    | 0.24%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS NV                                      | NatWest Markets NV                                                              | CUSIP: 00077TAA2<br>LEI: X3CZP3CK64YBHON1LE12 | Long             | DBT              | CORP              | NL        |    140000 | PA      | $140340.69    | 0.11%             | 2023-05-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $986925.84    | 0.74%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $410882.38    | 0.31%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                         | Sands China Ltd                                                                 | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    240000 | PA      | $211233.60    | 0.16%             | 2030-06-18      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                | Diversified Healthcare Trust                                                    | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $76267.06     | 0.06%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                    | CUSIP: 06738EBG9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    320000 | PA      | $311713.84    | 0.23%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                  | Credit Suisse Group AG                                                          | CUSIP: 225401AZ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    770000 | PA      | $677518.36    | 0.51%             | 2033-08-12      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                         | NCL Finance Ltd                                                                 | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    700000 | PA      | $517629.93    | 0.39%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1816798.48   | 1.36%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                         | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    550000 | PA      | $503250.63    | 0.38%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                     | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $294697.92    | 0.22%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                    | Freeport-McMoRan Inc                                                            | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    220000 | PA      | $208154.58    | 0.16%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                     | Delta Air Lines Inc                                                             | CUSIP: 247361ZU5<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    310000 | PA      | $294192.56    | 0.22%             | 2024-10-28      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Merit Securities Corporation                            | MERIT Securities Corp                                                           | CUSIP: 589962DH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    442672 | PA      | $400889.03    | 0.30%             | 2032-09-28      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                  | BBVA Bancomer SA/Texas                                                          | CUSIP: 05533UAF5<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $269769.44    | 0.20%             | 2033-01-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                       | General Motors Co                                                               | CUSIP: 37045VAN0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    750000 | PA      | $706488.74    | 0.53%             | 2027-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                        | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   2090000 | PA      | $2090566.68   | 1.57%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                           | CoreCivic Inc                                                                   | CUSIP: 21871NAB7<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |    930000 | PA      | $955007.70    | 0.72%             | 2026-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                             | CUSIP: 71654QBE1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    360000 | PA      | $212148.00    | 0.16%             | 2044-06-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                | CUSIP: 126307BK2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1008000.00   | 0.76%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                          | Bear Stearns Asset Backed Securities Trust 2006-SD3                             | CUSIP: 073888AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    177437 | PA      | $117927.12    | 0.09%             | 2036-08-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                    | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   2400000 | PA      | $1617581.40   | 1.21%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                             | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $449133.18    | 0.34%             | 2045-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                           | UniCredit SpA                                                                   | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $393524.82    | 0.30%             | 2029-09-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EG ACQUISITION CORP-A                                   | EG ACQUISITION CORP-A -CW28                                                     | CUSIP: 26846A118<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10040 | NS      | $1937.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAJ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $474926.88    | 0.36%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES GROUP                                 | American Airlines Group Inc                                                     | CUSIP: 02376RAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570000 | PA      | $483689.35    | 0.36%             | 2025-03-01      | Fixed         | 3.75%                 | 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        |    208829 | PA      | $182832.27    | 0.14%             | 2035-03-25      | Floating      | 4.93%                 | 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      | $79106.40     | 0.06%             | 2027-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                     | Delta Air Lines Inc                                                             | CUSIP: 247361ZP6<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1090963.50   | 0.82%             | 2023-04-19      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                 | Nissan Motor Acceptance Co LLC                                                  | CUSIP: 654740BT5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1274112.24   | 0.96%             | 2028-03-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                   | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    990000 | PA      | $786421.07    | 0.59%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                | Altice France Holding SA                                                        | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    910000 | PA      | $695831.50    | 0.52%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                   | Tenet Healthcare Corp                                                           | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    670000 | PA      | $644901.80    | 0.48%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                         | United States Treasury Note/Bond                                                | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    550000 | PA      | $520437.50    | 0.39%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                            | Centene Corp                                                                    | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2940000 | PA      | $2492017.50   | 1.87%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                | EQM Midstream Partners LP                                                       | CUSIP: 26885BAN0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    280000 | PA      | $270172.00    | 0.20%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1184000.00   | 0.89%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AHOLD LEASE SERIES 2001-                                | Ahold Lease Series 2001-A-2 Pass Through Trust                                  | CUSIP: 00868PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112473 | PA      | $115651.13    | 0.09%             | 2025-01-02      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                     | Altice Financing SA                                                             | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $157687.57    | 0.12%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                      | Angolan Government International Bond                                           | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    400000 | PA      | $352112.00    | 0.26%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                        | Altria Group Inc                                                                | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $756853.87    | 0.57%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  33080000 | PA      | $1572201.84   | 1.18%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                    | Freeport-McMoRan Inc                                                            | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    580000 | PA      | $524491.10    | 0.39%             | 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      | $1068392.91   | 0.80%             | 2026-02-01      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                           | DISH DBS Corp                                                                   | CUSIP: 25470XAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $419082.25    | 0.31%             | 2024-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                     | Delta Air Lines Inc                                                             | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    260000 | PA      | $266076.20    | 0.20%             | 2026-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                   | CUSIP: 097023AU9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $611728.45    | 0.46%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                                 | Standard Industries Inc/NJ                                                      | CUSIP: 853496AC1<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    592000 | PA      | $547137.09    | 0.41%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY CORP                                     | Sunnova Energy Corp                                                             | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89464.00     | 0.07%             | 2026-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                    | Fannie Mae Trust 2004-W15                                                       | CUSIP: 31394BZ72<br>LEI: 549300KIT83OL5QXFU28 | Long             | ABS-MBS          | USGSE             | US        |     52279 | PA      | $53566.49     | 0.04%             | 2044-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTON RESOURCES LLC                                | Burlington Resources LLC                                                        | CUSIP: 12201PAN6<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |    450000 | PA      | $518448.92    | 0.39%             | 2031-12-01      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                       | DISH Network Corp                                                               | CUSIP: 25470MAF6<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $925920.00    | 0.69%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                       | General Motors Co                                                               | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137613.96    | 0.10%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                 | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    242000 | PA      | $224497.37    | 0.17%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SAGA PLC                                                | Saga PLC                                                                        | CUSIP: 000000000<br>LEI: 2138004WWUJN94K2LH95 | Long             | DBT              | CORP              | GB        |    460000 | PA      | $501826.08    | 0.38%             | 2024-05-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                         | United States Treasury Note/Bond                                                | CUSIP: 91282CFG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $489628.91    | 0.37%             | 2024-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                             | Lennar Corp                                                                     | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241436.20    | 0.18%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                        | Vmed O2 UK Financing I PLC                                                      | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   1040000 | PA      | $846877.20    | 0.64%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE 2019                                    | Huarong Finance 2019 Co Ltd                                                     | CUSIP: 000000000<br>LEI: 549300M6T6OW4AGYHK10 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $192500.40    | 0.14%             | 2023-09-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                    | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    390000 | PA      | $272389.06    | 0.20%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    720000 | PA      | $575870.40    | 0.43%             | 2028-04-01      | Fixed         | 5.50%                 | 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        |      2023 | PA      | $1619.88      | 0.00%             | 2032-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1783620.20   | 1.34%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Prime Mortgage Trust                                    | Prime Mortgage Trust 2005-5                                                     | CUSIP: 74160MLU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1268201 | PA      | $39904.96     | 0.03%             | 2034-07-25      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| TECK RESOURCES LIMITED                                  | Teck Resources Ltd                                                              | CUSIP: 878742AS4<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $201277.59    | 0.15%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                     | Sprint Capital Corp                                                             | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    420000 | PA      | $436881.90    | 0.33%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                | American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    170000 | PA      | $155679.34    | 0.12%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STONEMOR INC                                            | StoneMor Inc                                                                    | CUSIP: 86184WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $344559.00    | 0.26%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                     | Suzano Austria GmbH                                                             | CUSIP: 05674XAA9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    950000 | PA      | $954171.14    | 0.72%             | 2026-07-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                               | Orange SA                                                                       | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $735834.47    | 0.55%             | 2031-03-01      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                    | CUSIP: 20030NAC5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1155294.53   | 0.87%             | 2033-03-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                                     | Minejesa Capital BV                                                             | CUSIP: 602736AA8<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |    810000 | PA      | $712962.00    | 0.53%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA/France                                                         | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    360000 | PA      | $275153.40    | 0.21%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| H&E EQUIPMENT SERVICES                                  | H&E Equipment Services Inc                                                      | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |    750000 | PA      | $640158.75    | 0.48%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AAA Trust                                               | Financial Asset Securities Corp AAA Trust 2005-1                                | CUSIP: 31738PAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    157214 | PA      | $147667.89    | 0.11%             | 2035-02-27      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                   | Argentine Republic Government International Bond                                | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     43394 | PA      | $11627.74     | 0.01%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                 | Goldman Sachs & Co                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |  -5768399 | PA      | $-5768399.17  | -4.33%            |  |  |  | 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        |    126150 | PA      | $102060.22    | 0.08%             | 2024-11-20      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                        | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    290000 | PA      | $192076.89    | 0.14%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                     | General Electric Co                                                             | CUSIP: 369604BQ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    260000 | PA      | $256410.05    | 0.19%             | N/A             | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                      | CUSIP: 444859BF8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1152135.60   | 0.86%             | 2027-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                      | Seagate HDD Cayman                                                              | CUSIP: 81180WAL5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |   1220000 | PA      | $1188548.40   | 0.89%             | 2025-01-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA SPA                                      | Telecom Italia SpA/Milano                                                       | CUSIP: 87927YAA0<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |    250000 | PA      | $237375.00    | 0.18%             | 2024-05-30      | Fixed         | 5.30%                 | 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        |      5493 | PA      | $5310.17      | 0.00%             | 2033-03-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                         | United States Treasury Note/Bond                                                | CUSIP: 912828R69<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1250000 | PA      | $1235302.74   | 0.93%             | 2023-05-31      | Fixed         | 1.62%                 | 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      | $1902268.75   | 1.43%             | 2033-10-29      | Fixed         | 3.40%                 | 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        |     43987 | PA      | $41533.22     | 0.03%             | 2034-04-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| RUSSIA GOVT BOND - OFZ                                  | Russian Federal Bond - OFZ                                                      | CUSIP: 000000000<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |  79160000 | PA      | $289806.10    | 0.22%             | 2028-01-19      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                 | BPCE SA                                                                         | CUSIP: 05578QAB9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $979508.00    | 0.73%             | 2024-07-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                       | Chile Government International Bond                                             | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1960000 | PA      | $1414801.09   | 1.06%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                  | Match Group Holdings II LLC                                                     | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    500000 | PA      | $384082.00    | 0.29%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                  | CVS Pass-Through Trust                                                          | CUSIP: 126650BC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220335 | PA      | $217988.49    | 0.16%             | 2028-01-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $920866.11    | 0.69%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARSTONS ISSUER PLC                                     | Marston's Issuer PLC                                                            | CUSIP: 000000000<br>LEI: 213800HQB746UJ9UWM15 | Long             | DBT              | CORP              | GB        |    540000 | PA      | $486590.41    | 0.37%             | 2035-07-16      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                  | CVS Pass-Through Trust                                                          | CUSIP: 126650BS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285309 | PA      | $297054.78    | 0.22%             | 2032-01-10      | Fixed         | 7.51%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co                          | Structured Asset Securities Corp                                                | CUSIP: 863572TZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65389 | PA      | $65320.20     | 0.05%             | 2027-07-15      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                    | Range Resources Corp                                                            | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309537.00    | 0.23%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BRASKEM AMERICA FINANCE                                 | Braskem America Finance Co                                                      | CUSIP: 000000000<br>LEI: 254900QMQAJ26H49CL75 | Long             | DBT              | CORP              | US        |    920000 | PA      | $873527.26    | 0.66%             | 2041-07-22      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                   | Time Warner Cable LLC                                                           | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    720000 | PA      | $716958.35    | 0.54%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                      | Credit Agricole SA                                                              | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1080000 | PA      | $1097496.00   | 0.82%             | N/A             | Fixed         | 8.12%                 | 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      | $1235921.98   | 0.93%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                            | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1560000 | PA      | $1262084.80   | 0.95%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                  | Credit Suisse Group AG                                                          | CUSIP: 225401AR9<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1440000 | PA      | $940581.32    | 0.71%             | N/A             | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                             | CUSIP: 48126HAC4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $389558.00    | 0.29%             | N/A             | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                     | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HAT4<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1320000 | PA      | $1269666.62   | 0.95%             | 2024-06-26      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AJ5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    440000 | PA      | $440344.42    | 0.33%             | 2024-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                                           | ArcelorMittal SA                                                                | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    430000 | PA      | $438179.89    | 0.33%             | 2039-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                    | Range Resources Corp                                                            | CUSIP: 75281AAS8<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    190000 | PA      | $180791.28    | 0.14%             | 2025-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                    | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $973725.60    | 0.73%             | 2026-05-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                   | Vale Overseas Ltd                                                               | CUSIP: 91911TAK9<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    940000 | PA      | $992709.12    | 0.74%             | 2039-11-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                       | NatWest Group PLC                                                               | CUSIP: 780099CH8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1330000 | PA      | $1317684.60   | 0.99%             | 2024-05-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                         | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $965264.80    | 0.72%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                             | GSAMP Trust 2003-SEA2                                                           | CUSIP: 36228FYS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    416305 | PA      | $382144.04    | 0.29%             | 2033-07-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | Bausch Health Cos Inc                                                           | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    370000 | PA      | $236027.38    | 0.18%             | 2028-06-01      | Fixed         | 4.88%                 | 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        |     23158 | PA      | $22167.73     | 0.02%             | 2033-03-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                         | Sands China Ltd                                                                 | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    410000 | PA      | $335507.95    | 0.25%             | 2029-03-08      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                   | Indonesia Government International Bond                                         | CUSIP: 455780CA2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    300000 | PA      | $290521.09    | 0.22%             | 2027-07-18      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAL5<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    760000 | PA      | $746424.80    | 0.56%             | 2024-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                  | Williams Cos Inc/The                                                            | CUSIP: 969457BW9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59378.18     | 0.04%             | 2024-06-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                  | Diamondback Energy Inc                                                          | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    400000 | PA      | $351804.54    | 0.26%             | 2029-12-01      | Fixed         | 3.50%                 | 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        |     34530 | PA      | $34312.91     | 0.03%             | 2037-03-25      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                       | DISH Network Corp                                                               | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    105000 | PA      | $66045.00     | 0.05%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                  | CUSIP: 98313RAG1<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $367568.00    | 0.28%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                         | United States Treasury Note/Bond                                                | CUSIP: 9128284X5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $1382270.72   | 1.04%             | 2023-08-31      | Fixed         | 2.75%                 | 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        |     53448 | PA      | $46862.02     | 0.04%             | 2035-03-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| PAR PHARMACEUTICAL INC                                  | Par Pharmaceutical Inc                                                          | CUSIP: 69888XAA7<br>LEI: 549300KK5WR4MGN4YT97 | Long             | DBT              | CORP              | US        |    330000 | PA      | $251492.89    | 0.19%             | 2027-04-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                           | CommScope Inc                                                                   | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    130000 | PA      | $93144.20     | 0.07%             | 2028-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                 | KazMunayGas National Co JSC                                                     | CUSIP: 48126PAA0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    770000 | PA      | $575020.60    | 0.43%             | 2033-04-14      | Fixed         | 3.50%                 | 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      | $768629.21    | 0.58%             | 2045-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SAMHALLSBYGGNADSBOLAGET                                 | Samhallsbyggnadsbolaget i Norden AB                                             | CUSIP: 000000000<br>LEI: 549300HX9MRFY47AH564 | Long             | DBT              | CORP              | SE        |    300000 | PA      | $239438.26    | 0.18%             | 2026-09-04      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1438057.25   | 1.08%             | 2026-03-24      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                  | Credit Suisse Group AG                                                          | CUSIP: 225401AX6<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    620000 | PA      | $541611.77    | 0.41%             | N/A             | Fixed         | 9.75%                 | 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        |     16039 | PA      | $13936.02     | 0.01%             | 2035-04-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                  | CVS Pass-Through Trust                                                          | CUSIP: 126650AQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    148645 | PA      | $147627.63    | 0.11%             | 2026-01-10      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                 | Goldman Sachs & Co                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |  -1231856 | PA      | $-1231855.51  | -0.92%            |  |  |  | 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        |    452887 | PA      | $417013.93    | 0.31%             | 2037-04-15      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                    | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAE8<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    920000 | PA      | $893960.61    | 0.67%             | 2027-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                         | United States Treasury Note/Bond                                                | CUSIP: 912828W71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5814023.46   | 4.36%             | 2024-03-31      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    780000 | PA      | $683693.40    | 0.51%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                             | CUSIP: 48126HAA8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2549560.00   | 1.91%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APCOA PARKING HOLDINGS G                                | APCOA Parking Holdings GmbH                                                     | CUSIP: 000000000<br>LEI: 529900H8FIYAOV5FUW68 | Long             | DBT              | CORP              | DE        |    320000 | PA      | $295779.21    | 0.22%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                | Banco Mercantil del Norte SA/Grand Cayman                                       | CUSIP: 05973KAB3<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    720000 | PA      | $597470.85    | 0.45%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                    | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    340000 | PA      | $326812.73    | 0.25%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings, LLC                              | Mileage Plus Holdings LLC                                                       | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1593000 | PA      | $1641387.38   | 1.23%             | 2027-06-21      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                 | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DH8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229778.64    | 0.17%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                  | CVS Pass-Through Trust                                                          | CUSIP: 126650BQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    262563 | PA      | $267449.40    | 0.20%             | 2030-01-10      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                   | Continental Resources Inc/OK                                                    | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $185780.92    | 0.14%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $397673.82    | 0.30%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                 | United Rentals North America Inc                                                | CUSIP: 911365BM5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $927120.00    | 0.70%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                         | Sands China Ltd                                                                 | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   1340000 | PA      | $1056263.16   | 0.79%             | 2031-08-08      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                            | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2128158.32   | 1.60%             | 2026-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                           | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    380000 | PA      | $316848.20    | 0.24%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRANSPORT DE GAS DEL SUR                                | Transportadora de Gas del Sur SA                                                | CUSIP: 893870AX3<br>LEI: 5299002TRC7IFQYSW596 | Long             | DBT              | CORP              | AR        |    300000 | PA      | $278455.51    | 0.21%             | 2025-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    750000 | PA      | $642837.55    | 0.48%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                  | Williams Cos Inc/The                                                            | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    443000 | PA      | $486336.44    | 0.36%             | 2031-01-15      | Fixed         | 7.50%                 | 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        |   2376707 | NS      | $2376707.26   | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                                | Provincia de Buenos Aires/Government Bonds                                      | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |    468827 | PA      | $163503.35    | 0.12%             | 2037-09-01      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                 | United Rentals North America Inc                                                | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104484.05    | 0.08%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                   | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2240579.12   | 1.68%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                 | American Axle & Manufacturing Inc                                               | CUSIP: 02406PAU4<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    900000 | PA      | $813206.64    | 0.61%             | 2027-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                               | CUSIP: 651229BB1<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    420000 | PA      | $409134.60    | 0.31%             | 2025-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                         | NGPL PipeCo LLC                                                                 | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    490000 | PA      | $512049.02    | 0.38%             | 2037-12-15      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                           | UniCredit SpA                                                                   | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    880000 | PA      | $808148.75    | 0.61%             | 2034-04-02      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                     | Delta Air Lines Inc                                                             | CUSIP: 247361ZX9<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1524044.13   | 1.14%             | 2025-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1046000 | PA      | $932872.11    | 0.70%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                   | CUSIP: 172967BL4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1056154.31   | 0.79%             | 2032-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TITAN INTERNATIONAL INC                                 | Titan International Inc                                                         | CUSIP: 88830MAM4<br>LEI: 254900CXRGBE7C4B5A06 | Long             | DBT              | CORP              | US        |    110000 | PA      | $103995.81    | 0.08%             | 2028-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                       | NatWest Group PLC                                                               | CUSIP: 780097AZ4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $150798.08    | 0.11%             | 2023-12-19      | Fixed         | 6.00%                 | 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        |   2720000 | PA      | $2438643.20   | 1.83%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                         | United States Treasury Note/Bond                                                | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1806015.62   | 1.35%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                    | CUSIP: 279158AL3<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    750000 | PA      | $709012.50    | 0.53%             | 2026-06-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bayview Financial Asset Trust                           | Bayview Financial Asset Trust 2007-SSR1                                         | CUSIP: 07325QAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    333795 | PA      | $319729.72    | 0.24%             | 2037-03-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                   | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    750000 | PA      | $659164.04    | 0.49%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                              | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-88525.84    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| JB POINDEXTER & CO INC                                  | JB Poindexter & Co Inc                                                          | CUSIP: 730481AJ7<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $985911.60    | 0.74%             | 2026-04-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                                 | Global Aircraft Leasing Co Ltd                                                  | CUSIP: 37960JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1949728 | PA      | $1661460.72   | 1.25%             | 2024-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                | CUSIP: 949746RG8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2245275.00   | 1.68%             | N/A             | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                           | DISH DBS Corp                                                                   | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    710000 | PA      | $573999.50    | 0.43%             | 2026-07-01      | Fixed         | 7.75%                 | 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      | $20194.56     | 0.02%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                              | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1097125.00   | 0.82%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                | EQM Midstream Partners LP                                                       | CUSIP: 26885BAK6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    230000 | PA      | $193521.33    | 0.15%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CORPORATE BACKED TRUST CERTIFICATES                     | CORP-BACKED TRUST CERTS                                                         | CUSIP: 21988G858<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     33900 | NS      | $33.90        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                 | Goldman Sachs & Co                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |  -1377904 | PA      | $-1377904.14  | -1.03%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                | Petrobras Global Finance BV                                                     | CUSIP: 71645WAS0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    920000 | PA      | $860358.64    | 0.65%             | 2041-01-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                   | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    800000 | PA      | $746111.22    | 0.56%             | 2028-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PACTIV LLC                                              | PACTIV LLC                                                                      | CUSIP: 880394AB7<br>LEI: 549300O4WTC6DL4JIE57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48370.29     | 0.04%             | 2025-12-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                      | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $465691.26    | 0.35%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                      | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1570393.17   | 1.18%             | 2029-02-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ANADARKO FINANCE CO                                     | Anadarko Finance Co                                                             | CUSIP: 032479AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    570000 | PA      | $571852.50    | 0.43%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LEGACY LIFEPOINT HEALTH                                 | Legacy LifePoint Health LLC                                                     | CUSIP: 53219LAS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $305064.00    | 0.23%             | 2027-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                                 | Standard Industries Inc/NJ                                                      | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    511000 | PA      | $460589.85    | 0.35%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                   | Indonesia Government International Bond                                         | CUSIP: 455780BT2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    300000 | PA      | $297912.33    | 0.22%             | 2025-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                  | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $171259.00    | 0.13%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                                | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd                                | CUSIP: 84859BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1169999 | PA      | $1175813.90   | 0.88%             | 2025-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WHEEL BIDCO LTD                                         | Wheel Bidco Ltd                                                                 | CUSIP: 000000000<br>LEI: 213800GGDN5YSVU1G348 | Long             | DBT              | CORP              | JE        |    250000 | PA      | $244253.24    | 0.18%             | 2026-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                  | Sequoia Mortgage Trust 2003-2                                                   | CUSIP: 81743PAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5189 | PA      | $4881.86      | 0.00%             | 2033-06-20      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                  | Credit Suisse Group AG                                                          | CUSIP: 225401AL2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    500000 | PA      | $359583.73    | 0.27%             | N/A             | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                        | FirstEnergy Corp                                                                | CUSIP: 337932AC1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    700000 | PA      | $789617.50    | 0.59%             | 2031-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                   | CUSIP: 893647BK2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    920000 | PA      | $935630.80    | 0.70%             | 2025-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                   | CUSIP: 172967GT2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497660.42    | 0.37%             | 2023-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CARRIAGE SERVICES INC                                   | Carriage Services Inc                                                           | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $636318.52    | 0.48%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                    | Las Vegas Sands Corp                                                            | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   2610000 | PA      | $2203981.69   | 1.65%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                    | Michaels Cos Inc/The                                                            | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    340000 | PA      | $227782.42    | 0.17%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE 2019                                    | Huarong Finance 2019 Co Ltd                                                     | CUSIP: 000000000<br>LEI: 549300M6T6OW4AGYHK10 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $198500.00    | 0.15%             | 2023-02-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oakwood Mortgage Investors Inc                          | Oakwood Mortgage Investors Inc                                                  | CUSIP: 67087TDP3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10623 | PA      | $10561.17     | 0.01%             | 2032-06-15      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                 | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1264140.00   | 0.95%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RUSSIA GOVT BOND - OFZ                                  | Russian Federal Bond - OFZ                                                      | CUSIP: 000000000<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |  61630000 | PA      | $225628.47    | 0.17%             | 2026-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                   | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $345377.19    | 0.26%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                           | DISH DBS Corp                                                                   | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    940000 | PA      | $666577.50    | 0.50%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                                 | Broadcom Corp / Broadcom Cayman Finance Ltd                                     | CUSIP: 11134LAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    500000 | PA      | $480933.56    | 0.36%             | 2025-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA/France                                                         | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $150305.64    | 0.11%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                              | Morgan Stanley ABS Capital I Inc Trust 2004-HE7                                 | CUSIP: 61744CGD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850899 | PA      | $792959.53    | 0.59%             | 2034-08-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                          | WaMu Mortgage Pass-Through Certificates Series 2004-AR6 Trust                   | CUSIP: 92922FSL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13576 | PA      | $13474.38     | 0.01%             | 2044-05-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                              | CUSIP: 29273VAL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    350000 | PA      | $304062.50    | 0.23%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp/The                                                         | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $1837010.00   | 1.38%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                       | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245092.69    | 0.18%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                              | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    610000 | PA      | $455212.50    | 0.34%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES INC                                     | Spirit Airlines Inc                                                             | CUSIP: 848577AB8<br>LEI: 549300DCAFIXFNFR3304 | Long             | DBT              | CORP              | US        |    800000 | PA      | $648000.00    | 0.49%             | 2026-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                      | Ford Motor Co                                                                   | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1277926.89   | 0.96%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                    | CUSIP: 90352JAF0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    820000 | PA      | $808785.16    | 0.61%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                    | CUSIP: 06738EBA2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $225124.00    | 0.17%             | N/A             | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                    | CUSIP: 62886HAP6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    760000 | PA      | $650512.89    | 0.49%             | 2024-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WW International Inc                                    | WW International Inc                                                            | CUSIP: 92941PAC7<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | LON              | CORP              | US        |    200000 | PA      | $115500.00    | 0.09%             | 2028-04-13      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                | Western Midstream Operating LP                                                  | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1925385.00   | 1.44%             | 2030-02-01      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                                        | IRB Holding Corp                                                                | CUSIP: 44988MAC9<br>LEI: 549300HVW4WNWYBXN830 | Long             | DBT              | CORP              | US        |    430000 | PA      | $429591.50    | 0.32%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                                | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd                                | CUSIP: 84859BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    220000 | PA      | $221420.10    | 0.17%             | 2025-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                   | CUSIP: 172967JM4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    900000 | PA      | $811755.00    | 0.61%             | N/A             | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                     | Sprint Capital Corp                                                             | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     30000 | PA      | $35770.65     | 0.03%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                            | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    500000 | PA      | $472982.46    | 0.35%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                                  | CUSIP: 05565AAN3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1010000 | PA      | $999367.20    | 0.75%             | N/A             | Fixed         | 7.38%                 | 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      | $1460258.20   | 1.10%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                    | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    680000 | PA      | $666104.20    | 0.50%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                | Petrobras Global Finance BV                                                     | CUSIP: 71647NAY5<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    710000 | PA      | $707319.75    | 0.53%             | 2028-01-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                     | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   2070000 | PA      | $1991535.14   | 1.49%             | 2026-01-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                       | EOG Resources Inc                                                               | CUSIP: 26875PAM3<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2173219.90   | 1.63%             | 2025-04-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                    | YPF SA                                                                          | CUSIP: 984245AL4<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    630000 | PA      | $529343.43    | 0.40%             | 2025-07-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                  | CVS Pass-Through Trust                                                          | CUSIP: 126650BP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240279 | PA      | $236760.02    | 0.18%             | 2028-12-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                | Western Midstream Operating LP                                                  | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1386966.00   | 1.04%             | 2050-02-01      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSPORT DE GAS PERU                                   | Transportadora de Gas del Peru SA                                               | CUSIP: 89388AAA0<br>LEI: 529900SKHHNI5HVI0Y66 | Long             | DBT              | CORP              | PE        |   1750000 | PA      | $1642638.32   | 1.23%             | 2028-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SUMMIT MID HLDS LLC / FI                                | Summit Midstream Holdings LLC / Summit Midstream Finance Corp                   | CUSIP: 86614WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $267075.20    | 0.20%             | 2026-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                       | Kinder Morgan Inc                                                               | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1374737.12   | 1.03%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                   | Indonesia Government International Bond                                         | CUSIP: 455780CD6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   2420000 | PA      | $2304201.09   | 1.73%             | 2028-01-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                               | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $742763.10    | 0.56%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| INTERGEN NV                                             | InterGen NV                                                                     | CUSIP: 45867XAG9<br>LEI: 549300E3XRGX2JMPEC79 | Long             | DBT              | CORP              | NL        |    210000 | PA      | $204153.36    | 0.15%             | 2023-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PAMPA ENERGIA SA                                        | Pampa Energia SA                                                                | CUSIP: 697660AA6<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |    280000 | PA      | $256662.14    | 0.19%             | 2027-01-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                    | Western Digital Corp                                                            | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    430000 | PA      | $405885.60    | 0.30%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Regal Trust IV                                          | Regal Trust IV                                                                  | CUSIP: 758842AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1212 | PA      | $1166.43      | 0.00%             | 2031-09-29      | Floating      | 2.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                 | Goldman Sachs & Co                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |  -3227121 | PA      | $-3227121.31  | -2.42%            |  |  |  | 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        |     11688 | PA      | $11545.88     | 0.01%             | 2028-02-25      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                | Western Midstream Operating LP                                                  | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82400.19     | 0.06%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                 | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-89594.32    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAD9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    350000 | PA      | $326219.25    | 0.24%             | 2038-07-15      | Fixed         | 7.50%                 | 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      | $251992.49    | 0.19%             | 2027-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                         | United States Treasury Note/Bond                                                | CUSIP: 912828ZC7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3267714.84   | 2.45%             | 2025-02-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                    | Colombia Government International Bond                                          | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    750000 | PA      | $547835.54    | 0.41%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                         | United States Treasury Note/Bond                                                | CUSIP: 91282CEA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $867919.92    | 0.65%             | 2024-02-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| RUSSIA GOVT BOND - OFZ                                  | Russian Federal Bond - OFZ                                                      | CUSIP: 000000000<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |  15790000 | PA      | $57807.46     | 0.04%             | 2029-05-23      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Prime Mortgage Trust                                    | Prime Mortgage Trust 2005-2                                                     | CUSIP: 74160MJA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1021871 | PA      | $71866.71     | 0.05%             | 2032-10-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                | EQT Corp                                                                        | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1187144.53   | 0.89%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                | American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    430000 | PA      | $414262.65    | 0.31%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                              | Sprint LLC                                                                      | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    760000 | PA      | $772301.36    | 0.58%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                    | Charter Communications Operating LLC                                            | CUSIP: 16117LBX6<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    484962 | PA      | $474293.25    | 0.36%             | 2027-02-01      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                  | Williams Cos Inc/The                                                            | CUSIP: 969457BM1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     39000 | PA      | $46071.75     | 0.03%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                           | CommScope Inc                                                                   | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31063.20     | 0.02%             | 2027-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                             | MetLife Inc                                                                     | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    500000 | PA      | $665455.00    | 0.50%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Hilton Worldwide Finance LLC                            | Hilton Worldwide Finance LLC                                                    | CUSIP: 43289DAH6<br>LEI: 549300406TN7EY0NPH20 | Long             | LON              | CORP              | US        |   3273291 | PA      | $3266957.18   | 2.45%             | 2026-06-22      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                          | CWABS Asset Backed Notes Trust 2007-Sea2                                        | CUSIP: 12671CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       884 | PA      | $872.93       | 0.00%             | 2047-08-25      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| SAGA PLC                                                | Saga PLC                                                                        | CUSIP: 000000000<br>LEI: 2138004WWUJN94K2LH95 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $272013.75    | 0.20%             | 2026-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                   | Continental Resources Inc/OK                                                    | CUSIP: 212015AN1<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    560000 | PA      | $545472.08    | 0.41%             | 2024-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                               | CUSIP: 404280BL2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $368123.89    | 0.28%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                  | Sequoia Mortgage Trust 2004-10                                                  | CUSIP: 81744FET0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3852 | PA      | $3425.20      | 0.00%             | 2034-11-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                 | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $909010.92    | 0.68%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                             | Lennar Corp                                                                     | CUSIP: 526057CV4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    430000 | PA      | $418879.19    | 0.31%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                         | United States Treasury Note/Bond                                                | CUSIP: 9128286Z8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $191687.50    | 0.14%             | 2024-06-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Investm                          | American Home Mortgage Investment Trust 2007-A                                  | CUSIP: 026933AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    437871 | PA      | $130845.88    | 0.10%             | 2046-07-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                    | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    130000 | PA      | $97999.20     | 0.07%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                     | SkyMiles IP Ltd                                                                 | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |    650000 | PA      | $663773.50    | 0.50%             | 2027-10-20      | Floating      | 7.99%                 | 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        |   1130000 | PA      | $1023804.97   | 0.77%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                      | Panama Government International Bond                                            | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   3400000 | PA      | $2530468.43   | 1.90%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                  | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   1370000 | PA      | $1110693.25   | 0.83%             | 2029-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                | Delta Air Lines Inc / SkyMiles IP Ltd                                           | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    340000 | PA      | $320113.24    | 0.24%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                      | Seagate HDD Cayman                                                              | CUSIP: 81180WAR2<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    260000 | PA      | $242822.87    | 0.18%             | 2027-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                    | CUSIP: 279158AC3<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     45000 | PA      | $44808.15     | 0.03%             | 2023-09-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                   | Reynolds American Inc                                                           | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    260000 | PA      | $222541.28    | 0.17%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| WW INTERNATIONAL INC                                    | WW International Inc                                                            | CUSIP: 98262PAA9<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | DBT              | CORP              | US        |    320000 | PA      | $160284.80    | 0.12%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                   | Cellnex Finance Co SA                                                           | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |    500000 | PA      | $395010.50    | 0.30%             | 2033-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                                   | Petroleos del Peru SA                                                           | CUSIP: 716564AA7<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |   1270000 | PA      | $983869.00    | 0.74%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                    | Provincia de Cordoba                                                            | CUSIP: 74408DAC8<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |    200000 | PA      | $162250.00    | 0.12%             | 2025-12-10      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1150000 | PA      | $932593.60    | 0.70%             | 2027-07-15      | Fixed         | 5.38%                 | 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        |    701040 | PA      | $667750.69    | 0.50%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                               | CUSIP: 404280BP3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1130000 | PA      | $1042899.98   | 0.78%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                       | General Motors Co                                                               | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132436.63    | 0.10%             | 2025-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                        | Peruvian Government International Bond                                          | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1540000 | PA      | $1277783.74   | 0.96%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                  | Lumen Technologies Inc                                                          | CUSIP: 156700AM8<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $718632.04    | 0.54%             | 2039-09-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                | Bellis Acquisition Co PLC                                                       | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    140000 | PA      | $138343.17    | 0.10%             | 2026-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                                 | Standard Industries Inc/NJ                                                      | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1278000 | PA      | $1044138.23   | 0.78%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                       | Kinder Morgan Inc                                                               | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    190000 | PA      | $214231.83    | 0.16%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                     | Suzano Austria GmbH                                                             | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |   1000000 | PA      | $841181.50    | 0.63%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APCOA PARKING HOLDINGS G                                | APCOA Parking Holdings GmbH                                                     | CUSIP: 000000000<br>LEI: 529900H8FIYAOV5FUW68 | Long             | DBT              | CORP              | DE        |    130000 | PA      | $120160.30    | 0.09%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                  | Adient Global Holdings Ltd                                                      | CUSIP: 00687YAA3<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    580000 | PA      | $540815.20    | 0.41%             | 2026-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                          | Banc of America Funding 2004-B Trust                                            | CUSIP: 05946XJP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    136118 | PA      | $108581.26    | 0.08%             | 2034-12-20      | Variable      | 2.37%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                                | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd       | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    828053 | PA      | $825073.90    | 0.62%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                | EQT Corp                                                                        | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $971633.50    | 0.73%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                    | Provincia de Cordoba                                                            | CUSIP: 74408DAD6<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |    560000 | PA      | $375200.00    | 0.28%             | 2027-06-01      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-27

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

**Signature:** Christopher Berarducci

**Name of Signer:** Christopher Berarducci

**Title:** Principal Financial Officer