# EDGAR Filing Document

**Accession Number:** 0001729678
**File Stem:** 0001775697-23-000107
**Filing Date:** 2023-2
**Character Count:** 281756
**Document Hash:** 7f2c495fe84bacf32520cf7f2fcdb989
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001775697-23-000107.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001775697-23-000107

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20230331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BNY Mellon Alcentra Global Multi-Strategy Credit Fund, Inc.
- **CENTRAL INDEX KEY:** 0001729678
- **IRS NUMBER:** 831155988
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23330
- **FILM NUMBER:** 23664159

**BUSINESS ADDRESS:**
- **STREET 1:** C/O BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10286
- **BUSINESS PHONE:** 212-922-6400

**MAIL ADDRESS:**
- **STREET 1:** C/O BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10286

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Dreyfus Alcentra Global Multi-Strategy Credit Fund, Inc.
- **DATE OF NAME CHANGE:** 20180626

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Dreyfus Alcentra Multi-Strategy Global Credit Fund, Inc.
- **DATE OF NAME CHANGE:** 20180130

## Nport-Ex

STATEMENT OF INVESTMENTS<br>BNY Mellon Alcentra Global Multi-Strategy Credit Fund

December 31, 2022 (Unaudited)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | <sup>a,b</sup>  | Value ($) |
| **Bonds and Notes - 88.2%**  | **Bonds and Notes - 88.2%**  | **Bonds and Notes - 88.2%**  | **Bonds and Notes - 88.2%**  |  |  |  |
| **Advertising - .6%**  | **Advertising - .6%**  | **Advertising - .6%**  | **Advertising - .6%**  |  |  |  |
| Clear Channel Outdoor Holdings Inc., Gtd. Notes |  | 7.75 | 4/15/2028 | 90000 | <sup>c</sup>  | 65817 |
| Clear Channel Outdoor Holdings Inc., Sr. Scd. Notes |  | 5.13 | 8/15/2027 | 595000 | <sup>c</sup>  | 516847 |
| Summer BC Holdco B SARL, Sr. Scd. Bonds | EUR | 5.75 | 10/31/2026 | 530000 | <sup>c</sup>  | 485784 |
|  |  |  |  |  | **1068448** | **1068448** |
| **Aerospace & Defense - .8%**  | **Aerospace & Defense - .8%**  | **Aerospace & Defense - .8%**  | **Aerospace & Defense - .8%**  |  |  |  |
| Bombardier Inc., Sr. Unscd. Notes |  | 7.50 | 3/15/2025 | 46000 | <sup>c</sup>  | 45649 |
| Spirit AeroSystems Inc., Scd. Notes |  | 7.50 | 4/15/2025 | 350000 | <sup>c</sup>  | 346608 |
| Spirit AeroSystems Inc., Sr. Scd. Notes |  | 9.38 | 11/30/2029 | 88000 | <sup>c</sup>  | 92748 |
| TransDigm Inc., Gtd. Notes |  | 4.88 | 5/1/2029 | 157000 |  | 137143 |
| TransDigm Inc., Gtd. Notes |  | 5.50 | 11/15/2027 | 730000 |  | 686988 |
|  |  |  |  |  | **1309136** | **1309136** |
| **Airlines - .4%**  | **Airlines - .4%**  | **Airlines - .4%**  | **Airlines - .4%**  |  |  |  |
| Air Canada, Sr. Scd. Notes |  | 3.88 | 8/15/2026 | 190000 | <sup>c</sup>  | 168612 |
| American Airlines Inc., Sr. Scd. Notes |  | 5.50 | 4/20/2026 | 100000 | <sup>c</sup>  | 96340 |
| American Airlines Inc., Sr. Scd. Notes |  | 5.75 | 4/20/2029 | 280000 | <sup>c</sup>  | 256413 |
| Delta Air Lines Inc., Sr. Scd. Notes |  | 4.75 | 10/20/2028 | 180000 | <sup>c</sup>  | 169472 |
|  |  |  |  |  | **690837** | **690837** |
| **Automobiles & Components - 1.9%**  | **Automobiles & Components - 1.9%**  | **Automobiles & Components - 1.9%**  | **Automobiles & Components - 1.9%**  |  |  |  |
| Clarios Global LP, Gtd. Notes |  | 8.50 | 5/15/2027 | 350000 | <sup>c</sup>  | 342495 |
| Clarios Global LP, Sr. Scd. Notes |  | 6.25 | 5/15/2026 | 170000 | <sup>c</sup>  | 166424 |
| Dealer Tire LLC, Sr. Unscd. Notes |  | 8.00 | 2/1/2028 | 549000 | <sup>c</sup>  | 483918 |
| Faurecia SE, Sr. Unscd. Bonds | EUR | 7.25 | 6/15/2026 | 320000 |  | 346456 |
| Ford Motor Credit Co., Sr. Unscd. Notes |  | 4.00 | 11/13/2030 | 380000 |  | 312666 |
| Ford Motor Credit Co., Sr. Unscd. Notes | GBP | 4.54 | 3/6/2025 | 400000 |  | 460778 |
| IHO Verwaltungs GmbH, Sr. Scd. Bonds |  | 6.00 | 5/15/2027 | 200000 | <sup>c,d</sup>  | 175905 |
| IHO Verwaltungs GmbH, Sr. Scd. Notes | EUR | 3.88 | 5/15/2027 | 410000 | <sup>c,d</sup>  | 372459 |
| Jaguar Land Rover Automotive PLC, Gtd. Notes | EUR | 5.88 | 11/15/2024 | 340000 | <sup>c</sup>  | 344463 |
| Standard Profil Automotive GmbH, Sr. Scd. Bonds | EUR | 6.25 | 4/30/2026 | 490000 | <sup>c</sup>  | 322071 |
|  |  |  |  |  | **3327635** | **3327635** |
| **Banks - .2%**  | **Banks - .2%**  | **Banks - .2%**  | **Banks - .2%**  |  |  |  |
| Citigroup Inc., Jr. Sub. Notes, Ser. U |  | 5.00 | 9/12/2024 | 200000 | <sup>e</sup>  | 178502 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | <sup>a,b</sup>  | Value ($) |
| **Bonds and Notes - 88.2% (continued)** | **Bonds and Notes - 88.2% (continued)** | **Bonds and Notes - 88.2% (continued)** | **Bonds and Notes - 88.2% (continued)** |  |  |  |
| **Banks - .2% (continued)** | **Banks - .2% (continued)** | **Banks - .2% (continued)** | **Banks - .2% (continued)** |  |  |  |
| JPMorgan Chase & Co., Jr. Sub. Notes, Ser. HH |  | 4.60 | 2/1/2025 | 160000 | <sup>e</sup>  | 141400 |
|  |  |  |  |  | **319902** | **319902** |
| **Beverage Products - .1%**  | **Beverage Products - .1%**  | **Beverage Products - .1%**  | **Beverage Products - .1%**  |  |  |  |
| Primo Water Holdings Inc., Gtd. Notes |  | 4.38 | 4/30/2029 | 260000 | <sup>c</sup>  | **224841** |
| **Building Materials - ..3%**  | **Building Materials - ..3%**  | **Building Materials - ..3%**  | **Building Materials - ..3%**  |  |  |  |
| Eco Material Technologies Inc., Sr. Scd. Notes |  | 7.88 | 1/31/2027 | 387000 | <sup>c</sup>  | 370188 |
| Standard Industries Inc., Sr. Unscd. Notes |  | 4.75 | 1/15/2028 | 207000 | <sup>c</sup>  | 186579 |
|  |  |  |  |  | **556767** | **556767** |
| **Chemicals - 1.1%**  | **Chemicals - 1.1%**  | **Chemicals - 1.1%**  | **Chemicals - 1.1%**  |  |  |  |
| Consolidated Energy Finance SA, Gtd. Notes |  | 5.63 | 10/15/2028 | 344000 | <sup>c</sup>  | 292736 |
| Iris Holdings Inc., Sr. Unscd. Notes |  | 8.75 | 2/15/2026 | 294000 | <sup>c,d</sup>  | 252840 |
| Italmatch Chemicals SPA, Sr. Scd. Notes, 3 Month EURIBOR +4.75% | EUR | 6.93 | 9/30/2024 | 340000 | <sup>c,f</sup>  | 349701 |
| NOVA Chemicals Corp., Sr. Unscd. Notes |  | 4.88 | 6/1/2024 | 70000 | <sup>c</sup>  | 67885 |
| Olympus Water US Holding Corp., Sr. Scd. Notes | EUR | 3.88 | 10/1/2028 | 270000 | <sup>c</sup>  | 235532 |
| Olympus Water US Holding Corp., Sr. Scd. Notes |  | 4.25 | 10/1/2028 | 200000 | <sup>c</sup>  | 162631 |
| Olympus Water US Holding Corp., Sr. Unscd. Notes |  | 6.25 | 10/1/2029 | 380000 | <sup>c</sup>  | 288992 |
| Trinseo Materials Finance Inc., Gtd. Bonds |  | 5.13 | 4/1/2029 | 70000 | <sup>c</sup>  | 45431 |
| Trinseo Materials Finance Inc., Gtd. Notes |  | 5.38 | 9/1/2025 | 223000 | <sup>c</sup>  | 183770 |
|  |  |  |  |  | **1879518** | **1879518** |
| **Collateralized Loan Obligations Debt - 45.9%**  | **Collateralized Loan Obligations Debt - 45.9%**  | **Collateralized Loan Obligations Debt - 45.9%**  | **Collateralized Loan Obligations Debt - 45.9%**  |  |  |  |
| Adagio VIII DAC CLO, Ser. 8A, Cl. E, 3 Month EURIBOR +6.03% | EUR | 7.41 | 4/15/2032 | 3000000 | <sup>c,f</sup>  | 2593012 |
| Barings Euro DAC CLO, Ser. 2015-1A, CI. ERR, 3 Month EURIBOR +6.86% | EUR | 8.40 | 7/25/2035 | 1500000 | <sup>c,f</sup>  | 1270551 |
| Barings Euro DAC CLO, Ser. 2018-3A, Cl. E, 3 Month EURIBOR +5.79% | EUR | 7.37 | 7/27/2031 | 2150000 | <sup>c,f</sup>  | 1831008 |
| Barings Euro DAC CLO, Ser. 2019-1A, CI. ER, 3 Month EURIBOR +7.21% | EUR | 8.59 | 4/15/2036 | 1500000 | <sup>c,f</sup>  | 1220262 |
| Birch Grove 2 Ltd. CLO, Ser. 2021-2A, Cl. E, 3 Month LIBOR +6.95% |  | 11.18 | 10/19/2034 | 1250000 | <sup>c,f</sup>  | 1090010 |
| Birch Grove 3 Ltd. CLO, Ser. 2021-3A, Cl. E, 1 Month LIBOR +6.98% |  | 11.21 | 1/19/2035 | 2000000 | <sup>c,f</sup>  | 1797720 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | <sup>a,b</sup>  | Value ($) |
| **Bonds and Notes - 88.2% (continued)** | **Bonds and Notes - 88.2% (continued)** | **Bonds and Notes - 88.2% (continued)** | **Bonds and Notes - 88.2% (continued)** |  |  |  |
| **Collateralized Loan Obligations Debt - 45.9% (continued)** | **Collateralized Loan Obligations Debt - 45.9% (continued)** | **Collateralized Loan Obligations Debt - 45.9% (continued)** | **Collateralized Loan Obligations Debt - 45.9% (continued)** |  |  |  |
| BlueMountain Ltd. CLO, Ser. 2016-2A, CI. DR, 3 Month LIBOR +7.79% |  | 12.47 | 8/20/2032 | 2250000 | <sup>c,f</sup>  | 1883623 |
| Cairn VI DAC CLO, Ser. 2016-6A, Cl. FR, 3 Month EURIBOR +8.25% | EUR | 9.79 | 7/25/2029 | 2700000 | <sup>c,f</sup>  | 2382767 |
| Capital Four DAC CLO, Ser. 1A, CI. E, 3 Month EURIBOR +6.47% | EUR | 7.85 | 1/15/2033 | 1000000 | <sup>c,f</sup>  | 876855 |
| Carlyle Euro DAC CLO, Ser. 2017-1A, Cl. DR, 3 Month EURIBOR +6.47% | EUR | 7.85 | 7/15/2034 | 1000000 | <sup>c,f</sup>  | 867407 |
| Carlyle Euro DAC CLO, Ser. 2019-1A, CI. D, 3 Month EURIBOR +6.12% | EUR | 8.17 | 3/15/2032 | 4200000 | <sup>c,f</sup>  | 3616432 |
| Carlyle Global Market Strategies Euro DAC CLO, Ser. 2015-1A, CI. ER, 3 Month EURIBOR +8.03% | EUR | 9.41 | 1/16/2033 | 1000000 | <sup>c,f</sup>  | 764929 |
| Carlyle Global Market Strategies Euro DAC CLO, Ser. 2016-2A, Cl. DRR, 3 Month EURIBOR +6.14% | EUR | 7.52 | 4/15/2034 | 1500000 | <sup>c,f</sup>  | 1269887 |
| Cathedral Lake VIII Ltd. CLO, Ser. 2021-8A, Cl. E, 3 Month LIBOR +7.49% |  | 11.73 | 1/20/2035 | 1000000 | <sup>c,f</sup>  | 887601 |
| Contego VII DAC CLO, Ser. 7A, Cl. F, 3 Month EURIBOR +8.76% | EUR | 10.26 | 5/14/2032 | 3500000 | <sup>c,f</sup>  | 2915370 |
| CQS US Ltd. CLO, Ser. 2022-2A, Cl. E1, 3 Month TSFR +6.85% |  | 10.20 | 7/20/2031 | 1000000 | <sup>c,f</sup>  | 907712 |
| Crown Point 8 Ltd. CLO, Ser. 2019-8A, Cl. ER, 3 Month LIBOR +7.13% |  | 11.37 | 10/20/2034 | 3000000 | <sup>c,f</sup>  | 2790336 |
| CVC Cordatus Loan Fund XIV DAC CLO, Ser. 14A, Cl. E, 3 Month EURIBOR +5.90% | EUR | 7.72 | 5/22/2032 | 3000000 | <sup>c,f</sup>  | 2651710 |
| CVC Cordatus Loan Fund XVIII DAC CLO, Ser. 18A, Cl. FR, 3 Month EURIBOR +8.85% | EUR | 10.46 | 7/29/2034 | 2000000 | <sup>c,f</sup>  | 1612890 |
| Dryden 66 Euro DAC CLO, Ser. 2018-66A, CI. E, 3 Month EURIBOR +5.41% | EUR | 6.81 | 1/18/2032 | 2000000 | <sup>c,f</sup>  | 1636460 |
| Dryden 88 Euro DAC CLO, Ser. 2020-88A, Cl. E, 3 Month EURIBOR +6.01% | EUR | 7.47 | 7/20/2034 | 1000000 | <sup>c,f</sup>  | 831822 |
| Elevation Ltd. CLO, Ser. 2013-1A, Cl. D1R2, 3 Month LIBOR +7.65% |  | 12.26 | 8/15/2032 | 2500000 | <sup>c,f</sup>  | 2164668 |
| Elm Park DAC CLO, Ser. 1A, CI. DRR, 3 Month EURIBOR +6.16% | EUR | 7.54 | 4/15/2034 | 1167000 | <sup>c,f</sup>  | 1001907 |
| Fidelity Grand Harbour DAC CLO, Ser. 2021-1A, Cl. E, 3 Month EURIBOR +6.22% | EUR | 7.60 | 10/15/2034 | 1000000 | <sup>c,f</sup>  | 862259 |
| Fidelity Grand Harbour DAC CLO, Ser. 2021-1A, Cl. F, 3 Month EURIBOR +9.15% | EUR | 10.53 | 10/15/2034 | 1000000 | <sup>c,f</sup>  | 820499 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | <sup>a,b</sup>  | Value ($) |
| **Bonds and Notes - 88.2% (continued)** | **Bonds and Notes - 88.2% (continued)** | **Bonds and Notes - 88.2% (continued)** | **Bonds and Notes - 88.2% (continued)** |  |  |  |
| **Collateralized Loan Obligations Debt - 45.9% (continued)** | **Collateralized Loan Obligations Debt - 45.9% (continued)** | **Collateralized Loan Obligations Debt - 45.9% (continued)** | **Collateralized Loan Obligations Debt - 45.9% (continued)** |  |  |  |
| Franklin Park Place I LLC CLO, Ser. 2022-1A, Cl. E, 3 Month TSFR +7.50% |  | 11.33 | 4/14/2035 | 1300000 | <sup>c,f</sup>  | 1156297 |
| GoldenTree Loan Management EUR 4 DAC CLO, Ser. 4A, Cl. ER, 3 Month EURIBOR +6.07% | EUR | 7.53 | 7/20/2034 | 1500000 | <sup>c,f</sup>  | 1300740 |
| Greywolf II Ltd. CLO, Ser. 2013-1A, Cl. DRR, 3 Month LIBOR +7.05% |  | 11.13 | 4/15/2034 | 2000000 | <sup>c,f</sup>  | 1789780 |
| ICG Euro DAC CLO, Ser. 2021-1A, Cl. E, 3 Month EURIBOR +6.46% | EUR | 7.84 | 10/15/2034 | 1000000 | <sup>c,f</sup>  | 848945 |
| MidOcean Credit X CLO, Ser. 2019-10A, Cl. ER, 3 Month LIBOR +7.16% |  | 11.48 | 10/23/2034 | 4000000 | <sup>c,f</sup>  | 3324072 |
| Northwoods Capital 22 Ltd. CLO, Ser. 2020-22A, Cl. ER, 3 Month TSFR +8.19% |  | 12.59 | 9/1/2031 | 1100000 | <sup>c,f</sup>  | 951626 |
| Northwoods Capital 25 Ltd. CLO, Ser. 2021-25A, CI. E, 3 Month LIBOR +7.14% |  | 11.38 | 7/20/2034 | 3000000 | <sup>c,f</sup>  | 2579550 |
| Northwoods Capital 27 Ltd. CLO, Ser. 2021-27A, Cl. E, 3 Month LIBOR +7.04% |  | 11.12 | 10/17/2034 | 1150000 | <sup>c,f</sup>  | 933567 |
| Purple Finance 2 DAC CLO, Ser. 2A, Cl. E, 3 Month EURIBOR +6.40% | EUR | 7.86 | 4/20/2032 | 2600000 | <sup>c,f</sup>  | 2231388 |
| Purple Finance 2 DAC CLO, Ser. 2A, Cl. F, 3 Month EURIBOR +8.84% | EUR | 10.30 | 4/20/2032 | 2300000 | <sup>c,f</sup>  | 1897427 |
| Rockford Tower Europe DAC CLO, Ser. 2019-1A, Cl. E, 3 Month EURIBOR +6.03% | EUR | 7.49 | 1/20/2033 | 2000000 | <sup>c,f</sup>  | 1770081 |
| Sound Point XXIII CLO, Ser. 2019-2A, Cl. ER, 3 Month LIBOR +6.47% |  | 10.55 | 7/15/2034 | 4750000 | <sup>c,f</sup>  | 3828134 |
| Toro European 2 DAC CLO, Ser. 2A, Cl. ERR, 3 Month EURIBOR +6.47% | EUR | 8.01 | 7/25/2034 | 2000000 | <sup>c,f</sup>  | 1738494 |
| Toro European 6 DAC CLO, Ser. 6A, Cl. F, 3 Month EURIBOR +8.49% | EUR | 9.81 | 1/12/2032 | 2745000 | <sup>c,f</sup>  | 2248117 |
| Trimaran CAVU Ltd. CLO, Ser. 2019-1A, CI. E, 3 Month LIBOR +7.04% |  | 11.28 | 7/20/2032 | 2100000 | <sup>c,f</sup>  | 1849445 |
| Trimaran CAVU Ltd. CLO, Ser. 2021-2A, CI. E, 3 Month LIBOR +7.20% |  | 11.56 | 10/25/2034 | 2000000 | <sup>c,f</sup>  | 1793336 |
| Trinitas XI Ltd. CLO, Ser. 2019-11A, CI. ER, 3 Month LIBOR +7.27% |  | 11.35 | 7/15/2034 | 2000000 | <sup>c,f</sup>  | 1650876 |
| Venture 39 Ltd. CLO, Ser. 2021-39A, Cl. E, 3 Month LIBOR +7.63% |  | 11.71 | 4/15/2033 | 2350000 | <sup>c,f</sup>  | 2008120 |
| Venture 41 Ltd. CLO, Ser. 2021-41A, Cl. E, 3 Month LIBOR +7.71% |  | 11.95 | 1/20/2034 | 2000000 | <sup>c,f</sup>  | 1747894 |
| Wellfleet Ltd. CLO, Ser. 2021-3A, Cl. E, 3 Month LIBOR +7.10% |  | 11.18 | 1/15/2035 | 1000000 | <sup>c,f</sup>  | 830350 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | <sup>a,b</sup>  | Value ($) |
| **Bonds and Notes - 88.2% (continued)** | **Bonds and Notes - 88.2% (continued)** | **Bonds and Notes - 88.2% (continued)** | **Bonds and Notes - 88.2% (continued)** |  |  |  |
| **Collateralized Loan Obligations Debt - 45.9% (continued)** | **Collateralized Loan Obligations Debt - 45.9% (continued)** | **Collateralized Loan Obligations Debt - 45.9% (continued)** | **Collateralized Loan Obligations Debt - 45.9% (continued)** |  |  |  |
| Wellfleet X Ltd. CLO, Ser. 2019-XA, Cl. DR, 3 Month LIBOR +6.61% |  | 10.85 | 7/20/2032 | 4000000 | <sup>c,f</sup>  | 3249012 |
|  |  |  |  |  | **80274948** | **80274948** |
| **Collateralized Loan Obligations Equity - 3.1%**  | **Collateralized Loan Obligations Equity - 3.1%**  | **Collateralized Loan Obligations Equity - 3.1%**  | **Collateralized Loan Obligations Equity - 3.1%**  |  |  |  |
| Blackrock European VIII DAC CLO, Ser. 8A, Cl. SUB | EUR | 7.91 | 7/20/2032 | 1425000 | <sup>c,g</sup>  | 800830 |
| Madison Park Funding X Ltd. CLO, Ser. 2012-10A, Cl. SUB |  | 0.00 | 1/20/2029 | 5000000 | <sup>c,g</sup>  | 6250 |
| Providus II DAC CLO, Ser. 2A, Cl. SUB | EUR | 11.14 | 7/15/2031 | 1000000 | <sup>c,g</sup>  | 413926 |
| Wind River Ltd. CLO, Ser. 2016-1KRA, CI. SUB |  | 11.61 | 1/15/2029 | 11350000 | <sup>c,g</sup>  | 4123217 |
|  |  |  |  |  | **5344223** | **5344223** |
| **Commercial & Professional Services - 3.8%**  | **Commercial & Professional Services - 3.8%**  | **Commercial & Professional Services - 3.8%**  | **Commercial & Professional Services - 3.8%**  |  |  |  |
| Albion Financing 1 SARL, Sr. Scd. Notes | EUR | 5.25 | 10/15/2026 | 410000 | <sup>c</sup>  | 385088 |
| Allied Universal Holdco LLC, Sr. Scd. Notes |  | 4.63 | 6/1/2028 | 220000 | <sup>c</sup>  | 182116 |
| Allied Universal Holdco LLC, Sr. Scd. Notes |  | 6.63 | 7/15/2026 | 360000 | <sup>c</sup>  | 330142 |
| APi Group DE Inc., Gtd. Notes |  | 4.75 | 10/15/2029 | 62000 | <sup>c</sup>  | 54062 |
| APX Group Inc., Gtd. Notes |  | 5.75 | 7/15/2029 | 512000 | <sup>c</sup>  | 424697 |
| BCP V Modular Services Finance II PLC, Sr. Scd. Bonds | EUR | 4.75 | 11/30/2028 | 370000 | <sup>c</sup>  | 333389 |
| Castor SPA, Sr. Scd. Bonds | EUR | 6.00 | 2/15/2029 | 670000 | <sup>c</sup>  | 643069 |
| Castor SPA, Sr. Scd. Bonds, 3 Month EURIBOR +5.25% | EUR | 7.30 | 2/15/2029 | 380000 | <sup>c,f</sup>  | 395770 |
| HealthEquity Inc., Gtd. Notes |  | 4.50 | 10/1/2029 | 263000 | <sup>c</sup>  | 230164 |
| Kapla Holding SAS, Sr. Scd. Bonds | EUR | 3.38 | 12/15/2026 | 260000 | <sup>c</sup>  | 248149 |
| La Financiere Atalian SASU, Gtd. Bonds | EUR | 5.13 | 5/15/2025 | 306000 | <sup>c</sup>  | 228954 |
| La Financiere Atalian SASU, Gtd. Notes | GBP | 6.63 | 5/15/2025 | 600000 |  | 500112 |
| Loxam SAS, Sr. Scd. Notes | EUR | 3.75 | 7/15/2026 | 440000 |  | 426560 |
| MPH Acquisition Holdings LLC, Sr. Scd. Notes |  | 5.50 | 9/1/2028 | 280000 | <sup>c</sup>  | 218999 |
| Neptune Bidco US Inc., Sr. Scd. Notes |  | 9.29 | 4/15/2029 | 215000 | <sup>c</sup>  | 203058 |
| Prime Security Services Borrower LLC, Scd. Notes |  | 6.25 | 1/15/2028 | 626000 | <sup>c</sup>  | 571050 |
| United Rentals North America Inc., Sr. Scd. Notes |  | 6.00 | 12/15/2029 | 161000 | <sup>c</sup>  | 160304 |
| Verisure Midholding AB, Gtd. Notes | EUR | 5.25 | 2/15/2029 | 665000 | <sup>c</sup>  | 571259 |
| Verscend Escrow Corp., Sr. Unscd. Notes |  | 9.75 | 8/15/2026 | 338000 | <sup>c</sup>  | 331869 |
| Villa Dutch Bidco BV, Sr. Scd. Bonds | EUR | 9.00 | 11/3/2029 | 140000 | <sup>c</sup>  | 141621 |
|  |  |  |  |  | **6580432** | **6580432** |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 88.2% (continued)** | **Bonds and Notes - 88.2% (continued)** | **Bonds and Notes - 88.2% (continued)** | **Bonds and Notes - 88.2% (continued)** |  |  |
| **Consumer Discretionary - 3.4%**  | **Consumer Discretionary - 3.4%**  | **Consumer Discretionary - 3.4%**  | **Consumer Discretionary - 3.4%**  |  |  |
| Allwyn International AS, Sr. Scd. Notes | EUR | 3.88 | 2/15/2027 | 400000<br> <sup>c</sup>  | 388269 |
| Banijay Entertainment SASU, Sr. Scd. Bonds | EUR | 3.50 | 3/1/2025 | 160000<br> <sup>c</sup>  | 161779 |
| Banijay Group SAS, Sr. Unscd. Notes | EUR | 6.50 | 3/1/2026 | 400000<br> <sup>c</sup>  | 405148 |
| Caesars Entertainment Inc., Sr. Scd. Notes |  | 6.25 | 7/1/2025 | 130000<br> <sup>c</sup>  | 126582 |
| Carnival Corp., Gtd. Notes |  | 6.00 | 5/1/2029 | 80000<br> <sup>c</sup>  | 53461 |
| Carnival Corp., Sr. Unscd. Notes |  | 7.63 | 3/1/2026 | 360000<br> <sup>c</sup>  | 285971 |
| Carnival Holdings Bermuda Ltd., Gtd. Notes |  | 10.38 | 5/1/2028 | 246000<br> <sup>c</sup>  | 252983 |
| CCM Merger Inc., Sr. Unscd. Notes |  | 6.38 | 5/1/2026 | 425000<br> <sup>c</sup>  | 401034 |
| CDI Escrow Issuer Inc., Sr. Unscd. Notes |  | 5.75 | 4/1/2030 | 370000<br> <sup>c</sup>  | 332328 |
| Churchill Downs Inc., Gtd. Notes |  | 4.75 | 1/15/2028 | 240000<br> <sup>c</sup>  | 215141 |
| Everi Holdings Inc., Gtd. Notes |  | 5.00 | 7/15/2029 | 201000<br> <sup>c</sup>  | 172914 |
| Golden Entertainment Inc., Sr. Unscd. Notes |  | 7.63 | 4/15/2026 | 210000<br> <sup>c</sup>  | 207311 |
| Hilton Domestic Operating Co., Gtd. Notes |  | 3.63 | 2/15/2032 | 120000<br> <sup>c</sup>  | 96310 |
| Hilton Domestic Operating Co., Gtd. Notes |  | 4.00 | 5/1/2031 | 100000<br> <sup>c</sup>  | 83869 |
| KB Home, Gtd. Notes |  | 4.00 | 6/15/2031 | 127000 | 102251 |
| Las Vegas Sands Corp., Sr. Unscd. Notes |  | 3.20 | 8/8/2024 | 190000 | 179700 |
| NCL Corp., Gtd. Notes |  | 5.88 | 3/15/2026 | 139000<br> <sup>c</sup>  | 109421 |
| NCL Corp., Sr. Scd. Notes |  | 5.88 | 2/15/2027 | 182000<br> <sup>c</sup>  | 157877 |
| Nobel Bidco BV, Sr. Scd. Bonds | EUR | 3.13 | 6/15/2028 | 870000<br> <sup>c</sup>  | 635257 |
| Royal Caribbean Cruises Ltd., Gtd. Notes |  | 9.25 | 1/15/2029 | 30000<br> <sup>c</sup>  | 30864 |
| Royal Caribbean Cruises Ltd., Sr. Scd. Notes |  | 8.25 | 1/15/2029 | 411000<br> <sup>c</sup>  | 413569 |
| Royal Caribbean Cruises Ltd., Sr. Unscd. Notes |  | 5.50 | 8/31/2026 | 260000<br> <sup>c</sup>  | 219050 |
| Scientific Games Holdings LP, Sr. Unscd. Notes |  | 6.63 | 3/1/2030 | 479000<br> <sup>c</sup>  | 405234 |
| Scientific Games International Inc., Gtd. Notes |  | 7.25 | 11/15/2029 | 237000<br> <sup>c</sup>  | 227947 |
| Station Casinos LLC, Gtd. Notes |  | 4.50 | 2/15/2028 | 180000<br> <sup>c</sup>  | 156768 |
| Taylor Morrison Communities Inc., Sr. Unscd. Notes |  | 5.13 | 8/1/2030 | 60000<br> <sup>c</sup>  | 52081 |
| TUI Cruises GmbH, Sr. Unscd. Notes | EUR | 6.50 | 5/15/2026 | 166000<br> <sup>c</sup>  | 149041 |
|  |  |  |  |  | **6022160** |
| **Consumer Durables & Apparel - .2%**  | **Consumer Durables & Apparel - .2%**  | **Consumer Durables & Apparel - .2%**  | **Consumer Durables & Apparel - .2%**  |  |  |
| Crocs Inc., Gtd. Notes |  | 4.25 | 3/15/2029 | 200000<br> <sup>c</sup>  | 169675 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 88.2% (continued)** | **Bonds and Notes - 88.2% (continued)** | **Bonds and Notes - 88.2% (continued)** | **Bonds and Notes - 88.2% (continued)** |  |  |
| **Consumer Durables & Apparel - .2% (continued)** | **Consumer Durables & Apparel - .2% (continued)** | **Consumer Durables & Apparel - .2% (continued)** | **Consumer Durables & Apparel - .2% (continued)** |  |  |
| Levi Strauss & Co., Sr. Unscd. Notes |  | 3.50 | 3/1/2031 | 186000<br> <sup>c</sup>  | 147868 |
|  |  |  |  |  | **317543** |
| **Consumer Staples - .5%**  | **Consumer Staples - .5%**  | **Consumer Staples - .5%**  | **Consumer Staples - .5%**  |  |  |
| Kronos Acquisition Holdings Inc., Sr. Scd. Notes |  | 5.00 | 12/31/2026 | 520000<br> <sup>c</sup>  | 450450 |
| Newell Brands Inc., Sr. Unscd. Notes |  | 4.45 | 4/1/2026 | 415000 | 391343 |
| Newell Brands Inc., Sr. Unscd. Notes |  | 5.63 | 4/1/2036 | 43000 | 36997 |
|  |  |  |  |  | **878790** |
| **Diversified Financials - 2.0%**  | **Diversified Financials - 2.0%**  | **Diversified Financials - 2.0%**  | **Diversified Financials - 2.0%**  |  |  |
| AG TTMT Escrow Issuer LLC, Sr. Scd. Notes |  | 8.63 | 9/30/2027 | 90000<br> <sup>c</sup>  | 90563 |
| Ally Financial Inc., Gtd. Notes |  | 8.00 | 11/1/2031 | 196000 | 202873 |
| Compass Group Diversified Holdings LLC, Gtd. Notes |  | 5.25 | 4/15/2029 | 261000<br> <sup>c</sup>  | 223701 |
| Encore Capital Group Inc., Sr. Scd. Notes | GBP | 4.25 | 6/1/2028 | 300000<br> <sup>c</sup>  | 281059 |
| Garfunkelux Holdco 3 SA, Sr. Scd. Bonds | GBP | 7.75 | 11/1/2025 | 455000<br> <sup>c</sup>  | 430600 |
| Garfunkelux Holdco 3 SA, Sr. Scd. Notes | EUR | 6.75 | 11/1/2025 | 170000<br> <sup>c</sup>  | 146641 |
| Intrum AB, Sr. Unscd. Notes | EUR | 9.25 | 3/15/2028 | 330000<br> <sup>c</sup>  | 350158 |
| Motion Finco Sarl, Sr. Scd. Bonds | EUR | 7.00 | 5/15/2025 | 330000<br> <sup>c</sup>  | 353645 |
| NFP Corp., Sr. Scd. Notes |  | 4.88 | 8/15/2028 | 79000<br> <sup>c</sup>  | 67355 |
| NFP Corp., Sr. Unscd. Notes |  | 6.88 | 8/15/2028 | 70000<br> <sup>c</sup>  | 57854 |
| OneMain Finance Corp., Gtd. Notes |  | 6.13 | 3/15/2024 | 280000 | 271460 |
| OneMain Finance Corp., Gtd. Notes |  | 6.63 | 1/15/2028 | 260000 | 239871 |
| PennyMac Financial Services Inc., Gtd. Notes |  | 5.38 | 10/15/2025 | 230000<br> <sup>c</sup>  | 207684 |
| PennyMac Financial Services Inc., Gtd. Notes |  | 5.75 | 9/15/2031 | 515000<br> <sup>c</sup>  | 409160 |
| Rocket Mortgage LLC, Gtd. Notes |  | 3.63 | 3/1/2029 | 270000<br> <sup>c</sup>  | 214406 |
|  |  |  |  |  | **3547030** |
| **Electronic Components - .6%**  | **Electronic Components - .6%**  | **Electronic Components - .6%**  | **Electronic Components - .6%**  |  |  |
| Belden Inc., Gtd. Notes | EUR | 3.88 | 3/15/2028 | 400000<br> <sup>c</sup>  | 392390 |
| Energizer Gamma Acquisition BV, Gtd. Bonds | EUR | 3.50 | 6/30/2029 | 260000<br> <sup>c</sup>  | 223647 |
| Sensata Technologies BV, Gtd. Notes |  | 5.88 | 9/1/2030 | 240000<br> <sup>c</sup>  | 227801 |
| TTM Technologies Inc., Gtd. Notes |  | 4.00 | 3/1/2029 | 300000<br> <sup>c</sup>  | 257697 |
|  |  |  |  |  | **1101535** |
| **Energy - 3.8%**  | **Energy - 3.8%**  | **Energy - 3.8%**  | **Energy - 3.8%**  |  |  |
| Aethon United Finance Corp., Sr. Unscd. Notes |  | 8.25 | 2/15/2026 | 167000<br> <sup>c</sup>  | 165848 |
| Antero Midstream Partners LP, Gtd. Notes |  | 5.75 | 3/1/2027 | 545000<br> <sup>c</sup>  | 516157 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 88.2% (continued)** | **Bonds and Notes - 88.2% (continued)** | **Bonds and Notes - 88.2% (continued)** |  |  |
| **Energy - 3.8% (continued)** | **Energy - 3.8% (continued)** | **Energy - 3.8% (continued)** |  |  |
| Antero Midstream Partners LP, Gtd. Notes | 5.75 | 1/15/2028 | 320000<br> <sup>c</sup>  | 297386 |
| Antero Resources Corp., Gtd. Notes | 5.38 | 3/1/2030 | 160000<br> <sup>c</sup>  | 148554 |
| Antero Resources Corp., Gtd. Notes | 7.63 | 2/1/2029 | 161000<br> <sup>c</sup>  | 162103 |
| Archrock Partners LP, Gtd. Notes | 6.25 | 4/1/2028 | 240000<br> <sup>c</sup>  | 219993 |
| Blue Racer Midstream LLC, Sr. Unscd. Notes | 6.63 | 7/15/2026 | 960000<br> <sup>c</sup>  | 930739 |
| Blue Racer Midstream LLC, Sr. Unscd. Notes | 7.63 | 12/15/2025 | 185000<br> <sup>c</sup>  | 183853 |
| CQP Holdco LP, Sr. Scd. Notes | 5.50 | 6/15/2031 | 500000<br> <sup>c</sup>  | 437690 |
| Crestwood Midstream Partners LP, Gtd. Notes | 5.63 | 5/1/2027 | 25000<br> <sup>c</sup>  | 23293 |
| CVR Energy Inc., Gtd. Bonds | 5.25 | 2/15/2025 | 544000<br> <sup>c</sup>  | 501288 |
| EnLink Midstream LLC, Gtd. Notes | 6.50 | 9/1/2030 | 167000<br> <sup>c</sup>  | 165505 |
| EQM Midstream Partners LP, Sr. Unscd. Notes | 4.00 | 8/1/2024 | 135000 | 129963 |
| EQM Midstream Partners LP, Sr. Unscd. Notes | 5.50 | 7/15/2028 | 396000 | 354797 |
| EQM Midstream Partners LP, Sr. Unscd. Notes | 7.50 | 6/1/2027 | 64000<br> <sup>c</sup>  | 62757 |
| Matador Resources Co., Gtd. Notes | 5.88 | 9/15/2026 | 279000 | 268654 |
| PDC Energy Inc., Gtd. Notes | 5.75 | 5/15/2026 | 150000 | 143430 |
| Permian Resources Operating LLC, Gtd. Notes | 5.38 | 1/15/2026 | 60000<br> <sup>c</sup>  | 54712 |
| Rockcliff Energy II LLC, Sr. Unscd. Notes | 5.50 | 10/15/2029 | 465000<br> <sup>c</sup>  | 426045 |
| Southwestern Energy Co., Gtd. Notes | 5.38 | 3/15/2030 | 560000 | 511809 |
| Targa Resources Partners LP, Gtd. Notes | 4.88 | 2/1/2031 | 310000 | 280333 |
| Venture Global Calcasieu Pass LLC, Sr. Scd. Notes | 3.88 | 11/1/2033 | 510000<br> <sup>c</sup>  | 417560 |
| Western Midstream Operating LP, Sr. Unscd. Notes | 4.30 | 2/1/2030 | 250000 | 218794 |
|  |  |  |  | **6621263** |
| **Environmental Control - .4%**  | **Environmental Control - .4%**  | **Environmental Control - .4%**  |  |  |
| Covanta Holding Corp., Gtd. Notes | 4.88 | 12/1/2029 | 300000<br> <sup>c</sup>  | 246171 |
| Covanta Holding Corp., Gtd. Notes | 5.00 | 9/1/2030 | 150000 | 121457 |
| Harsco Corp., Gtd. Notes | 5.75 | 7/31/2027 | 201000<br> <sup>c</sup>  | 159020 |
| Waste Pro USA Inc., Sr. Unscd. Notes | 5.50 | 2/15/2026 | 236000<br> <sup>c</sup>  | 208945 |
|  |  |  |  | **735593** |
| **Food Products - .4%**  | **Food Products - .4%**  | **Food Products - .4%**  |  |  |
| Chobani LLC, Gtd. Notes | 7.50 | 4/15/2025 | 90000<br> <sup>c</sup>  | 87780 |
| Chobani LLC, Sr. Scd. Notes | 4.63 | 11/15/2028 | 73000<br> <sup>c</sup>  | 63672 |
| Pilgrim's Pride Corp., Gtd. Notes | 3.50 | 3/1/2032 | 143000<br> <sup>c</sup>  | 112104 |
| Post Holdings Inc., Gtd. Notes | 4.63 | 4/15/2030 | 250000<br> <sup>c</sup>  | 216206 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | <sup>a,b</sup>  | Value ($) |
| **Bonds and Notes - 88.2% (continued)** | **Bonds and Notes - 88.2% (continued)** | **Bonds and Notes - 88.2% (continued)** | **Bonds and Notes - 88.2% (continued)** |  |  |  |
| **Food Products - .4% (continued)** | **Food Products - .4% (continued)** | **Food Products - .4% (continued)** | **Food Products - .4% (continued)** |  |  |  |
| United Natural Foods Inc., Gtd. Notes |  | 6.75 | 10/15/2028 | 290000 | <sup>c</sup>  | 279105 |
|  |  |  |  |  | **758867** | **758867** |
| **Forest Products & Paper - .2%**  | **Forest Products & Paper - .2%**  | **Forest Products & Paper - .2%**  | **Forest Products & Paper - .2%**  |  |  |  |
| Sappi Papier Holding GmbH, Gtd. Bonds | EUR | 3.63 | 3/15/2028 | 380000 |  | **350840** |
| **Health Care - 3.1%**  | **Health Care - 3.1%**  | **Health Care - 3.1%**  | **Health Care - 3.1%**  |  |  |  |
| Acadia Healthcare Co., Gtd. Notes |  | 5.50 | 7/1/2028 | 90000 | <sup>c</sup>  | 85509 |
| CHEPLAPHARM Arzneimittel GmbH, Sr. Scd. Notes |  | 5.50 | 1/15/2028 | 260000 | <sup>c</sup>  | 217823 |
| Chrome Bidco SASU, Sr. Scd. Bonds | EUR | 3.50 | 5/31/2028 | 420000 | <sup>c</sup>  | 379239 |
| Cidron Aida Finco SARL, Sr. Scd. Bonds | EUR | 5.00 | 4/1/2028 | 760000 | <sup>c</sup>  | 701436 |
| Cidron Aida Finco SARL, Sr. Scd. Bonds | GBP | 6.25 | 4/1/2028 | 770000 | <sup>c</sup>  | 761027 |
| Jazz Securities DAC, Sr. Scd. Notes |  | 4.38 | 1/15/2029 | 240000 | <sup>c</sup>  | 214338 |
| Medline Borrower LP, Sr. Scd. Notes |  | 3.88 | 4/1/2029 | 290000 | <sup>c</sup>  | 234246 |
| Medline Borrower LP, Sr. Unscd. Notes |  | 5.25 | 10/1/2029 | 196000 | <sup>c</sup>  | 156027 |
| Nidda Healthcare Holding GmbH, Sr. Scd. Notes | EUR | 3.50 | 9/30/2024 | 980000 | <sup>c</sup>  | 1024913 |
| Option Care Health Inc., Gtd. Notes |  | 4.38 | 10/31/2029 | 370000 | <sup>c</sup>  | 324114 |
| Organon & Co., Sr. Unscd. Notes |  | 5.13 | 4/30/2031 | 387000 | <sup>c</sup>  | 335775 |
| Prime Healthcare Services Inc., Sr. Scd. Notes |  | 7.25 | 11/1/2025 | 174000 | <sup>c</sup>  | 147306 |
| Tenet Healthcare Corp., Gtd. Notes |  | 6.13 | 10/1/2028 | 520000 | <sup>c</sup>  | 466664 |
| Tenet Healthcare Corp., Scd. Notes |  | 6.25 | 2/1/2027 | 350000 | <sup>c</sup>  | 336889 |
|  |  |  |  |  | **5385306** | **5385306** |
| **Industrial - 1.2%**  | **Industrial - 1.2%**  | **Industrial - 1.2%**  | **Industrial - 1.2%**  |  |  |  |
| Chart Industries Inc., Sr. Scd. Notes |  | 7.50 | 1/1/2030 | 95000 | <sup>c</sup>  | 95621 |
| Dycom Industries Inc., Gtd. Notes |  | 4.50 | 4/15/2029 | 400000 | <sup>c</sup>  | 348736 |
| Husky III Holding Ltd., Sr. Unscd. Notes |  | 13.00 | 2/15/2025 | 502000 | <sup>c,d</sup>  | 445525 |
| Norican A/S, Sr. Scd. Bonds | EUR | 4.50 | 5/15/2023 | 315000 |  | 319034 |
| Promontoria Holding 264 BV, Sr. Scd. Bonds | EUR | 6.38 | 3/1/2027 | 733000 | <sup>c</sup>  | 734658 |
| Titan Acquisition Ltd., Sr. Unscd. Notes |  | 7.75 | 4/15/2026 | 107000 | <sup>c</sup>  | 96532 |
|  |  |  |  |  | **2040106** | **2040106** |
| **Information Technology - .4%**  | **Information Technology - .4%**  | **Information Technology - .4%**  | **Information Technology - .4%**  |  |  |  |
| AthenaHealth Group Inc., Sr. Unscd. Notes |  | 6.50 | 2/15/2030 | 1019000 | <sup>c</sup>  | 752845 |
| Elastic NV, Sr. Unscd. Notes |  | 4.13 | 7/15/2029 | 38000 | <sup>c</sup>  | 30741 |
|  |  |  |  |  | **783586** | **783586** |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | <sup>a,b</sup>  | Value ($) |
| **Bonds and Notes - 88.2% (continued)** | **Bonds and Notes - 88.2% (continued)** | **Bonds and Notes - 88.2% (continued)** | **Bonds and Notes - 88.2% (continued)** |  |  |  |
| **Insurance - .4%**  | **Insurance - .4%**  | **Insurance - .4%**  | **Insurance - .4%**  |  |  |  |
| Acrisure LLC, Sr. Scd. Notes |  | 4.25 | 2/15/2029 | 270000 | <sup>c</sup>  | 223213 |
| Acrisure LLC, Sr. Unscd. Notes |  | 7.00 | 11/15/2025 | 90000 | <sup>c</sup>  | 82835 |
| AssuredPartners Inc., Sr. Unscd. Notes |  | 5.63 | 1/15/2029 | 165000 | <sup>c</sup>  | 136016 |
| AssuredPartners Inc., Sr. Unscd. Notes |  | 7.00 | 8/15/2025 | 270000 | <sup>c</sup>  | 261539 |
|  |  |  |  |  | **703603** | **703603** |
| **Internet Software & Services - 1.0%**  | **Internet Software & Services - 1.0%**  | **Internet Software & Services - 1.0%**  | **Internet Software & Services - 1.0%**  |  |  |  |
| Cogent Communications Group Inc., Gtd. Notes |  | 7.00 | 6/15/2027 | 360000 | <sup>c</sup>  | 353224 |
| Gen Digital Inc., Gtd. Notes |  | 6.75 | 9/30/2027 | 250000 | <sup>c</sup>  | 245325 |
| iliad SA, Sr. Unscd. Bonds | EUR | 5.38 | 6/14/2027 | 300000 |  | 319780 |
| Match Group Holdings II LLC, Sr. Unscd. Notes |  | 3.63 | 10/1/2031 | 280000 | <sup>c</sup>  | 215086 |
| Northwest Fiber LLC, Sr. Scd. Notes |  | 4.75 | 4/30/2027 | 188000 | <sup>c</sup>  | 165649 |
| Northwest Fiber LLC, Sr. Unscd. Notes |  | 6.00 | 2/15/2028 | 419000 | <sup>c</sup>  | 324948 |
| TripAdvisor Inc., Gtd. Notes |  | 7.00 | 7/15/2025 | 158000 | <sup>c</sup>  | 156358 |
|  |  |  |  |  | **1780370** | **1780370** |
| **Materials - 1.6%**  | **Materials - 1.6%**  | **Materials - 1.6%**  | **Materials - 1.6%**  |  |  |  |
| ARD Finance SA, Sr. Scd. Notes | EUR | 5.00 | 6/30/2027 | 220000 | <sup>c,d</sup>  | 159353 |
| Ardagh Packaging Finance PLC, Gtd. Notes | GBP | 4.75 | 7/15/2027 | 175000 | <sup>c</sup>  | 146624 |
| Fiber Bidco SPA, Sr. Scd. Bonds, 3 Month EURIBOR +6.00% | EUR | 7.95 | 10/25/2027 | 330000 | <sup>c,f</sup>  | 353590 |
| Graham Packaging Co., Gtd. Notes |  | 7.13 | 8/15/2028 | 214000 | <sup>c</sup>  | 178898 |
| Kleopatra Finco SARL, Sr. Scd. Bonds | EUR | 4.25 | 3/1/2026 | 520000 | <sup>c</sup>  | 436347 |
| LABL Inc., Sr. Scd. Notes |  | 6.75 | 7/15/2026 | 314000 | <sup>c</sup>  | 296471 |
| LABL Inc., Sr. Unscd. Notes |  | 8.25 | 11/1/2029 | 106000 | <sup>c</sup>  | 84625 |
| LABL Inc., Sr. Unscd. Notes |  | 10.50 | 7/15/2027 | 74000 | <sup>c</sup>  | 68974 |
| Mauser Packaging Solutions Holding Co., Sr. Unscd. Notes |  | 7.25 | 4/15/2025 | 928000 | <sup>c</sup>  | 860049 |
| Pactiv Evergreen Group Issuer Inc., Sr. Scd. Notes |  | 4.00 | 10/15/2027 | 310000 | <sup>c</sup>  | 275482 |
|  |  |  |  |  | **2860413** | **2860413** |
| **Media - 3.0%**  | **Media - 3.0%**  | **Media - 3.0%**  | **Media - 3.0%**  |  |  |  |
| Altice Financing SA, Sr. Scd. Bonds |  | 5.75 | 8/15/2029 | 490000 | <sup>c</sup>  | 386335 |
| Altice Finco SA, Scd. Notes | EUR | 4.75 | 1/15/2028 | 970000 | <sup>c</sup>  | 776922 |
| CCO Holdings LLC, Sr. Unscd. Notes |  | 5.13 | 5/1/2027 | 740000 | <sup>c</sup>  | 691360 |
| CSC Holdings LLC, Gtd. Notes |  | 5.38 | 2/1/2028 | 200000 | <sup>c</sup>  | 161566 |
| CSC Holdings LLC, Sr. Unscd. Notes |  | 5.75 | 1/15/2030 | 296000 | <sup>c</sup>  | 167594 |
| DISH DBS Corp., Gtd. Notes |  | 5.88 | 11/15/2024 | 550000 |  | 512212 |
| DISH Network Corp., Sr. Scd. Notes |  | 11.75 | 11/15/2027 | 106000 | <sup>c</sup>  | 109302 |
| Gray Television Inc., Gtd. Notes |  | 4.75 | 10/15/2030 | 228000 | <sup>c</sup>  | 165300 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | <sup>a,b</sup>  | Value ($) |
| **Bonds and Notes - 88.2% (continued)** | **Bonds and Notes - 88.2% (continued)** | **Bonds and Notes - 88.2% (continued)** | **Bonds and Notes - 88.2% (continued)** |  |  |  |
| **Media - 3.0% (continued)** | **Media - 3.0% (continued)** | **Media - 3.0% (continued)** | **Media - 3.0% (continued)** |  |  |  |
| iHeartCommunications Inc., Sr. Scd. Notes |  | 6.38 | 5/1/2026 | 475000 |  | 437750 |
| Radiate Holdco LLC, Sr. Unscd. Notes |  | 6.50 | 9/15/2028 | 166000 | <sup>c</sup>  | 69826 |
| Summer BidCo BV, Sr. Unscd. Bonds | EUR | 9.00 | 11/15/2025 | 361397 | <sup>c,d</sup>  | 282100 |
| Summer BidCo BV, Sr. Unscd. Bonds | EUR | 9.00 | 11/15/2025 | 196094 | <sup>c,d</sup>  | 153067 |
| UPC Broadband Finco BV, Sr. Scd. Notes |  | 4.88 | 7/15/2031 | 580000 | <sup>c</sup>  | 483610 |
| Virgin Media Finance PLC, Gtd. Notes |  | 5.00 | 7/15/2030 | 330000 | <sup>c</sup>  | 265219 |
| Ziggo Bond Co. BV, Sr. Unscd. Notes |  | 6.00 | 1/15/2027 | 310000 | <sup>c</sup>  | 288920 |
| Ziggo BV, Sr. Scd. Notes |  | 4.88 | 1/15/2030 | 360000 | <sup>c</sup>  | 301835 |
|  |  |  |  |  | **5252918** | **5252918** |
| **Metals & Mining - .0%**  | **Metals & Mining - .0%**  | **Metals & Mining - .0%**  | **Metals & Mining - .0%**  |  |  |  |
| Taseko Mines Ltd., Sr. Scd. Notes |  | 7.00 | 2/15/2026 | 80000 | <sup>c</sup>  | **70447** |
| **Real Estate - 1.1%**  | **Real Estate - 1.1%**  | **Real Estate - 1.1%**  | **Real Estate - 1.1%**  |  |  |  |
| Blackstone Mortgage Trust Inc., Sr. Scd. Notes |  | 3.75 | 1/15/2027 | 150000 | <sup>c</sup>  | 129173 |
| Iron Mountain Inc., Gtd. Notes |  | 5.25 | 7/15/2030 | 450000 | <sup>c</sup>  | 392065 |
| Ladder Capital Finance Corp., Gtd. Notes |  | 5.25 | 10/1/2025 | 500000 | <sup>c</sup>  | 470645 |
| Rithm Capital Corp., Sr. Unscd. Notes |  | 6.25 | 10/15/2025 | 302000 | <sup>c</sup>  | 271462 |
| RLJ Lodging Trust LP, Sr. Scd. Notes |  | 4.00 | 9/15/2029 | 410000 | <sup>c</sup>  | 332965 |
| SBA Communications Corp., Sr. Unscd. Notes |  | 3.13 | 2/1/2029 | 270000 |  | 224976 |
| Starwood Property Trust Inc., Sr. Unscd. Notes |  | 3.75 | 12/31/2024 | 170000 | <sup>c</sup>  | 159829 |
|  |  |  |  |  | **1981115** | **1981115** |
| **Retailing - 2.2%**  | **Retailing - 2.2%**  | **Retailing - 2.2%**  | **Retailing - 2.2%**  |  |  |  |
| B&M European Value Retail SA, Sr. Scd. Notes | GBP | 3.63 | 7/15/2025 | 300000 |  | 339110 |
| Bath & Body Works Inc., Gtd. Notes |  | 6.63 | 10/1/2030 | 180000 | <sup>c</sup>  | 169220 |
| eG Global Finance PLC, Sr. Scd. Notes | EUR | 4.38 | 2/7/2025 | 160000 | <sup>c</sup>  | 149570 |
| eG Global Finance PLC, Sr. Scd. Notes | EUR | 6.25 | 10/30/2025 | 466000 | <sup>c</sup>  | 439668 |
| Macy's Retail Holdings LLC, Gtd. Notes |  | 4.50 | 12/15/2034 | 364000 |  | 253988 |
| Macy's Retail Holdings LLC, Gtd. Notes |  | 5.88 | 4/1/2029 | 180000 | <sup>c</sup>  | 159637 |
| New Red Finance Inc., Sr. Scd. Notes |  | 3.88 | 1/15/2028 | 343000 | <sup>c</sup>  | 307585 |
| PetSmart Inc., Gtd. Notes |  | 7.75 | 2/15/2029 | 250000 | <sup>c</sup>  | 235267 |
| Shiba Bidco SPA, Sr. Scd. Bonds | EUR | 4.50 | 10/31/2028 | 354000 | <sup>c</sup>  | 327301 |
| SRS Distribution Inc., Gtd. Notes |  | 6.00 | 12/1/2029 | 130000 | <sup>c</sup>  | 103630 |
| SRS Distribution Inc., Sr. Scd. Notes |  | 4.63 | 7/1/2028 | 78000 | <sup>c</sup>  | 69244 |
| Staples Inc., Sr. Scd. Notes |  | 7.50 | 4/15/2026 | 480000 | <sup>c</sup>  | 414115 |
| Staples Inc., Sr. Unscd. Notes |  | 10.75 | 4/15/2027 | 270000 | <sup>c</sup>  | 194854 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 88.2% (continued)** | **Bonds and Notes - 88.2% (continued)** | **Bonds and Notes - 88.2% (continued)** | **Bonds and Notes - 88.2% (continued)** |  |  |
| **Retailing - 2.2% (continued)** | **Retailing - 2.2% (continued)** | **Retailing - 2.2% (continued)** | **Retailing - 2.2% (continued)** |  |  |
| The Very Group Funding PLC, Sr. Scd. Bonds | GBP | 6.50 | 8/1/2026 | 469000<br> <sup>c</sup>  | 408352 |
| Yum! Brands Inc., Sr. Unscd. Notes |  | 5.38 | 4/1/2032 | 230000 | 213348 |
|  |  |  |  |  | **3784889** |
| **Technology Hardware & Equipment - .2%**  | **Technology Hardware & Equipment - .2%**  | **Technology Hardware & Equipment - .2%**  | **Technology Hardware & Equipment - .2%**  |  |  |
| Western Digital Corp., Gtd. Notes |  | 4.75 | 2/15/2026 | 370000 | **349250** |
| **Telecommunication Services - 2.7%**  | **Telecommunication Services - 2.7%**  | **Telecommunication Services - 2.7%**  | **Telecommunication Services - 2.7%**  |  |  |
| Altice France Holding SA, Gtd. Notes | EUR | 4.00 | 2/15/2028 | 140000<br> <sup>c</sup>  | 97091 |
| Altice France Holding SA, Gtd. Notes |  | 6.00 | 2/15/2028 | 420000<br> <sup>c</sup>  | 248826 |
| Altice France Holding SA, Sr. Scd. Notes |  | 10.50 | 5/15/2027 | 240000<br> <sup>c</sup>  | 183516 |
| Altice France SA, Sr. Scd. Notes |  | 5.50 | 1/15/2028 | 200000<br> <sup>c</sup>  | 157054 |
| Altice France SA, Sr. Scd. Notes |  | 5.50 | 10/15/2029 | 332000<br> <sup>c</sup>  | 253753 |
| CommScope Inc., Gtd. Notes |  | 7.13 | 7/1/2028 | 335000<br> <sup>c</sup>  | 240025 |
| CommScope Inc., Gtd. Notes |  | 8.25 | 3/1/2027 | 137000<br> <sup>c</sup>  | 106391 |
| Connect Finco SARL, Sr. Scd. Notes |  | 6.75 | 10/1/2026 | 785000<br> <sup>c</sup>  | 729123 |
| eircom Finance DAC, Sr. Scd. Bonds | EUR | 2.63 | 2/15/2027 | 370000 | 335476 |
| Frontier Communications Holdings LLC, Scd. Notes |  | 5.88 | 11/1/2029 | 77489 | 60052 |
| Frontier Communications Holdings LLC, Sr. Scd. Notes |  | 5.88 | 10/15/2027 | 140000<br> <sup>c</sup>  | 130308 |
| Frontier Communications Holdings LLC, Sr. Scd. Notes |  | 8.75 | 5/15/2030 | 200000<br> <sup>c</sup>  | 203739 |
| Lorca Telecom Bondco SA, Sr. Scd. Bonds | EUR | 4.00 | 9/18/2027 | 720000<br> <sup>c</sup>  | 692688 |
| PLT VII Finance SARL, Sr. Scd. Notes | EUR | 4.63 | 1/5/2026 | 500000<br> <sup>c</sup>  | 505541 |
| TalkTalk Telecom Group Ltd., Gtd. Notes | GBP | 3.88 | 2/20/2025 | 160000 | 152800 |
| Telecom Italia SPA, Sr. Unscd. Notes |  | 5.30 | 5/30/2024 | 290000<br> <sup>c</sup>  | 275355 |
| ViaSat Inc., Sr. Unscd. Notes |  | 5.63 | 9/15/2025 | 300000<br> <sup>c</sup>  | 278810 |
|  |  |  |  |  | **4650548** |
| **Transportation - .1%**  | **Transportation - .1%**  | **Transportation - .1%**  | **Transportation - .1%**  |  |  |
| First Student Bidco Inc., Sr. Scd. Notes |  | 4.00 | 7/31/2029 | 163000<br> <sup>c</sup>  | **135057** |
| **Utilities - 1.5%**  | **Utilities - 1.5%**  | **Utilities - 1.5%**  | **Utilities - 1.5%**  |  |  |
| Calpine Corp., Sr. Scd. Notes |  | 4.50 | 2/15/2028 | 380000<br> <sup>c</sup>  | 339790 |
| Calpine Corp., Sr. Unscd. Notes |  | 4.63 | 2/1/2029 | 370000<br> <sup>c</sup>  | 318074 |
| Energia Group Ni Financeco PLC, Sr. Scd. Notes | GBP | 4.75 | 9/15/2024 | 380000 | 429248 |
| Energia Group Ni Financeco PLC, Sr. Scd. Notes | GBP | 4.75 | 9/15/2024 | 630000<br> <sup>c</sup>  | 711648 |
| NRG Energy Inc., Gtd. Notes |  | 5.25 | 6/15/2029 | 270000<br> <sup>c</sup>  | 238793 |
| Pike Corp., Gtd. Notes |  | 5.50 | 9/1/2028 | 165000<br> <sup>c</sup>  | 144519 |
| Solaris Midstream Holdings LLC, Gtd. Notes |  | 7.63 | 4/1/2026 | 66000<br> <sup>c</sup>  | 65726 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | <sup>a,b</sup>  | Value ($) |
| **Bonds and Notes - 88.2% (continued)** | **Bonds and Notes - 88.2% (continued)** | **Bonds and Notes - 88.2% (continued)** |  |  |  |
| **Utilities - 1.5% (continued)** | **Utilities - 1.5% (continued)** | **Utilities - 1.5% (continued)** |  |  |  |
| Vistra Corp., Jr. Sub. Notes | 7.00 | 12/15/2026 | 393000 | <sup>c,e</sup>  | 358172 |
|  |  |  |  | **2605970** | **2605970** |
| **Total Bonds and Notes**<br> (cost $178,121,839) | **Total Bonds and Notes**<br> (cost $178,121,839) | **Total Bonds and Notes**<br> (cost $178,121,839) | **154293886** | **154293886** | **154293886** |
| **Floating Rate Loan Interests - 49.8%** | **Floating Rate Loan Interests - 49.8%** | **Floating Rate Loan Interests - 49.8%** |  |  |  |
| **Advertising - .5%**  | **Advertising - .5%**  | **Advertising - .5%**  |  |  |  |
| ABG Intermediate Holdings 2, Second Lien Initial Term Loan, 1 Month Term SOFR +6.10% | 10.42 | 12/20/2029 | 80000 | <sup>f</sup>  | 73500 |
| CB Poly US Holdings Inc., Initial Term Loan, 3 Month Term SOFR +5.50% | 10.08 | 5/20/2029 | 141489 | <sup>f</sup>  | 132823 |
| Clear Channel Outdoor Holdings Inc., Term Loan B, 3 Month LIBOR +3.50% | 7.91 | 8/21/2026 | 188923 | <sup>f</sup>  | 172510 |
| Summer BC Holdco B SARL, USD Additional Facility Term Loan B-2, 3 Month LIBOR +4.50% | 9.23 | 12/4/2026 | 563473 | <sup>f</sup>  | 524500 |
|  |  |  |  | **903333** | **903333** |
| **Aerospace & Defense - .5%**  | **Aerospace & Defense - .5%**  | **Aerospace & Defense - .5%**  |  |  |  |
| Propulsion BC Newco LLC, Term Loan, 3 Month Term SOFR +4.00% | 7.18 | 9/14/2029 | 500000 | <sup>f</sup>  | 487500 |
| Spirit AeroSystems Inc., New Initial Term Loan, 3 Month Term SOFR +4.50% | 8.45 | 11/23/2027 | 383654 | <sup>f</sup>  | 381137 |
|  |  |  |  | **868637** | **868637** |
| **Airlines - .4%**  | **Airlines - .4%**  | **Airlines - .4%**  |  |  |  |
| AAdvantage Loyalty LP, Initial Term Loan, 3 Month LIBOR +4.75% | 8.99 | 4/20/2028 | 689805 | <sup>f</sup>  | **687974** |
| **Automobiles & Components - .1%**  | **Automobiles & Components - .1%**  | **Automobiles & Components - .1%**  |  |  |  |
| Burgess Point Purchaser, Initial Term Loan, 1 Month Term SOFR +5.25% | 9.67 | 7/25/2029 | 217000 | <sup>f</sup>  | **198013** |
| **Banks - .2%**  | **Banks - .2%**  | **Banks - .2%**  |  |  |  |
| Ascensus Holdings Inc., First Lien Initial Term Loan, 3 Month LIBOR +3.50% | 8.25 | 8/2/2028 | 208475 | <sup>f</sup>  | 199702 |
| Ascensus Holdings Inc., Second Lien Initial Term Loan, 1 Month LIBOR +6.50% | 10.89 | 8/2/2029 | 98446 | <sup>f</sup>  | 86468 |
|  |  |  |  | **286170** | **286170** |
| **Building Materials - 1.2%**  | **Building Materials - 1.2%**  | **Building Materials - 1.2%**  |  |  |  |
| BME Group Holding BV, Facility Term Loan B, 3 Month EURIBOR +3.50% | 5.11 | 10/31/2026 | 1000000 | <sup>f</sup>  | 995904 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Description | Coupon <br>Rate (%) | Coupon <br>Rate (%) | Maturity Date | Principal Amount ($) | <sup>a,b</sup>  | Value ($) |
| **Floating Rate Loan Interests - 49.8% (continued)** | **Floating Rate Loan Interests - 49.8% (continued)** | **Floating Rate Loan Interests - 49.8% (continued)** | **Floating Rate Loan Interests - 49.8% (continued)** |  |  |  |
| **Building Materials - 1.2% (continued)** | **Building Materials - 1.2% (continued)** | **Building Materials - 1.2% (continued)** | **Building Materials - 1.2% (continued)** |  |  |  |
| Cornerstone Building, New Term Loan B, 1 Month LIBOR +3.25% |  | 7.57 | 4/12/2028 | 378842 | <sup>f</sup>  | 341703 |
| LSF10 XL Bidco SCA, Facility Term Loan B-4, 3 Month EURIBOR +3.93% | EUR | 6.13 | 4/9/2028 | 853470 | <sup>f</sup>  | 741882 |
|  |  |  |  |  | **2079489** | **2079489** |
| **Chemicals - 2.6%**  | **Chemicals - 2.6%**  | **Chemicals - 2.6%**  | **Chemicals - 2.6%**  |  |  |  |
| Aruba Investment Holding, Euro Term Loan B, 1 Month EURIBOR +4.00% | EUR | 5.89 | 11/24/2027 | 982500 | <sup>f</sup>  | 1014907 |
| Aruba Investment Holding, First Lien Initial Dollar Term Loan, 1 Month LIBOR +3.75% |  | 8.14 | 11/24/2027 | 118222 | <sup>f</sup>  | 115168 |
| Axalta Coating Systems US, Term Loan B, 1 Month Term SOFR +3.00% |  | 3.50 | 12/20/2029 | 140625 | <sup>f</sup>  | 140941 |
| ColourOZ Investment 1 GmbH, Second Lien Initial Euro Term Loan, 3 Month EURIBOR +4.25% | EUR | 5.75 | 9/21/2024 | 135290 | <sup>f</sup>  | 108616 |
| ColourOZ Investment 2 LLC, First Lien Initial Term Loan B-2, 3 Month LIBOR +4.25% |  | 8.57 | 9/7/2023 | 1159230 | <sup>f</sup>  | 855894 |
| ColourOZ Investment 2 LLC, First Lien Initial Term Loan C, 3 Month LIBOR +4.25% |  | 8.57 | 9/7/2023 | 191635 | <sup>f</sup>  | 141490 |
| ColourOZ Investment 2 LLC, Second Lien Initial Term Loan B-2, 3 Month LIBOR +4.25% |  | 8.57 | 9/21/2024 | 2303171 | <sup>d,f</sup>  | 1669799 |
| Flint Group GmbH, First Lien Initial Term Loan B-8, 3 Month LIBOR +4.25% |  | 8.57 | 9/21/2023 | 337529 | <sup>f</sup>  | 249207 |
| LSF11 Skyscraper Holdco, USD Facility Term Loan B-3, 3 Month LIBOR +3.50% |  | 8.23 | 9/30/2027 | 307571 | <sup>f</sup>  | 301420 |
|  |  |  |  |  | **4597442** | **4597442** |
| **Commercial & Professional Services - 7.8%**  | **Commercial & Professional Services - 7.8%**  | **Commercial & Professional Services - 7.8%**  | **Commercial & Professional Services - 7.8%**  |  |  |  |
| Albion Acquisitions Ltd., Term Loan B, 3 Month EURIBOR +5.25% | EUR | 6.75 | 7/31/2026 | 1000000 | <sup>f</sup>  | 1050186 |
| Allied Universal Holdco, USD Term Loan, 1 Month LIBOR +3.75% |  | 8.08 | 5/14/2028 | 619432 | <sup>f</sup>  | 589702 |
| American Auto Auction, First Lien Tranche Term Loan B, 3 Month Term SOFR +5.15% |  | 9.73 | 12/30/2027 | 386100 | <sup>f</sup>  | 303282 |
| APX Group Inc., Initial Term Loan, 3 Month LIBOR +3.25% & 3 Month PRIME +2.25% |  | 8.24 | 7/9/2028 | 264646 | <sup>f</sup>  | 262290 |
| Axiom Global Inc., Initial Term Loan, 3 Month LIBOR +4.75% |  | 9.04 | 10/1/2026 | 4850000 | <sup>f</sup>  | 4686312 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Description | Coupon <br>Rate (%) | Coupon <br>Rate (%) | Maturity Date | Principal Amount ($) | <sup>a,b</sup>  | Value ($) |
| **Floating Rate Loan Interests - 49.8% (continued)** | **Floating Rate Loan Interests - 49.8% (continued)** | **Floating Rate Loan Interests - 49.8% (continued)** | **Floating Rate Loan Interests - 49.8% (continued)** |  |  |  |
| **Commercial & Professional Services - 7.8% (continued)** | **Commercial & Professional Services - 7.8% (continued)** | **Commercial & Professional Services - 7.8% (continued)** | **Commercial & Professional Services - 7.8% (continued)** |  |  |  |
| Boels Topholding BV, Facility Term Loan B-2, 1-3 Month EURIBOR +3.25% | EUR | 4.97 | 2/5/2027 | 1000000 | <sup>f</sup>  | 1033562 |
| CIBT Global Inc., First Lien Term Loan, 3 Month LIBOR +1.00% |  | 4.67 | 6/1/2024 | 1043791 | <sup>f</sup>  | 735873 |
| Division Holding Corp., Term Loan B, 1 Month LIBOR +4.75% |  | 5.50 | 5/27/2028 | 142857 | <sup>f</sup>  | 139554 |
| Electro Rent Corp., Extended Term Loan, 1 Month Term SOFR +5.50% |  | 6.50 | 11/1/2024 | 195833 | <sup>f</sup>  | 188979 |
| Element Materials Technology, Delayed Draw Term Loan B, 3 Month Term SOFR +4.35% |  | 8.93 | 6/24/2029 | 99741 | <sup>f,h</sup>  | 97704 |
| Element Materials Technology, Initial USD Term Loan B, 3 Month Term SOFR +4.35% |  | 8.93 | 6/24/2029 | 216105 | <sup>f</sup>  | 211693 |
| Infinitas Learning Finco, Term Loan B, 3 Month EURIBOR +4.50% | EUR | 6.70 | 9/30/2028 | 1000000 | <sup>f</sup>  | 992842 |
| Modulaire Group Holdings, Facility Term Loan B, 3 Month EURIBOR +4.50% | EUR | 6.70 | 12/31/2028 | 1000000 | <sup>f</sup>  | 1001374 |
| Neptune Bidco US Inc., Dollar Term Loan B, 3 Month Term SOFR +5.00% |  | 8.82 | 4/11/2029 | 228547 | <sup>f</sup>  | 204837 |
| Praesidiad Ltd., Facility Term Loan B, 3 Month EURIBOR +4.00% | EUR | 5.98 | 10/4/2024 | 1000000 | <sup>f</sup>  | 861712 |
| RLG Holdings LLC, First Lien Closing Date Initial Term Loan, 1 Month LIBOR +4.00% |  | 8.38 | 7/8/2028 | 157455 | <sup>f</sup>  | 148664 |
| Vaco Holdings LLC, Initial Term Loan, 3 Month Term SOFR +5.00% |  | 9.73 | 1/21/2029 | 142461 | <sup>f,h</sup>  | 137890 |
| WP/AP Holdings, Facility Term Loan B, 3 Month EURIBOR +4.00% | EUR | 6.20 | 11/18/2028 | 1000000 | <sup>f</sup>  | 1031866 |
|  |  |  |  |  | **13678322** | **13678322** |
| **Consumer Discretionary - 4.9%**  | **Consumer Discretionary - 4.9%**  | **Consumer Discretionary - 4.9%**  | **Consumer Discretionary - 4.9%**  |  |  |  |
| Allen Media LLC, Term Loan B, 3 Month Term SOFR +5.50% |  | 9.20 | 2/10/2027 | 167054 | <sup>f</sup>  | 137559 |
| AP Gaming I LLC, Term Loan B, 3 Month Term SOFR +4.00% |  | 8.06 | 2/15/2029 | 263802 | <sup>f</sup>  | 250612 |
| Banijay Entertainment, Facility Term Loan B, 3 Month EURIBOR +3.75% | EUR | 5.92 | 3/1/2025 | 1000000 | <sup>f</sup>  | 1060886 |
| Freshworld Holding IV GmbH, Facility Term Loan B-2, 6 Month EURIBOR +3.25% | EUR | 5.69 | 10/2/2026 | 1000000 | <sup>f</sup>  | 1005153 |
| Safic - Alcan SAS, Term Loan B, 3 Month EURIBOR +5.13% | EUR | 5.13 | 7/13/2029 | 1000000 | <sup>f</sup>  | 1014251 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description | Coupon <br>Rate (%) | Coupon <br>Rate (%) | Maturity Date | Principal Amount ($) | Value ($) |
| **Floating Rate Loan Interests - 49.8% (continued)** | **Floating Rate Loan Interests - 49.8% (continued)** | **Floating Rate Loan Interests - 49.8% (continued)** | **Floating Rate Loan Interests - 49.8% (continued)** |  |  |
| **Consumer Discretionary - 4.9% (continued)** | **Consumer Discretionary - 4.9% (continued)** | **Consumer Discretionary - 4.9% (continued)** | **Consumer Discretionary - 4.9% (continued)** |  |  |
| Scientific Games Holdings, Term Loan B-2, 1 Month Term SOFR +3.50% |  | 7.10 | 4/4/2029 | 601539<br> <sup>f</sup>  | 575129 |
| Silk Bidco AS, Facility Term Loan B, 6 Month EURIBOR +4.00% | EUR | 4.91 | 2/22/2025 | 2000000<br> <sup>f</sup>  | 1692317 |
| Stage Entertainment BV, Facility Term Loan B-2, 3 Month EURIBOR +3.25% | EUR | 5.04 | 5/2/2026 | 1000000<br> <sup>f</sup>  | 1001540 |
| Tecta America Corp., First Lien Initial Term Loan, 1 Month LIBOR +4.25% |  | 8.69 | 4/9/2028 | 748303<br> <sup>f</sup>  | 720242 |
| Vacalians Holding SAS, Facility Term Loan B, 3 Month EURIBOR +4.00% | EUR | 5.95 | 11/30/2025 | 1000000<br> <sup>f</sup>  | 1040124 |
|  |  |  |  |  | **8497813** |
| **Consumer Staples - .3%**  | **Consumer Staples - .3%**  | **Consumer Staples - .3%**  | **Consumer Staples - .3%**  |  |  |
| Kronos Acquisition Holdings, Tranche Term Loan B-1, 3 Month LIBOR +3.75% |  | 8.48 | 12/22/2026 | 565114<br> <sup>f</sup>  | **539104** |
| **Diversified Financials - 2.2%**  | **Diversified Financials - 2.2%**  | **Diversified Financials - 2.2%**  | **Diversified Financials - 2.2%**  |  |  |
| Advisor Group Holdings I, Term Loan B-1, 1 Month LIBOR +4.50% |  | 8.88 | 7/31/2026 | 598458<br> <sup>f</sup>  | 586623 |
| Apex Group Treasury LLC, Incremental Term Loan B, 1 Month Term SOFR +5.00% |  | 5.50 | 7/27/2028 | 392000<br> <sup>f</sup>  | 382200 |
| BHN Merger Sub Inc., First Lien Term Loan, 3 Month Term SOFR +3.00% |  | 7.08 | 6/15/2025 | 498695<br> <sup>f</sup>  | 487252 |
| Edelman Financial Center, 2021 Refinancing Term Loan, 1 Month LIBOR +3.50% |  | 7.88 | 4/7/2028 | 528658<br> <sup>f</sup>  | 494692 |
| Edelman Financial Center, Second Lien Initial Term Loan, 1 Month LIBOR +6.75% |  | 11.13 | 7/20/2026 | 90000<br> <sup>f</sup>  | 81378 |
| Hudson River Trading LLC, Term Loan, 1 Month LIBOR +3.26% |  | 3.26 | 3/18/2028 | 408357<br> <sup>f</sup>  | 387174 |
| Polystorm Bidco AB, New Facility Term Loan B, 3 Month EURIBOR +4.00% | EUR | 6.20 | 10/5/2028 | 1000000<br> <sup>f</sup>  | 1021745 |
| Russell Investments US, New 2025 Term Loan, 1 Month LIBOR +3.50% |  | 7.88 | 5/30/2025 | 500000<br> <sup>f</sup>  | 482000 |
|  |  |  |  |  | **3923064** |
| **Energy - .9%**  | **Energy - .9%**  | **Energy - .9%**  | **Energy - .9%**  |  |  |
| Brazos Delaware II LLC, Initial Term Loan, 1 Month LIBOR +4.00% |  | 7.94 | 5/29/2025 | 179538<br> <sup>f</sup>  | 178978 |
| Freeport LNG Investments, Initial Term Loan B, 3 Month LIBOR +3.50% |  | 7.74 | 12/21/2028 | 620000<br> <sup>f</sup>  | 590981 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Description | Coupon <br>Rate (%) | Coupon <br>Rate (%) | Maturity Date | Principal Amount ($) | <sup>a,b</sup>  | Value ($) |
| **Floating Rate Loan Interests - 49.8% (continued)** | **Floating Rate Loan Interests - 49.8% (continued)** | **Floating Rate Loan Interests - 49.8% (continued)** | **Floating Rate Loan Interests - 49.8% (continued)** |  |  |  |
| **Energy - .9% (continued)** | **Energy - .9% (continued)** | **Energy - .9% (continued)** | **Energy - .9% (continued)** |  |  |  |
| Traverse Midstream Partners, Advance Term Loan, 3 Month Term SOFR +4.25% |  | 8.41 | 9/27/2024 | 577162 | <sup>f</sup>  | 576801 |
| WaterBridge Midstream Operating, Initial Term Loan, 6 Month LIBOR +5.75% |  | 9.13 | 6/21/2026 | 287493 | <sup>f</sup>  | 277116 |
|  |  |  |  |  | **1623876** | **1623876** |
| **Environmental Control - .1%**  | **Environmental Control - .1%**  | **Environmental Control - .1%**  | **Environmental Control - .1%**  |  |  |  |
| Northstar Group Services, Term Loan B, 1 Month Term SOFR +5.61% |  | 9.94 | 11/12/2026 | 249968 | <sup>f</sup>  | **246427** |
| **Food Products - 2.0%**  | **Food Products - 2.0%**  | **Food Products - 2.0%**  | **Food Products - 2.0%**  |  |  |  |
| Alphia Inc., Term Loan, 1 Month LIBOR +6.00% |  | 10.38 | 3/5/2027 | 1557952 | <sup>f</sup>  | 1503424 |
| Biscuit Holding SASU, Facility Term Loan B, 6 Month EURIBOR +4.00% | EUR | 5.86 | 2/14/2027 | 1000000 | <sup>f</sup>  | 727681 |
| Sovos Brands Intermediate, First Lien Initial Term Loan, 3 Month LIBOR +3.50% |  | 7.91 | 6/8/2028 | 380518 | <sup>f</sup>  | 371640 |
| ZF Invest SAS, Term Loan B, 3 Month EURIBOR +3.93% | EUR | 5.24 | 7/12/2028 | 1000000 | <sup>f</sup>  | 915963 |
|  |  |  |  |  | **3518708** | **3518708** |
| **Health Care - 7.2%**  | **Health Care - 7.2%**  | **Health Care - 7.2%**  | **Health Care - 7.2%**  |  |  |  |
| Auris Luxembourg III SA, Facility Term Loan B-1, 6 Month EURIBOR +4.00% | EUR | 6.44 | 2/21/2026 | 2000000 | <sup>f</sup>  | 1930632 |
| Baart Programs Inc., Delayed Draw Term Loan, 3 Month LIBOR +5.00% |  | 9.07 | 6/11/2027 | 920733 | <sup>f,h</sup>  | 888507 |
| Baart Programs Inc., Term Loan, 1-3 Month LIBOR +5.00% |  | 8.91 | 6/11/2027 | 1061750 | <sup>f</sup>  | 1024589 |
| Cidron Aida Finco SARL, Term Loan B, 3 Month EURIBOR +4.75% | EUR | 4.75 | 6/1/2028 | 1000000 | <sup>f</sup>  | 1023045 |
| Financiere Verdi I SASU, Facility Term Loan B, 12 Month SONIA +4.50% | GBP | 7.93 | 4/15/2028 | 1500000 | <sup>f</sup>  | 1487915 |
| Gainwell Acquisition Corp., Term Loan B, 3 Month LIBOR +4.00% |  | 8.73 | 10/1/2027 | 339240 | <sup>f</sup>  | 319310 |
| Inovie SASU, Senior Facility Term Loan B, 3 Month EURIBOR +4.00% | EUR | 6.20 | 3/3/2028 | 1000000 | <sup>f</sup>  | 998344 |
| Inula Natural Health Group, Senior Facility Term Loan B, 3 Month EURIBOR +3.75% | EUR | 5.95 | 12/11/2025 | 903382 | <sup>f</sup>  | 850982 |
| LifePoint Health Inc., First Lien Term Loan B, 3 Month LIBOR +3.75% |  | 8.16 | 11/16/2025 | 300000 | <sup>f</sup>  | 283537 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description | Coupon <br>Rate (%) | Coupon <br>Rate (%) | Maturity Date | Principal Amount ($) | Value ($) |
| **Floating Rate Loan Interests - 49.8% (continued)** | **Floating Rate Loan Interests - 49.8% (continued)** | **Floating Rate Loan Interests - 49.8% (continued)** | **Floating Rate Loan Interests - 49.8% (continued)** |  |  |
| **Health Care - 7.2% (continued)** | **Health Care - 7.2% (continued)** | **Health Care - 7.2% (continued)** | **Health Care - 7.2% (continued)** |  |  |
| Neuraxpharm Arzneimittel GmbH, Facility Term Loan B-1, 3 Month EURIBOR +4.25% | EUR | 5.86 | 12/11/2027 | 633857<br> <sup>f</sup>  | 653916 |
| Neuraxpharm Arzneimittel GmbH, Facility Term Loan B-2, 3 Month EURIBOR +4.25% | EUR | 5.86 | 12/11/2027 | 366143<br> <sup>f</sup>  | 377730 |
| Pathway Vet Alliance LLC, 2021 Replacement Term Loan, 1 Month LIBOR +3.75% |  | 8.13 | 3/31/2027 | 170607<br> <sup>f</sup>  | 143025 |
| PetVet Care Centers LLC, Second Lien Initial Term Loan, 1 Month LIBOR +6.25% |  | 10.63 | 2/15/2026 | 301948<br> <sup>f</sup>  | 278925 |
| Pluto Acquisition I Inc., 2021 First Lien Term Loan, 3 Month LIBOR +4.00% |  | 8.73 | 6/20/2026 | 180329<br> <sup>f</sup>  | 122623 |
| Radiology Partners Inc., Replacement Term Loan B, 1 Month LIBOR +4.25% |  | 8.64 | 7/9/2025 | 150000<br> <sup>f</sup>  | 126610 |
| Sharp Midco LLC, First Lien Initial Term Loan, 3 Month LIBOR +4.00% |  | 8.73 | 1/20/2029 | 151838<br> <sup>f</sup>  | 144626 |
| Sirona BidCo SASU, Facility Term Loan B, 3 Month EURIBOR +4.25% | EUR | 6.33 | 12/17/2028 | 1000000<br> <sup>f</sup>  | 1011575 |
| Surgery Center Holdings Inc., 2021 New Term Loan, 1 Month LIBOR +3.75% |  | 8.05 | 8/31/2026 | 393992<br> <sup>f</sup>  | 390009 |
| Team Health Holdings Inc., Extended Term Loan, 1 Month Term SOFR +5.25% |  | 9.34 | 2/2/2027 | 129132<br> <sup>f</sup>  | 97696 |
| US Anesthesia Partners Inc., Initial Term Loan, 1 Month LIBOR +4.25% |  | 4.75 | 10/1/2028 | 139646<br> <sup>f</sup>  | 133315 |
| WCG Purchaser Corp., First Lien Initial Term Loan, 1 Month LIBOR +4.00% |  | 8.38 | 1/8/2027 | 380902<br> <sup>f</sup>  | 347892 |
|  |  |  |  |  | **12634803** |
| **Industrial - 1.4%**  | **Industrial - 1.4%**  | **Industrial - 1.4%**  | **Industrial - 1.4%**  |  |  |
| Osmose Utilities Services, First Lien Initial Term Loan, 3 Month LIBOR +3.25% |  | 7.27 | 6/22/2028 | 231035<br> <sup>f</sup>  | 219937 |
| Qualtek LLC, Tranche Term Loan B, 3 Month LIBOR +6.25% |  | 10.66 | 7/18/2025 | 2923437<br> <sup>f</sup>  | 1936777 |
| VAC Germany Holding GmbH, Term Loan B, 3 Month LIBOR +4.00% |  | 8.73 | 3/8/2025 | 261091<br> <sup>f</sup>  | 235852 |
|  |  |  |  |  | **2392566** |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Description | Coupon <br>Rate (%) | Coupon <br>Rate (%) | Maturity Date | Principal Amount ($) | <sup>a,b</sup>  | Value ($) |
| **Floating Rate Loan Interests - 49.8% (continued)** | **Floating Rate Loan Interests - 49.8% (continued)** | **Floating Rate Loan Interests - 49.8% (continued)** | **Floating Rate Loan Interests - 49.8% (continued)** |  |  |  |
| **Information Technology - 4.3%**  | **Information Technology - 4.3%**  | **Information Technology - 4.3%**  | **Information Technology - 4.3%**  |  |  |  |
| AthenaHealth Group Inc., Initial Delayed Draw Term Loan, 3 Month Term SOFR +3.50% |  | 7.82 | 2/15/2029 | 61726 | <sup>f,h</sup>  | 55884 |
| AthenaHealth Group Inc., Initial Term Loan, 1 Month Term SOFR +3.50% |  | 7.82 | 2/15/2029 | 362363 | <sup>f</sup>  | 328069 |
| Boxer Parent Co., 2021 Replacement Dollar Term Loan, 1 Month LIBOR +3.75% |  | 8.13 | 10/2/2025 | 643673 | <sup>f</sup>  | 617781 |
| Boxer Parent Co., 2021 Replacement EURO Term Loan, 1 Month EURIBOR +4.00% | EUR | 5.90 | 10/2/2025 | 984526 | <sup>f</sup>  | 993883 |
| Camelia Bidco Ltd., Facility Term Loan B-1, 3 Month SONIA +4.77% | GBP | 8.20 | 10/5/2024 | 1500000 | <sup>f</sup>  | 1598081 |
| Concorde Lux SARL, Term Loan B, 3 Month EURIBOR +4.00% | EUR | 5.16 | 3/1/2028 | 1000000 | <sup>f</sup>  | 1008011 |
| CT Technologies, 2021 Reprice Term Loan, 1 Month LIBOR +4.25% |  | 8.63 | 12/16/2025 | 105824 | <sup>f</sup>  | 97374 |
| Finthrive Software Intermediate, Term Loan, 1 Month LIBOR +4.00% |  | 8.38 | 12/17/2028 | 234018 | <sup>f</sup>  | 199110 |
| Genesys Cloud Services, Initial Euro Term Loan B-4, 3 Month EURIBOR +4.25% | EUR | 5.86 | 12/1/2027 | 994937 | <sup>f</sup>  | 1031178 |
| Grab Holdings Inc., Initial Term Loan, 1 Month LIBOR +4.50% |  | 8.86 | 1/29/2026 | 270787 | <sup>f</sup>  | 268080 |
| Mitchell International, First Lien Initial Term Loan, 3 Month LIBOR +3.75% |  | 8.41 | 10/15/2028 | 319196 | <sup>f</sup>  | 295092 |
| Mitchell International, Second Lien Initial Term Loan, 3 Month LIBOR +6.50% |  | 11.23 | 10/15/2029 | 107692 | <sup>f</sup>  | 89990 |
| Mitnick Corporate Purchaser, Initial Term Loan, 3 Month Term SOFR +4.75% |  | 8.94 | 5/2/2029 | 223440 | <sup>f</sup>  | 209895 |
| Open Text Corp., Term Loan B, 1 Month Term SOFR +3.50% |  | 7.86 | 11/16/2029 | 220000 | <sup>f</sup>  | 215407 |
| SolarWinds Holdings Inc., 2022 Refinancing Term Loan, 1 Month Term SOFR +4.00% |  | 8.32 | 2/5/2027 | 192308 | <sup>f</sup>  | 190705 |
| UKG Inc., First Lien Initial Term Loan, 1 Month LIBOR +3.75% |  | 8.13 | 5/3/2026 | 294239 | <sup>f</sup>  | 284256 |
|  |  |  |  |  | **7482796** | **7482796** |
| **Insurance - 4.7%**  | **Insurance - 4.7%**  | **Insurance - 4.7%**  | **Insurance - 4.7%**  |  |  |  |
| Acrisure LLC, 2022 Additional Term Loan, 3 Month Term SOFR +5.75% |  | 9.92 | 2/15/2027 | 290000 | <sup>f</sup>  | 288430 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Description | Coupon <br>Rate (%) | Coupon <br>Rate (%) | Maturity Date | Principal Amount ($) | <sup>a,b</sup>  | Value ($) |
| **Floating Rate Loan Interests - 49.8% (continued)** | **Floating Rate Loan Interests - 49.8% (continued)** | **Floating Rate Loan Interests - 49.8% (continued)** | **Floating Rate Loan Interests - 49.8% (continued)** |  |  |  |
| **Insurance - 4.7% (continued)** | **Insurance - 4.7% (continued)** | **Insurance - 4.7% (continued)** | **Insurance - 4.7% (continued)** |  |  |  |
| Alliant Holdings Intermediate, 2021-2 New Term Loan, 1 Month LIBOR +3.50% |  | 7.85 | 11/6/2027 | 317836 | <sup>f</sup>  | 311082 |
| Asurion LLC, New Term Loan B-4, 1 Month LIBOR +5.25% |  | 9.63 | 1/15/2029 | 71244 | <sup>f</sup>  | 55799 |
| Asurion LLC, Second Lien Term Loan B-3, 1 Month LIBOR +5.25% |  | 9.63 | 2/3/2028 | 1083367 | <sup>f</sup>  | 851342 |
| BidCo SB SAS, Term Loan, 6 Month EURIBOR +3.75% | EUR | 3.98 | 11/16/2028 | 1000000 | <sup>f</sup>  | 1026128 |
| Kereis SAS, Facility Term Loan B-1, 3 Month EURIBOR +3.75% | EUR | 5.95 | 6/1/2027 | 1000000 | <sup>f</sup>  | 1025400 |
| Mayfield Agency Borrower, First Lien Term Loan B, 1 Month LIBOR +4.50% |  | 8.88 | 2/28/2025 | 567269 | <sup>f</sup>  | 538906 |
| Sedgwick Claims Management Services Inc., 2020 Term Loan, 1 Month LIBOR +4.25% |  | 8.63 | 9/3/2026 | 6871 | <sup>f</sup>  | 6801 |
| Sedgwick CMS Inc., 2019 New Term Loan, 1 Month LIBOR +3.75% |  | 8.13 | 9/3/2026 | 761476 | <sup>f</sup>  | 748831 |
| Selectquote, Initial Term Loan, 1 Month LIBOR +8.10% |  | 12.42 | 11/5/2024 | 3758902 | <sup>f,i</sup>  | 3405566 |
|  |  |  |  |  | **8258285** | **8258285** |
| **Internet Software & Services - 2.1%**  | **Internet Software & Services - 2.1%**  | **Internet Software & Services - 2.1%**  | **Internet Software & Services - 2.1%**  |  |  |  |
| CNT Holdings I Corp., First Lien Initial Term Loan, 3 Month Term SOFR +3.50% |  | 7.24 | 11/8/2027 | 501723 | <sup>f</sup>  | 486895 |
| Endure Digital Inc., Initial Term Loan, 1 Month LIBOR +3.50% |  | 7.72 | 2/10/2028 | 403850 | <sup>f</sup>  | 364475 |
| ION Trading Finance Ltd., Initial Dollar Term Loan, 3 Month LIBOR +4.75% |  | 9.48 | 4/1/2028 | 128050 | <sup>f</sup>  | 121785 |
| ION Trading Finance Ltd., Initial Euro Term Loan, 3 Month EURIBOR +4.25% | EUR | 6.45 | 4/1/2028 | 1970000 | <sup>f</sup>  | 1991485 |
| MH Sub I LLC, 2020 June New Term Loan, 1 Month LIBOR +3.75% |  | 8.13 | 9/15/2024 | 274297 | <sup>f</sup>  | 267146 |
| Proofpoint Inc., Initial Term Loan, 3 Month LIBOR +3.25% |  | 7.98 | 8/31/2028 | 483800 | <sup>f</sup>  | 466395 |
|  |  |  |  |  | **3698181** | **3698181** |
| **Materials - .9%**  | **Materials - .9%**  | **Materials - .9%**  | **Materials - .9%**  |  |  |  |
| Berlin Packaging LLC, Tranche Term Loan B-5, 1-3 Month LIBOR +3.75% |  | 8.18 | 3/11/2028 | 206417 | <sup>f</sup>  | 199080 |
| Charter Nex US Inc., 2021 Refinancing Term Loan, 1 Month LIBOR +3.75% |  | 8.13 | 12/1/2027 | 78373 | <sup>f</sup>  | 76273 |
| Clydesdale Acquisition, Term Loan B, 1 Month Term SOFR +4.18% |  | 8.60 | 4/13/2029 | 285544 | <sup>f</sup>  | 272659 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description | Coupon <br>Rate (%) | Coupon <br>Rate (%) | Maturity Date | Principal Amount ($) | Value ($) |
| **Floating Rate Loan Interests - 49.8% (continued)** | **Floating Rate Loan Interests - 49.8% (continued)** | **Floating Rate Loan Interests - 49.8% (continued)** | **Floating Rate Loan Interests - 49.8% (continued)** |  |  |
| **Materials - .9% (continued)** | **Materials - .9% (continued)** | **Materials - .9% (continued)** | **Materials - .9% (continued)** |  |  |
| Grinding Media Inc., First Lien Initial Term Loan, 6 Month LIBOR +4.00% |  | 8.06 | 10/12/2028 | 429789<br> <sup>f</sup>  | 401853 |
| MAR Bidco SARL, USD Facility Term Loan B, 3 Month LIBOR +4.30% |  | 7.97 | 6/28/2028 | 108951<br> <sup>f</sup>  | 99690 |
| Proampac PG Borrower LLC, 2020-1 Term Loan, 3-6 Month LIBOR +3.75% |  | 8.07 | 11/3/2025 | 332537<br> <sup>f</sup>  | 319303 |
| Valcour Packaging LLC, Second Lien Initial Term Loan, 3 Month LIBOR +7.00% |  | 11.23 | 9/30/2029 | 240000<br> <sup>f</sup>  | 186000 |
|  |  |  |  |  | **1554858** |
| **Media - 1.6%**  | **Media - 1.6%**  | **Media - 1.6%**  | **Media - 1.6%**  |  |  |
| DIRECTV Financing LLC, Closing Date Term Loan, 1 Month LIBOR +5.00% |  | 9.38 | 8/2/2027 | 612264<br> <sup>f</sup>  | 597404 |
| iHeartCommunications Inc., New Term Loan, 1 Month LIBOR +3.00% |  | 7.38 | 5/1/2026 | 430000<br> <sup>f</sup>  | 395467 |
| NEP Europe Finco BV, Initial Euro Term Loan, 1 Month EURIBOR +3.50% | EUR | 5.40 | 10/20/2025 | 1929648<br> <sup>f</sup>  | 1816688 |
|  |  |  |  |  | **2809559** |
| **Retailing - .2%**  | **Retailing - .2%**  | **Retailing - .2%**  | **Retailing - .2%**  |  |  |
| Great Outdoors Group LLC, Term Loan B-2, 1 Month LIBOR +3.75% |  | 8.13 | 3/5/2028 | 116094<br> <sup>f</sup>  | 111813 |
| Staples Inc., 2019 Refinancing New Term Loan B-1, 3 Month LIBOR +5.00% |  | 9.44 | 4/12/2026 | 192485<br> <sup>f</sup>  | 178503 |
|  |  |  |  |  | **290316** |
| **Semiconductors & Semiconductor Equipment - .4%**  | **Semiconductors & Semiconductor Equipment - .4%**  | **Semiconductors & Semiconductor Equipment - .4%**  | **Semiconductors & Semiconductor Equipment - .4%**  |  |  |
| Natel Engineering Co., Initial Term Loan, 1-3 Month LIBOR +6.25% |  | 10.53 | 4/30/2026 | 662841<br> <sup>f</sup>  | **622520** |
| **Technology Hardware & Equipment - 1.7%**  | **Technology Hardware & Equipment - 1.7%**  | **Technology Hardware & Equipment - 1.7%**  | **Technology Hardware & Equipment - 1.7%**  |  |  |
| Access CIG LLC, First Lien Term Loan B, 3 Month LIBOR +3.75% |  | 7.82 | 2/27/2025 | 169604<br> <sup>f</sup>  | 166512 |
| Atlas CC Acquisition Corp., First Lien Term Loan B, 3 Month LIBOR +4.25% |  | 8.98 | 5/25/2028 | 350037<br> <sup>f</sup>  | 296406 |
| Atlas CC Acquisition Corp., First Lien Term Loan C, 3 Month LIBOR +4.25% |  | 8.98 | 5/25/2028 | 71194<br> <sup>f</sup>  | 60286 |
| Kronosnet CX Bidco, Term Loan B, 3 Month EURIBOR +5.75% | EUR | 7.25 | 10/25/2029 | 1000000<br> <sup>f</sup>  | 988834 |
| Marnix SAS, Facility Term Loan B, 3 Month EURIBOR +3.00% | EUR | 4.46 | 11/19/2026 | 1000000<br> <sup>f</sup>  | 1018753 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon <br>Rate (%) | Maturity Date | Principal Amount ($) | Value ($) |
| **Floating Rate Loan Interests - 49.8% (continued)** | **Floating Rate Loan Interests - 49.8% (continued)** | **Floating Rate Loan Interests - 49.8% (continued)** |  |  |
| **Technology Hardware & Equipment - 1.7% (continued)** | **Technology Hardware & Equipment - 1.7% (continued)** | **Technology Hardware & Equipment - 1.7% (continued)** |  |  |
| Mcafee Corp., Tranche Term Loan B-1, 1 Month Term SOFR +3.75% | 7.97 | 3/1/2029 | 427800<br> <sup>f</sup>  | 399381 |
|  |  |  |  | **2930172** |
| **Telecommunication Services - 1.1%**  | **Telecommunication Services - 1.1%**  | **Telecommunication Services - 1.1%**  |  |  |
| CCI Buyer Inc., First Lien Initial Term Loan, 3 Month Term SOFR +4.00% | 8.58 | 12/17/2027 | 598897<br> <sup>f</sup>  | 573743 |
| Connect Finco SARL, Amendment No. 1 Refinancing Term Loan, 1 Month LIBOR +3.50% | 7.89 | 12/12/2026 | 259203<br> <sup>f</sup>  | 256746 |
| Lorca Finco PLC, Facility Term Loan B, 6 Month EURIBOR +4.25% | 6.82 | 9/18/2027 | 1000000<br> <sup>f</sup>  | 1037373 |
|  |  |  |  | **1867862** |
| **Transportation - .1%**  | **Transportation - .1%**  | **Transportation - .1%**  |  |  |
| OLA Netherlands BV, Term Loan, 1 Month Term SOFR +6.25% | 10.67 | 12/3/2026 | 145478<br> <sup>f</sup>  | 138204 |
| Worldwide Express Inc., First Lien Initial Term Loan, 3 Month LIBOR +4.00% | 8.73 | 7/26/2028 | 94106<br> <sup>f</sup>  | 86428 |
|  |  |  |  | **224632** |
| **Utilities - .4%**  | **Utilities - .4%**  | **Utilities - .4%**  |  |  |
| Compass Power Generation, Tranche Term Loan B-2, 1 Month Term SOFR +4.36% | 8.58 | 4/14/2029 | 194949<br> <sup>f</sup>  | 193771 |
| Eastern Power LLC, Term Loan B, 3 Month LIBOR +3.75% | 8.48 | 10/2/2025 | 223245<br> <sup>f</sup>  | 199789 |
| Hamilton Projects Acquiror, Term Loan, 3 Month LIBOR +4.50% | 9.23 | 6/26/2027 | 300000<br> <sup>f</sup>  | 295687 |
|  |  |  |  | **689247** |
| **Total Floating Rate Loan Interests**<br> (cost $95,806,016) | **Total Floating Rate Loan Interests**<br> (cost $95,806,016) | **Total Floating Rate Loan Interests**<br> (cost $95,806,016) | **87104169** | **87104169** |
| Description |  |  | Shares | Value ($) |
| **Common Stocks - .1%** | **Common Stocks - .1%** | **Common Stocks - .1%** |  |  |
| **Information Technology - .1%**  | **Information Technology - .1%**  | **Information Technology - .1%**  |  |  |
| Skillsoft Corp. |  |  | 104668<br> <sup>j</sup>  | **136068** |
| **Media - .0%**  | **Media - .0%**  | **Media - .0%**  |  |  |
| Altice USA Inc., Cl. A |  |  | 2500<br> <sup>j</sup>  | **11500** |
| **Total Common Stocks**<br> (cost $1,158,018) | **Total Common Stocks**<br> (cost $1,158,018) | **Total Common Stocks**<br> (cost $1,158,018) | **147568** | **147568** |
| Description | 1-Day<br>Yield (%) |  | Shares | Value ($) |
| **Investment Companies - 9.4%** | **Investment Companies - 9.4%** | **Investment Companies - 9.4%** |  |  |
| **Registered Investment Companies - 9.4%**  | **Registered Investment Companies - 9.4%**  | **Registered Investment Companies - 9.4%**  |  |  |
| Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional Shares<br>(cost $16,460,427) | 4.37 |  | 16460427<br> <sup>k</sup>  | **16460427** |

---

------

---

| | | |
|:---|:---|:---|
| **Total Investments** (cost $291,546,300) | **147.5%** | **258006050** |
| **Liabilities, Less Cash and Receivables** | **(47.5%)** | **(83106882)** |
| **Net Assets** | **100.0%** | **174899168** |

---

*EURIBOR—Euro Interbank Offered Rate* 

*LIBOR—London Interbank Offered Rate* 

*PRIME—Prime Lending Rate* 

*SOFR—Secured Overnight Financing Rate* 

*SONIA—Sterling Overnight Index Average* 

*TSFR—Term SOFR (Secured Overnight Financing Rate) Reference Rates* 

*EUR—Euro* 

*GBP—British Pound* 

*<sup>a</sup> Amount stated in U.S. Dollars unless otherwise noted above.*

*<sup>b</sup> Security, or portion thereof, has been pledged as collateral for the fund's Revolving Credit and Security Agreement.*

*<sup>c</sup> Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At December 31, 2022, these securities were valued at $143,351,685 or 81.96% of net assets.*

*<sup>d</sup> Payment-in-kind security and interest may be paid in additional par.*

*<sup>e</sup> Security is a perpetual bond with no specified maturity date. Maturity date shown is next reset date of the bond.*

*<sup>f</sup> Variable rate security—interest rate resets periodically and rate shown is the interest rate in effect at period end. Security description also includes the reference rate and spread if published and available.*

*<sup>g</sup> Collateralized Loan Obligations equity positions are entitled to recurring distributions which are generally equal to the remaining cash flow of payments made by underlying securities less contractual payments to debt holders and fund expenses. The effective yield is estimated based upon the current projection of the amount and timing of these recurring distributions in addition to the estimated amount of terminal principal payment. The estimated yield and investment cost may ultimately not be realized.*

*<sup>h</sup> Investment, or portion of investment, represents an unfunded floating note loan interest outstanding.*

*<sup>i</sup> The fund held Level 3 securities at December 31, 2022. These securities were valued at $3,405,566 or 1.9% of net assets.*

*<sup>j</sup> Non-income producing security.*

*<sup>k</sup> Investment in affiliated issuer. The investment objective of this investment company is publicly available and can be found within the investment company's prospectus.*

------

STATEMENT OF FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS<br>BNY Mellon Alcentra Global Multi-Strategy Credit Fund

December 31, 2022 (Unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** |  |
| Counterparty/ Purchased<br>Currency | Purchased Currency<br>Amounts | Currency <br>Sold | Sold <br>Currency <br>Amounts | Settlement Date | Unrealized Appreciation (Depreciation) ($) |
| **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** |
| Euro | 8500000 | United States Dollar | 9056360 | 1/23/2023 | 57843 |
| United States Dollar | 1144297 | Euro | 1080000 | 1/23/2023 | (13743) |
| United States Dollar | 14310793 | Euro | 13740000 | 1/31/2023 | (430278) |
| British Pound | 190000 | United States Dollar | 229837 | 1/23/2023 | 16 |
| United States Dollar | 4064590 | British Pound | 3355000 | 1/23/2023 | 5861 |
| Euro | 310000 | United States Dollar | 330147 | 1/31/2023 | 2439 |
| United States Dollar | 3454519 | Euro | 3250000 | 1/31/2023 | (32270) |
| United States Dollar | 3684906 | British Pound | 3050000 | 1/31/2023 | (5662) |
| United States Dollar | 81452279 | Euro | 78020000 | 1/23/2023 | (2205384) |
| United States Dollar | 617233 | British Pound | 500000 | 1/31/2023 | 12222 |
| **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** |  |  | **78381** |
| **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** |  |  | **(2687337)** |

---

*See notes to financial statements.*

------

STATEMENT OF INVESTMENTS<br>BNY Mellon Alcentra Global Multi-Strategy Credit Fund

December 31, 2022 (Unaudited)

The following is a summary of the inputs used as of December 31, 2022 in valuing the fund's investments:

---

| | | | | |
|:---|:---|:---|:---|:---|
| | Level 1-Unadjusted Quoted Prices | Level 2- Other Significant Observable Inputs | Level 3-Significant Unobservable Inputs | **Total** |
| **Assets ($)** | **Assets ($)** | **Assets ($)** | **Assets ($)** |  |
| Investments in Securities:<sup>†</sup> | Investments in Securities:<sup>†</sup> | Investments in Securities:<sup>†</sup> | Investments in Securities:<sup>†</sup> |  |
| Collateralized Loan Obligations | - | 85619171 | - | **85619171** |
| Corporate Bonds | - | 68674715 | - | **68674715** |
| Equity Securities - Common Stocks | 147568 | - | - | **147568** |
| Floating Rate Loan Interests | - | 83698603 | 3405566 | **87104169** |
| Investment Companies | 16460427 | - | - | **16460427** |
| Other Financial Instruments: | Other Financial Instruments: | Other Financial Instruments: | Other Financial Instruments: |  |
| Forward Foreign Currency Exchange Contracts<sup>††</sup> | - | 78381 | - | **78381** |
| **Liabilities ($)** | **Liabilities ($)** | **Liabilities ($)** | **Liabilities ($)** |  |
| Other Financial Instruments: | Other Financial Instruments: | Other Financial Instruments: | Other Financial Instruments: |  |
| Forward Foreign Currency Exchange Contracts<sup>††</sup> | - | (2687337) | - | **(2687337)** |

---

*<sup>†</sup> See Statement of Investments for additional detailed categorizations, if any.*

*<sup>††</sup> Amount shown represents unrealized appreciation (depreciation) at period end.*

------

The Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC") is the exclusive reference of authoritative U.S. generally accepted accounting principles ("GAAP") recognized by the FASB to be applied by nongovernmental entities. Rules and interpretive releases of the SEC under authority of federal laws are also sources of authoritative GAAP for SEC registrants. The fund is an investment company and applies the accounting and reporting guidance of the FASB ASC Topic 946 Financial Services-Investment Companies. The fund's financial statements are prepared in accordance with GAAP, which may require the use of management estimates and assumptions. Actual results could differ from those estimates.

The fair value of a financial instrument is the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date (i.e., the exit price). GAAP establishes a fair value hierarchy that prioritizes the inputs of valuation techniques used to measure fair value. This hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements).

Additionally, GAAP provides guidance on determining whether the volume and activity in a market has decreased significantly and whether such a decrease in activity results in transactions that are not orderly. GAAP requires enhanced disclosures around valuation inputs and techniques used during annual and interim periods.

Various inputs are used in determining the value of the fund's investments relating to fair value measurements. These inputs are summarized in the three broad levels listed below:

**Level 1**—unadjusted quoted prices in active markets for identical investments.

**Level 2**—other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.).

**Level 3**—significant unobservable inputs (including the fund's own assumptions in determining the fair value of investments).

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy. Valuation techniques used to value the fund's investments are as follows:

The fund's Board of Directors (the "Board") has designated the Adviser as the fund's valuation designee, effective September 8, 2022, to make all fair value determinations with respect to the fund's portfolio investments, subject to the Board's oversight and pursuant to Rule 2a-5 under the Act.

------

Registered investment companies that are not traded on an exchange are valued at their net asset value and are generally categorized within Level 1 of the fair value hierarchy.

Investments in debt securities, excluding short-term investments (other than U.S. Treasury Bills), financial futures and forward foreign currency exchange contracts ("forward contracts") are valued each business day by one or more independent pricing services (each, a "Service") approved by the Board. Investments for which quoted bid prices are readily available and are representative of the bid side of the market in the judgment of a Service are valued at the mean between the quoted bid prices (as obtained by a Service from dealers in such securities) and asked prices (as calculated by a Service based upon its evaluation of the market for such securities). Securities are valued as determined by a Service, based on methods which include consideration of the following: yields or prices of securities of comparable quality, coupon, maturity and type; indications as to values from dealers; and general market conditions. The Services are engaged under the general supervision of the Board. These securities are generally categorized within Level 2 of the fair value hierarchy.U.S. Treasury Bills are valued at the mean price between quoted bid prices and asked prices by the Service. These securities are generally categorized within Level 2 of the fair value hierarchy.

When market quotations or official closing prices are not readily available, or are determined not to accurately reflect fair value, such as when the value of a security has been significantly affected by events after the close of the exchange or market on which the security is principally traded (for example, a foreign exchange or market), but before the fund calculates its net asset value, the fund may value these investments at fair value as determined in accordance with the procedures approved by the Board. Certain factors may be considered when fair valuing investments such as: fundamental analytical data, the nature and duration of restrictions on disposition, an evaluation of the forces that influence the market in which the securities are purchased and sold, and public trading in similar securities of the issuer or comparable issuers. These securities are either categorized within Level 2 or 3 of the fair value hierarchy depending on the relevant inputs used.

For securities where observable inputs are limited, assumptions about market activity and risk are used and such securities are generally categorized within Level 3 of the fair value hierarchy.

Investments denominated in foreign currencies are translated to U.S. dollars at the prevailing rates of exchange.

Financial futures, which are traded on an exchange, are valued at the last sales price on the securities exchange on which such securities are primarily traded or at the last sales price on the national securities market on each business day and are generally categorized within Level 1 of the fair value hierarchy. Forward contracts are valued at the forward rate and are generally categorized within Level 2 of the fair value hierarchy.

**Floating Rate Loan Interests:** Floating rate instruments are loans and other securities with interest rates that adjust or "float" periodically. Floating rate loans are made by

------

banks and other financial institutions to their corporate clients. The rates of interest on the loans adjust periodically by reference to a base lending rate, plus a premium or credit spread. Floating rate loans reset on periodic set dates, typically 30 to 90 days, but not to exceed one year. The fund may invest in multiple series or tranches of a loan. A different series or tranche may have varying terms and carry different associated risks.

**Derivatives:** A derivative is a financial instrument whose performance is derived from the performance of another asset. Each type of derivative instrument that was held by the fund at December 31, 2022 is discussed below.

**Forward Foreign Currency Exchange Contracts:** The fund enters into forward contracts in order to hedge its exposure to changes in foreign currency exchange rates on its foreign portfolio holdings, to settle foreign currency transactions or as a part of its investment strategy. When executing forward contracts, the fund is obligated to buy or sell a foreign currency at a specified rate on a certain date in the future. With respect to sales of forward contracts, the fund incurs a loss if the value of the contract increases between the date the forward contract is opened and the date the forward contract is closed. The fund realizes a gain if the value of the contract decreases between those dates. With respect to purchases of forward contracts, the fund incurs a loss if the value of the contract decreases between the date the forward contract is opened and the date the forward contract is closed. The fund realizes a gain if the value of the contract increases between those dates. Any realized or unrealized gains or losses which occurred during the period are reflected in the Statement of Operations. The fund is exposed to foreign currency risk as a result of changes in value of underlying financial instruments. The fund is also exposed to credit risk associated with counterparty non-performance on these forward contracts, which is generally limited to the unrealized gain on each open contract. This risk may be mitigated by Master Agreements, if any, between the fund and the counterparty and the posting of collateral, if any, by the counterparty to the fund to cover the fund's exposure to the counterparty.

At December 31, 2022, accumulated net unrealized depreciation on investments was $33,540,250, consisting of $1,615,039 gross unrealized appreciation and $35,155,289 gross unrealized depreciation.

At December 31, 2022, the cost of investments for federal income tax purposes was substantially the same as the cost for financial reporting purposes (see the Statement of Investments).

Additional investment related disclosures are hereby incorporated by reference to the annual and semi-annual reports previously filed with the SEC on Form N-CSR.

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BNY Mellon Alcentra Global Multi-Strategy Credit Fund, Inc. (formerly, Dreyfus Alcentra Global Multi-Strategy Credit Fund, Inc.

- **b. Investment Company Act file number:** 811-23330

- **c. CIK number of Registrant:** 0001729678

- **d. LEI of Registrant:** 549300JPYXJSTONI5F35

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

  - **Street Address 1:** 240 Greenwich Street

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10286

  - **Telephone number:** 212 495 1784

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

- **a. Name of Series:** BNY Mellon Alcentra Global Multi-Strategy Credit Fund, Inc.

- **c. LEI of Series:** 549300JPYXJSTONI5F35

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

- **a. Date of fiscal year-end:** 2023-03-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $263967807.69

**Total Liabilities:** $88730614.26

**Net Assets:** $175237193.43

**Cash Not Reported:** $1806928.62

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2.18110674 | **1-Year:** -135.84297974 | **5-Year:** -470.27811525 | **10-Year:** -287.01968724 | **30-Year:** -3.74407276

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

- **3-Month:** -396.38863611 | **1-Year:** -18721.10573251 | **5-Year:** -48283.42124572 | **10-Year:** -24333.34912329 | **30-Year:** -27.37005166

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.00%                | 0.00%                | 0.00%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1902437.24             | $2766746.80                                |
| Month 2  | $-741298.54              | $11718348.21                               |
| Month 3  | $-5343141.00             | $6620846.71                                |

**Designated Index Information**

- **Index Name:** 0

- **Index Identifier:** 0

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ANTERO MIDSTREAM PART/FI           | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP                 | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $297385.60    | 0.17%             | 2028-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN           | CLARIOS GLOBAL LP / CLARIOS US FINANCE CO                                    | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $342494.78    | 0.20%             | 2027-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| ELEVATION CLO LTD                  | ELEVATION CLO 2013-1 LTD                                                     | CUSIP: 28623GAA0<br>LEI: 549300D7IKXB86IQMC13 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | OU      | $2164667.50   | 1.24%             | 2032-08-15      | Variable      | 12.26%                | Yes           |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT             | MAUSER PACKAGING SOLUTIONS HOLDING CO                                        | CUSIP: 12429TAE4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    928000 | PA      | $860048.79    | 0.49%             | 2025-04-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| MATADOR RESOURCES CO               | MATADOR RESOURCES CO                                                         | CUSIP: 576485AE6<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    279000 | PA      | $268654.41    | 0.15%             | 2026-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN           | BLUE RACER MIDSTREAM LLC / BLUE RACER FINANCE CORP                           | CUSIP: 095796AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    960000 | PA      | $930739.20    | 0.53%             | 2026-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| VERSCEND ESCROW CORP               | VERSCEND ESCROW CORP                                                         | CUSIP: 92535WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    338000 | PA      | $331868.68    | 0.19%             | 2026-08-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| COMMSCOPE INC                      | COMMSCOPE INC                                                                | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    137000 | PA      | $106391.46    | 0.06%             | 2027-03-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| TITAN ACQ/CO-BORROWER              | TITAN ACQUISITION LTD / TITAN CO-BORROWER LLC                                | CUSIP: 88827AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    107000 | PA      | $96531.98     | 0.06%             | 2026-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| STAPLES INC                        | STAPLES INC                                                                  | CUSIP: 855031AQ3<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |    192485 | PA      | $178503.13    | 0.10%             | 2026-04-16      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE           | CONNECT FINCO SARL / CONNECT US FINCO LLC                                    | CUSIP: 20752TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    785000 | PA      | $729123.32    | 0.42%             | 2026-10-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD           | MADISON PARK FUNDING X LTD                                                   | CUSIP: 55818JAA2<br>LEI: 549300VE70J453FXBE45 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | OU      | $6250.00      | 0.00%             | 2029-01-20      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| AXIOM GLOBAL INC                   | AXIOM GLOBAL INC                                                             | CUSIP: 05464KAC7<br>LEI: 549300W2I02HCGWMMJ20 | Long             | LON              | CORP              | US        |   4862500 | PA      | $4698390.63   | 2.68%             | 2026-10-01      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                      | DISH DBS CORP                                                                | CUSIP: 25470XAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $512211.64    | 0.29%             | 2024-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WIND RIVER CLO LTD                 | WIND RIVER 2016-1K CLO LTD                                                   | CUSIP: 48274XAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11350000 | OU      | $4123216.65   | 2.35%             | 2029-01-15      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| EXTERRAN PARTNERS/EXLP             | ARCHROCK PARTNERS LP / ARCHROCK PARTNERS FINANCE CORP                        | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $219992.89    | 0.13%             | 2028-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO LTD               | BLUEMOUNTAIN CLO 2016-2 LTD                                                  | CUSIP: 095765AE3<br>LEI: 549300O2Y407FNHQWX93 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | OU      | $1883623.50   | 1.07%             | 2032-08-20      | Variable      | 12.47%                | Yes           |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNA           | SCIENTIFIC GAMES INTERNATIONAL INC                                           | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    237000 | PA      | $227946.60    | 0.13%             | 2029-11-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| STAPLES INC                        | STAPLES INC                                                                  | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    480000 | PA      | $414115.20    | 0.24%             | 2026-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| LABL INC                           | LABL INC                                                                     | CUSIP: 50168AAB6<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    314000 | PA      | $296470.59    | 0.17%             | 2026-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| LABL INC                           | LABL INC                                                                     | CUSIP: 50168AAA8<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |     74000 | PA      | $68973.92     | 0.04%             | 2027-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| STATION CASINOS LLC                | STATION CASINOS LLC                                                          | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    180000 | PA      | $156767.72    | 0.09%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CALPINE CORP                       | CALPINE CORP                                                                 | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    380000 | PA      | $339789.62    | 0.19%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| HARSCO CORP                        | HARSCO CORP                                                                  | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |    201000 | PA      | $159020.46    | 0.09%             | 2027-07-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC           | PRIME SECURITY SERVICES BORROWER LLC / PRIME FINANCE INC                     | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    626000 | PA      | $571049.72    | 0.33%             | 2028-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA           | ALTICE FRANCE HOLDING SA                                                     | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    420000 | PA      | $248825.52    | 0.14%             | 2028-02-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PDC ENERGY INC                     | PDC ENERGY INC                                                               | CUSIP: 69327RAJ0<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143430.00    | 0.08%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC/DT ISSR            | DEALER TIRE LLC / DT ISSUER LLC                                              | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    549000 | PA      | $483917.92    | 0.28%             | 2028-02-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC             | SPIRIT AEROSYSTEMS INC                                                       | CUSIP: 85205TAL4<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346608.50    | 0.20%             | 2025-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| COMMSCOPE INC                      | COMMSCOPE INC                                                                | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    335000 | PA      | $240025.43    | 0.14%             | 2028-07-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| CRESTWOOD MID PARTNER LP           | CRESTWOOD MIDSTREAM PARTNERS LP / CRESTWOOD MIDSTREAM FINANCE CORP           | CUSIP: 226373AQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $23293.00     | 0.01%             | 2027-05-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP           | LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP           | CUSIP: 505742AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $470645.36    | 0.27%             | 2025-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| POST HOLDINGS INC                  | POST HOLDINGS INC                                                            | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    250000 | PA      | $216206.25    | 0.12%             | 2030-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC           | ACADIA HEALTHCARE CO INC                                                     | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85509.00     | 0.05%             | 2028-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| TRIMARAN ADVISORS CAVU 2019-1      | TRIMARAN CAVU 2019-1 LTD                                                     | CUSIP: 896218AA2<br>LEI: 549300IGMQ24BLOIU872 | Long             | ABS-CBDO         | CORP              | KY        |   2100000 | OU      | $1849444.80   | 1.06%             | 2032-07-20      | Variable      | 11.28%                | Yes           |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA           | ALTICE FRANCE HOLDING SA                                                     | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    240000 | PA      | $183516.00    | 0.10%             | 2027-05-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| HUSKY III HOLDING LTD              | HUSKY III HOLDING LTD                                                        | CUSIP: 44810RAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    502000 | PA      | $445525.00    | 0.25%             | 2025-02-15      | Fixed         | 13.00%                | Yes           |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM               | TAYLOR MORRISON COMMUNITIES INC                                              | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52080.56     | 0.03%             | 2030-08-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP              | TENET HEALTHCARE CORP                                                        | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    350000 | PA      | $336889.00    | 0.19%             | 2027-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI           | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP                 | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    545000 | PA      | $516157.11    | 0.29%             | 2027-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP           | GRAHAM PACKAGING CO INC                                                      | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |    214000 | PA      | $178898.12    | 0.10%             | 2028-08-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L           | EQM MIDSTREAM PARTNERS LP                                                    | CUSIP: 26885BAC4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    396000 | PA      | $354797.39    | 0.20%             | 2028-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRIPADVISOR INC                    | TRIPADVISOR INC                                                              | CUSIP: 896945AA0<br>LEI: 549300XVG45PT5BART17 | Long             | DBT              | CORP              | US        |    158000 | PA      | $156358.36    | 0.09%             | 2025-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                  | IRON MOUNTAIN INC                                                            | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    450000 | PA      | $392064.75    | 0.22%             | 2030-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC          | CAESARS ENTERTAINMENT INC                                                    | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126581.72    | 0.07%             | 2025-07-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                      | TRANSDIGM INC                                                                | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    730000 | PA      | $686988.40    | 0.39%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRINSEO OP / TRINSEO FIN           | TRINSEO MATERIALS OPERATING SCA / TRINSEO MATERIALS FINANCE INC              | CUSIP: 89668QAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    223000 | PA      | $183769.84    | 0.10%             | 2025-09-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                   | ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP                  | CUSIP: 019576AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $330141.60    | 0.19%             | 2026-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL           | CHEPLAPHARM ARZNEIMITTEL GMBH                                                | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    260000 | PA      | $217822.80    | 0.12%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| RADIATE HOLDCO / FINANCE           | RADIATE HOLDCO LLC / RADIATE FINANCE INC                                     | CUSIP: 75026JAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    166000 | PA      | $69826.24     | 0.04%             | 2028-09-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP              | TENET HEALTHCARE CORP                                                        | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    520000 | PA      | $466663.60    | 0.27%             | 2028-10-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES           | DELTA AIR LINES INC / SKYMILES IP LTD                                        | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $169471.72    | 0.10%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| VIASAT INC                         | VIASAT INC                                                                   | CUSIP: 92552VAK6<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    300000 | PA      | $278810.28    | 0.16%             | 2025-09-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| PIKE CORP                          | PIKE CORP                                                                    | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |    165000 | PA      | $144518.55    | 0.08%             | 2028-09-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BHN MERGER SUB INC                 | BHN MERGER SUB INC                                                           | CUSIP: 09238FAK7<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |    500000 | PA      | $488527.50    | 0.28%             | 2025-06-15      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| COVANTA HOLDING CORP               | COVANTA HOLDING CORP                                                         | CUSIP: 22282EAJ1<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121456.94    | 0.07%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NFP CORP                           | NFP CORP                                                                     | CUSIP: 65342RAD2<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |     70000 | PA      | $57853.53     | 0.03%             | 2028-08-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC           | UNITED NATURAL FOODS INC                                                     | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |    290000 | PA      | $279104.70    | 0.16%             | 2028-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP                      | CARNIVAL CORP                                                                | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    360000 | PA      | $285971.30    | 0.16%             | 2026-03-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| STAPLES INC                        | STAPLES INC                                                                  | CUSIP: 855030AP7<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    270000 | PA      | $194853.60    | 0.11%             | 2027-04-15      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| CCM MERGER INC                     | CCM MERGER INC                                                               | CUSIP: 14985VAE1<br>LEI: 549300P77RSBKKFME089 | Long             | DBT              | CORP              | US        |    425000 | PA      | $401034.25    | 0.23%             | 2026-05-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| VENTURE CDO LTD                    | VENTURE 41 CLO LTD                                                           | CUSIP: 92326KAA7<br>LEI: 549300Q6VG2813TG2830 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | OU      | $1747894.00   | 1.00%             | 2034-01-20      | Variable      | 11.95%                | Yes           |                  2 | On Loan: No      |
| KRONOS ACQ  / KIK CUSTOM           | KRONOS ACQUISITION HOLDINGS INC / KIK CUSTOM PRODUCTS INC                    | CUSIP: 50106GAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $450450.00    | 0.26%             | 2026-12-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| NCL CORPORATION LTD                | NCL CORP LTD                                                                 | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    139000 | PA      | $109420.80    | 0.06%             | 2026-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP              | ANTERO RESOURCES CORP                                                        | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    161000 | PA      | $162103.04    | 0.09%             | 2029-02-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN           | BLUE RACER MIDSTREAM LLC / BLUE RACER FINANCE CORP                           | CUSIP: 095796AH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $183852.81    | 0.10%             | 2025-12-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICE           | PRIME HEALTHCARE SERVICES INC                                                | CUSIP: 74165HAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    174000 | PA      | $147305.71    | 0.08%             | 2025-11-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| GRAB HOLDINGS INC                  | GRAB HOLDINGS INC                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SG        |    272000 | PA      | $269280.00    | 0.15%             | 2026-01-29      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC            | MACY'S RETAIL HOLDINGS LLC                                                   | CUSIP: 55617LAP7<br>LEI: 549300JMONK27O4SQQ19 | Long             | DBT              | CORP              | US        |    180000 | PA      | $159637.12    | 0.09%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ORGANON & CO/ORG                   | ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV                             | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    387000 | PA      | $335774.84    | 0.19%             | 2031-04-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN           | AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD                              | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $96340.15     | 0.05%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                | ASSUREDPARTNERS INC                                                          | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    165000 | PA      | $136016.01    | 0.08%             | 2029-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ENDURANCE INTERNATIONAL            | ENDURE DIGITAL INC                                                           | CUSIP: 29279UAB2<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |    404875 | PA      | $365399.69    | 0.21%             | 2028-02-10      | Variable      | 7.72%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE           | COMPASS GROUP DIVERSIFIED HOLDINGS LLC                                       | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |    261000 | PA      | $223700.76    | 0.13%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| IRIS HOLDINGS INC                  | IRIS HOLDINGS INC                                                            | CUSIP: 46272EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    294000 | PA      | $252840.00    | 0.14%             | 2026-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| TRINSEO OP / TRINSEO FIN           | TRINSEO MATERIALS OPERATING SCA / TRINSEO MATERIALS FINANCE INC              | CUSIP: 89668QAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     70000 | PA      | $45431.40     | 0.03%             | 2029-04-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC | CLEAR CHANNEL OUTDOOR HOLDINGS INC                                           | CUSIP: 18453HAC0<br>LEI: 5299006P35UZZASMAZ95 | Long             | DBT              | CORP              | US        |     90000 | PA      | $65817.39     | 0.04%             | 2028-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP              | AADVANTAGE LOYALTY IP                                                        | CUSIP: 02376CBJ3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    689805 | PA      | $687974.02    | 0.39%             | 2028-04-20      | Variable      | 8.99%                 | No            |                  2 | On Loan: No      |
| GREYWOLF CLO LTD                   | GREYWOLF CLO II LTD                                                          | CUSIP: 39808GAN6<br>LEI: 549300DX0ZYWEZ6TY764 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | OU      | $1789780.00   | 1.02%             | 2034-04-15      | Variable      | 11.13%                | Yes           |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN           | AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD                              | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $256413.04    | 0.15%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NORTHWEST FIBER LLC/NORT           | NORTHWEST FIBER LLC / NORTHWEST FIBER FINANCE SUB INC                        | CUSIP: 667449AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    419000 | PA      | $324948.47    | 0.19%             | 2028-02-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| TASEKO MINES LTD                   | TASEKO MINES LTD                                                             | CUSIP: 876511AF3<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $70447.14     | 0.04%             | 2026-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                | JAZZ SECURITIES DAC                                                          | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |    240000 | PA      | $214338.00    | 0.12%             | 2029-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| EASTERN POWER LLC                  | EASTERN POWER LLC                                                            | CUSIP: 87264NAB3<br>LEI: 5493000R3E1L1VM1V279 | Long             | LON              | CORP              | US        |    233550 | PA      | $209010.75    | 0.12%             | 2025-10-02      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| NORTHWOODS CAPITAL LTD             | NORTHWOODS CAPITAL 25 LTD                                                    | CUSIP: 66860WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | OU      | $2579550.00   | 1.47%             | 2034-07-20      | Variable      | 11.38%                | Yes           |                  2 | On Loan: No      |
| SOUND POINT CLO LTD                | SOUND POINT CLO XXIII                                                        | CUSIP: 83614CAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4750000 | OU      | $3828134.25   | 2.18%             | 2034-07-15      | Variable      | 10.55%                | Yes           |                  2 | On Loan: No      |
| WELLFLEET CLO LTD                  | WELLFLEET CLO X LTD                                                          | CUSIP: 94949VAE8<br>LEI: 254900A99ZMAJM1OOV76 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | OU      | $3249012.00   | 1.85%             | 2032-07-20      | Variable      | 10.85%                | Yes           |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI            | ALLIED UNIVERSAL HOLDCO LLC/ALLIED UNIVERSAL FINANCE CORP/ATLAS LUXCO 4 SARL | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $182116.00    | 0.10%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS            | SURGERY CENTER HOLDINGS INC                                                  | CUSIP: 86880NAX1<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |    393992 | PA      | $390009.20    | 0.22%             | 2026-08-31      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP              | ANTERO RESOURCES CORP                                                        | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    160000 | PA      | $148553.60    | 0.08%             | 2030-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| APX GROUP INC                      | APX GROUP INC                                                                | CUSIP: 00213NAM4<br>LEI: 549300OMQVKPRU98OE64 | Long             | LON              | CORP              | US        |    265316 | PA      | $262953.65    | 0.15%             | 2028-07-10      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                     | PROOFPOINT INC                                                               | CUSIP: 74345HAB7<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    485021 | PA      | $467572.82    | 0.27%             | 2028-08-31      | Variable      | 7.98%                 | No            |                  2 | On Loan: No      |
| EVERI HOLDINGS INC                 | EVERI HOLDINGS INC                                                           | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |    201000 | PA      | $172913.58    | 0.10%             | 2029-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SOVOS BRANDS INTERMEDIATE          | SOVOS BRANDS INTERMEDIATE                                                    | CUSIP: 84611UAH1<br>LEI: 549300LNTCFBIDJ7R637 | Long             | LON              | CORP              | US        |    380518 | PA      | $371640.05    | 0.21%             | 2028-06-08      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| BAART PROGRAMS INC                 | BAART PROGRAMS INC                                                           | CUSIP: 05518PAB4<br>LEI: 549300473BJ7030DKO17 | Long             | LON              | CORP              | US        |   1061750 | PA      | $1024588.75   | 0.58%             | 2027-06-11      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| SKILLSOFT CORP                     | SKILLSOFT CORP                                                               | CUSIP: 83066P200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    104668 | NS      | $136068.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER NEX US INC                 | CHARTER NEX US INC                                                           | CUSIP: 16125TAJ1<br>LEI: 549300KRNU8RNVGYXG75 | Long             | LON              | CORP              | US        |     78373 | PA      | $76272.99     | 0.04%             | 2027-12-01      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| APX GROUP INC                      | APX GROUP INC                                                                | CUSIP: 00213MAW4<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |    512000 | PA      | $424697.25    | 0.24%             | 2029-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| WASTE PRO USA INC                  | WASTE PRO USA INC                                                            | CUSIP: 94107JAA1<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    236000 | PA      | $208944.96    | 0.12%             | 2026-02-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC            | MACY'S RETAIL HOLDINGS LLC                                                   | CUSIP: 55616XAM9<br>LEI: 549300JMONK27O4SQQ19 | Long             | DBT              | CORP              | US        |    364000 | PA      | $253988.28    | 0.14%             | 2034-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO LTD.               | BIRCH GROVE CLO 2 LTD                                                        | CUSIP: 09077MAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | OU      | $1090010.00   | 0.62%             | 2034-10-19      | Variable      | 11.18%                | Yes           |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO             | SOUTHWESTERN ENERGY CO                                                       | CUSIP: 845467AS8<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    560000 | PA      | $511808.64    | 0.29%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                | MEDLINE BORROWER LP                                                          | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    196000 | PA      | $156026.78    | 0.09%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| VENTURE CDO LTD                    | VENTURE 39 CLO LTD                                                           | CUSIP: 92332RAA4<br>LEI: 549300VI1BOFEK7C6D74 | Long             | ABS-CBDO         | CORP              | KY        |   2350000 | OU      | $2008119.65   | 1.15%             | 2033-04-15      | Variable      | 11.71%                | Yes           |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP           | OLYMPUS WATER US HOLDING CORP                                                | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    380000 | PA      | $288992.35    | 0.16%             | 2029-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD        | ROYAL CARIBBEAN CRUISES LTD                                                  | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    260000 | PA      | $219050.00    | 0.13%             | 2026-08-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP           | OLYMPUS WATER US HOLDING CORP                                                | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162630.72    | 0.09%             | 2028-10-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| TRIMARAN CAVU LTD                  | TRIMARAN CAVU 2021-2 LTD                                                     | CUSIP: 89624VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | OU      | $1793336.00   | 1.02%             | 2034-10-25      | Variable      | 11.56%                | Yes           |                  2 | On Loan: No      |
| UPC BROADBAND FINCO BV             | UPC BROADBAND FINCO BV                                                       | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |    580000 | PA      | $483609.80    | 0.28%             | 2031-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                   | CSC HOLDINGS LLC                                                             | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    296000 | PA      | $167593.72    | 0.10%             | 2030-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| VALCOUR PACKAGING LLC              | VALCOUR PACKAGING LLC                                                        | CUSIP: 91889CAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    240000 | PA      | $186000.00    | 0.11%             | 2029-10-04      | Variable      | 11.23%                | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                   | ALTICE FRANCE SA/FRANCE                                                      | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    332000 | PA      | $253752.58    | 0.14%             | 2029-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CROWN POINT CLO LTD                | CROWN POINT CLO 8 LTD                                                        | CUSIP: 22846CAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | OU      | $2790336.00   | 1.59%             | 2034-10-20      | Variable      | 11.37%                | Yes           |                  2 | On Loan: No      |
| ALTICE FINANCING SA                | ALTICE FINANCING SA                                                          | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    490000 | PA      | $386334.56    | 0.22%             | 2029-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                      | TRANSDIGM INC                                                                | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    157000 | PA      | $137143.43    | 0.08%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LABL INC                           | LABL INC                                                                     | CUSIP: 50168QAD7<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    106000 | PA      | $84624.82     | 0.05%             | 2029-11-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| PROAMPAC PG BORROWER LLC           | PROAMPAC PG BORROWER LLC                                                     | CUSIP: 74274NAG8<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |    333379 | PA      | $320111.71    | 0.18%             | 2025-11-03      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| ROCKCLIFF ENERGY II LLC            | ROCKCLIFF ENERGY II LLC                                                      | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    465000 | PA      | $426044.63    | 0.24%             | 2029-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ALTICE USA INC                     | ALTICE USA INC                                                               | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |      2500 | NS      | $11500.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWOODS CAPITAL LTD             | NORTHWOODS CAPITAL 27 LTD                                                    | CUSIP: 66860YAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1150000 | OU      | $933566.55    | 0.53%             | 2034-10-17      | Variable      | 11.12%                | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP                      | CARNIVAL CORP                                                                | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     80000 | PA      | $53460.56     | 0.03%             | 2029-05-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| TRINITAS CLO LTD                   | TRINITAS CLO XI LTD                                                          | CUSIP: 89641LAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | OU      | $1650876.00   | 0.94%             | 2034-07-15      | Variable      | 11.35%                | Yes           |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FIN            | CONSOLIDATED ENERGY FINANCE SA                                               | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    344000 | PA      | $292736.01    | 0.17%             | 2028-10-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL             | MITCHELL INTERNATIONAL                                                       | CUSIP: N/A<br>LEI: 5493002RDNIGEM7SSV41       | Long             | LON              | CORP              | US        |    107692 | PA      | $89990.39     | 0.05%             | 2029-10-15      | Variable      | 11.23%                | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC    | PENNYMAC FINANCIAL SERVICES INC                                              | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    515000 | PA      | $409159.72    | 0.23%             | 2031-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| HEALTHEQUITY INC                   | HEALTHEQUITY INC                                                             | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    263000 | PA      | $230164.45    | 0.13%             | 2029-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| MIDOCEAN CREDIT CLO                | MIDOCEAN CREDIT CLO X                                                        | CUSIP: 59803BAL4<br>LEI: 549300N3ZTBJCCPR2038 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | OU      | $3324072.00   | 1.90%             | 2034-10-23      | Variable      | 11.48%                | Yes           |                  2 | On Loan: No      |
| COVANTA HOLDING CORP               | COVANTA HOLDING CORP                                                         | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    300000 | PA      | $246171.00    | 0.14%             | 2029-12-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| NORTHWEST FIBER LLC/NORT           | NORTHWEST FIBER LLC / NORTHWEST FIBER FINANCE SUB INC                        | CUSIP: 667449AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    188000 | PA      | $165649.18    | 0.09%             | 2027-04-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BIRCH GROVE CLO LTD.               | BIRCH GROVE CLO 3 LTD                                                        | CUSIP: 09076UAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | OU      | $1797720.00   | 1.03%             | 2035-01-19      | Variable      | 11.21%                | Yes           |                  2 | On Loan: No      |
| CIBT GLOBAL INC                    | CIBT GLOBAL INC                                                              | CUSIP: 12546CAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1043791 | PA      | $735872.78    | 0.42%             | 2025-06-01      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| TRAVERSE MIDSTREAM PARTN           | TRAVERSE MIDSTREAM PARTN                                                     | CUSIP: 89435TAB0<br>LEI: 549300DHTM8B2X5QMJ22 | Long             | LON              | CORP              | US        |    577162 | PA      | $576801.49    | 0.33%             | 2024-09-27      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| WELLFLEET CLO LTD                  | WELLFLEET CLO 2021-3 LTD                                                     | CUSIP: 94951KAC1<br>LEI: 254900E0WT1R93N8OQ24 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | OU      | $830350.00    | 0.47%             | 2035-01-15      | Variable      | 11.18%                | Yes           |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC | CLEAR CHANNEL OUTDOOR HOLDINGS INC                                           | CUSIP: 18453HAA4<br>LEI: 5299006P35UZZASMAZ95 | Long             | DBT              | CORP              | US        |    595000 | PA      | $516846.75    | 0.29%             | 2027-08-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDIN            | SCIENTIFIC GAMES HOLDIN                                                      | CUSIP: 80875CAB3<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |    603047 | PA      | $576570.06    | 0.33%             | 2029-04-04      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                | NCL CORP LTD                                                                 | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    182000 | PA      | $157876.81    | 0.09%             | 2027-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| VISTRA CORP                        | VISTRA CORP                                                                  | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    393000 | PA      | $358171.64    | 0.20%             | 2171-06-15      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| FRANKLIN PARK PLACE CLO I          | FRANKLIN PARK PLACE CLO I LLC                                                | CUSIP: 35459EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | OU      | $1156296.70   | 0.66%             | 2035-04-14      | Variable      | 11.33%                | Yes           |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN           | CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC                                     | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $437690.04    | 0.25%             | 2031-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC           | VIRGIN MEDIA FINANCE PLC                                                     | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    330000 | PA      | $265219.35    | 0.15%             | 2030-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC            | STANDARD INDUSTRIES INC/NJ                                                   | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    207000 | PA      | $186579.45    | 0.11%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ECO MATERIAL TECH INC              | ECO MATERIAL TECHNOLOGIES INC                                                | CUSIP: 27900QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    387000 | PA      | $370188.00    | 0.21%             | 2027-01-31      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC             | ATHENAHEALTH GROUP INC                                                       | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   1019000 | PA      | $752844.51    | 0.43%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC    | PENNYMAC FINANCIAL SERVICES INC                                              | CUSIP: 70932MAA5<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    230000 | PA      | $207684.10    | 0.12%             | 2025-10-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                   | CSC HOLDINGS LLC                                                             | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161566.00    | 0.09%             | 2028-02-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FRANCE SA                   | ALTICE FRANCE SA/FRANCE                                                      | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $157054.00    | 0.09%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CVR ENERGY INC                     | CVR ENERGY INC                                                               | CUSIP: 12662PAB4<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    544000 | PA      | $501287.84    | 0.29%             | 2025-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC               | TTM TECHNOLOGIES INC                                                         | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |    300000 | PA      | $257697.00    | 0.15%             | 2029-03-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO           | SCIENTIFIC GAMES HOLDINGS LP/SCIENTIFIC GAMES US FINCO INC                   | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    479000 | PA      | $405234.00    | 0.23%             | 2030-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| CDI ESCROW ISSUER INC              | CDI ESCROW ISSUER INC                                                        | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $332328.13    | 0.19%             | 2030-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ELEMENT MATERIAL TECHNOL           | ELEMENT MATERIAL TECHNOL                                                     | CUSIP: N/A<br>LEI: 213800EGOJGGUKUGEZ30       | Long             | LON              | CORP              | US        |     99741 | PA      | $97704.36     | 0.06%             | 2029-06-22      | Variable      | 7.90%                 | No            |                  2 | On Loan: No      |
| ELEMENT MATERIAL TECHNOL           | ELEMENT MATERIAL TECHNOL                                                     | CUSIP: N/A<br>LEI: 213800EGOJGGUKUGEZ30       | Long             | LON              | CORP              | US        |    216105 | PA      | $211692.79    | 0.12%             | 2029-06-22      | Variable      | 7.90%                 | No            |                  2 | On Loan: No      |
| NORTHWOODS CAPITAL LTD             | NORTHWOODS CAPITAL 22 LTD                                                    | CUSIP: 66858JAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | OU      | $951626.50    | 0.54%             | 2031-09-01      | Variable      | 12.59%                | Yes           |                  2 | On Loan: No      |
| CATHEDRAL LAKE LTD                 | CATHEDRAL LAKE VIII LTD                                                      | CUSIP: 14919KAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | OU      | $887601.00    | 0.51%             | 2035-01-20      | Variable      | 11.73%                | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP               | ONEMAIN FINANCE CORP                                                         | CUSIP: 85172FAP4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    280000 | PA      | $271460.00    | 0.15%             | 2024-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH               | IHO VERWALTUNGS GMBH                                                         | CUSIP: 44963BAE8<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $175905.03    | 0.10%             | 2027-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| TELECOM ITALIA SPA/MILANO          | TELECOM ITALIA SPA/MILANO                                                    | CUSIP: 87927YAA0<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |    290000 | PA      | $275355.00    | 0.16%             | 2024-05-30      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| MCAFEE CORP                        | MCAFEE CORP                                                                  | CUSIP: 57906HAD9<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    428875 | PA      | $400384.95    | 0.23%             | 2029-03-01      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP               | ONEMAIN FINANCE CORP                                                         | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    260000 | PA      | $239870.80    | 0.14%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L           | EQM MIDSTREAM PARTNERS LP                                                    | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     64000 | PA      | $62757.44     | 0.04%             | 2027-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| RUSSELL INVESTMENTS US             | RUSSELL INVESTMENTS US                                                       | CUSIP: 78249LAD2<br>LEI: 5493008YG7V0FQCJQI74 | Long             | LON              | CORP              | US        |    500000 | PA      | $482000.00    | 0.28%             | 2025-05-30      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                   | ZIGGO BOND CO BV                                                             | CUSIP: 98954UAB9<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    310000 | PA      | $288920.00    | 0.16%             | 2027-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC                  | NEWELL BRANDS INC                                                            | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    415000 | PA      | $391343.04    | 0.22%             | 2026-04-01      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                         | AIR CANADA                                                                   | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $168612.21    | 0.10%             | 2026-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| COLOUROZ INVESTMENT 2 LLC          | COLOUROZ INVESTMENT 2 LLC                                                    | CUSIP: N/A<br>LEI: 549300Q6D2JN1G0T8E41       | Long             | LON              | CORP              | US        |   2270174 | PA      | $1645876.29   | 0.94%             | 2024-09-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP               | LAS VEGAS SANDS CORP                                                         | CUSIP: 517834AG2<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    190000 | PA      | $179699.90    | 0.10%             | 2024-08-08      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FRST STU BID/FRST TRANS            | FIRST STUDENT BIDCO INC / FIRST TRANSIT PARENT INC                           | CUSIP: 337120AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    163000 | PA      | $135057.30    | 0.08%             | 2029-07-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GR           | COGENT COMMUNICATIONS GROUP INC                                              | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    360000 | PA      | $353224.11    | 0.20%             | 2027-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC        | STARWOOD PROPERTY TRUST INC                                                  | CUSIP: 85571BAW5<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    170000 | PA      | $159828.99    | 0.09%             | 2024-12-31      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN           | HILTON DOMESTIC OPERATING CO INC                                             | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83869.00     | 0.05%             | 2031-05-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ENLINK MIDSTREAM LLC               | ENLINK MIDSTREAM LLC                                                         | CUSIP: 29336TAD2<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |    167000 | PA      | $165505.35    | 0.09%             | 2030-09-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS           | MPH ACQUISITION HOLDINGS LLC                                                 | CUSIP: 553283AD4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    280000 | PA      | $218999.20    | 0.12%             | 2028-09-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CALPINE CORP                       | CALPINE CORP                                                                 | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    370000 | PA      | $318073.79    | 0.18%             | 2029-02-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN           | 1011778 BC ULC / NEW RED FINANCE INC                                         | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    343000 | PA      | $307585.41    | 0.18%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC           | PRIMO WATER HOLDINGS INC                                                     | CUSIP: 74168LAA4<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |    260000 | PA      | $224840.59    | 0.13%             | 2029-04-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CQS US CLO 2022-2, LTD.            | CQS US CLO 2022-2 LTD                                                        | CUSIP: 12664CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | OU      | $907712.00    | 0.52%             | 2031-07-20      | Variable      | 10.20%                | Yes           |                  2 | On Loan: No      |
| CORNERSTONE BUILDING               | CORNERSTONE BUILDING                                                         | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |    379806 | PA      | $342572.10    | 0.20%             | 2028-04-12      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L           | EQM MIDSTREAM PARTNERS LP                                                    | CUSIP: 26885BAA8<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    135000 | PA      | $129963.15    | 0.07%             | 2024-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                           | ZIGGO BV                                                                     | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    360000 | PA      | $301834.80    | 0.17%             | 2030-01-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC             | MATCH GROUP HOLDINGS II LLC                                                  | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    280000 | PA      | $215085.92    | 0.12%             | 2031-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV            | SENSATA TECHNOLOGIES BV                                                      | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    240000 | PA      | $227800.89    | 0.13%             | 2030-09-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC           | ROCKET MORTGAGE LLC / ROCKET MORTGAGE CO-ISSUER INC                          | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $214406.48    | 0.12%             | 2029-03-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                | ASSUREDPARTNERS INC                                                          | CUSIP: 04624VAA7<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    270000 | PA      | $261538.99    | 0.15%             | 2025-08-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                | JPMORGAN CHASE & CO                                                          | CUSIP: 48128BAG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    160000 | PA      | $141400.00    | 0.08%             | 2170-08-01      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                      | CITIGROUP INC                                                                | CUSIP: 172967MG3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178502.46    | 0.10%             | 2170-03-12      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                | GRAY TELEVISION INC                                                          | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    228000 | PA      | $165300.00    | 0.09%             | 2030-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC           | FORD MOTOR CREDIT CO LLC                                                     | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    380000 | PA      | $312665.90    | 0.18%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                     | BOMBARDIER INC                                                               | CUSIP: 097751BM2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     46000 | PA      | $45649.21     | 0.03%             | 2025-03-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TRUST INC      | BLACKSTONE MORTGAGE TRUST INC                                                | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129173.12    | 0.07%             | 2027-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD        | ROYAL CARIBBEAN CRUISES LTD                                                  | CUSIP: 780153BS0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    411000 | PA      | $413568.75    | 0.24%             | 2029-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| YUM! BRANDS INC                    | YUM! BRANDS INC                                                              | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    230000 | PA      | $213348.00    | 0.12%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                | CHURCHILL DOWNS INC                                                          | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    240000 | PA      | $215140.80    | 0.12%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| AG TTMT ESCROW ISSUER              | AG TTMT ESCROW ISSUER LLC                                                    | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $90562.50     | 0.05%             | 2027-09-30      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                 | RITHM CAPITAL CORP                                                           | CUSIP: 64828TAA0<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |    302000 | PA      | $271461.65    | 0.15%             | 2025-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP            | SBA COMMUNICATIONS CORP                                                      | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    270000 | PA      | $224976.15    | 0.13%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO            | ALLIED UNIVERSAL HOLDCO                                                      | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    621000 | PA      | $591195.11    | 0.34%             | 2028-05-12      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP               | PILGRIM'S PRIDE CORP                                                         | CUSIP: 72147KAG3<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    143000 | PA      | $112104.14    | 0.06%             | 2032-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD        | ROYAL CARIBBEAN CRUISES LTD                                                  | CUSIP: 780153BR2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     30000 | PA      | $30864.15     | 0.02%             | 2029-01-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| ACRISURE LLC                       | ACRISURE LLC                                                                 | CUSIP: 00488PAQ8<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    290000 | PA      | $288429.65    | 0.16%             | 2027-02-15      | Variable      | 9.92%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                 | ALLY FINANCIAL INC                                                           | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    196000 | PA      | $202873.25    | 0.12%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                     | OPEN TEXT CORP                                                               | CUSIP: N/A<br>LEI: 549300HP7ONDQODZJV16       | Long             | LON              | CORP              | CA        |    220000 | PA      | $215407.50    | 0.12%             | 2029-11-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                    | GEN DIGITAL INC                                                              | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245325.00    | 0.14%             | 2027-09-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM            | UNITED RENTALS NORTH AMERICA INC                                             | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    161000 | PA      | $160303.68    | 0.09%             | 2029-12-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| DISH NETWORK CORP                  | DISH NETWORK CORP                                                            | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    106000 | PA      | $109301.90    | 0.06%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| ASCENSUS HOLDINGS INC              | ASCENSUS HOLDINGS INC                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     98446 | PA      | $86467.72     | 0.05%             | 2029-08-02      | Variable      | 10.25%                | No            |                  2 | On Loan: No      |
| NFP CORP                           | NFP CORP                                                                     | CUSIP: 65342RAE0<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |     79000 | PA      | $67355.06     | 0.04%             | 2028-08-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT           | WESTERN MIDSTREAM OPERATING LP                                               | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    250000 | PA      | $218793.75    | 0.12%             | 2030-02-01      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC             | SPIRIT AEROSYSTEMS INC                                                       | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     88000 | PA      | $92747.60     | 0.05%             | 2029-11-30      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC                  | NEWELL BRANDS INC                                                            | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     43000 | PA      | $36996.68     | 0.02%             | 2036-04-01      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC           | IHEARTCOMMUNICATIONS INC                                                     | CUSIP: 45174HBC0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    475000 | PA      | $437750.50    | 0.25%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC           | PERMIAN RESOURCES OPERATING LLC                                              | CUSIP: 15138AAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54711.88     | 0.03%             | 2026-01-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU           | VENTURE GLOBAL CALCASIEU PASS LLC                                            | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    510000 | PA      | $417559.95    | 0.24%             | 2033-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN           | HILTON DOMESTIC OPERATING CO INC                                             | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    120000 | PA      | $96309.60     | 0.05%             | 2032-02-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN            | AETHON UNITED BR LP / AETHON UNITED FINANCE CORP                             | CUSIP: 00810GAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    167000 | PA      | $165847.88    | 0.09%             | 2026-02-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL HLDGS BM LTD              | CARNIVAL HOLDINGS BERMUDA LTD                                                | CUSIP: 14366RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    246000 | PA      | $252982.71    | 0.14%             | 2028-05-01      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS            | FRONTIER COMMUNICATIONS HOLDINGS LLC                                         | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $130307.80    | 0.07%             | 2027-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC             | OPTION CARE HEALTH INC                                                       | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |    370000 | PA      | $324114.45    | 0.18%             | 2029-10-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS            | FRONTIER COMMUNICATIONS HOLDINGS LLC                                         | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $203738.90    | 0.12%             | 2030-05-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| SOLARIS MIDSTREAM HOLDIN           | SOLARIS MIDSTREAM HOLDINGS LLC                                               | CUSIP: 83419MAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |     66000 | PA      | $65726.10     | 0.04%             | 2026-04-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| API GROUP DE INC                   | API GROUP DE INC                                                             | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |     62000 | PA      | $54062.49     | 0.03%             | 2029-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS           | TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP          | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $280333.00    | 0.16%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                     | NRG ENERGY INC                                                               | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    270000 | PA      | $238793.40    | 0.14%             | 2029-06-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FREEPORT LNG INVESTMENTS           | FREEPORT LNG INVESTMENTS                                                     | CUSIP: 35670CAB4<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |    620000 | PA      | $590980.90    | 0.34%             | 2028-12-21      | Variable      | 7.74%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC               | SRS DISTRIBUTION INC                                                         | CUSIP: 78471RAD8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |    130000 | PA      | $103629.90    | 0.06%             | 2029-12-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC             | ACRISURE LLC / ACRISURE FINANCE INC                                          | CUSIP: 00489LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $82835.34     | 0.05%             | 2025-11-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ELASTIC NV                         | ELASTIC NV                                                                   | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |     38000 | PA      | $30741.05     | 0.02%             | 2029-07-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| 6G03Q630KQ70JM5Q_1066800_S         | EUR/USD FWD 20230123 GOLDUS33                                                | CUSIP: N/A<br>LEI: N/A                        | Short            | DFE              |  | XX        |  -1080000 | NC      | $-1158039.94  | -0.66%            |  |  |  | No            |                  2 | On Loan: No      |
| DYCOM INDUSTRIES INC               | DYCOM INDUSTRIES INC                                                         | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |    400000 | PA      | $348735.75    | 0.20%             | 2029-04-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BATH & BODY WORKS INC              | BATH & BODY WORKS INC                                                        | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    180000 | PA      | $169220.34    | 0.10%             | 2030-10-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| ELECTRO RENT CORP                  | ELECTRO RENT CORP                                                            | CUSIP: N/A<br>LEI: 549300L5Z681EV5LDY95       | Long             | LON              | CORP              | US        |    196354 | PA      | $189481.78    | 0.11%             | 2024-11-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP           | CHOBANI LLC / CHOBANI FINANCE CORP INC                                       | CUSIP: 17027NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     73000 | PA      | $63671.70     | 0.04%             | 2028-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| GOLDEN ENTERTAINMENT INC           | GOLDEN ENTERTAINMENT INC                                                     | CUSIP: 381013AA9<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207311.20    | 0.12%             | 2026-04-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| L9J3061NBTKKRGID_1066800_S         | EUR/USD FWD 20230123 00005                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | DFE              |  | XX        | -78020000 | NC      | $-83657663.24 | -47.74%           |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP             | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                                 | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    740000 | PA      | $691359.80    | 0.39%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| HUDSON RIVER TRADING LLC           | HUDSON RIVER TRADING LLC                                                     | CUSIP: 44413EAF5<br>LEI: 549300SMOBUC8O5UOE10 | Long             | LON              | CORP              | US        |    409396 | PA      | $388158.80    | 0.22%             | 2028-03-20      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| PACTIV EVERGREEN GROUP             | PACTIV EVERGREEN GROUP ISSUER INC/PACTIV EVERGREEN GROUP ISSUER LLC          | CUSIP: 76174LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $275481.62    | 0.16%             | 2027-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC               | SRS DISTRIBUTION INC                                                         | CUSIP: 78471RAB2<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |     78000 | PA      | $69243.73     | 0.04%             | 2028-07-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| LEVI STRAUSS & CO                  | LEVI STRAUSS & CO                                                            | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |    186000 | PA      | $147868.14    | 0.08%             | 2031-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| 6G03Q630KQ70JM5Q_1066800_L         | EUR/USD FWD 20230123 GOLDUS33                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              |  | XX        |   8500000 | NC      | $9114203.25   | 5.20%             |  |  |  | No            |                  2 | On Loan: No      |
| DIVISION HOLDING CORP              | DIVISION HOLDING CORP                                                        | CUSIP: 25540XAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    142857 | PA      | $139553.57    | 0.08%             | 2028-05-27      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN           | CLARIOS GLOBAL LP / CLARIOS US FINANCE CO                                    | CUSIP: 69867DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $166423.56    | 0.09%             | 2026-05-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC             | RADIOLOGY PARTNERS INC                                                       | CUSIP: 75041EAB8<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |    150000 | PA      | $126609.75    | 0.07%             | 2025-07-09      | Variable      | 8.28%                 | No            |                  2 | On Loan: No      |
| HAMILTON PROJECTS ACQUIR           | HAMILTON PROJECTS ACQUIR                                                     | CUSIP: 14314VAB9<br>LEI: 5493005K6XILIQ2EZY52 | Long             | LON              | CORP              | US        |    300000 | PA      | $295687.50    | 0.17%             | 2027-06-26      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP           | CHOBANI LLC / CHOBANI FINANCE CORP INC                                       | CUSIP: 17027NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $87779.70     | 0.05%             | 2025-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS US H        | AXALTA COATING SYSTEMS US H                                                  | CUSIP: 90347BAJ7<br>LEI: 549300NZ43V4QV4UGN28 | Long             | LON              | CORP              | US        |    140625 | PA      | $140941.41    | 0.08%             | 2029-12-20      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| AMF53NAOLDD7U1OP_1066800_S         | GBP/USD FWD 20230123 00005                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | DFE              |  | GB        |  -3355000 | NC      | $-4058729.46  | -2.32%            |  |  |  | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI           | PETSMART INC / PETSMART FINANCE CORP                                         | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $235266.88    | 0.13%             | 2029-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| 6IBL7A9CLQMIPK6G_1066800_S         | EUR/USD FWD 20230131 00005                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | DFE              |  | XX        | -13740000 | NC      | $-14741070.84 | -8.41%            |  |  |  | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC             | ACRISURE LLC / ACRISURE FINANCE INC                                          | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $223212.76    | 0.13%             | 2029-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL             | MITCHELL INTERNATIONAL                                                       | CUSIP: 60662WAS1<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |    320000 | PA      | $295835.20    | 0.17%             | 2028-10-16      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| US ANESTHESIA PARTNERS             | US ANESTHESIA PARTNERS                                                       | CUSIP: 90350HAL3<br>LEI: 549300J001GMNRO7SQ51 | Long             | LON              | CORP              | US        |    140000 | PA      | $133652.40    | 0.08%             | 2028-10-02      | Variable      | 8.37%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC               | NEPTUNE BIDCO US INC                                                         | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    215000 | PA      | $203057.83    | 0.12%             | 2029-04-15      | Fixed         | 9.29%                 | Yes           |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC           | IHEARTCOMMUNICATIONS INC                                                     | CUSIP: 45174UAF5<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |    430000 | PA      | $395466.70    | 0.23%             | 2026-05-01      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| ASCENSUS HOLDINGS INC              | ASCENSUS HOLDINGS INC                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    209000 | PA      | $200205.28    | 0.11%             | 2028-08-02      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| BL3845361                          | PROPULSION BC NEWCO LLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    500000 | PA      | $487500.00    | 0.28%             | 2029-09-14      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP               | WESTERN DIGITAL CORP                                                         | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    370000 | PA      | $349250.40    | 0.20%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CROCS INC                          | CROCS INC                                                                    | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169675.00    | 0.10%             | 2029-03-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC               | LIFEPOINT HEALTH INC                                                         | CUSIP: 75915TAD4<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    300000 | PA      | $283537.50    | 0.16%             | 2025-11-16      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| EE4VNMAI54DP418S_1066800_S         | GBP/USD FWD 20230131 00005                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | DFE              |  | GB        |  -3050000 | NC      | $-3690567.89  | -2.11%            |  |  |  | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC             | ATHENAHEALTH GROUP INC                                                       | CUSIP: 04686RAC7<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |     61726 | PA      | $55884.39     | 0.03%             | 2029-02-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                | MEDLINE BORROWER LP                                                          | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    290000 | PA      | $234246.05    | 0.13%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| DCIFJ8VSRP8MMOLQ_1066800_S         | EUR/USD FWD 20230131 GOLDUS33                                                | CUSIP: N/A<br>LEI: N/A                        | Short            | DFE              |  | XX        |  -3250000 | NC      | $-3486788.95  | -1.99%            |  |  |  | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC               | CHART INDUSTRIES INC                                                         | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95621.30     | 0.05%             | 2030-01-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                | NOVA CHEMICALS CORP                                                          | CUSIP: 66977WAQ2<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $67885.38     | 0.04%             | 2024-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC               | NEPTUNE BIDCO US INC                                                         | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |    228547 | PA      | $204836.54    | 0.12%             | 2029-04-11      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS            | FRONTIER COMMUNICATIONS HOLDINGS LLC                                         | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     77489 | PA      | $60052.10     | 0.03%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP               | RLJ LODGING TRUST LP                                                         | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |    410000 | PA      | $332965.35    | 0.19%             | 2029-09-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC             | ATHENAHEALTH GROUP INC                                                       | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    363274 | PA      | $328893.61    | 0.19%             | 2029-02-15      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| UHUSPFMKSCS7NVKB_1066800_S         | GBP/USD FWD 20230131 GOLDUS33                                                | CUSIP: N/A<br>LEI: N/A                        | Short            | DFE              |  | GB        |   -500000 | NC      | $-605011.13   | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| DCIFJ8VSRP8MMOLQ_1066800_L         | EUR/USD FWD 20230131 GOLDUS33                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              |  | XX        |    310000 | NC      | $332586.02    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| KB HOME                            | KB HOME                                                                      | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    127000 | PA      | $102250.88    | 0.06%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APEX GROUP TREASURY LLC            | APEX GROUP TREASURY LLC                                                      | CUSIP: N/A<br>LEI: 254900N6HRPDDNW7HP03       | Long             | LON              | CORP              | US        |    392000 | PA      | $382200.00    | 0.22%             | 2028-07-27      | Variable      | 9.33%                 | No            |                  2 | On Loan: No      |
| BRAZOS DELAWARE II LLC             | BRAZOS DELAWARE II LLC                                                       | CUSIP: 10620UAB8<br>LEI: 549300V1BTYXZRGYUU04 | Long             | LON              | CORP              | US        |    179538 | PA      | $178978.20    | 0.10%             | 2025-05-21      | Variable      | 8.35%                 | No            |                  2 | On Loan: No      |
| COLOUROZ INVESTMENT 2 LLC          | COLOUROZ INVESTMENT 2 LLC                                                    | CUSIP: N/A<br>LEI: 549300Q6D2JN1G0T8E41       | Long             | LON              | CORP              | US        |    191272 | PA      | $141221.51    | 0.08%             | 2023-09-21      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| AMERICAN AUTO AUCTION              | AMERICAN AUTO AUCTION                                                        | CUSIP: N/A<br>LEI: 5493002VI1KML1L8HW19       | Long             | LON              | CORP              | US        |    386100 | PA      | $303281.55    | 0.17%             | 2027-12-30      | Variable      | 8.70%                 | No            |                  2 | On Loan: No      |
| ACCESS CIG LLC                     | ACCESS CIG LLC                                                               | CUSIP: 00435CAH1<br>LEI: 5493002EU9Z6IQMPAN35 | Long             | LON              | CORP              | US        |    169604 | PA      | $166512.49    | 0.10%             | 2025-02-27      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| PETVET CARE CENTERS LLC            | PETVET CARE CENTERS LLC                                                      | CUSIP: 70476XAF2<br>LEI: 549300V0HK8MSXZNOM91 | Long             | LON              | CORP              | US        |    301948 | PA      | $278924.51    | 0.16%             | 2026-02-13      | Variable      | 10.32%                | No            |                  2 | On Loan: No      |
| TECTA AMERICA CORP                 | TECTA AMERICA CORP                                                           | CUSIP: N/A<br>LEI: 54930083ULRH07WCC129       | Long             | LON              | CORP              | US        |    748303 | PA      | $720241.94    | 0.41%             | 2028-04-10      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| ADVISOR GROUP HOLDINGS I           | ADVISOR GROUP HOLDINGS I                                                     | CUSIP: 00775KAE8<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |    598458 | PA      | $586623.08    | 0.33%             | 2026-07-31      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| BL3426030                          | ALPHIA INC                                                                   | CUSIP: 12560XAB0<br>LEI: 549300Q4LEMMG66R4O81 | Long             | LON              | CORP              | US        |   1557952 | PA      | $1503423.59   | 0.86%             | 2026-03-16      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| SUMMER BC HOLDCO B SARL            | SUMMER BC HOLDCO B SARL                                                      | CUSIP: N/A<br>LEI: 984500NRF59D5DB9B654       | Long             | LON              | CORP              | LU        |    563473 | PA      | $524500.04    | 0.30%             | 2026-12-04      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| GAINWELL ACQUISITION COR           | GAINWELL ACQUISITION COR                                                     | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    339240 | PA      | $319309.83    | 0.18%             | 2027-10-01      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| CUBIC CORP                         | ATLAS CC ACQUISITION COR                                                     | CUSIP: 04921TAC8<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |     71194 | PA      | $60286.02     | 0.03%             | 2028-05-25      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                | BOXER PARENT CO INC                                                          | CUSIP: 05988HAE7<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    643673 | PA      | $617781.17    | 0.35%             | 2025-10-02      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| NATEL ENGINEERING CO INC           | NATEL ENGINEERING CO INC                                                     | CUSIP: 63229BAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    662841 | PA      | $622520.32    | 0.36%             | 2026-04-30      | Variable      | 10.42%                | No            |                  2 | On Loan: No      |
| OSMOSE UTILITIES SERVICE           | OSMOSE UTILITIES SERVICE                                                     | CUSIP: 68835HAH3<br>LEI: 549300FSLVHLFZ3S0D82 | Long             | LON              | CORP              | US        |    231620 | PA      | $220494.13    | 0.13%             | 2028-06-23      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| BERLIN PACKAGING LLC               | BERLIN PACKAGING LLC                                                         | CUSIP: 08511LAX6<br>LEI: 549300L1HNHO6QOXHH42 | Long             | LON              | CORP              | US        |    206940 | PA      | $199584.12    | 0.11%             | 2028-03-13      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| CT TECHNOLOGIES                    | CT TECHNOLOGIES                                                              | CUSIP: 12650JAR7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    105824 | PA      | $97374.30     | 0.06%             | 2025-12-16      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| BAART PROGRAMS INC                 | BAART PROGRAMS INC                                                           | CUSIP: 05518PAC2<br>LEI: 549300473BJ7030DKO17 | Long             | LON              | CORP              | US        |    921943 | PA      | $889674.97    | 0.51%             | 2027-06-11      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| COLOUROZ INVESTMENT 2 LLC          | COLOUROZ INVESTMENT 2 LLC                                                    | CUSIP: N/A<br>LEI: 549300Q6D2JN1G0T8E41       | Long             | LON              | CORP              | US        |   1157030 | PA      | $854270.08    | 0.49%             | 2023-09-21      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| CUBIC CORP                         | ATLAS CC ACQUISITION COR                                                     | CUSIP: 04921TAB0<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |    349149 | PA      | $295653.99    | 0.17%             | 2028-05-25      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| BL3227321                          | WCG PURCHASER CORP                                                           | CUSIP: 23343FAB0<br>LEI: 254900CEZYHAWVXDTS47 | Long             | LON              | CORP              | US        |    381879 | PA      | $348783.58    | 0.20%             | 2027-01-08      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| WORLDWIDE EXPRESS INC              | WORLDWIDE EXPRESS INC                                                        | CUSIP: 00435UAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     94106 | PA      | $86427.84     | 0.05%             | 2028-07-26      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| ION TRADING FINANCE LTD            | ION TRADING FINANCE LTD                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | IE        |    128375 | PA      | $122093.61    | 0.07%             | 2028-04-01      | Variable      | 8.42%                 | No            |                  2 | On Loan: No      |
| EDELMAN FINANCIAL CENTER           | EDELMAN FINANCIAL CENTER                                                     | CUSIP: 27943TAB5<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |     90000 | PA      | $81377.55     | 0.05%             | 2026-07-20      | Variable      | 10.82%                | No            |                  2 | On Loan: No      |
| UKG INC                            | UKG INC                                                                      | CUSIP: 90385KAB7<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    294239 | PA      | $284255.54    | 0.16%             | 2026-05-04      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC | CLEAR CHANNEL OUTDOOR HO                                                     | CUSIP: 18452RAD7<br>LEI: 5299006P35UZZASMAZ95 | Long             | LON              | CORP              | US        |    188923 | PA      | $172510.43    | 0.10%             | 2026-08-21      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| RLG HOLDINGS LLC                   | RLG HOLDINGS LLC                                                             | CUSIP: 74970AAB4<br>LEI: 254900Y6CDN3X5BPSO77 | Long             | LON              | CORP              | US        |    157853 | PA      | $149039.60    | 0.09%             | 2028-07-07      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| PATHWAY VET ALLIANCE LLC           | PATHWAY VET ALLIANCE LLC                                                     | CUSIP: 70323KAE8<br>LEI: 2549001HRKTHAW7MOH74 | Long             | LON              | CORP              | US        |    170607 | PA      | $143024.67    | 0.08%             | 2027-03-31      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| FLINT GROUP GMBH                   | FLINT GROUP GMBH                                                             | CUSIP: N/A<br>LEI: 529900HYSM9MD1C1LG96       | Long             | LON              | CORP              | DE        |    336888 | PA      | $248734.71    | 0.14%             | 2023-09-21      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| VAC GERMANY HOLDING GMBH           | VAC GERMANY HOLDING GMBH                                                     | CUSIP: 64911CAB3<br>LEI: 549300UJYMVEWJOVTC36 | Long             | LON              | CORP              | DE        |    261091 | PA      | $235851.67    | 0.13%             | 2025-03-08      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| SEDGWICK CMS INC                   | SEDGWICK CMS INC                                                             | CUSIP: 81527CAN7<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |      6870 | PA      | $6800.94      | 0.00%             | 2026-09-03      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| SEDGWICK CMS INC                   | SEDGWICK CMS INC                                                             | CUSIP: 81527CAM9<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    761476 | PA      | $748831.37    | 0.43%             | 2026-09-03      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| MAR BIDCO SARL                     | MAR BIDCO SARL                                                               | CUSIP: N/A<br>LEI: 259400BFVFGTIQA6ZC28       | Long             | LON              | CORP              | LU        |     90583 | PA      | $82883.07     | 0.05%             | 2028-07-07      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| EDELMAN FINANCIAL CENTER           | EDELMAN FINANCIAL CENTER                                                     | CUSIP: 27943UAK2<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |    528658 | PA      | $494691.94    | 0.28%             | 2028-04-07      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| ARUBA INVESTMENT HOLDING           | ARUBA INVESTMENT HOLDING                                                     | CUSIP: 04317JAB4<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |    118222 | PA      | $115168.16    | 0.07%             | 2027-11-24      | Variable      | 8.04%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                       | MH SUB I LLC                                                                 | CUSIP: 45567YAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    274297 | PA      | $267145.76    | 0.15%             | 2024-09-13      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| LSF11 SKYSCRAPER HOLDCO            | LSF11 SKYSCRAPER HOLDCO                                                      | CUSIP: N/A<br>LEI: 254900TIPQ0RBM2WVJ30       | Long             | LON              | CORP              | LU        |    308342 | PA      | $302175.13    | 0.17%             | 2027-09-29      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC              | DIRECTV FINANCING LLC                                                        | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    612264 | PA      | $597403.96    | 0.34%             | 2027-08-02      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| NORTHSTAR GROUP SERVICES           | NORTHSTAR GROUP SERVICES                                                     | CUSIP: 66707RAC1<br>LEI: 549300XH4ERCEE5LSB06 | Long             | LON              | CORP              | US        |    251635 | PA      | $248070.25    | 0.14%             | 2026-11-12      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL                 | CONNECT FINCO SARL                                                           | CUSIP: N/A<br>LEI: 2594001KNYIQ456J2792       | Long             | LON              | CORP              | LU        |    259869 | PA      | $257405.79    | 0.15%             | 2026-12-11      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| QUALTEK USA LLC                    | QUALTEK LLC                                                                  | CUSIP: 74759XAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2923437 | PA      | $1936776.69   | 1.11%             | 2025-07-18      | Variable      | 9.06%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDI           | KRONOS ACQUISITION HOLDI                                                     | CUSIP: 49387TAW6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    566124 | PA      | $540068.42    | 0.31%             | 2026-12-22      | Variable      | 8.48%                 | No            |                  2 | On Loan: No      |
| MAYFIELD AGENCY BORROWER           | MAYFIELD AGENCY BORROWER                                                     | CUSIP: 57810JAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    568754 | PA      | $540316.16    | 0.31%             | 2025-02-28      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                        | ASURION LLC                                                                  | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1083367 | PA      | $851342.25    | 0.49%             | 2028-01-31      | Variable      | 9.32%                 | No            |                  2 | On Loan: No      |
| BL3006121                          | WATERBRIDGE MIDSTREAM OP                                                     | CUSIP: 94120XAB1<br>LEI: 549300DVU86VSP486341 | Long             | LON              | CORP              | US        |    287658 | PA      | $277275.14    | 0.16%             | 2026-06-22      | Variable      | 9.13%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                        | ASURION LLC                                                                  | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     71244 | PA      | $55798.99     | 0.03%             | 2029-01-20      | Variable      | 9.32%                 | No            |                  2 | On Loan: No      |
| ALLEN MEDIA LLC                    | ALLEN MEDIA LLC                                                              | CUSIP: 01771JAG8<br>LEI: 549300ERNJNM4RN5JP79 | Long             | LON              | CORP              | US        |    167484 | PA      | $137912.62    | 0.08%             | 2027-02-10      | Variable      | 9.20%                 | No            |                  2 | On Loan: No      |
| BL3785088                          | OLA NETHERLANDS BV                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |    145478 | PA      | $138203.65    | 0.08%             | 2026-12-15      | Variable      | 9.73%                 | No            |                  2 | On Loan: No      |
| AP GAMING I LLC                    | AP GAMING I LLC                                                              | CUSIP: 00185NAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    263802 | PA      | $250611.75    | 0.14%             | 2029-02-15      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDI         | ALLIANT HOLDINGS INTERMEDI                                                   | CUSIP: 01881UAJ4<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    317836 | PA      | $311082.04    | 0.18%             | 2027-11-05      | Variable      | 7.85%                 | No            |                  2 | On Loan: No      |
| CB POLY US HOLDINGS INC            | CB POLY US HOLDINGS INC                                                      | CUSIP: 12511PAB7<br>LEI: 254900TSH6NNRZ0GUN05 | Long             | LON              | CORP              | US        |    141489 | PA      | $132823.14    | 0.08%             | 2029-05-18      | Variable      | 9.59%                 | No            |                  2 | On Loan: No      |
| SOLARWINDS HOLDINGS INC            | SOLARWINDS HOLDINGS INC                                                      | CUSIP: N/A<br>LEI: 549300GUYI8M0E3S0X29       | Long             | LON              | CORP              | US        |    192308 | PA      | $190705.18    | 0.11%             | 2027-02-05      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC           | GREAT OUTDOORS GROUP LLC                                                     | CUSIP: 07014QAN1<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |    116094 | PA      | $111813.27    | 0.06%             | 2028-03-06      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| BURGESS POINT PURCH                | BURGESS POINT PURCH                                                          | CUSIP: 12125BAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    217000 | PA      | $198012.50    | 0.11%             | 2029-07-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION             | CLYDESDALE ACQUISITION                                                       | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    285544 | PA      | $272659.09    | 0.16%             | 2029-04-13      | Variable      | 8.36%                 | No            |                  2 | On Loan: No      |
| ABG INTERMEDIATE HLDGS 2           | ABG INTERMEDIATE HLDGS 2                                                     | CUSIP: 00076VAY6<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |     80000 | PA      | $73500.00     | 0.04%             | 2029-12-20      | Variable      | 10.19%                | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC             | SPIRIT AEROSYSTEMS INC                                                       | CUSIP: 84857HAY6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | LON              | CORP              | US        |    383974 | PA      | $381455.49    | 0.22%             | 2027-01-15      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| SHARP MIDCO LLC                    | SHARP MIDCO LLC                                                              | CUSIP: N/A<br>LEI: 549300ZXMVUWBVXDAR03       | Long             | LON              | CORP              | US        |    151838 | PA      | $144626.15    | 0.08%             | 2028-12-29      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| BL3776749                          | FINTHRIVE SOFTWARE INTER                                                     | CUSIP: 58404KAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    234018 | PA      | $199110.50    | 0.11%             | 2028-12-18      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| GRINDING MEDIA INC                 | GRINDING MEDIA INC                                                           | CUSIP: 39854KAB6<br>LEI: 254900IYFJ03EGFQ8C34 | Long             | LON              | CORP              | US        |    429789 | PA      | $401852.75    | 0.23%             | 2028-10-12      | Variable      | 8.77%                 | No            |                  2 | On Loan: No      |
| VACO HOLDINGS LLC                  | VACO HOLDINGS LLC                                                            | CUSIP: N/A<br>LEI: 54930076HTNXBP03T379       | Long             | LON              | CORP              | US        |    142461 | PA      | $137890.04    | 0.08%             | 2029-01-19      | Variable      | 8.72%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC           | TEAM HEALTH HOLDINGS INC                                                     | CUSIP: 87817JAG3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |    129131 | PA      | $97696.36     | 0.06%             | 2027-03-02      | Variable      | 9.34%                 | No            |                  2 | On Loan: No      |
| COMPASS POWER GENERATION           | COMPASS POWER GENERATION                                                     | CUSIP: 20451VAE3<br>LEI: 5493001FXZ2XUTES8E29 | Long             | LON              | CORP              | US        |    199460 | PA      | $198255.02    | 0.11%             | 2029-04-14      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| CNT HOLDINGS I CORP                | CNT HOLDINGS I CORP                                                          | CUSIP: 12656AAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    501723 | PA      | $486894.92    | 0.28%             | 2027-11-08      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| MITNICK CORPORATE PURCHA           | MITNICK CORPORATE PURCHA                                                     | CUSIP: 60672HAC7<br>LEI: 2549002PYWOTVEDJKW54 | Long             | LON              | CORP              | US        |    223440 | PA      | $209895.07    | 0.12%             | 2029-05-02      | Variable      | 8.94%                 | No            |                  2 | On Loan: No      |
| PLUTO ACQUISITION I INC            | PLUTO ACQUISITION I INC                                                      | CUSIP: 72941DAF9<br>LEI: 254900MOXD90LKQ6AY47 | Long             | LON              | CORP              | US        |    180329 | PA      | $122623.40    | 0.07%             | 2026-06-22      | Variable      | 8.73%                 | No            |                  2 | On Loan: No      |
| BLACKROCK EUROPEAN CLO VIII DA     | BLACKROCK EUROPEAN CLO VIII DAC                                              | CUSIP: BCC2JH4Z7<br>LEI: 549300OTSZ7OLB1QJL06 | Long             | ABS-CBDO         | CORP              | IE        |   1425000 | OU      | $800830.41    | 0.46%             | 2032-07-20      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| STANDARD PROFIL AUTOMOTI           | STANDARD PROFIL AUTOMOTIVE GMBH                                              | CUSIP: BP2887126<br>LEI: 529900C8VRLXU0FJK109 | Long             | DBT              | CORP              | DE        |    490000 | PA      | $322071.32    | 0.18%             | 2026-04-30      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MARNIX SAS                         | MARNIX SAS                                                                   | CUSIP: N/A<br>LEI: 984500CA7D8859589F79       | Long             | LON              | CORP              | FR        |   1000000 | PA      | $1018752.62   | 0.58%             | 2026-11-19      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| MISTAKE                            | WP/AP Holdings                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1000000 | PA      | $1031865.63   | 0.59%             | 2029-03-30      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP           | OLYMPUS WATER US HOLDING CORP                                                | CUSIP: BR5436398<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    270000 | PA      | $235531.52    | 0.13%             | 2028-10-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CONCORDE LUX SARL                  | CONCORDE LUX SARL                                                            | CUSIP: N/A<br>LEI: 254900DAXSLQJEJR6438       | Long             | LON              | CORP              | LU        |   1000000 | PA      | $1008010.65   | 0.58%             | 2028-03-01      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| CONTEGO CLO DAC                    | CONTEGO CLO VII DAC                                                          | CUSIP: BCC2L1MM8<br>LEI: 549300HTBV5M1YNUW859 | Long             | ABS-CBDO         | CORP              | IE        |   3500000 | OU      | $2915370.17   | 1.66%             | 2032-05-14      | Variable      | 10.26%                | Yes           |                  2 | On Loan: No      |
| GREENEDEN US HOLDINGS II           | GENESYS CLOUD SERVICES                                                       | CUSIP: 39479UAR4<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | LON              | CORP              | US        |    994937 | PA      | $1031178.02   | 0.59%             | 2027-12-01      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| FIBER BIDCO SPA                    | FIBER BIDCO SPA                                                              | CUSIP: BZ6386297<br>LEI: 81560079496BA27EC472 | Long             | DBT              | CORP              | IT        |    330000 | PA      | $353590.44    | 0.20%             | 2027-10-25      | Variable      | 7.95%                 | Yes           |                  2 | On Loan: No      |
| INFINITAS LEARNING FINCO           | INFINITAS LEARNING FINCO                                                     | CUSIP: N/A<br>LEI: 254900TP9RJVSZG9HF52       | Long             | LON              | CORP              | NL        |   1000000 | PA      | $992842.38    | 0.57%             | 2028-09-29      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| INTRUM AB                          | INTRUM AB                                                                    | CUSIP: ZN7537741<br>LEI: 549300UNCO2FCUWXX470 | Long             | DBT              | CORP              | SE        |    330000 | PA      | $350157.58    | 0.20%             | 2028-03-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /           | ALBION FINANCING 1 SARL / AGGREKO HOLDINGS INC                               | CUSIP: BR9345488<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    410000 | PA      | $385087.79    | 0.22%             | 2026-10-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CAMELIA BIDCO LTD                  | CAMELIA BIDCO LTD                                                            | CUSIP: N/A<br>LEI: 2138007Q8KEKIR97JL53       | Long             | LON              | CORP              | GB        |   1500000 | PA      | $1598080.78   | 0.91%             | 2024-10-14      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| SILK BIDCO AS                      | SILK BIDCO AS                                                                | CUSIP: N/A<br>LEI: 213800EVBYLGF87O9I05       | Long             | LON              | CORP              | NO        |   2000000 | PA      | $1692317.22   | 0.97%             | 2025-02-24      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| BOELS TOPHOLDING BV                | BOELS TOPHOLDING BV                                                          | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | LON              | CORP              | NL        |   1000000 | PA      | $1033562.29   | 0.59%             | 2027-02-06      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA           | ARDAGH PACKAGING FINANCE PLC / ARDAGH HOLDINGS USA INC                       | CUSIP: AN8421884<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $146624.02    | 0.08%             | 2027-07-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BARINGS EURO CLO DAC               | BARINGS EURO CLO 2015-1 DAC                                                  | CUSIP: BCC34SN11<br>LEI: 635400AW6SPWCAGJKI82 | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | OU      | $1270551.36   | 0.73%             | 2035-07-25      | Variable      | 8.40%                 | Yes           |                  2 | On Loan: No      |
| FIDELITY GRAND HARBOUR CLO         | FIDELITY GRAND HARBOUR CLO 2021-1 DAC                                        | CUSIP: BCC33JGW2<br>LEI: 635400KPYNGCFZ6MDR25 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | OU      | $820499.18    | 0.47%             | 2034-10-15      | Variable      | 10.53%                | Yes           |                  2 | On Loan: No      |
| CIDRON AIDA FINCO SARL             | CIDRON AIDA FINCO SARL                                                       | CUSIP: BO6889907<br>LEI: 98450036A07991DEBF10 | Long             | DBT              | CORP              | LU        |    770000 | PA      | $761027.07    | 0.43%             | 2028-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING           | NIDDA HEALTHCARE HOLDING GMBH                                                | CUSIP: AP1726714<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |    980000 | PA      | $1024913.06   | 0.58%             | 2024-09-30      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA           | ALTICE FRANCE HOLDING SA                                                     | CUSIP: BH5192878<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    140000 | PA      | $97090.69     | 0.06%             | 2028-02-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ITALMATCH CHEMICALS SPA            | ITALMATCH CHEMICALS SPA                                                      | CUSIP: AU5737351<br>LEI: 815600E7294ACCE76074 | Long             | DBT              | CORP              | IT        |    340000 | PA      | $349700.96    | 0.20%             | 2024-09-30      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO               | LORCA TELECOM BONDCO SA                                                      | CUSIP: ZO5675913<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |    720000 | PA      | $692688.20    | 0.40%             | 2027-09-18      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC              | EG GLOBAL FINANCE PLC                                                        | CUSIP: ZS2796523<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    160000 | PA      | $149569.95    | 0.09%             | 2025-02-07      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| LA FINAC ATALIAN SA                | LA FINANCIERE ATALIAN SASU                                                   | CUSIP: AS6507857<br>LEI: 969500ICOLJMB33J0L87 | Long             | DBT              | CORP              | FR        |    306000 | PA      | $228953.66    | 0.13%             | 2025-05-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| INOVIE SASU                        | INOVIE SASU                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |   1000000 | PA      | $998344.49    | 0.57%             | 2028-03-03      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| FAURECIA SE                        | FAURECIA SE                                                                  | CUSIP: ZN2137356<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    320000 | PA      | $346455.85    | 0.20%             | 2026-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LA FINAC ATALIAN SA                | LA FINANCIERE ATALIAN SASU                                                   | CUSIP: AS6503450<br>LEI: 969500ICOLJMB33J0L87 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $500112.15    | 0.29%             | 2025-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HESTIA HOLDING SASU                | KEREIS SAS                                                                   | CUSIP: N/A<br>LEI: 894500A6RAFIQQXBIM15       | Long             | LON              | CORP              | FR        |   1000000 | PA      | $1025400.11   | 0.59%             | 2027-06-18      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| PLT VII FINANCE SARL               | PLT VII FINANCE SARL                                                         | CUSIP: BK4220475<br>LEI: 894500SKZV4JDP64R249 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $505541.42    | 0.29%             | 2026-01-05      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CIDRON AIDA FINCO SARL             | CIDRON AIDA FINCO SARL                                                       | CUSIP: BO6914705<br>LEI: 98450036A07991DEBF10 | Long             | DBT              | CORP              | LU        |    760000 | PA      | $701435.91    | 0.40%             | 2028-04-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN EURO CLO                    | DRYDEN 66 EURO CLO 2018 DAC                                                  | CUSIP: BCC2I87B8<br>LEI: 635400TZZMAXCTKN2V81 | Long             | ABS-CBDO         | CORP              | IE        |   2000000 | OU      | $1636460.50   | 0.93%             | 2032-01-18      | Variable      | 6.81%                 | Yes           |                  2 | On Loan: No      |
| CIDRON AIDA FINCO SARL             | CIDRON AIDA FINCO SARL                                                       | CUSIP: N/A<br>LEI: 98450036A07991DEBF10       | Long             | LON              | CORP              | LU        |   1000000 | PA      | $1023045.12   | 0.58%             | 2028-05-29      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| PROVIDUS CLO                       | PROVIDUS CLO II DAC                                                          | CUSIP: BCC2I0M36<br>LEI: 635400JFBYET5G2XFP83 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | OU      | $413925.89    | 0.24%             | 2031-07-15      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGI     | CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2015-1 DAC                         | CUSIP: BCC2MQPY3<br>LEI: 6354009FNKUUSW6DCK80 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | OU      | $764928.85    | 0.44%             | 2033-01-16      | Variable      | 9.41%                 | Yes           |                  2 | On Loan: No      |
| TORO EUROPEAN CLO                  | TORO EUROPEAN CLO 6 DAC                                                      | CUSIP: BCC2KI4H3<br>LEI: 635400SBMZDOVHEFNA56 | Long             | ABS-CBDO         | CORP              | IE        |   2745000 | OU      | $2248116.98   | 1.28%             | 2032-01-12      | Variable      | 9.81%                 | Yes           |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT              | BANIJAY ENTERTAINMENT SASU                                                   | CUSIP: ZP6062860<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |    160000 | PA      | $161779.25    | 0.09%             | 2025-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| CARLYLE EURO CLO                   | CARLYLE EURO CLO 2017-1 DAC                                                  | CUSIP: BCC30ST84<br>LEI: 635400PVBNAP8EJWQD44 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | OU      | $867407.04    | 0.49%             | 2034-07-15      | Variable      | 7.85%                 | Yes           |                  2 | On Loan: No      |
| NOBEL BIDCO BV                     | NOBEL BIDCO BV                                                               | CUSIP: BP9638886<br>LEI: 549300NZZFLYK83VVT71 | Long             | DBT              | CORP              | NL        |    870000 | PA      | $635257.21    | 0.36%             | 2028-06-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT              | BANIJAY ENTERTAINMENT                                                        | CUSIP: N/A<br>LEI: 969500CE0IE2EZ5VBG13       | Long             | LON              | CORP              | FR        |   1000000 | PA      | $1060885.53   | 0.61%             | 2025-03-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| ALBION ACQUISITIONS LTD            | ALBION ACQUISITIONS LTD                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   1000000 | PA      | $1050186.38   | 0.60%             | 2026-08-17      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| VACALIANS HOLDING SAS              | VACALIANS HOLDING SAS                                                        | CUSIP: N/A<br>LEI: 9695009LFIJD0QNGH287       | Long             | LON              | CORP              | FR        |   1000000 | PA      | $1040124.15   | 0.59%             | 2025-12-04      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| LSF10 XL BIDCO SCA                 | LSF10 XL BIDCO SCA                                                           | CUSIP: N/A<br>LEI: 254900O6UUYRRZZ5I689       | Long             | LON              | CORP              | LU        |    853470 | PA      | $741882.22    | 0.42%             | 2028-04-12      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| SAPPI PAPIER HOLDNG GMBH           | SAPPI PAPIER HOLDING GMBH                                                    | CUSIP: BO4559122<br>LEI: 549300XBCUMUR5CI0181 | Long             | DBT              | CORP              | AT        |    380000 | PA      | $350839.99    | 0.20%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BL3473099                          | CEREBRO BIDCO GMBH                                                           | CUSIP: N/A<br>LEI: 254900VUDH8J6J9UDO74       | Long             | LON              | CORP              | DE        |    633857 | PA      | $653916.30    | 0.37%             | 2027-12-15      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| ADAGIO CLO                         | ADAGIO CLO VIII DAC                                                          | CUSIP: BCC2L5QC7<br>LEI: 635400GXSZ7DMJYBSH11 | Long             | ABS-CBDO         | CORP              | IE        |   3000000 | OU      | $2593012.26   | 1.48%             | 2032-04-15      | Variable      | 7.41%                 | Yes           |                  2 | On Loan: No      |
| ELM PARK CLO                       | ELM PARK CLO DAC                                                             | CUSIP: BCC2RDQ83<br>LEI: 549300U4MCTO5672RE42 | Long             | ABS-CBDO         | CORP              | IE        |   1167000 | OU      | $1001906.78   | 0.57%             | 2034-04-15      | Variable      | 7.54%                 | Yes           |                  2 | On Loan: No      |
| ILIAD SA                           | ILIAD SA                                                                     | CUSIP: ZN7708219<br>LEI: 969500FZ9BTRZS3JNB97 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $319780.13    | 0.18%             | 2027-06-14      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENERGIZER GAMMA ACQ BV             | ENERGIZER GAMMA ACQUISITION BV                                               | CUSIP: BP9956643<br>LEI: 5493002SUYZDHEQ3JN34 | Long             | DBT              | CORP              | NL        |    260000 | PA      | $223647.14    | 0.13%             | 2029-06-30      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BELDEN INC                         | BELDEN INC                                                                   | CUSIP: AR6219810<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | DBT              | CORP              | US        |    400000 | PA      | $392390.15    | 0.22%             | 2028-03-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CHROME BIDCO SASU                  | CHROME BIDCO SASU                                                            | CUSIP: BP4523109<br>LEI: 9845000C1FYE89DC8677 | Long             | DBT              | CORP              | FR        |    420000 | PA      | $379239.11    | 0.22%             | 2028-05-31      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| CAIRN CLO BV                       | CAIRN CLO VI DAC                                                             | CUSIP: BCC2H6LT8<br>LEI: 549300Y5W5PXZBF04375 | Long             | ABS-CBDO         | CORP              | IE        |   2700000 | OU      | $2382766.66   | 1.36%             | 2029-07-25      | Variable      | 9.79%                 | Yes           |                  2 | On Loan: No      |
| PRAESIDIAD LTD                     | PRAESIDIAD LTD                                                               | CUSIP: N/A<br>LEI: 213800EBI1FRM3CMCK27       | Long             | LON              | CORP              | GB        |   1000000 | PA      | $861712.25    | 0.49%             | 2024-10-04      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT EUR     | GOLDENTREE LOAN MANAGEMENT EUR CLO 4 DAC                                     | CUSIP: BCC31KXK8<br>LEI: 549300PNL2QQVR2J9D42 | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | OU      | $1300739.66   | 0.74%             | 2034-07-20      | Variable      | 7.53%                 | Yes           |                  2 | On Loan: No      |
| CVC CORDATUS LOAN FUND             | CVC CORDATUS LOAN FUND XVIII DAC                                             | CUSIP: BCC33SS41<br>LEI: 5493000ECZZ2KY8H5K38 | Long             | ABS-CBDO         | CORP              | IE        |   2000000 | OU      | $1612889.94   | 0.92%             | 2034-07-29      | Variable      | 10.46%                | Yes           |                  2 | On Loan: No      |
| BCP V MODULAR SERVICES H           | MODULAIRE GROUP HOLDINGS                                                     | CUSIP: N/A<br>LEI: 549300C6IE8LNURFZG55       | Long             | LON              | CORP              | GB        |   1000000 | PA      | $1001373.86   | 0.57%             | 2028-12-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| CASTOR SPA                         | CASTOR SPA                                                                   | CUSIP: BU3220672<br>LEI: 213800OWLX4ZFFIAB390 | Long             | DBT              | CORP              | IT        |    670000 | PA      | $643068.68    | 0.37%             | 2029-02-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BME GROUP HOLDING BV               | BME GROUP HOLDING BV                                                         | CUSIP: N/A<br>LEI: 549300Y5PCNMQXYRRY06       | Long             | LON              | CORP              | NL        |   1000000 | PA      | $995903.86    | 0.57%             | 2026-10-30      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| BIDCO SB SAS                       | BIDCO SB SAS                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |   1000000 | PA      | $1026128.02   | 0.59%             | 2028-11-16      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO           | JAGUAR LAND ROVER AUTOMOTIVE PLC                                             | CUSIP: ZQ7081966<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    340000 | PA      | $344463.32    | 0.20%             | 2024-11-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| GARFUNKELUX HOLDCO 3 SA            | GARFUNKELUX HOLDCO 3 SA                                                      | CUSIP: BM0617928<br>LEI: 2221007QVSNJV7EWBX69 | Long             | DBT              | CORP              | LU        |    455000 | PA      | $430599.86    | 0.25%             | 2025-11-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| ZF INVEST                          | ZF INVEST SAS                                                                | CUSIP: N/A<br>LEI: 969500AEFV8YOHIJUO57       | Long             | LON              | CORP              | FR        |   1000000 | PA      | $915962.66    | 0.52%             | 2028-07-12      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| SUMMER BC HOLDCO B SARL            | SUMMER BC HOLDCO B SARL                                                      | CUSIP: ZR9898381<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |    530000 | PA      | $485783.59    | 0.28%             | 2026-10-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| COLOUROZ INVESTMENT 1 GM           | COLOUROZ INVESTMENT 1 GM                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |    133352 | PA      | $107059.71    | 0.06%             | 2024-09-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                     | ARD FINANCE SA                                                               | CUSIP: ZQ4428814<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |    220000 | PA      | $159352.75    | 0.09%             | 2027-06-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| B&M EUROPEAN VALUE RETAIL SA       | B&M EUROPEAN VALUE RETAIL SA                                                 | CUSIP: BK3225012<br>LEI: 213800UK7ZRLY2K1X530 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $339110.47    | 0.19%             | 2025-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VERY GRP FUNDING PLC/THE           | VERY GROUP FUNDING PLC/THE                                                   | CUSIP: BQ7202352<br>LEI: 9845005CC91D50AF8202 | Long             | DBT              | CORP              | GB        |    469000 | PA      | $408351.64    | 0.23%             | 2026-08-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| STAGE ENTERTAINMENT BV             | STAGE ENTERTAINMENT BV                                                       | CUSIP: N/A<br>LEI: 213800LK9D4ZNEX9VB03       | Long             | LON              | CORP              | NL        |   1000000 | PA      | $1001539.78   | 0.57%             | 2026-06-02      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGI     | CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2016-2 DAC                         | CUSIP: BCC2QXF74<br>LEI: 635400EAUJUSP1LZTU42 | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | OU      | $1269886.61   | 0.72%             | 2034-04-15      | Variable      | 7.52%                 | Yes           |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGI     | CARLYLE EURO CLO 2019-1 DAC                                                  | CUSIP: BCC2IN4T9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   4200000 | OU      | $3616432.10   | 2.06%             | 2032-03-15      | Variable      | 8.17%                 | Yes           |                  2 | On Loan: No      |
| LORCA FINCO PLC                    | LORCA FINCO PLC                                                              | CUSIP: N/A<br>LEI: 549300PONZMYNJTH6970       | Long             | LON              | CORP              | GB        |   1000000 | PA      | $1037373.10   | 0.59%             | 2027-09-17      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC              | EG GLOBAL FINANCE PLC                                                        | CUSIP: ZR9760300<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    466000 | PA      | $439668.50    | 0.25%             | 2025-10-30      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BISCUIT HOLDING SASU/FR            | BISCUIT HOLDING SASU/FR                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |   1000000 | PA      | $727681.21    | 0.42%             | 2027-02-15      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| LOXAM SAS                          | LOXAM SAS                                                                    | CUSIP: AZ6549713<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |    440000 | PA      | $426560.28    | 0.24%             | 2026-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FINCO SA                    | ALTICE FINCO SA                                                              | CUSIP: AP4431460<br>LEI: 549300IGQP5SEZB5Z419 | Long             | DBT              | CORP              | LU        |    970000 | PA      | $776921.79    | 0.44%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PROMONTORIA HOLDING                | PROMONTORIA HOLDING 264 BV                                                   | CUSIP: BT9860581<br>LEI: 54930014SXEXD3RX1509 | Long             | DBT              | CORP              | NL        |    733000 | PA      | $734658.29    | 0.42%             | 2027-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| POLYSTORM BIDCO AB                 | POLYSTORM BIDCO AB                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SE        |   1000000 | PA      | $1021744.53   | 0.58%             | 2028-10-05      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| EIRCOM FINANCE DAC                 | EIRCOM FINANCE DAC                                                           | CUSIP: ZQ2802283<br>LEI: 254900NA4DUH50UERM85 | Long             | DBT              | CORP              | IE        |    370000 | PA      | $335476.25    | 0.19%             | 2027-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NORICAN A/S                        | NORICAN A/S                                                                  | CUSIP: AN4208251<br>LEI: 529900N9H1PO6IKV0152 | Long             | DBT              | CORP              | DK        |    315000 | PA      | $319033.97    | 0.18%             | 2023-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL FOUR CLO                   | CAPITAL FOUR CLO I DAC                                                       | CUSIP: BCC2LR664<br>LEI: 213800PN6YNVO1EZOF27 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | OU      | $876854.84    | 0.50%             | 2033-01-15      | Variable      | 7.85%                 | Yes           |                  2 | On Loan: No      |
| BARINGS EURO CLO 2018-3 BV         | BARINGS EURO CLO 2018-3 DAC                                                  | CUSIP: BCC2IBN80<br>LEI: 635400CANTVBJVDMUG70 | Long             | ABS-CBDO         | CORP              | IE        |   2150000 | OU      | $1831008.07   | 1.04%             | 2031-07-27      | Variable      | 7.37%                 | Yes           |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH               | IHO VERWALTUNGS GMBH                                                         | CUSIP: ZS8104466<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    410000 | PA      | $372459.33    | 0.21%             | 2027-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| TORO EUROPEAN CLO                  | TORO EUROPEAN CLO 2 DAC                                                      | CUSIP: BCC31NF63<br>LEI: 213800UUXX2DYH3TCG21 | Long             | ABS-CBDO         | CORP              | IE        |   2000000 | OU      | $1738494.30   | 0.99%             | 2034-07-25      | Variable      | 8.01%                 | Yes           |                  2 | On Loan: No      |
| VERISURE MIDHOLDING AB             | VERISURE MIDHOLDING AB                                                       | CUSIP: BN5128655<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |    665000 | PA      | $571259.02    | 0.33%             | 2029-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SIRONA BIDCO SASU                  | SIRONA BIDCO SASU                                                            | CUSIP: N/A<br>LEI: 549300MY0O8IMORHVE83       | Long             | LON              | CORP              | FR        |   1000000 | PA      | $1011575.25   | 0.58%             | 2028-12-18      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| INULA NATURAL HEALTH GRO           | INULA NATURAL HEALTH GRO                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | BE        |    903382 | PA      | $850981.89    | 0.49%             | 2025-12-11      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| INTERMEDIATE CAPITAL MANAGERS      | ICG EURO CLO 2021-1 DAC                                                      | CUSIP: BCC31V7P2<br>LEI: 5493002JC8KETPN3UB70 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | OU      | $848944.99    | 0.48%             | 2034-10-15      | Variable      | 7.84%                 | Yes           |                  2 | On Loan: No      |
| PURPLE FINANCE CLO                 | PURPLE FINANCE CLO 2 DAC                                                     | CUSIP: BCC2LAPG8<br>LEI: 635400S2OJYBXGEK3L19 | Long             | ABS-CBDO         | CORP              | IE        |   2300000 | OU      | $1897427.10   | 1.08%             | 2032-04-20      | Variable      | 10.30%                | Yes           |                  2 | On Loan: No      |
| ENERGIA GRP/ENERGIA ROI            | ENERGIA GROUP NI FINANCECO PLC/ENERGIA GROUP ROI HOLDINGS DAC                | CUSIP: AP1064017<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    630000 | PA      | $711648.36    | 0.41%             | 2024-09-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| TUI CRUISES GMBH                   | TUI CRUISES GMBH                                                             | CUSIP: BP3848283<br>LEI: 529900SVD83QUUIZYY18 | Long             | DBT              | CORP              | DE        |    166000 | PA      | $149041.43    | 0.09%             | 2026-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| PURPLE FINANCE CLO                 | PURPLE FINANCE CLO 2 DAC                                                     | CUSIP: BCC2LAPF0<br>LEI: 635400S2OJYBXGEK3L19 | Long             | ABS-CBDO         | CORP              | IE        |   2600000 | OU      | $2231388.18   | 1.27%             | 2032-04-20      | Variable      | 7.86%                 | Yes           |                  2 | On Loan: No      |
| FIDELITY GRAND HARBOUR CLO         | FIDELITY GRAND HARBOUR CLO 2021-1 DAC                                        | CUSIP: BCC33JGV4<br>LEI: 635400KPYNGCFZ6MDR25 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | OU      | $862259.25    | 0.49%             | 2034-10-15      | Variable      | 7.60%                 | Yes           |                  2 | On Loan: No      |
| BL3539659                          | CEREBRO BIDCO GMBH                                                           | CUSIP: N/A<br>LEI: 254900VUDH8J6J9UDO74       | Long             | LON              | CORP              | DE        |    366143 | PA      | $377729.89    | 0.22%             | 2027-12-15      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                  | MOTION FINCO SARL                                                            | CUSIP: BJ1177366<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |    330000 | PA      | $353645.20    | 0.20%             | 2025-05-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| SHIBA BIDCO SPA                    | SHIBA BIDCO SPA                                                              | CUSIP: BR8457599<br>LEI: 815600658C215B62EA21 | Long             | DBT              | CORP              | IT        |    354000 | PA      | $327301.24    | 0.19%             | 2028-10-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| VILLA DUTCH BIDCO BV               | VILLA DUTCH BIDCO BV                                                         | CUSIP: ZN8820989<br>LEI: 724500AWBTX8I880X774 | Long             | DBT              | CORP              | NL        |    140000 | PA      | $141620.54    | 0.08%             | 2029-11-03      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| FRESHWORLD HOLDING IV GM           | FRESHWORLD HOLDING IV GM                                                     | CUSIP: N/A<br>LEI: 2594003HRTEMJJEOL579       | Long             | LON              | CORP              | DE        |   1000000 | PA      | $1005152.55   | 0.57%             | 2026-10-02      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| FINANCIERE VERDI I SASU            | FINANCIERE VERDI I SASU                                                      | CUSIP: N/A<br>LEI: 969500TP61Y08TU11N50       | Long             | LON              | CORP              | FR        |   1500000 | PA      | $1487915.21   | 0.85%             | 2028-04-17      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC           | ENCORE CAPITAL GROUP INC                                                     | CUSIP: BP5483253<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    300000 | PA      | $281059.11    | 0.16%             | 2028-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| KAPLA HOLDING SAS                  | KAPLA HOLDING SAS                                                            | CUSIP: ZQ8405289<br>LEI: 894500PJ28XTH66K4X83 | Long             | DBT              | CORP              | FR        |    260000 | PA      | $248148.83    | 0.14%             | 2026-12-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| KLEOPATRA FINCO SARL               | KLEOPATRA FINCO SARL                                                         | CUSIP: BN7932948<br>LEI: 222100M6T1N8VIC8M726 | Long             | DBT              | CORP              | LU        |    520000 | PA      | $436346.51    | 0.25%             | 2026-03-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| SAFIC - ALCAN SAS                  | SAFIC - ALCAN SAS                                                            | CUSIP: N/A<br>LEI: 969500O0FCNLBB65QM29       | Long             | LON              | CORP              | FR        |   1000000 | PA      | $1014251.38   | 0.58%             | 2029-06-22      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| CASTOR SPA                         | CASTOR SPA                                                                   | CUSIP: BU3220649<br>LEI: 213800OWLX4ZFFIAB390 | Long             | DBT              | CORP              | IT        |    380000 | PA      | $395769.88    | 0.23%             | 2029-02-15      | Variable      | 7.30%                 | Yes           |                  2 | On Loan: No      |
| SUMMER BIDCO BV                    | SUMMER BIDCO BV                                                              | CUSIP: ZP5882011<br>LEI: 724500EOJYP21L3XM206 | Long             | DBT              | CORP              | NL        |    361397 | PA      | $282099.87    | 0.16%             | 2025-11-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| GARFUNKELUX HOLDCO 3 SA            | GARFUNKELUX HOLDCO 3 SA                                                      | CUSIP: BM0610816<br>LEI: 2221007QVSNJV7EWBX69 | Long             | DBT              | CORP              | LU        |    170000 | PA      | $146641.21    | 0.08%             | 2025-11-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| TALKTALK TELECOM GROUP             | TALKTALK TELECOM GROUP LTD                                                   | CUSIP: ZP9959575<br>LEI: 213800WF53FVDRRHRF44 | Long             | DBT              | CORP              | GB        |    160000 | PA      | $152800.45    | 0.09%             | 2025-02-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BABSON EURO CLO B.V.               | BARINGS EURO CLO 2019-1 DAC                                                  | CUSIP: BCC3553N4<br>LEI: 549300EGZCEL8MUE5F06 | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | OU      | $1220261.62   | 0.70%             | 2036-04-15      | Variable      | 8.59%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN LEVERAGED LOAN CDO          | DRYDEN 88 EURO CLO 2020 DAC                                                  | CUSIP: BCC306RY7<br>LEI: 635400HGBEWP5ST8JG23 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | OU      | $831822.07    | 0.47%             | 2034-07-20      | Variable      | 7.47%                 | Yes           |                  2 | On Loan: No      |
| ROCKFORD TOWER EUROPE CLO          | ROCKFORD TOWER EUROPE CLO 2019-1 DAC                                         | CUSIP: BCC2LNEC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   2000000 | OU      | $1770081.13   | 1.01%             | 2033-01-20      | Variable      | 7.49%                 | Yes           |                  2 | On Loan: No      |
| SUMMER BIDCO BV                    | SUMMER BIDCO BV                                                              | CUSIP: ZS6131271<br>LEI: 724500EOJYP21L3XM206 | Long             | DBT              | CORP              | NL        |    196094 | PA      | $153067.38    | 0.09%             | 2025-11-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| KRONOSNET CX BIDCO 2022            | KRONOSNET CX BIDCO 2022                                                      | CUSIP: N/A<br>LEI: 959800UNQC5CY3D6E843       | Long             | LON              | CORP              | ES        |   1000000 | PA      | $988833.54    | 0.56%             | 2029-09-27      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES               | BCP V MODULAR SERVICES FINANCE II PLC                                        | CUSIP: BR8296880<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |    370000 | PA      | $333388.98    | 0.19%             | 2028-11-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BANIJAY GROUP SAS                  | BANIJAY GROUP SAS                                                            | CUSIP: ZP6062910<br>LEI: 969500TVFVKI682L1144 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $405148.20    | 0.23%             | 2026-03-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC           | FORD MOTOR CREDIT CO LLC                                                     | CUSIP: AX4517816<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $460777.75    | 0.26%             | 2025-03-06      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| ENERGIA GRP/ENERGIA ROI            | ENERGIA GROUP NI FINANCECO PLC/ENERGIA GROUP ROI HOLDINGS DAC                | CUSIP: AP1059553<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    380000 | PA      | $429248.22    | 0.24%             | 2024-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AURIS LUXEMBOURG III SA            | AURIS LUXEMBOURG III SA                                                      | CUSIP: N/A<br>LEI: 213800VO63L2OE6QXG55       | Long             | LON              | CORP              | LU        |   2000000 | PA      | $1930631.51   | 1.10%             | 2026-02-27      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ALLWYN INTERNATIONAL AS            | ALLWYN INTERNATIONAL AS                                                      | CUSIP: ZP7082255<br>LEI: 3157001WZJ5O35EAL536 | Long             | DBT              | CORP              | CZ        |    400000 | PA      | $388269.34    | 0.22%             | 2027-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CORDATUS CLO PLC                   | CVC CORDATUS LOAN FUND XIV DAC                                               | CUSIP: BCC2J3S82<br>LEI: 635400UH3DTSYN3K2540 | Long             | ABS-CBDO         | CORP              | IE        |   3000000 | OU      | $2651710.44   | 1.51%             | 2032-05-22      | Variable      | 7.72%                 | Yes           |                  2 | On Loan: No      |
| CCI BUYER INC                      | CCI BUYER INC                                                                | CUSIP: 12510EAC1<br>LEI: 254900TMV7DAFRQALU04 | Long             | LON              | CORP              | US        |    598897 | PA      | $573743.30    | 0.33%             | 2027-12-17      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| SELECTQUOTE INC                    | SelectQuote Term Loan                                                        | CUSIP: N/A<br>LEI: 549300BV28BWDIN9SP24       | Long             | LON              | CORP              | US        |   3752608 | PA      | $3471162.81   | 1.98%             | 2024-11-05      | Variable      | 11.13%                | No            |                  2 | On Loan: No      |
| ARUBA INVESTMENT HOLDING           | ARUBA INVESTMENT HOLDING                                                     | CUSIP: 04317JAC2<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |    982500 | PA      | $1014907.03   | 0.58%             | 2027-11-24      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                | BOXER PARENT CO INC                                                          | CUSIP: 05988HAF4<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    984526 | PA      | $993882.65    | 0.57%             | 2025-10-02      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| ION TRADING FINANCE LTD            | ION TRADING FINANCE LTD                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | IE        |   1970000 | PA      | $1991485.25   | 1.14%             | 2028-03-31      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| NEP EUROPE FINCO BV                | NEP EUROPE FINCO BV                                                          | CUSIP: 62908HAE5<br>LEI: 549300M5F3LSBUNG0C68 | Long             | LON              | CORP              | NL        |   1929648 | PA      | $1816688.13   | 1.04%             | 2025-10-20      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRE     | Dreyfus Institutional Preferred Government Plus Money Market Fund            | CUSIP: N/A<br>LEI: 549300RBWL04JG8SIX57       | Long             | STIV             | RF                | US        |  16460427 | OU      | $16460426.86  | 9.39%             | 2099-12-01      | Variable      | 4.37%                 | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-23

**Name of Applicant:** BNY Mellon Advantage Funds, Inc.

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Fund Treasurer