# EDGAR Filing Document

**Accession Number:** 0001627854
**File Stem:** 0001775697-23-000051
**Filing Date:** 2023-1
**Character Count:** 233865
**Document Hash:** 05d9a35216c9702661b80e6506de5185
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001775697-23-000051.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001775697-23-000051

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20230831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BNY Mellon Alcentra Global Credit Income 2024 Target Term Fund, Inc.
- **CENTRAL INDEX KEY:** 0001627854
- **IRS NUMBER:** 822085232
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23014
- **FILM NUMBER:** 23561091

**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 Credit Income 2024 Target Term Fund, Inc.
- **DATE OF NAME CHANGE:** 20170613

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BNY Mellon Alcentra Multi-Strategy Credit Fund, Inc.
- **DATE OF NAME CHANGE:** 20141212

## Nport-Ex

STATEMENT OF INVESTMENTS<br>BNY Mellon Alcentra Global Credit Income 2024 Target Term Fund, Inc.

November 30, 2022 (Unaudited)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | <sup>a,b</sup>  | Value ($) |
| **Bonds and Notes - 81.3%**  | **Bonds and Notes - 81.3%**  | **Bonds and Notes - 81.3%**  | **Bonds and Notes - 81.3%**  |  |  |  |
| **Advertising - .4%**  | **Advertising - .4%**  | **Advertising - .4%**  | **Advertising - .4%**  |  |  |  |
| Advantage Sales & Marketing Inc., Sr. Scd. Notes |  | 6.50 | 11/15/2028 | 226000 | <sup>c</sup>  | 177297 |
| Clear Channel Outdoor Holdings Inc., Sr. Scd. Notes |  | 5.13 | 8/15/2027 | 365000 | <sup>c</sup>  | 315104 |
|  |  |  |  |  | **492401** | **492401** |
| **Aerospace & Defense - .7%**  | **Aerospace & Defense - .7%**  | **Aerospace & Defense - .7%**  | **Aerospace & Defense - .7%**  |  |  |  |
| Bombardier Inc., Sr. Unscd. Notes |  | 7.50 | 3/15/2025 | 46000 | <sup>c</sup>  | 46139 |
| Spirit AeroSystems Inc., Sr. Scd. Notes |  | 9.38 | 11/30/2029 | 102000 | <sup>c</sup>  | 107483 |
| TransDigm Inc., Gtd. Notes |  | 4.88 | 5/1/2029 | 191000 |  | 166957 |
| TransDigm Inc., Gtd. Notes |  | 5.50 | 11/15/2027 | 550000 |  | 519307 |
|  |  |  |  |  | **839886** | **839886** |
| **Airlines - .9%**  | **Airlines - .9%**  | **Airlines - .9%**  | **Airlines - .9%**  |  |  |  |
| Air Canada, Sr. Scd. Notes |  | 3.88 | 8/15/2026 | 210000 | <sup>c</sup>  | 192413 |
| American Airlines Inc., Sr. Scd. Notes |  | 5.75 | 4/20/2029 | 710000 | <sup>c</sup>  | 661730 |
| Delta Air Lines Inc., Sr. Scd. Notes |  | 4.75 | 10/20/2028 | 200000 | <sup>c</sup>  | 189718 |
|  |  |  |  |  | **1043861** | **1043861** |
| **Automobiles & Components - 2.1%**  | **Automobiles & Components - 2.1%**  | **Automobiles & Components - 2.1%**  | **Automobiles & Components - 2.1%**  |  |  |  |
| Clarios Global LP, Sr. Scd. Bonds | EUR | 4.38 | 5/15/2026 | 550000 | <sup>c</sup>  | 543628 |
| Dealer Tire LLC, Sr. Unscd. Notes |  | 8.00 | 2/1/2028 | 422000 | <sup>c</sup>  | 364513 |
| Ford Motor Co., Sr. Unscd. Notes |  | 4.75 | 1/15/2043 | 450000 |  | 333533 |
| IHO Verwaltungs GmbH, Sr. Scd. Notes | EUR | 3.63 | 5/15/2025 | 360000 | <sup>c,d</sup>  | 352892 |
| IHO Verwaltungs GmbH, Sr. Scd. Notes | EUR | 3.88 | 5/15/2027 | 240000 | <sup>c,d</sup>  | 218939 |
| Jaguar Land Rover Automotive PLC, Gtd. Notes | EUR | 5.88 | 11/15/2024 | 360000 | <sup>c</sup>  | 363770 |
| Standard Profil Automotive GmbH, Sr. Scd. Bonds | EUR | 6.25 | 4/30/2026 | 294000 | <sup>c</sup>  | 187386 |
|  |  |  |  |  | **2364661** | **2364661** |
| **Banks - .3%**  | **Banks - .3%**  | **Banks - .3%**  | **Banks - .3%**  |  |  |  |
| Citigroup Inc., Jr. Sub. Notes , Ser. U |  | 5.00 | 9/12/2024 | 215000 | <sup>e</sup>  | 194038 |
| JPMorgan Chase & Co., Jr. Sub. Notes, Ser. HH |  | 4.60 | 2/1/2025 | 160000 | <sup>e</sup>  | 142400 |
|  |  |  |  |  | **336438** | **336438** |
| **Beverage Products - .2%**  | **Beverage Products - .2%**  | **Beverage Products - .2%**  | **Beverage Products - .2%**  |  |  |  |
| Primo Water Holdings Inc., Gtd. Notes |  | 4.38 | 4/30/2029 | 270000 | <sup>c</sup>  | **233657** |

---

------

*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 - 81.3% (continued)** | **Bonds and Notes - 81.3% (continued)** | **Bonds and Notes - 81.3% (continued)** | **Bonds and Notes - 81.3% (continued)** |  |  |  |
| **Building Materials - .8%**  | **Building Materials - .8%**  | **Building Materials - .8%**  | **Building Materials - .8%**  |  |  |  |
| Eco Material Technologies Inc., Sr. Scd. Notes |  | 7.88 | 1/31/2027 | 381000 | <sup>c</sup>  | 363017 |
| Griffon Corp., Gtd. Notes |  | 5.75 | 3/1/2028 | 395000 |  | 368002 |
| Standard Industries Inc., Sr. Unscd. Notes |  | 4.75 | 1/15/2028 | 217000 | <sup>c</sup>  | 196993 |
|  |  |  |  |  | **928012** | **928012** |
| **Chemicals - 1.6%**  | **Chemicals - 1.6%**  | **Chemicals - 1.6%**  | **Chemicals - 1.6%**  |  |  |  |
| Consolidated Energy Finance SA, Gtd. Notes | EUR | 5.00 | 10/15/2028 | 140000 | <sup>c</sup>  | 121441 |
| Consolidated Energy Finance SA, Gtd. Notes |  | 5.63 | 10/15/2028 | 435000 | <sup>c</sup>  | 380799 |
| Iris Holdings Inc., Sr. Unscd. Notes |  | 8.75 | 2/15/2026 | 234000 | <sup>c,d</sup>  | 200070 |
| Italmatch Chemicals SPA, Sr. Scd. Notes, 3 Month EURIBOR +4.75% | EUR | 5.94 | 9/30/2024 | 445000 | <sup>c,f</sup>  | 422896 |
| Olympus Water US Holding Corp., Sr. Scd. Notes |  | 4.25 | 10/1/2028 | 279000 | <sup>c</sup>  | 226542 |
| Olympus Water US Holding Corp., Sr. Unscd. Notes |  | 6.25 | 10/1/2029 | 320000 | <sup>c</sup>  | 231446 |
| Trinseo Materials Finance Inc., Gtd. Bonds |  | 5.13 | 4/1/2029 | 70000 | <sup>c</sup>  | 44654 |
| Trinseo Materials Finance Inc., Gtd. Notes |  | 5.38 | 9/1/2025 | 240000 | <sup>c</sup>  | 192691 |
|  |  |  |  |  | **1820539** | **1820539** |
| **Collateralized Loan Obligations Debt - 28.8%**  | **Collateralized Loan Obligations Debt - 28.8%**  | **Collateralized Loan Obligations Debt - 28.8%**  | **Collateralized Loan Obligations Debt - 28.8%**  |  |  |  |
| Carlyle Euro DAC CLO, Ser. 2022-5A, Cl. D, 3 Month EURIBOR +7.63% | EUR | 9.74 | 10/25/2035 | 855000 | <sup>c,f</sup>  | 780011 |
| Carlyle Global Market Strategies Euro DAC CLO, Ser. 2014-1A, Cl. ER, 3 Month EURIBOR +4.93% | EUR | 6.31 | 7/15/2031 | 1500000 | <sup>c,f</sup>  | 1206492 |
| Carlyle Global Market Strategies Euro DAC CLO, Ser. 2014-1A, Cl. FR, 3 Month EURIBOR +6.61% | EUR | 7.99 | 7/15/2031 | 3000000 | <sup>c,f</sup>  | 2212908 |
| Carlyle Global Market Strategies Euro DAC CLO, Ser. 2015-3A, Cl. ER, 3 Month EURIBOR +6.44% | EUR | 7.82 | 7/15/2030 | 2000000 | <sup>c,f</sup>  | 1509801 |
| CIFC European Funding II DAC CLO, Ser. 2A, Cl. F, 3 Month EURIBOR +7.70% | EUR | 9.08 | 4/15/2033 | 1000000 | <sup>c,f</sup>  | 750831 |
| CIFC Funding Ltd. CLO, Ser. 2018-1A, Cl. E, 3 Month LIBOR +5.00% |  | 9.19 | 4/18/2031 | 1000000 | <sup>c,f</sup>  | 839044 |
| CQS US Ltd. CLO, Ser. 2022-2A, Cl. E1, 3 Month TSFR +6.85% |  | 10.20 | 7/20/2031 | 2000000 | <sup>c,f</sup>  | 1835908 |
| Crown Point 9 Ltd. CLO, Ser. 2020-9A, Cl. ER, 3 Month LIBOR +6.76% |  | 10.77 | 7/14/2034 | 2375000 | <sup>c,f</sup>  | 2120811 |
| Dryden 91 Euro DAC CLO, Ser. 2021-91A, Cl. E, 3 Month EURIBOR +7.06% | EUR | 8.46 | 4/18/2035 | 1000000 | <sup>c,f</sup>  | 854873 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | <sup>a,b</sup>  | Value ($) |
| **Bonds and Notes - 81.3% (continued)** | **Bonds and Notes - 81.3% (continued)** | **Bonds and Notes - 81.3% (continued)** | **Bonds and Notes - 81.3% (continued)** |  |  |  |
| **Collateralized Loan Obligations Debt - 28.8% (continued)** | **Collateralized Loan Obligations Debt - 28.8% (continued)** | **Collateralized Loan Obligations Debt - 28.8% (continued)** | **Collateralized Loan Obligations Debt - 28.8% (continued)** |  |  |  |
| Euro-Galaxy IV DAC CLO, Ser. 2015-4A, CI. FRR, 3 Month EURIBOR +8.88% | EUR | 10.46 | 7/30/2034 | 1750000 | <sup>c,f</sup>  | 1342287 |
| Fidelity Grand Harbour Designated Activity Co. CLO, Ser. 2022-1A, Cl. E, 3 Month EURIBOR +7.08% | EUR | 8.93 | 10/15/2036 | 1750000 | <sup>c,f</sup>  | 1537933 |
| Franklin Park Place I LLC CLO, Ser. 2022-1A, Cl. E, 3 Month TSFR +7.50% |  | 11.33 | 4/14/2035 | 1000000 | <sup>c,f</sup>  | 854958 |
| GoldenTree Loan Management EUR 2 DAC CLO, Ser. 2A, Cl. E, 3 Month EURIBOR +5.25% | EUR | 6.71 | 1/20/2032 | 1000000 | <sup>c,f</sup>  | 824845 |
| Hayfin Emerald IV DAC CLO, Ser. 4A, Cl. FR, 3 Month EURIBOR +8.68% | EUR | 10.06 | 10/15/2034 | 740000 | <sup>c,f</sup>  | 552176 |
| ICG Euro DAC CLO, Ser. 2021-1A, Cl. F, 3 Month EURIBOR +8.82% | EUR | 10.20 | 10/15/2034 | 1000000 | <sup>c,f</sup>  | 758961 |
| KKR 23 Ltd. CLO, Ser. 23, Cl. E, 3 Month LIBOR +6.00% |  | 10.24 | 10/20/2031 | 1000000 | <sup>c,f</sup>  | 822803 |
| Marble Point XII Ltd. CLO, Ser. 2018-1A, Cl. E, 3 Month LIBOR +6.00% |  | 10.08 | 7/16/2031 | 750000 | <sup>c,f</sup>  | 542575 |
| OZLM Funding II Ltd. CLO, Ser. 2012-2A, Cl. DR2, 3 Month LIBOR +5.90% |  | 10.31 | 7/30/2031 | 2250000 | <sup>c,f</sup>  | 1766947 |
| OZLM VI Ltd. CLO, Ser. 2014-6A, Cl. DS, 3 Month LIBOR +6.05% |  | 10.13 | 4/17/2031 | 2000000 | <sup>c,f</sup>  | 1646764 |
| OZLME III DAC CLO, Ser. 3A, Cl. F, 3 Month EURIBOR +6.45% | EUR | 8.31 | 8/24/2030 | 1000000 | <sup>c,f</sup>  | 753025 |
| St. Paul's V DAC CLO, Ser. 5A, Cl. FR, 3 Month EURIBOR +6.60% | EUR | 8.40 | 8/20/2030 | 4000000 | <sup>c,f</sup>  | 2929485 |
| TIAA I Ltd. CLO, Ser. 2016-1A, CI. ER, 3 Month LIBOR +6.20% |  | 10.44 | 7/20/2031 | 2131000 | <sup>c,f</sup>  | 1750834 |
| Tikehau DAC CLO, Ser. 2015-1A, Cl. FRR, 3 Month EURIBOR +8.75% | EUR | 10.48 | 8/4/2034 | 2000000 | <sup>c,f</sup>  | 1603323 |
| Venture 45 Ltd. CLO, Ser. 2022-45A, CI. D1, 3 Month TSFR +4.00% |  | 7.96 | 7/20/2035 | 1500000 | <sup>c,f</sup>  | 1265943 |
| Vibrant III Ltd. CLO, Ser. 2015-3A, Cl. DRR, 3 Month LIBOR +6.35% |  | 10.59 | 10/20/2031 | 1000000 | <sup>c,f</sup>  | 794152 |
| Wind River Ltd. CLO, Ser. 2016-1A, CI. FR2, 3 Month LIBOR +7.90% |  | 11.98 | 10/15/2034 | 1500000 | <sup>c,f</sup>  | 1222498 |
|  |  |  |  |  | **33080188** | **33080188** |
| **Collateralized Loan Obligations Equity - .0%**  | **Collateralized Loan Obligations Equity - .0%**  | **Collateralized Loan Obligations Equity - .0%**  | **Collateralized Loan Obligations Equity - .0%**  |  |  |  |
| KVK Ltd. CLO, Ser. 2018-1A, Cl. SUB1 |  | 0.00 | 5/20/2029 | 4000000 | <sup>c,g</sup>  | 46896 |
| Madison Park Funding X Ltd. CLO, Ser. 2012-10A, Cl. SUB |  | 0.00 | 1/20/2029 | 3000000 | <sup>c,g</sup>  | 3750 |
|  |  |  |  |  | **50646** | **50646** |
| **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 | 350000 | <sup>c</sup>  | 327556 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 81.3% (continued)** | **Bonds and Notes - 81.3% (continued)** | **Bonds and Notes - 81.3% (continued)** | **Bonds and Notes - 81.3% (continued)** |  |  |
| **Commercial & Professional Services - 3.8% (continued)** | **Commercial & Professional Services - 3.8% (continued)** | **Commercial & Professional Services - 3.8% (continued)** | **Commercial & Professional Services - 3.8% (continued)** |  |  |
| Allied Universal Holdco LLC, Sr. Scd. Notes |  | 4.63 | 6/1/2028 | 240000<br> <sup>c</sup>  | 203820 |
| Allied Universal Holdco LLC, Sr. Scd. Notes |  | 6.63 | 7/15/2026 | 570000<br> <sup>c</sup>  | 542520 |
| APX Group Inc., Gtd. Notes |  | 5.75 | 7/15/2029 | 419000<br> <sup>c</sup>  | 357198 |
| BCP V Modular Services Finance II PLC, Sr. Scd. Bonds | EUR | 4.75 | 11/30/2028 | 320000<br> <sup>c</sup>  | 281961 |
| HealthEquity Inc., Gtd. Notes |  | 4.50 | 10/1/2029 | 374000<br> <sup>c</sup>  | 328129 |
| Kapla Holding SAS, Sr. Scd. Bonds | EUR | 3.38 | 12/15/2026 | 220000<br> <sup>c</sup>  | 204718 |
| La Financiere Atalian SASU, Gtd. Bonds | EUR | 5.13 | 5/15/2025 | 129000<br> <sup>c</sup>  | 117055 |
| La Financiere Atalian SASU, Gtd. Bonds | EUR | 5.13 | 5/15/2025 | 129000 | 117055 |
| MPH Acquisition Holdings LLC, Sr. Scd. Notes |  | 5.50 | 9/1/2028 | 290000<br> <sup>c</sup>  | 231967 |
| Neptune Bidco US Inc., Sr. Scd. Notes |  | 9.29 | 4/15/2029 | 238000<br> <sup>c</sup>  | 229569 |
| Prime Security Services Borrower LLC, Scd. Notes |  | 6.25 | 1/15/2028 | 346000<br> <sup>c</sup>  | 322306 |
| Prime Security Services Borrower LLC, Sr. Scd. Notes |  | 5.75 | 4/15/2026 | 299000<br> <sup>c</sup>  | 296367 |
| United Rentals North America Inc., Sr. Scd. Notes |  | 6.00 | 12/15/2029 | 184000<br> <sup>c</sup>  | 185271 |
| Verisure Midholding AB, Gtd. Notes | EUR | 5.25 | 2/15/2029 | 510000<br> <sup>c</sup>  | 429872 |
| Verscend Escrow Corp., Sr. Unscd. Notes |  | 9.75 | 8/15/2026 | 218000<br> <sup>c</sup>  | 218371 |
|  |  |  |  |  | **4393735** |
| **Consumer Discretionary - 5.4%**  | **Consumer Discretionary - 5.4%**  | **Consumer Discretionary - 5.4%**  | **Consumer Discretionary - 5.4%**  |  |  |
| Banijay Entertainment SASU, Sr. Scd. Bonds | EUR | 3.50 | 3/1/2025 | 340000<br> <sup>c</sup>  | 337386 |
| Banijay Group SAS, Sr. Unscd. Notes | EUR | 6.50 | 3/1/2026 | 180000<br> <sup>c</sup>  | 179472 |
| Caesars Entertainment Inc., Sr. Scd. Notes |  | 6.25 | 7/1/2025 | 130000<br> <sup>c</sup>  | 128657 |
| Caesars Entertainment Inc., Sr. Unscd. Notes |  | 4.63 | 10/15/2029 | 238000<br> <sup>c</sup>  | 199639 |
| Carnival Corp., Gtd. Notes |  | 6.00 | 5/1/2029 | 90000<br> <sup>c</sup>  | 64014 |
| Carnival Corp., Sr. Unscd. Notes |  | 7.63 | 3/1/2026 | 494000<br> <sup>c</sup>  | 417161 |
| Carnival Holdings Bermuda Ltd., Gtd. Notes |  | 10.38 | 5/1/2028 | 279000<br> <sup>c</sup>  | 290933 |
| CCM Merger Inc., Sr. Unscd. Notes |  | 6.38 | 5/1/2026 | 439000<br> <sup>c</sup>  | 407155 |
| Churchill Downs Inc., Gtd. Notes |  | 4.75 | 1/15/2028 | 260000<br> <sup>c</sup>  | 239550 |
| Everi Holdings Inc., Gtd. Notes |  | 5.00 | 7/15/2029 | 271000<br> <sup>c</sup>  | 235274 |
| Hilton Domestic Operating Co., Gtd. Notes |  | 3.63 | 2/15/2032 | 130000<br> <sup>c</sup>  | 107167 |
| Hilton Domestic Operating Co., Gtd. Notes |  | 4.00 | 5/1/2031 | 100000<br> <sup>c</sup>  | 84246 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 81.3% (continued)** | **Bonds and Notes - 81.3% (continued)** | **Bonds and Notes - 81.3% (continued)** | **Bonds and Notes - 81.3% (continued)** |  |  |
| **Consumer Discretionary - 5.4% (continued)** | **Consumer Discretionary - 5.4% (continued)** | **Consumer Discretionary - 5.4% (continued)** | **Consumer Discretionary - 5.4% (continued)** |  |  |
| International Game Technology PLC, Sr. Scd. Notes |  | 4.13 | 4/15/2026 | 310000<br> <sup>c</sup>  | 292113 |
| KB Home, Gtd. Notes |  | 4.00 | 6/15/2031 | 145000 | 115847 |
| Las Vegas Sands Corp., Sr. Unscd. Notes |  | 3.20 | 8/8/2024 | 270000 | 258148 |
| Maison Finco PLC, Sr. Scd. Bonds | GBP | 6.00 | 10/31/2027 | 208000<br> <sup>c</sup>  | 183895 |
| NCL Corp., Gtd. Notes |  | 5.88 | 3/15/2026 | 118000<br> <sup>c</sup>  | 96950 |
| NCL Corp., Sr. Scd. Notes |  | 5.88 | 2/15/2027 | 204000<br> <sup>c</sup>  | 181901 |
| NCL Corp., Sr. Unscd. Notes |  | 3.63 | 12/15/2024 | 630000<br> <sup>c</sup>  | 550897 |
| Nobel Bidco BV, Sr. Scd. Bonds | EUR | 3.13 | 6/15/2028 | 720000<br> <sup>c</sup>  | 510163 |
| Pinewood Finance Co., Sr. Scd. Bonds | GBP | 3.63 | 11/15/2027 | 240000<br> <sup>c</sup>  | 254446 |
| Royal Caribbean Cruises Ltd., Gtd. Notes |  | 9.25 | 1/15/2029 | 33000<br> <sup>c</sup>  | 33819 |
| Royal Caribbean Cruises Ltd., Sr. Scd. Notes |  | 8.25 | 1/15/2029 | 210000<br> <sup>c</sup>  | 213423 |
| Royal Caribbean Cruises Ltd., Sr. Unscd. Notes |  | 5.50 | 8/31/2026 | 139000<br> <sup>c</sup>  | 120765 |
| Scientific Games Holdings LP, Sr. Unscd. Notes |  | 6.63 | 3/1/2030 | 450000<br> <sup>c</sup>  | 379136 |
| Station Casinos LLC, Gtd. Notes |  | 4.50 | 2/15/2028 | 180000<br> <sup>c</sup>  | 159070 |
| Taylor Morrison Communities Inc., Sr. Unscd. Notes |  | 5.13 | 8/1/2030 | 69000<br> <sup>c</sup>  | 60357 |
| TUI Cruises GmbH, Sr. Unscd. Notes | EUR | 6.50 | 5/15/2026 | 189000<br> <sup>c</sup>  | 162747 |
|  |  |  |  |  | **6264331** |
| **Consumer Staples - .6%**  | **Consumer Staples - .6%**  | **Consumer Staples - .6%**  | **Consumer Staples - .6%**  |  |  |
| Kronos Acquisition Holdings Inc., Sr. Scd. Notes |  | 5.00 | 12/31/2026 | 450000<br> <sup>c</sup>  | 410994 |
| Newell Brands Inc., Sr. Unscd. Notes |  | 4.45 | 4/1/2026 | 197000 | 186090 |
| Newell Brands Inc., Sr. Unscd. Notes |  | 5.63 | 4/1/2036 | 110000 | 94355 |
|  |  |  |  |  | **691439** |
| **Diversified Financials - 3.0%**  | **Diversified Financials - 3.0%**  | **Diversified Financials - 3.0%**  | **Diversified Financials - 3.0%**  |  |  |
| Ally Financial Inc., Gtd. Notes |  | 8.00 | 11/1/2031 | 229000 | 246047 |
| Compass Group Diversified Holdings LLC, Gtd. Notes |  | 5.25 | 4/15/2029 | 215000<br> <sup>c</sup>  | 188225 |
| Garfunkelux Holdco 3 SA, Sr. Scd. Bonds | GBP | 7.75 | 11/1/2025 | 375000<br> <sup>c</sup>  | 357478 |
| Garfunkelux Holdco 3 SA, Sr. Scd. Bonds | GBP | 7.75 | 11/1/2025 | 500000 | 476638 |
| Icahn Enterprises LP, Gtd. Notes |  | 4.38 | 2/1/2029 | 330000 | 278183 |
| Navient Corp., Sr. Unscd. Notes |  | 6.75 | 6/15/2026 | 465000 | 443698 |
| NFP Corp., Sr. Scd. Notes |  | 4.88 | 8/15/2028 | 94000<br> <sup>c</sup>  | 81593 |
| NFP Corp., Sr. Unscd. Notes |  | 6.88 | 8/15/2028 | 70000<br> <sup>c</sup>  | 59304 |
| OneMain Finance Corp., Gtd. Notes |  | 6.13 | 3/15/2024 | 270000 | 263669 |
| OneMain Finance Corp., Gtd. Notes |  | 6.63 | 1/15/2028 | 250000 | 230250 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 81.3% (continued)** | **Bonds and Notes - 81.3% (continued)** | **Bonds and Notes - 81.3% (continued)** | **Bonds and Notes - 81.3% (continued)** |  |  |
| **Diversified Financials - 3.0% (continued)** | **Diversified Financials - 3.0% (continued)** | **Diversified Financials - 3.0% (continued)** | **Diversified Financials - 3.0% (continued)** |  |  |
| PennyMac Financial Services Inc., Gtd. Notes |  | 5.38 | 10/15/2025 | 240000<br> <sup>c</sup>  | 219745 |
| PennyMac Financial Services Inc., Gtd. Notes |  | 5.75 | 9/15/2031 | 399000<br> <sup>c</sup>  | 319812 |
| Rocket Mortgage LLC, Gtd. Notes |  | 3.63 | 3/1/2029 | 280000<br> <sup>c</sup>  | 225901 |
|  |  |  |  |  | **3390543** |
| **Electronic Components - .4%**  | **Electronic Components - .4%**  | **Electronic Components - .4%**  | **Electronic Components - .4%**  |  |  |
| Energizer Gamma Acquisition BV, Gtd. Bonds | EUR | 3.50 | 6/30/2029 | 240000<br> <sup>c</sup>  | 201155 |
| TTM Technologies Inc., Gtd. Notes |  | 4.00 | 3/1/2029 | 250000<br> <sup>c</sup>  | 212496 |
|  |  |  |  |  | **413651** |
| **Energy - 4.1%**  | **Energy - 4.1%**  | **Energy - 4.1%**  | **Energy - 4.1%**  |  |  |
| Aethon United Finance Corp., Sr. Unscd. Notes |  | 8.25 | 2/15/2026 | 187000<br> <sup>c</sup>  | 186307 |
| Antero Midstream Partners LP, Gtd. Notes |  | 5.75 | 3/1/2027 | 330000<br> <sup>c</sup>  | 315496 |
| Archrock Partners LP, Gtd. Notes |  | 6.25 | 4/1/2028 | 254000<br> <sup>c</sup>  | 235990 |
| Blue Racer Midstream LLC, Sr. Unscd. Notes |  | 6.63 | 7/15/2026 | 290000<br> <sup>c</sup>  | 283036 |
| Blue Racer Midstream LLC, Sr. Unscd. Notes |  | 7.63 | 12/15/2025 | 375000<br> <sup>c</sup>  | 378863 |
| Centennial Resource Production LLC, Gtd. Notes |  | 5.38 | 1/15/2026 | 70000<br> <sup>c</sup>  | 65062 |
| CQP Holdco LP, Sr. Scd. Notes |  | 5.50 | 6/15/2031 | 500000<br> <sup>c</sup>  | 459358 |
| Crestwood Midstream Partners LP, Gtd. Notes |  | 5.63 | 5/1/2027 | 25000<br> <sup>c</sup>  | 23565 |
| Crestwood Midstream Partners LP, Gtd. Notes |  | 5.75 | 4/1/2025 | 180000 | 175777 |
| CVR Energy Inc., Gtd. Bonds |  | 5.25 | 2/15/2025 | 418000<br> <sup>c</sup>  | 401238 |
| EnLink Midstream LLC, Gtd. Notes |  | 6.50 | 9/1/2030 | 176000<br> <sup>c</sup>  | 178972 |
| EQM Midstream Partners LP, Sr. Unscd. Notes |  | 4.00 | 8/1/2024 | 187000 | 178888 |
| EQM Midstream Partners LP, Sr. Unscd. Notes |  | 4.75 | 1/15/2031 | 125000<br> <sup>c</sup>  | 105382 |
| EQM Midstream Partners LP, Sr. Unscd. Notes |  | 5.50 | 7/15/2028 | 239000 | 221744 |
| EQM Midstream Partners LP, Sr. Unscd. Notes |  | 7.50 | 6/1/2027 | 69000<br> <sup>c</sup>  | 69808 |
| PDC Energy Inc., Gtd. Notes |  | 5.75 | 5/15/2026 | 170000 | 162591 |
| Rockcliff Energy II LLC, Sr. Unscd. Notes |  | 5.50 | 10/15/2029 | 514000<br> <sup>c</sup>  | 472222 |
| Targa Resources Partners LP, Gtd. Notes |  | 4.88 | 2/1/2031 | 350000 | 319256 |
| Venture Global Calcasieu Pass LLC, Sr. Scd. Notes |  | 3.88 | 11/1/2033 | 340000<br> <sup>c</sup>  | 277100 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 81.3% (continued)** | **Bonds and Notes - 81.3% (continued)** | **Bonds and Notes - 81.3% (continued)** | **Bonds and Notes - 81.3% (continued)** |  |  |
| **Energy - 4.1% (continued)** | **Energy - 4.1% (continued)** | **Energy - 4.1% (continued)** | **Energy - 4.1% (continued)** |  |  |
| Western Midstream Operating LP, Sr. Unscd. Notes |  | 4.30 | 2/1/2030 | 280000 | 249893 |
|  |  |  |  |  | **4760548** |
| **Environmental Control - .9%**  | **Environmental Control - .9%**  | **Environmental Control - .9%**  | **Environmental Control - .9%**  |  |  |
| Covanta Holding Corp., Gtd. Notes |  | 4.88 | 12/1/2029 | 312000<br> <sup>c</sup>  | 264050 |
| Covanta Holding Corp., Gtd. Notes |  | 5.00 | 9/1/2030 | 155000 | 132764 |
| GFL Environmental Inc., Sr. Scd. Notes |  | 5.13 | 12/15/2026 | 280000<br> <sup>c</sup>  | 269951 |
| Harsco Corp., Gtd. Notes |  | 5.75 | 7/31/2027 | 315000<br> <sup>c</sup>  | 254890 |
| Waste Pro USA Inc., Sr. Unscd. Notes |  | 5.50 | 2/15/2026 | 170000<br> <sup>c</sup>  | 157151 |
|  |  |  |  |  | **1078806** |
| **Food Products - .4%**  | **Food Products - .4%**  | **Food Products - .4%**  | **Food Products - .4%**  |  |  |
| Pilgrim's Pride Corp., Gtd. Notes |  | 3.50 | 3/1/2032 | 310000<br> <sup>c</sup>  | 249924 |
| Post Holdings Inc., Gtd. Notes |  | 4.63 | 4/15/2030 | 195000<br> <sup>c</sup>  | 171386 |
| United Natural Foods Inc., Gtd. Notes |  | 6.75 | 10/15/2028 | 54000<br> <sup>c</sup>  | 52446 |
|  |  |  |  |  | **473756** |
| **Health Care - 3.2%**  | **Health Care - 3.2%**  | **Health Care - 3.2%**  | **Health Care - 3.2%**  |  |  |
| CHEPLAPHARM Arzneimittel GmbH, Sr. Scd. Notes |  | 5.50 | 1/15/2028 | 470000<br> <sup>c</sup>  | 391394 |
| Chrome Bidco SASU, Sr. Scd. Bonds | EUR | 3.50 | 5/31/2028 | 420000<br> <sup>c</sup>  | 385698 |
| Cidron Aida Finco SARL, Sr. Scd. Bonds | EUR | 5.00 | 4/1/2028 | 640000<br> <sup>c</sup>  | 559706 |
| Cidron Aida Finco SARL, Sr. Scd. Bonds | GBP | 6.25 | 4/1/2028 | 453000<br> <sup>c</sup>  | 442242 |
| Medline Borrower LP, Sr. Unscd. Notes |  | 5.25 | 10/1/2029 | 160000<br> <sup>c</sup>  | 130580 |
| Nidda Healthcare Holding GmbH, Sr. Scd. Notes | EUR | 3.50 | 9/30/2024 | 650000<br> <sup>c</sup>  | 650958 |
| Option Care Health Inc., Gtd. Notes |  | 4.38 | 10/31/2029 | 275000<br> <sup>c</sup>  | 234607 |
| Organon & Co., Sr. Unscd. Notes |  | 5.13 | 4/30/2031 | 450000<br> <sup>c</sup>  | 399825 |
| Prime Healthcare Services Inc., Sr. Scd. Notes |  | 7.25 | 11/1/2025 | 323000<br> <sup>c</sup>  | 276414 |
| Tenet Healthcare Corp., Gtd. Notes |  | 6.13 | 10/1/2028 | 290000<br> <sup>c</sup>  | 256382 |
|  |  |  |  |  | **3727806** |
| **Industrial - 1.2%**  | **Industrial - 1.2%**  | **Industrial - 1.2%**  | **Industrial - 1.2%**  |  |  |
| Norican A/S, Sr. Scd. Bonds | EUR | 4.50 | 5/15/2023 | 545000 | 538204 |
| Promontoria Holding 264 BV, Sr. Scd. Bonds | EUR | 6.38 | 3/1/2027 | 272000<br> <sup>c</sup>  | 263626 |
| Titan Acquisition Ltd., Sr. Unscd. Notes |  | 7.75 | 4/15/2026 | 50000<br> <sup>c</sup>  | 44462 |
| TK Elevator US Newco Inc., Sr. Scd. Notes |  | 5.25 | 7/15/2027 | 580000<br> <sup>c</sup>  | 527217 |
|  |  |  |  |  | **1373509** |

---

------

*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 - 81.3% (continued)** | **Bonds and Notes - 81.3% (continued)** | **Bonds and Notes - 81.3% (continued)** | **Bonds and Notes - 81.3% (continued)** |  |  |  |
| **Information Technology - .9%**  | **Information Technology - .9%**  | **Information Technology - .9%**  | **Information Technology - .9%**  |  |  |  |
| Athenahealth Group Inc., Sr. Unscd. Notes |  | 6.50 | 2/15/2030 | 800000 | <sup>c</sup>  | 600086 |
| Boxer Parent Co., Sr. Scd. Notes | EUR | 6.50 | 10/2/2025 | 230000 | <sup>c</sup>  | 229938 |
| MSCI Inc., Gtd. Notes |  | 3.25 | 8/15/2033 | 185000 | <sup>c</sup>  | 145589 |
|  |  |  |  |  | **975613** | **975613** |
| **Insurance - .7%**  | **Insurance - .7%**  | **Insurance - .7%**  | **Insurance - .7%**  |  |  |  |
| Acrisure LLC, Sr. Scd. Notes |  | 4.25 | 2/15/2029 | 310000 | <sup>c</sup>  | 253295 |
| Acrisure LLC, Sr. Unscd. Notes |  | 7.00 | 11/15/2025 | 110000 | <sup>c</sup>  | 103632 |
| AssuredPartners Inc., Sr. Unscd. Notes |  | 5.63 | 1/15/2029 | 165000 | <sup>c</sup>  | 140415 |
| AssuredPartners Inc., Sr. Unscd. Notes |  | 7.00 | 8/15/2025 | 280000 | <sup>c</sup>  | 269101 |
|  |  |  |  |  | **766443** | **766443** |
| **Internet Software & Services - 2.0%**  | **Internet Software & Services - 2.0%**  | **Internet Software & Services - 2.0%**  | **Internet Software & Services - 2.0%**  |  |  |  |
| Cogent Communications Group Inc., Gtd. Notes |  | 7.00 | 6/15/2027 | 385000 | <sup>c</sup>  | 375797 |
| Gen Digital Inc., Gtd. Notes |  | 6.75 | 9/30/2027 | 280000 | <sup>c</sup>  | 281523 |
| Match Group Holdings II LLC, Sr. Unscd. Notes |  | 3.63 | 10/1/2031 | 310000 | <sup>c</sup>  | 237237 |
| Northwest Fiber LLC, Sr. Scd. Notes |  | 4.75 | 4/30/2027 | 152000 | <sup>c</sup>  | 134784 |
| Northwest Fiber LLC, Sr. Unscd. Notes |  | 6.00 | 2/15/2028 | 350000 | <sup>c</sup>  | 276727 |
| United Group BV, Sr. Scd. Bonds | EUR | 3.13 | 2/15/2026 | 880000 | <sup>c</sup>  | 766403 |
| United Group BV, Sr. Scd. Notes | EUR | 4.00 | 11/15/2027 | 240000 | <sup>c</sup>  | 195349 |
|  |  |  |  |  | **2267820** | **2267820** |
| **Materials - 2.7%**  | **Materials - 2.7%**  | **Materials - 2.7%**  | **Materials - 2.7%**  |  |  |  |
| ARD Finance SA, Sr. Scd. Notes | EUR | 5.00 | 6/30/2027 | 270000 | <sup>c,d</sup>  | 198982 |
| ARD Finance SA, Sr. Scd. Notes |  | 6.50 | 6/30/2027 | 365000 | <sup>c,d</sup>  | 270792 |
| Ardagh Packaging Finance PLC, Gtd. Notes | GBP | 4.75 | 7/15/2027 | 250000 | <sup>c</sup>  | 213559 |
| Ball Corp., Gtd. Notes |  | 3.13 | 9/15/2031 | 450000 |  | 358062 |
| Graham Packaging Co., Gtd. Notes |  | 7.13 | 8/15/2028 | 170000 | <sup>c</sup>  | 143929 |
| Kleopatra Finco SARL, Sr. Scd. Bonds | EUR | 4.25 | 3/1/2026 | 440000 | <sup>c</sup>  | 383929 |
| LABL Inc., Sr. Scd. Notes |  | 6.75 | 7/15/2026 | 265000 | <sup>c</sup>  | 253423 |
| LABL Inc., Sr. Unscd. Notes |  | 8.25 | 11/1/2029 | 304000 | <sup>c</sup>  | 248801 |
| LABL Inc., Sr. Unscd. Notes |  | 10.50 | 7/15/2027 | 56000 | <sup>c</sup>  | 51598 |
| Mauser Packaging Solutions Holding Co., Sr. Scd. Bonds | EUR | 4.75 | 4/15/2024 | 295000 |  | 297653 |
| Mauser Packaging Solutions Holding Co., Sr. Unscd. Notes |  | 7.25 | 4/15/2025 | 808000 | <sup>c</sup>  | 738504 |
|  |  |  |  |  | **3159232** | **3159232** |
| **Media - 5.0%**  | **Media - 5.0%**  | **Media - 5.0%**  | **Media - 5.0%**  |  |  |  |
| Altice Financing SA, Sr. Scd. Bonds |  | 5.75 | 8/15/2029 | 610000 | <sup>c</sup>  | 499517 |
| Altice Finco SA, Scd. Notes | EUR | 4.75 | 1/15/2028 | 860000 | <sup>c</sup>  | 691434 |
| CCO Holdings LLC, Sr. Unscd. Notes |  | 4.75 | 3/1/2030 | 306000 | <sup>c</sup>  | 263450 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 81.3% (continued)** | **Bonds and Notes - 81.3% (continued)** | **Bonds and Notes - 81.3% (continued)** | **Bonds and Notes - 81.3% (continued)** |  |  |
| **Media - 5.0% (continued)** | **Media - 5.0% (continued)** | **Media - 5.0% (continued)** | **Media - 5.0% (continued)** |  |  |
| CSC Holdings LLC, Gtd. Notes |  | 5.38 | 2/1/2028 | 320000<br> <sup>c</sup>  | 286873 |
| CSC Holdings LLC, Gtd. Notes |  | 5.50 | 4/15/2027 | 380000<br> <sup>c</sup>  | 348646 |
| CSC Holdings LLC, Sr. Unscd. Notes |  | 5.75 | 1/15/2030 | 390000<br> <sup>c</sup>  | 266196 |
| DISH DBS Corp., Gtd. Notes |  | 5.13 | 6/1/2029 | 350000 | 231000 |
| DISH DBS Corp., Gtd. Notes |  | 5.88 | 11/15/2024 | 280000 | 266448 |
| DISH Network Corp., Sr. Scd. Notes |  | 11.75 | 11/15/2027 | 150000<br> <sup>c</sup>  | 154362 |
| Gray Television Inc., Gtd. Notes |  | 4.75 | 10/15/2030 | 379000<br> <sup>c</sup>  | 281047 |
| iHeartCommunications Inc., Sr. Scd. Notes |  | 6.38 | 5/1/2026 | 270000 | 255822 |
| Nexstar Media Inc., Gtd. Notes |  | 5.63 | 7/15/2027 | 300000<br> <sup>c</sup>  | 283271 |
| Radiate Holdco LLC, Sr. Scd. Notes |  | 4.50 | 9/15/2026 | 190000<br> <sup>c</sup>  | 155719 |
| Radiate Holdco LLC, Sr. Unscd. Notes |  | 6.50 | 9/15/2028 | 167000<br> <sup>c</sup>  | 90433 |
| Sinclair Television Group Inc., Gtd. Notes |  | 5.50 | 3/1/2030 | 330000<br> <sup>c</sup>  | 252996 |
| TEGNA Inc., Gtd. Notes |  | 5.00 | 9/15/2029 | 159000 | 148878 |
| UPC Broadband Finco BV, Sr. Scd. Notes |  | 4.88 | 7/15/2031 | 320000<br> <sup>c</sup>  | 274016 |
| UPC Holding BV, Sr. Scd. Notes |  | 5.50 | 1/15/2028 | 240000<br> <sup>c</sup>  | 213974 |
| Virgin Media Finance PLC, Gtd. Notes |  | 5.00 | 7/15/2030 | 290000<br> <sup>c</sup>  | 241786 |
| Ziggo Bond Co. BV, Gtd. Notes |  | 5.13 | 2/28/2030 | 330000<br> <sup>c</sup>  | 268269 |
| Ziggo BV, Sr. Scd. Notes |  | 4.88 | 1/15/2030 | 370000<br> <sup>c</sup>  | 315109 |
|  |  |  |  |  | **5789246** |
| **Metals & Mining - .2%**  | **Metals & Mining - .2%**  | **Metals & Mining - .2%**  | **Metals & Mining - .2%**  |  |  |
| Arconic Corp., Scd. Notes |  | 6.13 | 2/15/2028 | 300000<br> <sup>c</sup>  | **282119** |
| **Real Estate - 1.7%**  | **Real Estate - 1.7%**  | **Real Estate - 1.7%**  | **Real Estate - 1.7%**  |  |  |
| Blackstone Mortgage Trust Inc., Sr. Scd. Notes |  | 3.75 | 1/15/2027 | 230000<br> <sup>c</sup>  | 200802 |
| Brookfield Property REIT Inc., Sr. Scd. Notes |  | 4.50 | 4/1/2027 | 280000<br> <sup>c</sup>  | 245644 |
| Iron Mountain Inc., Gtd. Notes |  | 5.25 | 7/15/2030 | 380000<br> <sup>c</sup>  | 342481 |
| Ladder Capital Finance Corp., Gtd. Notes |  | 5.25 | 10/1/2025 | 480000<br> <sup>c</sup>  | 456643 |
| Rithm Capital Corp., Sr. Unscd. Notes |  | 6.25 | 10/15/2025 | 180000<br> <sup>c</sup>  | 162822 |
| SBA Communications Corp., Sr. Unscd. Notes |  | 3.13 | 2/1/2029 | 300000 | 250781 |
| Starwood Property Trust Inc., Sr. Unscd. Notes |  | 3.75 | 12/31/2024 | 320000<br> <sup>c</sup>  | 302741 |
|  |  |  |  |  | **1961914** |
| **Retailing - 2.5%**  | **Retailing - 2.5%**  | **Retailing - 2.5%**  | **Retailing - 2.5%**  |  |  |
| B&M European Value Retail SA, Sr. Scd. Notes | GBP | 3.63 | 7/15/2025 | 320000 | 348149 |
| eG Global Finance PLC, Sr. Scd. Notes | EUR | 4.38 | 2/7/2025 | 370000<br> <sup>c</sup>  | 338396 |
| Macy's Retail Holdings LLC, Gtd. Notes |  | 4.50 | 12/15/2034 | 515000 | 369227 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 81.3% (continued)** | **Bonds and Notes - 81.3% (continued)** | **Bonds and Notes - 81.3% (continued)** | **Bonds and Notes - 81.3% (continued)** |  |  |
| **Retailing - 2.5% (continued)** | **Retailing - 2.5% (continued)** | **Retailing - 2.5% (continued)** | **Retailing - 2.5% (continued)** |  |  |
| Macy's Retail Holdings LLC, Gtd. Notes |  | 5.88 | 4/1/2029 | 190000<br> <sup>c</sup>  | 176953 |
| New Red Finance Inc., Sr. Scd. Notes |  | 3.88 | 1/15/2028 | 353000<br> <sup>c</sup>  | 315422 |
| Shiba Bidco SPA, Sr. Scd. Bonds | EUR | 4.50 | 10/31/2028 | 291000<br> <sup>c</sup>  | 257716 |
| Staples Inc., Sr. Scd. Notes |  | 7.50 | 4/15/2026 | 450000<br> <sup>c</sup>  | 402219 |
| Staples Inc., Sr. Unscd. Notes |  | 10.75 | 4/15/2027 | 150000<br> <sup>c</sup>  | 109958 |
| The Very Group Funding PLC, Sr. Scd. Bonds | GBP | 6.50 | 8/1/2026 | 358000<br> <sup>c</sup>  | 318712 |
| Yum! Brands Inc., Sr. Unscd. Notes |  | 5.38 | 4/1/2032 | 240000 | 222908 |
|  |  |  |  |  | **2859660** |
| **Telecommunication Services - 4.2%**  | **Telecommunication Services - 4.2%**  | **Telecommunication Services - 4.2%**  | **Telecommunication Services - 4.2%**  |  |  |
| Altice France Holding SA, Gtd. Notes | EUR | 4.00 | 2/15/2028 | 130000<br> <sup>c</sup>  | 91750 |
| Altice France Holding SA, Gtd. Notes |  | 6.00 | 2/15/2028 | 350000<br> <sup>c</sup>  | 235352 |
| Altice France Holding SA, Sr. Scd. Notes |  | 10.50 | 5/15/2027 | 470000<br> <sup>c</sup>  | 372179 |
| Altice France SA, Sr. Scd. Notes |  | 5.50 | 1/15/2028 | 200000<br> <sup>c</sup>  | 166966 |
| Altice France SA, Sr. Scd. Notes |  | 5.50 | 10/15/2029 | 226000<br> <sup>c</sup>  | 181510 |
| CommScope Inc., Gtd. Notes |  | 8.25 | 3/1/2027 | 354000<br> <sup>c</sup>  | 304440 |
| Connect Finco SARL, Sr. Scd. Notes |  | 6.75 | 10/1/2026 | 715000<br> <sup>c</sup>  | 676844 |
| Frontier Communications Holdings LLC, Sr. Scd. Notes |  | 5.88 | 10/15/2027 | 140000<br> <sup>c</sup>  | 133392 |
| Frontier Communications Holdings LLC, Sr. Scd. Notes |  | 8.75 | 5/15/2030 | 200000<br> <sup>c</sup>  | 207138 |
| Lorca Telecom Bondco SA, Sr. Scd. Bonds | EUR | 4.00 | 9/18/2027 | 450000<br> <sup>c</sup>  | 425888 |
| PLT VII Finance SARL, Sr. Scd. Notes | EUR | 4.63 | 1/5/2026 | 530000<br> <sup>c</sup>  | 520244 |
| TalkTalk Telecom Group Ltd., Gtd. Notes | GBP | 3.88 | 2/20/2025 | 290000 | 276123 |
| Telecom Italia SPA, Sr. Unscd. Notes |  | 5.30 | 5/30/2024 | 200000<br> <sup>c</sup>  | 193977 |
| ViaSat Inc., Sr. Unscd. Notes |  | 5.63 | 9/15/2025 | 800000<br> <sup>c</sup>  | 744668 |
| Vmed O2 UK Financing I PLC, Sr. Scd. Bonds | EUR | 3.25 | 1/31/2031 | 360000<br> <sup>c</sup>  | 304537 |
|  |  |  |  |  | **4835008** |
| **Transportation - .2%**  | **Transportation - .2%**  | **Transportation - .2%**  | **Transportation - .2%**  |  |  |
| First Student Bidco Inc., Sr. Scd. Notes |  | 4.00 | 7/31/2029 | 211000<br> <sup>c</sup>  | **175537** |
| **Utilities - 2.4%**  | **Utilities - 2.4%**  | **Utilities - 2.4%**  | **Utilities - 2.4%**  |  |  |
| Calpine Corp., Sr. Unscd. Notes |  | 4.63 | 2/1/2029 | 155000<br> <sup>c</sup>  | 134024 |
| Calpine Corp., Sr. Unscd. Notes |  | 5.00 | 2/1/2031 | 545000<br> <sup>c</sup>  | 472001 |
| Energia Group Ni Financeco PLC, Sr. Scd. Notes | GBP | 4.75 | 9/15/2024 | 505000 | 562592 |
| Energia Group Ni Financeco PLC, Sr. Scd. Notes | GBP | 4.75 | 9/15/2024 | 690000<br> <sup>c</sup>  | 768689 |
| NRG Energy Inc., Gtd. Notes |  | 3.63 | 2/15/2031 | 290000<br> <sup>c</sup>  | 232242 |
| Pike Corp., Gtd. Notes |  | 5.50 | 9/1/2028 | 145000<br> <sup>c</sup>  | 129768 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | <sup>a,b</sup>  | Value ($) |
| **Bonds and Notes - 81.3% (continued)** | **Bonds and Notes - 81.3% (continued)** | **Bonds and Notes - 81.3% (continued)** | **Bonds and Notes - 81.3% (continued)** |  |  |  |
| **Utilities - 2.4% (continued)** | **Utilities - 2.4% (continued)** | **Utilities - 2.4% (continued)** | **Utilities - 2.4% (continued)** |  |  |  |
| Solaris Midstream Holdings LLC, Gtd. Notes |  | 7.63 | 4/1/2026 | 75000 | <sup>c</sup>  | 73962 |
| Vistra Corp., Jr. Sub. Notes |  | 7.00 | 12/15/2026 | 365000 | <sup>c,e</sup>  | 326952 |
|  |  |  |  |  | **2700230** | **2700230** |
| **Total Bonds and Notes**<br> (cost $111,065,061) | **Total Bonds and Notes**<br> (cost $111,065,061) | **Total Bonds and Notes**<br> (cost $111,065,061) | **Total Bonds and Notes**<br> (cost $111,065,061) | **93531235** | **93531235** | **93531235** |
| **Floating Rate Loan Interests - 50.4%** | **Floating Rate Loan Interests - 50.4%** | **Floating Rate Loan Interests - 50.4%** | **Floating Rate Loan Interests - 50.4%** |  |  |  |
| **Advertising - 1.6%**  | **Advertising - 1.6%**  | **Advertising - 1.6%**  | **Advertising - 1.6%**  |  |  |  |
| CB Poly US Holdings Inc., Initial Term Loan, 1 Month Term SOFR +5.50% |  | 9.59 | 5/20/2029 | 192908 | <sup>f</sup>  | 181140 |
| Clear Channel Outdoor Holdings, Term Loan B, 3 Month LIBOR +3.50% |  | 7.74 | 8/21/2026 | 278622 | <sup>f</sup>  | 255714 |
| Summer BC Holdco B SARL, Additional Term Loan B-3, 3 Month EURIBOR +4.25% | EUR | 5.83 | 12/4/2026 | 1000000 | <sup>f</sup>  | 992118 |
| Summer BC Holdco B SARL, USD Additional Facility Term Loan B-2, 3 Month LIBOR +4.50% |  | 8.17 | 12/4/2026 | 504986 | <sup>f</sup>  | 467192 |
|  |  |  |  |  | **1896164** | **1896164** |
| **Building Materials - 2.2%**  | **Building Materials - 2.2%**  | **Building Materials - 2.2%**  | **Building Materials - 2.2%**  |  |  |  |
| BME Group Holding BV, Facility Term Loan B, 3 Month EURIBOR +3.50% | EUR | 5.11 | 10/31/2026 | 1000000 | <sup>f</sup>  | 968538 |
| Cornerstone Building, New Term Loan B, 1 Month LIBOR +3.25% |  | 7.12 | 4/12/2028 | 553897 | <sup>f</sup>  | 495824 |
| LSF10 XL Bidco SCA, Facility Term Loan B-4, 3 Month EURIBOR +3.68% | EUR | 4.87 | 4/9/2028 | 1280206 | <sup>f</sup>  | 1092116 |
|  |  |  |  |  | **2556478** | **2556478** |
| **Chemicals - 1.0%**  | **Chemicals - 1.0%**  | **Chemicals - 1.0%**  | **Chemicals - 1.0%**  |  |  |  |
| Aruba Investment Holding, First Lien Initial Dollar Term Loan, 1 Month LIBOR +4.00% |  | 8.04 | 11/24/2027 | 167324 | <sup>f</sup>  | 162443 |
| Flexsys Holdings Inc., Initial Term Loan, 1 Month LIBOR +5.25% |  | 9.32 | 11/1/2028 | 467650 | <sup>f</sup>  | 367105 |
| LSF11 Skyscraper Holdco, USD Facility Term Loan B-3, 3 Month LIBOR +3.50% |  | 7.17 | 9/30/2027 | 511396 | <sup>f</sup>  | 501169 |
| Polar US Borrower LLC, Initial Term Loan, 3 Month LIBOR +4.75% |  | 9.02 | 10/15/2025 | 77734 | <sup>f</sup>  | 63094 |
|  |  |  |  |  | **1093811** | **1093811** |
| **Commercial & Professional Services - 8.6%**  | **Commercial & Professional Services - 8.6%**  | **Commercial & Professional Services - 8.6%**  | **Commercial & Professional Services - 8.6%**  |  |  |  |
| Albion Acquisitions Ltd., Term Loan B, 3 Month EURIBOR +5.25% | EUR | 6.75 | 7/31/2026 | 1000000 | <sup>f</sup>  | 1017967 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description | Coupon <br>Rate (%) | Coupon <br>Rate (%) | Maturity Date | Principal Amount ($) | Value ($) |
| **Floating Rate Loan Interests - 50.4% (continued)** | **Floating Rate Loan Interests - 50.4% (continued)** | **Floating Rate Loan Interests - 50.4% (continued)** | **Floating Rate Loan Interests - 50.4% (continued)** |  |  |
| **Commercial & Professional Services - 8.6% (continued)** | **Commercial & Professional Services - 8.6% (continued)** | **Commercial & Professional Services - 8.6% (continued)** | **Commercial & Professional Services - 8.6% (continued)** |  |  |
| American Auto Auction, First Lien Tranche Term Loan B, 3 Month Term SOFR +5.15% |  | 8.70 | 12/30/2027 | 585575<br> <sup>f</sup>  | 502620 |
| APX Group Inc., Initial Term Loan, 3 Month LIBOR +3.25% & 3 Month PRIME +2.25% |  | 7.99 | 7/9/2028 | 364039<br> <sup>f</sup>  | 348481 |
| Boels Topholding BV, Facility Term Loan B-2, 3 Month EURIBOR +3.25% | EUR | 5.01 | 2/5/2027 | 1000000<br> <sup>f</sup>  | 1006780 |
| CIBT Global Inc., First Lien Term Loan, 3 Month LIBOR +1.00% |  | 4.67 | 6/1/2024 | 1043791<br> <sup>f</sup>  | 748920 |
| Electro Rent Corp., First Lien Initial Term Loan, 3 Month LIBOR +5.00% |  | 9.28 | 1/31/2024 | 217467<br> <sup>f</sup>  | 213117 |
| Element Materials Technology, Delayed Draw Term Loan B, 3 Month Term SOFR +4.35% |  | 7.90 | 6/24/2029 | 25277<br> <sup>f</sup>  | 24856 |
| Element Materials Technology, Initial USD Term Loan B, 3 Month Term SOFR +4.25% |  | 7.90 | 6/24/2029 | 54767<br> <sup>f</sup>  | 53855 |
| Indigocyan Holdco 3 Ltd., Facility Term Loan B, 12 Month SONIA +4.87% | GBP | 7.81 | 12/31/2024 | 2000000<br> <sup>f</sup>  | 2229712 |
| Minerva Bidco Ltd., Term Loan B, 12 Month SONIA +4.62% | GBP | 7.55 | 7/31/2025 | 1000000<br> <sup>f</sup>  | 1122889 |
| Modulaire Group Holdings, Facility B Term Loan, 3 Month EURIBOR +4.50% | EUR | 5.69 | 12/31/2028 | 1000000<br> <sup>f</sup>  | 969345 |
| Neptune Bidco US Inc., Term Loan B, 1 Month Term SOFR +5.00% |  | 9.18 | 4/11/2029 | 330189<br> <sup>f</sup>  | 297583 |
| Praesidiad Ltd., Facility Term Loan B, 3 Month EURIBOR +4.00% | EUR | 4.78 | 10/4/2024 | 1000000<br> <sup>f</sup>  | 887111 |
| RLG Holdings LLC, First Lien Closing Date Initial Term Loan, 1 Month LIBOR +4.00% |  | 8.07 | 7/8/2028 | 216588<br> <sup>f</sup>  | 204767 |
| Vaco Holdings LLC, Initial Term Loan, 1-3 Month Term SOFR +5.00% |  | 8.94 | 1/21/2029 | 289602<br> <sup>f</sup>  | 278109 |
|  |  |  |  |  | **9906112** |
| **Consumer Discretionary - 5.5%**  | **Consumer Discretionary - 5.5%**  | **Consumer Discretionary - 5.5%**  | **Consumer Discretionary - 5.5%**  |  |  |
| Allen Media LLC, Term Loan B, 3 Month Term SOFR +5.50% |  | 9.20 | 2/10/2027 | 246175<br> <sup>f</sup>  | 206402 |
| Ammega Group BV, Facility Term Loan B, 1 Month EURIBOR +3.75% | EUR | 5.30 | 9/11/2025 | 1150000<br> <sup>f</sup>  | 1128521 |
| Banijay Entertainment, Facility Term Loan B, 3 Month EURIBOR +3.75% | EUR | 4.92 | 3/1/2025 | 1000000<br> <sup>f</sup>  | 1027072 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description | Coupon <br>Rate (%) | Coupon <br>Rate (%) | Maturity Date | Principal Amount ($) | Value ($) |
| **Floating Rate Loan Interests - 50.4% (continued)** | **Floating Rate Loan Interests - 50.4% (continued)** | **Floating Rate Loan Interests - 50.4% (continued)** | **Floating Rate Loan Interests - 50.4% (continued)** |  |  |
| **Consumer Discretionary - 5.5% (continued)** | **Consumer Discretionary - 5.5% (continued)** | **Consumer Discretionary - 5.5% (continued)** | **Consumer Discretionary - 5.5% (continued)** |  |  |
| Carnival Corp., 2021 Advance Incremental Term Loan B, 6 Month LIBOR +3.25% |  | 6.13 | 10/18/2028 | 244878<br> <sup>f</sup>  | 230593 |
| Scientific Games Holdings, Term Loan B-2, 1 Month Term SOFR +3.50% |  | 7.10 | 4/4/2029 | 762903<br> <sup>f</sup>  | 730586 |
| Silk Bidco AS, Facility Term Loan C, 6 Month EURIBOR +8.00% | EUR | 8.27 | 6/16/2023 | 1000000<br> <sup>f</sup>  | 936800 |
| Stage Entertainment BV, Facility Term Loan B-2, 3 Month EURIBOR +3.25% | EUR | 5.04 | 5/2/2026 | 1000000<br> <sup>f</sup>  | 961259 |
| Tecta America Corp., First Lien Initial Term Loan, 1 Month LIBOR +4.25% |  | 8.45 | 4/9/2028 | 1145020<br> <sup>f</sup>  | 1100364 |
|  |  |  |  |  | **6321597** |
| **Consumer Staples - .6%**  | **Consumer Staples - .6%**  | **Consumer Staples - .6%**  | **Consumer Staples - .6%**  |  |  |
| Kronos Acquisition Holdings, Tranche Term Loan B-1, 3 Month LIBOR +3.75% |  | 8.48 | 12/22/2026 | 761345<br> <sup>f</sup>  | **725063** |
| **Diversified Financials - .9%**  | **Diversified Financials - .9%**  | **Diversified Financials - .9%**  | **Diversified Financials - .9%**  |  |  |
| BHN Merger Sub Inc., First Lien Term Loan, 3 Month Term SOFR +3.00% |  | 7.08 | 6/15/2025 | 290079<br> <sup>f</sup>  | 283371 |
| Russell Investments US, New 2025 Term Loan, 1 Month LIBOR +3.50% |  | 7.57 | 5/30/2025 | 431075<br> <sup>f</sup>  | 406019 |
| Tegra118 Wealth Solution, Initial Term Loan, 1 Month LIBOR +4.00% |  | 7.91 | 2/18/2027 | 361675<br> <sup>f</sup>  | 344315 |
|  |  |  |  |  | **1033705** |
| **Electronic Components - .7%**  | **Electronic Components - .7%**  | **Electronic Components - .7%**  | **Electronic Components - .7%**  |  |  |
| ADB Safegate BVBA, Facility Term Loan B, 3 Month EURIBOR +4.75% | EUR | 5.51 | 10/2/2024 | 1000000<br> <sup>f</sup>  | **814790** |
| **Energy - .5%**  | **Energy - .5%**  | **Energy - .5%**  | **Energy - .5%**  |  |  |
| Freeport LNG Investments, Initial Term Loan B, 3 Month LIBOR +3.50% |  | 7.74 | 12/21/2028 | 622065<br> <sup>f</sup>  | **591910** |
| **Environmental Control - .2%**  | **Environmental Control - .2%**  | **Environmental Control - .2%**  | **Environmental Control - .2%**  |  |  |
| Packers Holdings LLC, Initial Term Loan, 1 Month LIBOR +3.25% |  | 7.13 | 3/9/2028 | 219807<br> <sup>f</sup>  | **193430** |
| **Food Products - .9%**  | **Food Products - .9%**  | **Food Products - .9%**  | **Food Products - .9%**  |  |  |
| Sovos Brands Intermediate, First Lien Initial Term Loan, 3 Month LIBOR +3.50% |  | 7.91 | 6/8/2028 | 230856<br> <sup>f</sup>  | 224507 |
| ZF Invest SAS, Term Loan B, 3 Month EURIBOR +3.93% | EUR | 5.24 | 7/12/2028 | 1000000<br> <sup>f</sup>  | 867455 |
|  |  |  |  |  | **1091962** |

---

------

*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 - 50.4% (continued)** | **Floating Rate Loan Interests - 50.4% (continued)** | **Floating Rate Loan Interests - 50.4% (continued)** | **Floating Rate Loan Interests - 50.4% (continued)** |  |  |  |
| **Health Care - 9.4%**  | **Health Care - 9.4%**  | **Health Care - 9.4%**  | **Health Care - 9.4%**  |  |  |  |
| Aenova Holding GmbH, Facility Term Loan B-2, 6 Month EURIBOR +4.50% | EUR | 5.03 | 3/31/2026 | 1000000 | <sup>f</sup>  | 932898 |
| Albany Molecular Research, Term Loan, 1-3 Month LIBOR +3.75% |  | 7.99 | 8/30/2026 | 481250 | <sup>f</sup>  | 403776 |
| Auris Luxembourg III SA, Facility Term Loan B-1, 6 Month EURIBOR +4.00% | EUR | 6.44 | 2/21/2026 | 1000000 | <sup>f</sup>  | 934917 |
| Baart Programs Inc., Delayed Draw Term Loan, 1-3 Month LIBOR +3.50% |  | 5.54 | 6/11/2027 | 485889 | <sup>f,h</sup>  | 468883 |
| Baart Programs Inc., Term Loan, 1 Month LIBOR +5.00% |  | 9.12 | 6/11/2027 | 530875 | <sup>f</sup>  | 512294 |
| Chrome Bidco SASU, Facility B Term Loan, 3 Month EURIBOR +3.25% | EUR | 5.22 | 6/1/2028 | 1000000 | <sup>f</sup>  | 971306 |
| Diaverum Holding SARL, Facility Term Loan B, 6 Month EURIBOR +3.25% | EUR | 3.48 | 7/31/2024 | 1000000 | <sup>f</sup>  | 975375 |
| Financiere Mendel SASU, Term Loan, 3 Month EURIBOR +4.25% | EUR | 5.44 | 4/12/2026 | 1000000 | <sup>f</sup>  | 1027592 |
| Financiere Verdi I SASU, Facility Term Loan B, 12 Month SONIA +4.50% | GBP | 7.44 | 4/15/2028 | 1000000 | <sup>f</sup>  | 991318 |
| Gainwell Acquisition Corp., Term Loan B, 3 Month LIBOR +4.00% |  | 7.67 | 10/1/2027 | 562725 | <sup>f</sup>  | 550767 |
| HomeVi, Senior Facility Term Loan B-1, 3 Month EURIBOR +3.25% | EUR | 4.97 | 10/31/2026 | 1000000 | <sup>f</sup>  | 909552 |
| Inovie SASU, Senior Facility Term Loan B, 3 Month EURIBOR +4.00% | EUR | 5.19 | 3/3/2028 | 1000000 | <sup>f</sup>  | 985708 |
| Pathway Vet Alliance LLC, 2021 Replacement Term Loan, 3 Month LIBOR +3.75% |  | 7.42 | 3/31/2027 | 226328 | <sup>f</sup>  | 199978 |
| Pluto Acquisition I Inc., 2021 First Lien Term Loan, 3 Month LIBOR +4.00% |  | 8.73 | 6/20/2026 | 119831 | <sup>f</sup>  | 89874 |
| Sharp Midco LLC, First Lien Initial Term Loan, 3 Month LIBOR +4.00% |  | 7.67 | 1/20/2029 | 228331 | <sup>f</sup>  | 219198 |
| Team Health Holdings Inc., Extended Term Loan, 1 Month Term SOFR +5.25% |  | 9.34 | 2/2/2027 | 287737 | <sup>f</sup>  | 201416 |
| WCG Purchaser Corp., First Lien Initial Term Loan, 1-3 Month LIBOR +4.00% |  | 7.87 | 1/8/2027 | 480970 | <sup>f</sup>  | 455118 |
|  |  |  |  |  | **10829970** | **10829970** |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description | Coupon <br>Rate (%) | Coupon <br>Rate (%) | Maturity Date | Principal Amount ($) | Value ($) |
| **Floating Rate Loan Interests - 50.4% (continued)** | **Floating Rate Loan Interests - 50.4% (continued)** | **Floating Rate Loan Interests - 50.4% (continued)** | **Floating Rate Loan Interests - 50.4% (continued)** |  |  |
| **Industrial - 1.1%**  | **Industrial - 1.1%**  | **Industrial - 1.1%**  | **Industrial - 1.1%**  |  |  |
| Osmose Utilities Services, First Lien Initial Term Loan, 3 Month LIBOR +3.25% |  | 7.27 | 6/22/2028 | 315845<br> <sup>f</sup>  | 298643 |
| Qualtek USA LLC, Tranche Term Loan B, 3 Month LIBOR +6.25% |  | 10.66 | 7/18/2025 | 181018<br> <sup>f</sup>  | 128885 |
| Titan Acquisition Ltd., Initial Term Loan, 6 Month LIBOR +3.00% |  | 5.88 | 3/28/2025 | 581724<br> <sup>f</sup>  | 548502 |
| VAC Germany Holding GmbH, Term Loan B, 3 Month LIBOR +4.00% |  | 7.67 | 3/8/2025 | 334492<br> <sup>f</sup>  | 303829 |
|  |  |  |  |  | **1279859** |
| **Information Technology - 7.3%**  | **Information Technology - 7.3%**  | **Information Technology - 7.3%**  | **Information Technology - 7.3%**  |  |  |
| Ascend Learning LLC, Initial Term Loan, 1 Month LIBOR +3.50% |  | 7.57 | 12/10/2028 | 196211<br> <sup>f</sup>  | 186141 |
| Camelia Bidco Ltd., Facility Term Loan B-1, 3 Month GBPLIBOR +4.77% | GBP | 6.96 | 10/5/2024 | 2000000<br> <sup>f</sup>  | 2122759 |
| CT Technologies, 2021 Reprice Term Loan, 1 Month LIBOR +4.25% |  | 8.32 | 12/16/2025 | 242147<br> <sup>f</sup>  | 225197 |
| DCert Buyer Inc., Second Lien Initial Term Loan, 6 Month LIBOR +7.00% |  | 11.70 | 2/16/2029 | 300000<br> <sup>f</sup>  | 274877 |
| Finthrive Software Intermediate, Term Loan, 1 Month LIBOR +4.00% |  | 8.07 | 12/17/2028 | 335604<br> <sup>f</sup>  | 303722 |
| Fintrax International Holdings, Facility New Term Loan B-1, 3 Month EURIBOR +5.25% | EUR | 6.71 | 5/27/2026 | 598086<br> <sup>f</sup>  | 598252 |
| Fintrax International Holdings, New Facility Term Loan B-2, 3 Month EURIBOR +5.25% | EUR | 6.71 | 5/27/2026 | 20096<br> <sup>f</sup>  | 20101 |
| Fintrax International Holdings, New Facility Term Loan B-3, 3 Month EURIBOR +5.25% | EUR | 6.71 | 5/27/2026 | 231101<br> <sup>f</sup>  | 231164 |
| Fintrax International Holdings, New Facility Term Loan B-4, 3 Month EURIBOR +5.25% | EUR | 6.71 | 5/27/2026 | 150718<br> <sup>f</sup>  | 150759 |
| Genesys Cloud Services, Initial Euro Term Loan B-4, 3 Month EURIBOR +4.25% | EUR | 5.86 | 12/1/2027 | 994937<br> <sup>f</sup>  | 1006052 |
| ION Corporate Solutions, Initial Euro Term Loan, 3 Month EURIBOR +3.75% | EUR | 5.72 | 3/11/2028 | 1000000<br> <sup>f</sup>  | 998981 |
| Mitchell International, Second Lien Initial Term Loan, 3 Month LIBOR +6.50% |  | 11.23 | 10/15/2029 | 158974<br> <sup>f</sup>  | 133986 |
| Mitnick Corporate Purchaser, Initial Term Loan, 3 Month Term SOFR +4.75% |  | 8.94 | 5/2/2029 | 430000<br> <sup>f</sup>  | 410650 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description | Coupon <br>Rate (%) | Coupon <br>Rate (%) | Maturity Date | Principal Amount ($) | Value ($) |
| **Floating Rate Loan Interests - 50.4% (continued)** | **Floating Rate Loan Interests - 50.4% (continued)** | **Floating Rate Loan Interests - 50.4% (continued)** | **Floating Rate Loan Interests - 50.4% (continued)** |  |  |
| **Information Technology - 7.3% (continued)** | **Information Technology - 7.3% (continued)** | **Information Technology - 7.3% (continued)** | **Information Technology - 7.3% (continued)** |  |  |
| Open Text Corp., Term Loan B, 1 Month Term SOFR +3.50% |  | 7.68 | 11/16/2029 | 330000<br> <sup>f</sup>  | 321270 |
| Polaris Newco LLC, Sterling Term Loan, 1 Month SONIA +5.25% | GBP | 8.18 | 6/4/2028 | 990000<br> <sup>f</sup>  | 1074874 |
| SolarWinds Holdings Inc., 2022 Refinancing Term Loan, 1 Month Term SOFR +4.25% |  | 7.81 | 2/17/2027 | 288462<br> <sup>f</sup>  | 284256 |
|  |  |  |  |  | **8343041** |
| **Insurance - 1.9%**  | **Insurance - 1.9%**  | **Insurance - 1.9%**  | **Insurance - 1.9%**  |  |  |
| Asurion LLC, New Term Loan B-4, 1 Month LIBOR +5.25% |  | 9.32 | 1/15/2029 | 414791<br> <sup>f</sup>  | 321982 |
| Asurion LLC, Second Lien Term Loan B-3, 1 Month LIBOR +5.25% |  | 9.32 | 2/3/2028 | 1068450<br> <sup>f</sup>  | 833391 |
| Mayfield Agency Borrower, First Lien Term Loan B, 1 Month LIBOR +4.50% |  | 8.57 | 2/28/2025 | 765967<br> <sup>f</sup>  | 724509 |
| Sedgwick Claims Management Services Inc., 2020 Term Loan, 1 Month LIBOR +4.25% |  | 8.32 | 9/3/2026 | 8978<br> <sup>f</sup>  | 8862 |
| Sedgwick CMS Inc., Term Loan, 1 Month LIBOR +3.25% |  | 7.32 | 12/31/2025 | 287037<br> <sup>f</sup>  | 279701 |
|  |  |  |  |  | **2168445** |
| **Internet Software & Services - 1.1%**  | **Internet Software & Services - 1.1%**  | **Internet Software & Services - 1.1%**  | **Internet Software & Services - 1.1%**  |  |  |
| Endure Digital Inc., Initial Term Loan, 1 Month LIBOR +3.50% |  | 7.35 | 2/10/2028 | 651750<br> <sup>f</sup>  | 593092 |
| ION Trading Finance Ltd., Initial Dollar Term Loan, 3 Month LIBOR +4.75% |  | 8.42 | 4/1/2028 | 217250<br> <sup>f</sup>  | 208334 |
| Proofpoint Inc., Initial Term Loan, 3 Month LIBOR +3.25% |  | 7.98 | 8/31/2028 | 434348<br> <sup>f</sup>  | 419215 |
|  |  |  |  |  | **1220641** |
| **Materials - 1.3%**  | **Materials - 1.3%**  | **Materials - 1.3%**  | **Materials - 1.3%**  |  |  |
| Berlin Packaging LLC, Tranche Term Loan B-5, 1-3 Month LIBOR +3.75% |  | 7.48 | 3/11/2028 | 289716<br> <sup>f</sup>  | 278055 |
| Grinding Media Inc., First Lien Initial Term Loan, 3-6 Month LIBOR +4.00% |  | 7.14 | 10/12/2028 | 430712<br> <sup>f</sup>  | 398409 |
| MAR Bidco SARL, USD Facility Term Loan B, 3 Month LIBOR +4.30% |  | 7.97 | 6/28/2028 | 179903<br> <sup>f</sup>  | 164311 |
| Proampac PG Borrower LLC, 2020-1 Term Loan, 1-6 Month LIBOR +3.75% |  | 7.98 | 11/3/2025 | 423637<br> <sup>f</sup>  | 410752 |
| Valcour Packaging LLC, Second Lien Initial Term Loan, 3 Month LIBOR +7.00% |  | 11.23 | 9/30/2029 | 350000<br> <sup>f</sup>  | 288750 |
|  |  |  |  |  | **1540277** |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description | Coupon <br>Rate (%) | Coupon <br>Rate (%) | Maturity Date | Principal Amount ($) | Value ($) |
| **Floating Rate Loan Interests - 50.4% (continued)** | **Floating Rate Loan Interests - 50.4% (continued)** | **Floating Rate Loan Interests - 50.4% (continued)** | **Floating Rate Loan Interests - 50.4% (continued)** |  |  |
| **Media - 1.2%**  | **Media - 1.2%**  | **Media - 1.2%**  | **Media - 1.2%**  |  |  |
| DIRECTV Financing LLC, Closing Date Term Loan, 1 Month LIBOR +5.00% |  | 9.07 | 8/2/2027 | 888298<br> <sup>f</sup>  | 853068 |
| Sinclair Television Group, Term Loan B-2, 1 Month LIBOR +2.50% |  | 6.58 | 9/30/2026 | 315364<br> <sup>f</sup>  | 302949 |
| Sinclair Television Group, Term Loan B4, 1 Month Term SOFR +3.75% |  | 7.94 | 4/21/2029 | 262509<br> <sup>f</sup>  | 250778 |
|  |  |  |  |  | **1406795** |
| **Retailing - .4%**  | **Retailing - .4%**  | **Retailing - .4%**  | **Retailing - .4%**  |  |  |
| Great Outdoors Group LLC, Term Loan B-2, 1 Month LIBOR +3.75% |  | 7.82 | 3/5/2028 | 200408<br> <sup>f</sup>  | 193194 |
| New Look Corporate Ltd., Term Loan, 6 Month GBPLIBOR +0.00% | GBP | 0.00 | 11/9/2029 | 24012<br> <sup>f</sup>  | 2171 |
| Staples Inc., 2019 Refinancing New Term Loan B-1, 3 Month LIBOR +5.00% |  | 9.44 | 4/12/2026 | 236905<br> <sup>f</sup>  | 211930 |
|  |  |  |  |  | **407295** |
| **Semiconductors & Semiconductor Equipment - .4%**  | **Semiconductors & Semiconductor Equipment - .4%**  | **Semiconductors & Semiconductor Equipment - .4%**  | **Semiconductors & Semiconductor Equipment - .4%**  |  |  |
| Natel Engineering Co., Initial Term Loan, 1-6 Month LIBOR +6.25% |  | 10.36 | 4/30/2026 | 490669<br> <sup>f</sup>  | **458368** |
| **Technology Hardware & Equipment - 1.8%**  | **Technology Hardware & Equipment - 1.8%**  | **Technology Hardware & Equipment - 1.8%**  | **Technology Hardware & Equipment - 1.8%**  |  |  |
| Access CIG LLC, First Lien Term Loan B, 3 Month LIBOR +3.75% |  | 7.82 | 2/27/2025 | 218643<br> <sup>f</sup>  | 212061 |
| Atlas CC Acquisition Corp., First Lien Term Loan B, 3 Month LIBOR +4.25% |  | 8.98 | 5/25/2028 | 230925<br> <sup>f</sup>  | 201002 |
| Atlas CC Acquisition Corp., First Lien Term Loan C, 3 Month LIBOR +4.25% |  | 8.98 | 5/25/2028 | 46968<br> <sup>f</sup>  | 40882 |
| Marnix SAS, Facility Term Loan B, 3 Month EURIBOR +3.00% | EUR | 4.46 | 11/19/2026 | 1000000<br> <sup>f</sup>  | 989990 |
| Mcafee Corp., Tranche Term Loan B-1, 1 Month Term SOFR +3.75% |  | 7.64 | 3/1/2029 | 679567<br> <sup>f</sup>  | 647716 |
|  |  |  |  |  | **2091651** |
| **Telecommunication Services - 1.2%**  | **Telecommunication Services - 1.2%**  | **Telecommunication Services - 1.2%**  | **Telecommunication Services - 1.2%**  |  |  |
| CCI Buyer Inc., First Lien Initial Term Loan, 3 Month Term SOFR +4.00% |  | 7.55 | 12/17/2027 | 1058995<br> <sup>f</sup>  | 1026167 |
| Connect Finco SARL, Amendment No. 1 Refinancing Term Loan, 1 Month LIBOR +3.50% |  | 7.58 | 12/12/2026 | 369373<br> <sup>f</sup>  | 365402 |
|  |  |  |  |  | **1391569** |
| **Transportation - .3%**  | **Transportation - .3%**  | **Transportation - .3%**  | **Transportation - .3%**  |  |  |
| OLA Netherlands BV, Term Loan, 1 Month Term SOFR +6.25% |  | 10.21 | 12/3/2026 | 220098<br> <sup>f</sup>  | 209093 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon <br>Rate (%) | Maturity Date | Principal Amount ($) | Value ($) |
| **Floating Rate Loan Interests - 50.4% (continued)** | **Floating Rate Loan Interests - 50.4% (continued)** | **Floating Rate Loan Interests - 50.4% (continued)** |  |  |
| **Transportation - .3% (continued)** | **Transportation - .3% (continued)** | **Transportation - .3% (continued)** |  |  |
| Worldwide Express Inc., First Lien Initial Term Loan, 3 Month LIBOR +4.00% | 7.67 | 7/26/2028 | 132082<br> <sup>f</sup>  | 120616 |
|  |  |  |  | **329709** |
| **Utilities - .3%**  | **Utilities - .3%**  | **Utilities - .3%**  |  |  |
| Eastern Power LLC, Term Loan B, 3 Month LIBOR +3.75% | 7.42 | 10/2/2025 | 342535<br> <sup>f</sup>  | **291797** |
| **Total Floating Rate Loan Interests**<br> (cost $63,161,488) | **Total Floating Rate Loan Interests**<br> (cost $63,161,488) | **Total Floating Rate Loan Interests**<br> (cost $63,161,488) | **57984439** | **57984439** |
| Description |  |  | Shares | Value ($) |
| **Common Stocks - .0%** | **Common Stocks - .0%** | **Common Stocks - .0%** |  |  |
| **Information Technology - .0%**  | **Information Technology - .0%**  | **Information Technology - .0%**  |  |  |
| Skillsoft Corp. |  |  | 17443<br> <sup>i</sup>  | **33491** |
| **Media - .0%**  | **Media - .0%**  | **Media - .0%**  |  |  |
| Altice USA Inc., Cl. A |  |  | 2000<br> <sup>i</sup>  | **9120** |
| **Total Common Stocks**<br> (cost $223,725) | **Total Common Stocks**<br> (cost $223,725) | **Total Common Stocks**<br> (cost $223,725) | **42611** | **42611** |
| Description | 1-Day<br>Yield (%) |  | Shares | Value ($) |
| **Investment Companies - 4.6%** | **Investment Companies - 4.6%** | **Investment Companies - 4.6%** |  |  |
| **Registered Investment Companies - 4.6%**  | **Registered Investment Companies - 4.6%**  | **Registered Investment Companies - 4.6%**  |  |  |
| Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional Shares<br>(cost $5,250,086) | 3.94 |  | 5250086<br> <sup>j</sup>  | **5250086** |
| **Total Investments** (cost $179,700,360) | **Total Investments** (cost $179,700,360) | **Total Investments** (cost $179,700,360) | **136.3%** | **156808371** |
| **Liabilities, Less Cash and Receivables** | **Liabilities, Less Cash and Receivables** | **Liabilities, Less Cash and Receivables** | **(36.3%)** | **(41797448)** |
| **Net Assets** | **Net Assets** | **Net Assets** | **100.0%** | **115010923** |

---

*EURIBOR—Euro Interbank Offered Rate* 

*LIBOR—London Interbank Offered Rate* 

*PRIME—Prime Lending Rate* 

*REIT—Real Estate Investment Trust* 

*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 November 30, 2022, these securities were valued at $83,530,258 or 72.63% 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> Non-income producing security.*

*<sup>j</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 Credit Income 2024 Target Term Fund, Inc.

November 30, 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) ($) |
| **Barclays Capital, Inc.** | **Barclays Capital, Inc.** | **Barclays Capital, Inc.** | **Barclays Capital, Inc.** | **Barclays Capital, Inc.** | **Barclays Capital, Inc.** |
| United States Dollar | 4524433 | British Pound | 3740000 | 1/31/2023 | 7654 |
| United States Dollar | 14068732 | Euro | 13505000 | 1/31/2023 | (53622) |
| **Citigroup Global Markets Inc.** | **Citigroup Global Markets Inc.** | **Citigroup Global Markets Inc.** | **Citigroup Global Markets Inc.** | **Citigroup Global Markets Inc.** | **Citigroup Global Markets Inc.** |
| United States Dollar | 7578699 | British Pound | 6255000 | 1/23/2023 | 26056 |
| United States Dollar | 32104627 | Euro | 30750000 | 1/23/2023 | (33857) |
| **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** |  |  | **33710** |
| **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** |  |  | **(87479)** |

---

*See notes to financial statements.*

------

STATEMENT OF INVESTMENTS<br>BNY Mellon Alcentra Global Credit Income 2024 Target Term Fund, Inc.

November 30, 2022 (Unaudited)

The following is a summary of the inputs used as of November 30, 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 | - | 33130834 | - | **33130834** |
| Corporate Bonds | - | 60400401 | - | **60400401** |
| Equity Securities - Common Stocks | 42611 | - | - | **42611** |
| Floating Rate Loan Interests | - | 57984439 | - | **57984439** |
| Investment Companies | 5250086 | - | - | **5250086** |
| Other Financial Instruments: | Other Financial Instruments: | Other Financial Instruments: | Other Financial Instruments: |  |
| Forward Foreign Currency Exchange Contracts<sup>††</sup> | - | 33710 | - | **33710** |
| **Liabilities ($)** | **Liabilities ($)** | **Liabilities ($)** | **Liabilities ($)** |  |
| Other Financial Instruments: | Other Financial Instruments: | Other Financial Instruments: | Other Financial Instruments: |  |
| Forward Foreign Currency Exchange Contracts<sup>††</sup> | - | (87479) | - | **(87479)** |

---

*<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 Company'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), options 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.

Options, 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. Options traded over-the-counter ("OTC") are valued at the mean between the bid and asked price and are generally categorized within Level 2 of the fair value hierarchy. Investments in swap transactions are valued each business day by the Service. Swaps are valued by the Service by using a swap pricing

------

model which incorporates among other factors, default probabilities, recovery rates, credit curves of the underlying issuer and swap spreads on interest rates and are generally categorized within Level 2 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 November 30, 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 November 30, 2022, accumulated net unrealized depreciation on investments was $22,891,989, consisting of $1,356,070 gross unrealized appreciation and $24,248,059 gross unrealized depreciation.

At November 30, 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 Credit Income 2024 Target Term Fund, Inc.

- **b. Investment Company Act file number:** 811-23014

- **c. CIK number of Registrant:** 0001627854

- **d. LEI of Registrant:** 5493000A25BQZMYPBT23

- **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 Credit Income 2024 Target Term Fund, Inc.

- **c. LEI of Series:** 5493000A25BQZMYPBT23

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

- **a. Date of fiscal year-end:** 2023-08-31

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $168743772.26

**Total Liabilities:** $53732849.26

**Net Assets:** $115010923.00

**Cash Not Reported:** $2913962.97

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -5.27210659 | **1-Year:** -166.57293457 | **5-Year:** -714.88408085 | **10-Year:** -1148.12534018 | **30-Year:** -9.86618942

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

- **3-Month:** -226.78944677 | **1-Year:** -12749.24342056 | **5-Year:** -30280.5724907 | **10-Year:** -8902.05571243 | **30-Year:** -193.88448653

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -8.02%               | 4.96%                | 5.34%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-824591.09              | $-8794572.52                               |
| Month 2  | $-1619983.68             | $4264014.14                                |
| Month 3  | $-791958.08              | $6686019.23                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| KVK CLO LTD                        | KVK CLO 2018-1 LTD                                                               | CUSIP: 48274UAE1<br>LEI: 549300MXPW1QT1VNHC87 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | OU      | $46896.00     | 0.04%             | 2029-05-20      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CIFC FUNDING LTD                   | CIFC FUNDING 2018-I LTD                                                          | CUSIP: 12547WAA2<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | OU      | $839044.00    | 0.73%             | 2031-04-18      | Variable      | 9.19%                 | Yes           |                  2 | On Loan: No      |
| QUALTEK USA LLC                    | QUALTEK USA LLC                                                                  | CUSIP: 74759XAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    181018 | PA      | $128884.60    | 0.11%             | 2025-07-18      | Variable      | 9.06%                 | No            |                  2 | On Loan: No      |
| MARBLE POINT CLO XII LTD.          | MARBLE POINT CLO XII LTD                                                         | CUSIP: 56606MAA9<br>LEI: 6354001RDKFQVFWCL963 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | OU      | $542574.75    | 0.47%             | 2031-07-16      | Variable      | 10.08%                | Yes           |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD           | MADISON PARK FUNDING X LTD                                                       | CUSIP: 55818JAA2<br>LEI: 549300VE70J453FXBE45 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | OU      | $3750.00      | 0.00%             | 2029-01-20      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| VIBRANT CLO LTD                    | VIBRANT CLO III LTD                                                              | CUSIP: 92557UBE6<br>LEI: 54930073XIEUISQCY218 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | OU      | $794152.00    | 0.69%             | 2031-10-20      | Variable      | 10.59%                | Yes           |                  2 | On Loan: No      |
| OZLM LTD                           | OZLM VI LTD                                                                      | CUSIP: 67108PAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | OU      | $1646764.00   | 1.43%             | 2031-04-17      | Variable      | 10.13%                | Yes           |                  2 | On Loan: No      |
| ELECTRO RENT CORP                  | ELECTRO RENT CORP                                                                | CUSIP: 28521VAF9<br>LEI: 549300L5Z681EV5LDY95 | Long             | LON              | CORP              | US        |    217467 | PA      | $213117.24    | 0.19%             | 2024-01-31      | Variable      | 9.28%                 | No            |                  2 | On Loan: No      |
| KKR FINANCIAL CLO LTD              | KKR CLO 23 LTD                                                                   | CUSIP: 48252XAA9<br>LEI: 549300ULSPVDFXMNXZ65 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | OU      | $822803.00    | 0.72%             | 2031-10-20      | Variable      | 10.24%                | Yes           |                  2 | On Loan: No      |
| LSF11 SKYSCRAPER HOLDCO            | LSF11 SKYSCRAPER HOLDCO                                                          | CUSIP: N/A<br>LEI: 254900TIPQ0RBM2WVJ30       | Long             | LON              | CORP              | LU        |    511396 | PA      | $501168.50    | 0.44%             | 2027-09-29      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| SKILLSOFT CORP                     | SKILLSOFT CORP                                                                   | CUSIP: 83066P200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17443 | NS      | $33490.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MAR BIDCO SARL                     | MAR BIDCO SARL                                                                   | CUSIP: N/A<br>LEI: 259400BFVFGTIQA6ZC28       | Long             | LON              | CORP              | LU        |    179903 | PA      | $164311.39    | 0.14%             | 2028-07-07      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| BAART PROGRAMS INC                 | BAART PROGRAMS INC                                                               | CUSIP: 05518PAC2<br>LEI: 549300473BJ7030DKO17 | Long             | LON              | CORP              | US        |    485889 | PA      | $468882.75    | 0.41%             | 2027-06-11      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| WIND RIVER CLO LTD                 | WIND RIVER 2016-1K CLO LTD                                                       | CUSIP: 97314BAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | OU      | $1222498.50   | 1.06%             | 2034-10-15      | Variable      | 11.98%                | Yes           |                  2 | On Loan: No      |
| VALCOUR PACKAGING LLC              | VALCOUR PACKAGING LLC                                                            | CUSIP: 91889CAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    350000 | PA      | $288750.00    | 0.25%             | 2029-10-04      | Variable      | 11.23%                | No            |                  2 | On Loan: No      |
| BERLIN PACKAGING LLC               | BERLIN PACKAGING LLC                                                             | CUSIP: 08511LAX6<br>LEI: 549300L1HNHO6QOXHH42 | Long             | LON              | CORP              | US        |    289716 | PA      | $278054.66    | 0.24%             | 2028-03-13      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| BL3785088                          | OLA NETHERLANDS BV                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |    220097 | PA      | $209092.59    | 0.18%             | 2026-12-15      | Variable      | 9.73%                 | No            |                  2 | On Loan: No      |
| CIBT GLOBAL INC                    | CIBT GLOBAL INC                                                                  | CUSIP: 12546CAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1043791 | PA      | $748920.17    | 0.65%             | 2025-06-01      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| CROWN POINT CLO LTD                | CROWN POINT CLO 9 LTD                                                            | CUSIP: 22846EAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2375000 | OU      | $2120810.88   | 1.84%             | 2034-07-14      | Variable      | 10.77%                | Yes           |                  2 | On Loan: No      |
| OZLM FUNDING LTD                   | OZLM FUNDING II LTD                                                              | CUSIP: 67108CAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | OU      | $1766947.50   | 1.54%             | 2031-07-30      | Variable      | 10.31%                | Yes           |                  2 | On Loan: No      |
| BJLT5CLBLO                         | New Look Class B Shares                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |    611628 | NS      | $0.00         |  |  |  |  | No            |                  2 | On Loan: No      |
| TEACHERS INSURANCE AND ANNUITY     | TIAA CLO I LTD                                                                   | CUSIP: 87248DAG5<br>LEI: 549300SWQCCOXV4X1761 | Long             | ABS-CBDO         | CORP              | KY        |   2131000 | OU      | $1750833.86   | 1.52%             | 2031-07-20      | Variable      | 10.44%                | Yes           |                  2 | On Loan: No      |
| FREEPORT LNG INVESTMENTS           | FREEPORT LNG INVESTMENTS                                                         | CUSIP: 35670CAB4<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |    622064 | PA      | $591909.92    | 0.51%             | 2028-12-21      | Variable      | 7.74%                 | No            |                  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        |   1000000 | OU      | $854958.00    | 0.74%             | 2035-04-14      | Variable      | 11.33%                | Yes           |                  2 | On Loan: No      |
| ELEMENT MATERIAL TECHNOL           | ELEMENT MATERIAL TECHNOL                                                         | CUSIP: N/A<br>LEI: 213800EGOJGGUKUGEZ30       | Long             | LON              | CORP              | US        |     25277 | PA      | $24856.02     | 0.02%             | 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        |     54767 | PA      | $53854.71     | 0.05%             | 2029-06-22      | Variable      | 7.90%                 | No            |                  2 | On Loan: No      |
| VENTURE CDO LTD                    | VENTURE 45 CLO LTD                                                               | CUSIP: 92326GAL2<br>LEI: 549300ZDR5K71IXJ2M57 | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | OU      | $1265943.00   | 1.10%             | 2035-07-20      | Variable      | 7.96%                 | Yes           |                  2 | On Loan: No      |
| J3CBNRUIHKF1D686_1072713_S         | EUR/USD FWD 20230123 908                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | DFE              |  | XX        | -30750000 | NC      | $-32138483.92 | -27.94%           |  |  |  | No            |                  2 | On Loan: No      |
| CFQUDPIL6DEBP3K5_1072713_S         | GBP/USD FWD 20230123 908                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | DFE              |  | GB        |  -6255000 | NC      | $-7552643.10  | -6.57%            |  |  |  | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC               | NEPTUNE BIDCO US INC                                                             | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |    330189 | PA      | $297582.55    | 0.26%             | 2029-04-11      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                     | OPEN TEXT CORP                                                                   | CUSIP: N/A<br>LEI: 549300HP7ONDQODZJV16       | Long             | LON              | CORP              | CA        |    330000 | PA      | $321269.85    | 0.28%             | 2029-11-16      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SOLARWINDS HOLDINGS INC            | SOLARWINDS HOLDINGS INC                                                          | CUSIP: N/A<br>LEI: 549300GUYI8M0E3S0X29       | Long             | LON              | CORP              | US        |    288462 | PA      | $284255.77    | 0.25%             | 2027-02-05      | Variable      | 4.00%                 | No            |                  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        |   2000000 | OU      | $1835908.00   | 1.60%             | 2031-07-20      | Variable      | 10.20%                | Yes           |                  2 | On Loan: No      |
| CRESTWOOD MID PARTNER LP           | CRESTWOOD MIDSTREAM PARTNERS LP / CRESTWOOD MIDSTREAM FINANCE CORP               | CUSIP: 226373AP3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $175777.39    | 0.15%             | 2025-04-01      | Fixed         | 5.75%                 | No            |                  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        |     50000 | PA      | $44461.50     | 0.04%             | 2026-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| LABL INC                           | LABL INC                                                                         | CUSIP: 50168AAA8<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |     56000 | PA      | $51597.56     | 0.04%             | 2027-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| GRIFFON CORP                       | GRIFFON CORP                                                                     | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |    395000 | PA      | $368001.75    | 0.32%             | 2028-03-01      | Fixed         | 5.75%                 | 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        |    715000 | PA      | $676844.03    | 0.59%             | 2026-10-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                  | IRON MOUNTAIN INC                                                                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    380000 | PA      | $342480.70    | 0.30%             | 2030-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| COMMSCOPE INC                      | COMMSCOPE INC                                                                    | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    354000 | PA      | $304440.00    | 0.26%             | 2027-03-01      | Fixed         | 8.25%                 | 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        |    480000 | PA      | $456643.20    | 0.40%             | 2025-10-01      | Fixed         | 5.25%                 | 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        |    570000 | PA      | $542520.30    | 0.47%             | 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        |    218000 | PA      | $218370.60    | 0.19%             | 2026-08-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| ARCONIC CORP                       | ARCONIC CORP                                                                     | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282118.50    | 0.25%             | 2028-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CVR ENERGY INC                     | CVR ENERGY INC                                                                   | CUSIP: 12662PAB4<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    418000 | PA      | $401238.20    | 0.35%             | 2025-02-15      | Fixed         | 5.25%                 | 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        |    346000 | PA      | $322305.92    | 0.28%             | 2028-01-15      | Fixed         | 6.25%                 | Yes           |                  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        |    422000 | PA      | $364513.05    | 0.32%             | 2028-02-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                      | TRANSDIGM INC                                                                    | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    550000 | PA      | $519307.25    | 0.45%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  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      | $23565.21     | 0.02%             | 2027-05-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP           | GRAHAM PACKAGING CO INC                                                          | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |    170000 | PA      | $143929.05    | 0.13%             | 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        |    239000 | PA      | $221744.20    | 0.19%             | 2028-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                        | STAPLES INC                                                                      | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    450000 | PA      | $402219.00    | 0.35%             | 2026-04-15      | Fixed         | 7.50%                 | 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        |    200000 | PA      | $189717.52    | 0.16%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  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        |    240000 | PA      | $192691.20    | 0.17%             | 2025-09-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| HARSCO CORP                        | HARSCO CORP                                                                      | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |    315000 | PA      | $254890.13    | 0.22%             | 2027-07-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC           | UNITED NATURAL FOODS INC                                                         | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |     54000 | PA      | $52445.88     | 0.05%             | 2028-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BOMBARDIER INC                     | BOMBARDIER INC                                                                   | CUSIP: 097751BM2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     46000 | PA      | $46138.69     | 0.04%             | 2025-03-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| VIASAT INC                         | VIASAT INC                                                                       | CUSIP: 92552VAK6<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    800000 | PA      | $744668.00    | 0.65%             | 2025-09-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ARD FINANCE SA                     | ARD FINANCE SA                                                                   | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |    365000 | PA      | $270791.68    | 0.24%             | 2027-06-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| COVANTA HOLDING CORP               | COVANTA HOLDING CORP                                                             | CUSIP: 22282EAJ1<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    155000 | PA      | $132764.48    | 0.12%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP              | TENET HEALTHCARE CORP                                                            | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    290000 | PA      | $256381.75    | 0.22%             | 2028-10-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL           | CHEPLAPHARM ARZNEIMITTEL GMBH                                                    | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    470000 | PA      | $391394.19    | 0.34%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT             | MAUSER PACKAGING SOLUTIONS HOLDING CO                                            | CUSIP: 12429TAE4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    808000 | PA      | $738503.92    | 0.64%             | 2025-04-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| RADIATE HOLDCO / FINANCE           | RADIATE HOLDCO LLC / RADIATE FINANCE INC                                         | CUSIP: 75026JAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    167000 | PA      | $90433.01     | 0.08%             | 2028-09-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC          | CAESARS ENTERTAINMENT INC                                                        | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128657.42    | 0.11%             | 2025-07-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                | ASSUREDPARTNERS INC                                                              | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    165000 | PA      | $140415.00    | 0.12%             | 2029-01-15      | Fixed         | 5.62%                 | 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        |    330000 | PA      | $315495.97    | 0.27%             | 2027-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NFP CORP                           | NFP CORP                                                                         | CUSIP: 65342RAD2<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |     70000 | PA      | $59304.35     | 0.05%             | 2028-08-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS CORP                      | DISH DBS CORP                                                                    | CUSIP: 25470XAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $266448.00    | 0.23%             | 2024-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                          | PIKE CORP                                                                        | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |    145000 | PA      | $129767.75    | 0.11%             | 2028-09-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP                      | CARNIVAL CORP                                                                    | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    494000 | PA      | $417160.77    | 0.36%             | 2026-03-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L           | EQM MIDSTREAM PARTNERS LP                                                        | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    125000 | PA      | $105381.88    | 0.09%             | 2031-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| WASTE PRO USA INC                  | WASTE PRO USA INC                                                                | CUSIP: 94107JAA1<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    170000 | PA      | $157150.55    | 0.14%             | 2026-02-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICE           | PRIME HEALTHCARE SERVICES INC                                                    | CUSIP: 74165HAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    354000 | PA      | $302942.58    | 0.26%             | 2025-11-01      | Fixed         | 7.25%                 | 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        |    450000 | PA      | $410994.00    | 0.36%             | 2026-12-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ADVANTAGE SALES & MARKET           | ADVANTAGE SALES & MARKETING INC                                                  | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |    226000 | PA      | $177297.00    | 0.15%             | 2028-11-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC            | MACY'S RETAIL HOLDINGS LLC                                                       | CUSIP: 55617LAP7<br>LEI: 549300JMONK27O4SQQ19 | Long             | DBT              | CORP              | US        |    190000 | PA      | $176952.70    | 0.15%             | 2029-04-01      | Fixed         | 5.88%                 | 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        |    710000 | PA      | $661730.28    | 0.58%             | 2029-04-20      | Fixed         | 5.75%                 | 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      | $44654.40     | 0.04%             | 2029-04-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| STATION CASINOS LLC                | STATION CASINOS LLC                                                              | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    180000 | PA      | $159069.59    | 0.14%             | 2028-02-15      | Fixed         | 4.50%                 | 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        |    375000 | PA      | $378862.50    | 0.33%             | 2025-12-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| CCM MERGER INC                     | CCM MERGER INC                                                                   | CUSIP: 14985VAE1<br>LEI: 549300P77RSBKKFME089 | Long             | DBT              | CORP              | US        |    439000 | PA      | $407154.94    | 0.35%             | 2026-05-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE           | COMPASS GROUP DIVERSIFIED HOLDINGS LLC                                           | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |    215000 | PA      | $188224.98    | 0.16%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NCL CORPORATION LTD                | NCL CORP LTD                                                                     | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    118000 | PA      | $96950.13     | 0.08%             | 2026-03-15      | 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        |    450000 | PA      | $399825.00    | 0.35%             | 2031-04-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| STAPLES INC                        | STAPLES INC                                                                      | CUSIP: 855030AP7<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    150000 | PA      | $109958.25    | 0.10%             | 2027-04-15      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| APX GROUP INC                      | APX GROUP INC                                                                    | CUSIP: 00213MAW4<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |    419000 | PA      | $357197.50    | 0.31%             | 2029-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD        | ROYAL CARIBBEAN CRUISES LTD                                                      | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    139000 | PA      | $120765.29    | 0.11%             | 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        |    279000 | PA      | $226542.42    | 0.20%             | 2028-10-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN              | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                            | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $278183.40    | 0.24%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                       | CALPINE CORP                                                                     | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    545000 | PA      | $472000.90    | 0.41%             | 2031-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ALTICE USA INC                     | ALTICE USA INC                                                                   | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |      2000 | NS      | $9120.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT CORP                       | NAVIENT CORP                                                                     | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    465000 | PA      | $443698.35    | 0.39%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IRIS HOLDINGS INC                  | IRIS HOLDINGS INC                                                                | CUSIP: 46272EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    234000 | PA      | $200070.00    | 0.17%             | 2026-02-15      | Fixed         | 8.75%                 | 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        |    240000 | PA      | $203820.00    | 0.18%             | 2028-06-01      | Fixed         | 4.62%                 | 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        |    580000 | PA      | $458576.58    | 0.40%             | 2028-02-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| EVERI HOLDINGS INC                 | EVERI HOLDINGS INC                                                               | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |    191000 | PA      | $165820.27    | 0.14%             | 2029-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC            | MACY'S RETAIL HOLDINGS LLC                                                       | CUSIP: 55616XAM9<br>LEI: 549300JMONK27O4SQQ19 | Long             | DBT              | CORP              | US        |    515000 | PA      | $369226.68    | 0.32%             | 2034-12-15      | Fixed         | 4.50%                 | No            |                  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        |    152000 | PA      | $134784.06    | 0.12%             | 2027-04-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| LABL INC                           | LABL INC                                                                         | CUSIP: 50168QAD7<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    304000 | PA      | $248801.20    | 0.22%             | 2029-11-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                   | CSC HOLDINGS LLC                                                                 | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    390000 | PA      | $266196.45    | 0.23%             | 2030-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| HEALTHEQUITY INC                   | HEALTHEQUITY INC                                                                 | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    374000 | PA      | $328128.90    | 0.29%             | 2029-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC          | CAESARS ENTERTAINMENT INC                                                        | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    238000 | PA      | $199639.16    | 0.17%             | 2029-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC    | PENNYMAC FINANCIAL SERVICES INC                                                  | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    399000 | PA      | $319812.47    | 0.28%             | 2031-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP                      | CARNIVAL CORP                                                                    | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     90000 | PA      | $64014.30     | 0.06%             | 2029-05-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FINANCING SA                | ALTICE FINANCING SA                                                              | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    610000 | PA      | $499516.80    | 0.43%             | 2029-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                      | TRANSDIGM INC                                                                    | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    191000 | PA      | $166957.01    | 0.15%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA           | ALTICE FRANCE HOLDING SA                                                         | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    350000 | PA      | $235352.41    | 0.20%             | 2028-02-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| VISTRA CORP                        | VISTRA CORP                                                                      | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    365000 | PA      | $326951.92    | 0.28%             | 2171-06-15      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| UPC BROADBAND FINCO BV             | UPC BROADBAND FINCO BV                                                           | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |    320000 | PA      | $274016.00    | 0.24%             | 2031-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| PDC ENERGY INC                     | PDC ENERGY INC                                                                   | CUSIP: 69327RAJ0<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |    170000 | PA      | $162591.40    | 0.14%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                | MEDLINE BORROWER LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    160000 | PA      | $130580.00    | 0.11%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC | CLEAR CHANNEL OUTDOOR HOLDINGS INC                                               | CUSIP: 18453HAA4<br>LEI: 5299006P35UZZASMAZ95 | Long             | DBT              | CORP              | US        |    365000 | PA      | $315104.18    | 0.27%             | 2027-08-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC    | PENNYMAC FINANCIAL SERVICES INC                                                  | CUSIP: 70932MAA5<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    240000 | PA      | $219745.20    | 0.19%             | 2025-10-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| NCL CORPORATION LTD                | NCL CORP LTD                                                                     | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    204000 | PA      | $181900.68    | 0.16%             | 2027-02-15      | Fixed         | 5.88%                 | 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        |    450000 | PA      | $379135.71    | 0.33%             | 2030-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| LABL INC                           | LABL INC                                                                         | CUSIP: 50168AAB6<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    265000 | PA      | $253423.48    | 0.22%             | 2026-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ROCKCLIFF ENERGY II LLC            | ROCKCLIFF ENERGY II LLC                                                          | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    454000 | PA      | $417098.88    | 0.36%             | 2029-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FIN            | CONSOLIDATED ENERGY FINANCE SA                                                   | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    435000 | PA      | $380799.00    | 0.33%             | 2028-10-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP           | OLYMPUS WATER US HOLDING CORP                                                    | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    320000 | PA      | $231446.40    | 0.20%             | 2029-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FRANCE SA                   | ALTICE FRANCE SA/FRANCE                                                          | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    226000 | PA      | $181509.64    | 0.16%             | 2029-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC             | ATHENAHEALTH GROUP INC                                                           | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    800000 | PA      | $600085.60    | 0.52%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC            | STANDARD INDUSTRIES INC/NJ                                                       | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    217000 | PA      | $196992.60    | 0.17%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC           | VIRGIN MEDIA FINANCE PLC                                                         | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    290000 | PA      | $241786.05    | 0.21%             | 2030-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS CORP                      | DISH DBS CORP                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $231000.00    | 0.20%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PPTY REIT INC           | BROOKFIELD PROPERTY REIT INC / BPR CUMULUS LLC / BPR NIMBUS LLC / GGSI SELLCO LL | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $245644.36    | 0.21%             | 2027-04-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ECO MATERIAL TECH INC              | ECO MATERIAL TECHNOLOGIES INC                                                    | CUSIP: 27900QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    381000 | PA      | $363016.80    | 0.32%             | 2027-01-31      | Fixed         | 7.88%                 | Yes           |                  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        |    434000 | PA      | $361057.62    | 0.31%             | 2029-07-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| COVANTA HOLDING CORP               | COVANTA HOLDING CORP                                                             | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    312000 | PA      | $264050.28    | 0.23%             | 2029-12-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FRANCE SA                   | ALTICE FRANCE SA/FRANCE                                                          | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $166966.00    | 0.15%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC               | TTM TECHNOLOGIES INC                                                             | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |    250000 | PA      | $212495.61    | 0.18%             | 2029-03-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| NCL CORPORATION LTD                | NCL CORP LTD                                                                     | CUSIP: 62886HAP6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    630000 | PA      | $550897.20    | 0.48%             | 2024-12-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC        | STARWOOD PROPERTY TRUST INC                                                      | CUSIP: 85571BAW5<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    320000 | PA      | $302740.80    | 0.26%             | 2024-12-31      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC           | PRIME SECURITY SERVICES BORROWER LLC / PRIME FINANCE INC                         | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    299000 | PA      | $296367.31    | 0.26%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                   | CSC HOLDINGS LLC                                                                 | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    320000 | PA      | $286872.80    | 0.25%             | 2028-02-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                  | NEXSTAR MEDIA INC                                                                | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283270.50    | 0.25%             | 2027-07-15      | Fixed         | 5.62%                 | 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      | $459357.50    | 0.40%             | 2031-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                   | ZIGGO BOND CO BV                                                                 | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    330000 | PA      | $268268.55    | 0.23%             | 2030-02-28      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PLC  | INTERNATIONAL GAME TECHNOLOGY PLC                                                | CUSIP: 460599AF0<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    310000 | PA      | $292113.00    | 0.25%             | 2026-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CANPACK SA/CANPACK US              | CANPACK SA / CANPACK US LLC                                                      | CUSIP: 13805AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | PL        |    230000 | PA      | $198188.70    | 0.17%             | 2025-11-01      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP               | ONEMAIN FINANCE CORP                                                             | CUSIP: 85172FAP4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    270000 | PA      | $263668.50    | 0.23%             | 2024-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L           | EQM MIDSTREAM PARTNERS LP                                                        | CUSIP: 26885BAA8<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    187000 | PA      | $178887.94    | 0.16%             | 2024-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC           | TK ELEVATOR US NEWCO INC                                                         | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    580000 | PA      | $527217.10    | 0.46%             | 2027-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L           | EQM MIDSTREAM PARTNERS LP                                                        | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69807.65     | 0.06%             | 2027-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| AIR CANADA                         | AIR CANADA                                                                       | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $192412.79    | 0.17%             | 2026-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP               | LAS VEGAS SANDS CORP                                                             | CUSIP: 517834AG2<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    270000 | PA      | $258148.26    | 0.22%             | 2024-08-08      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP             | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    306000 | PA      | $263450.08    | 0.23%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN           | HILTON DOMESTIC OPERATING CO INC                                                 | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84246.10     | 0.07%             | 2031-05-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BALL CORP                          | BALL CORP                                                                        | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    450000 | PA      | $358062.35    | 0.31%             | 2031-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP               | ONEMAIN FINANCE CORP                                                             | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $230250.00    | 0.20%             | 2028-01-15      | Fixed         | 6.62%                 | 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        |    290000 | PA      | $283035.65    | 0.25%             | 2026-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CO                      | FORD MOTOR CO                                                                    | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    450000 | PA      | $333532.67    | 0.29%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO / FINANCE           | RADIATE HOLDCO LLC / RADIATE FINANCE INC                                         | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $155719.25    | 0.14%             | 2026-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| YUM! BRANDS INC                    | YUM! BRANDS INC                                                                  | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    240000 | PA      | $222908.40    | 0.19%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  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        |    280000 | PA      | $225901.20    | 0.20%             | 2029-03-01      | Fixed         | 3.62%                 | 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        |    353000 | PA      | $315422.26    | 0.27%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| GRAY TELEVISION INC                | GRAY TELEVISION INC                                                              | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    379000 | PA      | $281047.45    | 0.24%             | 2030-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                   | CSC HOLDINGS LLC                                                                 | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    380000 | PA      | $348646.20    | 0.30%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC             | MATCH GROUP HOLDINGS II LLC                                                      | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    310000 | PA      | $237237.38    | 0.21%             | 2031-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY INC                     | NRG ENERGY INC                                                                   | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    290000 | PA      | $232242.15    | 0.20%             | 2031-02-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GR           | COGENT COMMUNICATIONS GROUP INC                                                  | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    385000 | PA      | $375796.58    | 0.33%             | 2027-06-15      | 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      | $142400.00    | 0.12%             | 2170-08-01      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                  | POST HOLDINGS INC                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    195000 | PA      | $171385.50    | 0.15%             | 2030-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC                  | NEWELL BRANDS INC                                                                | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    197000 | PA      | $186090.14    | 0.16%             | 2026-04-01      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC           | PRIMO WATER HOLDINGS INC                                                         | CUSIP: 74168LAA4<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |    270000 | PA      | $233656.65    | 0.20%             | 2029-04-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                | CHURCHILL DOWNS INC                                                              | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    260000 | PA      | $239549.70    | 0.21%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC              | GFL ENVIRONMENTAL INC                                                            | CUSIP: 36168QAF1<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    280000 | PA      | $269950.80    | 0.23%             | 2026-12-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC             | SPIRIT AEROSYSTEMS INC                                                           | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    102000 | PA      | $107482.50    | 0.09%             | 2029-11-30      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                 | RITHM CAPITAL CORP                                                               | CUSIP: 64828TAA0<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |    180000 | PA      | $162821.51    | 0.14%             | 2025-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TRUST INC      | BLACKSTONE MORTGAGE TRUST INC                                                    | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |    230000 | PA      | $200802.46    | 0.17%             | 2027-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| ZIGGO BV                           | ZIGGO BV                                                                         | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    370000 | PA      | $315108.65    | 0.27%             | 2030-01-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS           | MPH ACQUISITION HOLDINGS LLC                                                     | CUSIP: 553283AD4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    290000 | PA      | $231966.65    | 0.20%             | 2028-09-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ENLINK MIDSTREAM LLC               | ENLINK MIDSTREAM LLC                                                             | CUSIP: 29336TAD2<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |    176000 | PA      | $178971.76    | 0.16%             | 2030-09-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD        | ROYAL CARIBBEAN CRUISES LTD                                                      | CUSIP: 780153BR2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     33000 | PA      | $33818.57     | 0.03%             | 2029-01-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP            | SBA COMMUNICATIONS CORP                                                          | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    300000 | PA      | $250781.04    | 0.22%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                | ASSUREDPARTNERS INC                                                              | CUSIP: 04624VAA7<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    280000 | PA      | $269101.40    | 0.23%             | 2025-08-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                      | CITIGROUP INC                                                                    | CUSIP: 172967MG3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    215000 | PA      | $194037.50    | 0.17%             | 2170-03-12      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP               | PILGRIM'S PRIDE CORP                                                             | CUSIP: 72147KAG3<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    310000 | PA      | $249923.55    | 0.22%             | 2032-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| MSCI INC                           | MSCI INC                                                                         | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    185000 | PA      | $145588.74    | 0.13%             | 2033-08-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                 | ALLY FINANCIAL INC                                                               | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    229000 | PA      | $246047.03    | 0.21%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NFP CORP                           | NFP CORP                                                                         | CUSIP: 65342RAE0<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |     94000 | PA      | $81593.08     | 0.07%             | 2028-08-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| UPC HOLDING BV                     | UPC HOLDING BV                                                                   | CUSIP: 90320LAG2<br>LEI: 213800G1DU7LKI6ZCD69 | Long             | DBT              | CORP              | NL        |    240000 | PA      | $213974.40    | 0.19%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT           | WESTERN MIDSTREAM OPERATING LP                                                   | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    280000 | PA      | $249893.00    | 0.22%             | 2030-02-01      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| SOLARIS MIDSTREAM HOLDIN           | SOLARIS MIDSTREAM HOLDINGS LLC                                                   | CUSIP: 83419MAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73962.00     | 0.06%             | 2026-04-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| BJ81I27BC2JLEDKS_1072712_S         | EUR/USD FWD 20230131 229                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | DFE              |  | XX        | -13505000 | NC      | $-14122354.07 | -12.28%           |  |  |  | No            |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC             | OPTION CARE HEALTH INC                                                           | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |    275000 | PA      | $234607.31    | 0.20%             | 2029-10-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD        | ROYAL CARIBBEAN CRUISES LTD                                                      | CUSIP: 780153BS0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    210000 | PA      | $213423.00    | 0.19%             | 2029-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| DISH NETWORK CORP                  | DISH NETWORK CORP                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154362.00    | 0.13%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS            | FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $207138.00    | 0.18%             | 2030-05-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN           | HILTON DOMESTIC OPERATING CO INC                                                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    130000 | PA      | $107167.45    | 0.09%             | 2032-02-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| GEN DIGITAL INC                    | GEN DIGITAL INC                                                                  | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    280000 | PA      | $281523.20    | 0.24%             | 2027-09-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CALPINE CORP                       | CALPINE CORP                                                                     | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    155000 | PA      | $134023.68    | 0.12%             | 2029-02-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC                  | NEWELL BRANDS INC                                                                | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    110000 | PA      | $94354.70     | 0.08%             | 2036-04-01      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| 6SMFEMC9UPCSJ0I9_1072712_S         | GBP/USD FWD 20230131 229                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | DFE              |  | GB        |  -3740000 | NC      | $-4516779.30  | -3.93%            |  |  |  | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC           | PERMIAN RESOURCES OPERATING LLC                                                  | CUSIP: 15138AAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65062.08     | 0.06%             | 2026-01-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC           | IHEARTCOMMUNICATIONS INC                                                         | CUSIP: 45174HBC0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    270000 | PA      | $255821.67    | 0.22%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CARNIVAL HLDGS BM LTD              | CARNIVAL HOLDINGS BERMUDA LTD                                                    | CUSIP: 14366RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    279000 | PA      | $290932.83    | 0.25%             | 2028-05-01      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU           | VENTURE GLOBAL CALCASIEU PASS LLC                                                | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    340000 | PA      | $277100.00    | 0.24%             | 2033-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS            | FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $133392.00    | 0.12%             | 2027-10-15      | Fixed         | 5.88%                 | 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        |    187000 | PA      | $186307.32    | 0.16%             | 2026-02-15      | Fixed         | 8.25%                 | 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        |    350000 | PA      | $319256.00    | 0.28%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM               | TAYLOR MORRISON COMMUNITIES INC                                                  | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     69000 | PA      | $60357.06     | 0.05%             | 2030-08-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU           | SINCLAIR TELEVISION GROUP INC                                                    | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    330000 | PA      | $252996.15    | 0.22%             | 2030-03-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| TELECOM ITALIA SPA/MILANO          | TELECOM ITALIA SPA/MILANO                                                        | CUSIP: 87927YAA0<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $193977.00    | 0.17%             | 2024-05-30      | Fixed         | 5.30%                 | 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        |    254000 | PA      | $235990.13    | 0.21%             | 2028-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM            | UNITED RENTALS NORTH AMERICA INC                                                 | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    184000 | PA      | $185271.44    | 0.16%             | 2029-12-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| COLGATE ENERGY P                   | COLGATE ENERGY PARTNERS III LLC                                                  | CUSIP: 19416MAB5<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |     58000 | PA      | $53420.32     | 0.05%             | 2029-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| RUSSELL INVESTMENTS US             | RUSSELL INVESTMENTS US                                                           | CUSIP: 78249LAD2<br>LEI: 5493008YG7V0FQCJQI74 | Long             | LON              | CORP              | US        |    431075 | PA      | $406018.77    | 0.35%             | 2025-05-30      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| ACCESS CIG LLC                     | ACCESS CIG LLC                                                                   | CUSIP: 00435CAH1<br>LEI: 5493002EU9Z6IQMPAN35 | Long             | LON              | CORP              | US        |    218643 | PA      | $212060.93    | 0.18%             | 2025-02-27      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| CUBIC CORP                         | ATLAS CC ACQUISITION COR                                                         | CUSIP: 04921TAC8<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |     46968 | PA      | $40881.69     | 0.04%             | 2028-05-25      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| MAYFIELD AGENCY BORROWER           | MAYFIELD AGENCY BORROWER                                                         | CUSIP: 57810JAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    765967 | PA      | $724509.34    | 0.63%             | 2025-02-28      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| BAART PROGRAMS INC                 | BAART PROGRAMS INC                                                               | CUSIP: 05518PAB4<br>LEI: 549300473BJ7030DKO17 | Long             | LON              | CORP              | US        |    530875 | PA      | $512294.38    | 0.45%             | 2027-06-11      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| CUBIC CORP                         | ATLAS CC ACQUISITION COR                                                         | CUSIP: 04921TAB0<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |    230925 | PA      | $201001.59    | 0.17%             | 2028-05-25      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| KB HOME                            | KB HOME                                                                          | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    145000 | PA      | $115847.03    | 0.10%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC               | NEPTUNE BIDCO US INC                                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    238000 | PA      | $229568.85    | 0.20%             | 2029-04-15      | Fixed         | 9.29%                 | Yes           |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC             | ACRISURE LLC / ACRISURE FINANCE INC                                              | CUSIP: 00489LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $103631.55    | 0.09%             | 2025-11-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| TEGNA INC                          | TEGNA INC                                                                        | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    159000 | PA      | $148878.37    | 0.13%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA           | ALTICE FRANCE HOLDING SA                                                         | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    470000 | PA      | $372178.90    | 0.32%             | 2027-05-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC             | ACRISURE LLC / ACRISURE FINANCE INC                                              | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $253295.49    | 0.22%             | 2029-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| PECF USS INTERMEDIATE HO           | PECF USS INTERMEDIATE HOLDING III CORP                                           | CUSIP: 69291HAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    183000 | PA      | $108750.50    | 0.09%             | 2029-11-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| VMED O2 UK FINAN                   | VMED O2 UK FINANCING I PLC                                                       | CUSIP: ZO4153599<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    360000 | PA      | $304537.33    | 0.26%             | 2031-01-31      | Fixed         | 3.25%                 | 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        |    350000 | PA      | $327555.54    | 0.28%             | 2026-10-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BOXER PARENT CO INC                | BOXER PARENT CO INC                                                              | CUSIP: BJ4450406<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |    230000 | PA      | $229938.48    | 0.20%             | 2025-10-02      | Fixed         | 6.50%                 | Yes           |                  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        |    505000 | PA      | $562591.57    | 0.49%             | 2024-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STANDARD PROFIL AUTOMOTI           | STANDARD PROFIL AUTOMOTIVE GMBH                                                  | CUSIP: BP2887126<br>LEI: 529900C8VRLXU0FJK109 | Long             | DBT              | CORP              | DE        |    294000 | PA      | $187386.04    | 0.16%             | 2026-04-30      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC              | EG GLOBAL FINANCE PLC                                                            | CUSIP: ZS2796523<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    370000 | PA      | $338395.84    | 0.29%             | 2025-02-07      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CIDRON AIDA FINCO SARL             | CIDRON AIDA FINCO SARL                                                           | CUSIP: BO6914705<br>LEI: 98450036A07991DEBF10 | Long             | DBT              | CORP              | LU        |    640000 | PA      | $559706.27    | 0.49%             | 2028-04-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| KAPLA HOLDING SAS                  | KAPLA HOLDING SAS                                                                | CUSIP: ZQ8405289<br>LEI: 894500PJ28XTH66K4X83 | Long             | DBT              | CORP              | FR        |    220000 | PA      | $204717.86    | 0.18%             | 2026-12-15      | Fixed         | 3.38%                 | Yes           |                  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        |    250000 | PA      | $213559.37    | 0.19%             | 2027-07-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING           | NIDDA HEALTHCARE HOLDING GMBH                                                    | CUSIP: AP1726714<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |    650000 | PA      | $650957.74    | 0.57%             | 2024-09-30      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| CIDRON AIDA FINCO SARL             | CIDRON AIDA FINCO SARL                                                           | CUSIP: BO6889907<br>LEI: 98450036A07991DEBF10 | Long             | DBT              | CORP              | LU        |    453000 | PA      | $442242.38    | 0.38%             | 2028-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| KLEOPATRA FINCO SARL               | KLEOPATRA FINCO SARL                                                             | CUSIP: BN7932948<br>LEI: 222100M6T1N8VIC8M726 | Long             | DBT              | CORP              | LU        |    440000 | PA      | $383929.04    | 0.33%             | 2026-03-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| BCP MODULAR SERVICES               | BCP V MODULAR SERVICES FINANCE II PLC                                            | CUSIP: BR8296880<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |    320000 | PA      | $281960.98    | 0.25%             | 2028-11-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT              | BANIJAY ENTERTAINMENT SASU                                                       | CUSIP: ZP6062860<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |    340000 | PA      | $337386.43    | 0.29%             | 2025-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| PINEWOOD FINANCE CO LTD            | PINEWOOD FINANCE CO LTD                                                          | CUSIP: BS5005704<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    240000 | PA      | $254446.11    | 0.22%             | 2027-11-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| ITALMATCH CHEMICALS SPA            | ITALMATCH CHEMICALS SPA                                                          | CUSIP: AU5737351<br>LEI: 815600E7294ACCE76074 | Long             | DBT              | CORP              | IT        |    445000 | PA      | $422895.94    | 0.37%             | 2024-09-30      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| NORICAN A/S                        | NORICAN A/S                                                                      | CUSIP: AN4208251<br>LEI: 529900N9H1PO6IKV0152 | Long             | DBT              | CORP              | DK        |    545000 | PA      | $538203.52    | 0.47%             | 2023-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FINCO SA                    | ALTICE FINCO SA                                                                  | CUSIP: AP4431460<br>LEI: 549300IGQP5SEZB5Z419 | Long             | DBT              | CORP              | LU        |    860000 | PA      | $691434.47    | 0.60%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CHROME BIDCO SASU                  | CHROME BIDCO SASU                                                                | CUSIP: BP4523109<br>LEI: 9845000C1FYE89DC8677 | Long             | DBT              | CORP              | FR        |    420000 | PA      | $385698.39    | 0.34%             | 2028-05-31      | 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        |    130000 | PA      | $91749.60     | 0.08%             | 2028-02-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MAISON FINCO PLC                   | MAISON FINCO PLC                                                                 | CUSIP: BR7701526<br>LEI: 9845007743J958DAS530 | Long             | DBT              | CORP              | GB        |    208000 | PA      | $183895.12    | 0.16%             | 2027-10-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| NOBEL BIDCO BV                     | NOBEL BIDCO BV                                                                   | CUSIP: BP9638886<br>LEI: 549300NZZFLYK83VVT71 | Long             | DBT              | CORP              | NL        |    720000 | PA      | $510163.31    | 0.44%             | 2028-06-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA           | ALTICE FRANCE HOLDING SA                                                         | CUSIP: BH5192522<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    460000 | PA      | $366014.82    | 0.32%             | 2027-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO               | LORCA TELECOM BONDCO SA                                                          | CUSIP: ZO5675913<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |    450000 | PA      | $425887.82    | 0.37%             | 2027-09-18      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PROMONTORIA HOLDING                | PROMONTORIA HOLDING 264 BV                                                       | CUSIP: BT9860581<br>LEI: 54930014SXEXD3RX1509 | Long             | DBT              | CORP              | NL        |    272000 | PA      | $263626.44    | 0.23%             | 2027-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| UNITED GROUP BV                    | UNITED GROUP BV                                                                  | CUSIP: BM7038482<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |    240000 | PA      | $195348.51    | 0.17%             | 2027-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GARFUNKELUX HOLDCO 3 SA            | GARFUNKELUX HOLDCO 3 SA                                                          | CUSIP: BM0617860<br>LEI: 2221007QVSNJV7EWBX69 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $476637.81    | 0.41%             | 2025-11-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VERY GRP FUNDING PLC/THE           | VERY GROUP FUNDING PLC/THE                                                       | CUSIP: BQ7202352<br>LEI: 9845005CC91D50AF8202 | Long             | DBT              | CORP              | GB        |    358000 | PA      | $318712.33    | 0.28%             | 2026-08-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FIN            | CONSOLIDATED ENERGY FINANCE SA                                                   | CUSIP: BR6433147<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    140000 | PA      | $121440.73    | 0.11%             | 2028-10-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| TALKTALK TELECOM GROUP             | TALKTALK TELECOM GROUP LTD                                                       | CUSIP: ZP9959575<br>LEI: 213800WF53FVDRRHRF44 | Long             | DBT              | CORP              | GB        |    290000 | PA      | $276122.78    | 0.24%             | 2025-02-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LA FINAC ATALIAN SA                | LA FINANCIERE ATALIAN SASU                                                       | CUSIP: AS6507857<br>LEI: 969500ICOLJMB33J0L87 | Long             | DBT              | CORP              | FR        |    129000 | PA      | $117055.01    | 0.10%             | 2025-05-15      | Fixed         | 5.12%                 | 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        |    320000 | PA      | $348148.71    | 0.30%             | 2025-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO           | JAGUAR LAND ROVER AUTOMOTIVE PLC                                                 | CUSIP: ZQ7081966<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    360000 | PA      | $363769.74    | 0.32%             | 2024-11-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ARD FINANCE SA                     | ARD FINANCE SA                                                                   | CUSIP: ZQ4428814<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |    270000 | PA      | $198981.50    | 0.17%             | 2027-06-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| TUI CRUISES GMBH                   | TUI CRUISES GMBH                                                                 | CUSIP: BP3848283<br>LEI: 529900SVD83QUUIZYY18 | Long             | DBT              | CORP              | DE        |    189000 | PA      | $162747.24    | 0.14%             | 2026-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BANIJAY GROUP SAS                  | BANIJAY GROUP SAS                                                                | CUSIP: ZP6062910<br>LEI: 969500TVFVKI682L1144 | Long             | DBT              | CORP              | FR        |    180000 | PA      | $179471.60    | 0.16%             | 2026-03-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| VERISURE MIDHOLDING AB             | VERISURE MIDHOLDING AB                                                           | CUSIP: BN5128655<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |    510000 | PA      | $429871.86    | 0.37%             | 2029-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH               | IHO VERWALTUNGS GMBH                                                             | CUSIP: ZS8104466<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    240000 | PA      | $218939.33    | 0.19%             | 2027-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| LA FINAC ATALIAN SA                | LA FINANCIERE ATALIAN SASU                                                       | CUSIP: AS6504789<br>LEI: 969500ICOLJMB33J0L87 | Long             | DBT              | CORP              | FR        |    129000 | PA      | $117055.01    | 0.10%             | 2025-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT             | MAUSER PACKAGING SOLUTIONS HOLDING CO                                            | CUSIP: AT2620546<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    295000 | PA      | $297653.14    | 0.26%             | 2024-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH               | IHO VERWALTUNGS GMBH                                                             | CUSIP: ZS8102544<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    360000 | PA      | $352892.02    | 0.31%             | 2025-05-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| GARFUNKELUX HOLDCO 3 SA            | GARFUNKELUX HOLDCO 3 SA                                                          | CUSIP: BM0617928<br>LEI: 2221007QVSNJV7EWBX69 | Long             | DBT              | CORP              | LU        |    375000 | PA      | $357478.36    | 0.31%             | 2025-11-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| SHIBA BIDCO SPA                    | SHIBA BIDCO SPA                                                                  | CUSIP: BR8457599<br>LEI: 815600658C215B62EA21 | Long             | DBT              | CORP              | IT        |    291000 | PA      | $257715.51    | 0.22%             | 2028-10-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| PLT VII FINANCE SARL               | PLT VII FINANCE SARL                                                             | CUSIP: BK4220475<br>LEI: 894500SKZV4JDP64R249 | Long             | DBT              | CORP              | LU        |    530000 | PA      | $520244.17    | 0.45%             | 2026-01-05      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ENERGIZER GAMMA ACQ BV             | ENERGIZER GAMMA ACQUISITION BV                                                   | CUSIP: BP9956643<br>LEI: 5493002SUYZDHEQ3JN34 | Long             | DBT              | CORP              | NL        |    240000 | PA      | $201154.99    | 0.17%             | 2029-06-30      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN           | CLARIOS GLOBAL LP / CLARIOS US FINANCE CO                                        | CUSIP: AX5655599<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $543627.65    | 0.47%             | 2026-05-15      | Fixed         | 4.38%                 | 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        |    690000 | PA      | $768689.47    | 0.67%             | 2024-09-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| UNITED GROUP BV                    | UNITED GROUP BV                                                                  | CUSIP: ZP5881914<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |    880000 | PA      | $766402.98    | 0.67%             | 2026-02-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGI     | CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2015-3 DAC                             | CUSIP: BCC2F4WM8<br>LEI: 635400MW8WPPOFDY2736 | Long             | ABS-CBDO         | CORP              | IE        |   2000000 | OU      | $1509801.13   | 1.31%             | 2030-07-15      | Variable      | 7.82%                 | Yes           |                  2 | On Loan: No      |
| CIFC EUROPEAN FUNDING              | CIFC EUROPEAN FUNDING CLO II DAC                                                 | CUSIP: BCC2MY775<br>LEI: 549300NYQTL91Z5R9B69 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | OU      | $750831.45    | 0.65%             | 2033-04-15      | Variable      | 9.08%                 | Yes           |                  2 | On Loan: No      |
| HOMEVI                             | HOMEVI                                                                           | CUSIP: N/A<br>LEI: 9695001URJB6VUATPK20       | Long             | LON              | CORP              | FR        |   1000000 | PA      | $909552.04    | 0.79%             | 2026-10-31      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| DIAVERUM HOLDING SARL              | DIAVERUM HOLDING SARL                                                            | CUSIP: N/A<br>LEI: 529900RWYQPY2NLNKQ39       | Long             | LON              | CORP              | LU        |   1000000 | PA      | $975375.19    | 0.85%             | 2024-07-04      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| OZLME                              | OZLME III DAC                                                                    | CUSIP: BCC2F5CB1<br>LEI: 635400NZEYX722WIXX02 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | OU      | $753024.67    | 0.65%             | 2030-08-24      | Variable      | 8.31%                 | Yes           |                  2 | On Loan: No      |
| GREENEDEN US HOLDINGS II           | GENESYS CLOUD SERVICES                                                           | CUSIP: 39479UAR4<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | LON              | CORP              | US        |    994937 | PA      | $1006051.97   | 0.87%             | 2027-12-01      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| SILK BIDCO AS                      | SILK BIDCO AS                                                                    | CUSIP: N/A<br>LEI: 213800EVBYLGF87O9I05       | Long             | LON              | CORP              | NO        |   1000000 | PA      | $936800.15    | 0.81%             | 2023-06-11      | Variable      | 8.27%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGI     | CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2014-1 DAC                             | CUSIP: BCC2H5KX2<br>LEI: 635400CNXMVFZAZSCF10 | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | OU      | $1206491.65   | 1.05%             | 2031-07-15      | Variable      | 6.31%                 | Yes           |                  2 | On Loan: No      |
| CAMELIA BIDCO LTD                  | CAMELIA BIDCO LTD                                                                | CUSIP: N/A<br>LEI: 2138007Q8KEKIR97JL53       | Long             | LON              | CORP              | GB        |   2000000 | PA      | $2122758.62   | 1.85%             | 2024-10-14      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| FINTRAX INTERNATIONAL HOL          | FINTRAX INTERNATIONAL HOL                                                        | CUSIP: N/A<br>LEI: 635400QQAFC1SAQZNH38       | Long             | LON              | CORP              | GB        |    231100 | PA      | $231164.46    | 0.20%             | 2026-12-18      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| MARNIX SAS                         | MARNIX SAS                                                                       | CUSIP: N/A<br>LEI: 984500CA7D8859589F79       | Long             | LON              | CORP              | FR        |   1000000 | PA      | $989990.42    | 0.86%             | 2026-11-19      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| FINTRAX INTERNATIONAL HOL          | FINTRAX INTERNATIONAL HOL                                                        | CUSIP: N/A<br>LEI: 635400QQAFC1SAQZNH38       | Long             | LON              | CORP              | GB        |    598086 | PA      | $598251.62    | 0.52%             | 2026-12-18      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| FINANCIERE VERDI I SASU            | FINANCIERE VERDI I SASU                                                          | CUSIP: N/A<br>LEI: 969500TP61Y08TU11N50       | Long             | LON              | CORP              | FR        |   1000000 | PA      | $991318.13    | 0.86%             | 2028-04-17      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| DRYDEN LEVERAGED LOAN CDO          | DRYDEN 91 EURO CLO 2021 DAC                                                      | CUSIP: BCC35W4D6<br>LEI: 635400PXNO7XUODXYQ10 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | OU      | $854872.67    | 0.74%             | 2035-04-18      | Variable      | 8.46%                 | Yes           |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT              | BANIJAY ENTERTAINMENT                                                            | CUSIP: N/A<br>LEI: 969500CE0IE2EZ5VBG13       | Long             | LON              | CORP              | FR        |   1000000 | PA      | $1027072.20   | 0.89%             | 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      | $1017966.95   | 0.89%             | 2026-09-17      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| ST PAULS CLO                       | ST PAUL'S CLO V DAC                                                              | CUSIP: BCC2DYTI7<br>LEI: 635400LOBVY9OW2EI809 | Long             | ABS-CBDO         | CORP              | IE        |   4000000 | OU      | $2929484.63   | 2.55%             | 2030-08-20      | Variable      | 8.40%                 | Yes           |                  2 | On Loan: No      |
| AENOVA HOLDING GMBH                | AENOVA HOLDING GMBH                                                              | CUSIP: N/A<br>LEI: 529900MPQ4WWJFDTB881       | Long             | LON              | CORP              | DE        |   1000000 | PA      | $932897.90    | 0.81%             | 2026-03-06      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGI     | CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2014-1 DAC                             | CUSIP: BCC2H5KY0<br>LEI: 635400CNXMVFZAZSCF10 | Long             | ABS-CBDO         | CORP              | IE        |   3000000 | OU      | $2212908.22   | 1.92%             | 2031-07-15      | Variable      | 7.99%                 | Yes           |                  2 | On Loan: No      |
| FINTRAX INTERNATIONAL HOL          | FINTRAX INTERNATIONAL HOL                                                        | CUSIP: N/A<br>LEI: 635400QQAFC1SAQZNH38       | Long             | LON              | CORP              | GB        |     20096 | PA      | $20101.26     | 0.02%             | 2026-12-18      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| INTERMEDIATE CAPITAL MANAGERS      | ICG EURO CLO 2021-1 DAC                                                          | CUSIP: BCC31V7Q0<br>LEI: 5493002JC8KETPN3UB70 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | OU      | $758960.93    | 0.66%             | 2034-10-15      | Variable      | 10.20%                | Yes           |                  2 | On Loan: No      |
| CHROME BIDCO SASU                  | CHROME BIDCO SASU                                                                | CUSIP: N/A<br>LEI: 9845000C1FYE89DC8677       | Long             | LON              | CORP              | FR        |   1000000 | PA      | $971306.45    | 0.84%             | 2028-06-30      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| ION CORPORATE SOLUTIONS            | ION CORPORATE SOLUTIONS                                                          | CUSIP: 42328DAG3<br>LEI: 213800L79ZXIG33VIU08 | Long             | LON              | CORP              | LU        |   1000000 | PA      | $998981.20    | 0.87%             | 2028-03-11      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| INOVIE SASU                        | INOVIE SASU                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |   1000000 | PA      | $985708.35    | 0.86%             | 2028-03-03      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT EUR     | GOLDENTREE LOAN MANAGEMENT EUR CLO 2 DAC                                         | CUSIP: BCC2IA5A7<br>LEI: 549300EXNEZS3RDDYU78 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | OU      | $824844.81    | 0.72%             | 2032-01-20      | Variable      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| FIDELITY GRAND HARBOUR CLO         | FIDELITY GRAND HARBOUR CLO 2022-1 DESIGNATED ACTIVITY CO                         | CUSIP: BCC379BZ8<br>LEI: 635400WZN9BHTX4JQD87 | Long             | ABS-CBDO         | CORP              | IE        |   1750000 | OU      | $1537933.18   | 1.34%             | 2036-10-15      | Variable      | 8.93%                 | Yes           |                  2 | On Loan: No      |
| POLARIS INC                        | POLARIS NEWCO LLC                                                                | CUSIP: N/A<br>LEI: 549300QJSN8UVWN1EI78       | Long             | LON              | CORP              | US        |    990000 | PA      | $1074874.07   | 0.93%             | 2028-06-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| ZF INVEST                          | ZF INVEST SAS                                                                    | CUSIP: N/A<br>LEI: 969500AEFV8YOHIJUO57       | Long             | LON              | CORP              | FR        |   1000000 | PA      | $867454.57    | 0.75%             | 2028-07-12      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| MINERVA BIDCO LTD                  | MINERVA BIDCO LTD                                                                | CUSIP: N/A<br>LEI: 213800XWA3V4T3U4T312       | Long             | LON              | CORP              | GB        |   1000000 | PA      | $1122889.24   | 0.98%             | 2025-07-25      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| BCP V MODULAR SERVICES H           | MODULAIRE GROUP HOLDINGS                                                         | CUSIP: N/A<br>LEI: 549300C6IE8LNURFZG55       | Long             | LON              | CORP              | GB        |   1000000 | PA      | $969344.91    | 0.84%             | 2028-12-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| STAGE ENTERTAINMENT BV             | STAGE ENTERTAINMENT BV                                                           | CUSIP: N/A<br>LEI: 213800LK9D4ZNEX9VB03       | Long             | LON              | CORP              | NL        |   1000000 | PA      | $961259.45    | 0.84%             | 2026-06-02      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| ADB SAFEGATE BVBA                  | ADB SAFEGATE BVBA                                                                | CUSIP: N/A<br>LEI: 549300T4XDR2Z0DI8S95       | Long             | LON              | CORP              | LU        |   1000000 | PA      | $814789.80    | 0.71%             | 2026-10-03      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| LSF10 XL BIDCO SCA                 | LSF10 XL BIDCO SCA                                                               | CUSIP: N/A<br>LEI: 254900O6UUYRRZZ5I689       | Long             | LON              | CORP              | LU        |   1280206 | PA      | $1092116.15   | 0.95%             | 2028-04-12      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| HAYFIN EMERALD CLO                 | HAYFIN EMERALD CLO IV DAC                                                        | CUSIP: BCC31TBT4<br>LEI: 549300IJBPLU7N152J03 | Long             | ABS-CBDO         | CORP              | IE        |    740000 | OU      | $552175.61    | 0.48%             | 2034-10-15      | Variable      | 10.06%                | Yes           |                  2 | On Loan: No      |
| FINTRAX INTERNATIONAL HOL          | FINTRAX INTERNATIONAL HOL                                                        | CUSIP: N/A<br>LEI: 635400QQAFC1SAQZNH38       | Long             | LON              | CORP              | GB        |    150718 | PA      | $150759.41    | 0.13%             | 2026-12-18      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| TIKEHAU                            | TIKEHAU CLO DAC                                                                  | CUSIP: BCC31RX07<br>LEI: 549300JRN5DH0UN2QJ46 | Long             | ABS-CBDO         | CORP              | IE        |   2000000 | OU      | $1603322.76   | 1.39%             | 2034-08-04      | Variable      | 10.48%                | 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      | $968538.45    | 0.84%             | 2026-10-30      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| ALPHA AB BIDCO BV                  | AMMEGA GROUP BV                                                                  | CUSIP: N/A<br>LEI: 724500HW03Y0R2FX0U51       | Long             | LON              | CORP              | NL        |   1150000 | PA      | $1128520.55   | 0.98%             | 2025-07-30      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGI     | CARLYLE EURO CLO 2021-2 DAC                                                      | CUSIP: BCC37RYG5<br>LEI: 635400GXUD5SKWFXE966 | Long             | ABS-CBDO         | CORP              | IE        |    855000 | OU      | $780011.39    | 0.68%             | 2035-10-25      | Variable      | 9.74%                 | Yes           |                  2 | On Loan: No      |
| EURO GALAXY CLO BV                 | EURO-GALAXY IV CLO DAC                                                           | CUSIP: BCC3112Z1<br>LEI: 635400INIURGLCAQKI22 | Long             | ABS-CBDO         | CORP              | IE        |   1750000 | OU      | $1342287.40   | 1.17%             | 2034-07-30      | Variable      | 10.46%                | Yes           |                  2 | On Loan: No      |
| INDIGOCYAN HOLDCO 3 LIMITED        | INDIGOCYAN HOLDCO 3 LTD                                                          | CUSIP: N/A<br>LEI: 213800FQZTI1W79G8Q70       | Long             | LON              | CORP              | JE        |   2000000 | PA      | $2229712.50   | 1.94%             | 2024-06-23      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| NEW LOOK GROUP LTD                 | New Look Corporate Limited Shareholder Loan                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     24012 | PA      | $2170.54      | 0.00%             | 2029-11-09      | Fixed         | 0.00%                 | 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        |   1000000 | PA      | $992118.45    | 0.86%             | 2026-12-04      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| AURIS LUXEMBOURG III SA            | AURIS LUXEMBOURG III SA                                                          | CUSIP: N/A<br>LEI: 213800VO63L2OE6QXG55       | Long             | LON              | CORP              | LU        |   1000000 | PA      | $934916.66    | 0.81%             | 2026-02-27      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PRAESIDIAD LTD                     | PRAESIDIAD LTD                                                                   | CUSIP: N/A<br>LEI: 213800EBI1FRM3CMCK27       | Long             | LON              | CORP              | GB        |   1000000 | PA      | $887111.50    | 0.77%             | 2024-10-04      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL             | MITCHELL INTERNATIONAL                                                           | CUSIP: N/A<br>LEI: 5493002RDNIGEM7SSV41       | Long             | LON              | CORP              | US        |    158974 | PA      | $133985.98    | 0.12%             | 2029-10-15      | Variable      | 9.57%                 | No            |                  2 | On Loan: No      |
| GRINDING MEDIA INC                 | GRINDING MEDIA INC                                                               | CUSIP: 39854KAB6<br>LEI: 254900IYFJ03EGFQ8C34 | Long             | LON              | CORP              | US        |    430712 | PA      | $398408.62    | 0.35%             | 2028-10-12      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| ADVANTAGE SALES & MARKET           | ADVANTAGE SALES & MARKETING                                                      | CUSIP: 00769EAZ3<br>LEI: 549300T4O24KQDED1182 | Long             | LON              | CORP              | US        |    256109 | PA      | $207672.18    | 0.18%             | 2027-10-28      | Variable      | 8.28%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                | ASCEND LEARNING LLC                                                              | CUSIP: 04349HAK0<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    196211 | PA      | $186141.33    | 0.16%             | 2028-12-11      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                      | CARNIVAL CORP                                                                    | CUSIP: N/A<br>LEI: F1OF2ZSX47CR0BCWA982       | Long             | LON              | CORP              | PA        |    244878 | PA      | $230592.59    | 0.20%             | 2028-10-18      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC           | GREAT OUTDOORS GROUP LLC                                                         | CUSIP: 07014QAN1<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |    200408 | PA      | $193193.67    | 0.17%             | 2028-03-06      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| BL3776749                          | FINTHRIVE SOFTWARE INTER                                                         | CUSIP: 58404KAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    335604 | PA      | $303722.00    | 0.26%             | 2028-12-18      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| SHARP MIDCO LLC                    | SHARP MIDCO LLC                                                                  | CUSIP: N/A<br>LEI: 549300ZXMVUWBVXDAR03       | Long             | LON              | CORP              | US        |    228331 | PA      | $219198.15    | 0.19%             | 2028-12-29      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| VAC GERMANY HOLDING GMBH           | VAC GERMANY HOLDING GMBH                                                         | CUSIP: 64911CAB3<br>LEI: 549300UJYMVEWJOVTC36 | Long             | LON              | CORP              | DE        |    334492 | PA      | $303829.47    | 0.26%             | 2025-03-08      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| TITAN ACQUISITION LTD              | TITAN ACQUISITION LTD                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |    581724 | PA      | $548502.07    | 0.48%             | 2025-03-28      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BHN MERGER SUB INC                 | BHN MERGER SUB INC                                                               | CUSIP: 09238FAK7<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |    290079 | PA      | $283370.77    | 0.25%             | 2025-06-15      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| VACO HOLDINGS LLC                  | VACO HOLDINGS LLC                                                                | CUSIP: N/A<br>LEI: 54930076HTNXBP03T379       | Long             | LON              | CORP              | US        |    289602 | PA      | $278109.38    | 0.24%             | 2029-01-19      | Variable      | 8.71%                 | No            |                  2 | On Loan: No      |
| FINANCIERE MENDEL SASU             | FINANCIERE MENDEL SASU                                                           | CUSIP: N/A<br>LEI: 969500FG3VYTO80D0A13       | Long             | LON              | CORP              | FR        |   1000000 | PA      | $1027592.50   | 0.89%             | 2026-04-13      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| SEDGWICK CMS INC                   | SEDGWICK CMS INC                                                                 | CUSIP: 81527CAL1<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    287037 | PA      | $279701.43    | 0.24%             | 2025-12-31      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| NATEL ENGINEERING CO INC           | NATEL ENGINEERING CO INC                                                         | CUSIP: 63229BAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    490669 | PA      | $458368.42    | 0.40%             | 2026-04-30      | Variable      | 10.42%                | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU           | SINCLAIR TELEVISION GROU                                                         | CUSIP: 82925BAE5<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |    315364 | PA      | $302948.51    | 0.26%             | 2026-09-30      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| POLAR US BORROWER LLC              | POLAR US BORROWER LLC                                                            | CUSIP: 80643UAB4<br>LEI: 549300VWTN2NKZWJ5F70 | Long             | LON              | CORP              | US        |     77734 | PA      | $63094.33     | 0.05%             | 2025-10-15      | Variable      | 9.02%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                        | STAPLES INC                                                                      | CUSIP: 855031AQ3<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |    236905 | PA      | $211930.42    | 0.18%             | 2026-04-16      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                        | MCAFEE CORP                                                                      | CUSIP: 57906HAD9<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    679567 | PA      | $647715.64    | 0.56%             | 2029-03-01      | Variable      | 7.64%                 | No            |                  2 | On Loan: No      |
| AMERICAN AUTO AUCTION              | AMERICAN AUTO AUCTION                                                            | CUSIP: N/A<br>LEI: 5493002VI1KML1L8HW19       | Long             | LON              | CORP              | US        |    585575 | PA      | $502619.52    | 0.44%             | 2027-12-30      | Variable      | 8.70%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU           | SINCLAIR TELEVISION GROU                                                         | CUSIP: 82925BAG0<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |    384112 | PA      | $366945.98    | 0.32%             | 2029-04-21      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC           | TEAM HEALTH HOLDINGS INC                                                         | CUSIP: 87817JAG3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |    287737 | PA      | $201416.01    | 0.18%             | 2027-03-02      | Variable      | 8.98%                 | No            |                  2 | On Loan: No      |
| MITNICK CORPORATE PURCHA           | MITNICK CORPORATE PURCHA                                                         | CUSIP: 60672HAC7<br>LEI: 2549002PYWOTVEDJKW54 | Long             | LON              | CORP              | US        |    430000 | PA      | $410650.00    | 0.36%             | 2029-05-02      | Variable      | 8.94%                 | No            |                  2 | On Loan: No      |
| CB POLY US HOLDINGS INC            | CB POLY US HOLDINGS INC                                                          | CUSIP: 12511PAB7<br>LEI: 254900TSH6NNRZ0GUN05 | Long             | LON              | CORP              | US        |    192908 | PA      | $181140.42    | 0.16%             | 2029-05-18      | Variable      | 9.23%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDIN            | SCIENTIFIC GAMES HOLDIN                                                          | CUSIP: 80875CAB3<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |    762903 | PA      | $730586.23    | 0.64%             | 2029-04-04      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC | CLEAR CHANNEL OUTDOOR HO                                                         | CUSIP: 18452RAD7<br>LEI: 5299006P35UZZASMAZ95 | Long             | LON              | CORP              | US        |    278622 | PA      | $255713.74    | 0.22%             | 2026-08-21      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| ALLEN MEDIA LLC                    | ALLEN MEDIA LLC                                                                  | CUSIP: 01771JAG8<br>LEI: 549300ERNJNM4RN5JP79 | Long             | LON              | CORP              | US        |    246175 | PA      | $206402.08    | 0.18%             | 2027-02-10      | Variable      | 9.20%                 | No            |                  2 | On Loan: No      |
| EASTERN POWER LLC                  | EASTERN POWER LLC                                                                | CUSIP: 87264NAB3<br>LEI: 5493000R3E1L1VM1V279 | Long             | LON              | CORP              | US        |    342535 | PA      | $291796.66    | 0.25%             | 2025-10-02      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| GAINWELL ACQUISITION COR           | GAINWELL ACQUISITION COR                                                         | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    562725 | PA      | $550766.75    | 0.48%             | 2027-10-01      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| SEDGWICK CMS INC                   | SEDGWICK CMS INC                                                                 | CUSIP: 81527CAN7<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |      8978 | PA      | $8861.70      | 0.01%             | 2026-09-03      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| BL3227321                          | WCG PURCHASER CORP                                                               | CUSIP: 23343FAB0<br>LEI: 254900CEZYHAWVXDTS47 | Long             | LON              | CORP              | US        |    480970 | PA      | $455118.06    | 0.40%             | 2027-01-08      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| ENDURANCE INTERNATIONAL            | ENDURE DIGITAL INC                                                               | CUSIP: 29279UAB2<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |    651750 | PA      | $593092.50    | 0.52%             | 2028-02-10      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                        | ASURION LLC                                                                      | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1068450 | PA      | $833390.78    | 0.72%             | 2028-01-31      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| ARUBA INVESTMENT HOLDING           | ARUBA INVESTMENT HOLDING                                                         | CUSIP: 04317JAB4<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |    167324 | PA      | $162443.10    | 0.14%             | 2027-11-24      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| CCI BUYER INC                      | CCI BUYER INC                                                                    | CUSIP: 12510EAC1<br>LEI: 254900TMV7DAFRQALU04 | Long             | LON              | CORP              | US        |   1058995 | PA      | $1026166.55   | 0.89%             | 2027-12-17      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| PATHWAY VET ALLIANCE LLC           | PATHWAY VET ALLIANCE LLC                                                         | CUSIP: 70323KAE8<br>LEI: 2549001HRKTHAW7MOH74 | Long             | LON              | CORP              | US        |    226328 | PA      | $199978.16    | 0.17%             | 2027-03-31      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL                 | CONNECT FINCO SARL                                                               | CUSIP: N/A<br>LEI: 2594001KNYIQ456J2792       | Long             | LON              | CORP              | LU        |    369373 | PA      | $365402.35    | 0.32%             | 2026-12-11      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDI           | KRONOS ACQUISITION HOLDI                                                         | CUSIP: 49387TAW6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    761345 | PA      | $725062.75    | 0.63%             | 2026-12-22      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING               | CORNERSTONE BUILDING                                                             | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |    553897 | PA      | $495823.55    | 0.43%             | 2028-04-12      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| DCERT BUYER INC                    | DCERT BUYER INC                                                                  | CUSIP: N/A<br>LEI: 549300EF826JEEUCHZ67       | Long             | LON              | CORP              | US        |    300000 | PA      | $274876.50    | 0.24%             | 2029-02-19      | Variable      | 9.90%                 | No            |                  2 | On Loan: No      |
| PACKERS HOLDINGS LLC               | PACKERS HOLDINGS LLC                                                             | CUSIP: 69519UAF9<br>LEI: 549300X0L6OJNRPME518 | Long             | LON              | CORP              | US        |    219807 | PA      | $193430.26    | 0.17%             | 2028-03-09      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| ION TRADING FINANCE LTD            | ION TRADING FINANCE LTD                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | IE        |    217250 | PA      | $208334.06    | 0.18%             | 2028-04-01      | Variable      | 8.42%                 | No            |                  2 | On Loan: No      |
| TEGRA118 WEALTH SOLUTION           | TEGRA118 WEALTH SOLUTION                                                         | CUSIP: 33774UAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    361675 | PA      | $344314.60    | 0.30%             | 2027-02-18      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| TECTA AMERICA CORP                 | TECTA AMERICA CORP                                                               | CUSIP: N/A<br>LEI: 54930083ULRH07WCC129       | Long             | LON              | CORP              | US        |   1145020 | PA      | $1100363.76   | 0.96%             | 2028-04-10      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| CT TECHNOLOGIES                    | CT TECHNOLOGIES                                                                  | CUSIP: 12650JAR7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    242147 | PA      | $225196.81    | 0.20%             | 2025-12-16      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| OSMOSE UTILITIES SERVICE           | OSMOSE UTILITIES SERVICE                                                         | CUSIP: 68835HAH3<br>LEI: 549300FSLVHLFZ3S0D82 | Long             | LON              | CORP              | US        |    315845 | PA      | $298642.92    | 0.26%             | 2028-06-23      | Variable      | 7.27%                 | 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        |    504986 | PA      | $467192.47    | 0.41%             | 2026-12-04      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| BOELS TOPHOLDING BV                | BOELS TOPHOLDING BV                                                              | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | LON              | CORP              | NL        |   1000000 | PA      | $1006780.50   | 0.88%             | 2027-02-06      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| SOVOS BRANDS INTERMEDIATE          | SOVOS BRANDS INTERMEDIATE                                                        | CUSIP: 84611UAH1<br>LEI: 549300LNTCFBIDJ7R637 | Long             | LON              | CORP              | US        |    230856 | PA      | $224507.08    | 0.20%             | 2028-06-08      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| PROAMPAC PG BORROWER LLC           | PROAMPAC PG BORROWER LLC                                                         | CUSIP: 74274NAG8<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |    423637 | PA      | $410752.44    | 0.36%             | 2025-11-03      | Variable      | 7.87%                 | No            |                  2 | On Loan: No      |
| APX GROUP INC                      | APX GROUP INC                                                                    | CUSIP: 00213NAM4<br>LEI: 549300OMQVKPRU98OE64 | Long             | LON              | CORP              | US        |    364039 | PA      | $348481.45    | 0.30%             | 2028-07-10      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| PLUTO ACQUISITION I INC            | PLUTO ACQUISITION I INC                                                          | CUSIP: 72941DAF9<br>LEI: 254900MOXD90LKQ6AY47 | Long             | LON              | CORP              | US        |    119831 | PA      | $89873.59     | 0.08%             | 2026-06-22      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| RLG HOLDINGS LLC                   | RLG HOLDINGS LLC                                                                 | CUSIP: 74970AAB4<br>LEI: 254900Y6CDN3X5BPSO77 | Long             | LON              | CORP              | US        |    216588 | PA      | $204766.93    | 0.18%             | 2028-07-07      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                     | PROOFPOINT INC                                                                   | CUSIP: 74345HAB7<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    434348 | PA      | $419214.92    | 0.36%             | 2028-08-31      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| BL3684687                          | FLEXSYS HOLDINGS INC                                                             | CUSIP: 33939NAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    467650 | PA      | $367105.25    | 0.32%             | 2028-11-01      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                        | ASURION LLC                                                                      | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    414791 | PA      | $321981.58    | 0.28%             | 2029-01-20      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC              | DIRECTV FINANCING LLC                                                            | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    888298 | PA      | $853068.12    | 0.74%             | 2027-08-02      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| ALBANY MOLECULAR RESEARCH          | ALBANY MOLECULAR RESEARCH                                                        | CUSIP: N/A<br>LEI: CHZJRCSC4ACUSUD2MV11       | Long             | LON              | CORP              | US        |    481250 | PA      | $403776.35    | 0.35%             | 2026-08-30      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| WORLDWIDE EXPRESS INC              | WORLDWIDE EXPRESS INC                                                            | CUSIP: 00435UAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    132082 | PA      | $120616.39    | 0.10%             | 2028-07-26      | Variable      | 7.67%                 | 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        |   1241132 | OU      | $1241132.36   | 1.08%             | 2099-12-01      | Variable      | 3.93%                 | No            |                  1 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRE     | Dreyfus Institutional Preferred Government Plus Money Market Fund                | CUSIP: N/A<br>LEI: 549300RBWL04JG8SIX57       | Long             | STIV             | RF                | US        |   4008954 | OU      | $4008954.28   | 3.49%             | 2099-12-01      | Variable      | 3.93%                 | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-18

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

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Fund Treasurer