# EDGAR Filing Document

**Accession Number:** 0001057861
**File Stem:** 0000940400-26-020533
**Filing Date:** 2026-5
**Character Count:** 163900
**Document Hash:** c9aa9d59e7ce92ad7f77601466a0c2bd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-020533.hdr.sgml**: 20260521

**ACCESSION NUMBER**: 0000940400-26-020533

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260521

**DATE AS OF CHANGE**: 20260521

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BNY MELLON HIGH YIELD STRATEGIES FUND
- **CENTRAL INDEX KEY:** 0001057861

**ORGANIZATION NAME:**
- **EIN:** 134001109
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08703
- **FILM NUMBER:** 261007776

**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:** 2129226400

**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 HIGH YIELD STRATEGIES FUND
- **DATE OF NAME CHANGE:** 19980316

## 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 High Yield Strategies Fund

- **b. Investment Company Act file number:** 811-08703

- **c. CIK number of Registrant:** 0001057861

- **d. LEI of Registrant:** RH2DL1HWBBECVFYQNK56

- **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:** 212-922-6400

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

- **a. Name of Series:** BNY Mellon High Yield Strategies Fund

- **c. LEI of Series:** RH2DL1HWBBECVFYQNK56

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

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $279025438.50

**Total Liabilities:** $84907581.62

**Net Assets:** $194117856.88

**Delayed Delivery Securities:** $600000.00

**Cash Not Reported:** $5178309.62

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 1038.69558000 | **5-Year:** 4835.19611000 | **10-Year:** 272.89571000 | **30-Year:** 0.00000000

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

- **3-Month:** 123.84538000 | **1-Year:** 26541.05198000 | **5-Year:** 49793.09548000 | **10-Year:** 1703.24650000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | 2.82%                | -1.67%               | -1.92%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-955243.71              | $713342.61                                 |
| Month 2  | $466195.79               | $-2060403.14                               |
| Month 3  | $109548.76               | $-5757913.00                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Riot Platforms Inc                                                                                     | RIOT 0.75 01/15/30                                                                                      | CUSIP: 767292AB1<br>LEI: 5299005LKZAJQDQZDF73 | Long             | DBT              | CORP              | US        |    160000 | PA      | $184400.00    | 0.09%             | 2030-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Rithm Capital Corp.                                                                                    | RITM 8 07/15/30 144A                                                                                    | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |   1876000 | PA      | $1812123.70   | 0.93%             | 2030-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Belron U.K Finance PLC                                                                                 | BELRON 5.75 10/15/29 144a                                                                               | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    570000 | PA      | $573970.05    | 0.30%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                                       | PARA 4.95 01/15/31                                                                                      | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    870000 | PA      | $806236.33    | 0.42%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Cidron Atrium SE                                                                                       | ALLOHE 5.625 02/15/33 144A                                                                              | CUSIP: 000000000<br>LEI: 2549004YHD7GOLT9Y166 | Long             | DBT              | CORP              | DE        |    350000 | PA      | $385887.75    | 0.20%             | 2033-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Wesco Distribution, Inc.                                                                               | WCC 5.5 04/15/34 144A                                                                                   | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    781000 | PA      | $771119.56    | 0.40%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities Inc                                                                        | TMHC 5.75 11/15/32 144A                                                                                 | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    659000 | PA      | $660360.84    | 0.34%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Waste Pro USA Inc                                                                                      | WASPRO 7 02/01/33 144A                                                                                  | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |   1318000 | PA      | $1336123.82   | 0.69%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INEOS Finance PLC                                                                                      | INEGRP 7.5 04/15/29 144a                                                                                | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    465000 | PA      | $451537.51    | 0.23%             | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Auris Luxembourg III SARL                                                                              | WS AUDIOLOGY AS                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DK        |    809970 | PA      | $810982.46    | 0.42%             | 2029-02-28      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc.                                                                      | HLT 5.5 03/31/34 144A                                                                                   | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    372000 | PA      | $363727.43    | 0.19%             | 2034-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ray Financing LLC                                                                                      | SUNMED 6.5 07/15/31 144A                                                                                | CUSIP: 000000000<br>LEI: 254900IA5MVMGDF40Z19 | Long             | DBT              | CORP              | US        |    710000 | PA      | $822575.56    | 0.42%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OID-OL Intermediate I LLC (AKA Quest Software US Holdings Inc)                                         | OID-OL INTERMEDIATE                                                                                     | CUSIP: 67089SAD3<br>LEI: N/A                  | Long             | LON              | CORP              | N/A       |    358195 | PA      | $239478.75    | 0.12%             | 2029-02-01      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc.                                                   | RKT 4 10/15/33 144A                                                                                     | CUSIP: 77313LAB9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |    962000 | PA      | $863036.17    | 0.44%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Innophos Holdings, Inc.                                                                                | IPHS 11.5 06/15/29 144A                                                                                 | CUSIP: 45774NAD0<br>LEI: XQ0331QX53IRX25OY417 | Long             | DBT              | CORP              | US        |    467000 | PA      | $386900.16    | 0.20%             | 2029-06-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                       | NRG 5.75 01/15/34 144A                                                                                  | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    809000 | PA      | $798551.28    | 0.41%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                                   | NCLH 5.875 01/15/31 144A                                                                                | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    533000 | PA      | $518164.39    | 0.27%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                                         | SOLEIN 6.125 02/15/33 REGS                                                                              | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    720000 | PA      | $803901.63    | 0.41%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ADT Security Corp.                                                                                     | ADT 5.875 10/15/33 144A                                                                                 | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    691000 | PA      | $669924.15    | 0.35%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| U.S. Anesthesia Partners Inc                                                                           | US Anesthesia Partners First-lien Term Loan 425 2028-09-08                                              | CUSIP: 90350HAL3<br>LEI: 549300J001GMNRO7SQ51 | Long             | LON              | CORP              | US        |    687404 | PA      | $688572.16    | 0.35%             | 2028-10-01      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| Neptune BidCo US Inc.                                                                                  | NLSN 9.5 02/15/33 144A                                                                                  | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |   1223000 | PA      | $1188131.05   | 0.61%             | 2033-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings Inc.                                                                                    | ADVGRO 6.75 08/01/32 144A                                                                               | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    795000 | PA      | $795687.60    | 0.41%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                                                    | US LBM Term Loan B (Incremental) 375 2031-05-16                                                         | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    563566 | PA      | $454800.57    | 0.23%             | 2031-06-06      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Apld Computeco 2 LLC                                                                                   | PFORGE 6.75 03/15/31 144A                                                                               | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1888000 | PA      | $1875424.22   | 0.97%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Albion Financing 1 S.a.r.l.                                                                            | AGKLN 7 05/21/30 144A                                                                                   | CUSIP: 01330AAA4<br>LEI: 259400W9CABUZBRDLP97 | Long             | DBT              | CORP              | LU        |    846000 | PA      | $865269.34    | 0.45%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                                              | SUN V7.875 PERP 144A                                                                                    | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1303000 | PA      | $1331387.16   | 0.69%             | N/A             | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Celsa Opco SAU                                                                                         | Celsa Opco SA                                                                                           | CUSIP: 000000000<br>LEI: 95980020140005024777 | Long             | DBT              | CORP              | ES        |    673000 | PA      | $771831.63    | 0.40%             | 2030-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Verde Purchaser LLC                                                                                    | VRTV 10.5 11/30/30 144A                                                                                 | CUSIP: 92339LAA0<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | DBT              | CORP              | US        |    591000 | PA      | $614934.32    | 0.32%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                                                   | ALPGEN 6.25 01/15/34 144A                                                                               | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1066624.01   | 0.55%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block Communications, Inc.                                                                             | BLOCKC 10.25 03/01/31 144A                                                                              | CUSIP: 093645AK5<br>LEI: M5G68A9OHJWIL4SFC742 | Long             | DBT              | CORP              | US        |    408000 | PA      | $373691.65    | 0.19%             | 2031-03-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Altice France SA                                                                                       | NUMERICABLE US LLC                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    668825 | PA      | $671473.17    | 0.35%             | 2031-05-31      | Floating      | 10.55%                | No            |                  2 | On Loan: No      |
| Shift4 Payments Llc / Shift4 Payments Finance Subordinated Incorporated                                | FOUR 6.75 08/15/32 144A                                                                                 | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |    680000 | PA      | $669487.23    | 0.34%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                                                    | GPK 6.375 07/15/32 144A                                                                                 | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    800000 | PA      | $797225.70    | 0.41%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Wesco Distribution, Inc.                                                                               | WCC 6.625 03/15/32 144A                                                                                 | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    747000 | PA      | $765510.66    | 0.39%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                                           | THC 6 11/15/33 144A                                                                                     | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    654000 | PA      | $662263.94    | 0.34%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                                | LVLT 6.875 06/30/33 144A                                                                                | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    826000 | PA      | $841785.80    | 0.43%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE PLC                                                                                | HWDGRP 7.25 02/15/31 144A                                                                               | CUSIP: 44287GAA4<br>LEI: 87550008DPN8BDG67910 | Long             | DBT              | CORP              | GB        |    530000 | PA      | $534873.88    | 0.28%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Trimas Corporation                                                                                     | TRS 4.125 04/15/29 144A                                                                                 | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |    706000 | PA      | $672347.66    | 0.35%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                                            | SKX 10 07/15/33 144a                                                                                    | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |   1744021 | PA      | $1858677.47   | 0.96%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Jane Street Group LLC / JSG Finance Inc.                                                               | JANEST 7.125 04/30/31 144A                                                                              | CUSIP: 47077WAC2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |   1304000 | PA      | $1341250.06   | 0.69%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Columbus McKinnon Corp.                                                                                | CMCO 7.125 02/01/33 144A                                                                                | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1305619.88   | 0.67%             | 2033-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings Inc.                                                                         | WBD 4.279 03/15/32 *                                                                                    | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    814000 | PA      | $721407.50    | 0.37%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                        | TDG 6.875 12/15/30 144A                                                                                 | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    870000 | PA      | $892004.91    | 0.46%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Verisure Midholding AB (publ)                                                                          | VERISR 5.25 02/15/29 144A                                                                               | CUSIP: 000000000<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |    800000 | PA      | $923354.34    | 0.48%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                                                   | CLF 7.375 05/01/33 144A                                                                                 | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    670000 | PA      | $655990.35    | 0.34%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC                                                               | BLKCQP 5.5 06/15/31                                                                                     | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1414768.77   | 0.73%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | Federal National Mortgage Association 8.25% NON-CUMULATIVE PREFERRED STOCK, SERIES S                    | CUSIP: 313586752<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EP               | USGSE             | US        |     19830 | NS      | $235977.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Operations Co LLC                                                                               | VST 6.875 04/15/32 144A                                                                                 | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    474000 | PA      | $490844.71    | 0.25%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Vaco Holdings LLC                                                                                      | Vaco Holdings Term Loan B 500 2029-01-03                                                                | CUSIP: 91865FAJ8<br>LEI: 54930076HTNXBP03T379 | Long             | LON              | CORP              | US        |    815835 | PA      | $535138.59    | 0.28%             | 2029-01-22      | Floating      | 8.85%                 | No            |                  2 | On Loan: No      |
| BKV Upstream Midstream LLC                                                                             | BKVCOR 7.5 10/15/30 144A                                                                                | CUSIP: 05619CAA3<br>LEI: 254900LG75NBYHBBAU18 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1815531.21   | 0.94%             | 2030-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| W. R. Grace Holdings Llc                                                                               | GRA 6.625 08/15/32 144A                                                                                 | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    529000 | PA      | $515925.93    | 0.27%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Northern Oil And Gas, Inc.                                                                             | NOG 7.875 10/15/33 144A                                                                                 | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    783000 | PA      | $810646.16    | 0.42%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Cheplapharm Arzneimittel GmbH                                                                          | CHEPDE 6.75 02/15/32 144A                                                                               | CUSIP: 000000000<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    450000 | PA      | $509547.55    | 0.26%             | 2032-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Matador Resources Company                                                                              | MTDR 6.5 04/15/32 144A                                                                                  | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    805000 | PA      | $814354.12    | 0.42%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Atlantica Sustainable Infrastructure Group PLC                                                         | AY 6.375 02/15/32 144A                                                                                  | CUSIP: 13005HAA8<br>LEI: 254900V5SMQ1UP1CLC26 | Long             | DBT              | CORP              | GB        |   1360000 | PA      | $1329637.18   | 0.68%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Iqvia Inc                                                                                              | IQV 6.25 06/01/32 144A                                                                                  | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    698000 | PA      | $709685.22    | 0.37%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                                                                | ZAYO 13.75 09/09/30 144A                                                                                | CUSIP: 98919VAD7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    292779 | PA      | $273815.86    | 0.14%             | 2030-09-09      | Variable      | 13.75%                | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                                                   | NOVHOL 6.875 01/15/30 144A                                                                              | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    826000 | PA      | $803881.89    | 0.41%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES LTD                                                                                | BMCAUS 4.75 01/15/28 144A                                                                               | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    407000 | PA      | $402623.37    | 0.21%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Gray Media Inc.                                                                                        | GTN 9.625 07/15/32 144A                                                                                 | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70060.66     | 0.04%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Northriver Midstream Finance LP                                                                        | NORMID 6.75 07/15/32 144A                                                                               | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |   1065000 | PA      | $1068882.99   | 0.55%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                                      | POWSOL 6.75 09/15/32 144A                                                                               | CUSIP: 18060TAE5<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |    805000 | PA      | $811947.15    | 0.42%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mohegan Escrow Issuer LLC                                                                              | MOHEGN 11.875 04/15/31 144A                                                                             | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1063275.54   | 0.55%             | 2031-04-15      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                                               | CRK 5.875 01/15/30 144A                                                                                 | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1036679.45   | 0.53%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Gray Media Inc.                                                                                        | GTN 7.25 08/15/33 144A                                                                                  | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    983000 | PA      | $991292.59    | 0.51%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco Gmbh                                                                                 | THYELE L 04/30/30 13                                                                                    | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | LON              | CORP              | DE        |   1000000 | PA      | $1151070.56   | 0.59%             | 2030-04-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc.                                                                      | HLT 4 05/01/31 144A                                                                                     | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    650000 | PA      | $610563.53    | 0.31%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International Inc.                                                                      | LNW 6.25 10/01/33 144A                                                                                  | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    835000 | PA      | $818692.45    | 0.42%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Genmab AS And Genmab Finance LLC                                                                       | GMABDC 6.25 12/15/32 144A                                                                               | CUSIP: 37230JAA0<br>LEI: 529900MTJPDPE4MHJ122 | Long             | DBT              | CORP              | DK        |    788000 | PA      | $808454.12    | 0.42%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Wesco Distribution, Inc.                                                                               | WCC 6.375 03/15/33 144A                                                                                 | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    354000 | PA      | $360946.19    | 0.19%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Rithm Capital Corp.                                                                                    | RITM 8 04/01/29 144A                                                                                    | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |   1288000 | PA      | $1266529.81   | 0.65%             | 2029-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC / JSG Finance Inc.                                                               | JANEST 6.125 11/01/32 144A                                                                              | CUSIP: 47077WAD0<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |   1207000 | PA      | $1194632.72   | 0.62%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                                          | STWD 7.25 04/01/29 144A                                                                                 | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    663000 | PA      | $683472.78    | 0.35%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Max US Bidco                                                                                           | MAX US BIDCO INC                                                                                        | CUSIP: 57778YAB1<br>LEI: 254900BY85K73YD65D15 | Long             | LON              | CORP              | US        |    528027 | PA      | $436216.20    | 0.22%             | 2030-10-02      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                        | TDG 6.125 07/31/34 144A                                                                                 | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1452000 | PA      | $1429918.56   | 0.74%             | 2034-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                                              | XIFR 7.75 04/15/34 144A                                                                                 | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    909000 | PA      | $939371.51    | 0.48%             | 2034-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Black Pearl Compute LLC                                                                                | BLKPRL 6.125 02/15/31 144A                                                                              | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1380808.69   | 0.71%             | 2031-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                                                  | AAL 5.75 04/20/29 144A                                                                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1275121 | PA      | $1268962.55   | 0.65%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Garfunkelux Holdco 3 SA                                                                                | GFKLDE 9.5 11/01/28 144A                                                                                | CUSIP: 000000000<br>LEI: 2221007QVSNJV7EWBX69 | Long             | DBT              | CORP              | LU        |    594557 | PA      | $52210.34     | 0.03%             | 2028-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA LLC                                                                                   | ASHWOO 4.625 08/01/29 144A                                                                              | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    378000 | PA      | $357449.24    | 0.18%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                                       | CHTR 4.5 05/01/32                                                                                       | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1184000 | PA      | $1058715.57   | 0.55%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| E.W. Scripps Co.                                                                                       | SSP 9.875 08/15/30 144A                                                                                 | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |    871000 | PA      | $846388.07    | 0.44%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Entegris Inc                                                                                           | ENTG 5.95 06/15/30 144A                                                                                 | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    793000 | PA      | $798577.17    | 0.41%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc.                                                                                         | CRWV 9.25 06/01/30 144A                                                                                 | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   1783000 | PA      | $1734171.48   | 0.89%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| COMMUNITY HEALTH SYSTEMS INC                                                                           | CYH 10.875 01/15/32 144A                                                                                | CUSIP: 12543DBN9<br>LEI: 549300BQWM4WENQ3YW73 | Long             | DBT              | CORP              | US        |    613000 | PA      | $658430.04    | 0.34%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Radiology Partners Inc.                                                                                | RADPAR 8.5 07/15/32 144A                                                                                | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    873000 | PA      | $886199.76    | 0.46%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| IXS Holdings Inc                                                                                       | IXS (Innovative XCessories & Services) Term Loan B 550 2029-09-01                                       | CUSIP: 45074HAC2<br>LEI: 254900I3GPHU9VH9Z454 | Long             | LON              | CORP              | US        |    550838 | PA      | $550895.34    | 0.28%             | 2029-09-05      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Simmons Foods Inc / Simmons Prepared Foods Inc / Simmons Pet Food Inc / Simmons Feed (Ingredients Inc) | SIMFOO 4.625 03/01/29 144A                                                                              | CUSIP: 82873MAA1<br>LEI: 5493002Z1TVWRIL6NM97 | Long             | DBT              | CORP              | US        |   1186000 | PA      | $1142214.08   | 0.59%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| iShares Trust                                                                                          | iShares Trust IBOXX HI YD ETF                                                                           | CUSIP: 464288513<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     16579 | NS      | $1319025.24   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Sotera Health Holdings LLC                                                                             | STENOR 7.375 06/01/31 144A                                                                              | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1525478.93   | 0.79%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                                                                   | NEFINA 8 04/15/30 144A                                                                                  | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1009000 | PA      | $1039382.72   | 0.54%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                                                   | SHEARE 9.625 09/15/32 144A                                                                              | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    722000 | PA      | $737141.06    | 0.38%             | 2032-09-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Cotiviti Inc                                                                                           | Cotiviti Inc Fixed-rate Loan 2031-02-12                                                                 | CUSIP: 22164MAD9<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    578750 | PA      | $541131.25    | 0.28%             | 2031-05-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corporation                                     | UNSEAM 6.875 06/15/30 144A                                                                              | CUSIP: 019576AF4<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    540000 | PA      | $547804.08    | 0.28%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                                      | POWSOL 6.75 02/15/30 144A                                                                               | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |    645000 | PA      | $659967.23    | 0.34%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP / JETBLUE LOYALTY LP                                                              | JBLU 9.875 09/20/31 144A                                                                                | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    760000 | PA      | $719277.94    | 0.37%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                                                                                 | LUMN 5.375 06/15/29 144A                                                                                | CUSIP: 550241AA1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   1136000 | PA      | $1077197.96   | 0.55%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                                                                           | UAL 4.875 03/01/29                                                                                      | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    572000 | PA      | $560892.73    | 0.29%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                                         | SOLEIN 7.25 02/15/33 144*                                                                               | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    385000 | PA      | $367669.69    | 0.19%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd.                                                                                   | NSANY 7.5 07/17/30 144A                                                                                 | CUSIP: 654922AB9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    803000 | PA      | $809862.73    | 0.42%             | 2030-07-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Installed Building Products Inc                                                                        | IBP 5.625 02/01/34 144A                                                                                 | CUSIP: 45780RAB7<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |    938000 | PA      | $917641.65    | 0.47%             | 2034-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP / Emerald Co-Issuer Inc.                                                             | EMECLI 6.625 12/15/30 144A                                                                              | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |   1721000 | PA      | $1752509.79   | 0.90%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Acrisure Llc / Acrisure Fin Inc                                                                        | ACRISU 8.25 02/01/29 144A                                                                               | CUSIP: 00489LAK9<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |    415000 | PA      | $410564.31    | 0.21%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                                                                                 | LUMN 7.6 09/15/39 P                                                                                     | CUSIP: 156700AM8<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    851000 | PA      | $794745.97    | 0.41%             | 2039-09-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                                                   | CLF 6.875 11/01/29 144A                                                                                 | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    397000 | PA      | $397232.48    | 0.20%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Option Care Health Inc                                                                                 | OPCH 4.375 10/31/29 144A                                                                                | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |   1159000 | PA      | $1117789.55   | 0.58%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer Inc                   | PK 4.875 05/15/29 144A                                                                                  | CUSIP: 70052LAC7<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1061475.49   | 0.55%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                                     | VEGLPL 6.5 01/15/34 144A                                                                                | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    763000 | PA      | $795869.49    | 0.41%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises, L.P. / Icahn Enterprises Finance Corporation                                        | IEP 9.75 01/15/29                                                                                       | CUSIP: 451102CF2<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    705000 | PA      | $693626.52    | 0.36%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| VFH Parent LLC & Valor Co-Issuer Inc.                                                                  | VIRT 7.5 06/15/31 144A                                                                                  | CUSIP: 91824YAA6<br>LEI: 549300FRO9M476YHHY64 | Long             | DBT              | CORP              | US        |   1702000 | PA      | $1749993.00   | 0.90%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                                           | AM 5.75 07/01/34 144A                                                                                   | CUSIP: 03690AAN6<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |    821000 | PA      | $809589.52    | 0.42%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CoreLogic Inc                                                                                          | CoreLogic Term Loan B 350 2028-03-28                                                                    | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |    563525 | PA      | $540282.23    | 0.28%             | 2028-06-02      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp                                                                              | Gainwell Technologies (fka Milano Acqusition/DXC State & Local HHS) First-lien Term Loan 400 2027-08-03 | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    847763 | PA      | $824805.73    | 0.42%             | 2027-10-01      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| E.W. Scripps Company, The                                                                              | SSP L 11/30/29 2                                                                                        | CUSIP: 26928BAR0<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |    667985 | PA      | $658799.95    | 0.34%             | 2029-11-30      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Trimaran Cavu 2019-1 Ltd / LLC                                                                         | CAVU 2019-1A ER                                                                                         | CUSIP: 896218AW4<br>LEI: 549300IGMQ24BLOIU872 | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $670096.70    | 0.35%             | 2037-01-21      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                                           | ROCKIE 4.8 05/15/30 144A                                                                                | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |   1108000 | PA      | $1063325.55   | 0.55%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Sunrise Finco I BV                                                                                     | SUNN 4.875 07/15/31 144A                                                                                | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |    570000 | PA      | $543275.55    | 0.28%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                                   | NCLH 6.75 02/01/32 144A                                                                                 | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   1073000 | PA      | $1065642.12   | 0.55%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SPDR Series Trust                                                                                      | SPDR Series Trust STATE STREET SPDR BLOOMBERG HIGH YIELD BOND ETF                                       | CUSIP: 78468R622<br>LEI: 5493004JVD6CQEEJSS37 | Long             | EC               | RF                | US        |     13991 | NS      | $1339218.52   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc.                                                                                     | POST 6.5 03/15/36 144A                                                                                  | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    930000 | PA      | $911703.09    | 0.47%             | 2036-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc.                                                                                 | QNTELE 6.25 08/15/33 144A                                                                               | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    370000 | PA      | $374583.19    | 0.19%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SGL Group APS                                                                                          | SKIBID F 04/22/30 *                                                                                     | CUSIP: 000000000<br>LEI: 636700YQKGLXCPPUYE74 | Long             | DBT              | CORP              | DK        |    370000 | PA      | $400947.78    | 0.21%             | 2030-04-22      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                                          | CWENA 5.75 01/15/34 144A                                                                                | CUSIP: 18539UAG0<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    809000 | PA      | $795566.96    | 0.41%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings S.A.                                                                      | CONGLO 6.75 02/28/30 144A                                                                               | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |   1331000 | PA      | $1347624.19   | 0.69%             | 2030-02-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                                                                  | KIOXIA 6.625 07/24/33 144A                                                                              | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |   1556000 | PA      | $1600695.87   | 0.82%             | 2033-07-24      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Artera Services LLC                                                                                    | POWBUY 8.5 02/15/31 144A                                                                                | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |    528000 | PA      | $452562.90    | 0.23%             | 2031-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd.                                                                                   | NSANY 4.345 09/17/27 144A                                                                               | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $486765.15    | 0.25%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                                                                       | WULF 7.75 10/15/30 144A                                                                                 | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1567000 | PA      | $1656812.61   | 0.85%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DBR Land Holdings LLC                                                                                  | LB 6.25 12/01/30 144A                                                                                   | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1403000 | PA      | $1421407.36   | 0.73%             | 2030-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                                   | CCL 5.75 08/01/32 144A                                                                                  | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    570000 | PA      | $570527.14    | 0.29%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INEOS Finance PLC                                                                                      | INEGRP 7.25 03/31/31 144a                                                                               | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    370000 | PA      | $390599.78    | 0.20%             | 2031-03-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                                              | SUN 5.625 03/15/31 144A                                                                                 | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    690000 | PA      | $687321.63    | 0.35%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Rocket Companies Inc                                                                                   | RKT 6.125 08/01/30 144A                                                                                 | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    522000 | PA      | $527140.13    | 0.27%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc                                                                                       | ACOM 6.125 12/01/28 144A                                                                                | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    713000 | PA      | $683433.67    | 0.35%             | 2028-12-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC                                                                               | BLURAC 7 07/15/29 144A                                                                                  | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    522000 | PA      | $539552.25    | 0.28%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Catawba Nation Gaming Authority                                                                        | CATAWBA NATION GAMING AUTHORITY                                                                         | CUSIP: 14907EAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    530000 | PA      | $539608.90    | 0.28%             | 2032-03-29      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| APH/APH2/APH3 SOMERSET INVESTOR 2 LLC / AQUARIAN INSURANCE HOLDINGS LLC                                | AQUARI 7.875 11/01/29 144A                                                                              | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1608000 | PA      | $1455521.40   | 0.75%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                                            | W 6.75 11/15/32 144A                                                                                    | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    531000 | PA      | $535456.08    | 0.28%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                                      | ILIADH 7 10/15/28 144A                                                                                  | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    531000 | PA      | $534830.10    | 0.28%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings Llc                                                                               | CE 6.75 04/15/33                                                                                        | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    716000 | PA      | $735040.54    | 0.38%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TerraForm Power Operating, LLC                                                                         | TERP 4.75 01/15/30 144A                                                                                 | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    848000 | PA      | $812637.72    | 0.42%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                                                       | BMCAUS 5.875 03/15/34 144A                                                                              | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    558000 | PA      | $538603.42    | 0.28%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Team Health Holdings Inc.                                                                              | TMH 8.375 06/30/28 144A                                                                                 | CUSIP: 87817AAE7<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |   1293000 | PA      | $1277344.55   | 0.66%             | 2028-06-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                                                   | CLF 7.5 09/15/31 144A                                                                                   | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    398000 | PA      | $397356.24    | 0.20%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc.                                                                                        | BBDBCN 6.75 06/15/33 144A                                                                               | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    950000 | PA      | $982260.10    | 0.51%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                                            | SKX 5.25 07/15/32 144A                                                                                  | CUSIP: 07337JAE7<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    470000 | PA      | $522351.68    | 0.27%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                                       | CHTR 4.25 01/15/34 144A                                                                                 | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $402519.09    | 0.21%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Nebius Group N.V.                                                                                      | NBIS 2.625 03/15/33 .                                                                                   | CUSIP: 63954QAL0<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $233650.00    | 0.12%             | 2033-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Inversion Escrow Issuer LLC                                                                            | SOLEIN 6.75 08/01/32 144A                                                                               | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |    810000 | PA      | $772204.27    | 0.40%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Jump Financial LLC                                                                                     | Jump Financial Term Loan B 350 2032-02-01                                                               | CUSIP: 48138UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    536652 | PA      | $537322.44    | 0.28%             | 2032-02-26      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                                                               | NGL Energy Operating Term Loan B 350 2033-02-24                                                         | CUSIP: 62922KAH3<br>LEI: 5493008CQD36WWZJ3O79 | Long             | LON              | CORP              | US        |    282000 | PA      | $282705.00    | 0.15%             | 2033-03-11      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Beacon Mobility Financial Corp.                                                                        | BEAMOB 7.25 08/01/30 144A                                                                               | CUSIP: 073644AA4<br>LEI: 254900EBTYFG24UQEM31 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1069968.51   | 0.55%             | 2030-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Usi Inc                                                                                                | COMINV 7.5 01/15/32 144A                                                                                | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |    661000 | PA      | $670524.35    | 0.35%             | 2032-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Insulet Corporation                                                                                    | PODD 6.5 04/01/33 144A                                                                                  | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |    658000 | PA      | $672105.55    | 0.35%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRISES INC                                                                        | EAF 9.875 12/23/29 144A                                                                                 | CUSIP: 38431AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $482772.23    | 0.25%             | 2029-12-23      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                                               | SFRFP 9.5 11/01/29 144A                                                                                 | CUSIP: 02090DAA6<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    922080 | PA      | $932417.74    | 0.48%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| UKG Inc.                                                                                               | ULTI 6.875 02/01/31 144A                                                                                | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |   1097000 | PA      | $1073052.96   | 0.55%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Lightning Power LLC                                                                                    | LIGPLL 7.25 08/15/32 144A                                                                               | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    770000 | PA      | $800990.77    | 0.41%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Rocket Companies Inc                                                                                   | RKT 6.375 08/01/33 144A                                                                                 | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    660000 | PA      | $667916.04    | 0.34%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                                                   | URI 3.75 01/15/32                                                                                       | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    998000 | PA      | $915937.65    | 0.47%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                                       | CHTR 5 02/01/28 144A                                                                                    | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1834000 | PA      | $1820053.16   | 0.94%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                                          | SM 6.75 08/01/29 144A                                                                                   | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    667000 | PA      | $677529.93    | 0.35%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pennymac Financial Services Inc                                                                        | PFSI 7.125 11/15/30 144A                                                                                | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    666000 | PA      | $662353.52    | 0.34%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC/Anywhere Co-Issuer Corp.                                                | HOUS 5.25 04/15/30 144A                                                                                 | CUSIP: 75606DAQ4<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1744674.25   | 0.90%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco S.a r.l.                                                                             | ICECR 6 08/01/32 144a                                                                                   | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |    950000 | PA      | $927174.16    | 0.48%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                                                                    | ARDGRP 7.75 02/15/31 144A                                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    314000 | PA      | $317911.50    | 0.16%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Moss Creek Resources Holdings Inc                                                                      | MSSCRK 8.25 09/01/31 144A                                                                               | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |    977000 | PA      | $977072.69    | 0.50%             | 2031-09-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                                                                           | UAL 5.375 03/01/31                                                                                      | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    576000 | PA      | $564806.42    | 0.29%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC / Windstream Escrow Finance Corp.                                              | WIN 8.25 10/01/31 144A                                                                                  | CUSIP: 97381AAA0<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1197483.37   | 0.62%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing (UK) PLC                                                                | SAZKAG 7.875 04/30/29 144A                                                                              | CUSIP: 02007VAA8<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |    710000 | PA      | $726352.86    | 0.37%             | 2029-04-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Goat Holdco LLC                                                                                        | B 6.75 02/01/32 144A                                                                                    | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1469000 | PA      | $1479274.19   | 0.76%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Petsmart LLC / Petsmart Financial Corp.                                                                | PETM 7.5 09/15/32                                                                                       | CUSIP: 71677KAC2<br>LEI: 894500NGJMHSFNESGA67 | Long             | DBT              | CORP              | US        |    955000 | PA      | $960362.33    | 0.49%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                        | TDG 6.375 05/31/33 144A                                                                                 | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    867000 | PA      | $863062.35    | 0.44%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Artisan Newco B.V.                                                                                     | ARTISAN NEWCO BV                                                                                        | CUSIP: 000000000<br>LEI: 7245009YIYR683H17R35 | Long             | LON              | CORP              | NL        |   1000000 | PA      | $1153145.31   | 0.59%             | 2032-04-05      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                                          | DISH 5.125 06/01/29                                                                                     | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    879000 | PA      | $786491.22    | 0.41%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CRC INSURANCE GROUP LLC                                                                                | TIHLLC 7.125 06/01/31 144A                                                                              | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1467000 | PA      | $1472668.49   | 0.76%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Petsmart LLC / Petsmart Financial Corp.                                                                | PETM 10 09/15/33                                                                                        | CUSIP: 71677KAD0<br>LEI: 894500NGJMHSFNESGA67 | Long             | DBT              | CORP              | US        |    806000 | PA      | $805055.53    | 0.41%             | 2033-09-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Neptune BidCo US Inc.                                                                                  | NLSN 9.29 04/15/29 144A                                                                                 | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |   1218000 | PA      | $1222382.36   | 0.63%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| Dealer Tire LLC                                                                                        | DEATIR 8 02/01/28 144A                                                                                  | CUSIP: 24229JAA1<br>LEI: 549300XTS06OMOCRSE50 | Long             | DBT              | CORP              | US        |    824000 | PA      | $806187.92    | 0.42%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                                              | XIFR 8.375 01/15/31 144A                                                                                | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    652000 | PA      | $686716.39    | 0.35%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| American Auto Auction Group LLC                                                                        | American Auto Auction Term Loan B 450 2032-05-12                                                        | CUSIP: 02403MAR1<br>LEI: 5493002VI1KML1L8HW19 | Long             | LON              | CORP              | US        |    408967 | PA      | $407067.60    | 0.21%             | 2032-05-28      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| AAR Corp.                                                                                              | AIR 6.75 03/15/29 144A                                                                                  | CUSIP: 00253PAA6<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | DBT              | CORP              | US        |    737000 | PA      | $750632.29    | 0.39%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                       | NRG 6.25 11/01/34 144A                                                                                  | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    841000 | PA      | $848390.03    | 0.44%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                                          | OMF 6.125 05/15/30                                                                                      | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $391410.36    | 0.20%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Mohegan Escrow Issuer LLC                                                                              | MOHEGN 8.25 04/15/30 144A                                                                               | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    806000 | PA      | $825674.46    | 0.43%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GrafTech Finance Inc.                                                                                  | EAF 4.625 12/23/29 144A                                                                                 | CUSIP: 384311AC0<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |    897000 | PA      | $501677.57    | 0.26%             | 2029-12-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SAS                                                                                      | SFRFP 10 01/15/33 144A                                                                                  | CUSIP: 020956AA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    703000 | PA      | $639721.49    | 0.33%             | 2033-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                                          | RIG 6.8 03/15/38                                                                                        | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    205000 | PA      | $197085.57    | 0.10%             | 2038-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                                           | BHCCN 5 01/30/28 144A                                                                                   | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    467000 | PA      | $395126.37    | 0.20%             | 2028-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                                            | FIBCOP 7.721 06/04/38 144A                                                                              | CUSIP: 683879AH3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    806000 | PA      | $808898.38    | 0.42%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| Samarco Mineracao SA                                                                                   | SAMMIN 9.5 06/30/31 144A                                                                                | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |    143955 | PA      | $141728.11    | 0.07%             | 2031-06-30      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                                                   | SHEARE 7.875 03/01/31 144A                                                                              | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    915000 | PA      | $932287.10    | 0.48%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                                | GBP/USD FORWARD                                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6468.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Viking Cruises, Ltd.                                                                                   | VIKCRU 5.875 10/15/33 144A                                                                              | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    723000 | PA      | $714343.41    | 0.37%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                                                   | ALPGEN 6.75 10/15/32 144A                                                                               | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1076284.45   | 0.55%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                                                  | QUIKHO 6.375 03/01/32 144A                                                                              | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    851000 | PA      | $863554.80    | 0.44%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                                       | CYH 5.25 05/15/30 144A                                                                                  | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    762000 | PA      | $718659.22    | 0.37%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hexion Holdings Corporation                                                                            | Hexion Term Loan B 400 2029-03-01                                                                       | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |    685000 | PA      | $656887.60    | 0.34%             | 2029-03-15      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                           | ORCL 6.25 11/09/32                                                                                      | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    520000 | PA      | $533837.85    | 0.28%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                                                   | LifePoint Health Term Loan B 375 2031-05-01                                                             | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    408894 | PA      | $409483.27    | 0.21%             | 2031-05-16      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| VIRTUSA CORP                                                                                           | VRTU 7.125 12/15/28 144A                                                                                | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $971718.17    | 0.50%             | 2028-12-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PHH ESCROW ISSUER LLC                                                                                  | PHHESC 9.875 11/01/29 144A                                                                              | CUSIP: 716964AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1105934.09   | 0.57%             | 2029-11-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                                                        | SBGI 8.125 02/15/33 144A                                                                                | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    640000 | PA      | $651200.00    | 0.34%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                                                    | RRR 4.625 12/01/31 144A                                                                                 | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    637000 | PA      | $595397.53    | 0.31%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| W. R. Grace Holdings Llc                                                                               | GRA 7 08/01/33 144A                                                                                     | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    570000 | PA      | $554057.10    | 0.29%             | 2033-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                                          | UVN 4.5 05/01/29 144A                                                                                   | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    710000 | PA      | $667546.62    | 0.34%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Builders Firstsource, Inc.                                                                             | BLDR 4.25 02/01/32 144A                                                                                 | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    724000 | PA      | $667421.14    | 0.34%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                       | NRG 3.875 02/15/32 144A                                                                                 | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    650000 | PA      | $598486.92    | 0.31%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RLJ Lodging Trust LP                                                                                   | RLJ 4 09/15/29 144A                                                                                     | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |    882000 | PA      | $826712.80    | 0.43%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Operating Corp.                                                                        | GPOR 6.75 09/01/29 144A                                                                                 | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |   1466000 | PA      | $1501140.02   | 0.77%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                                                                | ZAYO L 03/11/30 1                                                                                       | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |   1403577 | PA      | $1380691.80   | 0.71%             | 2030-03-11      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Northern Oil And Gas, Inc.                                                                             | NOG 8.75 06/15/31 144A                                                                                  | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   1133000 | PA      | $1178795.86   | 0.61%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd.                                                                                   | NSANY 6.375 07/17/33 144a                                                                               | CUSIP: 654744AK7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    463000 | PA      | $534222.81    | 0.28%             | 2033-07-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc.                                                                                 | QNTELE 5.75 08/15/32 144A                                                                               | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    933000 | PA      | $935277.45    | 0.48%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SV RNO Property Owner 1 LLC                                                                            | TRACTC 5.875 03/01/31 144A                                                                              | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1711121.48   | 0.88%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PG&E Corporation                                                                                       | PCG 5.25 07/01/30                                                                                       | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    694000 | PA      | $685201.54    | 0.35%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| 1261229 B.C. LTD                                                                                       | BHCCN 10 04/15/32 144A                                                                                  | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2150000 | PA      | $2203081.35   | 1.13%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                                                  | QUIKHO 6.75 03/01/33 144A                                                                               | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1052000 | PA      | $1069268.58   | 0.55%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                                          | OMF 7.875 03/15/30                                                                                      | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    643000 | PA      | $663988.99    | 0.34%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                                          | DISH 7.375 07/01/28                                                                                     | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    967000 | PA      | $939147.02    | 0.48%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                                                         | SATS 3.875 11/30/30                                                                                     | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    128000 | PA      | $457548.80    | 0.24%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC(f/k/a White Cap Buyer LLC)                                               | White Cap Term Loan B 325 2029-10-01                                                                    | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |   1370000 | PA      | $1320858.10   | 0.68%             | 2029-10-19      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                                          | STWD 4.375 01/15/27 144A                                                                                | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    331000 | PA      | $329535.79    | 0.17%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cipher Compute LLC                                                                                     | CIFR 7.125 11/15/30 144A                                                                                | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1089142.95   | 0.56%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Howden UK Refinance 2 PLC / Howden US Finance LLC                                                      | HWDGRP 8.125 02/15/32 144A                                                                              | CUSIP: 44287DAA1<br>LEI: 875500O63ODR8S3K5X33 | Long             | DBT              | CORP              | GB        |   1405000 | PA      | $1317700.04   | 0.68%             | 2032-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| E.W. Scripps Company, The                                                                              | SSP L 06/30/28 1                                                                                        | CUSIP: 26928BAQ2<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |    365976 | PA      | $369255.60    | 0.19%             | 2028-06-30      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                                                    | USLBMH 6.25 01/15/29 144A                                                                               | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    983000 | PA      | $719527.98    | 0.37%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MIWD Holdco II LLC & MIWD Finance Corp.                                                                | MIWIDO 5.5 02/01/30 144A                                                                                | CUSIP: 55337PAA0<br>LEI: 254900X3SPV5RVFJEY72 | Long             | DBT              | CORP              | US        |    667000 | PA      | $576813.06    | 0.30%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                                      | HRI 5.75 03/15/31 144A                                                                                  | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1108987.88   | 0.57%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CROWN POINT CLO 8 LTD                                                                                  | CRNPT 2019-8A ER                                                                                        | CUSIP: 22846CAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2375000 | PA      | $2234894.00   | 1.15%             | 2034-10-20      | Floating      | 11.06%                | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                                | USD/EUR FORWARD                                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-76126.56    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CoreLogic, Inc.                                                                                        | CLGX 4.5 05/01/28 144A                                                                                  | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |    627000 | PA      | $589209.96    | 0.30%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc                                                                                  | RGCARE 10 06/01/32 144A                                                                                 | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   1528000 | PA      | $1562349.79   | 0.80%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Nassau Companies Of New York                                                                           | NASSAU 7.875 07/15/30 144A                                                                              | CUSIP: 63155AAA6<br>LEI: 549300Q3ENSFI87YLC32 | Long             | DBT              | CORP              | US        |    675000 | PA      | $617195.43    | 0.32%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Wand Newco 3 Inc                                                                                       | CALCOL 7.625 01/30/32 144A                                                                              | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1253214.16   | 0.65%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                                   | CCL 6.125 02/15/33 144A                                                                                 | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    855000 | PA      | $864003.15    | 0.45%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                                       | CYH 9.75 01/15/34 144A                                                                                  | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1543090.41   | 0.79%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ProAmpac PG Borrower LLC                                                                               | ProAmpac Term Loan B 400 2033-02-07                                                                     | CUSIP: 74274NAM5<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |    550000 | PA      | $532537.50    | 0.27%             | 2033-03-07      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                       | NRG V10.25 PERP 144A                                                                                    | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    490000 | PA      | $528869.74    | 0.27%             | N/A             | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Nexus Buyer LLC                                                                                        | NEXUS BUYER LLC                                                                                         | CUSIP: 65343UAH5<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |    580000 | PA      | $559337.50    | 0.29%             | 2031-07-31      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                                       | CHTR 4.5 08/15/30 144A                                                                                  | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $654569.02    | 0.34%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                                                         | SATS 10.75 11/30/29 .                                                                                   | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $2032027.65   | 1.05%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA GROUP INC                                                                                | NXST 7.25 04/15/34 144A                                                                                 | CUSIP: 65346UAA7<br>LEI: 52990083ZRR5UT591988 | Long             | DBT              | CORP              | US        |    600000 | PA      | $602422.01    | 0.31%             | 2034-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PMI (US) Bidco, Inc.                                                                                   | PennAero Term Loan B 325 2033-01-18                                                                     | CUSIP: 56017PAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    243103 | PA      | $244243.62    | 0.13%             | 2033-03-16      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer Inc                                       | ALIANT 7 01/15/31 144A                                                                                  | CUSIP: 01883LAF0<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    790000 | PA      | $797127.44    | 0.41%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                                           | THC 6.75 05/15/31                                                                                       | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    535000 | PA      | $547159.48    | 0.28%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Dycom Industries, Inc.                                                                                 | DY 4.5 04/15/29 144A                                                                                    | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |    542000 | PA      | $526122.54    | 0.27%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                                | LVLT 8.5 01/15/36 144A                                                                                  | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1425014 | PA      | $1488230.06   | 0.77%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ADT Security Corp.                                                                                     | ADT 4.875 07/15/32 144A                                                                                 | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    560000 | PA      | $523691.67    | 0.27%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                                           | BHCCN 11 09/30/28 144A                                                                                  | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    521000 | PA      | $531935.02    | 0.27%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Kennedy Wilson Inc                                                                                     | KW 4.75 02/01/30                                                                                        | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    282000 | PA      | $282294.73    | 0.15%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Italmatch Chemicals S.p.A                                                                              | FIREBC 6.25 02/05/31 144A                                                                               | CUSIP: 000000000<br>LEI: 815600E7294ACCE76074 | Long             | DBT              | CORP              | IT        |    160000 | PA      | $175816.90    | 0.09%             | 2031-02-05      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Voltagrid LLC                                                                                          | VOLTAG 7.375 11/01/30 144A                                                                              | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |   1547000 | PA      | $1598467.14   | 0.82%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings Inc.                                                                                    | ADVGRO 8 08/01/33 144A                                                                                  | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    493000 | PA      | $487092.50    | 0.25%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PMI (US) Bidco, Inc.                                                                                   | MAHSEER HOLDINGS LLC                                                                                    | CUSIP: 56017PAD9<br>LEI: N/A                  | Long             | LON              | CORP              | N/A       |     38897 | PA      | $39078.96     | 0.02%             | 2033-03-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                                                  | DTV 10 02/15/31 144A                                                                                    | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    973000 | PA      | $994035.53    | 0.51%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Altice LuxCo 3 Shares                                                                                  | Altice LuxCo 3 Shares                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | N/A       |     12647 | NS      | $210134.25    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                                      | CSCHLD 11.75 01/31/29 144A                                                                              | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    715000 | PA      | $517495.55    | 0.27%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                               | VST 4.375 05/01/29 144A                                                                                 | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     76000 | PA      | $74238.94     | 0.04%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| StubHub Holdco Sub LLC (F/K/A Pug LLC)                                                                 | Stubhub (Viagogo) Term Loan B 475 2030-03-01                                                            | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |    560000 | PA      | $552826.40    | 0.28%             | 2030-03-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK Financing I PLC                                                                             | VMED 5.625 04/15/32 144A                                                                                | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    580000 | PA      | $617866.33    | 0.32%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                        | TDG 6.375 03/01/29 144A                                                                                 | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    650000 | PA      | $662943.44    | 0.34%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                                                                          | SPLS 10.75 09/01/29 144A                                                                                | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1383756.00   | 0.71%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| QXO INC                                                                                                | BECN 6.75 04/30/32 144A                                                                                 | CUSIP: 74825NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    923000 | PA      | $942259.32    | 0.49%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc.                                                                                         | CRWV 9 02/01/31 144A                                                                                    | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    362000 | PA      | $344902.34    | 0.18%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL HOLDINGS (US) INC                                                                    | GFLCN 5.5 02/01/34 144A                                                                                 | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1208000 | PA      | $1186311.45   | 0.61%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                                                       | UWMC 6.625 02/01/30 144A                                                                                | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    941000 | PA      | $888366.91    | 0.46%             | 2030-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Apld Computeco LLC                                                                                     | APLD 9.25 12/15/30 144A                                                                                 | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2201000 | PA      | $2269675.60   | 1.17%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                                                       | VMED 5.5 05/15/29 144A                                                                                  | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    667000 | PA      | $640113.16    | 0.33%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sirius Xm Radio LLC                                                                                    | SIRI 5 08/01/27 144A                                                                                    | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    916000 | PA      | $915275.54    | 0.47%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDINGS LLC                                                                         | RCKENE 5.5 10/15/29 144A                                                                                | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |   1784000 | PA      | $1745674.51   | 0.90%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 3 Ltd.                                                                            | DCLO 2022-3A DR                                                                                         | CUSIP: 25255KAG9<br>LEI: 254900L1QJX98W5ORK78 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $391929.60    | 0.20%             | 2038-01-15      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                                                                 | ARNC 8 10/01/30 144A                                                                                    | CUSIP: 04288BAB6<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |    890000 | PA      | $927751.13    | 0.48%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Cidron Aida Finco S.r.l.                                                                               | ADVZCN 7 10/27/31 144a                                                                                  | CUSIP: 000000000<br>LEI: 98450036A07991DEBF10 | Long             | DBT              | CORP              | LU        |    560000 | PA      | $612852.89    | 0.32%             | 2031-10-27      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                                                    | HNDLIN 6.375 08/15/33 144A                                                                              | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   1333000 | PA      | $1308603.03   | 0.67%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Assemblin Caverion Group AB                                                                            | ASSEMB 6.25 07/01/30 144A                                                                               | CUSIP: 000000000<br>LEI: 636700ULD38LN63RC248 | Long             | DBT              | CORP              | SE        |    450000 | PA      | $530177.95    | 0.27%             | 2030-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                                                                              | ATSG 7.25 03/15/32 144A                                                                                 | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |    843000 | PA      | $879250.69    | 0.45%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Crown Finance US Inc                                                                                   | CROWN FINANCE US INC                                                                                    | CUSIP: 22834KAV3<br>LEI: 254900ABTWPQTCKKR839 | Long             | LON              | CORP              | US        |    543270 | PA      | $538769.01    | 0.28%             | 2031-12-02      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| United Group B.V.                                                                                      | ADRBID 6.5 10/31/31 144A                                                                                | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |    780000 | PA      | $891733.01    | 0.46%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                                                     | RYASPE 5.875 08/01/32 144A                                                                              | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    756000 | PA      | $747812.22    | 0.39%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Optimus Bidco SAS                                                                                      | OPTIMUS BIDCO SA                                                                                        | CUSIP: 000000000<br>LEI: 699400NFS4UN6VM40475 | Long             | LON              | CORP              | FR        |   1000000 | PA      | $991967.81    | 0.51%             | 2028-12-31      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                                          | DISH 5.75 12/01/28 144A                                                                                 | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    737000 | PA      | $713266.79    | 0.37%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Arcosa Inc                                                                                             | ACA 6.875 08/15/32 144A                                                                                 | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    680000 | PA      | $697280.84    | 0.36%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                               | VST 7.75 10/15/31 144A                                                                                  | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    641000 | PA      | $671743.41    | 0.35%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                                                       | UWMC 6.25 03/15/31 144A                                                                                 | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1157637.39   | 0.60%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                         | C V6.625 PERP                                                                                           | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1341916.51   | 0.69%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                                       | CHTR 5.375 06/01/29 144A                                                                                | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    799000 | PA      | $788511.29    | 0.41%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Acrisure Llc / Acrisure Fin Inc                                                                        | ACRISU 6.75 07/01/32 144A                                                                               | CUSIP: 004961AA6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1495119.31   | 0.77%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                        | TDG 7.125 12/01/31 144A                                                                                 | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    220000 | PA      | $227349.32    | 0.12%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                                     | POST 4.625 04/15/30 144A                                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1523000 | PA      | $1463153.26   | 0.75%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Pennymac Financial Services Inc                                                                        | PFSI 6.75 02/15/34 144A                                                                                 | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    656000 | PA      | $614588.97    | 0.32%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FMG Resources (August 2006) Pty Ltd.                                                                   | FMGAU 6.125 04/15/32 144A                                                                               | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    690000 | PA      | $705682.07    | 0.36%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Samarco Mineracao SA                                                                                   | SAMMIN 9.5 06/30/31 REGS                                                                                | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |    680407 | PA      | $669881.94    | 0.35%             | 2031-06-30      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                                     | VEGLPL 6.125 12/15/30 144A                                                                              | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411590.40    | 0.21%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Athenahealth Group Inc.                                                                                | ATHENA 6.5 02/15/30 144A                                                                                | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1592780.82   | 0.82%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                                              | SUN 5.625 07/15/34 144A                                                                                 | CUSIP: 86765KAN9<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |    253000 | PA      | $249305.15    | 0.13%             | 2034-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Rakuten Group Inc.                                                                                     | RAKUTN 9.75 04/15/29 144A                                                                               | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    625000 | PA      | $666681.71    | 0.34%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Garfunkelux Holdco 4 S.a r.l.                                                                          | GFKLDE 10.5 05/01/30 144A                                                                               | CUSIP: 000000000<br>LEI: 984500A488473C1E8792 | Long             | DBT              | CORP              | LU        |    125722 | PA      | $1816.45      | 0.00%             | 2030-05-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                                      | VENTGL 4.125 08/15/31 144A                                                                              | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    860000 | PA      | $798166.43    | 0.41%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Finance Co.                                                                            | GBLATL 7.95 06/15/33 144A                                                                               | CUSIP: 37959GAD9<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    674000 | PA      | $723528.45    | 0.37%             | 2033-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                                               | CRK 6.75 03/01/29 144A                                                                                  | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    777000 | PA      | $767542.20    | 0.40%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP                                                                                         | UNIT 6.5 02/15/29 144A                                                                                  | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    865000 | PA      | $840869.56    | 0.43%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Dreyfus Institutional Preferred Money Market Funds                                                     | Dreyfus Institutional Preffered Money Market Funds INST PFD PL MM                                       | CUSIP: 26200T208<br>LEI: 549300RBWL04JG8SIX57 | Long             | STIV             | RF                | US        |   9296093 | NS      | $9296093.10   | 4.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                                                                     | ET V6.625 PERP B                                                                                        | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1489000 | PA      | $1490329.68   | 0.77%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA GROUP INC                                                                                | NXST 6.5 09/15/33 144A                                                                                  | CUSIP: 65346UAB5<br>LEI: 52990083ZRR5UT591988 | Long             | DBT              | CORP              | US        |    583000 | PA      | $587794.59    | 0.30%             | 2033-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CTEC II GmbH                                                                                           | CERTEC 5.25 02/15/30 144A                                                                               | CUSIP: 000000000<br>LEI: 98450044C9BACG3DA974 | Long             | DBT              | CORP              | DE        |    370000 | PA      | $387872.78    | 0.20%             | 2030-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                                      | ILIADH 8.5 04/15/31 144A                                                                                | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    509000 | PA      | $533000.88    | 0.27%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP                                                                                         | UNIT 6 01/15/30 144A                                                                                    | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    991000 | PA      | $933166.84    | 0.48%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                                     | IRM 4.875 09/15/29 144A                                                                                 | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    705000 | PA      | $686358.67    | 0.35%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDINGS LLC                                                                         | RCM 6.875 11/15/31 144A                                                                                 | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1232000 | PA      | $1188765.55   | 0.61%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Resideo Funding Inc.                                                                                   | REZI 4 09/01/29 144A                                                                                    | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |   1139000 | PA      | $1077342.17   | 0.55%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                                | LVLT 7 03/31/34 144A                                                                                    | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    814000 | PA      | $833809.41    | 0.43%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Mercer International Inc.                                                                              | MERC 12.875 10/01/28 144A                                                                               | CUSIP: 588056BC4<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    257000 | PA      | $162569.46    | 0.08%             | 2028-10-01      | Fixed         | 12.88%                | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 SARL                                                                                     | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                            | CUSIP: 000000000<br>LEI: 549300ONXPZT3KQZDR65 | Long             | DBT              | CORP              | LU        |    520000 | PA      | $668881.24    | 0.34%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                                              | EOFP 6.75 09/15/33 144A                                                                                 | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    795000 | PA      | $776679.07    | 0.40%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd                                                                                         | Bausch Health (fka Valeant) Term Loan B 625 2030-09-17                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    965712 | PA      | $934592.39    | 0.48%             | 2030-09-25      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| Pax Holdco Spain, S.L.U.                                                                               | FINANCIERE PAX SAS                                                                                      | CUSIP: 000000000<br>LEI: 5493003QHT6ZHQO67865 | Long             | LON              | CORP              | FR        |   1000000 | PA      | $1138518.03   | 0.59%             | 2029-12-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc                                                                                  | RGCARE 8.375 02/15/32 144A                                                                              | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    649000 | PA      | $693548.66    | 0.36%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-21

**Name of Applicant:** BNY Mellon High Yield Strategies Fund

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Treasurer