# EDGAR Filing Document

**Accession Number:** 0001057861
**File Stem:** 0001775697-23-000106
**Filing Date:** 2023-2
**Character Count:** 173262
**Document Hash:** a95b75cadc46fd9a1a4932af143220f5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001775697-23-000106.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001775697-23-000106

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20230331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BNY MELLON HIGH YIELD STRATEGIES FUND
- **CENTRAL INDEX KEY:** 0001057861
- **IRS NUMBER:** 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:** 23664145

**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

## Nport-Ex

STATEMENT OF INVESTMENTS<br>BNY Mellon High Yield Strategies Fund

December 31, 2022 (Unaudited)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | <sup>a</sup>  | Value ($) |
| **Bonds and Notes - 128.1%**  | **Bonds and Notes - 128.1%**  | **Bonds and Notes - 128.1%**  | **Bonds and Notes - 128.1%**  |  |  |  |
| **Advertising - 1.6%**  | **Advertising - 1.6%**  | **Advertising - 1.6%**  | **Advertising - 1.6%**  |  |  |  |
| Clear Channel Outdoor Holdings Inc., Gtd. Notes |  | 7.75 | 4/15/2028 | 330000 | <sup>b</sup>  | 241330 |
| Clear Channel Outdoor Holdings Inc., Sr. Scd. Notes |  | 5.13 | 8/15/2027 | 1280000 | <sup>b</sup>  | 1111872 |
| Outfront Media Capital LLC, Gtd. Notes |  | 5.00 | 8/15/2027 | 975000 | <sup>b</sup>  | 879252 |
| Summer BC Holdco B SARL, Sr. Scd. Bonds | EUR | 5.75 | 10/31/2026 | 720000 | <sup>b</sup>  | 659932 |
|  |  |  |  |  | **2892386** | **2892386** |
| **Aerospace & Defense - 2.3%**  | **Aerospace & Defense - 2.3%**  | **Aerospace & Defense - 2.3%**  | **Aerospace & Defense - 2.3%**  |  |  |  |
| Bombardier Inc., Sr. Unscd. Notes |  | 7.50 | 3/15/2025 | 184000 | <sup>b</sup>  | 182597 |
| Spirit AeroSystems Inc., Scd. Notes |  | 7.50 | 4/15/2025 | 1000000 | <sup>b</sup>  | 990310 |
| Spirit AeroSystems Inc., Sr. Scd. Notes |  | 9.38 | 11/30/2029 | 395000 | <sup>b</sup>  | 416310 |
| TransDigm Inc., Gtd. Notes |  | 4.88 | 5/1/2029 | 1003000 |  | 876146 |
| TransDigm Inc., Gtd. Notes |  | 5.50 | 11/15/2027 | 810000 |  | 762275 |
| TransDigm Inc., Sr. Scd. Notes |  | 6.25 | 3/15/2026 | 911000 | <sup>b</sup>  | 900423 |
|  |  |  |  |  | **4128061** | **4128061** |
| **Airlines - 2.3%**  | **Airlines - 2.3%**  | **Airlines - 2.3%**  | **Airlines - 2.3%**  |  |  |  |
| Air Canada, Sr. Scd. Notes |  | 3.88 | 8/15/2026 | 830000 | <sup>b</sup>  | 736569 |
| American Airlines Inc., Sr. Scd. Notes |  | 5.50 | 4/20/2026 | 380000 | <sup>b</sup>  | 366093 |
| American Airlines Inc., Sr. Scd. Notes |  | 5.75 | 4/20/2029 | 1580000 | <sup>b</sup>  | 1446902 |
| American Airlines Inc., Sr. Scd. Notes |  | 11.75 | 7/15/2025 | 836000 | <sup>b</sup>  | 898557 |
| Delta Air Lines Inc., Sr. Scd. Notes |  | 4.75 | 10/20/2028 | 790000 | <sup>b</sup>  | 743793 |
|  |  |  |  |  | **4191914** | **4191914** |
| **Automobiles & Components - 4.6%**  | **Automobiles & Components - 4.6%**  | **Automobiles & Components - 4.6%**  | **Automobiles & Components - 4.6%**  |  |  |  |
| Clarios Global LP, Gtd. Notes |  | 8.50 | 5/15/2027 | 890000 | <sup>b</sup>  | 870915 |
| Clarios Global LP, Sr. Scd. Notes |  | 6.25 | 5/15/2026 | 630000 | <sup>b</sup>  | 616746 |
| Dealer Tire LLC, Sr. Unscd. Notes |  | 8.00 | 2/1/2028 | 1809000 | <sup>b</sup>  | 1594549 |
| Ford Motor Co., Sr. Unscd. Notes |  | 5.29 | 12/8/2046 | 243000 |  | 185739 |
| Ford Motor Credit Co., Sr. Unscd. Notes |  | 4.00 | 11/13/2030 | 1620000 |  | 1332944 |
| Ford Motor Credit Co., Sr. Unscd. Notes |  | 5.11 | 5/3/2029 | 1190000 |  | 1080282 |
| IHO Verwaltungs GmbH, Sr. Scd. Bonds |  | 6.00 | 5/15/2027 | 1450000 | <sup>b,c</sup>  | 1275311 |
| IHO Verwaltungs GmbH, Sr. Scd. Notes | EUR | 3.88 | 5/15/2027 | 960000 | <sup>b,c</sup>  | 872100 |
| Standard Profil Automotive GmbH, Sr. Scd. Bonds | EUR | 6.25 | 4/30/2026 | 675000 | <sup>b</sup>  | 443670 |
|  |  |  |  |  | **8272256** | **8272256** |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | <sup>a</sup>  | Value ($) |
| **Bonds and Notes - 128.1% (continued)** | **Bonds and Notes - 128.1% (continued)** | **Bonds and Notes - 128.1% (continued)** | **Bonds and Notes - 128.1% (continued)** |  |  |  |
| **Banks - 1.0%**  | **Banks - 1.0%**  | **Banks - 1.0%**  | **Banks - 1.0%**  |  |  |  |
| Bank of America Corp., Jr. Sub. Notes, Ser. JJ |  | 5.13 | 6/20/2024 | 570000 | <sup>d</sup>  | 527931 |
| Citigroup Inc., Jr. Sub. Notes, Ser. U |  | 5.00 | 9/12/2024 | 855000 | <sup>d</sup>  | 763098 |
| JPMorgan Chase & Co., Jr. Sub. Notes, Ser. HH |  | 4.60 | 2/1/2025 | 620000 | <sup>d</sup>  | 547925 |
|  |  |  |  |  | **1838954** | **1838954** |
| **Beverage Products - .5%**  | **Beverage Products - .5%**  | **Beverage Products - .5%**  | **Beverage Products - .5%**  |  |  |  |
| Primo Water Holdings Inc., Gtd. Notes |  | 4.38 | 4/30/2029 | 1070000 | <sup>b</sup>  | **925306** |
| **Building Materials - 1.8%**  | **Building Materials - 1.8%**  | **Building Materials - 1.8%**  | **Building Materials - 1.8%**  |  |  |  |
| Eco Material Technologies Inc., Sr. Scd. Notes |  | 7.88 | 1/31/2027 | 1531000 | <sup>b</sup>  | 1464490 |
| Griffon Corp., Gtd. Notes |  | 5.75 | 3/1/2028 | 1050000 |  | 962378 |
| Standard Industries Inc., Sr. Unscd. Notes |  | 4.75 | 1/15/2028 | 890000 | <sup>b</sup>  | 802202 |
|  |  |  |  |  | **3229070** | **3229070** |
| **Chemicals - 3.7%**  | **Chemicals - 3.7%**  | **Chemicals - 3.7%**  | **Chemicals - 3.7%**  |  |  |  |
| Axalta Coating Systems LLC, Gtd. Notes |  | 3.38 | 2/15/2029 | 390000 | <sup>b</sup>  | 322292 |
| Consolidated Energy Finance SA, Gtd. Notes |  | 5.63 | 10/15/2028 | 1502000 | <sup>b</sup>  | 1278167 |
| Iris Holdings Inc., Sr. Unscd. Notes |  | 8.75 | 2/15/2026 | 996000 | <sup>b,c</sup>  | 856560 |
| Italmatch Chemicals SPA, Sr. Scd. Notes, 3 Month EURIBOR +4.75% | EUR | 6.93 | 9/30/2024 | 1430000 | <sup>b,e</sup>  | 1470801 |
| Olympus Water US Holding Corp., Sr. Scd. Notes | EUR | 3.88 | 10/1/2028 | 1129000 | <sup>b</sup>  | 984871 |
| Olympus Water US Holding Corp., Sr. Scd. Notes |  | 4.25 | 10/1/2028 | 259000 | <sup>b</sup>  | 210607 |
| Olympus Water US Holding Corp., Sr. Unscd. Notes |  | 6.25 | 10/1/2029 | 791000 | <sup>b</sup>  | 601560 |
| Trinseo Materials Finance Inc., Gtd. Bonds |  | 5.13 | 4/1/2029 | 280000 | <sup>b</sup>  | 181726 |
| Trinseo Materials Finance Inc., Gtd. Notes |  | 5.38 | 9/1/2025 | 960000 | <sup>b</sup>  | 791117 |
|  |  |  |  |  | **6697701** | **6697701** |
| **Collateralized Loan Obligations Debt - 5.1%**  | **Collateralized Loan Obligations Debt - 5.1%**  | **Collateralized Loan Obligations Debt - 5.1%**  | **Collateralized Loan Obligations Debt - 5.1%**  |  |  |  |
| Battalion X Ltd. CLO, Ser. 2016-10A, Cl. DR2, 3 Month LIBOR +6.61% |  | 10.93 | 1/25/2035 | 1000000 | <sup>b,e</sup>  | 819622 |
| Chenango Park Ltd. CLO, Ser. 2018-1A, Cl. D, 3 Month LIBOR +5.80% |  | 9.88 | 4/15/2030 | 1000000 | <sup>b,e</sup>  | 806636 |
| Crown Point 8 Ltd. CLO, Ser. 2019-8A, Cl. ER, 3 Month LIBOR +7.13% |  | 11.37 | 10/20/2034 | 2375000 | <sup>b,e</sup>  | 2209016 |
| Northwoods Capital 27 Ltd. CLO, Ser. 2021-27A, Cl. E, 3 Month LIBOR +7.04% |  | 11.12 | 10/17/2034 | 1150000 | <sup>b,e</sup>  | 933567 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | <sup>a</sup>  | Value ($) |
| **Bonds and Notes - 128.1% (continued)** | **Bonds and Notes - 128.1% (continued)** | **Bonds and Notes - 128.1% (continued)** | **Bonds and Notes - 128.1% (continued)** |  |  |  |
| **Collateralized Loan Obligations Debt - 5.1% (continued)** | **Collateralized Loan Obligations Debt - 5.1% (continued)** | **Collateralized Loan Obligations Debt - 5.1% (continued)** | **Collateralized Loan Obligations Debt - 5.1% (continued)** |  |  |  |
| Octagon Investment Partners 33 Ltd. CLO, Ser. 2017-1A, Cl. D, 3 Month LIBOR +6.30% |  | 10.54 | 1/20/2031 | 1525000 | <sup>b,e</sup>  | 1294612 |
| Octagon Investment Partners 46 Ltd. CLO, Ser. 2020-2A, Cl. ER, 3 Month LIBOR +6.60% |  | 10.68 | 7/15/2036 | 2000000 | <sup>b,e</sup>  | 1661168 |
| OZLM VI Ltd. CLO, Ser. 2014-6A, Cl. DS, 3 Month LIBOR +6.05% |  | 10.13 | 4/17/2031 | 2000000 | <sup>b,e</sup>  | 1523092 |
|  |  |  |  |  | **9247713** | **9247713** |
| **Commercial & Professional Services - 7.3%**  | **Commercial & Professional Services - 7.3%**  | **Commercial & Professional Services - 7.3%**  | **Commercial & Professional Services - 7.3%**  |  |  |  |
| Albion Financing 1 SARL, Sr. Scd. Notes | EUR | 5.25 | 10/15/2026 | 540000 | <sup>b</sup>  | 507189 |
| Allied Universal Holdco LLC, Sr. Scd. Notes |  | 4.63 | 6/1/2028 | 990000 | <sup>b</sup>  | 819522 |
| Allied Universal Holdco LLC, Sr. Scd. Notes |  | 6.63 | 7/15/2026 | 1260000 | <sup>b</sup>  | 1155496 |
| APi Group DE Inc., Gtd. Notes |  | 4.75 | 10/15/2029 | 265000 | <sup>b</sup>  | 231074 |
| APX Group Inc., Gtd. Notes |  | 5.75 | 7/15/2029 | 1516000 | <sup>b</sup>  | 1257502 |
| BCP V Modular Services Finance II PLC, Sr. Scd. Bonds | EUR | 4.75 | 11/30/2028 | 960000 | <sup>b</sup>  | 865009 |
| HealthEquity Inc., Gtd. Notes |  | 4.50 | 10/1/2029 | 891000 | <sup>b</sup>  | 779759 |
| MPH Acquisition Holdings LLC, Sr. Scd. Notes |  | 5.50 | 9/1/2028 | 1180000 | <sup>b</sup>  | 922925 |
| Neptune Bidco US Inc., Sr. Scd. Notes |  | 9.29 | 4/15/2029 | 454000 | <sup>b</sup>  | 428783 |
| Prime Security Services Borrower LLC, Scd. Notes |  | 6.25 | 1/15/2028 | 1429000 | <sup>b</sup>  | 1303562 |
| Prime Security Services Borrower LLC, Sr. Scd. Notes |  | 5.75 | 4/15/2026 | 1248000 | <sup>b</sup>  | 1203946 |
| Verisure Midholding AB, Gtd. Notes | EUR | 5.25 | 2/15/2029 | 2200000 | <sup>b</sup>  | 1889879 |
| Verscend Escrow Corp., Sr. Unscd. Notes |  | 9.75 | 8/15/2026 | 1244000 | <sup>b</sup>  | 1221434 |
| Villa Dutch Bidco BV, Sr. Scd. Bonds | EUR | 9.00 | 11/3/2029 | 530000 | <sup>b</sup>  | 536135 |
|  |  |  |  |  | **13122215** | **13122215** |
| **Consumer Discretionary - 10.7%**  | **Consumer Discretionary - 10.7%**  | **Consumer Discretionary - 10.7%**  | **Consumer Discretionary - 10.7%**  |  |  |  |
| Banijay Group SAS, Sr. Unscd. Notes | EUR | 6.50 | 3/1/2026 | 1490000 | <sup>b</sup>  | 1509177 |
| Caesars Entertainment Inc., Sr. Scd. Notes |  | 6.25 | 7/1/2025 | 580000 | <sup>b</sup>  | 564749 |
| Carnival Corp., Gtd. Notes |  | 6.00 | 5/1/2029 | 550000 | <sup>b</sup>  | 367541 |
| Carnival Corp., Sr. Unscd. Notes |  | 7.63 | 3/1/2026 | 1127000 | <sup>b</sup>  | 895249 |
| Carnival Holdings Bermuda Ltd., Gtd. Notes |  | 10.38 | 5/1/2028 | 1114000 | <sup>b</sup>  | 1145621 |
| CCM Merger Inc., Sr. Unscd. Notes |  | 6.38 | 5/1/2026 | 1760000 | <sup>b</sup>  | 1660754 |
| CDI Escrow Issuer Inc., Sr. Unscd. Notes |  | 5.75 | 4/1/2030 | 720000 | <sup>b</sup>  | 646693 |
| Churchill Downs Inc., Gtd. Notes |  | 4.75 | 1/15/2028 | 440000 | <sup>b</sup>  | 394425 |
| Everi Holdings Inc., Gtd. Notes |  | 5.00 | 7/15/2029 | 1441000 | <sup>b</sup>  | 1239644 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($)<br><sup>a</sup>  | Value ($) |
| **Bonds and Notes - 128.1% (continued)** | **Bonds and Notes - 128.1% (continued)** | **Bonds and Notes - 128.1% (continued)** | **Bonds and Notes - 128.1% (continued)** |  |  |
| **Consumer Discretionary - 10.7% (continued)** | **Consumer Discretionary - 10.7% (continued)** | **Consumer Discretionary - 10.7% (continued)** | **Consumer Discretionary - 10.7% (continued)** |  |  |
| Golden Entertainment Inc., Sr. Unscd. Notes |  | 7.63 | 4/15/2026 | 750000<br> <sup>b</sup>  | 740397 |
| Hilton Domestic Operating Co., Gtd. Notes |  | 3.63 | 2/15/2032 | 950000<br> <sup>b</sup>  | 762451 |
| Hilton Domestic Operating Co., Gtd. Notes |  | 4.00 | 5/1/2031 | 420000<br> <sup>b</sup>  | 352250 |
| KB Home, Gtd. Notes |  | 4.00 | 6/15/2031 | 564000 | 454091 |
| Las Vegas Sands Corp., Sr. Unscd. Notes |  | 3.20 | 8/8/2024 | 810000 | 766089 |
| Maison Finco PLC, Sr. Scd. Bonds | GBP | 6.00 | 10/31/2027 | 870000<br> <sup>b</sup>  | 770591 |
| NCL Corp., Gtd. Notes |  | 5.88 | 3/15/2026 | 334000<br> <sup>b</sup>  | 262925 |
| NCL Corp., Sr. Scd. Notes |  | 5.88 | 2/15/2027 | 716000<br> <sup>b</sup>  | 621098 |
| Royal Caribbean Cruises Ltd., Gtd. Notes |  | 9.25 | 1/15/2029 | 140000<br> <sup>b</sup>  | 144033 |
| Royal Caribbean Cruises Ltd., Sr. Scd. Notes |  | 8.25 | 1/15/2029 | 840000<br> <sup>b</sup>  | 845250 |
| Royal Caribbean Cruises Ltd., Sr. Unscd. Notes |  | 5.50 | 8/31/2026 | 1392000<br> <sup>b</sup>  | 1172760 |
| Scientific Games Holdings LP, Sr. Unscd. Notes |  | 6.63 | 3/1/2030 | 1857000<br> <sup>b</sup>  | 1571022 |
| Scientific Games International Inc., Gtd. Notes |  | 7.25 | 11/15/2029 | 815000<br> <sup>b</sup>  | 783867 |
| Station Casinos LLC, Gtd. Notes |  | 4.50 | 2/15/2028 | 770000<br> <sup>b</sup>  | 670617 |
| Taylor Morrison Communities Inc., Sr. Unscd. Notes |  | 5.13 | 8/1/2030 | 269000<br> <sup>b</sup>  | 233495 |
| TUI Cruises GmbH, Sr. Unscd. Notes | EUR | 6.50 | 5/15/2026 | 723000<br> <sup>b</sup>  | 649138 |
|  |  |  |  |  | **19223927** |
| **Consumer Durables & Apparel - .7%**  | **Consumer Durables & Apparel - .7%**  | **Consumer Durables & Apparel - .7%**  | **Consumer Durables & Apparel - .7%**  |  |  |
| Crocs Inc., Gtd. Notes |  | 4.25 | 3/15/2029 | 900000<br> <sup>b</sup>  | 763537 |
| Levi Strauss & Co., Sr. Unscd. Notes |  | 3.50 | 3/1/2031 | 657000<br> <sup>b</sup>  | 522308 |
|  |  |  |  |  | **1285845** |
| **Consumer Staples - 1.3%**  | **Consumer Staples - 1.3%**  | **Consumer Staples - 1.3%**  | **Consumer Staples - 1.3%**  |  |  |
| Kronos Acquisition Holdings Inc., Sr. Scd. Notes |  | 5.00 | 12/31/2026 | 1350000<br> <sup>b</sup>  | 1169438 |
| Newell Brands Inc., Sr. Unscd. Notes |  | 4.45 | 4/1/2026 | 1078000 | 1016549 |
| Newell Brands Inc., Sr. Unscd. Notes |  | 5.63 | 4/1/2036 | 181000 | 155730 |
|  |  |  |  |  | **2341717** |
| **Diversified Financials - 7.3%**  | **Diversified Financials - 7.3%**  | **Diversified Financials - 7.3%**  | **Diversified Financials - 7.3%**  |  |  |
| AG TTMT Escrow Issuer LLC, Sr. Scd. Notes |  | 8.63 | 9/30/2027 | 480000<br> <sup>b</sup>  | 483000 |
| Ally Financial Inc., Gtd. Notes |  | 8.00 | 11/1/2031 | 898000 | 929491 |
| Compass Group Diversified Holdings LLC, Gtd. Notes |  | 5.25 | 4/15/2029 | 910000<br> <sup>b</sup>  | 779953 |
| Encore Capital Group Inc., Sr. Scd. Notes | GBP | 4.25 | 6/1/2028 | 950000<br> <sup>b</sup>  | 890021 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($)<br><sup>a</sup>  | Value ($) |
| **Bonds and Notes - 128.1% (continued)** | **Bonds and Notes - 128.1% (continued)** | **Bonds and Notes - 128.1% (continued)** | **Bonds and Notes - 128.1% (continued)** |  |  |
| **Diversified Financials - 7.3% (continued)** | **Diversified Financials - 7.3% (continued)** | **Diversified Financials - 7.3% (continued)** | **Diversified Financials - 7.3% (continued)** |  |  |
| Garfunkelux Holdco 3 SA, Sr. Scd. Bonds | GBP | 7.75 | 11/1/2025 | 910000<br> <sup>b</sup>  | 861200 |
| Garfunkelux Holdco 3 SA, Sr. Scd. Notes | EUR | 6.75 | 11/1/2025 | 935000<br> <sup>b</sup>  | 806527 |
| Icahn Enterprises LP, Gtd. Notes |  | 6.25 | 5/15/2026 | 760000 | 732025 |
| Intrum AB, Sr. Unscd. Notes | EUR | 9.25 | 3/15/2028 | 1200000<br> <sup>b</sup>  | 1273300 |
| Navient Corp., Sr. Unscd. Notes |  | 6.75 | 6/15/2026 | 1525000 | 1448043 |
| NFP Corp., Sr. Scd. Notes |  | 4.88 | 8/15/2028 | 364000<br> <sup>b</sup>  | 310345 |
| NFP Corp., Sr. Unscd. Notes |  | 6.88 | 8/15/2028 | 350000<br> <sup>b</sup>  | 289268 |
| OneMain Finance Corp., Gtd. Notes |  | 6.13 | 3/15/2024 | 1120000 | 1085840 |
| OneMain Finance Corp., Gtd. Notes |  | 6.63 | 1/15/2028 | 1010000 | 931806 |
| PennyMac Financial Services Inc., Gtd. Notes |  | 5.38 | 10/15/2025 | 740000<br> <sup>b</sup>  | 668201 |
| PennyMac Financial Services Inc., Gtd. Notes |  | 5.75 | 9/15/2031 | 846000<br> <sup>b</sup>  | 672134 |
| Rocket Mortgage LLC, Gtd. Notes |  | 3.63 | 3/1/2029 | 1130000<br> <sup>b</sup>  | 897331 |
|  |  |  |  |  | **13058485** |
| **Electronic Components - 1.1%**  | **Electronic Components - 1.1%**  | **Electronic Components - 1.1%**  | **Electronic Components - 1.1%**  |  |  |
| Sensata Technologies BV, Gtd. Notes |  | 5.88 | 9/1/2030 | 980000<br> <sup>b</sup>  | 930187 |
| TTM Technologies Inc., Gtd. Notes |  | 4.00 | 3/1/2029 | 1160000<br> <sup>b</sup>  | 996428 |
|  |  |  |  |  | **1926615** |
| **Energy - 15.1%**  | **Energy - 15.1%**  | **Energy - 15.1%**  | **Energy - 15.1%**  |  |  |
| Aethon United Finance Corp., Sr. Unscd. Notes |  | 8.25 | 2/15/2026 | 767000<br> <sup>b</sup>  | 761709 |
| Antero Midstream Partners LP, Gtd. Notes |  | 5.75 | 3/1/2027 | 1340000<br> <sup>b</sup>  | 1269084 |
| Antero Resources Corp., Gtd. Notes |  | 5.38 | 3/1/2030 | 555000<br> <sup>b</sup>  | 515295 |
| Antero Resources Corp., Gtd. Notes |  | 7.63 | 2/1/2029 | 527000<br> <sup>b</sup>  | 530611 |
| Archrock Partners LP, Gtd. Notes |  | 6.25 | 4/1/2028 | 787000<br> <sup>b</sup>  | 721393 |
| Blue Racer Midstream LLC, Sr. Unscd. Notes |  | 6.63 | 7/15/2026 | 1870000<br> <sup>b</sup>  | 1813002 |
| Blue Racer Midstream LLC, Sr. Unscd. Notes |  | 7.63 | 12/15/2025 | 510000<br> <sup>b</sup>  | 506837 |
| CQP Holdco LP, Sr. Scd. Notes |  | 5.50 | 6/15/2031 | 2400000<br> <sup>b</sup>  | 2100912 |
| Crestwood Midstream Partners LP, Gtd. Notes |  | 5.63 | 5/1/2027 | 646000<br> <sup>b</sup>  | 601891 |
| CrownRock LP, Sr. Unscd. Notes |  | 5.00 | 5/1/2029 | 653000<br> <sup>b</sup>  | 590211 |
| CVR Energy Inc., Gtd. Bonds |  | 5.25 | 2/15/2025 | 1981000<br> <sup>b</sup>  | 1825462 |
| EnLink Midstream LLC, Gtd. Notes |  | 6.50 | 9/1/2030 | 686000<br> <sup>b</sup>  | 679860 |
| EQM Midstream Partners LP, Sr. Unscd. Notes |  | 4.00 | 8/1/2024 | 741000 | 713353 |
| EQM Midstream Partners LP, Sr. Unscd. Notes |  | 5.50 | 7/15/2028 | 969000 | 868178 |
| EQM Midstream Partners LP, Sr. Unscd. Notes |  | 7.50 | 6/1/2027 | 242000<br> <sup>b</sup>  | 237302 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($)<br><sup>a</sup>  | Value ($) |
| **Bonds and Notes - 128.1% (continued)** | **Bonds and Notes - 128.1% (continued)** | **Bonds and Notes - 128.1% (continued)** |  |  |
| **Energy - 15.1% (continued)** | **Energy - 15.1% (continued)** | **Energy - 15.1% (continued)** |  |  |
| Matador Resources Co., Gtd. Notes | 5.88 | 9/15/2026 | 1098000 | 1057285 |
| Occidental Petroleum Corp., Sr. Unscd. Notes | 6.45 | 9/15/2036 | 800000 | 817804 |
| Occidental Petroleum Corp., Sr. Unscd. Notes | 7.50 | 5/1/2031 | 1410000 | 1508911 |
| Occidental Petroleum Corp., Sr. Unscd. Notes | 8.88 | 7/15/2030 | 1980000 | 2238755 |
| PDC Energy Inc., Gtd. Notes | 5.75 | 5/15/2026 | 670000 | 640654 |
| Permian Resources Operating LLC, Gtd. Notes | 5.38 | 1/15/2026 | 280000<br> <sup>b</sup>  | 255322 |
| Rockcliff Energy II LLC, Sr. Unscd. Notes | 5.50 | 10/15/2029 | 2032000<br> <sup>b</sup>  | 1861769 |
| Southwestern Energy Co., Gtd. Notes | 5.38 | 3/15/2030 | 370000 | 338159 |
| Southwestern Energy Co., Gtd. Notes | 5.38 | 2/1/2029 | 1127000 | 1046425 |
| Southwestern Energy Co., Gtd. Notes | 8.38 | 9/15/2028 | 475000 | 490535 |
| Targa Resources Partners LP, Gtd. Notes | 4.88 | 2/1/2031 | 1120000 | 1012816 |
| Venture Global Calcasieu Pass LLC, Sr. Scd. Notes | 3.88 | 11/1/2033 | 1400000<br> <sup>b</sup>  | 1146243 |
| Western Midstream Operating LP, Sr. Unscd. Notes | 4.30 | 2/1/2030 | 1110000 | 971444 |
|  |  |  |  | **27121222** |
| **Environmental Control - 1.9%**  | **Environmental Control - 1.9%**  | **Environmental Control - 1.9%**  |  |  |
| Covanta Holding Corp., Gtd. Notes | 4.88 | 12/1/2029 | 1231000<br> <sup>b</sup>  | 1010122 |
| Covanta Holding Corp., Gtd. Notes | 5.00 | 9/1/2030 | 470000 | 380565 |
| GFL Environmental Inc., Gtd. Notes | 4.00 | 8/1/2028 | 1000000<br> <sup>b</sup>  | 856315 |
| Harsco Corp., Gtd. Notes | 5.75 | 7/31/2027 | 560000<br> <sup>b</sup>  | 443042 |
| Waste Pro USA Inc., Sr. Unscd. Notes | 5.50 | 2/15/2026 | 713000<br> <sup>b</sup>  | 631262 |
|  |  |  |  | **3321306** |
| **Food Products - 2.6%**  | **Food Products - 2.6%**  | **Food Products - 2.6%**  |  |  |
| Chobani LLC, Gtd. Notes | 7.50 | 4/15/2025 | 420000<br> <sup>b</sup>  | 409639 |
| Chobani LLC, Sr. Scd. Notes | 4.63 | 11/15/2028 | 340000<br> <sup>b</sup>  | 296553 |
| Pilgrim's Pride Corp., Gtd. Notes | 3.50 | 3/1/2032 | 652000<br> <sup>b</sup>  | 511132 |
| Post Holdings Inc., Gtd. Notes | 4.63 | 4/15/2030 | 1350000<br> <sup>b</sup>  | 1167514 |
| Post Holdings Inc., Gtd. Notes | 5.50 | 12/15/2029 | 760000<br> <sup>b</sup>  | 689320 |
| United Natural Foods Inc., Gtd. Notes | 6.75 | 10/15/2028 | 1700000<br> <sup>b</sup>  | 1636131 |
|  |  |  |  | **4710289** |
| **Forest Products & Paper - .7%**  | **Forest Products & Paper - .7%**  | **Forest Products & Paper - .7%**  |  |  |
| Ahlstrom-Munksjo Holding 3 Oy, Sr. Scd. Bonds | 4.88 | 2/4/2028 | 1460000<br> <sup>b</sup>  | **1188354** |
| **Health Care - 7.5%**  | **Health Care - 7.5%**  | **Health Care - 7.5%**  |  |  |
| Acadia Healthcare Co., Gtd. Notes | 5.50 | 7/1/2028 | 330000<br> <sup>b</sup>  | 313533 |
| Catalent Pharma Solutions Inc., Gtd. Notes | 3.13 | 2/15/2029 | 910000<br> <sup>b</sup>  | 725725 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | <sup>a</sup>  | Value ($) |
| **Bonds and Notes - 128.1% (continued)** | **Bonds and Notes - 128.1% (continued)** | **Bonds and Notes - 128.1% (continued)** | **Bonds and Notes - 128.1% (continued)** |  |  |  |
| **Health Care - 7.5% (continued)** | **Health Care - 7.5% (continued)** | **Health Care - 7.5% (continued)** | **Health Care - 7.5% (continued)** |  |  |  |
| CHEPLAPHARM Arzneimittel GmbH, Sr. Scd. Notes |  | 5.50 | 1/15/2028 | 1430000 | <sup>b</sup>  | 1198025 |
| Cidron Aida Finco SARL, Sr. Scd. Bonds | GBP | 6.25 | 4/1/2028 | 1315000 | <sup>b</sup>  | 1299676 |
| Jazz Securities DAC, Sr. Scd. Notes |  | 4.38 | 1/15/2029 | 1090000 | <sup>b</sup>  | 973452 |
| Medline Borrower LP, Sr. Unscd. Notes |  | 5.25 | 10/1/2029 | 677000 | <sup>b</sup>  | 538929 |
| Nidda Healthcare Holding GmbH, Sr. Scd. Notes | EUR | 3.50 | 9/30/2024 | 1430000 | <sup>b</sup>  | 1495536 |
| Option Care Health Inc., Gtd. Notes |  | 4.38 | 10/31/2029 | 1390000 | <sup>b</sup>  | 1217619 |
| Organon & Co., Sr. Scd. Notes |  | 4.13 | 4/30/2028 | 400000 | <sup>b</sup>  | 354860 |
| Organon & Co., Sr. Unscd. Notes |  | 5.13 | 4/30/2031 | 1494000 | <sup>b</sup>  | 1296247 |
| Prime Healthcare Services Inc., Sr. Scd. Notes |  | 7.25 | 11/1/2025 | 478000 | <sup>b</sup>  | 404667 |
| Tenet Healthcare Corp., Gtd. Notes |  | 6.13 | 10/1/2028 | 2030000 | <sup>b</sup>  | 1821783 |
| Tenet Healthcare Corp., Scd. Notes |  | 6.25 | 2/1/2027 | 975000 | <sup>b</sup>  | 938477 |
| Tenet Healthcare Corp., Sr. Scd. Notes |  | 5.13 | 11/1/2027 | 960000 | <sup>b</sup>  | 894979 |
|  |  |  |  |  | **13473508** | **13473508** |
| **Industrial - 1.7%**  | **Industrial - 1.7%**  | **Industrial - 1.7%**  | **Industrial - 1.7%**  |  |  |  |
| Husky III Holding Ltd., Sr. Unscd. Notes |  | 13.00 | 2/15/2025 | 1723000 | <sup>b,c</sup>  | 1529162 |
| Titan Acquisition Ltd., Sr. Unscd. Notes |  | 7.75 | 4/15/2026 | 425000 | <sup>b</sup>  | 383421 |
| TK Elevator US Newco Inc., Sr. Scd. Notes |  | 5.25 | 7/15/2027 | 1310000 | <sup>b</sup>  | 1165376 |
|  |  |  |  |  | **3077959** | **3077959** |
| **Information Technology - 2.0%**  | **Information Technology - 2.0%**  | **Information Technology - 2.0%**  | **Information Technology - 2.0%**  |  |  |  |
| Athenahealth Group Inc., Sr. Unscd. Notes |  | 6.50 | 2/15/2030 | 3165000 | <sup>b</sup>  | 2338325 |
| Boxer Parent Co., Sr. Scd. Notes | EUR | 6.50 | 10/2/2025 | 570000 | <sup>b</sup>  | 583343 |
| Elastic NV, Sr. Unscd. Notes |  | 4.13 | 7/15/2029 | 917000 | <sup>b</sup>  | 741830 |
|  |  |  |  |  | **3663498** | **3663498** |
| **Insurance - 2.4%**  | **Insurance - 2.4%**  | **Insurance - 2.4%**  | **Insurance - 2.4%**  |  |  |  |
| Acrisure LLC, Sr. Scd. Notes |  | 4.25 | 2/15/2029 | 1210000 | <sup>b</sup>  | 1000324 |
| Acrisure LLC, Sr. Unscd. Notes |  | 7.00 | 11/15/2025 | 400000 | <sup>b</sup>  | 368157 |
| AmWINS Group Inc., Sr. Unscd. Notes |  | 4.88 | 6/30/2029 | 579000 | <sup>b</sup>  | 491830 |
| AssuredPartners Inc., Sr. Unscd. Notes |  | 5.63 | 1/15/2029 | 659000 | <sup>b</sup>  | 543240 |
| AssuredPartners Inc., Sr. Unscd. Notes |  | 7.00 | 8/15/2025 | 1505000 | <sup>b</sup>  | 1457838 |
| GTCR AP Finance Inc., Sr. Unscd. Notes |  | 8.00 | 5/15/2027 | 445000 | <sup>b</sup>  | 426960 |
|  |  |  |  |  | **4288349** | **4288349** |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | <sup>a</sup>  | Value ($) |
| **Bonds and Notes - 128.1% (continued)** | **Bonds and Notes - 128.1% (continued)** | **Bonds and Notes - 128.1% (continued)** | **Bonds and Notes - 128.1% (continued)** |  |  |  |
| **Internet Software & Services - 4.2%**  | **Internet Software & Services - 4.2%**  | **Internet Software & Services - 4.2%**  | **Internet Software & Services - 4.2%**  |  |  |  |
| Arches Buyer Inc., Sr. Scd. Notes |  | 4.25 | 6/1/2028 | 230000 | <sup>b</sup>  | 180192 |
| Cogent Communications Group Inc., Gtd. Notes |  | 7.00 | 6/15/2027 | 1530000 | <sup>b</sup>  | 1501202 |
| Gen Digital Inc., Gtd. Notes |  | 6.75 | 9/30/2027 | 1110000 | <sup>b</sup>  | 1089243 |
| Go Daddy Operating Co., Gtd. Notes |  | 5.25 | 12/1/2027 | 800000 | <sup>b</sup>  | 758544 |
| Match Group Holdings II LLC, Sr. Unscd. Notes |  | 3.63 | 10/1/2031 | 1210000 | <sup>b</sup>  | 929478 |
| Northwest Fiber LLC, Sr. Scd. Notes |  | 4.75 | 4/30/2027 | 631000 | <sup>b</sup>  | 555982 |
| Northwest Fiber LLC, Sr. Unscd. Notes |  | 6.00 | 2/15/2028 | 1444000 | <sup>b</sup>  | 1119870 |
| TripAdvisor Inc., Gtd. Notes |  | 7.00 | 7/15/2025 | 518000 | <sup>b</sup>  | 512618 |
| Uber Technologies Inc., Gtd. Notes |  | 4.50 | 8/15/2029 | 990000 | <sup>b</sup>  | 864399 |
|  |  |  |  |  | **7511528** | **7511528** |
| **Materials - 5.7%**  | **Materials - 5.7%**  | **Materials - 5.7%**  | **Materials - 5.7%**  |  |  |  |
| ARD Finance SA, Sr. Scd. Notes | EUR | 5.00 | 6/30/2027 | 1600000 | <sup>b,c</sup>  | 1158929 |
| ARD Finance SA, Sr. Scd. Notes |  | 6.50 | 6/30/2027 | 696419 | <sup>b,c</sup>  | 485482 |
| Graham Packaging Co., Gtd. Notes |  | 7.13 | 8/15/2028 | 753000 | <sup>b</sup>  | 629487 |
| Kleopatra Finco SARL, Sr. Scd. Bonds | EUR | 4.25 | 3/1/2026 | 1250000 | <sup>b</sup>  | 1048910 |
| LABL Inc., Sr. Scd. Notes |  | 6.75 | 7/15/2026 | 1016000 | <sup>b</sup>  | 959281 |
| LABL Inc., Sr. Unscd. Notes |  | 8.25 | 11/1/2029 | 419000 | <sup>b</sup>  | 334508 |
| LABL Inc., Sr. Unscd. Notes |  | 10.50 | 7/15/2027 | 218000 | <sup>b</sup>  | 203193 |
| Mauser Packaging Solutions Holding Co., Sr. Scd. Bonds | EUR | 4.75 | 4/15/2024 | 780000 | <sup>b</sup>  | 806352 |
| Mauser Packaging Solutions Holding Co., Sr. Scd. Notes |  | 5.50 | 4/15/2024 | 387000 | <sup>b</sup>  | 377096 |
| Mauser Packaging Solutions Holding Co., Sr. Unscd. Notes |  | 7.25 | 4/15/2025 | 2431000 | <sup>b</sup>  | 2252994 |
| Pactiv Evergreen Group Issuer Inc., Sr. Scd. Notes |  | 4.00 | 10/15/2027 | 1130000 | <sup>b</sup>  | 1004175 |
| Sealed Air Corp., Gtd. Notes |  | 5.00 | 4/15/2029 | 1100000 | <sup>b</sup>  | 1035590 |
|  |  |  |  |  | **10295997** | **10295997** |
| **Media - 10.5%**  | **Media - 10.5%**  | **Media - 10.5%**  | **Media - 10.5%**  |  |  |  |
| Altice Financing SA, Sr. Scd. Bonds |  | 5.75 | 8/15/2029 | 2665000 | <sup>b</sup>  | 2101187 |
| CCO Holdings LLC, Sr. Unscd. Notes |  | 4.75 | 3/1/2030 | 1119000 | <sup>b</sup>  | 967599 |
| CCO Holdings LLC, Sr. Unscd. Notes |  | 5.00 | 2/1/2028 | 1820000 | <sup>b</sup>  | 1656555 |
| CCO Holdings LLC, Sr. Unscd. Notes |  | 5.38 | 6/1/2029 | 365000 | <sup>b</sup>  | 330882 |
| CSC Holdings LLC, Gtd. Notes |  | 5.38 | 2/1/2028 | 1045000 | <sup>b</sup>  | 844182 |
| CSC Holdings LLC, Sr. Unscd. Notes |  | 5.75 | 1/15/2030 | 518000 | <sup>b</sup>  | 293289 |
| CSC Holdings LLC, Sr. Unscd. Notes |  | 7.50 | 4/1/2028 | 585000 | <sup>b</sup>  | 399087 |
| DISH DBS Corp., Gtd. Notes |  | 5.88 | 11/15/2024 | 1600000 |  | 1490070 |
| DISH Network Corp., Sr. Scd. Notes |  | 11.75 | 11/15/2027 | 588000 | <sup>b</sup>  | 606316 |
| Gray Television Inc., Gtd. Notes |  | 4.75 | 10/15/2030 | 1059000 | <sup>b</sup>  | 767775 |
| iHeartCommunications Inc., Sr. Scd. Notes |  | 6.38 | 5/1/2026 | 1060000 |  | 976875 |
| Nexstar Media Inc., Gtd. Notes |  | 5.63 | 7/15/2027 | 1240000 | <sup>b</sup>  | 1140041 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | <sup>a</sup>  | Value ($) |
| **Bonds and Notes - 128.1% (continued)** | **Bonds and Notes - 128.1% (continued)** | **Bonds and Notes - 128.1% (continued)** | **Bonds and Notes - 128.1% (continued)** |  |  |  |
| **Media - 10.5% (continued)** | **Media - 10.5% (continued)** | **Media - 10.5% (continued)** | **Media - 10.5% (continued)** |  |  |  |
| Radiate Holdco LLC, Sr. Scd. Notes |  | 4.50 | 9/15/2026 | 730000 | <sup>b</sup>  | 537484 |
| Radiate Holdco LLC, Sr. Unscd. Notes |  | 6.50 | 9/15/2028 | 656000 | <sup>b</sup>  | 275940 |
| Sirius XM Radio Inc., Gtd. Notes |  | 4.13 | 7/1/2030 | 1200000 | <sup>b</sup>  | 992958 |
| Summer BidCo BV, Sr. Unscd. Bonds | EUR | 9.00 | 11/15/2025 | 1366534 | <sup>b,c</sup>  | 1066690 |
| UPC Broadband Finco BV, Sr. Scd. Notes |  | 4.88 | 7/15/2031 | 730000 | <sup>b</sup>  | 608681 |
| Virgin Media Finance PLC, Gtd. Notes |  | 5.00 | 7/15/2030 | 1180000 | <sup>b</sup>  | 948360 |
| Ziggo Bond Co. BV, Gtd. Notes |  | 5.13 | 2/28/2030 | 840000 | <sup>b</sup>  | 679673 |
| Ziggo Bond Co. BV, Sr. Unscd. Notes |  | 6.00 | 1/15/2027 | 890000 | <sup>b</sup>  | 829480 |
| Ziggo BV, Sr. Scd. Notes |  | 4.88 | 1/15/2030 | 1520000 | <sup>b</sup>  | 1274414 |
|  |  |  |  |  | **18787538** | **18787538** |
| **Metals & Mining - .9%**  | **Metals & Mining - .9%**  | **Metals & Mining - .9%**  | **Metals & Mining - .9%**  |  |  |  |
| Arconic Corp., Scd. Notes |  | 6.13 | 2/15/2028 | 825000 | <sup>b</sup>  | 775488 |
| FMG Resources Ltd., Sr. Unscd. Notes |  | 6.13 | 4/15/2032 | 690000 | <sup>b</sup>  | 644491 |
| Taseko Mines Ltd., Sr. Scd. Notes |  | 7.00 | 2/15/2026 | 310000 | <sup>b</sup>  | 272983 |
|  |  |  |  |  | **1692962** | **1692962** |
| **Real Estate - 4.5%**  | **Real Estate - 4.5%**  | **Real Estate - 4.5%**  | **Real Estate - 4.5%**  |  |  |  |
| Blackstone Mortgage Trust Inc., Sr. Scd. Notes |  | 3.75 | 1/15/2027 | 655000 | <sup>b</sup>  | 564056 |
| Iron Mountain Inc., Gtd. Notes |  | 5.25 | 7/15/2030 | 1110000 | <sup>b</sup>  | 967093 |
| Ladder Capital Finance Corp., Gtd. Notes |  | 5.25 | 10/1/2025 | 2004000 | <sup>b</sup>  | 1886347 |
| Park Intermediate Holdings LLC, Sr. Scd. Notes |  | 4.88 | 5/15/2029 | 870000 | <sup>b</sup>  | 737586 |
| Rithm Capital Corp., Sr. Unscd. Notes |  | 6.25 | 10/15/2025 | 1127000 | <sup>b</sup>  | 1013037 |
| RLJ Lodging Trust LP, Sr. Scd. Notes |  | 4.00 | 9/15/2029 | 1530000 | <sup>b</sup>  | 1242529 |
| SBA Communications Corp., Sr. Unscd. Notes |  | 3.13 | 2/1/2029 | 1100000 |  | 916570 |
| Starwood Property Trust Inc., Sr. Unscd. Notes |  | 3.75 | 12/31/2024 | 720000 | <sup>b</sup>  | 676923 |
|  |  |  |  |  | **8004141** | **8004141** |
| **Retailing - 6.3%**  | **Retailing - 6.3%**  | **Retailing - 6.3%**  | **Retailing - 6.3%**  |  |  |  |
| B&M European Value Retail SA, Sr. Scd. Notes | GBP | 3.63 | 7/15/2025 | 1260000 |  | 1424264 |
| Bath & Body Works Inc., Gtd. Notes |  | 6.63 | 10/1/2030 | 770000 | <sup>b</sup>  | 723887 |
| Macy's Retail Holdings LLC, Gtd. Notes |  | 4.50 | 12/15/2034 | 2008000 |  | 1401122 |
| Macy's Retail Holdings LLC, Gtd. Notes |  | 5.88 | 4/1/2029 | 770000 | <sup>b</sup>  | 682892 |
| New Red Finance Inc., Sr. Scd. Notes |  | 3.88 | 1/15/2028 | 1422000 | <sup>b</sup>  | 1275179 |
| PetSmart Inc., Gtd. Notes |  | 7.75 | 2/15/2029 | 790000 | <sup>b</sup>  | 743443 |
| SRS Distribution Inc., Gtd. Notes |  | 6.00 | 12/1/2029 | 460000 | <sup>b</sup>  | 366690 |
| SRS Distribution Inc., Sr. Scd. Notes |  | 4.63 | 7/1/2028 | 283000 | <sup>b</sup>  | 251230 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | <sup>a</sup>  | Value ($) |
| **Bonds and Notes - 128.1% (continued)** | **Bonds and Notes - 128.1% (continued)** | **Bonds and Notes - 128.1% (continued)** | **Bonds and Notes - 128.1% (continued)** |  |  |  |
| **Retailing - 6.3% (continued)** | **Retailing - 6.3% (continued)** | **Retailing - 6.3% (continued)** | **Retailing - 6.3% (continued)** |  |  |  |
| Staples Inc., Sr. Scd. Notes |  | 7.50 | 4/15/2026 | 1510000 | <sup>b</sup>  | 1302737 |
| Staples Inc., Sr. Unscd. Notes |  | 10.75 | 4/15/2027 | 980000 | <sup>b</sup>  | 707246 |
| The Very Group Funding PLC, Sr. Scd. Bonds | GBP | 6.50 | 8/1/2026 | 1363000 | <sup>b</sup>  | 1186745 |
| Yum! Brands Inc., Sr. Unscd. Notes |  | 5.38 | 4/1/2032 | 1410000 |  | 1307916 |
|  |  |  |  |  | **11373351** | **11373351** |
| **Technology Hardware & Equipment - .9%**  | **Technology Hardware & Equipment - .9%**  | **Technology Hardware & Equipment - .9%**  | **Technology Hardware & Equipment - .9%**  |  |  |  |
| Banff Merger Sub Inc., Sr. Unscd. Notes | EUR | 8.38 | 9/1/2026 | 302000 | <sup>b</sup>  | 292511 |
| Western Digital Corp., Gtd. Notes |  | 4.75 | 2/15/2026 | 1310000 |  | 1236535 |
|  |  |  |  |  | **1529046** | **1529046** |
| **Telecommunication Services - 6.7%**  | **Telecommunication Services - 6.7%**  | **Telecommunication Services - 6.7%**  | **Telecommunication Services - 6.7%**  |  |  |  |
| Altice France Holding SA, Gtd. Notes |  | 6.00 | 2/15/2028 | 1068000 | <sup>b</sup>  | 632728 |
| Altice France Holding SA, Sr. Scd. Notes |  | 10.50 | 5/15/2027 | 660000 | <sup>b</sup>  | 504669 |
| Altice France SA, Sr. Scd. Notes |  | 5.50 | 10/15/2029 | 957000 | <sup>b</sup>  | 731449 |
| Altice France SA, Sr. Scd. Notes |  | 5.50 | 1/15/2028 | 1160000 | <sup>b</sup>  | 910913 |
| Altice France SA, Sr. Scd. Notes |  | 8.13 | 2/1/2027 | 1305000 | <sup>b</sup>  | 1191387 |
| CommScope Inc., Gtd. Notes |  | 8.25 | 3/1/2027 | 1271000 | <sup>b</sup>  | 987033 |
| Connect Finco SARL, Sr. Scd. Notes |  | 6.75 | 10/1/2026 | 2066000 | <sup>b</sup>  | 1918941 |
| Frontier Communications Holdings LLC, Scd. Notes |  | 5.88 | 11/1/2029 | 439621 |  | 340696 |
| Frontier Communications Holdings LLC, Sr. Scd. Notes |  | 5.88 | 10/15/2027 | 570000 | <sup>b</sup>  | 530539 |
| Frontier Communications Holdings LLC, Sr. Scd. Notes |  | 8.75 | 5/15/2030 | 801000 | <sup>b</sup>  | 815974 |
| Lorca Telecom Bondco SA, Sr. Scd. Bonds | EUR | 4.00 | 9/18/2027 | 1470000 | <sup>b</sup>  | 1414238 |
| Telecom Italia SPA, Sr. Unscd. Notes |  | 5.30 | 5/30/2024 | 1135000 | <sup>b</sup>  | 1077683 |
| ViaSat Inc., Sr. Unscd. Notes |  | 5.63 | 9/15/2025 | 1020000 | <sup>b</sup>  | 947955 |
|  |  |  |  |  | **12004205** | **12004205** |
| **Transportation - .3%**  | **Transportation - .3%**  | **Transportation - .3%**  | **Transportation - .3%**  |  |  |  |
| First Student Bidco Inc., Sr. Scd. Notes |  | 4.00 | 7/31/2029 | 637000 | <sup>b</sup>  | **527801** |
| **Utilities - 2.9%**  | **Utilities - 2.9%**  | **Utilities - 2.9%**  | **Utilities - 2.9%**  |  |  |  |
| Calpine Corp., Sr. Scd. Notes |  | 4.50 | 2/15/2028 | 690000 | <sup>b</sup>  | 616986 |
| Calpine Corp., Sr. Unscd. Notes |  | 4.63 | 2/1/2029 | 1695000 | <sup>b</sup>  | 1457122 |
| NRG Energy Inc., Gtd. Notes |  | 3.63 | 2/15/2031 | 384000 | <sup>b</sup>  | 292617 |
| Pike Corp., Gtd. Notes |  | 5.50 | 9/1/2028 | 705000 | <sup>b</sup>  | 617488 |
| Solaris Midstream Holdings LLC, Gtd. Notes |  | 7.63 | 4/1/2026 | 302000 | <sup>b</sup>  | 300747 |
| Vistra Corp., Jr. Sub. Notes |  | 7.00 | 12/15/2026 | 2186000 | <sup>b,d</sup>  | 1992273 |
|  |  |  |  |  | **5277233** | **5277233** |
| **Total Bonds and Notes**<br> (cost $249,580,173) | **Total Bonds and Notes**<br> (cost $249,580,173) | **Total Bonds and Notes**<br> (cost $249,580,173) | **Total Bonds and Notes**<br> (cost $249,580,173) | **230230452** | **230230452** | **230230452** |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Floating Rate Loan Interests - 6.6%** | **Floating Rate Loan Interests - 6.6%** | **Floating Rate Loan Interests - 6.6%** |  |  |
| **Commercial & Professional Services - .5%**  | **Commercial & Professional Services - .5%**  | **Commercial & Professional Services - .5%**  |  |  |
| Neptune Bidco US Inc., Dollor Term Loan B, 3 Month Term SOFR +5.00% | 8.82 | 4/11/2029 | 960000<br> <sup>e</sup>  | **860405** |
| **Diversified Financials - .6%**  | **Diversified Financials - .6%**  | **Diversified Financials - .6%**  |  |  |
| Russell Investments US, New 2025 Term Loan, 1 Month LIBOR +3.50% | 7.88 | 5/30/2025 | 1048000<br> <sup>e</sup>  | **1010272** |
| **Energy - .5%**  | **Energy - .5%**  | **Energy - .5%**  |  |  |
| WaterBridge Midstream Operating, Initial Term Loan, 6 Month LIBOR +5.75% | 9.13 | 6/21/2026 | 898454<br> <sup>e</sup>  | **866024** |
| **Industrial - .4%**  | **Industrial - .4%**  | **Industrial - .4%**  |  |  |
| VAC Germany Holding GmbH, Term Loan B, 3 Month LIBOR +4.00% | 8.73 | 3/8/2025 | 836459<br> <sup>e</sup>  | **755599** |
| **Information Technology - .6%**  | **Information Technology - .6%**  | **Information Technology - .6%**  |  |  |
| ECL Entertainment LLC, Term Loan B, 1 Month LIBOR +7.50% | 11.88 | 4/30/2028 | 1182000<br> <sup>e</sup>  | **1181019** |
| **Insurance - 1.1%**  | **Insurance - 1.1%**  | **Insurance - 1.1%**  |  |  |
| Asurion LLC, New Term Loan B-4, 1 Month LIBOR +5.25% | 9.63 | 1/15/2029 | 1657513<br> <sup>e</sup>  | 1298189 |
| Asurion LLC, Second Lien Term Loan B-3, 1 Month LIBOR +5.25% | 9.63 | 2/3/2028 | 770000<br> <sup>e</sup>  | 605089 |
|  |  |  |  | **1903278** |
| **Media - 1.1%**  | **Media - 1.1%**  | **Media - 1.1%**  |  |  |
| Altice Financing SA, Term Loan B, 1 Month Term SOFR +5.00% | 9.32 | 10/31/2027 | 750000<br> <sup>e</sup>  | 720000 |
| DIRECTV Financing LLC, Closing Date Term Loan, 1 Month LIBOR +5.00% | 9.38 | 8/2/2027 | 1380289<br> <sup>e</sup>  | 1346789 |
|  |  |  |  | **2066789** |
| **Technology Hardware & Equipment - .6%**  | **Technology Hardware & Equipment - .6%**  | **Technology Hardware & Equipment - .6%**  |  |  |
| Mcafee Corp., Tranche Term Loan B-1, 1 Month Term SOFR +3.75% | 7.97 | 3/1/2029 | 1134300<br> <sup>e</sup>  | **1058948** |
| **Telecommunication Services - 1.2%**  | **Telecommunication Services - 1.2%**  | **Telecommunication Services - 1.2%**  |  |  |
| CCI Buyer Inc., First Lien Initial Term Loan, 3 Month Term SOFR +4.00% | 8.58 | 12/17/2027 | 2322413<br> <sup>e</sup>  | **2224872** |
| **Total Floating Rate Loan Interests**<br> (cost $12,524,484) | **Total Floating Rate Loan Interests**<br> (cost $12,524,484) | **Total Floating Rate Loan Interests**<br> (cost $12,524,484) | **11927206** | **11927206** |
| Description |  |  | Shares | Value ($) |
| **Common Stocks - .0%** | **Common Stocks - .0%** | **Common Stocks - .0%** |  |  |
| **Information Technology - .0%**  | **Information Technology - .0%**  | **Information Technology - .0%**  |  |  |
| Skillsoft Corp. |  |  | 14781<br> <sup>f</sup>  | **19215** |
| **Media - .0%**  | **Media - .0%**  | **Media - .0%**  |  |  |
| Altice USA Inc., Cl. A |  |  | 8400<br> <sup>f</sup>  | **38640** |
| **Total Common Stocks**<br> (cost $319,765) | **Total Common Stocks**<br> (cost $319,765) | **Total Common Stocks**<br> (cost $319,765) | **57855** | **57855** |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | |
|:---|:---|:---|:---|
| Description | 1-Day<br>Yield (%) | Shares | Value ($) |
| **Investment Companies - 3.4%** | **Investment Companies - 3.4%** |  |  |
| **Registered Investment Companies - 3.4%**  | **Registered Investment Companies - 3.4%**  |  |  |
| Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional Shares<br>(cost $6,003,467) | 4.37 | 6003467<br> <sup>g</sup>  | **6003467** |
| **Total Investments** (cost $268,427,889) | **Total Investments** (cost $268,427,889) | **138.1%** | **248218980** |
| **Liabilities, Less Cash and Receivables** | **Liabilities, Less Cash and Receivables** | **(38.1%)** | **(68543759)** |
| **Net Assets** | **Net Assets** | **100.0%** | **179675221** |

---

*EURIBOR—Euro Interbank Offered Rate* 

*LIBOR—London Interbank Offered Rate* 

*SOFR—Secured Overnight Financing Rate* 

*EUR—Euro* 

*GBP—British Pound* 

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

*<sup>b</sup> Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At December 31, 2022, these securities were valued at $194,493,138 or 108.25% of net assets.*

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

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

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

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

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

------

STATEMENT OF FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS<br>BNY Mellon High Yield Strategies Fund

December 31, 2022 (Unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** |  |
| Counterparty/ Purchased<br>Currency | Purchased Currency<br>Amounts | Currency <br>Sold | Sold <br>Currency <br>Amounts | Settlement Date | Unrealized Appreciation (Depreciation) ($) |
| **Barclays Capital, Inc.** | **Barclays Capital, Inc.** | **Barclays Capital, Inc.** | **Barclays Capital, Inc.** | **Barclays Capital, Inc.** | **Barclays Capital, Inc.** |
| United States Dollar | 6217668 | British Pound | 5130000 | 1/31/2023 | 10254 |
| Euro | 1755000 | United States Dollar | 1861759 | 1/31/2023 | 21107 |
| United States Dollar | 21833313 | Euro | 20905000 | 1/31/2023 | (594786) |
| **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** |
| United States Dollar | 365816 | British Pound | 300000 | 1/31/2023 | 2809 |
| **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** |  |  | **34170** |
| **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** |  |  | **(594786)** |

---

*See notes to financial statements.*

------

STATEMENT OF INVESTMENTS<br>BNY Mellon High Yield Strategies Fund

December 31, 2022 (Unaudited)

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| | Level 1-Unadjusted Quoted Prices | Level 2- Other Significant Observable Inputs | Level 3-Significant Unobservable Inputs | **Total** |
| **Assets ($)** | **Assets ($)** | **Assets ($)** | **Assets ($)** |  |
| Investments in Securities:<sup>†</sup> | Investments in Securities:<sup>†</sup> | Investments in Securities:<sup>†</sup> | Investments in Securities:<sup>†</sup> |  |
| Collateralized Loan Obligations | - | 9247713 | - | **9247713** |
| Corporate Bonds | - | 220982739 | - | **220982739** |
| Equity Securities - Common Stocks | 57855 | - | - | **57855** |
| Floating Rate Loan Interests | - | 11927206 | - | **11927206** |
| Investment Companies | 6003467 | - | - | **6003467** |
| Other Financial Instruments: | Other Financial Instruments: | Other Financial Instruments: | Other Financial Instruments: |  |
| Forward Foreign Currency Exchange Contracts<sup>††</sup> | - | 34170 | - | **34170** |
| **Liabilities ($)** | **Liabilities ($)** | **Liabilities ($)** | **Liabilities ($)** |  |
| Other Financial Instruments: | Other Financial Instruments: | Other Financial Instruments: | Other Financial Instruments: |  |
| Forward Foreign Currency Exchange Contracts<sup>††</sup> | - | (594786) | - | **(594786)** |

---

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

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

------

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

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

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

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

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

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

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

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

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

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

------

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

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

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

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

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

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

------

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

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

At December 31, 2022, accumulated net unrealized depreciation on investments was $20,208,909, consisting of $2,085,552 gross unrealized appreciation and $22,294,461 gross unrealized depreciation.

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

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

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BNY Mellon 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:** 212 495 1784

**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:** 2023-03-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $255087112.85

**Total Liabilities:** $75411892.26

**Net Assets:** $179675220.59

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -7.53701456 | **1-Year:** -487.60211354 | **5-Year:** -1422.09626667 | **10-Year:** -1074.73225947 | **30-Year:** -15.75993417

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

- **3-Month:** -459.95585019 | **1-Year:** -18673.94207194 | **5-Year:** -52642.88712036 | **10-Year:** -16378.85086786 | **30-Year:** -314.87324838

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 3.72%                | 9.61%                | -7.09%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4885849.08             | $11156668.13                               |
| Month 2  | $-1676775.72             | $7249586.37                                |
| Month 3  | $-2069809.19             | $-861663.67                                |

**Designated Index Information**

- **Index Name:** 0

- **Index Identifier:** 0

### Schedule of Portfolio Investments

| Name                               | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| TRANSDIGM INC                      | TRANSDIGM INC                                                                    | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    911000 | PA      | $900423.29    | 0.50%             | 2026-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN           | CLARIOS GLOBAL LP / CLARIOS US FINANCE CO                                        | CUSIP: 69867DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $616746.15    | 0.34%             | 2026-05-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN           | CLARIOS GLOBAL LP / CLARIOS US FINANCE CO                                        | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    890000 | PA      | $870915.29    | 0.48%             | 2027-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                   | CSC HOLDINGS LLC                                                                 | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    585000 | PA      | $399087.00    | 0.22%             | 2028-04-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP              | TENET HEALTHCARE CORP                                                            | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    975000 | PA      | $938476.50    | 0.52%             | 2027-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC           | PRIME SECURITY SERVICES BORROWER LLC / PRIME FINANCE INC                         | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1248000 | PA      | $1203945.60   | 0.67%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| STAPLES INC                        | STAPLES INC                                                                      | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1302737.40   | 0.73%             | 2026-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| GTCR AP FINANCE INC                | GTCR AP FINANCE INC                                                              | CUSIP: 40060QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $426959.70    | 0.24%             | 2027-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 33     | OCTAGON INVESTMENT PARTNERS 33 LTD                                               | CUSIP: 67579NAA7<br>LEI: 549300IDWDG12HO3TO90 | Long             | ABS-CBDO         | CORP              | KY        |   1525000 | OU      | $1294612.15   | 0.72%             | 2031-01-20      | Variable      | 10.54%                | Yes           |                  2 | On Loan: No      |
| LABL INC                           | LABL INC                                                                         | CUSIP: 50168AAB6<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |   1016000 | PA      | $959280.62    | 0.53%             | 2026-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| LABL INC                           | LABL INC                                                                         | CUSIP: 50168AAA8<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    218000 | PA      | $203193.44    | 0.11%             | 2027-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| WASTE PRO USA INC                  | WASTE PRO USA INC                                                                | CUSIP: 94107JAA1<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    713000 | PA      | $631261.68    | 0.35%             | 2026-02-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| COMMSCOPE INC                      | COMMSCOPE INC                                                                    | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   1271000 | PA      | $987033.18    | 0.55%             | 2027-03-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                  | NEXSTAR MEDIA INC                                                                | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1140040.50   | 0.63%             | 2027-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI           | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP                     | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1269083.54   | 0.71%             | 2027-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNA           | SCIENTIFIC GAMES INTERNATIONAL INC                                               | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    815000 | PA      | $783867.00    | 0.44%             | 2029-11-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| PDC ENERGY INC                     | PDC ENERGY INC                                                                   | CUSIP: 69327RAJ0<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |    670000 | PA      | $640654.00    | 0.36%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                   | CSC HOLDINGS LLC                                                                 | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    518000 | PA      | $293289.01    | 0.16%             | 2030-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN              | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                            | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    760000 | PA      | $732025.20    | 0.41%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                   | ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP                      | CUSIP: 019576AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1155495.60   | 0.64%             | 2026-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| VERSCEND ESCROW CORP               | VERSCEND ESCROW CORP                                                             | CUSIP: 92535WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1244000 | PA      | $1221433.84   | 0.68%             | 2026-08-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| CALPINE CORP                       | CALPINE CORP                                                                     | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    690000 | PA      | $616986.41    | 0.34%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE           | CONNECT FINCO SARL / CONNECT US FINCO LLC                                        | CUSIP: 20752TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2066000 | PA      | $1918941.13   | 1.07%             | 2026-10-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| HARSCO CORP                        | HARSCO CORP                                                                      | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |    560000 | PA      | $443042.08    | 0.25%             | 2027-07-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| STATION CASINOS LLC                | STATION CASINOS LLC                                                              | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    770000 | PA      | $670617.46    | 0.37%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ARCONIC CORP                       | ARCONIC CORP                                                                     | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |    825000 | PA      | $775487.67    | 0.43%             | 2028-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC           | PRIME SECURITY SERVICES BORROWER LLC / PRIME FINANCE INC                         | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1429000 | PA      | $1303562.38   | 0.73%             | 2028-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| DEALER TIRE LLC/DT ISSR            | DEALER TIRE LLC / DT ISSUER LLC                                                  | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1809000 | PA      | $1594549.22   | 0.89%             | 2028-02-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC           | FORD MOTOR CREDIT CO LLC                                                         | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1080282.00   | 0.60%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| EXTERRAN PARTNERS/EXLP             | ARCHROCK PARTNERS LP / ARCHROCK PARTNERS FINANCE CORP                            | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    787000 | PA      | $721393.36    | 0.40%             | 2028-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| POST HOLDINGS INC                  | POST HOLDINGS INC                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1167513.75   | 0.65%             | 2030-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC             | SPIRIT AEROSYSTEMS INC                                                           | CUSIP: 85205TAL4<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990310.00    | 0.55%             | 2025-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA           | ALTICE FRANCE HOLDING SA                                                         | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    660000 | PA      | $504669.00    | 0.28%             | 2027-05-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP          | OCCIDENTAL PETROLEUM CORP                                                        | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    800000 | PA      | $817804.00    | 0.46%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MID PARTNER LP           | CRESTWOOD MIDSTREAM PARTNERS LP / CRESTWOOD MIDSTREAM FINANCE CORP               | CUSIP: 226373AQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    646000 | PA      | $601891.12    | 0.33%             | 2027-05-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| TRIPADVISOR INC                    | TRIPADVISOR INC                                                                  | CUSIP: 896945AA0<br>LEI: 549300XVG45PT5BART17 | Long             | DBT              | CORP              | US        |    518000 | PA      | $512617.92    | 0.29%             | 2025-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC           | TK ELEVATOR US NEWCO INC                                                         | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1165376.00   | 0.65%             | 2027-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| HUSKY III HOLDING LTD              | HUSKY III HOLDING LTD                                                            | CUSIP: 44810RAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1723000 | PA      | $1529162.50   | 0.85%             | 2025-02-15      | Fixed         | 13.00%                | Yes           |                  2 | On Loan: No      |
| GRIFFON CORP                       | GRIFFON CORP                                                                     | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $962377.50    | 0.54%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA           | ALTICE FRANCE HOLDING SA                                                         | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |   1068000 | PA      | $632727.76    | 0.35%             | 2028-02-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM               | TAYLOR MORRISON COMMUNITIES INC                                                  | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    269000 | PA      | $233494.51    | 0.13%             | 2030-08-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                  | IRON MOUNTAIN INC                                                                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $967093.05    | 0.54%             | 2030-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC          | CAESARS ENTERTAINMENT INC                                                        | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    580000 | PA      | $564749.19    | 0.31%             | 2025-07-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP          | OCCIDENTAL PETROLEUM CORP                                                        | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1508911.50   | 0.84%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP          | OCCIDENTAL PETROLEUM CORP                                                        | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1980000 | PA      | $2238755.31   | 1.25%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L           | EQM MIDSTREAM PARTNERS LP                                                        | CUSIP: 26885BAC4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    969000 | PA      | $868178.46    | 0.48%             | 2028-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRINSEO OP / TRINSEO FIN           | TRINSEO MATERIALS OPERATING SCA / TRINSEO MATERIALS FINANCE INC                  | CUSIP: 89668QAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    960000 | PA      | $791116.80    | 0.44%             | 2025-09-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC           | ACADIA HEALTHCARE CO INC                                                         | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    330000 | PA      | $313533.00    | 0.17%             | 2028-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CO                      | FORD MOTOR CO                                                                    | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    243000 | PA      | $185739.41    | 0.10%             | 2046-12-08      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES           | DELTA AIR LINES INC / SKYMILES IP LTD                                            | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    790000 | PA      | $743792.53    | 0.41%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO             | SOUTHWESTERN ENERGY CO                                                           | CUSIP: 845467AP4<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    475000 | PA      | $490535.16    | 0.27%             | 2028-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP           | GRAHAM PACKAGING CO INC                                                          | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |    753000 | PA      | $629487.30    | 0.35%             | 2028-08-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC              | AMERICAN AIRLINES INC                                                            | CUSIP: 023771S58<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    836000 | PA      | $898557.25    | 0.50%             | 2025-07-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL           | CHEPLAPHARM ARZNEIMITTEL GMBH                                                    | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |   1430000 | PA      | $1198025.40   | 0.67%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP              | TENET HEALTHCARE CORP                                                            | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $1821782.90   | 1.01%             | 2028-10-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| COVANTA HOLDING CORP               | COVANTA HOLDING CORP                                                             | CUSIP: 22282EAJ1<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    470000 | PA      | $380565.09    | 0.21%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHENANGO PARK CLO, LTD.            | CHENANGO PARK CLO LTD                                                            | CUSIP: 16410LAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | OU      | $806636.00    | 0.45%             | 2030-04-15      | Variable      | 9.88%                 | Yes           |                  2 | On Loan: No      |
| RADIATE HOLDCO / FINANCE           | RADIATE HOLDCO LLC / RADIATE FINANCE INC                                         | CUSIP: 75026JAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    656000 | PA      | $275939.84    | 0.15%             | 2028-09-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| OZLM LTD                           | OZLM VI LTD                                                                      | CUSIP: 67108PAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | OU      | $1523092.00   | 0.85%             | 2031-04-17      | Variable      | 10.13%                | Yes           |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC           | UNITED NATURAL FOODS INC                                                         | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1636131.00   | 0.91%             | 2028-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| VIASAT INC                         | VIASAT INC                                                                       | CUSIP: 92552VAK6<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $947954.95    | 0.53%             | 2025-09-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| BOMBARDIER INC                     | BOMBARDIER INC                                                                   | CUSIP: 097751BM2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    184000 | PA      | $182596.83    | 0.10%             | 2025-03-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FRANCE SA                   | ALTICE FRANCE SA/FRANCE                                                          | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1305000 | PA      | $1191386.70   | 0.66%             | 2027-02-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| TITAN ACQ/CO-BORROWER              | TITAN ACQUISITION LTD / TITAN CO-BORROWER LLC                                    | CUSIP: 88827AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    425000 | PA      | $383421.43    | 0.21%             | 2026-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP           | LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP               | CUSIP: 505742AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2004000 | PA      | $1886346.58   | 1.05%             | 2025-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                 | ALLY FINANCIAL INC                                                               | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    898000 | PA      | $929490.70    | 0.52%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                      | DISH DBS CORP                                                                    | CUSIP: 25470XAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1490070.22   | 0.83%             | 2024-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NFP CORP                           | NFP CORP                                                                         | CUSIP: 65342RAD2<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    350000 | PA      | $289267.65    | 0.16%             | 2028-08-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT             | MAUSER PACKAGING SOLUTIONS HOLDING CO                                            | CUSIP: 12429TAE4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   2431000 | PA      | $2252994.18   | 1.25%             | 2025-04-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN           | BLUE RACER MIDSTREAM LLC / BLUE RACER FINANCE CORP                               | CUSIP: 095796AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1813002.40   | 1.01%             | 2026-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| CBS OUT AMER CAP LLC/COR           | OUTFRONT MEDIA CAPITAL LLC / OUTFRONT MEDIA CAPITAL CORP                         | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    975000 | PA      | $879251.51    | 0.49%             | 2027-08-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC              | GFL ENVIRONMENTAL INC                                                            | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $856315.00    | 0.48%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                | ASSUREDPARTNERS INC                                                              | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    659000 | PA      | $543239.69    | 0.30%             | 2029-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP              | ANTERO RESOURCES CORP                                                            | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    527000 | PA      | $530610.57    | 0.30%             | 2029-02-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| MATADOR RESOURCES CO               | MATADOR RESOURCES CO                                                             | CUSIP: 576485AE6<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   1098000 | PA      | $1057285.11   | 0.59%             | 2026-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CCM MERGER INC                     | CCM MERGER INC                                                                   | CUSIP: 14985VAE1<br>LEI: 549300P77RSBKKFME089 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1660753.60   | 0.92%             | 2026-05-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP                      | CARNIVAL CORP                                                                    | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1127000 | PA      | $895249.04    | 0.50%             | 2026-03-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                | ASSUREDPARTNERS INC                                                              | CUSIP: 04624VAA7<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1457837.69   | 0.81%             | 2025-08-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| GRAY TELEVISION INC                | GRAY TELEVISION INC                                                              | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   1059000 | PA      | $767775.00    | 0.43%             | 2030-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NCL CORPORATION LTD                | NCL CORP LTD                                                                     | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    334000 | PA      | $262924.80    | 0.15%             | 2026-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN           | BLUE RACER MIDSTREAM LLC / BLUE RACER FINANCE CORP                               | CUSIP: 095796AH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $506837.46    | 0.28%             | 2025-12-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| STAPLES INC                        | STAPLES INC                                                                      | CUSIP: 855030AP7<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    980000 | PA      | $707246.40    | 0.39%             | 2027-04-15      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC            | MACY'S RETAIL HOLDINGS LLC                                                       | CUSIP: 55617LAP7<br>LEI: 549300JMONK27O4SQQ19 | Long             | DBT              | CORP              | US        |    770000 | PA      | $682892.13    | 0.38%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICE           | PRIME HEALTHCARE SERVICES INC                                                    | CUSIP: 74165HAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    478000 | PA      | $404667.41    | 0.23%             | 2025-11-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| KRONOS ACQ  / KIK CUSTOM           | KRONOS ACQUISITION HOLDINGS INC / KIK CUSTOM PRODUCTS INC                        | CUSIP: 50106GAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1169437.50   | 0.65%             | 2026-12-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                       | NAVIENT CORP                                                                     | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1448043.44   | 0.81%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                   | TASEKO MINES LTD                                                                 | CUSIP: 876511AF3<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |    310000 | PA      | $272982.67    | 0.15%             | 2026-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| AHLSTROM-MUNKSJO HLDG 3            | AHLSTROM-MUNKSJO HOLDING 3 OY                                                    | CUSIP: 84612JAA0<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |   1460000 | PA      | $1188354.20   | 0.66%             | 2028-02-04      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CROWNROCK LP/CROWNROCK F           | CROWNROCK LP / CROWNROCK FINANCE INC                                             | CUSIP: 228701AG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    653000 | PA      | $590211.29    | 0.33%             | 2029-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN           | AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1446902.13   | 0.81%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| TRINSEO OP / TRINSEO FIN           | TRINSEO MATERIALS OPERATING SCA / TRINSEO MATERIALS FINANCE INC                  | CUSIP: 89668QAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    280000 | PA      | $181725.60    | 0.10%             | 2029-04-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN           | AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD                                  | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $366092.57    | 0.20%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| NORTHWEST FIBER LLC/NORT           | NORTHWEST FIBER LLC / NORTHWEST FIBER FINANCE SUB INC                            | CUSIP: 667449AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1444000 | PA      | $1119870.14   | 0.62%             | 2028-02-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC | CLEAR CHANNEL OUTDOOR HOLDINGS INC                                               | CUSIP: 18453HAC0<br>LEI: 5299006P35UZZASMAZ95 | Long             | DBT              | CORP              | US        |    330000 | PA      | $241330.43    | 0.13%             | 2028-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP              | ANTERO RESOURCES CORP                                                            | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    555000 | PA      | $515295.30    | 0.29%             | 2030-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| EVERI HOLDINGS INC                 | EVERI HOLDINGS INC                                                               | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |   1441000 | PA      | $1239644.10   | 0.69%             | 2029-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| IRIS HOLDINGS INC                  | IRIS HOLDINGS INC                                                                | CUSIP: 46272EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    996000 | PA      | $856560.00    | 0.48%             | 2026-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| APX GROUP INC                      | APX GROUP INC                                                                    | CUSIP: 00213MAW4<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |   1516000 | PA      | $1257502.02   | 0.70%             | 2029-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                | JAZZ SECURITIES DAC                                                              | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |   1090000 | PA      | $973451.75    | 0.54%             | 2029-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| SKILLSOFT CORP                     | SKILLSOFT CORP                                                                   | CUSIP: 83066P200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14781 | NS      | $19215.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE           | COMPASS GROUP DIVERSIFIED HOLDINGS LLC                                           | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |    910000 | PA      | $779952.83    | 0.43%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI            | ALLIED UNIVERSAL HOLDCO LLC/ALLIED UNIVERSAL FINANCE CORP/ATLAS LUXCO 4 SARL     | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    990000 | PA      | $819522.00    | 0.46%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ORGANON & CO/ORG                   | ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV                                 | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1494000 | PA      | $1296247.06   | 0.72%             | 2031-04-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| OCTAGON CREDIT PARTNERS 46, LT     | OCTAGON INVESTMENT PARTNERS 46 LTD                                               | CUSIP: 67578LAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | OU      | $1661168.00   | 0.92%             | 2036-07-15      | Variable      | 10.68%                | Yes           |                  2 | On Loan: No      |
| BATTALION CLO LTD                  | BATTALION CLO X LTD                                                              | CUSIP: 07132KAJ0<br>LEI: 549300RRK5G3IT4Y7N27 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | OU      | $819622.00    | 0.46%             | 2035-01-25      | Variable      | 10.93%                | Yes           |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC    | PENNYMAC FINANCIAL SERVICES INC                                                  | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    846000 | PA      | $672134.22    | 0.37%             | 2031-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC            | MACY'S RETAIL HOLDINGS LLC                                                       | CUSIP: 55616XAM9<br>LEI: 549300JMONK27O4SQQ19 | Long             | DBT              | CORP              | US        |   2008000 | PA      | $1401122.16   | 0.78%             | 2034-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                | ALTICE FINANCING SA                                                              | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   2665000 | PA      | $2101186.92   | 1.17%             | 2029-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AMWINS GROUP INC                   | AMWINS GROUP INC                                                                 | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    579000 | PA      | $491829.66    | 0.27%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS             | PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    870000 | PA      | $737586.00    | 0.41%             | 2029-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                      | TRANSDIGM INC                                                                    | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1003000 | PA      | $876145.58    | 0.49%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD        | ROYAL CARIBBEAN CRUISES LTD                                                      | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1392000 | PA      | $1172760.00   | 0.65%             | 2026-08-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CROWN POINT CLO LTD                | CROWN POINT CLO 8 LTD                                                            | CUSIP: 22846CAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2375000 | OU      | $2209016.00   | 1.23%             | 2034-10-20      | Variable      | 11.37%                | Yes           |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FIN            | CONSOLIDATED ENERGY FINANCE SA                                                   | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |   1502000 | PA      | $1278167.11   | 0.71%             | 2028-10-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                | MEDLINE BORROWER LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    677000 | PA      | $538929.24    | 0.30%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FRANCE SA                   | ALTICE FRANCE SA/FRANCE                                                          | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    957000 | PA      | $731449.46    | 0.41%             | 2029-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP                      | CARNIVAL CORP                                                                    | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    550000 | PA      | $367541.32    | 0.20%             | 2029-05-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| NORTHWEST FIBER LLC/NORT           | NORTHWEST FIBER LLC / NORTHWEST FIBER FINANCE SUB INC                            | CUSIP: 667449AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    631000 | PA      | $555982.09    | 0.31%             | 2027-04-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| HEALTHEQUITY INC                   | HEALTHEQUITY INC                                                                 | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    891000 | PA      | $779758.65    | 0.43%             | 2029-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ALTICE USA INC                     | ALTICE USA INC                                                                   | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |      8400 | NS      | $38640.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWOODS CAPITAL LTD             | NORTHWOODS CAPITAL 27 LTD                                                        | CUSIP: 66860YAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1150000 | OU      | $933566.55    | 0.52%             | 2034-10-17      | Variable      | 11.12%                | Yes           |                  2 | On Loan: No      |
| ROCKCLIFF ENERGY II LLC            | ROCKCLIFF ENERGY II LLC                                                          | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |   2032000 | PA      | $1861769.20   | 1.04%             | 2029-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| LABL INC                           | LABL INC                                                                         | CUSIP: 50168QAD7<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    419000 | PA      | $334507.56    | 0.19%             | 2029-11-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP           | OLYMPUS WATER US HOLDING CORP                                                    | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    791000 | PA      | $601560.39    | 0.33%             | 2029-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP           | OLYMPUS WATER US HOLDING CORP                                                    | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    259000 | PA      | $210606.79    | 0.12%             | 2028-10-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO             | SOUTHWESTERN ENERGY CO                                                           | CUSIP: 845467AS8<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    370000 | PA      | $338159.28    | 0.19%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                        | VISTRA CORP                                                                      | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   2186000 | PA      | $1992272.77   | 1.11%             | 2171-06-15      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN           | CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC                                         | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2100912.19   | 1.17%             | 2031-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC | CLEAR CHANNEL OUTDOOR HOLDINGS INC                                               | CUSIP: 18453HAA4<br>LEI: 5299006P35UZZASMAZ95 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1111872.00   | 0.62%             | 2027-08-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC            | STANDARD INDUSTRIES INC/NJ                                                       | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    890000 | PA      | $802201.50    | 0.45%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC    | PENNYMAC FINANCIAL SERVICES INC                                                  | CUSIP: 70932MAA5<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    740000 | PA      | $668201.01    | 0.37%             | 2025-10-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC           | VIRGIN MEDIA FINANCE PLC                                                         | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |   1180000 | PA      | $948360.10    | 0.53%             | 2030-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                   | ZIGGO BOND CO BV                                                                 | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    840000 | PA      | $679673.40    | 0.38%             | 2030-02-28      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO             | SOUTHWESTERN ENERGY CO                                                           | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   1127000 | PA      | $1046425.14   | 0.58%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COVANTA HOLDING CORP               | COVANTA HOLDING CORP                                                             | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |   1231000 | PA      | $1010121.67   | 0.56%             | 2029-12-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ECO MATERIAL TECH INC              | ECO MATERIAL TECHNOLOGIES INC                                                    | CUSIP: 27900QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1531000 | PA      | $1464490.50   | 0.82%             | 2027-01-31      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| NCL CORPORATION LTD                | NCL CORP LTD                                                                     | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    716000 | PA      | $621097.78    | 0.35%             | 2027-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC             | ATHENAHEALTH GROUP INC                                                           | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   3165000 | PA      | $2338324.69   | 1.30%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CDI ESCROW ISSUER INC              | CDI ESCROW ISSUER INC                                                            | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    720000 | PA      | $646692.57    | 0.36%             | 2030-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO           | SCIENTIFIC GAMES HOLDINGS LP/SCIENTIFIC GAMES US FINCO INC                       | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1857000 | PA      | $1571022.00   | 0.87%             | 2030-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L           | EQM MIDSTREAM PARTNERS LP                                                        | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    242000 | PA      | $237301.57    | 0.13%             | 2027-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP             | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                                     | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1656554.90   | 0.92%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH               | IHO VERWALTUNGS GMBH                                                             | CUSIP: 44963BAE8<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |   1450000 | PA      | $1275311.45   | 0.71%             | 2027-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FRANCE SA                   | ALTICE FRANCE SA/FRANCE                                                          | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1160000 | PA      | $910913.20    | 0.51%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP               | ONEMAIN FINANCE CORP                                                             | CUSIP: 85172FAP4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1085840.00   | 0.60%             | 2024-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                     | CVR ENERGY INC                                                                   | CUSIP: 12662PAB4<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |   1981000 | PA      | $1825461.79   | 1.02%             | 2025-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP               | ONEMAIN FINANCE CORP                                                             | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $931805.80    | 0.52%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC              | UBER TECHNOLOGIES INC                                                            | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    990000 | PA      | $864398.70    | 0.48%             | 2029-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC           | FORD MOTOR CREDIT CO LLC                                                         | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1332944.10   | 0.74%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                  | POST HOLDINGS INC                                                                | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    760000 | PA      | $689320.00    | 0.38%             | 2029-12-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| TELECOM ITALIA SPA/MILANO          | TELECOM ITALIA SPA/MILANO                                                        | CUSIP: 87927YAA0<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |   1135000 | PA      | $1077682.50   | 0.60%             | 2024-05-30      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC                  | NEWELL BRANDS INC                                                                | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1078000 | PA      | $1016548.90   | 0.57%             | 2026-04-01      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN           | HILTON DOMESTIC OPERATING CO INC                                                 | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    420000 | PA      | $352249.80    | 0.20%             | 2031-05-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AIR CANADA                         | AIR CANADA                                                                       | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    830000 | PA      | $736569.13    | 0.41%             | 2026-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                   | ZIGGO BOND CO BV                                                                 | CUSIP: 98954UAB9<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    890000 | PA      | $829480.00    | 0.46%             | 2027-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP               | LAS VEGAS SANDS CORP                                                             | CUSIP: 517834AG2<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    810000 | PA      | $766089.05    | 0.43%             | 2024-08-08      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC               | TTM TECHNOLOGIES INC                                                             | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $996428.40    | 0.55%             | 2029-03-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN           | 1011778 BC ULC / NEW RED FINANCE INC                                             | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1422000 | PA      | $1275179.18   | 0.71%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                   | CSC HOLDINGS LLC                                                                 | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $844182.35    | 0.47%             | 2028-02-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| UPC BROADBAND FINCO BV             | UPC BROADBAND FINCO BV                                                           | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |    730000 | PA      | $608681.30    | 0.34%             | 2031-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ENLINK MIDSTREAM LLC               | ENLINK MIDSTREAM LLC                                                             | CUSIP: 29336TAD2<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |    686000 | PA      | $679860.30    | 0.38%             | 2030-09-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV            | SENSATA TECHNOLOGIES BV                                                          | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    980000 | PA      | $930186.95    | 0.52%             | 2030-09-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| MCAFEE CORP                        | MCAFEE CORP                                                                      | CUSIP: 57906HAD9<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |   1137150 | PA      | $1061609.13   | 0.59%             | 2029-03-01      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| FRST STU BID/FRST TRANS            | FIRST STUDENT BIDCO INC / FIRST TRANSIT PARENT INC                               | CUSIP: 337120AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    637000 | PA      | $527800.61    | 0.29%             | 2029-07-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC           | PRIMO WATER HOLDINGS INC                                                         | CUSIP: 74168LAA4<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $925305.52    | 0.51%             | 2029-04-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CALPINE CORP                       | CALPINE CORP                                                                     | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1457121.84   | 0.81%             | 2029-02-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                      | CITIGROUP INC                                                                    | CUSIP: 172967MG3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    855000 | PA      | $763098.00    | 0.42%             | 2170-03-12      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC           | ROCKET MORTGAGE LLC / ROCKET MORTGAGE CO-ISSUER INC                              | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1130000 | PA      | $897330.82    | 0.50%             | 2029-03-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP               | BANK OF AMERICA CORP                                                             | CUSIP: 060505FP4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    570000 | PA      | $527930.77    | 0.29%             | 2171-12-20      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP             | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1119000 | PA      | $967599.30    | 0.54%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GR           | COGENT COMMUNICATIONS GROUP INC                                                  | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1501202.48   | 0.84%             | 2027-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC             | MATCH GROUP HOLDINGS II LLC                                                      | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $929478.43    | 0.52%             | 2031-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS           | MPH ACQUISITION HOLDINGS LLC                                                     | CUSIP: 553283AD4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $922925.20    | 0.51%             | 2028-09-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ZIGGO BV                           | ZIGGO BV                                                                         | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |   1520000 | PA      | $1274413.60   | 0.71%             | 2030-01-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                | CHURCHILL DOWNS INC                                                              | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    440000 | PA      | $394424.80    | 0.22%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                | JPMORGAN CHASE & CO                                                              | CUSIP: 48128BAG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    620000 | PA      | $547925.00    | 0.30%             | 2170-08-01      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                    | YUM! BRANDS INC                                                                  | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1307916.00   | 0.73%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO / FINANCE           | RADIATE HOLDCO LLC / RADIATE FINANCE INC                                         | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    730000 | PA      | $537484.40    | 0.30%             | 2026-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD        | ROYAL CARIBBEAN CRUISES LTD                                                      | CUSIP: 780153BR2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    140000 | PA      | $144032.70    | 0.08%             | 2029-01-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC             | OPTION CARE HEALTH INC                                                           | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1217619.15   | 0.68%             | 2029-10-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L           | EQM MIDSTREAM PARTNERS LP                                                        | CUSIP: 26885BAA8<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    741000 | PA      | $713353.29    | 0.40%             | 2024-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                   | ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV                                 | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $354860.00    | 0.20%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC        | STARWOOD PROPERTY TRUST INC                                                      | CUSIP: 85571BAW5<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    720000 | PA      | $676922.80    | 0.38%             | 2024-12-31      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| DISH NETWORK CORP                  | DISH NETWORK CORP                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    588000 | PA      | $606316.20    | 0.34%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN           | HILTON DOMESTIC OPERATING CO INC                                                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    950000 | PA      | $762451.00    | 0.42%             | 2032-02-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| AG TTMT ESCROW ISSUER              | AG TTMT ESCROW ISSUER LLC                                                        | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $483000.00    | 0.27%             | 2027-09-30      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC             | SPIRIT AEROSYSTEMS INC                                                           | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    395000 | PA      | $416310.25    | 0.23%             | 2029-11-30      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC                  | NEWELL BRANDS INC                                                                | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    181000 | PA      | $155730.22    | 0.09%             | 2036-04-01      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                 | RITHM CAPITAL CORP                                                               | CUSIP: 64828TAA0<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |   1127000 | PA      | $1013037.37   | 0.56%             | 2025-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD        | ROYAL CARIBBEAN CRUISES LTD                                                      | CUSIP: 780153BS0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    840000 | PA      | $845250.00    | 0.47%             | 2029-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT           | WESTERN MIDSTREAM OPERATING LP                                                   | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $971444.25    | 0.54%             | 2030-02-01      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| RUSSELL INVESTMENTS US             | RUSSELL INVESTMENTS US                                                           | CUSIP: 78249LAD2<br>LEI: 5493008YG7V0FQCJQI74 | Long             | LON              | CORP              | US        |   1048000 | PA      | $1010272.00   | 0.56%             | 2025-05-30      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                    | GEN DIGITAL INC                                                                  | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1089243.00   | 0.61%             | 2027-09-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS           | TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP              | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1012816.00   | 0.56%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC           | IHEARTCOMMUNICATIONS INC                                                         | CUSIP: 45174HBC0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $976874.80    | 0.54%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC           | PERMIAN RESOURCES OPERATING LLC                                                  | CUSIP: 15138AAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    280000 | PA      | $255322.11    | 0.14%             | 2026-01-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                      | TRANSDIGM INC                                                                    | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    810000 | PA      | $762274.80    | 0.42%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NFP CORP                           | NFP CORP                                                                         | CUSIP: 65342RAE0<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    364000 | PA      | $310344.85    | 0.17%             | 2028-08-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS            | FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570000 | PA      | $530538.90    | 0.30%             | 2027-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TRUST INC      | BLACKSTONE MORTGAGE TRUST INC                                                    | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |    655000 | PA      | $564055.96    | 0.31%             | 2027-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP               | PILGRIM'S PRIDE CORP                                                             | CUSIP: 72147KAG3<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    652000 | PA      | $511132.14    | 0.28%             | 2032-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006             | FMG RESOURCES AUGUST 2006 PTY LTD                                                | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    690000 | PA      | $644491.05    | 0.36%             | 2032-04-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN            | AETHON UNITED BR LP / AETHON UNITED FINANCE CORP                                 | CUSIP: 00810GAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    767000 | PA      | $761708.53    | 0.42%             | 2026-02-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL HLDGS BM LTD              | CARNIVAL HOLDINGS BERMUDA LTD                                                    | CUSIP: 14366RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1114000 | PA      | $1145620.89   | 0.64%             | 2028-05-01      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| BJ81I27BC2JLEDKS_1060500_S         | EUR/USD FWD 20230131 229                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | DFE              |  | XX        | -20905000 | NC      | $-22428099.41 | -12.48%           |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                     | NRG ENERGY INC                                                                   | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    384000 | PA      | $292616.66    | 0.16%             | 2031-02-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP              | TENET HEALTHCARE CORP                                                            | CUSIP: 88033GDA5<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    960000 | PA      | $894979.15    | 0.50%             | 2027-11-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU           | VENTURE GLOBAL CALCASIEU PASS LLC                                                | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1146243.00   | 0.64%             | 2033-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SEALED AIR CORP                    | SEALED AIR CORP                                                                  | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1035589.50   | 0.58%             | 2029-04-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTION           | CATALENT PHARMA SOLUTIONS INC                                                    | CUSIP: 14879EAH1<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |    910000 | PA      | $725725.00    | 0.40%             | 2029-02-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| EE4VNMAI54DP418S_1060500_S         | GBP/USD FWD 20230131 00005                                                       | CUSIP: N/A<br>LEI: N/A                        | Short            | DFE              |  | GB        |   -300000 | NC      | $-363006.68   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                | SIRIUS XM RADIO INC                                                              | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $992958.00    | 0.55%             | 2030-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP             | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                                     | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $330881.63    | 0.18%             | 2029-06-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP            | SBA COMMUNICATIONS CORP                                                          | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $916569.50    | 0.51%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SOLARIS MIDSTREAM HOLDIN           | SOLARIS MIDSTREAM HOLDINGS LLC                                                   | CUSIP: 83419MAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |    302000 | PA      | $300746.70    | 0.17%             | 2026-04-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                | GO DADDY OPERATING CO LLC / GD FINANCE CO INC                                    | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $758544.04    | 0.42%             | 2027-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS            | FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    801000 | PA      | $815974.31    | 0.45%             | 2030-05-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| PACTIV EVERGREEN GROUP             | PACTIV EVERGREEN GROUP ISSUER INC/PACTIV EVERGREEN GROUP ISSUER LLC              | CUSIP: 76174LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1004174.93   | 0.56%             | 2027-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS             | AXALTA COATING SYSTEMS LLC                                                       | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |    390000 | PA      | $322292.17    | 0.18%             | 2029-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS            | FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    439621 | PA      | $340695.65    | 0.19%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| 6SMFEMC9UPCSJ0I9_1060500_S         | GBP/USD FWD 20230131 229                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | DFE              |  | GB        |  -5130000 | NC      | $-6207414.19  | -3.45%            |  |  |  | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC               | NEPTUNE BIDCO US INC                                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    454000 | PA      | $428782.57    | 0.24%             | 2029-04-15      | Fixed         | 9.29%                 | Yes           |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC               | SRS DISTRIBUTION INC                                                             | CUSIP: 78471RAD8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |    460000 | PA      | $366690.42    | 0.20%             | 2029-12-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BATH & BODY WORKS INC              | BATH & BODY WORKS INC                                                            | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    770000 | PA      | $723887.01    | 0.40%             | 2030-10-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT             | MAUSER PACKAGING SOLUTIONS HOLDING CO                                            | CUSIP: 12429TAD6<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    387000 | PA      | $377095.57    | 0.21%             | 2024-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC               | SRS DISTRIBUTION INC                                                             | CUSIP: 78471RAB2<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |    283000 | PA      | $251230.46    | 0.14%             | 2028-07-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| LEVI STRAUSS & CO                  | LEVI STRAUSS & CO                                                                | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |    657000 | PA      | $522308.43    | 0.29%             | 2031-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC             | ACRISURE LLC / ACRISURE FINANCE INC                                              | CUSIP: 00489LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $368157.09    | 0.20%             | 2025-11-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| GOLDEN ENTERTAINMENT INC           | GOLDEN ENTERTAINMENT INC                                                         | CUSIP: 381013AA9<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | DBT              | CORP              | US        |    750000 | PA      | $740397.13    | 0.41%             | 2026-04-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| BJ81I27BC2JLEDKS_1060500_L         | EUR/USD FWD 20230131 229                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DFE              |  | XX        |   1755000 | NC      | $1882866.04   | 1.05%             |  |  |  | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP               | RLJ LODGING TRUST LP                                                             | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1242529.22   | 0.69%             | 2029-09-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CROCS INC                          | CROCS INC                                                                        | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    900000 | PA      | $763537.50    | 0.42%             | 2029-03-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FINANCING SA                | ALTICE FINANCING SA                                                              | CUSIP: N/A<br>LEI: 549300DIYGW8HVDF7Q17       | Long             | LON              | CORP              | LU        |    750000 | PA      | $720000.00    | 0.40%             | 2027-10-28      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| KB HOME                            | KB HOME                                                                          | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    564000 | PA      | $454090.50    | 0.25%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP           | CHOBANI LLC / CHOBANI FINANCE CORP INC                                           | CUSIP: 17027NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $409638.60    | 0.23%             | 2025-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| API GROUP DE INC                   | API GROUP DE INC                                                                 | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    265000 | PA      | $231073.53    | 0.13%             | 2029-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI           | PETSMART INC / PETSMART FINANCE CORP                                             | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    790000 | PA      | $743443.33    | 0.41%             | 2029-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP               | WESTERN DIGITAL CORP                                                             | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1236535.20   | 0.69%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC             | ACRISURE LLC / ACRISURE FINANCE INC                                              | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1000323.87   | 0.56%             | 2029-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP           | CHOBANI LLC / CHOBANI FINANCE CORP INC                                           | CUSIP: 17027NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $296553.10    | 0.17%             | 2028-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC               | NEPTUNE BIDCO US INC                                                             | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |    960000 | PA      | $860404.80    | 0.48%             | 2029-04-11      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                         | ELASTIC NV                                                                       | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |    917000 | PA      | $741830.08    | 0.41%             | 2029-07-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| ARD FINANCE SA                     | ARD FINANCE SA                                                                   | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |    696419 | PA      | $485482.36    | 0.27%             | 2027-06-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| PIKE CORP                          | PIKE CORP                                                                        | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |    705000 | PA      | $617488.35    | 0.34%             | 2028-09-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ARCHES BUYER INC                   | ARCHES BUYER INC                                                                 | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    230000 | PA      | $180191.52    | 0.10%             | 2028-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| VAC GERMANY HOLDING GMBH           | VAC GERMANY HOLDING GMBH                                                         | CUSIP: 64911CAB3<br>LEI: 549300UJYMVEWJOVTC36 | Long             | LON              | CORP              | DE        |    836459 | PA      | $755598.88    | 0.42%             | 2025-03-08      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                        | ASURION LLC                                                                      | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1657513 | PA      | $1298189.01   | 0.72%             | 2029-01-20      | Variable      | 9.32%                 | No            |                  2 | On Loan: No      |
| ECL ENTERTAINMENT LLC              | ECL ENTERTAINMENT LLC                                                            | CUSIP: N/A<br>LEI: 254900UPSGHOBB360Z85       | Long             | LON              | CORP              | US        |   1182000 | PA      | $1181018.94   | 0.66%             | 2028-05-01      | Variable      | 11.57%                | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC              | DIRECTV FINANCING LLC                                                            | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1380289 | PA      | $1346788.94   | 0.75%             | 2027-08-02      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| CCI BUYER INC                      | CCI BUYER INC                                                                    | CUSIP: 12510EAC1<br>LEI: 254900TMV7DAFRQALU04 | Long             | LON              | CORP              | US        |   2322413 | PA      | $2224871.65   | 1.24%             | 2027-12-17      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                        | ASURION LLC                                                                      | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    770000 | PA      | $605089.10    | 0.34%             | 2028-01-31      | Variable      | 9.32%                 | No            |                  2 | On Loan: No      |
| BL3006121                          | WATERBRIDGE MIDSTREAM OP                                                         | CUSIP: 94120XAB1<br>LEI: 549300DVU86VSP486341 | Long             | LON              | CORP              | US        |    898197 | PA      | $865776.46    | 0.48%             | 2026-06-22      | Variable      | 9.13%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /           | ALBION FINANCING 1 SARL / AGGREKO HOLDINGS INC                                   | CUSIP: BR9345488<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    540000 | PA      | $507188.80    | 0.28%             | 2026-10-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BOXER PARENT CO INC                | BOXER PARENT CO INC                                                              | CUSIP: BJ4450406<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |    570000 | PA      | $583343.17    | 0.32%             | 2025-10-02      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| STANDARD PROFIL AUTOMOTI           | STANDARD PROFIL AUTOMOTIVE GMBH                                                  | CUSIP: BP2887126<br>LEI: 529900C8VRLXU0FJK109 | Long             | DBT              | CORP              | DE        |    675000 | PA      | $443669.68    | 0.25%             | 2026-04-30      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| INTRUM AB                          | INTRUM AB                                                                        | CUSIP: ZN7537741<br>LEI: 549300UNCO2FCUWXX470 | Long             | DBT              | CORP              | SE        |   1200000 | PA      | $1273300.28   | 0.71%             | 2028-03-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| MAISON FINCO PLC                   | MAISON FINCO PLC                                                                 | CUSIP: BR7701526<br>LEI: 9845007743J958DAS530 | Long             | DBT              | CORP              | GB        |    870000 | PA      | $770591.38    | 0.43%             | 2027-10-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CIDRON AIDA FINCO SARL             | CIDRON AIDA FINCO SARL                                                           | CUSIP: BO6889907<br>LEI: 98450036A07991DEBF10 | Long             | DBT              | CORP              | LU        |   1315000 | PA      | $1299676.11   | 0.72%             | 2028-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| KLEOPATRA FINCO SARL               | KLEOPATRA FINCO SARL                                                             | CUSIP: BN7932948<br>LEI: 222100M6T1N8VIC8M726 | Long             | DBT              | CORP              | LU        |   1250000 | PA      | $1048909.87   | 0.58%             | 2026-03-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT             | MAUSER PACKAGING SOLUTIONS HOLDING CO                                            | CUSIP: AT3622509<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    780000 | PA      | $806352.22    | 0.45%             | 2024-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP           | OLYMPUS WATER US HOLDING CORP                                                    | CUSIP: BR5436398<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $984870.67    | 0.55%             | 2028-10-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SUMMER BC HOLDCO B SARL            | SUMMER BC HOLDCO B SARL                                                          | CUSIP: ZR9898381<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |    720000 | PA      | $659932.43    | 0.37%             | 2026-10-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO               | LORCA TELECOM BONDCO SA                                                          | CUSIP: ZO5675913<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |   1470000 | PA      | $1414238.40   | 0.79%             | 2027-09-18      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BCP MODULAR SERVICES               | BCP V MODULAR SERVICES FINANCE II PLC                                            | CUSIP: BR8296880<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |    960000 | PA      | $865009.24    | 0.48%             | 2028-11-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ITALMATCH CHEMICALS SPA            | ITALMATCH CHEMICALS SPA                                                          | CUSIP: AU5737351<br>LEI: 815600E7294ACCE76074 | Long             | DBT              | CORP              | IT        |   1430000 | PA      | $1470801.12   | 0.82%             | 2024-09-30      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| VILLA DUTCH BIDCO BV               | VILLA DUTCH BIDCO BV                                                             | CUSIP: ZN8820989<br>LEI: 724500AWBTX8I880X774 | Long             | DBT              | CORP              | NL        |    530000 | PA      | $536134.88    | 0.30%             | 2029-11-03      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING           | NIDDA HEALTHCARE HOLDING GMBH                                                    | CUSIP: AP1726714<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |   1430000 | PA      | $1495536.40   | 0.83%             | 2024-09-30      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BANFF MERGER SUB INC               | BANFF MERGER SUB INC                                                             | CUSIP: 05988LAB4<br>LEI: 549300DSDR5SWIGOZV63 | Long             | DBT              | CORP              | US        |    302000 | PA      | $292510.70    | 0.16%             | 2026-09-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC           | ENCORE CAPITAL GROUP INC                                                         | CUSIP: BP5483253<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    950000 | PA      | $890020.53    | 0.50%             | 2028-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| TUI CRUISES GMBH                   | TUI CRUISES GMBH                                                                 | CUSIP: BP3848283<br>LEI: 529900SVD83QUUIZYY18 | Long             | DBT              | CORP              | DE        |    723000 | PA      | $649138.27    | 0.36%             | 2026-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| VERY GRP FUNDING PLC/THE           | VERY GROUP FUNDING PLC/THE                                                       | CUSIP: BQ7202352<br>LEI: 9845005CC91D50AF8202 | Long             | DBT              | CORP              | GB        |   1363000 | PA      | $1186744.73   | 0.66%             | 2026-08-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| B&M EUROPEAN VALUE RETAIL SA       | B&M EUROPEAN VALUE RETAIL SA                                                     | CUSIP: BK3225012<br>LEI: 213800UK7ZRLY2K1X530 | Long             | DBT              | CORP              | LU        |   1260000 | PA      | $1424263.99   | 0.79%             | 2025-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VERISURE MIDHOLDING AB             | VERISURE MIDHOLDING AB                                                           | CUSIP: BN5128655<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |   2200000 | PA      | $1889879.48   | 1.05%             | 2029-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BANIJAY GROUP SAS                  | BANIJAY GROUP SAS                                                                | CUSIP: ZP6062910<br>LEI: 969500TVFVKI682L1144 | Long             | DBT              | CORP              | FR        |   1490000 | PA      | $1509177.04   | 0.84%             | 2026-03-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ARD FINANCE SA                     | ARD FINANCE SA                                                                   | CUSIP: ZQ4428814<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |   1600000 | PA      | $1158929.12   | 0.65%             | 2027-06-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH               | IHO VERWALTUNGS GMBH                                                             | CUSIP: ZS8104466<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    960000 | PA      | $872099.90    | 0.49%             | 2027-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| GARFUNKELUX HOLDCO 3 SA            | GARFUNKELUX HOLDCO 3 SA                                                          | CUSIP: BM0610816<br>LEI: 2221007QVSNJV7EWBX69 | Long             | DBT              | CORP              | LU        |    935000 | PA      | $806526.67    | 0.45%             | 2025-11-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| GARFUNKELUX HOLDCO 3 SA            | GARFUNKELUX HOLDCO 3 SA                                                          | CUSIP: BM0617928<br>LEI: 2221007QVSNJV7EWBX69 | Long             | DBT              | CORP              | LU        |    910000 | PA      | $861199.72    | 0.48%             | 2025-11-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| SUMMER BIDCO BV                    | SUMMER BIDCO BV                                                                  | CUSIP: ZP5882011<br>LEI: 724500EOJYP21L3XM206 | Long             | DBT              | CORP              | NL        |   1366534 | PA      | $1066690.13   | 0.59%             | 2025-11-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRE     | Dreyfus Institutional Preferred Government Plus Money Market Fund                | CUSIP: N/A<br>LEI: 549300RBWL04JG8SIX57       | Long             | STIV             | RF                | US        |   6003467 | OU      | $6003466.98   | 3.34%             | 2099-12-01      | Variable      | 4.37%                 | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Fund Treasurer