# EDGAR Filing Document

**Accession Number:** 0001057861
**File Stem:** 0000940400-26-007867
**Filing Date:** 2026-2
**Character Count:** 225786
**Document Hash:** 56dee0c64f4057d762524fcead8808de
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-007867.hdr.sgml**: 20260225

**ACCESSION NUMBER**: 0000940400-26-007867

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260225

**DATE AS OF CHANGE**: 20260225

**PERIOD START**: 20260331

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08703
- **FILM NUMBER:** 26676887

**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

SCHEDULE OF INVESTMENTS

December 31, 2025 (Unaudited)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description |  | Coupon <br>Rate (%)<br>| Maturity <br>Date<br>| Principal <br>Amount ($)<sup>(a)</sup> <br>| Value ($) |
| **Bonds and Notes — 121.6%** | **Bonds and Notes — 121.6%** | **Bonds and Notes — 121.6%** | **Bonds and Notes — 121.6%** | **Bonds and Notes — 121.6%** | **Bonds and Notes — 121.6%** |
| **Advertising — .8%** | **Advertising — .8%** | **Advertising — .8%** | **Advertising — .8%** | **Advertising — .8%** | **Advertising — .8%** |
| &nbsp;&nbsp;&nbsp; Neptune Bidco US, Inc., Sr. Scd. <br> Notes<sup>(b),(c)</sup> <br>|  | 9.29 | 4/15/2029 | 1660000 | **1663841** |
| **Aerospace & Defense — 3.2%** | **Aerospace & Defense — 3.2%** | **Aerospace & Defense — 3.2%** | **Aerospace & Defense — 3.2%** | **Aerospace & Defense — 3.2%** | **Aerospace & Defense — 3.2%** |
| &nbsp;&nbsp;&nbsp; AAR Escrow Issuer LLC, Gtd. <br> Notes<sup>(b),(c)</sup> <br>|  | 6.75 | 3/15/2029 | 737000 | 763057 |
| &nbsp;&nbsp;&nbsp; Bombardier, Inc., Sr. Unscd. <br> Notes<sup>(b),(c)</sup> <br>|  | 6.75 | 6/15/2033 | 950000 | 1005324 |
| &nbsp;&nbsp;&nbsp; Goat Holdco LLC, Sr. Scd. <br> Notes<sup>(b),(c)</sup> <br>|  | 6.75 | 2/1/2032 | 1469000 | 1509926 |
| &nbsp;&nbsp;&nbsp; TransDigm, Inc., Gtd. <br> Notes<sup>(b),(c)</sup> <br>|  | 6.38 | 5/31/2033 | 867000 | 890242 |
| &nbsp;&nbsp;&nbsp; TransDigm, Inc., Sr. Scd. <br> Notes<sup>(b),(c)</sup> <br>|  | 6.38 | 3/1/2029 | 650000 | 671137 |
| &nbsp;&nbsp;&nbsp; TransDigm, Inc., Sr. Scd. <br> Notes<sup>(b),(c)</sup> <br>|  | 6.75 | 8/15/2028 | 478000 | 487018 |
| &nbsp;&nbsp;&nbsp; TransDigm, Inc., Sr. Scd. <br> Notes<sup>(b),(c)</sup> <br>|  | 6.88 | 12/15/2030 | 870000 | 910913 |
| &nbsp;&nbsp;&nbsp; TransDigm, Inc., Sr. Scd. <br> Notes<sup>(b)</sup> <br>|  | 7.13 | 12/1/2031 | 220000 | 231489 |
|  |  |  |  |  | **6469106** |
| **Airlines — 1.1%** | **Airlines — 1.1%** | **Airlines — 1.1%** | **Airlines — 1.1%** | **Airlines — 1.1%** | **Airlines — 1.1%** |
| &nbsp;&nbsp;&nbsp; American Airlines, <br> Inc./AAdvantage Loyalty IP <br> Ltd., Sr. Scd. Notes<sup>(b),(c)</sup> <br>|  | 5.75 | 4/20/2029 | 1275121 | 1299277 |
| &nbsp;&nbsp;&nbsp; JetBlue Airways Corp./JetBlue <br> Loyalty LP, Sr. Scd. <br> Notes<sup>(b),(c)</sup> <br>|  | 9.88 | 9/20/2031 | 835000 | 841961 |
|  |  |  |  |  | **2141238** |
| **Automobiles & Components — 3.1%** | **Automobiles & Components — 3.1%** | **Automobiles & Components — 3.1%** | **Automobiles & Components — 3.1%** | **Automobiles & Components — 3.1%** | **Automobiles & Components — 3.1%** |
| &nbsp;&nbsp;&nbsp; Clarios Global LP/Clarios US <br> Finance Co., Gtd. Notes<sup>(b)</sup> <br>|  | 6.75 | 9/15/2032 | 805000 | 835258 |
| &nbsp;&nbsp;&nbsp; Clarios Global LP/Clarios US <br> Finance Co., Sr. Scd. <br> Notes<sup>(b),(c)</sup> <br>|  | 6.75 | 2/15/2030 | 1325000 | 1386692 |
| &nbsp;&nbsp;&nbsp; Forvia SE, Sr. Unscd. <br> Notes<sup>(b),(c)</sup> <br>|  | 6.75 | 9/15/2033 | 1100000 | 1136515 |
| &nbsp;&nbsp;&nbsp; Nissan Motor Co. Ltd., Sr. <br> Unscd. Bonds<sup>(b)</sup> <br>| EUR | 6.38 | 7/17/2033 | 463000 | 559837 |
| &nbsp;&nbsp;&nbsp; Nissan Motor Co. Ltd., Sr. <br> Unscd. Notes<sup>(b)</sup> <br>|  | 4.35 | 9/17/2027 | 500000 | 493587 |

---

**1**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description |  | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** |
| **Automobiles & Components — 3.1% (continued)** | **Automobiles & Components — 3.1% (continued)** | **Automobiles & Components — 3.1% (continued)** | **Automobiles & Components — 3.1% (continued)** | **Automobiles & Components — 3.1% (continued)** | **Automobiles & Components — 3.1% (continued)** |
| &nbsp;&nbsp;&nbsp; Nissan Motor Co. Ltd., Sr. <br> Unscd. Notes<sup>(b),(c)</sup> <br>|  | 7.50 | 7/17/2030 | 803000 | 843339 |
| &nbsp;&nbsp;&nbsp; Qnity Electronics, Inc., Gtd. <br> Notes<sup>(b)</sup> <br>|  | 6.25 | 8/15/2033 | 370000 | 383987 |
| &nbsp;&nbsp;&nbsp; Qnity Electronics, Inc., Sr. Scd. <br> Notes<sup>(b)</sup> <br>|  | 5.75 | 8/15/2032 | 533000 | 545630 |
|  |  |  |  |  | **6184845** |
| **Banks — .6%** | **Banks — .6%** | **Banks — .6%** | **Banks — .6%** | **Banks — .6%** | **Banks — .6%** |
| &nbsp;&nbsp;&nbsp; Citigroup, Inc., Jr. Sub. Notes, <br> Ser. X<sup>(c),(d)</sup> <br>|  | 3.88 | 2/18/2026 | 1171000 | **1171266** |
| **Building Materials — 3.5%** | **Building Materials — 3.5%** | **Building Materials — 3.5%** | **Building Materials — 3.5%** | **Building Materials — 3.5%** | **Building Materials — 3.5%** |
| &nbsp;&nbsp;&nbsp; Builders FirstSource, Inc., Gtd. <br> Notes<sup>(b),(c)</sup> <br>|  | 4.25 | 2/1/2032 | 724000 | 690016 |
| &nbsp;&nbsp;&nbsp; Camelot Return Merger Sub, <br> Inc., Sr. Scd. Notes<sup>(b),(c)</sup> <br>|  | 8.75 | 8/1/2028 | 1749000 | 1356761 |
| &nbsp;&nbsp;&nbsp; EMRLD Borrower LP/Emerald <br> Co-Issuer, Inc., Sr. Scd. <br> Notes<sup>(b),(c)</sup> <br>|  | 6.63 | 12/15/2030 | 1721000 | 1794593 |
| &nbsp;&nbsp;&nbsp; MIWD Holdco II LLC/MIWD <br> Finance Corp., Gtd. <br> Notes<sup>(b),(c)</sup> <br>|  | 5.50 | 2/1/2030 | 573000 | 556447 |
| &nbsp;&nbsp;&nbsp; Quikrete Holdings, Inc., Sr. <br> Scd. Notes<sup>(b),(c)</sup> <br>|  | 6.38 | 3/1/2032 | 851000 | 886346 |
| &nbsp;&nbsp;&nbsp; Quikrete Holdings, Inc., Sr. <br> Unscd. Notes<sup>(b)</sup> <br>|  | 6.75 | 3/1/2033 | 652000 | 681328 |
| &nbsp;&nbsp;&nbsp; Standard Building Solutions, <br> Inc., Gtd. Notes<sup>(b)</sup> <br>|  | 5.88 | 3/15/2034 | 558000 | 559980 |
| &nbsp;&nbsp;&nbsp; Standard Industries, Inc., Sr. <br> Unscd. Notes<sup>(b),(c)</sup> <br>|  | 4.75 | 1/15/2028 | 407000 | 406388 |
|  |  |  |  |  | **6931859** |
| **Chemicals — 1.5%** | **Chemicals — 1.5%** | **Chemicals — 1.5%** | **Chemicals — 1.5%** | **Chemicals — 1.5%** | **Chemicals — 1.5%** |
| &nbsp;&nbsp;&nbsp; Inversion Escrow Issuer LLC, <br> Sr. Scd. Notes<sup>(b),(c)</sup> <br>|  | 6.75 | 8/1/2032 | 810000 | 809612 |
| &nbsp;&nbsp;&nbsp; Olympus Water US Holding <br> Corp., Sr. Scd. Bonds<br>| EUR | 6.13 | 2/15/2033 | 720000 | 842207 |
| &nbsp;&nbsp;&nbsp; Olympus Water US Holding <br> Corp., Sr. Scd. Notes<sup>(b)</sup> <br>|  | 7.25 | 2/15/2033 | 385000 | 387253 |

---

**2**

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description |  | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** |
| **Chemicals — 1.5% (continued)** | **Chemicals — 1.5% (continued)** | **Chemicals — 1.5% (continued)** | **Chemicals — 1.5% (continued)** | **Chemicals — 1.5% (continued)** | **Chemicals — 1.5% (continued)** |
| &nbsp;&nbsp;&nbsp; Rain Carbon, Inc., Sr. Scd. <br> Notes<sup>(b),(c)</sup> <br>|  | 12.25 | 9/1/2029 | 328000 | 341968 |
| &nbsp;&nbsp;&nbsp; WR Grace Holdings LLC, Sr. <br> Scd. Notes<sup>(b)</sup> <br>|  | 6.63 | 8/15/2032 | 529000 | 536136 |
|  |  |  |  |  | **2917176** |
| **Collateralized Loan Obligations Debt — 1.7%** | **Collateralized Loan Obligations Debt — 1.7%** | **Collateralized Loan Obligations Debt — 1.7%** | **Collateralized Loan Obligations Debt — 1.7%** | **Collateralized Loan Obligations Debt — 1.7%** | **Collateralized Loan Obligations Debt — 1.7%** |
| &nbsp;&nbsp;&nbsp; Crown Point 8 Ltd. CLO, Ser. <br> 2019-8A, Cl. ER, (3 Month <br> TSFR +7.39%)<sup>(b),(c),(e)</sup> <br>|  | 11.28 | 10/20/2034 | 2375000 | 2381232 |
| &nbsp;&nbsp;&nbsp; Diameter Capital 3 Ltd. CLO, <br> Ser. 2022-3A, Cl. DR, <br> (3 Month TSFR <br> +5.25%)<sup>(b),(e)</sup> <br>|  | 9.15 | 1/15/2038 | 400000 | 403179 |
| &nbsp;&nbsp;&nbsp; Trimaran Cavu Ltd. CLO, Ser. <br> 2019-1A, Cl. ER, (3 Month <br> TSFR +6.00%)<sup>(b),(e)</sup> <br>|  | 9.88 | 1/20/2037 | 700000 | 688869 |
|  |  |  |  |  | **3473280** |
| **Commercial & Professional Services — 6.6%** | **Commercial & Professional Services — 6.6%** | **Commercial & Professional Services — 6.6%** | **Commercial & Professional Services — 6.6%** | **Commercial & Professional Services — 6.6%** | **Commercial & Professional Services — 6.6%** |
| &nbsp;&nbsp;&nbsp; Albion Financing <br> 1 Sarl/Aggreko Holdings, <br> Inc., Sr. Scd. Notes<sup>(b),(c)</sup> <br>|  | 7.00 | 5/21/2030 | 1147000 | 1201776 |
| &nbsp;&nbsp;&nbsp; Allied Universal Holdco <br> LLC/Allied Universal <br> Finance Corp., Sr. Scd. <br> Notes<sup>(b)</sup> <br>|  | 6.88 | 6/15/2030 | 540000 | 562546 |
| &nbsp;&nbsp;&nbsp; Allied Universal Holdco <br> LLC/Allied Universal <br> Finance Corp., Sr. Unscd. <br> Notes<sup>(b),(c)</sup> <br>|  | 6.00 | 6/1/2029 | 710000 | 703235 |
| &nbsp;&nbsp;&nbsp; Allied Universal Holdco <br> LLC/Allied Universal <br> Finance Corp./Atlas Luxco <br> 4 Sarl, Sr. Scd. Bonds<sup>(b)</sup> <br>| GBP | 4.88 | 6/1/2028 | 520000 | 685632 |
| &nbsp;&nbsp;&nbsp; Avis Budget Car Rental <br> LLC/Avis Budget Finance, <br> Inc., Gtd. Notes<sup>(b)</sup> <br>|  | 8.25 | 1/15/2030 | 613000 | 635958 |
| &nbsp;&nbsp;&nbsp; Belron UK Finance PLC, Sr. <br> Scd. Notes<sup>(b)</sup> <br>|  | 5.75 | 10/15/2029 | 570000 | 582375 |
| &nbsp;&nbsp;&nbsp; House of HR Group BV, Sr. Scd. <br> Bonds<sup>(b)</sup> <br>| EUR | 9.00 | 11/3/2029 | 595000 | 703770 |
| &nbsp;&nbsp;&nbsp; ION Platform Finance US, Inc., <br> Sr. Scd. Notes<sup>(b)</sup> <br>|  | 7.88 | 9/30/2032 | 555000 | 527309 |

---

**3**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description |  | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** |
| **Commercial & Professional Services — 6.6% (continued)** | **Commercial & Professional Services — 6.6% (continued)** | **Commercial & Professional Services — 6.6% (continued)** | **Commercial & Professional Services — 6.6% (continued)** | **Commercial & Professional Services — 6.6% (continued)** | **Commercial & Professional Services — 6.6% (continued)** |
| &nbsp;&nbsp;&nbsp; Raven Acquisition Holdings <br> LLC, Sr. Scd. Notes<sup>(b),(c)</sup> <br>|  | 6.88 | 11/15/2031 | 1392000 | 1435682 |
| &nbsp;&nbsp;&nbsp; The ADT Security Corp., Sr. <br> Scd. Bonds<sup>(b)</sup> <br>|  | 5.88 | 10/15/2033 | 691000 | 700269 |
| &nbsp;&nbsp;&nbsp; United Rentals North America, <br> Inc., Gtd. Notes<br>|  | 3.75 | 1/15/2032 | 998000 | 939147 |
| &nbsp;&nbsp;&nbsp; Verisure Midholding AB, Gtd. <br> Notes<sup>(b)</sup> <br>| EUR | 5.25 | 2/15/2029 | 2200000 | 2598856 |
| &nbsp;&nbsp;&nbsp; Veritiv Operating Co., Sr. Scd. <br> Notes<sup>(b),(c)</sup> <br>|  | 10.50 | 11/30/2030 | 591000 | 636190 |
| &nbsp;&nbsp;&nbsp; Wand NewCo 3, Inc., Sr. Scd. <br> Notes<sup>(b),(c)</sup> <br>|  | 7.63 | 1/30/2032 | 1225000 | 1297067 |
|  |  |  |  |  | **13209812** |
| **Consumer Discretionary — 7.6%** | **Consumer Discretionary — 7.6%** | **Consumer Discretionary — 7.6%** | **Consumer Discretionary — 7.6%** | **Consumer Discretionary — 7.6%** | **Consumer Discretionary — 7.6%** |
| &nbsp;&nbsp;&nbsp; Allwyn Entertainment <br> Financing UK PLC, Sr. Scd. <br> Notes<sup>(b),(c)</sup> <br>|  | 7.88 | 4/30/2029 | 710000 | 739378 |
| Carnival Corp., Gtd. Notes<sup>(b)</sup> <br>|  | 5.75 | 8/1/2032 | 570000 | 585693 |
| Carnival Corp., Gtd. Notes<sup>(b),(c)</sup> <br>|  | 6.13 | 2/15/2033 | 855000 | 883313 |
| &nbsp;&nbsp;&nbsp; Dealer Tire LLC/DT <br> Issuer LLC, Sr. Unscd. <br> Notes<sup>(b),(c)</sup> <br>|  | 8.00 | 2/1/2028 | 1106000 | 1111947 |
| &nbsp;&nbsp;&nbsp; Hilton Domestic Operating Co., <br> Inc., Gtd. Notes<sup>(b),(c)</sup> <br>|  | 4.00 | 5/1/2031 | 650000 | 622771 |
| &nbsp;&nbsp;&nbsp; Hilton Domestic Operating Co., <br> Inc., Gtd. Notes<sup>(b)</sup> <br>|  | 5.50 | 3/31/2034 | 372000 | 374743 |
| &nbsp;&nbsp;&nbsp; Light & Wonder International, <br> Inc., Gtd. Notes<sup>(b),(c)</sup> <br>|  | 6.25 | 10/1/2033 | 1758000 | 1780622 |
| &nbsp;&nbsp;&nbsp; Midwest Gaming Borrower <br> LLC/Midwest Gaming <br> Finance Corp., Sr. Scd. <br> Notes<sup>(b),(c)</sup> <br>|  | 4.88 | 5/1/2029 | 510000 | 502012 |
| &nbsp;&nbsp;&nbsp; Mohegan Tribal Gaming <br> Authority/MS Digital <br> Entertainment Holdings <br> LLC, Scd. Notes<sup>(b)</sup> <br>|  | 11.88 | 4/15/2031 | 640000 | 676719 |
| &nbsp;&nbsp;&nbsp; Mohegan Tribal Gaming <br> Authority/MS Digital <br> Entertainment Holdings <br> LLC, Sr. Scd. Notes<sup>(b),(c)</sup> <br>|  | 8.25 | 4/15/2030 | 525000 | 548652 |

---

**4**

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description |  | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** |
| **Consumer Discretionary — 7.6% (continued)** | **Consumer Discretionary — 7.6% (continued)** | **Consumer Discretionary — 7.6% (continued)** | **Consumer Discretionary — 7.6% (continued)** | **Consumer Discretionary — 7.6% (continued)** | **Consumer Discretionary — 7.6% (continued)** |
| &nbsp;&nbsp;&nbsp; NCL Corp. Ltd., Sr. Unscd. <br> Notes<sup>(b),(c)</sup> <br>|  | 6.75 | 2/1/2032 | 1341000 | 1373904 |
| &nbsp;&nbsp;&nbsp; NCL Corp., Ltd., Sr. Unscd. <br> Notes<sup>(b)</sup> <br>|  | 5.88 | 1/15/2031 | 533000 | 531284 |
| &nbsp;&nbsp;&nbsp; Resideo Funding, Inc., Gtd. <br> Notes<sup>(b),(c)</sup> <br>|  | 4.00 | 9/1/2029 | 1139000 | 1103167 |
| &nbsp;&nbsp;&nbsp; Royal Caribbean Cruises Ltd., <br> Sr. Unscd. Notes<sup>(b),(c)</sup> <br>|  | 6.00 | 2/1/2033 | 1064000 | 1093628 |
| &nbsp;&nbsp;&nbsp; Scientific Games Holdings <br> LP/Scientific Games US <br> FinCo, Inc., Sr. Unscd. <br> Notes<sup>(b),(c)</sup> <br>|  | 6.63 | 3/1/2030 | 684000 | 608398 |
| &nbsp;&nbsp;&nbsp; Station Casinos LLC, Gtd. <br> Notes<sup>(b)</sup> <br>|  | 4.63 | 12/1/2031 | 637000 | 604437 |
| &nbsp;&nbsp;&nbsp; Viking Cruises Ltd., Sr. Unscd. <br> Notes<sup>(b)</sup> <br>|  | 5.88 | 10/15/2033 | 534000 | 542519 |
| &nbsp;&nbsp;&nbsp; Warnermedia Holdings, Inc., <br> Gtd. Notes<sup>(c)</sup> <br>|  | 4.28 | 3/15/2032 | 814000 | 715563 |
| &nbsp;&nbsp;&nbsp; Windsor Holdings III LLC, Sr. <br> Scd. Notes<sup>(b)</sup> <br>|  | 8.50 | 6/15/2030 | 780000 | 824934 |
|  |  |  |  |  | **15223684** |
| **Consumer Durables & Apparel — .8%** | **Consumer Durables & Apparel — .8%** | **Consumer Durables & Apparel — .8%** | **Consumer Durables & Apparel — .8%** | **Consumer Durables & Apparel — .8%** | **Consumer Durables & Apparel — .8%** |
| &nbsp;&nbsp;&nbsp; Beach Acquisition Bidco LLC, <br> Sr. Scd. Bonds<sup>(b)</sup> <br>| EUR | 5.25 | 7/15/2032 | 470000 | 563663 |
| &nbsp;&nbsp;&nbsp; Beach Acquisition Bidco LLC, <br> Sr. Unscd. Notes<sup>(b),(c),(f)</sup> <br>|  | 10.00 | 7/15/2033 | 1018000 | 1124516 |
|  |  |  |  |  | **1688179** |
| **Diversified Financials — 7.9%** | **Diversified Financials — 7.9%** | **Diversified Financials — 7.9%** | **Diversified Financials — 7.9%** | **Diversified Financials — 7.9%** | **Diversified Financials — 7.9%** |
| &nbsp;&nbsp;&nbsp; Encore Capital Group, Inc., Sr. <br> Scd. Notes<sup>(b)</sup> <br>| GBP | 4.25 | 6/1/2028 | 805000 | 1045779 |
| &nbsp;&nbsp;&nbsp; Encore Capital Group, Inc., Sr. <br> Scd. Notes<sup>(b)</sup> <br>|  | 6.63 | 4/15/2031 | 552000 | 555214 |
| &nbsp;&nbsp;&nbsp; Garfunkelux Holdco 3 SA, Sr. <br> Scd. Bonds<sup>(b)</sup> <br>| EUR | 9.50 | 11/1/2028 | 594557 | 115303 |
| &nbsp;&nbsp;&nbsp; Garfunkelux Holdco 4 SA, <br> Unscd. Bonds<sup>(b),(f)</sup> <br>| EUR | 10.50 | 5/1/2030 | 125722 | 2216 |
| &nbsp;&nbsp;&nbsp; Icahn Enterprises LP/Icahn <br> Enterprises Finance Corp., <br> Sr. Scd. Notes<sup>(c)</sup> <br>|  | 9.75 | 1/15/2029 | 705000 | 703724 |

---

**5**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** |
| **Diversified Financials — 7.9% (continued)** | **Diversified Financials — 7.9% (continued)** | **Diversified Financials — 7.9% (continued)** | **Diversified Financials — 7.9% (continued)** | **Diversified Financials — 7.9% (continued)** |
| &nbsp;&nbsp;&nbsp; Jane Street Group/JSG <br> Finance, Inc., Sr. Scd. <br> Notes<sup>(b),(c)</sup> <br>| 6.13 | 11/1/2032 | 907000 | 923535 |
| &nbsp;&nbsp;&nbsp; Jane Street Group/JSG <br> Finance, Inc., Sr. Scd. <br> Notes<sup>(b),(c)</sup> <br>| 7.13 | 4/30/2031 | 1050000 | 1103919 |
| &nbsp;&nbsp;&nbsp; OneMain Finance Corp., Gtd. <br> Notes<sup>(c)</sup> <br>| 7.50 | 5/15/2031 | 519000 | 546444 |
| &nbsp;&nbsp;&nbsp; OneMain Finance Corp., Gtd. <br> Notes<sup>(c)</sup> <br>| 7.88 | 3/15/2030 | 773000 | 817816 |
| &nbsp;&nbsp;&nbsp; Osaic Holdings, Inc., Gtd. <br> Notes<sup>(b),(c)</sup> <br>| 8.00 | 8/1/2033 | 930000 | 972297 |
| &nbsp;&nbsp;&nbsp; PennyMac Financial Services, <br> Inc., Gtd. Notes<sup>(b)</sup> <br>| 6.75 | 2/15/2034 | 790000 | 817166 |
| &nbsp;&nbsp;&nbsp; PennyMac Financial Services, <br> Inc., Gtd. Notes<sup>(b),(c)</sup> <br>| 7.13 | 11/15/2030 | 334000 | 352398 |
| &nbsp;&nbsp;&nbsp; PHH Escrow Issuer LLC/PHH <br> Corp., Sr. Unscd. Notes<sup>(b),(c)</sup> <br>| 9.88 | 11/1/2029 | 1343000 | 1394786 |
| Rocket Cos., Inc., Gtd. Notes<sup>(b)</sup> <br>| 6.13 | 8/1/2030 | 522000 | 539881 |
| Rocket Cos., Inc., Gtd. Notes<sup>(b)</sup> <br>| 6.38 | 8/1/2033 | 660000 | 688954 |
| &nbsp;&nbsp;&nbsp; Rocket Mortgage LLC/Rocket <br> Mortgage Co-Issuer, Inc., <br> Gtd. Notes<sup>(b),(c)</sup> <br>| 4.00 | 10/15/2033 | 962000 | 894483 |
| &nbsp;&nbsp;&nbsp; UWM Holdings LLC, Gtd. <br> Notes<sup>(b)</sup> <br>| 6.25 | 3/15/2031 | 710000 | 709209 |
| &nbsp;&nbsp;&nbsp; UWM Holdings LLC, Gtd. <br> Notes<sup>(b),(c)</sup> <br>| 6.63 | 2/1/2030 | 1337000 | 1354714 |
| &nbsp;&nbsp;&nbsp; VFH Parent LLC/Valor Co-<br> Issuer, Inc., Sr. Scd. <br> Bonds<sup>(b),(c)</sup> <br>| 7.50 | 6/15/2031 | 2087000 | 2191083 |
|  |  |  |  | **15728921** |
| **Electronic Components — .6%** | **Electronic Components — .6%** | **Electronic Components — .6%** | **Electronic Components — .6%** | **Electronic Components — .6%** |
| &nbsp;&nbsp;&nbsp; WESCO Distribution, Inc., Gtd. <br> Notes<sup>(b)</sup> <br>| 6.38 | 3/15/2033 | 354000 | 369827 |
| &nbsp;&nbsp;&nbsp; WESCO Distribution, Inc., Gtd. <br> Notes<sup>(b),(c)</sup> <br>| 6.63 | 3/15/2032 | 747000 | 780924 |
|  |  |  |  | **1150751** |
| **Energy — 13.3%** | **Energy — 13.3%** | **Energy — 13.3%** | **Energy — 13.3%** | **Energy — 13.3%** |
| &nbsp;&nbsp;&nbsp; Aethon United BR LP/Aethon <br> United Finance Corp., Sr. <br> Unscd. Notes<sup>(b),(c)</sup> <br>| 7.50 | 10/1/2029 | 698000 | 731634 |

---

**6**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** |
| **Energy — 13.3% (continued)** | **Energy — 13.3% (continued)** | **Energy — 13.3% (continued)** | **Energy — 13.3% (continued)** | **Energy — 13.3% (continued)** |
| &nbsp;&nbsp;&nbsp; Antero Midstream Partners <br> LP/Antero Midstream <br> Finance Corp., Gtd. Notes<sup>(b)</sup> <br>| 5.75 | 7/1/2034 | 821000 | 827606 |
| &nbsp;&nbsp;&nbsp; BKV Upstream Midstream <br> LLC, Gtd. Notes<sup>(b),(c)</sup> <br>| 7.50 | 10/15/2030 | 1795000 | 1827989 |
| &nbsp;&nbsp;&nbsp; Blue Racer Midstream <br> LLC/Blue Racer Finance <br> Corp., Sr. Unscd. Notes<sup>(b),(c)</sup> <br>| 7.00 | 7/15/2029 | 522000 | 546757 |
| &nbsp;&nbsp;&nbsp; Comstock Resources, Inc., Gtd. <br> Notes<sup>(b),(c)</sup> <br>| 5.88 | 1/15/2030 | 1070000 | 1041501 |
| &nbsp;&nbsp;&nbsp; Comstock Resources, Inc., Gtd. <br> Notes<sup>(b),(c)</sup> <br>| 6.75 | 3/1/2029 | 777000 | 779258 |
| &nbsp;&nbsp;&nbsp; CQP Holdco LP/BIP-V Chinook <br> Holdco LLC, Sr. Scd. <br> Notes<sup>(b),(c)</sup> <br>| 5.50 | 6/15/2031 | 1450000 | 1435469 |
| &nbsp;&nbsp;&nbsp; DBR Land Holdings LLC, Gtd. <br> Notes<sup>(b),(c)</sup> <br>| 6.25 | 12/1/2030 | 1403000 | 1435970 |
| &nbsp;&nbsp;&nbsp; Energy Transfer LP, Jr. Sub. <br> Notes, Ser. B<sup>(c),(d)</sup> <br>| 6.63 | 2/15/2028 | 1489000 | 1488255 |
| &nbsp;&nbsp;&nbsp; Gulfport Energy Operating <br> Corp., Gtd. Notes<sup>(b),(c)</sup> <br>| 6.75 | 9/1/2029 | 1466000 | 1515743 |
| &nbsp;&nbsp;&nbsp; Matador Resources Co., Gtd. <br> Notes<sup>(b),(c)</sup> <br>| 6.50 | 4/15/2032 | 805000 | 816926 |
| &nbsp;&nbsp;&nbsp; Moss Creek Resources <br> Holdings, Inc., Sr. Unscd. <br> Notes<sup>(b),(c)</sup> <br>| 8.25 | 9/1/2031 | 977000 | 936249 |
| &nbsp;&nbsp;&nbsp; Noble Finance II LLC, Gtd. <br> Notes<sup>(b),(c)</sup> <br>| 8.00 | 4/15/2030 | 1009000 | 1048920 |
| &nbsp;&nbsp;&nbsp; Northern Oil & Gas, Inc., Sr. <br> Unscd. Notes<sup>(b),(c)</sup> <br>| 7.88 | 10/15/2033 | 783000 | 762865 |
| &nbsp;&nbsp;&nbsp; Northern Oil & Gas, Inc., Sr. <br> Unscd. Notes<sup>(b),(c)</sup> <br>| 8.75 | 6/15/2031 | 730000 | 737917 |
| &nbsp;&nbsp;&nbsp; Northriver Midstream Finance <br> LP, Sr. Scd. Notes<sup>(b),(c)</sup> <br>| 6.75 | 7/15/2032 | 1065000 | 1086053 |
| &nbsp;&nbsp;&nbsp; Rockies Express Pipeline LLC, <br> Sr. Unscd. Notes<sup>(b),(c)</sup> <br>| 4.80 | 5/15/2030 | 1108000 | 1094319 |
| &nbsp;&nbsp;&nbsp; SM Energy Co., Sr. Unscd. <br> Notes<sup>(b),(c)</sup> <br>| 6.75 | 8/1/2029 | 667000 | 672267 |
| Sunoco LP, Gtd. Notes<sup>(b)</sup> <br>| 5.63 | 3/15/2031 | 690000 | 695414 |
| &nbsp;&nbsp;&nbsp; TerraForm Power Operating <br> LLC, Gtd. Notes<sup>(b),(c)</sup> <br>| 4.75 | 1/15/2030 | 848000 | 827081 |

---

**7**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description |  | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** |
| **Energy — 13.3% (continued)** | **Energy — 13.3% (continued)** | **Energy — 13.3% (continued)** | **Energy — 13.3% (continued)** | **Energy — 13.3% (continued)** | **Energy — 13.3% (continued)** |
| &nbsp;&nbsp;&nbsp; TGNR Intermediate Holdings <br> LLC, Sr. Unscd. Notes<sup>(b),(c)</sup> <br>|  | 5.50 | 10/15/2029 | 2354000 | 2339480 |
| &nbsp;&nbsp;&nbsp; Venture Global LNG, Inc., Jr. <br> Sub. Notes<sup>(b),(d)</sup> <br>|  | 9.00 | 9/30/2029 | 744000 | 588103 |
| &nbsp;&nbsp;&nbsp; Venture Global LNG, Inc., Sr. <br> Scd. Notes<sup>(b)</sup> <br>|  | 8.13 | 6/1/2028 | 711000 | 720558 |
| &nbsp;&nbsp;&nbsp; Venture Global LNG, Inc., Sr. <br> Scd. Notes<sup>(b),(c)</sup> <br>|  | 9.88 | 2/1/2032 | 952000 | 984080 |
| &nbsp;&nbsp;&nbsp; Venture Global Plaquemines <br> LNG LLC, Sr. Scd. Bonds<sup>(b)</sup> <br>|  | 6.13 | 12/15/2030 | 400000 | 407570 |
| &nbsp;&nbsp;&nbsp; Venture Global Plaquemines <br> LNG LLC, Sr. Scd. Notes<sup>(b),(c)</sup> <br>|  | 6.50 | 1/15/2034 | 1279000 | 1310655 |
|  |  |  |  |  | **26658639** |
| **Environmental Control — .9%** | **Environmental Control — .9%** | **Environmental Control — .9%** | **Environmental Control — .9%** | **Environmental Control — .9%** | **Environmental Control — .9%** |
| Luna 2.5 Sarl, Sr. Scd. Bonds<sup>(b)</sup> <br>| EUR | 5.50 | 7/1/2032 | 268000 | 321757 |
| &nbsp;&nbsp;&nbsp; Madison IAQ LLC, Sr. Scd. <br> Notes<sup>(b)</sup> <br>|  | 4.13 | 6/30/2028 | 376000 | 369770 |
| &nbsp;&nbsp;&nbsp; Waste Pro USA, Inc., Sr. Unscd. <br> Notes<sup>(b),(c)</sup> <br>|  | 7.00 | 2/1/2033 | 1038000 | 1071025 |
|  |  |  |  |  | **1762552** |
| **Food Products — 3.3%** | **Food Products — 3.3%** | **Food Products — 3.3%** | **Food Products — 3.3%** | **Food Products — 3.3%** | **Food Products — 3.3%** |
| &nbsp;&nbsp;&nbsp; Bellis Acquisition Co. PLC, Sr. <br> Scd. Bonds<sup>(b)</sup> <br>| GBP | 8.13 | 5/14/2030 | 630000 | 792052 |
| &nbsp;&nbsp;&nbsp; Fiesta Purchaser, Inc., Sr. Scd. <br> Notes<sup>(b),(c)</sup> <br>|  | 7.88 | 3/1/2031 | 470000 | 492312 |
| &nbsp;&nbsp;&nbsp; Fiesta Purchaser, Inc., Sr. <br> Unscd. Notes<sup>(b),(c)</sup> <br>|  | 9.63 | 9/15/2032 | 722000 | 758473 |
| &nbsp;&nbsp;&nbsp; Froneri Lux FinCo Sarl, Sr. Scd. <br> Notes<sup>(b),(c)</sup> <br>|  | 6.00 | 8/1/2032 | 950000 | 963798 |
| &nbsp;&nbsp;&nbsp; Post Holdings, Inc., Gtd. <br> Notes<sup>(b)</sup> <br>|  | 4.63 | 4/15/2030 | 1523000 | 1484284 |
| &nbsp;&nbsp;&nbsp; Post Holdings, Inc., Gtd. <br> Notes<sup>(b),(c)</sup> <br>|  | 6.50 | 3/15/2036 | 930000 | 932033 |
| &nbsp;&nbsp;&nbsp; Simmons Foods, <br> Inc./Simmons Prepared <br> Foods, Inc./Simmons Pet <br> Food, Inc./Simmons Feed, <br> Scd. Notes<sup>(b)</sup> <br>|  | 4.63 | 3/1/2029 | 1186000 | 1143880 |
|  |  |  |  |  | **6566832** |

---

**8**

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description |  | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** |
| **Forest Products & Paper — .1%** | **Forest Products & Paper — .1%** | **Forest Products & Paper — .1%** | **Forest Products & Paper — .1%** | **Forest Products & Paper — .1%** | **Forest Products & Paper — .1%** |
| &nbsp;&nbsp;&nbsp; Mercer International, Inc., Sr. <br> Unscd. Notes<sup>(b)</sup> <br>|  | 12.88 | 10/1/2028 | 257000 | **199552** |
| **Health Care — 9.2%** | **Health Care — 9.2%** | **Health Care — 9.2%** | **Health Care — 9.2%** | **Health Care — 9.2%** | **Health Care — 9.2%** |
| &nbsp;&nbsp;&nbsp; 1261229 B.C. Ltd., Sr. Scd. <br> Notes<sup>(b),(c)</sup> <br>|  | 10.00 | 4/15/2032 | 1890000 | 1967049 |
| &nbsp;&nbsp;&nbsp; Bausch Health Americas, Inc., <br> Gtd. Notes<sup>(b)</sup> <br>|  | 8.50 | 1/31/2027 | 353000 | 349792 |
| &nbsp;&nbsp;&nbsp; Bausch Health Cos., Inc., Sr. <br> Scd. Notes<sup>(b)</sup> <br>|  | 11.00 | 9/30/2028 | 781000 | 809596 |
| &nbsp;&nbsp;&nbsp; CHS/Community Health <br> Systems, Inc., Sr. Scd. <br> Notes<sup>(b),(c)</sup> <br>|  | 5.25 | 5/15/2030 | 762000 | 717036 |
| &nbsp;&nbsp;&nbsp; CHS/Community Health <br> Systems, Inc., Sr. Scd. <br> Notes<sup>(b)</sup> <br>|  | 9.75 | 1/15/2034 | 1038000 | 1091539 |
| &nbsp;&nbsp;&nbsp; CHS/Community Health <br> Systems, Inc., Sr. Scd. <br> Notes<sup>(b)</sup> <br>|  | 10.88 | 1/15/2032 | 1232000 | 1346194 |
| &nbsp;&nbsp;&nbsp; Cidron Aida Finco Sarl, Sr. Scd. <br> Bonds<sup>(b)</sup> <br>| EUR | 7.00 | 10/27/2031 | 360000 | 438595 |
| &nbsp;&nbsp;&nbsp; Insulet Corp., Sr. Unscd. <br> Notes<sup>(b),(c)</sup> <br>|  | 6.50 | 4/1/2033 | 658000 | 688411 |
| IQVIA, Inc., Gtd. Notes<sup>(b),(c)</sup> <br>|  | 6.25 | 6/1/2032 | 698000 | 730225 |
| &nbsp;&nbsp;&nbsp; LifePoint Health, Inc., Sr. Scd. <br> Notes<sup>(b)</sup> <br>|  | 8.38 | 2/15/2032 | 623000 | 676755 |
| &nbsp;&nbsp;&nbsp; LifePoint Health, Inc., Sr. <br> Unscd. Notes<sup>(b),(c)</sup> <br>|  | 10.00 | 6/1/2032 | 924000 | 982521 |
| &nbsp;&nbsp;&nbsp; Medline Borrower LP, Gtd. <br> Notes<sup>(b),(c)</sup> <br>|  | 5.25 | 10/1/2029 | 554000 | 557322 |
| &nbsp;&nbsp;&nbsp; Medline Borrower LP, Sr. Scd. <br> Notes<sup>(b),(c)</sup> <br>|  | 3.88 | 4/1/2029 | 563000 | 550053 |
| &nbsp;&nbsp;&nbsp; Option Care Health, Inc., Gtd. <br> Notes<sup>(b),(c)</sup> <br>|  | 4.38 | 10/31/2029 | 1159000 | 1137397 |
| &nbsp;&nbsp;&nbsp; Radiology Partners, Inc., Sr. <br> Scd. Notes<sup>(b),(c)</sup> <br>|  | 8.50 | 7/15/2032 | 873000 | 913060 |
| &nbsp;&nbsp;&nbsp; RAY Financing LLC, Sr. Scd. <br> Bonds<sup>(b)</sup> <br>| EUR | 6.50 | 7/15/2031 | 710000 | 851921 |
| &nbsp;&nbsp;&nbsp; Sotera Health Holdings LLC, <br> Sr. Scd. Notes<sup>(b),(c)</sup> <br>|  | 7.38 | 6/1/2031 | 664000 | 697248 |
| &nbsp;&nbsp;&nbsp; Team Health Holdings, Inc., Sr. <br> Scd. Notes<sup>(b),(c)</sup> <br>|  | 8.38 | 6/30/2028 | 1293000 | 1310928 |

---

**9**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description |  | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** |
| **Health Care — 9.2% (continued)** | **Health Care — 9.2% (continued)** | **Health Care — 9.2% (continued)** | **Health Care — 9.2% (continued)** | **Health Care — 9.2% (continued)** | **Health Care — 9.2% (continued)** |
| &nbsp;&nbsp;&nbsp; Tenet Healthcare Corp., Sr. <br> Scd. Notes<sup>(c)</sup> <br>|  | 4.25 | 6/1/2029 | 692000 | 682267 |
| &nbsp;&nbsp;&nbsp; Tenet Healthcare Corp., Sr. <br> Scd. Notes<sup>(c)</sup> <br>|  | 4.63 | 6/15/2028 | 828000 | 832610 |
| &nbsp;&nbsp;&nbsp; Tenet Healthcare Corp., Sr. <br> Scd. Notes<sup>(c)</sup> <br>|  | 6.75 | 5/15/2031 | 890000 | 926534 |
| &nbsp;&nbsp;&nbsp; Tenet Healthcare Corp., Sr. <br> Unscd. Notes<sup>(b)</sup> <br>|  | 6.00 | 11/15/2033 | 184000 | 189560 |
|  |  |  |  |  | **18446613** |
| **Industrial — 2.6%** | **Industrial — 2.6%** | **Industrial — 2.6%** | **Industrial — 2.6%** | **Industrial — 2.6%** | **Industrial — 2.6%** |
| Arcosa, Inc., Gtd. Notes<sup>(b)</sup> <br>|  | 6.88 | 8/15/2032 | 680000 | 719436 |
| &nbsp;&nbsp;&nbsp; Artera Services LLC, Sr. Scd. <br> Notes<sup>(b)</sup> <br>|  | 8.50 | 2/15/2031 | 704000 | 585088 |
| &nbsp;&nbsp;&nbsp; Dycom Industries, Inc., Gtd. <br> Notes<sup>(b),(c)</sup> <br>|  | 4.50 | 4/15/2029 | 874000 | 864018 |
| &nbsp;&nbsp;&nbsp; Dynamo Newco II GmbH, Sr. <br> Scd. Bonds<sup>(b)</sup> <br>| EUR | 6.25 | 10/15/2031 | 600000 | 720001 |
| Entegris, Inc., Gtd. Notes<sup>(b),(c)</sup> <br>|  | 5.95 | 6/15/2030 | 929000 | 948282 |
| &nbsp;&nbsp;&nbsp; GrafTech Finance, Inc., Scd. <br> Notes<sup>(b),(c)</sup> <br>|  | 4.63 | 12/23/2029 | 1009000 | 754228 |
| &nbsp;&nbsp;&nbsp; GrafTech Global Enterprises, <br> Inc., Scd. Notes<sup>(b)</sup> <br>|  | 9.88 | 12/23/2029 | 639000 | 559125 |
|  |  |  |  |  | **5150178** |
| **Information Technology — 5.5%** | **Information Technology — 5.5%** | **Information Technology — 5.5%** | **Information Technology — 5.5%** | **Information Technology — 5.5%** | **Information Technology — 5.5%** |
| &nbsp;&nbsp;&nbsp; AthenaHealth Group, Inc., Sr. <br> Unscd. Notes<sup>(b),(c)</sup> <br>|  | 6.50 | 2/15/2030 | 3246000 | 3238990 |
| &nbsp;&nbsp;&nbsp; Cloud Software Group, Inc., <br> Scd. Notes<sup>(b),(c)</sup> <br>|  | 9.00 | 9/30/2029 | 1056000 | 1100564 |
| &nbsp;&nbsp;&nbsp; Cloud Software Group, Inc., Sr. <br> Scd. Notes<sup>(b),(c)</sup> <br>|  | 6.50 | 3/31/2029 | 950000 | 963060 |
| &nbsp;&nbsp;&nbsp; CoreLogic, Inc., Sr. Scd. <br> Notes<sup>(b)</sup> <br>|  | 4.50 | 5/1/2028 | 627000 | 617209 |
| &nbsp;&nbsp;&nbsp; CoreWeave, Inc., Gtd. <br> Notes<sup>(b),(c)</sup> <br>|  | 9.00 | 2/1/2031 | 362000 | 332233 |
| &nbsp;&nbsp;&nbsp; CoreWeave, Inc., Gtd. <br> Notes<sup>(b),(c)</sup> <br>|  | 9.25 | 6/1/2030 | 470000 | 437480 |
| &nbsp;&nbsp;&nbsp; Elastic NV, Sr. Unscd. <br> Notes<sup>(b),(c)</sup> <br>|  | 4.13 | 7/15/2029 | 1712000 | 1662030 |
| &nbsp;&nbsp;&nbsp; Ellucian Holdings, Inc., Sr. Scd. <br> Notes<sup>(b),(c)</sup> <br>|  | 6.50 | 12/1/2029 | 933000 | 953667 |

---

**10**

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description |  | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** |
| **Information Technology — 5.5% (continued)** | **Information Technology — 5.5% (continued)** | **Information Technology — 5.5% (continued)** | **Information Technology — 5.5% (continued)** | **Information Technology — 5.5% (continued)** | **Information Technology — 5.5% (continued)** |
| &nbsp;&nbsp;&nbsp; SS&C Technologies, Inc., Gtd. <br> Notes<sup>(b)</sup> <br>|  | 6.50 | 6/1/2032 | 480000 | 499792 |
| UKG, Inc., Sr. Scd. Notes<sup>(b),(c)</sup> <br>|  | 6.88 | 2/1/2031 | 1127000 | 1159450 |
|  |  |  |  |  | **10964475** |
| **Insurance — 7.5%** | **Insurance — 7.5%** | **Insurance — 7.5%** | **Insurance — 7.5%** | **Insurance — 7.5%** | **Insurance — 7.5%** |
| &nbsp;&nbsp;&nbsp; Acrisure LLC/Acrisure Finance, <br> Inc., Sr. Scd. Bonds<sup>(b),(c)</sup> <br>|  | 6.75 | 7/1/2032 | 1550000 | 1603534 |
| &nbsp;&nbsp;&nbsp; Acrisure LLC/Acrisure Finance, <br> Inc., Sr. Unscd. Notes<sup>(b),(c)</sup> <br>|  | 8.25 | 2/1/2029 | 786000 | 817391 |
| &nbsp;&nbsp;&nbsp; Alliant Holdings Intermediate <br> LLC/Alliant Holdings Co-<br> Issuer, Sr. Scd. Notes<sup>(b),(c)</sup> <br>|  | 6.75 | 4/15/2028 | 666000 | 680406 |
| &nbsp;&nbsp;&nbsp; Alliant Holdings Intermediate <br> LLC/Alliant Holdings Co-<br> Issuer, Sr. Scd. Notes<sup>(b),(c)</sup> <br>|  | 7.00 | 1/15/2031 | 715000 | 742288 |
| &nbsp;&nbsp;&nbsp; Alliant Holdings Intermediate <br> LLC/Alliant Holdings Co-<br> Issuer, Sr. Unscd. Notes<sup>(b),(c)</sup> <br>|  | 7.38 | 10/1/2032 | 703000 | 729798 |
| &nbsp;&nbsp;&nbsp; APH Somerset Investor <br> 2 LLC/APH2 Somerset <br> Investor <br> 2 LLC/APH3 Somerset <br> Investor 2 LLC, Sr. Unscd. <br> Notes<sup>(b),(c)</sup> <br>|  | 7.88 | 11/1/2029 | 1608000 | 1625277 |
| &nbsp;&nbsp;&nbsp; Ardonagh Finco Ltd., Sr. Scd. <br> Bonds<sup>(b)</sup> <br>| EUR | 6.88 | 2/15/2031 | 980000 | 1191789 |
| &nbsp;&nbsp;&nbsp; Ardonagh Finco Ltd., Sr. Scd. <br> Notes<sup>(b),(c)</sup> <br>|  | 7.75 | 2/15/2031 | 1050000 | 1101529 |
| &nbsp;&nbsp;&nbsp; Ardonagh Group Finance Ltd., <br> Sr. Unscd. Notes<sup>(b),(c)</sup> <br>|  | 8.88 | 2/15/2032 | 1305000 | 1361605 |
| &nbsp;&nbsp;&nbsp; Global Atlantic Fin Co., Gtd. <br> Notes<sup>(b),(c)</sup> <br>|  | 7.95 | 6/15/2033 | 674000 | 770211 |
| &nbsp;&nbsp;&nbsp; Howden UK Refinance <br> PLC/Howden UK Refinance <br> 2 PLC/Howden US <br> Refinance LLC, Sr. Scd. <br> Notes<sup>(b)</sup> <br>|  | 7.25 | 2/15/2031 | 530000 | 546135 |
| &nbsp;&nbsp;&nbsp; Howden UK Refinance <br> PLC/Howden UK Refinance <br> 2 PLC/Howden US <br> Refinance LLC, Sr. Unscd. <br> Notes<sup>(b),(c)</sup> <br>|  | 8.13 | 2/15/2032 | 1055000 | 1089933 |

---

**11**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description |  | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** |
| **Insurance — 7.5% (continued)** | **Insurance — 7.5% (continued)** | **Insurance — 7.5% (continued)** | **Insurance — 7.5% (continued)** | **Insurance — 7.5% (continued)** | **Insurance — 7.5% (continued)** |
| &nbsp;&nbsp;&nbsp; Jones Deslauriers Insurance <br> Management, Inc., Sr. Unscd. <br> Notes<sup>(b),(c)</sup> <br>|  | 6.88 | 10/1/2033 | 788000 | 761399 |
| &nbsp;&nbsp;&nbsp; Panther Escrow Issuer LLC, Sr. <br> Scd. Notes<sup>(b)</sup> <br>|  | 7.13 | 6/1/2031 | 527000 | 546435 |
| &nbsp;&nbsp;&nbsp; The Nassau Companies of New <br> York, Sr. Unscd. Notes<sup>(b),(c)</sup> <br>|  | 7.88 | 7/15/2030 | 1616000 | 1543929 |
|  |  |  |  |  | **15111659** |
| **Internet Software & Services — 2.2%** | **Internet Software & Services — 2.2%** | **Internet Software & Services — 2.2%** | **Internet Software & Services — 2.2%** | **Internet Software & Services — 2.2%** | **Internet Software & Services — 2.2%** |
| &nbsp;&nbsp;&nbsp; Arches Buyer, Inc., Sr. Unscd. <br> Notes<sup>(b),(c)</sup> <br>|  | 6.13 | 12/1/2028 | 1258000 | 1228155 |
| &nbsp;&nbsp;&nbsp; Cablevision Lightpath LLC, Sr. <br> Scd. Notes<sup>(b),(c)</sup> <br>|  | 3.88 | 9/15/2027 | 790000 | 774008 |
| &nbsp;&nbsp;&nbsp; Rakuten Group, Inc., Sr. Unscd. <br> Notes<sup>(b),(c)</sup> <br>|  | 9.75 | 4/15/2029 | 625000 | 699600 |
| &nbsp;&nbsp;&nbsp; United Group BV, Sr. Scd. <br> Bonds<sup>(b)</sup> <br>| EUR | 6.50 | 10/31/2031 | 510000 | 614182 |
| &nbsp;&nbsp;&nbsp; Wayfair LLC, Sr. Scd. <br> Notes<sup>(b),(c)</sup> <br>|  | 6.75 | 11/15/2032 | 1063000 | 1094093 |
|  |  |  |  |  | **4410038** |
| **Materials — 2.0%** | **Materials — 2.0%** | **Materials — 2.0%** | **Materials — 2.0%** | **Materials — 2.0%** | **Materials — 2.0%** |
| &nbsp;&nbsp;&nbsp; Clydesdale Acquisition <br> Holdings, Inc., Gtd. <br> Notes<sup>(b),(c)</sup> <br>|  | 8.75 | 4/15/2030 | 945000 | 961447 |
| &nbsp;&nbsp;&nbsp; Clydesdale Acquisition <br> Holdings, Inc., Sr. Scd. <br> Notes<sup>(b),(c)</sup> <br>|  | 6.88 | 1/15/2030 | 931000 | 955439 |
| &nbsp;&nbsp;&nbsp; Graphic Packaging <br> International LLC, Gtd. <br> Notes<sup>(b)</sup> <br>|  | 6.38 | 7/15/2032 | 800000 | 815938 |
| &nbsp;&nbsp;&nbsp; Sealed Air Corp., Gtd. <br> Notes<sup>(b),(c)</sup> <br>|  | 5.00 | 4/15/2029 | 620000 | 625509 |
| TriMas Corp., Gtd. Notes<sup>(b)</sup> <br>|  | 4.13 | 4/15/2029 | 706000 | 687156 |
|  |  |  |  |  | **4045489** |
| **Media — 8.5%** | **Media — 8.5%** | **Media — 8.5%** | **Media — 8.5%** | **Media — 8.5%** | **Media — 8.5%** |
| &nbsp;&nbsp;&nbsp; Block Communications, Inc., <br> Gtd. Notes<sup>(b)</sup> <br>|  | 4.88 | 3/1/2028 | 705000 | 659085 |
| &nbsp;&nbsp;&nbsp; CCO Holdings LLC/CCO <br> Holdings Capital Corp., Gtd. <br> Notes<sup>(b),(c)</sup> <br>|  | 5.38 | 6/1/2029 | 799000 | 790530 |

---

**12**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** |
| **Media — 8.5% (continued)** | **Media — 8.5% (continued)** | **Media — 8.5% (continued)** | **Media — 8.5% (continued)** | **Media — 8.5% (continued)** |
| &nbsp;&nbsp;&nbsp; CCO Holdings LLC/CCO <br> Holdings Capital Corp., Sr. <br> Unscd. Notes<sup>(b),(c)</sup> <br>| 4.25 | 1/15/2034 | 1378000 | 1172987 |
| &nbsp;&nbsp;&nbsp; CCO Holdings LLC/CCO <br> Holdings Capital Corp., Sr. <br> Unscd. Notes<sup>(c)</sup> <br>| 4.50 | 5/1/2032 | 1230000 | 1104764 |
| &nbsp;&nbsp;&nbsp; CCO Holdings LLC/CCO <br> Holdings Capital Corp., Sr. <br> Unscd. Notes<sup>(b),(c)</sup> <br>| 5.00 | 2/1/2028 | 1834000 | 1820516 |
| &nbsp;&nbsp;&nbsp; CSC Holdings LLC, Gtd. <br> Notes<sup>(b),(c)</sup> <br>| 11.75 | 1/31/2029 | 715000 | 531654 |
| &nbsp;&nbsp;&nbsp; DIRECTV Financing <br> LLC/DIRECTV Financing <br> Co-Obligor, Inc., Sr. Scd. <br> Notes<sup>(b),(c)</sup> <br>| 10.00 | 2/15/2031 | 973000 | 994992 |
| &nbsp;&nbsp;&nbsp; Discovery Communications <br> LLC, Gtd. Notes<br>| 3.95 | 3/20/2028 | 354000 | 347982 |
| &nbsp;&nbsp;&nbsp; Discovery Communications <br> LLC, Gtd. Notes<sup>(c)</sup> <br>| 4.13 | 5/15/2029 | 885000 | 855954 |
| DISH DBS Corp., Gtd. Notes | 5.13 | 6/1/2029 | 879000 | 780894 |
| DISH DBS Corp., Gtd. Notes | 7.38 | 7/1/2028 | 967000 | 935775 |
| &nbsp;&nbsp;&nbsp; DISH DBS Corp., Sr. Scd. <br> Notes<sup>(b)</sup> <br>| 5.75 | 12/1/2028 | 737000 | 724012 |
| &nbsp;&nbsp;&nbsp; Gray Media, Inc., Sr. Scd. <br> Notes<sup>(b),(c)</sup> <br>| 7.25 | 8/15/2033 | 983000 | 1005048 |
| &nbsp;&nbsp;&nbsp; Sinclair Television Group, Inc., <br> Sr. Scd. Bonds<sup>(b),(c)</sup> <br>| 8.13 | 2/15/2033 | 1079000 | 1127684 |
| &nbsp;&nbsp;&nbsp; Sirius XM Radio LLC, Gtd. <br> Notes<sup>(b),(c)</sup> <br>| 4.00 | 7/15/2028 | 1010000 | 988614 |
| &nbsp;&nbsp;&nbsp; Sirius XM Radio LLC, Gtd. <br> Notes<sup>(b),(c)</sup> <br>| 5.00 | 8/1/2027 | 1100000 | 1106463 |
| &nbsp;&nbsp;&nbsp; Sunrise FinCo I BV, Sr. Scd. <br> Notes<sup>(b),(c)</sup> <br>| 4.88 | 7/15/2031 | 570000 | 543381 |
| &nbsp;&nbsp;&nbsp; The EW Scripps Company, Scd. <br> Notes<sup>(b),(c)</sup> <br>| 9.88 | 8/15/2030 | 871000 | 870537 |
| &nbsp;&nbsp;&nbsp; Virgin Media Secured Finance <br> PLC, Sr. Scd. Notes<sup>(b)</sup> <br>| 5.50 | 5/15/2029 | 667000 | 657530 |
|  |  |  |  | **17018402** |
| **Metals & Mining — 2.6%** | **Metals & Mining — 2.6%** | **Metals & Mining — 2.6%** | **Metals & Mining — 2.6%** | **Metals & Mining — 2.6%** |
| &nbsp;&nbsp;&nbsp; Arsenal AIC Parent LLC, Sr. <br> Scd. Notes<sup>(b),(c)</sup> <br>| 8.00 | 10/1/2030 | 890000 | 945545 |

---

**13**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description |  | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** |
| **Metals & Mining — 2.6% (continued)** | **Metals & Mining — 2.6% (continued)** | **Metals & Mining — 2.6% (continued)** | **Metals & Mining — 2.6% (continued)** | **Metals & Mining — 2.6% (continued)** | **Metals & Mining — 2.6% (continued)** |
| &nbsp;&nbsp;&nbsp; Celsa Opco SA, Sr. Scd. <br> Bonds<sup>(b)</sup> <br>| EUR | 8.25 | 12/15/2030 | 463000 | 564111 |
| &nbsp;&nbsp;&nbsp; Cleveland-Cliffs, Inc., Gtd. <br> Notes<sup>(b),(c)</sup> <br>|  | 6.88 | 11/1/2029 | 530000 | 549285 |
| &nbsp;&nbsp;&nbsp; Cleveland-Cliffs, Inc., Gtd. <br> Notes<sup>(b)</sup> <br>|  | 7.38 | 5/1/2033 | 670000 | 697405 |
| &nbsp;&nbsp;&nbsp; Fortescue Treasury Pty Ltd., <br> Sr. Unscd. Notes<sup>(b),(c)</sup> <br>|  | 6.13 | 4/15/2032 | 690000 | 720625 |
| Novelis Corp., Gtd. Notes<sup>(b),(c)</sup> <br>|  | 6.38 | 8/15/2033 | 813000 | 824846 |
| &nbsp;&nbsp;&nbsp; Samarco Mineracao SA, Sr. <br> Unscd. Notes<sup>(b),(f)</sup> <br>|  | 9.50 | 6/30/2031 | 142178 | 144188 |
| &nbsp;&nbsp;&nbsp; Samarco Mineracao SA, Sr. <br> Unscd. Notes<sup>(f)</sup> <br>|  | 9.50 | 6/30/2031 | 672006 | 681509 |
|  |  |  |  |  | **5127514** |
| **Real Estate — 4.8%** | **Real Estate — 4.8%** | **Real Estate — 4.8%** | **Real Estate — 4.8%** | **Real Estate — 4.8%** | **Real Estate — 4.8%** |
| &nbsp;&nbsp;&nbsp; Anywhere Real Estate Group <br> LLC/Realogy Co-<br> Issuer Corp., Gtd. Notes<sup>(b),(c)</sup> <br>|  | 5.25 | 4/15/2030 | 1081000 | 1014124 |
| &nbsp;&nbsp;&nbsp; Iron Mountain, Inc., Gtd. <br> Notes<sup>(b)</sup> <br>|  | 4.88 | 9/15/2029 | 705000 | 696017 |
| &nbsp;&nbsp;&nbsp; Iron Mountain, Inc., Gtd. <br> Notes<sup>(b)</sup> <br>|  | 5.00 | 7/15/2028 | 686000 | 686583 |
| &nbsp;&nbsp;&nbsp; Kennedy-Wilson, Inc., Gtd. <br> Notes<sup>(c)</sup> <br>|  | 4.75 | 2/1/2030 | 918000 | 865996 |
| &nbsp;&nbsp;&nbsp; Park Intermediate Holdings <br> LLC/PK Domestic Property <br> LLC/PK Finance Co-Issuer, <br> Sr. Scd. Notes<sup>(b)</sup> <br>|  | 4.88 | 5/15/2029 | 1105000 | 1079870 |
| &nbsp;&nbsp;&nbsp; Rithm Capital Corp., Sr. Unscd. <br> Notes<sup>(b),(c)</sup> <br>|  | 8.00 | 4/1/2029 | 1288000 | 1323325 |
| &nbsp;&nbsp;&nbsp; Rithm Capital Corp., Sr. Unscd. <br> Notes<sup>(b),(c)</sup> <br>|  | 8.00 | 7/15/2030 | 1076000 | 1101376 |
| &nbsp;&nbsp;&nbsp; RLJ Lodging Trust LP, Sr. Scd. <br> Notes<sup>(b),(c)</sup> <br>|  | 4.00 | 9/15/2029 | 882000 | 837290 |
| &nbsp;&nbsp;&nbsp; Starwood Property Trust, Inc., <br> Sr. Unscd. Notes<sup>(b)</sup> <br>|  | 4.38 | 1/15/2027 | 331000 | 329159 |
| &nbsp;&nbsp;&nbsp; Starwood Property Trust, Inc., <br> Sr. Unscd. Notes<sup>(b)</sup> <br>|  | 6.50 | 7/1/2030 | 351000 | 367365 |

---

**14**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** |
| **Real Estate — 4.8% (continued)** | **Real Estate — 4.8% (continued)** | **Real Estate — 4.8% (continued)** | **Real Estate — 4.8% (continued)** | **Real Estate — 4.8% (continued)** |
| &nbsp;&nbsp;&nbsp; Starwood Property Trust, Inc., <br> Sr. Unscd. Notes<sup>(b),(c)</sup> <br>| 7.25 | 4/1/2029 | 663000 | 701024 |
| &nbsp;&nbsp;&nbsp; Uniti Group LP/Uniti Fiber <br> Holdings, Inc./CSL Capital <br> LLC, Gtd. Notes<sup>(b)</sup> <br>| 6.00 | 1/15/2030 | 611000 | 568925 |
|  |  |  |  | **9571054** |
| **Retailing — 2.8%** | **Retailing — 2.8%** | **Retailing — 2.8%** | **Retailing — 2.8%** | **Retailing — 2.8%** |
| &nbsp;&nbsp;&nbsp; LBM Acquisition LLC, Gtd. <br> Notes<sup>(b),(c)</sup> <br>| 6.25 | 1/15/2029 | 1342000 | 1209041 |
| &nbsp;&nbsp;&nbsp; PetSmart LLC/PetSmart <br> Finance Corp., Sr. Scd. <br> Notes<sup>(b),(c)</sup> <br>| 7.50 | 9/15/2032 | 1086000 | 1106514 |
| &nbsp;&nbsp;&nbsp; QXO Building Products, Inc., <br> Sr. Scd. Bonds<sup>(b),(c)</sup> <br>| 6.75 | 4/30/2032 | 923000 | 964737 |
| Staples, Inc., Sr. Scd. Notes<sup>(b)</sup> <br>| 10.75 | 9/1/2029 | 1300000 | 1294073 |
| &nbsp;&nbsp;&nbsp; White Cap Supply Holdings <br> LLC, Gtd. Notes<sup>(b),(c)</sup> <br>| 7.38 | 11/15/2030 | 923000 | 958317 |
|  |  |  |  | **5532682** |
| **Semiconductors & Semiconductor Equipment — .8%** | **Semiconductors & Semiconductor Equipment — .8%** | **Semiconductors & Semiconductor Equipment — .8%** | **Semiconductors & Semiconductor Equipment — .8%** | **Semiconductors & Semiconductor Equipment — .8%** |
| &nbsp;&nbsp;&nbsp; Kioxia Holdings Corp., Gtd. <br> Notes<sup>(b),(c)</sup> <br>| 6.63 | 7/24/2033 | 1556000 | **1619447** |
| **Technology Hardware & Equipment — .9%** | **Technology Hardware & Equipment — .9%** | **Technology Hardware & Equipment — .9%** | **Technology Hardware & Equipment — .9%** | **Technology Hardware & Equipment — .9%** |
| &nbsp;&nbsp;&nbsp; Virtusa Corp., Sr. Unscd. <br> Notes<sup>(b),(c)</sup> <br>| 7.13 | 12/15/2028 | 1806000 | **1781343** |
| **Telecommunication Services — 7.5%** | **Telecommunication Services — 7.5%** | **Telecommunication Services — 7.5%** | **Telecommunication Services — 7.5%** | **Telecommunication Services — 7.5%** |
| &nbsp;&nbsp;&nbsp; Altice France SA, Sr. Scd. <br> Notes<sup>(b),(c)</sup> <br>| 9.50 | 11/1/2029 | 1473201 | 1521964 |
| &nbsp;&nbsp;&nbsp; APLD ComputeCo LLC, Sr. Scd. <br> Notes<sup>(b),(c)</sup> <br>| 9.25 | 12/15/2030 | 986000 | 967932 |
| &nbsp;&nbsp;&nbsp; Cipher Compute LLC, Sr. Scd. <br> Notes<sup>(b),(c)</sup> <br>| 7.13 | 11/15/2030 | 670000 | 683221 |
| &nbsp;&nbsp;&nbsp; EchoStar Corp., Sr. Scd. <br> Notes<sup>(c)</sup> <br>| 10.75 | 11/30/2029 | 1880000 | 2080373 |
| &nbsp;&nbsp;&nbsp; Fibercop SpA, Sr. Scd. <br> Notes<sup>(b),(c)</sup> <br>| 7.72 | 6/4/2038 | 546000 | 549384 |
| &nbsp;&nbsp;&nbsp; Iliad Holding SAS, Sr. Scd. <br> Notes<sup>(b)</sup> <br>| 7.00 | 10/15/2028 | 531000 | 538062 |
| &nbsp;&nbsp;&nbsp; Iliad Holding SAS, Sr. Scd. <br> Notes<sup>(b),(c)</sup> <br>| 8.50 | 4/15/2031 | 509000 | 548142 |
| &nbsp;&nbsp;&nbsp; Level 3 Financing, Inc., Gtd. <br> Notes<sup>(b),(c)</sup> <br>| 3.75 | 7/15/2029 | 376000 | 343762 |

---

**15**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description |  | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** |
| **Telecommunication Services — 7.5% (continued)** | **Telecommunication Services — 7.5% (continued)** | **Telecommunication Services — 7.5% (continued)** | **Telecommunication Services — 7.5% (continued)** | **Telecommunication Services — 7.5% (continued)** | **Telecommunication Services — 7.5% (continued)** |
| &nbsp;&nbsp;&nbsp; Level 3 Financing, Inc., Gtd. <br> Notes<sup>(b)</sup> <br>|  | 8.50 | 1/15/2036 | 855014 | 876678 |
| &nbsp;&nbsp;&nbsp; Level 3 Financing, Inc., Sr. Scd. <br> Bonds<sup>(b),(c)</sup> <br>|  | 6.88 | 6/30/2033 | 826000 | 845905 |
| &nbsp;&nbsp;&nbsp; Level 3 Financing, Inc., Sr. Scd. <br> Notes<sup>(b),(c)</sup> <br>|  | 7.00 | 3/31/2034 | 814000 | 839537 |
| &nbsp;&nbsp;&nbsp; Lumen Technologies, Inc., Sr. <br> Scd. Notes<sup>(b)</sup> <br>|  | 4.13 | 4/15/2029 | 232175 | 231014 |
| &nbsp;&nbsp;&nbsp; Lumen Technologies, Inc., Sr. <br> Scd. Notes<sup>(b),(c)</sup> <br>|  | 10.00 | 10/15/2032 | 380000 | 382375 |
| &nbsp;&nbsp;&nbsp; Lumen Technologies, Inc., Sr. <br> Unscd. Bonds, Ser. P<sup>(c)</sup> <br>|  | 7.60 | 9/15/2039 | 851000 | 818867 |
| &nbsp;&nbsp;&nbsp; Lumen Technologies, Inc., Sr. <br> Unscd. Notes<sup>(b),(c)</sup> <br>|  | 5.38 | 6/15/2029 | 676000 | 639134 |
| &nbsp;&nbsp;&nbsp; Uniti Group LP/Uniti Group <br> Finance 2019, Inc./CSL <br> Capital LLC, Gtd. Notes<sup>(b),(c)</sup> <br>|  | 6.50 | 2/15/2029 | 865000 | 831582 |
| &nbsp;&nbsp;&nbsp; Vmed O2 UK Financing I PLC, <br> Sr. Scd. Bonds<sup>(b)</sup> <br>| EUR | 5.63 | 4/15/2032 | 580000 | 687557 |
| &nbsp;&nbsp;&nbsp; Windstream Services <br> LLC/Windstream Escrow <br> Finance Corp., Sr. Scd. <br> Notes<sup>(b),(c)</sup> <br>|  | 8.25 | 10/1/2031 | 817000 | 858430 |
| &nbsp;&nbsp;&nbsp; WULF Compute LLC, Sr. Scd. <br> Notes<sup>(b),(c)</sup> <br>|  | 7.75 | 10/15/2030 | 846000 | 872233 |
|  |  |  |  |  | **15116152** |
| **Transportation — 1.0%** | **Transportation — 1.0%** | **Transportation — 1.0%** | **Transportation — 1.0%** | **Transportation — 1.0%** | **Transportation — 1.0%** |
| &nbsp;&nbsp;&nbsp; Beacon Mobility Corp., Sr. Scd. <br> Notes<sup>(b),(c)</sup> <br>|  | 7.25 | 8/1/2030 | 1035000 | 1083108 |
| &nbsp;&nbsp;&nbsp; Stonepeak Nile Parent LLC, Sr. <br> Scd. Notes<sup>(b),(c)</sup> <br>|  | 7.25 | 3/15/2032 | 843000 | 893147 |
|  |  |  |  |  | **1976255** |
| **Utilities — 7.1%** | **Utilities — 7.1%** | **Utilities — 7.1%** | **Utilities — 7.1%** | **Utilities — 7.1%** | **Utilities — 7.1%** |
| &nbsp;&nbsp;&nbsp; Alpha Generation LLC, Gtd. <br> Notes<sup>(b),(c)</sup> <br>|  | 6.25 | 1/15/2034 | 1085000 | 1096764 |
| &nbsp;&nbsp;&nbsp; Alpha Generation LLC, Sr. <br> Unscd. Notes<sup>(b),(c)</sup> <br>|  | 6.75 | 10/15/2032 | 1060000 | 1097879 |
| &nbsp;&nbsp;&nbsp; California Buyer <br> Ltd./Atlantica Sustainable <br> Infrastructure PLC, Sr. <br> Unscd. Notes<sup>(b),(c)</sup> <br>|  | 6.38 | 2/15/2032 | 1890000 | 1897208 |

---

**16**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** | **Bonds and Notes — 121.6% (continued)** |
| **Utilities — 7.1% (continued)** | **Utilities — 7.1% (continued)** | **Utilities — 7.1% (continued)** | **Utilities — 7.1% (continued)** | **Utilities — 7.1% (continued)** |
| &nbsp;&nbsp;&nbsp; ContourGlobal Power <br> Holdings SA, Sr. Scd. <br> Bonds<sup>(b),(c)</sup> <br>| 6.75 | 2/28/2030 | 1331000 | 1374071 |
| &nbsp;&nbsp;&nbsp; Lightning Power LLC, Sr. Scd. <br> Notes<sup>(b)</sup> <br>| 7.25 | 8/15/2032 | 770000 | 819215 |
| &nbsp;&nbsp;&nbsp; NRG Energy, Inc., Gtd. <br> Notes<sup>(b),(c)</sup> <br>| 3.88 | 2/15/2032 | 650000 | 610402 |
| &nbsp;&nbsp;&nbsp; NRG Energy, Inc., Gtd. <br> Notes<sup>(b),(c)</sup> <br>| 6.25 | 11/1/2034 | 841000 | 864510 |
| &nbsp;&nbsp;&nbsp; NRG Energy, Inc., Jr. Sub. <br> Bonds<sup>(b),(d)</sup> <br>| 10.25 | 3/15/2028 | 490000 | 535507 |
| &nbsp;&nbsp;&nbsp; NRG Energy, Inc., Sr. Unscd. <br> Notes<sup>(b),(c)</sup> <br>| 5.75 | 1/15/2034 | 809000 | 817652 |
| PG&E Corp., Sr. Scd. Notes | 5.00 | 7/1/2028 | 410000 | 410123 |
| PG&E Corp., Sr. Scd. Notes | 5.25 | 7/1/2030 | 694000 | 689501 |
| &nbsp;&nbsp;&nbsp; Vistra Corp., Jr. Sub. <br> Notes<sup>(b),(d)</sup> <br>| 7.00 | 12/15/2026 | 447000 | 456478 |
| &nbsp;&nbsp;&nbsp; Vistra Operations Co. LLC, Gtd. <br> Notes<sup>(b)</sup> <br>| 4.38 | 5/1/2029 | 76000 | 75083 |
| &nbsp;&nbsp;&nbsp; Vistra Operations Co. LLC, Gtd. <br> Notes<sup>(b)</sup> <br>| 6.88 | 4/15/2032 | 474000 | 499544 |
| &nbsp;&nbsp;&nbsp; Vistra Operations Co. LLC, Gtd. <br> Notes<sup>(b),(c)</sup> <br>| 7.75 | 10/15/2031 | 641000 | 679234 |
| VoltaGrid LLC, Scd. Notes<sup>(b)</sup> <br>| 7.38 | 11/1/2030 | 739000 | 732520 |
| &nbsp;&nbsp;&nbsp; XPLR Infrastructure Operating <br> Partners LP, Gtd. Notes<sup>(b)</sup> <br>| 7.75 | 4/15/2034 | 559000 | 568541 |
| &nbsp;&nbsp;&nbsp; XPLR Infrastructure Operating <br> Partners LP, Gtd. Notes<sup>(b),(c)</sup> <br>| 8.38 | 1/15/2031 | 919000 | 966270 |
|  |  |  |  | **14190502** |
| &nbsp;&nbsp;&nbsp; **Total Bonds and Notes** <br>(cost $236,698,446)<br>|  |  |  | **243203336** |
| **Convertible Bonds and Notes — .5%** | **Convertible Bonds and Notes — .5%** | **Convertible Bonds and Notes — .5%** | **Convertible Bonds and Notes — .5%** | **Convertible Bonds and Notes — .5%** |
| **Diversified Financials — .1%** | **Diversified Financials — .1%** | **Diversified Financials — .1%** | **Diversified Financials — .1%** | **Diversified Financials — .1%** |
| &nbsp;&nbsp;&nbsp; Riot Platforms, Inc., Sr. Unscd. <br> Notes<br>| 0.75 | 1/15/2030 | 160000 | **181400** |
| **Media — .1%** | **Media — .1%** | **Media — .1%** | **Media — .1%** | **Media — .1%** |
| Cable One, Inc., Gtd. Notes | 1.13 | 3/15/2028 | 321000 | **262032** |

---

**17**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Convertible Bonds and Notes — .5% (continued)** | **Convertible Bonds and Notes — .5% (continued)** | **Convertible Bonds and Notes — .5% (continued)** | **Convertible Bonds and Notes — .5% (continued)** | **Convertible Bonds and Notes — .5% (continued)** |
| **Utilities — .3%** | **Utilities — .3%** | **Utilities — .3%** | **Utilities — .3%** | **Utilities — .3%** |
| PG&E Corp., Sr. Scd. Notes | 4.25 | 12/1/2027 | 541000 | **557284** |
| &nbsp;&nbsp;&nbsp; **Total Convertible Bonds and Notes** <br>(cost $1,010,524) | &nbsp;&nbsp;&nbsp; **Total Convertible Bonds and Notes** <br>(cost $1,010,524) |  |  | **1000716** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | Shares |  |
| **Common Stocks — .1%** | **Common Stocks — .1%** | **Common Stocks — .1%** |
| **Telecommunication Services — .1%** | **Telecommunication Services — .1%** | **Telecommunication Services — .1%** |
| &nbsp;&nbsp;&nbsp; Altice LuxCo 3<sup>(g)</sup> <br>(cost $207,026)<br>| 12647 | **228515** |
| **Exchange-Traded Funds — 3.0%** | **Exchange-Traded Funds — 3.0%** | **Exchange-Traded Funds — 3.0%** |
| **Registered Investment Companies — 3.0%** | **Registered Investment Companies — 3.0%** | **Registered Investment Companies — 3.0%** |
| Invesco Senior Loan ETF | 97206 | 2041326 |
| iShares iBoxx $ High Yield Corporate Bond ETF | 25295 | 2039536 |
| State Street SPDR Bloomberg High Yield Bond ETF | 21003 | 2041701 |
| &nbsp;&nbsp;&nbsp; **Total Exchange-Traded Funds** <br>(cost $6,030,368)<br>|  | **6122563** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Coupon <br>Rate (%)<br>| Maturity <br>Date<br>| Principal <br>Amount ($)<br>|  |
| **Fixed Rate Loan Interests — 2.4%** | **Fixed Rate Loan Interests — 2.4%** | **Fixed Rate Loan Interests — 2.4%** | **Fixed Rate Loan Interests — 2.4%** | **Fixed Rate Loan Interests — 2.4%** |
| **Information Technology — 1.3%** | **Information Technology — 1.3%** | **Information Technology — 1.3%** | **Information Technology — 1.3%** | **Information Technology — 1.3%** |
| &nbsp;&nbsp;&nbsp; Cotiviti, Inc., Initial Fixed Rate <br> Term Loan<sup>(h)</sup> <br>| 7.63 | 5/1/2031 | 918750 | 892341 |
| &nbsp;&nbsp;&nbsp; X.Ai Corp., Initial Fixed Rate <br> Term Loan<sup>(h)</sup> <br>| 12.50 | 6/28/2030 | 1691171 | 1781192 |
|  |  |  |  | **2673533** |
| **Technology Hardware & Equipment — 1.1%** | **Technology Hardware & Equipment — 1.1%** | **Technology Hardware & Equipment — 1.1%** | **Technology Hardware & Equipment — 1.1%** | **Technology Hardware & Equipment — 1.1%** |
| &nbsp;&nbsp;&nbsp; X Corp., Tranche Fixed Rate <br> Term Loan<sup>(h)</sup> <br>| 9.50 | 10/29/2029 | 2084221 | **2080865** |
| &nbsp;&nbsp;&nbsp; **Total Fixed Rate Loan Interests** <br>(cost $4,702,628) | &nbsp;&nbsp;&nbsp; **Total Fixed Rate Loan Interests** <br>(cost $4,702,628) |  |  | **4754398** |
| **Floating Rate Loan Interests — 5.8%** | **Floating Rate Loan Interests — 5.8%** | **Floating Rate Loan Interests — 5.8%** | **Floating Rate Loan Interests — 5.8%** | **Floating Rate Loan Interests — 5.8%** |
| **Automobiles & Components — .4%** | **Automobiles & Components — .4%** | **Automobiles & Components — .4%** |  |  |
| &nbsp;&nbsp;&nbsp; Burgess Point Purchaser <br> Corp., Initial Term Loan, <br> (3 Month TSFR +5.35%)<sup>(e)</sup> <br>| 9.19 | 7/25/2029 | 353180 | 301718 |
| &nbsp;&nbsp;&nbsp; IXS Holdings, Inc., Initial Term <br> Loan, (1 Month TSFR <br> +5.50%)<sup>(e)</sup> <br>| 9.22 | 9/21/2029 | 552225 | 552341 |
|  |  |  |  | **854059** |

---

**18**

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description |  | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Floating Rate Loan Interests — 5.8% (continued)** | **Floating Rate Loan Interests — 5.8% (continued)** | **Floating Rate Loan Interests — 5.8% (continued)** | **Floating Rate Loan Interests — 5.8% (continued)** | **Floating Rate Loan Interests — 5.8% (continued)** | **Floating Rate Loan Interests — 5.8% (continued)** |
| **Chemicals — .1%** | **Chemicals — .1%** | **Chemicals — .1%** | **Chemicals — .1%** |  |  |
| &nbsp;&nbsp;&nbsp; Geon Performance Solutions <br> LLC, 2024 Refinancing Term <br> Loan, (3 Month TSFR <br> +4.51%)<sup>(e)</sup> <br>|  | 8.18 | 8/18/2028 | 212425 | **169143** |
| **Commercial & Professional Services — .4%** | **Commercial & Professional Services — .4%** | **Commercial & Professional Services — .4%** | **Commercial & Professional Services — .4%** |  |  |
| &nbsp;&nbsp;&nbsp; Vaco Holdings LLC, Initial <br> Term Loan, (3 Month TSFR <br> +5.15%)<sup>(e)</sup> <br>|  | 8.82 | 1/22/2029 | 817965 | **669373** |
| **Consumer Discretionary — .5%** | **Consumer Discretionary — .5%** | **Consumer Discretionary — .5%** | **Consumer Discretionary — .5%** |  |  |
| &nbsp;&nbsp;&nbsp; Allwyn Entertainment <br> Financing US LLC, Term <br> Loan B, (3 Month TSFR <br> +2.50%)<sup>(e)</sup> <br>|  | 2.50 | 11/10/2032 | 500000 | 492500 |
| &nbsp;&nbsp;&nbsp; Crown Finance US, Inc., Term <br> Loan B, (1 Month TSFR <br> +4.50%)<sup>(e)</sup> <br>|  | 8.34 | 12/2/2031 | 543270 | 536819 |
|  |  |  |  |  | **1029319** |
| **Diversified Financials — .2%** | **Diversified Financials — .2%** | **Diversified Financials — .2%** | **Diversified Financials — .2%** |  |  |
| &nbsp;&nbsp;&nbsp; OID-OL Intermediate I LLC, <br> Initial Second Out Term <br> Loan, (3 Month TSFR <br> +4.40%)<sup>(e)</sup> <br>|  | 8.24 | 2/1/2029 | 359098 | **301082** |
| **Food Products — .2%** | **Food Products — .2%** | **Food Products — .2%** | **Food Products — .2%** |  |  |
| &nbsp;&nbsp;&nbsp; Max US Bidco, Inc., Initial <br> Term Loan, (3 Month TSFR <br> +5.00%)<sup>(e)</sup> <br>|  | 8.67 | 10/2/2030 | 529374 | **414804** |
| **Health Care — .8%** | **Health Care — .8%** | **Health Care — .8%** | **Health Care — .8%** |  |  |
| &nbsp;&nbsp;&nbsp; 1261229 B.C. Ltd., Initial Term <br> Loan, (1 Month TSFR <br> +6.25%)<sup>(e)</sup> <br>|  | 10.17 | 10/8/2030 | 568145 | 556359 |
| &nbsp;&nbsp;&nbsp; LifePoint Health, Inc., Term <br> Loan B, (3 Month TSFR <br> +3.75%)<sup>(e)</sup> <br>|  | 7.65 | 5/19/2031 | 409930 | 411733 |
| &nbsp;&nbsp;&nbsp; US Anesthesia Partners, Inc., <br> Initial Term Loan, (1 Month <br> TSFR +4.11%)<sup>(e)</sup> <br>|  | 7.99 | 10/2/2028 | 689203 | 693349 |
|  |  |  |  |  | **1661441** |
| **Industrial — .5%** | **Industrial — .5%** | **Industrial — .5%** | **Industrial — .5%** |  |  |
| &nbsp;&nbsp;&nbsp; Optimus Bidco SAS, Term <br> Loan B, (3 Month EURIBOR <br> +5.00%)<sup>(e)</sup> <br>| EUR | 7.02 | 1/2/2029 | 1000000 | **1036133** |

---

**19**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Floating Rate Loan Interests — 5.8% (continued)** | **Floating Rate Loan Interests — 5.8% (continued)** | **Floating Rate Loan Interests — 5.8% (continued)** | **Floating Rate Loan Interests — 5.8% (continued)** | **Floating Rate Loan Interests — 5.8% (continued)** |
| **Information Technology — 1.1%** | **Information Technology — 1.1%** | **Information Technology — 1.1%** |  |  |
| &nbsp;&nbsp;&nbsp; Flash Charm, Inc., 2024 Term <br> Loan B-2, (3 Month TSFR <br> +3.50%)<sup>(e)</sup> <br>| 7.35 | 3/2/2028 | 399921 | 374204 |
| &nbsp;&nbsp;&nbsp; HS Purchaser LLC, Term Loan, <br> (1 Month TSFR +6.10%)<sup>(e)</sup> <br>| 9.97 | 5/21/2029 | 412487 | 374720 |
| &nbsp;&nbsp;&nbsp; Polaris Newco LLC, First Lien <br> Dollar Term Loan, (3 Month <br> TSFR +4.01%)<sup>(e)</sup> <br>| 7.85 | 6/5/2028 | 716260 | 692358 |
| &nbsp;&nbsp;&nbsp; Starlight Parent LLC, Term <br> Loan, (2 Month TSFR <br> +4.00%)<sup>(e)</sup> <br>| 7.70 | 4/16/2032 | 798000 | 798499 |
|  |  |  |  | **2239781** |
| **Internet Software & Services — .4%** | **Internet Software & Services — .4%** | **Internet Software & Services — .4%** |  |  |
| &nbsp;&nbsp;&nbsp; MH Sub I LLC, 2023 May New <br> Term Loan, (1 Month TSFR <br> +4.25%)<sup>(e)</sup> <br>| 7.97 | 5/3/2028 | 412404 | 384670 |
| &nbsp;&nbsp;&nbsp; MH Sub I LLC, Second Lien <br> Term Loan, (3 Month TSFR <br> +6.25%)<sup>(e)</sup> <br>| 10.09 | 2/23/2029 | 442000 | 371797 |
|  |  |  |  | **756467** |
| **Media — .7%** | **Media — .7%** | **Media — .7%** |  |  |
| &nbsp;&nbsp;&nbsp; Numericable US LLC, New USD <br> Term Loan B-14, (1 Month <br> TSFR +6.88%)<sup>(h)</sup> <br>| 10.86 | 5/15/2031 | 678012 | 678717 |
| &nbsp;&nbsp;&nbsp; The E.W. Scripps Co., New <br> Tranche Term Loan B-2, <br> (1 Month TSFR +5.86%)<sup>(e)</sup> <br>| 9.60 | 6/30/2028 | 365976 | 371075 |
| &nbsp;&nbsp;&nbsp; The E.W. Scripps Co., Term <br> Loan B-3, (1 Month TSFR <br> +3.46%)<sup>(e)</sup> <br>| 7.20 | 11/30/2029 | 349121 | 337774 |
|  |  |  |  | **1387566** |

---

**20**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Floating Rate Loan Interests — 5.8% (continued)** | **Floating Rate Loan Interests — 5.8% (continued)** | **Floating Rate Loan Interests — 5.8% (continued)** | **Floating Rate Loan Interests — 5.8% (continued)** | **Floating Rate Loan Interests — 5.8% (continued)** |
| **Telecommunication Services — .5%** | **Telecommunication Services — .5%** | **Telecommunication Services — .5%** |  |  |
| &nbsp;&nbsp;&nbsp; Zayo Group Holdings, Inc., <br> Dollar Term Loan, (1 Month <br> TSFR +3.61%)<sup>(e),(f)</sup> <br>| 7.33 | 3/11/2030 | 1063143 | **1011920** |
| &nbsp;&nbsp;&nbsp; **Total Floating Rate Loan Interests** <br>(cost $11,923,341) |  |  |  | **11531088** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  | 1-Day <br>Yield (%)<br>| Shares |  |
| **Investment Companies — 2.9%** | **Investment Companies — 2.9%** | **Investment Companies — 2.9%** | **Investment Companies — 2.9%** |
| **Registered Investment Companies — 2.9%** | **Registered Investment Companies — 2.9%** | **Registered Investment Companies — 2.9%** | **Registered Investment Companies — 2.9%** |
| &nbsp;&nbsp;&nbsp; Dreyfus Institutional Preferred Government <br> Plus Money Market Fund, Institutional <br> Shares<sup>(i)</sup> <br>(cost $5,765,992)<br>| 3.89 | 5765992 | **5765992** |
| **Total Investments** (cost $266,338,325) | **Total Investments** (cost $266,338,325) | **136.3%** | **272606608** |
| **Liabilities, Less Cash and Receivables** | **Liabilities, Less Cash and Receivables** | **(36.3%)** | **(72602164)** |
| **Net Assets**  | **Net Assets**  | **100.0%** | **200004444** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| |
|:---|
| *ETF—Exchange-Traded Fund* |
| *EUR—Euro* |
| *EURIBOR—Euro Interbank Offered Rate* |
| *GBP—British Pound* |
| *SPDR—Standard & Poor's Depository Receipt* |
| *TSFR—Term Secured Overnight Financing Rate Reference Rates* |
| *USD—United States Dollar* |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<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, 2025, these securities amounted to $223,965,765 or 112.0% of net assets.* 

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

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

<sup>(g)</sup> *Non-income producing security.*

<sup>(h)</sup> *Variable rate demand note—rate shown is the interest rate in effect at December 31, 2025. Maturity date* *represents the next demand date, or the ultimate maturity date if earlier.* 

<sup>(i)</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.* 

**21**

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*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **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** | **Forward Foreign Currency Exchange Contracts** |
| Counterparty/ <br>Purchased <br>Currency<br>| Purchased <br>Currency <br>Amounts<br>| Currency <br>Sold<br>| Sold <br>Currency <br>Amounts<br>| Settlement <br>Date<br>| Unrealized <br>Appreciation <br>(Depreciation) ($)<br>|
| **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** |
| &nbsp;&nbsp;&nbsp; United States <br>Dollar<br>| 2728200 | British Pound | 2070000 | 1/22/2026 | (61980) |
| Euro | 500000 | United States <br>Dollar<br>| 583629 | 1/22/2026 | 4584 |
| &nbsp;&nbsp;&nbsp; United States <br>Dollar<br>| 13746597 | Euro | 11810000 | 1/22/2026 | (146986) |
| **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **4584** |
| **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **(208966)** |

---

*See notes to schedule of investments.*

**22**

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Schedule of Investments

BNY Mellon High Yield Strategies Fund

December 31, 2025 (Unaudited)

The following is a summary of the inputs used as of December 31, 2025 in valuing the fund's investments:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Level 1 -** <br>**Unadjusted** <br>**Quoted Prices**<br>| **Level 2- Other** <br>**Significant** <br>**Observable Inputs**<br>| **Level 3-** <br>**Significant** <br>**Unobservable** <br>**Inputs**<br>| **Total** |
| **Assets ($)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Investments in <br> Securities:<sup>†</sup> <br>|  |  |  |  |
| &nbsp;&nbsp;&nbsp; Collateralized Loan <br> Obligations<br>|  | 3473280 |  | **3473280** |
| &nbsp;&nbsp;&nbsp; Convertible <br> Corporate Bonds <br> and Notes<br>|  | 1000716 |  | **1000716** |
| &nbsp;&nbsp;&nbsp; Corporate Bonds and <br> Notes<br>|  | 239730056 |  | **239730056** |
| Equity Securities - <br> Common Stocks<br>|  | 228515 |  | **228515** |
| &nbsp;&nbsp;&nbsp; Exchange-Traded <br> Funds<br>| 6122563 |  |  | **6122563** |
| &nbsp;&nbsp;&nbsp; Fixed Rate Loan <br> Interests<br>|  | 4754398 |  | **4754398** |
| &nbsp;&nbsp;&nbsp; Floating Rate Loan <br> Interests<br>|  | 11531088 |  | **11531088** |
| &nbsp;&nbsp;&nbsp; Investment <br> Companies<br>| 5765992 |  |  | **5765992** |
|  | **11888555** | **260718053** | **—** | **272606608** |
| &nbsp;&nbsp;&nbsp; Other Financial <br> Instruments:<br>|  |  |  |  |
| &nbsp;&nbsp;&nbsp; Forward Foreign <br> Currency Exchange <br> Contracts<sup>††</sup> <br>|  | 4584 |  | **4584** |
|  | **—** | **4584** | **—** | **4584** |

---

**23**

------

Schedule *of Investments (Unaudited) (continued)*

December 31, 2025 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Level 1 -**<br> **Unadjusted**<br> **Quoted Prices**<br>| **Level 2- Other**<br> **Significant** <br> **Observable Inputs**<br>| **Level 3-**<br> **Significant**<br> **Unobservable**<br> **Inputs**<br>| **Total** |
| **Liabilities ($)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Other Financial <br> Instruments:<br>|  |  |  |  |
| &nbsp;&nbsp;&nbsp; Forward Foreign <br> Currency Exchange <br> Contracts<sup>††</sup> <br>|  | (208966) |  | **(208966)** |
|  | **—** | **(208966)** | **—** | **(208966)** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| <sup>†</sup> <br>| *See Schedule of Investments for additional detailed categorizations, if any.* |
| <sup>††</sup> <br>| *Amount shown represents unrealized appreciation (depreciation) at period end.* |

---

**24**

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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 Securities and Exchange Commission ("SEC") under authority of federal laws are also sources of authoritative GAAP for SEC registrants. The fund is an investment company and applies the accounting and reporting guidance of the FASB ASC Topic 946 Financial Services-Investment Companies. The fund's financial statements are prepared in accordance with GAAP, which may require the use of management estimates and assumptions. Actual results could differ from those estimates.

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

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

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

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

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

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

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

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

The fund's Board of Trustees (the "Board") has designated the Adviser as the fund's valuation designee 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.

Investments in debt securities and floating rate loan interests, excluding short-term investments (other than U.S. Treasury Bills) and forward foreign currency exchange

**25**

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contracts ("forward contracts"), are valued each business day by one or more independent pricing services (each, a "Service"). 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 the Adviser based on values supplied 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 Adviser. These securities are generally categorized within Level 2 of the fair value hierarchy.

Investments in equity securities and exchange-traded funds are valued at the last sales price on the securities exchange or national securities market on which such securities are primarily traded. Securities listed on the National Market System for which market quotations are available are valued at the official closing price or, if there is no official closing price that day, at the last sales price. For open short positions, asked prices are used for valuation purposes. Bid price is used when no asked price is available. Registered investment companies that are not traded on an exchange are valued at their net asset value. All of the preceding securities are generally categorized within Level 1 of the fair value hierarchy.

Securities not listed on an exchange or the national securities market, or securities for which there were no transactions, are valued at the average of the most recent bid and asked prices. These securities are generally categorized within Level 2 of the fair value hierarchy.

Fair valuing of securities may be determined with the assistance of a Service using calculations based on indices of domestic securities and other appropriate indicators, such as prices of relevant American Depositary Receipts and futures. Utilizing these techniques may result in transfers between Level 1 and 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.

**26**

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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.

Forward contracts are valued at the forward rate and are generally categorized within Level 2 of the fair value hierarchy.

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

**Derivatives:** A derivative is a financial instrument whose performance is derived from the performance of another asset. Each type of derivative instrument that was held by the fund at December 31, 2025 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. The risk of non-payment 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. Forward contracts open at December 31, 2025 are set forth in the Schedule of Investments.

**27**

------

At December 31, 2025, accumulated net unrealized appreciation on investments inclusive of derivative contracts was $6,063,901, consisting of $8,360,009 gross unrealized appreciation and $2,296,108 gross unrealized depreciation.

At December 31, 2025, the cost of investments for federal income tax purposes was substantially the same as the cost for financial reporting purposes (see the Schedule 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.

**28**

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10286

  - **Telephone number:** 212-922-6400

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-12-31

**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:** $280083280.00

**Total Liabilities:** $80071793.41

**Net Assets:** $200011486.59

**Cash Not Reported:** $505420.86

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 15.69496000 | **1-Year:** 871.37078000 | **5-Year:** 2761.58746000 | **10-Year:** 196.29486000 | **30-Year:** 0.00000000

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

- **3-Month:** 294.84239000 | **1-Year:** 27925.73999000 | **5-Year:** 42229.81912000 | **10-Year:** 1895.95903000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | 0.68%                | -1.26%               | -1.67%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $75671.22                | $-1908407.35                               |
| Month 2  | $-47216.36               | $-121825.21                                |
| Month 3  | $-146950.05              | $36961.38                                  |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GOLDMAN SACHS & CO. LLC                                        | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4583.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                           | Neptune Bidco US Inc                                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1663840.83   | 0.83%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                               | NUMERICABLE US LLC                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    678012 | PA      | $678717.37    | 0.34%             | 2031-05-31      | Floating      | 10.86%                | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                            | Lightning Power LLC                                                              | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    770000 | PA      | $819215.32    | 0.41%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BLOCK COMMUNICATIONS INC                                       | Block Communications Inc                                                         | CUSIP: 093645AJ8<br>LEI: M5G68A9OHJWIL4SFC742 | Long             | DBT              | CORP              | US        |    705000 | PA      | $659085.47    | 0.33%             | 2028-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                              | Post Holdings Inc                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1523000 | PA      | $1484284.35   | 0.74%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| E.W. Scripps Company, The                                      | EW SCRIPPS CO                                                                    | CUSIP: 26928BAQ2<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |    365976 | PA      | $371074.50    | 0.19%             | 2028-06-30      | Floating      | 9.60%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                  | DISH DBS Corp                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    737000 | PA      | $724012.17    | 0.36%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                                     | Elastic NV                                                                       | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |   1712000 | PA      | $1662029.80   | 0.83%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                       | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    666000 | PA      | $680405.89    | 0.34%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                       | Vistra Operations Co LLC                                                         | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    474000 | PA      | $499543.97    | 0.25%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                          | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    334000 | PA      | $352398.06    | 0.18%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Flash Charm Inc (fka Idera Inc)                                | IDERA INC                                                                        | CUSIP: 45168RAT0<br>LEI: 549300VQ6S3PWR8NUC48 | Long             | LON              | CORP              | US        |    399921 | PA      | $374203.73    | 0.19%             | 2028-03-02      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                        | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    907000 | PA      | $923534.61    | 0.46%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                  | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    879000 | PA      | $780893.93    | 0.39%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                             | Cipher Compute LLC                                                               | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    670000 | PA      | $683221.05    | 0.34%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                                         | MIWD Holdco II LLC / MIWD Finance Corp                                           | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    573000 | PA      | $556446.55    | 0.28%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDING                                       | White Cap Supply Holdings LLC                                                    | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |    923000 | PA      | $958317.07    | 0.48%             | 2030-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Altice LuxCo 3 Shares                                          | Altice LuxCo 3 Shares                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | N/A       |     12647 | NS      | $228514.85    | 0.11%             |  |  |  | No            |                  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        |    799000 | PA      | $790530.45    | 0.40%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  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        |   1105000 | PA      | $1079869.98   | 0.54%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                          | SS&C Technologies Inc                                                            | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    480000 | PA      | $499792.27    | 0.25%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                       | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1232000 | PA      | $1346194.08   | 0.67%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| OID-OL Intermediate I LLC (AKA Quest Software US Holdings Inc) | OID-OL INTERMEDIATE                                                              | CUSIP: 67089SAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    359098 | PA      | $301081.91    | 0.15%             | 2029-02-01      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                       | Standard Industries Inc/NY                                                       | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    407000 | PA      | $406387.95    | 0.20%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                                        | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                          | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1081000 | PA      | $1014123.94   | 0.51%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                          | Bausch Health Cos Inc                                                            | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    781000 | PA      | $809596.24    | 0.40%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                        | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1103918.88   | 0.55%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                       | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    715000 | PA      | $742288.28    | 0.37%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                          | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    790000 | PA      | $817165.73    | 0.41%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                         | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1378000 | PA      | $1172987.13   | 0.59%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                         | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    945000 | PA      | $961446.78    | 0.48%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                  | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $2080372.64   | 1.04%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                   | Fibercop SpA                                                                     | CUSIP: 683879AH3<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    546000 | PA      | $549384.11    | 0.27%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                         | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1104764.23   | 0.55%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                          | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    705000 | PA      | $703723.95    | 0.35%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                                       | PetSmart LLC / PetSmart Finance Corp                                             | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1086000 | PA      | $1106513.89   | 0.55%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                        | Starwood Property Trust Inc                                                      | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    331000 | PA      | $329158.65    | 0.16%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                  | Carnival Corp                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    855000 | PA      | $883313.27    | 0.44%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                        | Light & Wonder International Inc                                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |   1758000 | PA      | $1780621.66   | 0.89%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                             | Energy Transfer LP                                                               | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1489000 | PA      | $1488254.90   | 0.74%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                           | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    530000 | PA      | $549284.92    | 0.27%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BKV UPSTREAM MIDSTREAM L                                       | BKV Upstream Midstream LLC                                                       | CUSIP: 05619CAA3<br>LEI: 254900LG75NBYHBBAU18 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1827988.60   | 0.91%             | 2030-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                         | Comstock Resources Inc                                                           | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1041500.76   | 0.52%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                               | Altice France SA                                                                 | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1473201 | PA      | $1521964.41   | 0.76%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                        | United Rentals North America Inc                                                 | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    998000 | PA      | $939147.14    | 0.47%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                                        | Dealer Tire LLC / DT Issuer LLC                                                  | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1106000 | PA      | $1111946.96   | 0.56%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                          | Ellucian Holdings Inc                                                            | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |    933000 | PA      | $953666.90    | 0.48%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| X.Ai Corp.                                                     | XAI CORP                                                                         | CUSIP: 98402XAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1695421 | PA      | $1785667.87   | 0.89%             | 2028-06-30      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                            | Station Casinos LLC                                                              | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    637000 | PA      | $604437.01    | 0.30%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                      | Sunoco LP                                                                        | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    690000 | PA      | $695414.43    | 0.35%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                                        | Gulfport Energy Operating Corp                                                   | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |   1466000 | PA      | $1515742.90   | 0.76%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                       | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    762000 | PA      | $717036.44    | 0.36%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US                                        | ION Platform Finance US Inc                                                      | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    555000 | PA      | $527309.56    | 0.26%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| INSULET CORPORATION                                            | Insulet Corp                                                                     | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |    658000 | PA      | $688410.79    | 0.34%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                          | Level 3 Financing Inc                                                            | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    855014 | PA      | $876678.04    | 0.44%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                            | LBM Acquisition LLC                                                              | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |   1342000 | PA      | $1209041.75   | 0.60%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                       | Discovery Communications LLC                                                     | CUSIP: 25470DCA5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    885000 | PA      | $855954.30    | 0.43%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                           | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    670000 | PA      | $697404.81    | 0.35%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                  | DISH DBS Corp                                                                    | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    967000 | PA      | $935774.51    | 0.47%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                         | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    931000 | PA      | $955438.75    | 0.48%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                            | Sirius XM Radio LLC                                                              | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $988614.36    | 0.49%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                       | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    814000 | PA      | $715562.98    | 0.36%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd                                                 | 1261229 BC LTD                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    568145 | PA      | $556358.83    | 0.28%             | 2030-09-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                  | TransDigm Inc                                                                    | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    870000 | PA      | $910913.21    | 0.46%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                       | Fortescue Treasury Pty Ltd                                                       | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    690000 | PA      | $720624.72    | 0.36%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                          | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1279000 | PA      | $1310655.29   | 0.66%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                       | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    650000 | PA      | $622771.32    | 0.31%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                        | Beach Acquisition Bidco LLC                                                      | CUSIP: 07337JAE7<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    470000 | PA      | $563662.98    | 0.28%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                         | Comstock Resources Inc                                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    777000 | PA      | $779257.96    | 0.39%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                  | TransDigm Inc                                                                    | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    478000 | PA      | $487017.91    | 0.24%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                          | Tenet Healthcare Corp                                                            | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    890000 | PA      | $926533.61    | 0.46%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| E.W. Scripps Company, The                                      | EW SCRIPPS CO                                                                    | CUSIP: 26928BAR0<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |    349121 | PA      | $337774.18    | 0.17%             | 2029-11-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                       | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    821000 | PA      | $827605.65    | 0.41%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                                           | Veritiv Operating Co                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |    591000 | PA      | $636189.63    | 0.32%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| IQVIA INC                                                      | IQVIA Inc                                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    698000 | PA      | $730225.36    | 0.37%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                  | TransDigm Inc                                                                    | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    220000 | PA      | $231488.40    | 0.12%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| DBR LAND HOLDINGS LLC                                          | DBR Land Holdings LLC                                                            | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1403000 | PA      | $1435970.50   | 0.72%             | 2030-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                                  | EW Scripps Co/The                                                                | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |    871000 | PA      | $870536.81    | 0.44%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                       | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    372000 | PA      | $374742.69    | 0.19%             | 2034-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU 2019-1 Ltd                                       | Trimaran Cavu 2019-1 Ltd                                                         | CUSIP: 896218AW4<br>LEI: 549300IGMQ24BLOIU872 | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $688869.30    | 0.34%             | 2037-01-20      | Floating      | 9.88%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                             | Ardonagh Finco Ltd                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |   1050000 | PA      | $1101528.53   | 0.55%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                         | FIRST BRANDS GROUP LLC                                                           | CUSIP: 31935HAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    249448 | PA      | $49265.96     | 0.02%             | 2026-06-29      | Floating      | 13.84%                | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                                       | Jones Deslauriers Insurance Management Inc                                       | CUSIP: 48020RAE5<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    788000 | PA      | $761398.85    | 0.38%             | 2033-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GARFUNKELUX HOLDCO 4 SA                                        | Garfunkelux Holdco 4 SA                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    125722 | PA      | $2216.23      | 0.00%             | 2030-05-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                         | Radiology Partners Inc                                                           | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    873000 | PA      | $913059.79    | 0.46%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                | Sealed Air Corp                                                                  | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    620000 | PA      | $625509.32    | 0.31%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                         | Lumen Technologies Inc                                                           | CUSIP: 156700AM8<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    851000 | PA      | $818867.11    | 0.41%             | 2039-09-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| GARFUNKELUX HOLDCO 3 SA                                        | Garfunkelux Holdco 3 SA                                                          | CUSIP: 000000000<br>LEI: 2221007QVSNJV7EWBX69 | Long             | DBT              | CORP              | LU        |    594557 | PA      | $115302.87    | 0.06%             | 2028-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                         | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    952000 | PA      | $984079.95    | 0.49%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                  | TransDigm Inc                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    650000 | PA      | $671137.32    | 0.34%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                               | UWM Holdings LLC                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1337000 | PA      | $1354713.91   | 0.68%             | 2030-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                                        | Sotera Health Holdings LLC                                                       | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |    664000 | PA      | $697247.45    | 0.35%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC                                         | Option Care Health Inc                                                           | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |   1159000 | PA      | $1137396.48   | 0.57%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RAY FINANCING LLC                                              | RAY Financing LLC                                                                | CUSIP: 000000000<br>LEI: 254900IA5MVMGDF40Z19 | Long             | DBT              | CORP              | US        |    710000 | PA      | $851921.28    | 0.43%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                                           | Diameter Capital Clo 3 Ltd                                                       | CUSIP: 25255KAG9<br>LEI: 254900L1QJX98W5ORK78 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $403178.80    | 0.20%             | 2038-01-15      | Floating      | 9.15%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                         | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    919000 | PA      | $966269.68    | 0.48%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                       | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |   1108000 | PA      | $1094318.86   | 0.55%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                 | Gray Media Inc                                                                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    983000 | PA      | $1005047.54   | 0.50%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                                   | ADT Security Corp/The                                                            | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    691000 | PA      | $700268.74    | 0.35%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                | Nissan Motor Co Ltd                                                              | CUSIP: 654922AB9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    803000 | PA      | $843339.15    | 0.42%             | 2030-07-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CELSA OPCO SA                                                  | Celsa Opco SA                                                                    | CUSIP: 000000000<br>LEI: 95980020140005024777 | Long             | DBT              | CORP              | ES        |    463000 | PA      | $564111.52    | 0.28%             | 2030-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                       | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                  | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1890000 | PA      | $1897208.46   | 0.95%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                              | Polaris Newco LLC                                                                | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    716260 | PA      | $692358.15    | 0.35%             | 2028-06-02      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| Max US Bidco                                                   | MAX US BIDCO INC                                                                 | CUSIP: 57778YAB1<br>LEI: 254900BY85K73YD65D15 | Long             | LON              | CORP              | US        |    529374 | PA      | $414804.14    | 0.21%             | 2030-10-02      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| iShares iBoxx $ High Yield Corporate Bond ETF                  | iShares iBoxx $ High Yield Corporate Bond ETF                                    | CUSIP: 464288513<br>LEI: 549300FCCXHK7O37PQ68 | Long             | EC               | RF                | US        |     25295 | NS      | $2039535.85   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMARCO MINERACAO SA                                           | Samarco Mineracao SA                                                             | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |    142178 | PA      | $144187.99    | 0.07%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NASSAU COMPANIES OF NY                                         | Nassau Cos of New York/The                                                       | CUSIP: 63155AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1616000 | PA      | $1543929.31   | 0.77%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                               | UWM Holdings LLC                                                                 | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    710000 | PA      | $709208.90    | 0.35%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RAIN CARBON INC                                                | Rain Carbon Inc                                                                  | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |    328000 | PA      | $341968.04    | 0.17%             | 2029-09-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                                       | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                        | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $502012.28    | 0.25%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-146985.71   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                             | Kennedy-Wilson Inc                                                               | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    918000 | PA      | $865996.29    | 0.43%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                          | Tenet Healthcare Corp                                                            | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    828000 | PA      | $832609.79    | 0.42%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                                       | Team Health Holdings Inc                                                         | CUSIP: 87817AAE7<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |   1293000 | PA      | $1310927.45   | 0.66%             | 2028-06-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                                       | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC    | CUSIP: 44287GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    530000 | PA      | $546135.36    | 0.27%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CAMELOT RETURN MERGER SU                                       | Camelot Return Merger Sub Inc                                                    | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1749000 | PA      | $1356760.97   | 0.68%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                   | SM Energy Co                                                                     | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    667000 | PA      | $672267.45    | 0.34%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                           | RLJ Lodging Trust LP                                                             | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |    882000 | PA      | $837290.36    | 0.42%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                       | Vistra Operations Co LLC                                                         | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     76000 | PA      | $75083.42     | 0.04%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                               | CSC Holdings LLC                                                                 | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    715000 | PA      | $531654.27    | 0.27%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                          | Qnity Electronics Inc                                                            | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    533000 | PA      | $545629.97    | 0.27%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                              | Iliad Holding SAS                                                                | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    509000 | PA      | $548141.59    | 0.27%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                | Nissan Motor Co Ltd                                                              | CUSIP: 654744AK7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    463000 | PA      | $559837.39    | 0.28%             | 2033-07-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                         | AthenaHealth Group Inc                                                           | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   3246000 | PA      | $3238990.23   | 1.62%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VIRTUSA CORP                                                   | Virtusa Corp                                                                     | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |   1806000 | PA      | $1781342.99   | 0.89%             | 2028-12-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                              | Iron Mountain Inc                                                                | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    686000 | PA      | $686583.44    | 0.34%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GEON PERFORMANCE SOLUTIO                                       | GEON PERFORMANCE SOLUTIO                                                         | CUSIP: 37254YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    212425 | PA      | $169143.08    | 0.08%             | 2028-08-18      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                       | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1038000 | PA      | $1091538.61   | 0.55%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| DYNAMO NEWCO II GMBH                                           | Dynamo Newco II GmbH                                                             | CUSIP: 000000000<br>LEI: 391200FDSPYB8FKV7F97 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $720001.12    | 0.36%             | 2031-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                       | Sinclair Television Group Inc                                                    | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |   1079000 | PA      | $1127684.48   | 0.56%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                          | Level 3 Financing Inc                                                            | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    376000 | PA      | $343761.76    | 0.17%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRI                                       | GrafTech Global Enterprises Inc                                                  | CUSIP: 38431AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    639000 | PA      | $559125.00    | 0.28%             | 2029-12-23      | Fixed         | 9.88%                 | No            |                  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 | PA      | $2381232.00   | 1.19%             | 2034-10-20      | Floating      | 11.28%                | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                            | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    563000 | PA      | $550053.28    | 0.28%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DYCOM INDUSTRIES INC                                           | Dycom Industries Inc                                                             | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |    874000 | PA      | $864018.29    | 0.43%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HLD                                       | Moss Creek Resources Holdings Inc                                                | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |    977000 | PA      | $936249.29    | 0.47%             | 2031-09-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                                                | Mercer International Inc                                                         | CUSIP: 588056BC4<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    257000 | PA      | $199552.38    | 0.10%             | 2028-10-01      | Fixed         | 12.88%                | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                                       | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed   | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1186000 | PA      | $1143879.57   | 0.57%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| X Corp (f/k/a Twitter Inc)                                     | X CORP                                                                           | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2084221 | PA      | $2080865.41   | 1.04%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                                       | Allwyn Entertainment Financing UK PLC                                            | CUSIP: 02007VAA8<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |    710000 | PA      | $739377.96    | 0.37%             | 2029-04-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                                       | Windstream Services LLC / Windstream Escrow Finance Corp                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    817000 | PA      | $858429.72    | 0.43%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                         | Lumen Technologies Inc                                                           | CUSIP: 550241AK9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    380000 | PA      | $382375.00    | 0.19%             | 2032-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                            | Resideo Funding Inc                                                              | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |   1139000 | PA      | $1103166.63   | 0.55%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP FINANCE                                         | Ardonagh Group Finance Ltd                                                       | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |   1305000 | PA      | $1361604.38   | 0.68%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                       | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    962000 | PA      | $894483.10    | 0.45%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                         | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    559000 | PA      | $568540.70    | 0.28%             | 2034-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                               | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $562545.67    | 0.28%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                       | Discovery Communications LLC                                                     | CUSIP: 25470DBS7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    354000 | PA      | $347982.00    | 0.17%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                           | Fiesta Purchaser Inc                                                             | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    722000 | PA      | $758472.55    | 0.38%             | 2032-09-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                                  | Cable One Inc                                                                    | CUSIP: 12685JAG0<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    321000 | PA      | $262032.30    | 0.13%             | 2028-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                          | Qnity Electronics Inc                                                            | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    370000 | PA      | $383986.57    | 0.19%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IXS Holdings Inc                                               | IXS HOLDINGS INC                                                                 | CUSIP: 000000000<br>LEI: 254900I3GPHU9VH9Z454 | Long             | LON              | CORP              | US        |    552225 | PA      | $552340.97    | 0.28%             | 2029-09-05      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                | United Group BV                                                                  | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |    510000 | PA      | $614181.95    | 0.31%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Optimus Bidco SAS                                              | OPTIMUS BIDCO SA                                                                 | CUSIP: 000000000<br>LEI: 699400NFS4UN6VM40475 | Long             | LON              | CORP              | FR        |   1000000 | PA      | $1036132.71   | 0.52%             | 2029-01-02      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                              | Iron Mountain Inc                                                                | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    705000 | PA      | $696016.98    | 0.35%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                                  | CoreLogic Inc                                                                    | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |    627000 | PA      | $617209.50    | 0.31%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                    | Vistra Corp                                                                      | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    447000 | PA      | $456478.04    | 0.23%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                                             | Rithm Capital Corp                                                               | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |   1288000 | PA      | $1323324.60   | 0.66%             | 2029-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| APH/APH2/APH3/AQUARIAN                                         | APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1608000 | PA      | $1625276.66   | 0.81%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                   | MH Sub I LLC                                                                     | CUSIP: 55303BAD5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    442000 | PA      | $371797.14    | 0.19%             | 2029-02-23      | Floating      | 10.09%                | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC                                          | AAR Escrow Issuer LLC                                                            | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    737000 | PA      | $763056.64    | 0.38%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                    | Wayfair LLC                                                                      | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |   1063000 | PA      | $1094092.75   | 0.55%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Starlight Parent LLC                                           | STARLIGHT PARENT LLC                                                             | CUSIP: 85554UAB0<br>LEI: 254900ZM34IBOK68V949 | Long             | LON              | CORP              | US        |    796000 | PA      | $796497.50    | 0.40%             | 2032-04-16      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                                  | VoltaGrid LLC                                                                    | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    739000 | PA      | $732519.52    | 0.37%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                                     | Arcosa Inc                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    680000 | PA      | $719436.29    | 0.36%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                        | Starwood Property Trust Inc                                                      | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    351000 | PA      | $367364.67    | 0.18%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRIMAS CORP                                                    | TriMas Corp                                                                      | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |    706000 | PA      | $687156.08    | 0.34%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  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        |    684000 | PA      | $608397.92    | 0.30%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                 | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1890000 | PA      | $1967049.42   | 0.98%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                               | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    710000 | PA      | $703235.48    | 0.35%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                           | Fiesta Purchaser Inc                                                             | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $492311.84    | 0.25%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  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        |   1834000 | PA      | $1820515.52   | 0.91%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                                        | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC          | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    640000 | PA      | $676718.72    | 0.34%             | 2031-04-15      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                   | MH SUB I LLC                                                                     | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    413462 | PA      | $385656.36    | 0.19%             | 2028-05-03      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Crown Finance US Inc                                           | CROWN FINANCE US INC                                                             | CUSIP: 22834KAV3<br>LEI: 254900ABTWPQTCKKR839 | Long             | LON              | CORP              | US        |    543270 | PA      | $536818.67    | 0.27%             | 2031-12-02      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                               | WULF Compute LLC                                                                 | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    846000 | PA      | $872233.13    | 0.44%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                           | Alpha Generation LLC                                                             | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1096763.57   | 0.55%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                         | Lumen Technologies Inc                                                           | CUSIP: 550241AA1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    676000 | PA      | $639134.34    | 0.32%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                                             | Rithm Capital Corp                                                               | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |   1076000 | PA      | $1101375.45   | 0.55%             | 2030-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                        | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    865000 | PA      | $831582.27    | 0.42%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                          | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    527000 | PA      | $546434.72    | 0.27%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                         | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    786000 | PA      | $817391.27    | 0.41%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                  | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    867000 | PA      | $890241.67    | 0.45%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                              | Post Holdings Inc                                                                | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    930000 | PA      | $932033.44    | 0.47%             | 2036-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                           | OneMain Finance Corp                                                             | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    773000 | PA      | $817816.22    | 0.41%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                                | Goat Holdco LLC                                                                  | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1469000 | PA      | $1509926.34   | 0.75%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINCO I BV                                             | Sunrise FinCo I BV                                                               | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |    570000 | PA      | $543381.00    | 0.27%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                       | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1721000 | PA      | $1794593.54   | 0.90%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                       | Builders FirstSource Inc                                                         | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    724000 | PA      | $690016.43    | 0.34%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                             | Viking Cruises Ltd                                                               | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    534000 | PA      | $542518.90    | 0.27%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                          | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    923000 | PA      | $964736.84    | 0.48%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                       | Virgin Media Secured Finance PLC                                                 | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    667000 | PA      | $657529.67    | 0.33%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                        | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    520000 | PA      | $685632.23    | 0.34%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                         | Arsenal AIC Parent LLC                                                           | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    890000 | PA      | $945545.62    | 0.47%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                                       | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC    | CUSIP: 44287DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1055000 | PA      | $1089933.16   | 0.54%             | 2032-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                       | Olympus Water US Holding Corp                                                    | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    720000 | PA      | $842206.89    | 0.42%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                  | Citigroup Inc                                                                    | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1171000 | PA      | $1171266.40   | 0.59%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                                       | ContourGlobal Power Holdings SA                                                  | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |   1331000 | PA      | $1374071.16   | 0.69%             | 2030-02-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                  | CoreWeave Inc                                                                    | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    362000 | PA      | $332232.74    | 0.17%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                             | Osaic Holdings Inc                                                               | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    930000 | PA      | $972297.45    | 0.49%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                                        | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC          | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $548652.30    | 0.27%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                         | Northern Oil & Gas Inc                                                           | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    730000 | PA      | $737916.85    | 0.37%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                 | NRG Energy Inc                                                                   | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    841000 | PA      | $864510.16    | 0.43%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                   | Novelis Corp                                                                     | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    813000 | PA      | $824846.31    | 0.41%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INVERSION ESCROW ISSUER                                        | Inversion Escrow Issuer LLC                                                      | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |    810000 | PA      | $809612.42    | 0.40%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                      | PG&E Corp                                                                        | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    410000 | PA      | $410123.21    | 0.21%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                        | JetBlue Airways Corp / JetBlue Loyalty LP                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    835000 | PA      | $841960.74    | 0.42%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                         | Venture Global LNG Inc                                                           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    711000 | PA      | $720558.39    | 0.36%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                        | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |   1127000 | PA      | $1159449.71   | 0.58%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT                                          | Stonepeak Nile Parent LLC                                                        | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |    843000 | PA      | $893146.70    | 0.45%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| U.S. Anesthesia Partners Inc                                   | US Anesthesia Partners Inc                                                       | CUSIP: 90350HAL3<br>LEI: 549300J001GMNRO7SQ51 | Long             | LON              | CORP              | US        |    689203 | PA      | $693348.62    | 0.35%             | 2028-10-01      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                             | APLD ComputeCo LLC                                                               | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    986000 | PA      | $967931.95    | 0.48%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                           | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    805000 | PA      | $816925.99    | 0.41%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                           | LIFEPOINT HEALTH INC                                                             | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    409930 | PA      | $411733.33    | 0.21%             | 2031-05-16      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                          | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    973000 | PA      | $994991.53    | 0.50%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                        | Starwood Property Trust Inc                                                      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    663000 | PA      | $701024.38    | 0.35%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                  | Carnival Corp                                                                    | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    570000 | PA      | $585692.66    | 0.29%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                            | Sirius XM Radio LLC                                                              | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1106462.64   | 0.55%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                           | Alpha Generation LLC                                                             | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1097878.76   | 0.55%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                       | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    805000 | PA      | $835257.94    | 0.42%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                 | Rocket Cos Inc                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    660000 | PA      | $688953.54    | 0.34%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | GBP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-61980.67    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                         | WESCO Distribution Inc                                                           | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    747000 | PA      | $780924.50    | 0.39%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                 | NRG Energy Inc                                                                   | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    490000 | PA      | $535506.79    | 0.27%             | N/A             | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN                                       | TGNR Intermediate Holdings LLC                                                   | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |   2354000 | PA      | $2339479.59   | 1.17%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                           | OneMain Finance Corp                                                             | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    519000 | PA      | $546444.43    | 0.27%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                       | Blue Racer Midstream LLC / Blue Racer Finance Corp                               | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    522000 | PA      | $546757.42    | 0.27%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing (Us) LLC                        | ALLWYN ENTERTAINMENT FIN                                                         | CUSIP: 02008EAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    500000 | PA      | $492500.00    | 0.25%             | 2032-11-10      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                          | Quikrete Holdings Inc                                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    652000 | PA      | $681327.72    | 0.34%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                            | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   1341000 | PA      | $1373904.59   | 0.69%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                          | Tenet Healthcare Corp                                                            | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    692000 | PA      | $682267.14    | 0.34%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                                       | Raven Acquisition Holdings LLC                                                   | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1392000 | PA      | $1435682.35   | 0.72%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                         | FIRST BRANDS GROUP LLC                                                           | CUSIP: 31935HAN7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    737887 | PA      | $12913.02     | 0.01%             | 2026-06-29      | Variable      | 10.84%                | No            |                  2 | On Loan: No      |
| PHH ESCROW ISS LCC/PHH C                                       | PHH Escrow Issuer LLC/PHH Corp                                                   | CUSIP: 716964AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1343000 | PA      | $1394786.08   | 0.70%             | 2029-11-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                         | Global Atlantic Fin Co                                                           | CUSIP: 37959GAD9<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    674000 | PA      | $770211.37    | 0.39%             | 2033-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Vaco Holdings LLC                                              | Vaco Holdings LLC                                                                | CUSIP: 91865FAJ8<br>LEI: 54930076HTNXBP03T379 | Long             | LON              | CORP              | US        |    817965 | PA      | $669373.30    | 0.33%             | 2029-01-22      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                       | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1325000 | PA      | $1386692.00   | 0.69%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                         | Vmed O2 UK Financing I PLC                                                       | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    580000 | PA      | $687557.08    | 0.34%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS                                         | Bausch Health Americas Inc                                                       | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |    353000 | PA      | $349792.42    | 0.17%             | 2027-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CIDRON AIDA FINCO SARL                                         | Cidron Aida Finco Sarl                                                           | CUSIP: 000000000<br>LEI: 98450036A07991DEBF10 | Long             | DBT              | CORP              | LU        |    360000 | PA      | $438595.30    | 0.22%             | 2031-10-27      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                 | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    522000 | PA      | $539880.66    | 0.27%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                          | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    851000 | PA      | $886346.29    | 0.44%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                         | WESCO Distribution Inc                                                           | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    354000 | PA      | $369827.00    | 0.18%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                | Nissan Motor Co Ltd                                                              | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $493587.26    | 0.25%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                         | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1603533.90   | 0.80%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LUNA 2 5SARL                                                   | Luna 2 5SARL                                                                     | CUSIP: 000000000<br>LEI: 894500N8J2QVEYP0UI86 | Long             | DBT              | CORP              | LU        |    268000 | PA      | $321757.40    | 0.16%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                               | Wand NewCo 3 Inc                                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1297066.75   | 0.65%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Burgess Point Purchaser Corporation                            | BURGESS POINT PURCH                                                              | CUSIP: 12125BAB6<br>LEI: 2549005A9U287LUM9420 | Long             | LON              | CORP              | US        |    353180 | PA      | $301717.72    | 0.15%             | 2029-07-25      | Floating      | 9.19%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                          | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407569.77    | 0.20%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                           | Samarco Mineracao SA                                                             | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |    672006 | PA      | $681508.63    | 0.34%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                            | NCL Corp Ltd                                                                     | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    533000 | PA      | $531284.49    | 0.27%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                                          | Cablevision Lightpath LLC                                                        | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    790000 | PA      | $774007.56    | 0.39%             | 2027-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                            | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    554000 | PA      | $557321.78    | 0.28%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                      | PG&E Corp                                                                        | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    541000 | PA      | $557284.10    | 0.28%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                    | Staples Inc                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1294072.92   | 0.65%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                                         | Froneri Lux FinCo SARL                                                           | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |    950000 | PA      | $963797.97    | 0.48%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                        | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    613000 | PA      | $635958.00    | 0.32%             | 2030-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                       | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1275121 | PA      | $1299276.89   | 0.65%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| State Street SPDR Bloomberg High Yield Bond ETF                | State Street SPDR Bloomberg High Yield Bond ETF                                  | CUSIP: 78468R622<br>LEI: 549300NCLW2248PN7J24 | Long             | EC               | RF                | US        |     21003 | NS      | $2041701.63   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LEVEL 3 FINANCING INC                                          | Level 3 Financing Inc                                                            | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    814000 | PA      | $839536.78    | 0.42%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VERISURE MIDHOLDING AB                                         | Verisure Midholding AB                                                           | CUSIP: 000000000<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |   2200000 | PA      | $2598856.18   | 1.30%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                         | Lumen Technologies Inc                                                           | CUSIP: 550241AB9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    232175 | PA      | $231014.13    | 0.12%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                 | NRG Energy Inc                                                                   | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    809000 | PA      | $817652.26    | 0.41%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                           | LifePoint Health Inc                                                             | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    623000 | PA      | $676754.93    | 0.34%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                   | Entegris Inc                                                                     | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    929000 | PA      | $948281.83    | 0.47%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                       | TerraForm Power Operating LLC                                                    | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    848000 | PA      | $827080.52    | 0.41%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                       | Standard Building Solutions Inc                                                  | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    558000 | PA      | $559979.94    | 0.28%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                       | Vistra Operations Co LLC                                                         | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    641000 | PA      | $679233.84    | 0.34%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KIOXIA HOLDINGS CORP                                           | Kioxia Holdings Corp                                                             | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |   1556000 | PA      | $1619446.88   | 0.81%             | 2033-07-24      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                  | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    470000 | PA      | $437479.57    | 0.22%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                       | Bellis Acquisition Co PLC                                                        | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    630000 | PA      | $792052.28    | 0.40%             | 2030-05-14      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                              | Waste Pro USA Inc                                                                | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |   1038000 | PA      | $1071024.62   | 0.54%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BEACON MOBILITY CORP                                           | Beacon Mobility Corp                                                             | CUSIP: 073644AA4<br>LEI: 254900EBTYFG24UQEM31 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1083107.89   | 0.54%             | 2030-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                         | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    744000 | PA      | $588102.76    | 0.29%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Help Systems Holdings Inc                                      | HS PURCHASER LLC                                                                 | CUSIP: 40435TAP2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    412487 | PA      | $374719.91    | 0.19%             | 2029-05-21      | Floating      | 9.97%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                        | ZAYO GROUP HOLDINGS INC                                                          | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |   1062656 | PA      | $1011456.93   | 0.51%             | 2030-03-11      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                       | Encore Capital Group Inc                                                         | CUSIP: 292554AS1<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    552000 | PA      | $555214.35    | 0.28%             | 2031-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRE                                 | DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND                | CUSIP: 000000000<br>LEI: 549300RBWL04JG8SIX57 | Long             | STIV             | RF                | US        |   5765991 | NS      | $5765991.49   | 2.88%             |  |  |  | No            |                  1 | On Loan: No      |
| RAKUTEN GROUP INC                                              | Rakuten Group Inc                                                                | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    625000 | PA      | $699600.25    | 0.35%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| UNITI GRP/UNITI HLD/CSL                                        | Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC                      | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    611000 | PA      | $568925.05    | 0.28%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                        | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1064000 | PA      | $1093627.77   | 0.55%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NORTHRIVER MIDSTREAM FIN                                       | Northriver Midstream Finance LP                                                  | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |   1065000 | PA      | $1086053.47   | 0.54%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Invesco Senior Loan ETF                                        | Invesco Senior Loan ETF                                                          | CUSIP: 46138G508<br>LEI: 549300SIHU6DQELRNG59 | Long             | EC               | RF                | US        |     97206 | NS      | $2041326.00   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN OIL & GAS INC                                         | Northern Oil & Gas Inc                                                           | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    783000 | PA      | $762864.76    | 0.38%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                         | First Brands Group LLC                                                           | CUSIP: 31935HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       654 | PA      | $11.45        | 0.00%             | 2027-03-30      | Floating      | 10.99%                | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                                       | Windsor Holdings III LLC                                                         | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |    780000 | PA      | $824934.24    | 0.41%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  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        |   1450000 | PA      | $1435468.97   | 0.72%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                          | Belron UK Finance PLC                                                            | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    570000 | PA      | $582374.70    | 0.29%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                            | Artera Services LLC                                                              | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |    704000 | PA      | $585088.07    | 0.29%             | 2031-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                           | WR Grace Holdings LLC                                                            | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    529000 | PA      | $536136.03    | 0.27%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                                        | Aethon United BR LP / Aethon United Finance Corp                                 | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    698000 | PA      | $731633.83    | 0.37%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                      | Forvia SE                                                                        | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1136515.18   | 0.57%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VILLA DUTCH BIDCO BV                                           | House of HR Group BV                                                             | CUSIP: 000000000<br>LEI: 724500AWBTX8I880X774 | Long             | DBT              | CORP              | NL        |    595000 | PA      | $703770.19    | 0.35%             | 2029-11-03      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                      | PG&E Corp                                                                        | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    694000 | PA      | $689501.03    | 0.34%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                 | NRG Energy Inc                                                                   | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    650000 | PA      | $610401.68    | 0.31%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                        | Beach Acquisition Bidco LLC                                                      | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |   1018000 | PA      | $1124516.39   | 0.56%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                           | LifePoint Health Inc                                                             | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    924000 | PA      | $982520.63    | 0.49%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| GRAFTECH FINANCE INC                                           | GrafTech Finance Inc                                                             | CUSIP: 384311AC0<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |   1009000 | PA      | $754227.50    | 0.38%             | 2029-12-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                                          | VFH Parent LLC / Valor Co-Issuer Inc                                             | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2087000 | PA      | $2191082.86   | 1.10%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                       | Albion Financing 1 SARL / Aggreko Holdings Inc                                   | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1147000 | PA      | $1201775.78   | 0.60%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                | Madison IAQ LLC                                                                  | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    376000 | PA      | $369769.72    | 0.18%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                       | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    703000 | PA      | $729797.66    | 0.36%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                          | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    826000 | PA      | $845904.95    | 0.42%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                 | Bombardier Inc                                                                   | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    950000 | PA      | $1005324.20   | 0.50%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                       | Graphic Packaging International LLC                                              | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    800000 | PA      | $815937.60    | 0.41%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cotiviti Inc                                                   | COTIVITI INC                                                                     | CUSIP: 22164MAD9<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    918750 | PA      | $892340.53    | 0.45%             | 2031-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                             | Ardonagh Finco Ltd                                                               | CUSIP: 000000000<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | GB        |    980000 | PA      | $1191789.26   | 0.60%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                       | Encore Capital Group Inc                                                         | CUSIP: 000000000<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    805000 | PA      | $1045779.04   | 0.52%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                              | Iliad Holding SAS                                                                | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    531000 | PA      | $538061.77    | 0.27%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                               | Arches Buyer Inc                                                                 | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |   1258000 | PA      | $1228155.32   | 0.61%             | 2028-12-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| RIOT PLATFORMS INC                                             | Riot Platforms Inc                                                               | CUSIP: 767292AB1<br>LEI: 5299005LKZAJQDQZDF73 | Long             | DBT              | CORP              | US        |    160000 | PA      | $181400.00    | 0.09%             | 2030-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                         | Cloud Software Group Inc                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    950000 | PA      | $963060.52    | 0.48%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                          | Tenet Healthcare Corp                                                            | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    184000 | PA      | $189560.30    | 0.09%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                         | Cloud Software Group Inc                                                         | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   1056000 | PA      | $1100563.61   | 0.55%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                       | Olympus Water US Holding Corp                                                    | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    385000 | PA      | $387252.85    | 0.19%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                           | Noble Finance II LLC                                                             | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1009000 | PA      | $1048919.76   | 0.52%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-24

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

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Treasurer