# EDGAR Filing Document

**Accession Number:** 0001057861
**File Stem:** 0000940400-25-010191
**Filing Date:** 2025-11
**Character Count:** 152018
**Document Hash:** 706c3a37e78a2b66fe967809aabb84e2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-010191.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0000940400-25-010191

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**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:** 251516258

**BUSINESS ADDRESS:**
- **STREET 1:** C/O BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10286
- **BUSINESS PHONE:** 2129226400

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS HIGH YIELD STRATEGIES FUND
- **DATE OF NAME CHANGE:** 19980316

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10286

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $285351389.38

**Total Liabilities:** $82255962.85

**Net Assets:** $203095426.53

**Delayed Delivery Securities:** $1761000.00

**Cash Not Reported:** $1441371.53

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 36.59609000 | **1-Year:** 916.87289000 | **5-Year:** 2401.80714000 | **10-Year:** 192.59061000 | **30-Year:** 0.00000000

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

- **3-Month:** 275.64337000 | **1-Year:** 28113.82681000 | **5-Year:** 42453.83071000 | **10-Year:** 2206.37715000 | **30-Year:** 12.29370000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | -0.87%               | 2.25%                | 0.29%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $481341.35               | $-1628954.23                               |
| Month 2  | $462040.38               | $1166685.05                                |
| Month 3  | $632110.18               | $-760072.03                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GRAFTECH FINANCE INC                                           | GrafTech Finance Inc                                                             | CUSIP: 384311AC0<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |   1009000 | PA      | $711664.42    | 0.35%             | 2029-12-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Optimus Bidco SAS                                              | OPTIMUS BIDCO SA                                                                 | CUSIP: 000000000<br>LEI: 699400NFS4UN6VM40475 | Long             | LON              | CORP              | FR        |   1000000 | PA      | $1043436.94   | 0.51%             | 2028-12-31      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| ARIS WATER HOLDINGS LLC                                        | Aris Water Holdings LLC                                                          | CUSIP: 04041NAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |   1248000 | PA      | $1318541.40   | 0.65%             | 2030-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                                       | Hughes Satellite Systems Corp                                                    | CUSIP: 444454AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    351000 | PA      | $344508.15    | 0.17%             | 2026-08-01      | Fixed         | 5.25%                 | 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      | $879280.99    | 0.43%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                                       | PetSmart LLC / PetSmart Finance Corp                                             | CUSIP: 71677KAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    381000 | PA      | $385441.80    | 0.19%             | 2033-09-15      | Fixed         | 10.00%                | 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        |   1098000 | PA      | $1109529.00   | 0.55%             | 2029-01-15      | Fixed         | 9.75%                 | 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        |    691000 | PA      | $701012.59    | 0.35%             | 2029-11-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                 | NRG Energy Inc                                                                   | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    356000 | PA      | $355859.14    | 0.18%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                           | Neptune Bidco US Inc                                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    757000 | PA      | $743828.20    | 0.37%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                       | Encore Capital Group Inc                                                         | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1094679.88   | 0.54%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                         | Comstock Resources Inc                                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    777000 | PA      | $776270.86    | 0.38%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                            | Select Medical Corp                                                              | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |    392000 | PA      | $392528.81    | 0.19%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                 | NRG Energy Inc                                                                   | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    650000 | PA      | $599472.51    | 0.30%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                | Nissan Motor Co Ltd                                                              | CUSIP: 654744AK7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    173000 | PA      | $209296.02    | 0.10%             | 2033-07-17      | Fixed         | 6.38%                 | 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      | $1192229.00   | 0.59%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SGL GROUP APS                                                  | SGL Group ApS                                                                    | CUSIP: 000000000<br>LEI: 636700YQKGLXCPPUYE74 | Long             | DBT              | CORP              | DK        |    405000 | PA      | $464835.51    | 0.23%             | 2031-02-24      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/GBP FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $19518.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                       | Olympus Water US Holding Corp                                                    | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    460000 | PA      | $566698.57    | 0.28%             | 2028-11-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| GARFUNKELUX HOLDCO 4 SA                                        | Garfunkelux Holdco 4 SA                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    121274 | PA      | $16155.34     | 0.01%             | 2030-05-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                       | Builders FirstSource Inc                                                         | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    724000 | PA      | $681481.08    | 0.34%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                  | Carnival Corp                                                                    | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    921000 | PA      | $935336.27    | 0.46%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5197.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MAYA SAS/FRANCE                                                | Maya SAS/Paris France                                                            | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    531000 | PA      | $539955.54    | 0.27%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                       | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |   1179000 | PA      | $1152015.87   | 0.57%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                                       | Windsor Holdings III LLC                                                         | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |    470000 | PA      | $497428.73    | 0.24%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                         | Match Group Holdings II LLC                                                      | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    907000 | PA      | $857466.55    | 0.42%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                  | TransDigm Inc                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    650000 | PA      | $665373.15    | 0.33%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                       | Fortescue Treasury Pty Ltd                                                       | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    690000 | PA      | $713534.52    | 0.35%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| IXS Holdings Inc                                               | IXS HOLDINGS INC                                                                 | CUSIP: 000000000<br>LEI: 254900I3GPHU9VH9Z454 | Long             | LON              | CORP              | US        |    555000 | PA      | $554539.35    | 0.27%             | 2029-09-05      | Floating      | 0.00%                 | 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      | $725272.73    | 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      | $842532.39    | 0.41%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                 | NRG Energy Inc                                                                   | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    490000 | PA      | $535653.79    | 0.26%             | N/A             | Fixed         | 10.25%                | 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      | $728461.42    | 0.36%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                         | Lumen Technologies Inc                                                           | CUSIP: 550241AA1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    676000 | PA      | $620091.95    | 0.31%             | 2029-06-15      | Fixed         | 5.38%                 | 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      | $2159865.52   | 1.06%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Numericable U.S. LLC                                           | Altice France SA/France                                                          | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |    880421 | PA      | $854008.07    | 0.42%             | 2028-08-15      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                              | Polaris Newco LLC                                                                | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    718130 | PA      | $693645.23    | 0.34%             | 2028-06-02      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                            | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    780000 | PA      | $752839.60    | 0.37%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Invesco Senior Loan ETF                                        | Invesco Senior Loan ETF                                                          | CUSIP: 46138G508<br>LEI: 549300SIHU6DQELRNG59 | Long             | EC               | RF                | US        |     39206 | NS      | $820581.58    | 0.40%             |  |  |  | No            |                  1 | 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      | $794275.19    | 0.39%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP FINANCE                                         | Ardonagh Group Finance Ltd                                                       | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |    789000 | PA      | $830094.50    | 0.41%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                       | Discovery Communications LLC                                                     | CUSIP: 25470DCA5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    885000 | PA      | $852631.13    | 0.42%             | 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      | $684518.90    | 0.34%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                            | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    554000 | PA      | $549619.63    | 0.27%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                            | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1016000 | PA      | $1001210.85   | 0.49%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                         | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1741000 | PA      | $1726688.28   | 0.85%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GARFUNKELUX HOLDCO 3 SA                                        | Garfunkelux Holdco 3 SA                                                          | CUSIP: 000000000<br>LEI: 2221007QVSNJV7EWBX69 | Long             | DBT              | CORP              | LU        |    594557 | PA      | $448617.64    | 0.22%             | 2028-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                         | Cloud Software Group Inc                                                         | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    756000 | PA      | $784986.10    | 0.39%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                 | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    522000 | PA      | $536122.71    | 0.26%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                          | Tenet Healthcare Corp                                                            | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    692000 | PA      | $676395.61    | 0.33%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                        | Starwood Property Trust Inc                                                      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    663000 | PA      | $697008.73    | 0.34%             | 2029-04-01      | Fixed         | 7.25%                 | 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      | $1090329.10   | 0.54%             | 2032-09-15      | Fixed         | 7.50%                 | 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      | $553786.41    | 0.27%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                            | NCL Corp Ltd                                                                     | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    533000 | PA      | $533363.79    | 0.26%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                | Gen Digital Inc                                                                  | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    472000 | PA      | $479656.31    | 0.24%             | 2027-09-30      | Fixed         | 6.75%                 | 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      | $1771251.48   | 0.87%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                               | UWM Holdings LLC                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $967255.00    | 0.48%             | 2030-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                               | Altice France SA                                                                 | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1913000 | PA      | $1830196.22   | 0.90%             | 2027-02-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                | United Group BV                                                                  | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |    360000 | PA      | $418836.29    | 0.21%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ASSEMBLIN CAVERION GROUP                                       | Assemblin Caverion Group AB                                                      | CUSIP: 000000000<br>LEI: 636700ULD38LN63RC248 | Long             | DBT              | CORP              | SE        |    360000 | PA      | $442989.68    | 0.22%             | 2030-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INSULET CORPORATION                                            | Insulet Corp                                                                     | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |    658000 | PA      | $684670.06    | 0.34%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                  | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    527000 | PA      | $451119.84    | 0.22%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                | Gen Digital Inc                                                                  | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1555536.28   | 0.77%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                              | Waste Pro USA Inc                                                                | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |   1038000 | PA      | $1077752.29   | 0.53%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                         | Northern Oil & Gas Inc                                                           | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   1873000 | PA      | $1937328.19   | 0.95%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DOTDASH MEREDITH INC                                           | Dotdash Meredith Inc                                                             | CUSIP: 25849JAA8<br>LEI: 549300R2AA7U9CJUQO13 | Long             | DBT              | CORP              | US        |    648000 | PA      | $642524.40    | 0.32%             | 2032-06-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                        | Starwood Property Trust Inc                                                      | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    331000 | PA      | $328432.43    | 0.16%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                         | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    354000 | PA      | $371503.18    | 0.18%             | 2033-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                  | Carnival Corp                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    855000 | PA      | $876944.43    | 0.43%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                            | LBM Acquisition LLC                                                              | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $954382.34    | 0.47%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                         | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 65342QAL6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    827000 | PA      | $815757.35    | 0.40%             | 2026-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd                                                 | 1261229 BC LTD                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    569572 | PA      | $562629.41    | 0.28%             | 2030-09-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                             | Osaic Holdings Inc                                                               | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    670000 | PA      | $694955.49    | 0.34%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| X Corp (f/k/a Twitter Inc)                                     | X CORP                                                                           | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2514221 | PA      | $2525572.72   | 1.24%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                           | Noble Finance II LLC                                                             | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    683000 | PA      | $707454.13    | 0.35%             | 2030-04-15      | Fixed         | 8.00%                 | 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      | $687061.53    | 0.34%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC                                         | Option Care Health Inc                                                           | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |   1159000 | PA      | $1118812.25   | 0.55%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                       | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1264000 | PA      | $1340278.61   | 0.66%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRI                                       | GrafTech Global Enterprises Inc                                                  | CUSIP: 38431AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    179000 | PA      | $153492.50    | 0.08%             | 2029-12-23      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                             | Ardonagh Finco Ltd                                                               | CUSIP: 000000000<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | GB        |    980000 | PA      | $1194014.57   | 0.59%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                           | Samarco Mineracao SA                                                             | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |    657219 | PA      | $661040.76    | 0.33%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| LABL INC                                                       | LABL Inc                                                                         | CUSIP: 50168QAE5<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    450000 | PA      | $382854.60    | 0.19%             | 2028-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                          | Ellucian Holdings Inc                                                            | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |    813000 | PA      | $827973.83    | 0.41%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                         | Northern Oil & Gas Inc                                                           | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    447000 | PA      | $445510.72    | 0.22%             | 2033-10-15      | Fixed         | 7.88%                 | 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        |    360000 | PA      | $303226.20    | 0.15%             | 2029-02-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                    | Staples Inc                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    515000 | PA      | $511791.29    | 0.25%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SPDR Bloomberg High Yield Bond ETF                             | SPDR Bloomberg High Yield Bond ETF                                               | CUSIP: 78468R622<br>LEI: 549300NCLW2248PN7J24 | Long             | EC               | RF                | US        |     21003 | NS      | $2058083.97   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaco Holdings LLC                                              | Vaco Holdings LLC                                                                | CUSIP: 91865FAJ8<br>LEI: 54930076HTNXBP03T379 | Long             | LON              | CORP              | US        |    820095 | PA      | $708504.59    | 0.35%             | 2029-01-19      | Floating      | 9.15%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO LTD                                            | ASSURANT CLO II LTD                                                              | CUSIP: 04623HAA9<br>LEI: 6354003JXBM4LA5YCP98 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500187.00    | 0.25%             | 2031-04-20      | Floating      | 10.19%                | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                           | OneMain Finance Corp                                                             | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     99000 | PA      | $103577.94    | 0.05%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                                              | Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp                     | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    356000 | PA      | $359396.76    | 0.18%             | 2030-10-15      | Fixed         | 6.25%                 | 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      | $2384473.88   | 1.17%             | 2034-10-20      | Floating      | 11.72%                | No            |                  2 | On Loan: No      |
| MAYA SAS/FRANCE                                                | Maya SAS/Paris France                                                            | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    509000 | PA      | $546321.41    | 0.27%             | 2031-04-15      | Fixed         | 8.50%                 | 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      | $406853.20    | 0.20%             | 2038-01-15      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                  | TransDigm Inc                                                                    | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    220000 | PA      | $229754.73    | 0.11%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                        | Zayo Group Holdings Inc                                                          | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    636751 | PA      | $629441.16    | 0.31%             | 2027-03-09      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| DYCOM INDUSTRIES INC                                           | Dycom Industries Inc                                                             | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |    874000 | PA      | $854377.91    | 0.42%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                                            | White Cap Buyer LLC                                                              | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1232455.28   | 0.61%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Inovie Group                                                   | INOVIE SASU                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |   1000000 | PA      | $1028872.85   | 0.51%             | 2028-03-03      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                            | Sirius XM Radio LLC                                                              | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1095608.91   | 0.54%             | 2027-08-01      | Fixed         | 5.00%                 | 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      | $820974.64    | 0.40%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                            | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   1341000 | PA      | $1379964.89   | 0.68%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                       | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1429000 | PA      | $1429799.24   | 0.70%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GEON PERFORMANCE SOLUTIO                                       | GEON PERFORMANCE SOLUTIO                                                         | CUSIP: 37254YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    440938 | PA      | $414591.61    | 0.20%             | 2028-08-18      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                | Madison IAQ LLC                                                                  | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    376000 | PA      | $367305.19    | 0.18%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                       | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    650000 | PA      | $615612.21    | 0.30%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                   | MH Sub I LLC                                                                     | CUSIP: 55303BAD5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    570000 | PA      | $497903.55    | 0.25%             | 2029-02-23      | Floating      | 10.41%                | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                        | Starwood Property Trust Inc                                                      | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    351000 | PA      | $363333.56    | 0.18%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MAYA SAS/FRANCE                                                | Maya SAS/Paris France                                                            | CUSIP: 449691AG9<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $408421.60    | 0.20%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                                           | Veritiv Operating Co                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |    591000 | PA      | $635016.48    | 0.31%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS                                         | Bausch Health Americas Inc                                                       | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |    353000 | PA      | $349805.35    | 0.17%             | 2027-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                              | INEOS Finance PLC                                                                | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    330000 | PA      | $387368.71    | 0.19%             | 2031-03-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                         | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   1378000 | PA      | $1416849.95   | 0.70%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                                       | Jones Deslauriers Insurance Management Inc                                       | CUSIP: 48020RAE5<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |   1057000 | PA      | $1052119.94   | 0.52%             | 2033-10-01      | 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      | $348078.77    | 0.17%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                         | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    573000 | PA      | $588504.92    | 0.29%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                          | Bausch Health Cos Inc                                                            | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    781000 | PA      | $812973.49    | 0.40%             | 2028-09-30      | Fixed         | 11.00%                | 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      | $1437470.99   | 0.71%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                     | Carvana Co                                                                       | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    920200 | PA      | $1042557.15   | 0.51%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                         | Lumen Technologies Inc                                                           | CUSIP: 550241AK9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    380000 | PA      | $384905.11    | 0.19%             | 2032-10-15      | Fixed         | 10.00%                | 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      | $925266.96    | 0.46%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                  | TransDigm Inc                                                                    | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    870000 | PA      | $902216.10    | 0.44%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                          | Tenet Healthcare Corp                                                            | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    890000 | PA      | $922105.66    | 0.45%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                | Sealed Air Corp                                                                  | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    620000 | PA      | $617046.07    | 0.30%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Starlight Parent LLC                                           | STARLIGHT PARENT LLC                                                             | CUSIP: 85554UAB0<br>LEI: 254900ZM34IBOK68V949 | Long             | LON              | CORP              | US        |    800000 | PA      | $787000.00    | 0.39%             | 2032-04-16      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT                                          | Stonepeak Nile Parent LLC                                                        | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |    843000 | PA      | $888401.45    | 0.44%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Burgess Point Purchaser Corporation                            | BURGESS POINT PURCH                                                              | CUSIP: 12125BAB6<br>LEI: 2549005A9U287LUM9420 | Long             | LON              | CORP              | US        |    354090 | PA      | $308971.63    | 0.15%             | 2029-07-25      | Floating      | 9.51%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                                             | CommScope Technologies LLC                                                       | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |    294000 | PA      | $291942.41    | 0.14%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                                                | Mercer International Inc                                                         | CUSIP: 588056BC4<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    257000 | PA      | $234205.71    | 0.12%             | 2028-10-01      | Fixed         | 12.88%                | 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        |   2108000 | PA      | $1919737.05   | 0.95%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                            | Artera Services LLC                                                              | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |    528000 | PA      | $467001.59    | 0.23%             | 2031-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                   | MH SUB I LLC                                                                     | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    849786 | PA      | $819512.58    | 0.40%             | 2028-05-03      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| CTEC II GMBH                                                   | CTEC II GmbH                                                                     | CUSIP: 000000000<br>LEI: 98450044C9BACG3DA974 | Long             | DBT              | CORP              | DE        |    489000 | PA      | $534915.46    | 0.26%             | 2030-02-15      | Fixed         | 5.25%                 | 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        |   6228482 | NS      | $6228482.06   | 3.07%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Anesthesia Partners Inc                                   | US Anesthesia Partners Inc                                                       | CUSIP: 90350HAL3<br>LEI: 549300J001GMNRO7SQ51 | Long             | LON              | CORP              | US        |    691003 | PA      | $690895.44    | 0.34%             | 2028-10-01      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                                  | Cable One Inc                                                                    | CUSIP: 12685JAG0<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    321000 | PA      | $274776.00    | 0.14%             | 2028-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                        | Beach Acquisition Bidco LLC                                                      | CUSIP: 07337JAE7<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    470000 | PA      | $566990.91    | 0.28%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                         | Arsenal AIC Parent LLC                                                           | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1208453.58   | 0.60%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COGENT COMMS GRP / FIN                                         | Cogent Communications Group LLC / Cogent Finance Inc                             | CUSIP: 19240CAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    581000 | PA      | $579947.51    | 0.29%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                         | Comstock Resources Inc                                                           | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1031319.93   | 0.51%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN                                       | TGNR Intermediate Holdings LLC                                                   | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |   2354000 | PA      | $2305318.10   | 1.14%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                           | LifePoint Health Inc                                                             | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    484000 | PA      | $508785.16    | 0.25%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                         | Venture Global LNG Inc                                                           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1042000 | PA      | $1079272.34   | 0.53%             | 2028-06-01      | Fixed         | 8.12%                 | 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        |   1420000 | PA      | $1456424.42   | 0.72%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                                       | Allwyn Entertainment Financing UK PLC                                            | CUSIP: 02007VAA8<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |    710000 | PA      | $737226.53    | 0.36%             | 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      | $846944.19    | 0.42%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                      | PG&E Corp                                                                        | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    694000 | PA      | $684818.45    | 0.34%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                                       | Team Health Holdings Inc                                                         | CUSIP: 87817AAE7<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |    812000 | PA      | $830205.04    | 0.41%             | 2028-06-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                                         | Froneri Lux FinCo SARL                                                           | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |    950000 | PA      | $952288.91    | 0.47%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                          | Level 3 Financing Inc                                                            | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    814000 | PA      | $828716.38    | 0.41%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WaterBridge Midstream Operating LLC                            | WATERBRIDGE MIDSTREAM OPERATING LLC                                              | CUSIP: 94120XAF2<br>LEI: 549300DVU86VSP486341 | Long             | LON              | CORP              | US        |    584686 | PA      | $586185.46    | 0.29%             | 2029-06-27      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                        | Beach Acquisition Bidco LLC                                                      | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |   1018000 | PA      | $1100622.92   | 0.54%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| FORVIA SE                                                      | Forvia SE                                                                        | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1116702.29   | 0.55%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                       | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    814000 | PA      | $746845.00    | 0.37%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                       | Standard Industries Inc/NY                                                       | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    497000 | PA      | $493134.92    | 0.24%             | 2028-01-15      | Fixed         | 4.75%                 | 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        |   1557000 | PA      | $1543290.99   | 0.76%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                        | US Acute Care Solutions LLC                                                      | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    670000 | PA      | $686905.66    | 0.34%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                                        | Sotera Health Holdings LLC                                                       | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |    664000 | PA      | $698041.95    | 0.34%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Max US Bidco                                                   | MAX US BIDCO INC                                                                 | CUSIP: 57778YAB1<br>LEI: 254900BY85K73YD65D15 | Long             | LON              | CORP              | US        |    823331 | PA      | $806020.34    | 0.40%             | 2030-10-03      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                   | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-25.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                           | Fiesta Purchaser Inc                                                             | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $496615.16    | 0.24%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                            | Station Casinos LLC                                                              | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    637000 | PA      | $601452.15    | 0.30%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                         | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    461000 | PA      | $439126.98    | 0.22%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                        | Light & Wonder International Inc                                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    976000 | PA      | $978313.12    | 0.48%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                           | OneMain Finance Corp                                                             | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    773000 | PA      | $818568.35    | 0.40%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                 | Bombardier Inc                                                                   | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    950000 | PA      | $992567.98    | 0.49%             | 2033-06-15      | Fixed         | 6.75%                 | 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        |    795000 | PA      | $826629.08    | 0.41%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                              | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    651000 | PA      | $676741.19    | 0.33%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                       | Olympus Water US Holding Corp                                                    | CUSIP: 25259KAA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    387000 | PA      | $406398.38    | 0.20%             | 2028-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                       | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    579000 | PA      | $555919.09    | 0.27%             | 2034-05-15      | Fixed         | 6.75%                 | 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      | $2053701.05   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Television Inc                                            | GRAY TELEVISION INC                                                              | CUSIP: 389376BC7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |     10226 | PA      | $10245.81     | 0.01%             | 2029-06-04      | Floating      | 9.53%                 | 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        |    742000 | PA      | $724037.37    | 0.36%             | 2029-05-15      | Fixed         | 4.88%                 | 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      | $541680.49    | 0.27%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                               | Wand NewCo 3 Inc                                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1291640.00   | 0.64%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Foncia Management                                              | EMERIA SASU                                                                      | CUSIP: 000000000<br>LEI: 969500SA2FHM81LPJ311 | Long             | LON              | CORP              | FR        |   1000000 | PA      | $1014349.85   | 0.50%             | 2028-03-27      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                       | Vistra Operations Co LLC                                                         | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     76000 | PA      | $74464.49     | 0.04%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                                       | Raven Acquisition Holdings LLC                                                   | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1392000 | PA      | $1433993.86   | 0.71%             | 2031-11-15      | Fixed         | 6.88%                 | 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      | $1189209.60   | 0.59%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                         | AthenaHealth Group Inc                                                           | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   2398000 | PA      | $2380429.78   | 1.17%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                          | Qnity Electronics Inc                                                            | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    533000 | PA      | $537731.32    | 0.26%             | 2032-08-15      | Fixed         | 5.75%                 | 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        |    584000 | PA      | $609958.80    | 0.30%             | 2029-11-01      | Fixed         | 7.88%                 | 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        |    972000 | PA      | $1005065.75   | 0.49%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                                             | Rithm Capital Corp                                                               | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |   1547000 | PA      | $1584649.34   | 0.78%             | 2029-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                  | TransDigm Inc                                                                    | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    478000 | PA      | $487707.70    | 0.24%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                                       | Hughes Satellite Systems Corp                                                    | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    573000 | PA      | $545450.73    | 0.27%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                | United Group BV                                                                  | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |    510000 | PA      | $608280.09    | 0.30%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BKV UPSTREAM MIDSTREAM L                                       | BKV Upstream Midstream LLC                                                       | CUSIP: 05619CAA3<br>LEI: 254900LG75NBYHBBAU18 | Long             | DBT              | CORP              | US        |    895000 | PA      | $895036.54    | 0.44%             | 2030-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BEACON MOBILITY CORP                                           | Beacon Mobility Corp                                                             | CUSIP: 073644AA4<br>LEI: 254900EBTYFG24UQEM31 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1076818.14   | 0.53%             | 2030-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                             | Energy Transfer LP                                                               | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1729072.72   | 0.85%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                         | Radiology Partners Inc                                                           | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    873000 | PA      | $904503.29    | 0.45%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Russell Investments US Institutional Holdco Inc.               | RUSSELL INVESTMENTS US INSTITUTIONAL HOLDCO INC                                  | CUSIP: 78249LAE0<br>LEI: 5493008YG7V0FQCJQI74 | Long             | LON              | CORP              | US        |    496873 | PA      | $478329.24    | 0.24%             | 2027-05-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Foundation Building Materials Inc                              | FOUNDATION BUILDING MATERIALS INC                                                | CUSIP: 35039KAD8<br>LEI: 549300ZVE6MONHB01I28 | Long             | LON              | CORP              | US        |    432803 | PA      | $434081.97    | 0.21%             | 2031-01-29      | Floating      | 8.31%                 | 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      | $813117.39    | 0.40%             | 2029-02-15      | Fixed         | 6.50%                 | 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      | $692661.19    | 0.34%             | 2029-11-03      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                                             | Rithm Capital Corp                                                               | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |    659000 | PA      | $675214.70    | 0.33%             | 2030-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                         | First Brands Group LLC                                                           | CUSIP: 31935HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    265154 | PA      | $120644.99    | 0.06%             | 2027-03-30      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                              | Iron Mountain Inc                                                                | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    686000 | PA      | $682345.82    | 0.34%             | 2028-07-15      | Fixed         | 5.00%                 | 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        |   1501000 | PA      | $1499922.28   | 0.74%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                           | Fiesta Purchaser Inc                                                             | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    722000 | PA      | $781270.42    | 0.38%             | 2032-09-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                         | Northern Oil & Gas Inc                                                           | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    475000 | PA      | $483345.28    | 0.24%             | 2028-03-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                         | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    919000 | PA      | $963828.82    | 0.47%             | 2031-01-15      | Fixed         | 8.38%                 | 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      | $555489.90    | 0.27%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/GBP FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3177.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC                                         | Brightstar Lottery PLC                                                           | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    548000 | PA      | $545930.41    | 0.27%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                                       | ContourGlobal Power Holdings SA                                                  | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |   1331000 | PA      | $1384226.69   | 0.68%             | 2030-02-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| S&S HOLDINGS LLC                                               | S&S Holdings LLC                                                                 | CUSIP: 78525CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $529871.71    | 0.26%             | 2031-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| X.Ai Corp.                                                     | XAI CORP                                                                         | CUSIP: 98402XAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    530421 | PA      | $551162.73    | 0.27%             | 2028-06-30      | Fixed         | 12.50%                | 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        |    380000 | PA      | $394591.24    | 0.19%             | 2032-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                                     | Elastic NV                                                                       | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |   1712000 | PA      | $1645383.34   | 0.81%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                             | Viking Cruises Ltd                                                               | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | US        |    534000 | PA      | $535042.25    | 0.26%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                          | Tenet Healthcare Corp                                                            | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    828000 | PA      | $821173.39    | 0.40%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                          | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    524000 | PA      | $526969.82    | 0.26%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                         | First Brands Group LLC                                                           | CUSIP: 31935HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    782333 | PA      | $355961.57    | 0.18%             | 2027-03-30      | Floating      | 9.57%                 | 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      | $546086.03    | 0.27%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                           | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    530000 | PA      | $540558.13    | 0.27%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                              | Post Holdings Inc                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1523000 | PA      | $1469949.95   | 0.72%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                       | TK Elevator US Newco Inc                                                         | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997229.30    | 0.49%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                                  | CoreLogic Inc                                                                    | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |    627000 | PA      | $609962.65    | 0.30%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                         | Lumen Technologies Inc                                                           | CUSIP: 550241AB9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    232175 | PA      | $228803.82    | 0.11%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                           | Samarco Mineracao SA                                                             | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |    139051 | PA      | $139859.14    | 0.07%             | 2031-06-30      | Fixed         | 9.50%                 | 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      | $1094810.62   | 0.54%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                   | Entegris Inc                                                                     | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1380719.60   | 0.68%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CIDRON AIDA FINCO SARL                                         | Cidron Aida Finco Sarl                                                           | CUSIP: 000000000<br>LEI: 98450036A07991DEBF10 | Long             | DBT              | CORP              | LU        |    360000 | PA      | $431205.65    | 0.21%             | 2031-10-27      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Inmar Inc                                                      | INMAR INC                                                                        | CUSIP: 45763FAV0<br>LEI: 549300N1ML5MXXFIDZ25 | Long             | LON              | CORP              | US        |    441551 | PA      | $441690.21    | 0.22%             | 2031-10-30      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                | Nissan Motor Co Ltd                                                              | CUSIP: 654922AB9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    353000 | PA      | $370730.13    | 0.18%             | 2030-07-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                               | UWM Holdings LLC                                                                 | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    710000 | PA      | $707062.28    | 0.35%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                       | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    518000 | PA      | $531338.50    | 0.26%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| NORTHRIVER MIDSTREAM FIN                                       | Northriver Midstream Finance LP                                                  | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |    690000 | PA      | $706060.30    | 0.35%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GARFUNKELUX HOLDCO 3 SA                                        | Garfunkelux Holdco 3 SA                                                          | CUSIP: 000000000<br>LEI: 2221007QVSNJV7EWBX69 | Long             | DBT              | CORP              | LU        |    150406 | PA      | $180257.20    | 0.09%             | 2028-09-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                        | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |   1127000 | PA      | $1163728.93   | 0.57%             | 2031-02-01      | Fixed         | 6.88%                 | 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      | $759212.91    | 0.37%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                                        | Gulfport Energy Operating Corp                                                   | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |   1466000 | PA      | $1506232.26   | 0.74%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BLOCK COMMUNICATIONS INC                                       | Block Communications Inc                                                         | CUSIP: 093645AJ8<br>LEI: M5G68A9OHJWIL4SFC742 | Long             | DBT              | CORP              | US        |    705000 | PA      | $675791.92    | 0.33%             | 2028-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                                       | Cheplapharm Arzneimittel GmbH                                                    | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    309000 | PA      | $302039.65    | 0.15%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                          | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    790000 | PA      | $806511.79    | 0.40%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| E.W. Scripps Company, The                                      | EW SCRIPPS CO                                                                    | CUSIP: 26928BAQ2<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |    441126 | PA      | $446732.45    | 0.22%             | 2028-06-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Crown Finance US Inc                                           | CROWN FINANCE US INC                                                             | CUSIP: 22834KAV3<br>LEI: 254900ABTWPQTCKKR839 | Long             | LON              | CORP              | US        |    544635 | PA      | $544193.85    | 0.27%             | 2031-12-02      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                          | Quikrete Holdings Inc                                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    170000 | PA      | $176876.28    | 0.09%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Janus Henderson B-BBB CLO ETF                                  | Janus Henderson B-BBB CLO ETF                                                    | CUSIP: 47103U753<br>LEI: 549300UAMX73GRTHWH74 | Long             | EC               | RF                | US        |     17003 | NS      | $819034.51    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Flash Charm Inc (fka Idera Inc)                                | IDERA INC                                                                        | CUSIP: 45168RAT0<br>LEI: 549300VQ6S3PWR8NUC48 | Long             | LON              | CORP              | US        |    401963 | PA      | $353727.87    | 0.17%             | 2028-03-02      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                  | DISH DBS Corp                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    737000 | PA      | $707144.13    | 0.35%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                    | Vistra Corp                                                                      | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    447000 | PA      | $454152.00    | 0.22%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                           | RLJ Lodging Trust LP                                                             | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |    882000 | PA      | $833604.13    | 0.41%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-58736.38    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Peraton Corp                                                   | Peraton Corp                                                                     | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    954978 | PA      | $807854.37    | 0.40%             | 2028-02-01      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                        | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1078000 | PA      | $1105899.52   | 0.54%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                         | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    668000 | PA      | $675383.40    | 0.33%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                         | WESCO Distribution Inc                                                           | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    354000 | PA      | $367217.72    | 0.18%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                  | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $2069786.00   | 1.02%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| CAMELOT RETURN MERGER SU                                       | Camelot Return Merger Sub Inc                                                    | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1311000 | PA      | $1269631.66   | 0.63%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| RAY FINANCING LLC                                              | RAY Financing LLC                                                                | CUSIP: 000000000<br>LEI: 254900IA5MVMGDF40Z19 | Long             | DBT              | CORP              | US        |    710000 | PA      | $852104.25    | 0.42%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                 | NRG Energy Inc                                                                   | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    589000 | PA      | $604146.72    | 0.30%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                         | Rockford Tower CLO 2022-2 Ltd                                                    | CUSIP: 77340NAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $496313.50    | 0.24%             | 2035-10-20      | Floating      | 12.45%                | No            |                  2 | On Loan: No      |
| VIRTUSA CORP                                                   | Virtusa Corp                                                                     | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |   1879000 | PA      | $1842585.54   | 0.91%             | 2028-12-15      | Fixed         | 7.12%                 | 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      | $1102161.11   | 0.54%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                       | Vistra Operations Co LLC                                                         | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    474000 | PA      | $496091.61    | 0.24%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                        | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    574000 | PA      | $573539.19    | 0.28%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                          | SS&C Technologies Inc                                                            | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    480000 | PA      | $496789.01    | 0.24%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATI                                       | Consolidated Communications Inc                                                  | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |    763000 | PA      | $775398.75    | 0.38%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                               | CSC Holdings LLC                                                                 | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1447000 | PA      | $1217750.49   | 0.60%             | 2029-01-31      | Fixed         | 11.75%                | 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      | $690028.48    | 0.34%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                          | Belron UK Finance PLC                                                            | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    570000 | PA      | $577945.23    | 0.28%             | 2029-10-15      | Fixed         | 5.75%                 | 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        |    850000 | PA      | $830121.35    | 0.41%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                                  | EW Scripps Co/The                                                                | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |    541000 | PA      | $508303.62    | 0.25%             | 2030-08-15      | Fixed         | 9.88%                 | 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      | $659942.95    | 0.32%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                       | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    597000 | PA      | $563880.29    | 0.28%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                       | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    631000 | PA      | $504134.30    | 0.25%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                          | Qnity Electronics Inc                                                            | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    370000 | PA      | $378301.32    | 0.19%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                         | Global Atlantic Fin Co                                                           | CUSIP: 37959GAD9<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    674000 | PA      | $781629.38    | 0.38%             | 2033-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                          | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    660000 | PA      | $685011.49    | 0.34%             | 2032-04-30      | Fixed         | 6.75%                 | 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      | $678334.32    | 0.33%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RAIN CARBON INC                                                | Rain Carbon Inc                                                                  | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |    716000 | PA      | $767636.49    | 0.38%             | 2029-09-01      | Fixed         | 12.25%                | 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      | $1651810.56   | 0.81%             | 2030-07-15      | Fixed         | 7.88%                 | 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       |   1143000 | PA      | $1160290.16   | 0.57%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                           | Alpha Generation LLC                                                             | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1094980.49   | 0.54%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                             | Ardonagh Finco Ltd                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |   1050000 | PA      | $1099527.45   | 0.54%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LUNA 2 5SARL                                                   | Luna 2 5SARL                                                                     | CUSIP: 000000000<br>LEI: 894500N8J2QVEYP0UI86 | Long             | DBT              | CORP              | LU        |    268000 | PA      | $321156.38    | 0.16%             | 2032-07-01      | Fixed         | 5.50%                 | 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        |   1170000 | PA      | $1088594.98   | 0.54%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                           | WR Grace Holdings LLC                                                            | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |   1207000 | PA      | $1122857.37   | 0.55%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                           | LIFEPOINT HEALTH INC                                                             | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    410965 | PA      | $410730.57    | 0.20%             | 2031-05-16      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                              | Trimaran Cavu 2019-1 Ltd                                                         | CUSIP: 896218AW4<br>LEI: 549300IGMQ24BLOIU872 | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $699195.70    | 0.34%             | 2037-01-20      | Floating      | 10.33%                | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                          | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    851000 | PA      | $882167.02    | 0.43%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINCO I BV                                             | Sunrise FinCo I BV                                                               | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |    770000 | PA      | $734094.90    | 0.36%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                                     | Arcosa Inc                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    680000 | PA      | $710816.24    | 0.35%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                  | Citigroup Inc                                                                    | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1171000 | PA      | $1161476.14   | 0.57%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INVERSION ESCROW ISSUER                                        | Inversion Escrow Issuer LLC                                                      | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |    810000 | PA      | $798448.33    | 0.39%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                         | Lumen Technologies Inc                                                           | CUSIP: 156700AM8<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    914000 | PA      | $856875.00    | 0.42%             | 2039-09-15      | Fixed         | 7.60%                 | 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      | $698610.82    | 0.34%             | 2029-06-01      | Fixed         | 6.00%                 | 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       |    335000 | PA      | $342632.98    | 0.17%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                                           | Cornerstone Building Brands Inc                                                  | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    638000 | PA      | $620518.80    | 0.31%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                               | Arches Buyer Inc                                                                 | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |   1258000 | PA      | $1234326.70   | 0.61%             | 2028-12-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                                | Goat Holdco LLC                                                                  | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1469000 | PA      | $1507039.33   | 0.74%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                       | Discovery Communications LLC                                                     | CUSIP: 25470DBS7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    354000 | PA      | $345888.09    | 0.17%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HLD                                       | Moss Creek Resources Holdings Inc                                                | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |    677000 | PA      | $663892.20    | 0.33%             | 2031-09-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                           | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    805000 | PA      | $813266.55    | 0.40%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                               | CSC Holdings LLC                                                                 | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    725000 | PA      | $671732.73    | 0.33%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                         | Cloud Software Group Inc                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    950000 | PA      | $959614.29    | 0.47%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                            | Resideo Funding Inc                                                              | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    887000 | PA      | $848074.01    | 0.42%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERISURE MIDHOLDING AB                                         | Verisure Midholding AB                                                           | CUSIP: 000000000<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |   2200000 | PA      | $2605484.53   | 1.28%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                 | Gray Media Inc                                                                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    983000 | PA      | $974720.88    | 0.48%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                  | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    867000 | PA      | $878915.12    | 0.43%             | 2033-05-31      | Fixed         | 6.38%                 | 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      | $919978.42    | 0.45%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                         | WESCO Distribution Inc                                                           | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    747000 | PA      | $777231.31    | 0.38%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                          | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1703000 | PA      | $1793739.93   | 0.88%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| StubHub Holdco Sub LLC (F/K/A Pug LLC)                         | PUG LLC                                                                          | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |    606131 | PA      | $602342.86    | 0.30%             | 2030-03-15      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                       | Encore Capital Group Inc                                                         | CUSIP: 000000000<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    805000 | PA      | $1038982.58   | 0.51%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                              | Post Holdings Inc                                                                | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    760000 | PA      | $757787.03    | 0.37%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                  | DISH DBS Corp                                                                    | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    967000 | PA      | $892057.50    | 0.44%             | 2028-07-01      | Fixed         | 7.38%                 | 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      | $1597281.20   | 0.79%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                | Nissan Motor Co Ltd                                                              | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $490943.14    | 0.24%             | 2027-09-17      | Fixed         | 4.34%                 | 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        |    985000 | PA      | $958178.84    | 0.47%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                      | PG&E Corp                                                                        | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    325000 | PA      | $322238.79    | 0.16%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                       | Bellis Acquisition Co PLC                                                        | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    630000 | PA      | $811900.54    | 0.40%             | 2030-05-14      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                      | IQVIA Inc                                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    698000 | PA      | $718514.92    | 0.35%             | 2032-06-01      | 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      | $1108213.89   | 0.55%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                  | Carnival Corp                                                                    | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    570000 | PA      | $580788.96    | 0.29%             | 2032-08-01      | Fixed         | 5.75%                 | 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      | $1369791.63   | 0.67%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                            | Sirius XM Radio LLC                                                              | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $976770.32    | 0.48%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                              | Iron Mountain Inc                                                                | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    705000 | PA      | $694603.31    | 0.34%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                       | Vistra Operations Co LLC                                                         | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1171000 | PA      | $1239991.81   | 0.61%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                   | Fibercop SpA                                                                     | CUSIP: 683879AH3<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    546000 | PA      | $553484.02    | 0.27%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                  | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    719000 | PA      | $743448.88    | 0.37%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                      | PG&E Corp                                                                        | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    541000 | PA      | $548465.80    | 0.27%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION / TITAN                                        | Husky Injection Molding Systems Ltd / Titan Co-Borrower LLC                      | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    602000 | PA      | $629957.46    | 0.31%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| KIOXIA HOLDINGS CORP                                           | Kioxia Holdings Corp                                                             | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |   1054000 | PA      | $1084729.37   | 0.53%             | 2033-07-24      | Fixed         | 6.62%                 | 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      | $1138783.44   | 0.56%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                           | Chart Industries Inc                                                             | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    652000 | PA      | $679374.22    | 0.33%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                          | Level 3 Financing Inc                                                            | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    556000 | PA      | $476730.10    | 0.23%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                                          | Cablevision Lightpath LLC                                                        | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    790000 | PA      | $767624.20    | 0.38%             | 2027-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                   | SM Energy Co                                                                     | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    950000 | PA      | $955294.35    | 0.47%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                 | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1324000 | PA      | $1358214.86   | 0.67%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                              | Rakuten Group Inc                                                                | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    625000 | PA      | $703353.00    | 0.35%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Help Systems Holdings Inc                                      | HS Purchaser LLC                                                                 | CUSIP: 42351EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    650098 | PA      | $616335.25    | 0.30%             | 2026-11-19      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                       | Olympus Water US Holding Corp                                                    | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    693000 | PA      | $694154.91    | 0.34%             | 2033-02-15      | Fixed         | 7.25%                 | 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      | $1280955.15   | 0.63%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-24

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

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Treasurer