# EDGAR Filing Document

**Accession Number:** 0001227857
**File Stem:** 0001752724-23-065076
**Filing Date:** 2023-3
**Character Count:** 110349
**Document Hash:** 41c9bfb97fe08df5656ce8c507d50fc1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-065076.hdr.sgml**: 20230324

**ACCESSION NUMBER**: 0001752724-23-065076

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230324

**DATE AS OF CHANGE**: 20230324

**PERIOD START**: 20230131

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Virtus Convertible & Income Fund II
- **CENTRAL INDEX KEY:** 0001227857
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0228

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21338
- **FILM NUMBER:** 23758332

**BUSINESS ADDRESS:**
- **STREET 1:** 101 MUNSON STREET
- **CITY:** GREENFIELD
- **STATE:** MA
- **ZIP:** 01301
- **BUSINESS PHONE:** (866) 270-7598

**MAIL ADDRESS:**
- **STREET 1:** 101 MUNSON STREET
- **CITY:** GREENFIELD
- **STATE:** MA
- **ZIP:** 01301

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Virtus AllianzGI Convertible & Income Fund II
- **DATE OF NAME CHANGE:** 20210210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AllianzGI Convertible & Income Fund II
- **DATE OF NAME CHANGE:** 20130502

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AGIC Convertible & Income Fund II
- **DATE OF NAME CHANGE:** 20100825

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Virtus Convertible & Income Fund II

- **b. Investment Company Act file number:** 811-21338

- **c. CIK number of Registrant:** 0001227857

- **d. LEI of Registrant:** 549300VQWKOKLGOGUQ16

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

  - **Street Address 1:** 101 MUNSON STREET

  - **City:** GREENFIELD

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 01301-9668

  - **Telephone number:** 800-254-5197

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

- **a. Name of Series:** Virtus Convertible & Income Fund II

- **c. LEI of Series:** 549300VQWKOKLGOGUQ16

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

- **a. Date of fiscal year-end:** 2023-01-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $493376320.88

**Total Liabilities:** $217376793.58

**Net Assets:** $275999527.30

**Delayed Delivery Securities:** $6170187.50

**Cash Not Reported:** $546176.68

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** -1.00000000 | **5-Year:** -2581.00000000 | **10-Year:** 0.00000000 | **30-Year:** -15866.00000000

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

- **3-Month:** -6.00000000 | **1-Year:** -124.00000000 | **5-Year:** -57235.00000000 | **10-Year:** -62072.00000000 | **30-Year:** -335.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | 3.88%                | -4.29%               | 8.21%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-6820082.36             | $15861423.99                               |
| Month 2  | $-836732.59              | $-10708643.78                              |
| Month 3  | $-53048.06               | $20426759.73                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FORD MOTOR COMPANY                     | Ford Motor Co                                                                    | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $2006955.50   | 0.73%             | 2030-04-22      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                           | Navient Corp                                                                     | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1354498.75   | 0.49%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                  | Uber Technologies Inc                                                            | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1507824.45   | 0.55%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                  | Uber Technologies Inc                                                            | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   5635000 | PA      | $4951735.68   | 1.79%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN               | Virgin Media Secured Finance PLC                                                 | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |   2015000 | PA      | $1869295.35   | 0.68%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NESCO HOLDINGS II INC                  | NESCO Holdings II Inc                                                            | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1320221.70   | 0.48%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1010000 | PA      | $918241.50    | 0.33%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNA               | Scientific Games International Inc                                               | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    685000 | PA      | $678145.52    | 0.25%             | 2028-05-15      | Fixed         | 7.00%                 | 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        |   1125000 | PA      | $972563.22    | 0.35%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                  | Lumentum Holdings Inc                                                            | CUSIP: 55024UAD1<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |    415000 | PA      | $376612.50    | 0.14%             | 2026-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AFFINION GROUP HOLDINGS WTS 04/01/24 P | AFFINION GROUP HOLDINGS WTS 04/01/24 P                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     12009 | NC      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| 2020 CASH EXCH TRUST                   | 2020 Cash Mandatory Exchangeable Trust                                           | CUSIP: 901375105<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2640 | NS      | $3184209.60   | 1.15%             |  |  |  | No            |                  2 | On Loan: No      |
| EVOLENT HEALTH INC                     | Evolent Health Inc                                                               | CUSIP: 30050BAD3<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $2013720.00   | 0.73%             | 2025-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                     | Liberty Media Corp-Liberty Formula One                                           | CUSIP: 531229AL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3310000 | PA      | $3455640.00   | 1.25%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                       | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1985000 | PA      | $1792038.15   | 0.65%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN               | Live Nation Entertainment Inc                                                    | CUSIP: 538034AZ2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1421062.50   | 0.51%             | 2029-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                  | GFL Environmental Inc                                                            | CUSIP: 36168Q120<br>LEI: 549300FYK4MBXWIVZU26 | Long             | EP               | CORP              | CA        |     30340 | NS      | $2083144.40   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| SPLUNK INC                             | Splunk Inc                                                                       | CUSIP: 848637AF1<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |   3730000 | PA      | $3210038.00   | 1.16%             | 2027-06-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                     | Ford Motor Co                                                                    | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    440000 | PA      | $431751.47    | 0.16%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                              | PG&E Corp                                                                        | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1338600.00   | 0.49%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WORLD WRESTLING ENTERTAI               | World Wrestling Entertainment Inc                                                | CUSIP: 98156QAB4<br>LEI: 549300WZVLSCS3L4L698 | Long             | DBT              | CORP              | US        |    645000 | PA      | $2188485.00   | 0.79%             | 2023-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CCF HOLDINGS LLC CLASS M EQUITY        | CCF HOLDINGS LLC CLASS M EQUITY                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    879959 | NS      | $536774.99    | 0.19%             |  |  |  | No            |                  3 | On Loan: No      |
| CSC HOLDINGS LLC                       | CSC Holdings LLC                                                                 | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1199266.40   | 0.43%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                    | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $971250.84    | 0.35%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                      | Post Holdings Inc                                                                | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1423518.25   | 0.52%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                  | Tenet Healthcare Corp                                                            | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    485000 | PA      | $470794.35    | 0.17%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TOPGOLF CALL BRAN CORP                 | Topgolf Callaway Brands Corp                                                     | CUSIP: 131193AE4<br>LEI: 5493005UB0KFRKBPCU72 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1768275.00   | 0.64%             | 2026-05-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CCF Holdings LLC                       | CCF Holdings LLC                                                                 | CUSIP: 12509J208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   6367079 | NS      | $3883918.19   | 1.41%             |  |  |  | No            |                  3 | On Loan: No      |
| MGM RESORTS INTL                       | MGM Resorts International                                                        | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1038196.09   | 0.38%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                              | TEGNA Inc                                                                        | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1031500.95   | 0.37%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                          | Coherent Corp                                                                    | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    975000 | PA      | $885449.91    | 0.32%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION                    | Griffon Corp                                                                     | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1391237.40   | 0.50%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                 | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2210000 | PA      | $2215525.00   | 0.80%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                   | Chart Industries Inc                                                             | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1768925.00   | 0.64%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                  | Trivium Packaging Finance BV                                                     | CUSIP: 89686QAB2<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |   1415000 | PA      | $1360862.10   | 0.49%             | 2027-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                   | Aramark Services Inc                                                             | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    680000 | PA      | $640900.00    | 0.23%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity FedFund            | BlackRock Liquidity FedFund                                                      | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |  19994734 | NS      | $19994734.35  | 7.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BURLINGTON STORES INC                  | Burlington Stores Inc                                                            | CUSIP: 122017AB2<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $2508468.75   | 0.91%             | 2025-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| REVANCE THERAPEUTICS INC               | Revance Therapeutics Inc                                                         | CUSIP: 761330AB5<br>LEI: 549300N33TFDZHS81H11 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $2126520.00   | 0.77%             | 2027-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SAREPTA THERAPEUTICS INC               | Sarepta Therapeutics Inc                                                         | CUSIP: 803607AC4<br>LEI: 549300IKDPIED8J8IG21 | Long             | DBT              | CORP              | US        |   4015000 | PA      | $4563047.50   | 1.65%             | 2027-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                         | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1750019.02   | 0.63%             | 2027-05-13      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                   | Booking Holdings Inc                                                             | CUSIP: 09857LAN8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $3417120.00   | 1.24%             | 2025-05-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                        | Mercer International Inc                                                         | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    495000 | PA      | $423324.00    | 0.15%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                      | DISH Network Corp                                                                | CUSIP: 25470MAF6<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   2745000 | PA      | $1810327.50   | 0.66%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                           | SM Energy Co                                                                     | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1640853.71   | 0.59%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC               | Builders FirstSource Inc                                                         | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1752465.35   | 0.63%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EURONET WORLDWIDE INC                  | Euronet Worldwide Inc                                                            | CUSIP: 298736AL3<br>LEI: YG3575C4DSHJPA5KET68 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1443925.00   | 0.52%             | 2049-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                              | PG&E Corp                                                                        | CUSIP: 69331C140<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |     15220 | NS      | $2149977.20   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA               | SeaWorld Parks & Entertainment Inc                                               | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $1970311.32   | 0.71%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                  | Southwest Airlines Co                                                            | CUSIP: 844741BG2<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1540715.00   | 0.56%             | 2025-05-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC               | Northern Oil and Gas Inc                                                         | CUSIP: 665531AH2<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   2090000 | PA      | $2371105.00   | 0.86%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PALO ALTO NETWORKS                     | Palo Alto Networks Inc                                                           | CUSIP: 697435AF2<br>LEI: 549300QXR2YVZV231H43 | Long             | DBT              | CORP              | US        |   2730000 | PA      | $4474470.00   | 1.62%             | 2025-06-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| KBR INC                                | KBR Inc                                                                          | CUSIP: 48242WAB2<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $2348300.00   | 0.85%             | 2023-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                    | Gray Television Inc                                                              | CUSIP: 389284AA8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1728487.00   | 0.63%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                     | Kennedy-Wilson Inc                                                               | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1260264.23   | 0.46%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                     | Liberty Media Corp                                                               | CUSIP: 531229AB8<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |   2870000 | PA      | $3752525.00   | 1.36%             | 2023-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| REPLIGEN CORP                          | Repligen Corp                                                                    | CUSIP: 759916AB5<br>LEI: 54930006QJ0T5AUO1E71 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1658650.00   | 0.60%             | 2024-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                 | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1708050.00   | 0.62%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                      | Barclays Bank PLC                                                                | CUSIP: 06739GCF4<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |   3140000 | PA      | $3353412.99   | 1.22%             | 2025-02-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIVE9 INC                              | Five9 Inc                                                                        | CUSIP: 338307AD3<br>LEI: 254900MXP6EWY0SFFR59 | Long             | DBT              | CORP              | US        |   3395000 | PA      | $3206577.50   | 1.16%             | 2025-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                 | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    565000 | PA      | $503330.25    | 0.18%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                | BioMarin Pharmaceutical Inc                                                      | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3600000.00   | 1.30%             | 2027-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                    | Shift4 Payments Inc                                                              | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3735000 | PA      | $3333487.50   | 1.21%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                    | Hudbay Minerals Inc                                                              | CUSIP: 443628AH5<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |   1635000 | PA      | $1509759.00   | 0.55%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                  | Uber Technologies Inc                                                            | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $978467.50    | 0.35%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                          | PRA Group Inc                                                                    | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    875000 | PA      | $879437.40    | 0.32%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                          | TransDigm Inc                                                                    | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2172570.04   | 0.79%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MIDDLEBY CORP                          | Middleby Corp/The                                                                | CUSIP: 596278AB7<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1565400.00   | 0.57%             | 2025-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LIVENT CORP                            | Livent Corp                                                                      | CUSIP: 53814LAB4<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | DBT              | CORP              | US        |    545000 | PA      | $1674240.00   | 0.61%             | 2025-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LUCID GROUP INC                        | Lucid Group Inc                                                                  | CUSIP: 549498AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3960000 | PA      | $2561625.00   | 0.93%             | 2026-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                    | Travel + Leisure Co                                                              | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    855000 | PA      | $848477.80    | 0.31%             | 2026-07-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                             | Terex Corp                                                                       | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1601381.25   | 0.58%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DIGITALOCEAN HOLDINGS                  | DigitalOcean Holdings Inc                                                        | CUSIP: 25402DAB8<br>LEI: 549300EPISPY3RE3DL21 | Long             | DBT              | CORP              | US        |   3825000 | PA      | $2935687.50   | 1.06%             | 2026-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                           | ADT Security Corp/The                                                            | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1419948.75   | 0.51%             | 2029-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                       | Berry Global Inc                                                                 | CUSIP: 085770AB1<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1011975.00   | 0.37%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ENPHASE ENERGY INC                     | Enphase Energy Inc                                                               | CUSIP: 29355AAH0<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |   2555000 | PA      | $2690415.00   | 0.97%             | 2026-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP FINANCECO 2                | Match Group Financeco 2 Inc                                                      | CUSIP: 44932FAA5<br>LEI: 549300IPGK4BWL134U96 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1754512.50   | 0.64%             | 2026-06-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Erickson Inc                           | Erickson Inc                                                                     | CUSIP: 29482Y200<br>LEI: 54930048K1C8M9G3EI51 | Long             | EC               | CORP              | US        |      6354 | NS      | $226774.26    | 0.08%             |  |  |  | No            |                  3 | On Loan: No      |
| KKR & CO INC                           | KKR & Co Inc                                                                     | CUSIP: 48251W401<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |     27070 | NS      | $1828849.20   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| CCF HLDGS LLC WT CCF HLDGS LLC WTS C   | CCF HLDGS LLC WT CCF HLDGS LLC WTS C                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |   1455681 | NC      | $553158.78    | 0.20%             |  |  |  | No            |                  3 | On Loan: No      |
| BOFA FINANCE LLC                       | BofA Finance LLC                                                                 | CUSIP: 09709UV70<br>LEI: 549300CGZYSEY3ZSIW16 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1843457.10   | 0.67%             | 2027-05-25      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| BENTLEY SYSTEMS INC                    | Bentley Systems Inc                                                              | CUSIP: 08265TAB5<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |   3275000 | PA      | $3026100.00   | 1.10%             | 2026-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ENPHASE ENERGY INC                     | Enphase Energy Inc                                                               | CUSIP: 29355AAK3<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |    440000 | PA      | $473125.84    | 0.17%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                 | Jazz Investments I Ltd                                                           | CUSIP: 472145AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3615000 | PA      | $4243106.25   | 1.54%             | 2026-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DEXCOM INC                             | Dexcom Inc                                                                       | CUSIP: 252131AK3<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |   7175000 | PA      | $7555275.00   | 2.74%             | 2025-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                    | Clarivate Science Holdings Corp                                                  | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1306688.63   | 0.47%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                    | Delta Air Lines Inc                                                              | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1129315.61   | 0.41%             | 2026-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| INSMED INC                             | Insmed Inc                                                                       | CUSIP: 457669AB5<br>LEI: 529900Q55QAG41CCAC11 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $931875.00    | 0.34%             | 2028-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                  | Caesars Entertainment Inc                                                        | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    880000 | PA      | $895400.00    | 0.32%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PURE STORAGE INC                       | Pure Storage Inc                                                                 | CUSIP: 74624MAB8<br>LEI: 549300NPDB0BZTK3WO90 | Long             | DBT              | CORP              | US        |    140000 | PA      | $156030.00    | 0.06%             | 2023-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| WORKIVA INC                            | Workiva Inc                                                                      | CUSIP: 98139AAB1<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $2555770.00   | 0.93%             | 2026-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                  | GFL Environmental Inc                                                            | CUSIP: 36168QAN4<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |   2140000 | PA      | $1931435.60   | 0.70%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                          | Wolfspeed Inc                                                                    | CUSIP: 977852AC6<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1238180.60   | 0.45%             | 2029-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                  | Caesars Entertainment Inc                                                        | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   3025000 | PA      | $3070375.00   | 1.11%             | 2027-07-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN               | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2140000 | PA      | $1821675.00   | 0.66%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LiveStyle Inc. Common Stock            | LiveStyle Inc. Common Stock                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90407 | NS      | $0.90         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SERVICE PROPERTIES TRUST               | Service Properties Trust                                                         | CUSIP: 81761LAA0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1406104.70   | 0.51%             | 2025-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| RAPID7 INC                             | Rapid7 Inc                                                                       | CUSIP: 753422AF1<br>LEI: 549300GNVG5D60KEYN14 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1537500.00   | 0.56%             | 2027-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| 3D SYSTEMS CORP                        | 3D Systems Corp                                                                  | CUSIP: 88554DAD8<br>LEI: 5493003HHDOCCW4OP744 | Long             | DBT              | CORP              | US        |   3460000 | PA      | $2566887.50   | 0.93%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                        | Mercer International Inc                                                         | CUSIP: 588056BA8<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $970652.00    | 0.35%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST               | Fortress Transportation and Infrastructure Investors LLC                         | CUSIP: 34960PAC5<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1192523.30   | 0.43%             | 2027-08-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| SOLAR EDGE TECHNOLOGIES                | SolarEdge Technologies Inc                                                       | CUSIP: 83417MAD6<br>LEI: 5493000K6Y58XXPDF853 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1389487.50   | 0.50%             | 2025-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                  | Lumentum Holdings Inc                                                            | CUSIP: 55024UAE9<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |   1995000 | PA      | $1602184.50   | 0.58%             | 2028-06-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MP MATERIALS CORP                      | MP Materials Corp                                                                | CUSIP: 553368AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1690000.00   | 0.61%             | 2026-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                            | Chemours Co/The                                                                  | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $952256.25    | 0.35%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                   | OneMain Finance Corp                                                             | CUSIP: 85172FAF6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    440000 | PA      | $444917.31    | 0.16%             | 2023-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE               | Compass Group Diversified Holdings LLC                                           | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $1772566.60   | 0.64%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                         | Hertz Corp/The                                                                   | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $952387.50    | 0.35%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONFLUENT INC                          | Confluent Inc                                                                    | CUSIP: 20717MAB9<br>LEI: 254900MRZ83YWUV7SN74 | Long             | DBT              | CORP              | US        |   2105000 | PA      | $1632638.00   | 0.59%             | 2027-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                              | Block Inc                                                                        | CUSIP: 852234AJ2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1561910.00   | 0.57%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR               | Occidental Petroleum Corp                                                        | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1204969.91   | 0.44%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                 | Lumen Technologies Inc                                                           | CUSIP: 550241AA1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $845122.84    | 0.31%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ETSY INC                               | Etsy Inc                                                                         | CUSIP: 29786AAN6<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |   3335000 | PA      | $2999499.00   | 1.09%             | 2028-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| REPAY HOLDINGS                         | Repay Holdings Corp                                                              | CUSIP: 76029LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3185000 | PA      | $2553971.88   | 0.93%             | 2026-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                   | Entegris Escrow Corp                                                             | CUSIP: 29365BAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1426090.05   | 0.52%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| STEM INC                               | Stem Inc                                                                         | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |   3645000 | PA      | $2450058.96   | 0.89%             | 2028-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                 | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    565000 | PA      | $454825.00    | 0.16%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                          | Wolfspeed Inc                                                                    | CUSIP: 977852AA0<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |   3510000 | PA      | $3202875.00   | 1.16%             | 2028-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                          | Carnival Corp                                                                    | CUSIP: 143658BG6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1760000 | PA      | $1840801.60   | 0.67%             | 2026-02-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| M/A-COM TECH SOLUTIONS                 | MACOM Technology Solutions Holdings Inc                                          | CUSIP: 55405YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1191960.00   | 0.43%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AMKOR TECHNOLOGY INC                   | Amkor Technology Inc                                                             | CUSIP: 031652BK5<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |    850000 | PA      | $853502.00    | 0.31%             | 2027-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE               | Pioneer Natural Resources Co                                                     | CUSIP: 723787AP2<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $3481700.00   | 1.26%             | 2025-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                    | NCL Corp Ltd                                                                     | CUSIP: 62886HBD2<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   6465000 | PA      | $4929562.50   | 1.79%             | 2027-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CONMED CORP                            | CONMED Corp                                                                      | CUSIP: 207410AG6<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1541430.00   | 0.56%             | 2027-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LIONS GATE CAPITAL HOLD                | Lions Gate Capital Holdings LLC                                                  | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |   2105000 | PA      | $1368250.00   | 0.50%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                    | Exact Sciences Corp                                                              | CUSIP: 30063PAC9<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |   4275000 | PA      | $3815437.50   | 1.38%             | 2028-03-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ENVESTNET INC                          | Envestnet Inc                                                                    | CUSIP: 29404KAF3<br>LEI: 549300HLWZ5OKIDM8737 | Long             | DBT              | CORP              | US        |    925000 | PA      | $1033687.50   | 0.37%             | 2027-12-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                    | Coinbase Global Inc                                                              | CUSIP: 19260QAB3<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   2285000 | PA      | $1548087.50   | 0.56%             | 2026-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                     | Ford Motor Co                                                                    | CUSIP: 345370CA6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1340820.00   | 0.49%             | 2031-07-16      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| BOX INC                                | Box Inc                                                                          | CUSIP: 10316TAB0<br>LEI: 549300KQUCPD8687YS68 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1628707.50   | 0.59%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                 | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1080000 | PA      | $943606.80    | 0.34%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LiveStyle Inc. Series B Preferred      | LiveStyle Inc. Series B Preferred                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     12300 | NS      | $925452.00    | 0.34%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HUBSPOT INC                            | HubSpot Inc                                                                      | CUSIP: 443573AD2<br>LEI: 529900BLNVEW0MVKJB37 | Long             | DBT              | CORP              | US        |    755000 | PA      | $1043787.50   | 0.38%             | 2025-06-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SHAKE SHACK INC                        | Shake Shack Inc                                                                  | CUSIP: 819047AB7<br>LEI: 529900J74GJAHYP80N79 | Long             | DBT              | CORP              | US        |   2665000 | PA      | $1981589.11   | 0.72%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                           | Danaher Corp                                                                     | CUSIP: 235851409<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EP               | CORP              | US        |      1790 | NS      | $2405760.00   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS NORTH AM                | United Rentals North America Inc                                                 | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1073925.00   | 0.39%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                 | WESCO Distribution Inc                                                           | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   1980000 | PA      | $2028859.09   | 0.74%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                    | Shift4 Payments Inc                                                              | CUSIP: 82452JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2155000 | PA      | $2300462.50   | 0.83%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CONSENSUS CLOUD SOLUTION               | Consensus Cloud Solutions Inc                                                    | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1071960.45   | 0.39%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                  | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1512694.35   | 0.55%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                 | Spirit AeroSystems Inc                                                           | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    680000 | PA      | $739003.60    | 0.27%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| CDI ESCROW ISSUER INC                  | CDI Escrow Issuer Inc                                                            | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1345450.00   | 0.49%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY INTL INC                | Sunnova Energy International Inc                                                 | CUSIP: 86745KAG9<br>LEI: 549300JK1Y1VVC3JU540 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2441510.00   | 0.88%             | 2028-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                  | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1581182.87   | 0.57%             | 2026-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC BOR ESC               | Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1721623.75   | 0.62%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1975000 | PA      | $2095860.13   | 0.76%             | 2027-08-15      | Fixed         | 11.62%                | No            |                  2 | On Loan: No      |
| CALLON PETROLEUM                       | Callon Petroleum Co                                                              | CUSIP: 13123XBD3<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1324284.50   | 0.48%             | 2028-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                  | Bath & Body Works Inc                                                            | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   2245000 | PA      | $2193769.10   | 0.79%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| STRIDE INC                             | Stride Inc                                                                       | CUSIP: 86333MAA6<br>LEI: 254900BRWS3AFONWU277 | Long             | DBT              | CORP              | US        |   2940000 | PA      | $3070536.00   | 1.11%             | 2027-09-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I               | Performance Food Group Inc                                                       | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   2135000 | PA      | $2054927.19   | 0.74%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APTIV PLC                              | Aptiv PLC                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | IE        |     10775 | NS      | $1357542.25   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| BILL.COM HOLDINGS INC                  | Bill.com Holdings Inc                                                            | CUSIP: 090043AD2<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |   7040000 | PA      | $5646080.00   | 2.05%             | 2027-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CYTOKINETICS INC                       | Cytokinetics Inc                                                                 | CUSIP: 23282WAB6<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1837367.83   | 0.67%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SNAP INC                               | Snap Inc                                                                         | CUSIP: 83304AAG1<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   2585000 | PA      | $1862492.50   | 0.67%             | 2028-03-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ETSY INC                               | Etsy Inc                                                                         | CUSIP: 29786AAL0<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $2015076.00   | 0.73%             | 2027-09-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                  | Uber Technologies Inc                                                            | CUSIP: 90353TAC4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    865000 | PA      | $885448.60    | 0.32%             | 2026-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                      | Post Holdings Inc                                                                | CUSIP: 737446AS3<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2829580.00   | 1.03%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES GROUP                | American Airlines Group Inc                                                      | CUSIP: 02376RAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1917125.00   | 0.69%             | 2025-07-01      | Fixed         | 6.50%                 | 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        |   1550000 | PA      | $1314144.25   | 0.48%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COTY INC                               | Coty Inc                                                                         | CUSIP: 222070AB0<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1651215.00   | 0.60%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                 | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BH3<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    975000 | PA      | $1006370.91   | 0.36%             | 2025-05-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| FARFETCH LTD                           | Farfetch Ltd                                                                     | CUSIP: 30744WAD9<br>LEI: 549300QFQ74Z0F96NS78 | Long             | DBT              | CORP              | KY        |   1545000 | PA      | $1352647.50   | 0.49%             | 2027-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                              | Block Inc                                                                        | CUSIP: 852234AF0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3197250.00   | 1.16%             | 2025-03-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                | American Axle & Manufacturing Inc                                                | CUSIP: 02406PAU4<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $922420.00    | 0.33%             | 2027-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                 | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1035000 | PA      | $957757.95    | 0.35%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC                | DraftKings Holdings Inc                                                          | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |   4435000 | PA      | $3015800.00   | 1.09%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA               | Weatherford International Ltd                                                    | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |   1770000 | PA      | $1786655.70   | 0.65%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MID PARTNER LP               | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp               | CUSIP: 226373AR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2172448.58   | 0.79%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS               | Hughes Satellite Systems Corp                                                    | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2010000 | PA      | $1943911.20   | 0.70%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                 | Boston Scientific Corp                                                           | CUSIP: 101137206<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EP               | CORP              | US        |     26885 | NS      | $3068385.05   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMEN               | Live Nation Entertainment Inc                                                    | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1503279.31   | 0.54%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                  | Wells Fargo & Co                                                                 | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      8375 | NS      | $10535666.25  | 3.82%             |  |  |  | No            |                  1 | On Loan: No      |
| COMSTOCK RESOURCES INC                 | Comstock Resources Inc                                                           | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    545000 | PA      | $467337.50    | 0.17%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                    | NuStar Logistics LP                                                              | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1348550.00   | 0.49%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COUPA SOFTWARE INC                     | Coupa Software Inc                                                               | CUSIP: 22266LAF3<br>LEI: 549300Q95ICR2GFL2K37 | Long             | DBT              | CORP              | US        |   2165000 | PA      | $2105462.50   | 0.76%             | 2026-06-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1751262.50   | 0.63%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                    | Axon Enterprise Inc                                                              | CUSIP: 05464CAA9<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2631300.00   | 0.95%             | 2027-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                    | Elevance Health Inc                                                              | CUSIP: 94973VBG1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    190000 | PA      | $1354111.00   | 0.49%             | 2042-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                  | Tenet Healthcare Corp                                                            | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $2029123.60   | 0.74%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                | Asbury Automotive Group Inc                                                      | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    560000 | PA      | $494166.40    | 0.18%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PARSONS CORP                           | Parsons Corp                                                                     | CUSIP: 70202LAB8<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1739617.49   | 0.63%             | 2025-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                     | NextEra Energy Inc                                                               | CUSIP: 65339F713<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     29530 | NS      | $1415963.50   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| EXACT SCIENCES CORP                    | Exact Sciences Corp                                                              | CUSIP: 30063PAB1<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |    115000 | PA      | $108387.50    | 0.04%             | 2027-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                     | CNX Resources Corp                                                               | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1667820.35   | 0.60%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PALO ALTO NETWORKS                     | Palo Alto Networks Inc                                                           | CUSIP: 697435AD7<br>LEI: 549300QXR2YVZV231H43 | Long             | DBT              | CORP              | US        |    955000 | PA      | $1710405.00   | 0.62%             | 2023-07-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS IN               | Halozyme Therapeutics Inc                                                        | CUSIP: 40637HAD1<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1718018.75   | 0.62%             | 2027-03-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                     | NextEra Energy Inc                                                               | CUSIP: 65339F770<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     49355 | NS      | $2467256.45   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| MCAFEE CORP                            | McAfee Corp                                                                      | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $901198.07    | 0.33%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                      | DISH Network Corp                                                                | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   3455000 | PA      | $2260579.45   | 0.82%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE FINANCIAL               | JPMorgan Chase Financial Co LLC                                                  | CUSIP: 48133DL24<br>LEI: 549300NJFDJOFYVV6789 | Long             | DBT              | CORP              | US        |   3460000 | PA      | $4421880.00   | 1.60%             | 2027-06-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PAGERDUTY INC.                         | PagerDuty Inc                                                                    | CUSIP: 69553PAB6<br>LEI: 549300U1SB749EDAGH21 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1503375.00   | 0.54%             | 2025-07-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NOVOCURE LTD                           | Novocure Ltd                                                                     | CUSIP: 67011XAB9<br>LEI: 213800YPP55UMHWA4826 | Long             | DBT              | CORP              | JE        |   2405000 | PA      | $2326837.50   | 0.84%             | 2025-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                   | CITGO Petroleum Corp                                                             | CUSIP: 17302XAM8<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1690267.13   | 0.61%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN               | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $471360.50    | 0.17%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRIUMPH GROUP INC                      | Triumph Group Inc                                                                | CUSIP: 896818AS0<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |    497000 | PA      | $504455.00    | 0.18%             | 2024-06-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                      | Nexstar Media Inc                                                                | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1562214.80   | 0.57%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                    | Jazz Securities DAC                                                              | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |   1925000 | PA      | $1756254.50   | 0.64%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NCR CORP                               | NCR Corp                                                                         | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $927672.77    | 0.34%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                         | Bombardier Inc                                                                   | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   1305000 | PA      | $1303734.15   | 0.47%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $479204.25    | 0.17%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WAYFAIR INC                            | Wayfair Inc                                                                      | CUSIP: 94419LAN1<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1254000.00   | 0.45%             | 2027-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WAYFAIR INC                            | Wayfair Inc                                                                      | CUSIP: 94419LAF8<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |    755000 | PA      | $573800.00    | 0.21%             | 2026-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                  | Scripps Escrow II Inc                                                            | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1135000 | PA      | $915945.00    | 0.33%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                    | NCL Corp Ltd                                                                     | CUSIP: 62886HBL4<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   1320000 | PA      | $1342016.23   | 0.49%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                    | Sirius XM Radio Inc                                                              | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1544323.50   | 0.56%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SNAP INC                               | Snap Inc                                                                         | CUSIP: 83304AAB2<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2281950.00   | 0.83%             | 2026-08-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| WAYFAIR INC                            | Wayfair Inc                                                                      | CUSIP: 94419LAD3<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |   2895000 | PA      | $2686809.17   | 0.97%             | 2024-11-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                  | Antero Resources Corp                                                            | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |   1333000 | PA      | $1363126.12   | 0.49%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                      | Newell Brands Inc                                                                | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1283839.61   | 0.47%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS                | Alnylam Pharmaceuticals Inc                                                      | CUSIP: 02043QAA5<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2532462.50   | 0.92%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                            | Deluxe Corp                                                                      | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $946156.25    | 0.34%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                      | Iron Mountain Inc                                                                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $1972769.20   | 0.71%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| 2020 MANDATORY EXCHANGE                | 2020 Mandatory Exchangeable Trust                                                | CUSIP: 901376202<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1925 | NS      | $2000902.75   | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BP6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1350000 | PA      | $2060775.00   | 0.75%             | 2025-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INSULET CORPORATION                    | Insulet Corp                                                                     | CUSIP: 45784PAK7<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $2395167.50   | 0.87%             | 2026-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                 | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAB3<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    880000 | PA      | $887700.00    | 0.32%             | 2026-08-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                 | Edgewell Personal Care Co                                                        | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1046446.05   | 0.38%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153AZ5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    425000 | PA      | $456356.50    | 0.17%             | 2025-06-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| BEAUTY HEALTH CO/THE                   | Beauty Health Co/The                                                             | CUSIP: 88331LAA6<br>LEI: 5493001Z2JZQT4C63C50 | Long             | DBT              | CORP              | US        |   3710000 | PA      | $3035243.75   | 1.10%             | 2026-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS IN               | Halozyme Therapeutics Inc                                                        | CUSIP: 40637HAE9<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $2043550.00   | 0.74%             | 2028-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                 | Comstock Resources Inc                                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    905000 | PA      | $834862.50    | 0.30%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LITHIUM AMERICAS CORP                  | Lithium Americas Corp                                                            | CUSIP: 53680QAA6<br>LEI: 529900Q9ENG7EHHZ5R75 | Long             | DBT              | CORP              | CA        |   2075000 | PA      | $1786575.00   | 0.65%             | 2027-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                        | Yum! Brands Inc                                                                  | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1200206.70   | 0.43%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                      | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   2130000 | PA      | $2213496.00   | 0.80%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                  | SS&C Technologies Inc                                                            | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1702287.23   | 0.62%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                  | ON Semiconductor Corp                                                            | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1896867.50   | 0.69%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN               | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   2325000 | PA      | $2315727.67   | 0.84%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                   | Bridgebio Pharma Inc                                                             | CUSIP: 10806XAD4<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $733795.00    | 0.27%             | 2029-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ZILLOW GROUP INC                       | Zillow Group Inc                                                                 | CUSIP: 98954MAH4<br>LEI: 2549002XEELQDIR6FU05 | Long             | DBT              | CORP              | US        |   4550000 | PA      | $4661475.00   | 1.69%             | 2025-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1425930.00   | 0.52%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TYLER TECHNOLOGIES INC                 | Tyler Technologies Inc                                                           | CUSIP: 902252AB1<br>LEI: 25490040SMU4Z8LBCW70 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1120410.00   | 0.41%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EQT CORP                               | EQT Corp                                                                         | CUSIP: 26884LAK5<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    655000 | PA      | $1469492.50   | 0.53%             | 2026-05-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INSMED INC                             | Insmed Inc                                                                       | CUSIP: 457669AA7<br>LEI: 529900Q55QAG41CCAC11 | Long             | DBT              | CORP              | US        |   2255000 | PA      | $2139995.00   | 0.78%             | 2025-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                | Akamai Technologies Inc                                                          | CUSIP: 00971TAJ0<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $2110855.00   | 0.76%             | 2025-05-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                | Sensata Technologies BV                                                          | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    880000 | PA      | $863500.00    | 0.31%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC               | Microchip Technology Inc                                                         | CUSIP: 595017AU8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $2002421.88   | 0.73%             | 2024-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN               | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1697500.00   | 0.62%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                      | Herc Holdings Inc                                                                | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $971862.50    | 0.35%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                     | Liberty Media Corp                                                               | CUSIP: 531229AK8<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |   3585000 | PA      | $3762099.00   | 1.36%             | 2050-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ZSCALER INC.                           | Zscaler Inc                                                                      | CUSIP: 98980GAB8<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1305537.50   | 0.47%             | 2025-07-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| GS FINANCE CORP                        | GS Finance Corp                                                                  | CUSIP: 40057PBH4<br>LEI: 549300FR80KBVO6DRL61 | Long             | DBT              | CORP              | US        |   4570000 | PA      | $4777455.15   | 1.73%             | 2027-12-29      | Fixed         | 0.50%                 | No            |                  3 | On Loan: No      |
| VAIL RESORTS INC                       | Vail Resorts Inc                                                                 | CUSIP: 91879QAN9<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |   3570000 | PA      | $3378112.50   | 1.22%             | 2026-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI               | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1012337.50   | 0.37%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CYBERARK SOFTWARE LTD                  | CyberArk Software Ltd                                                            | CUSIP: 23248VAB1<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |   1410000 | PA      | $1550154.00   | 0.56%             | 2024-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                         | Cloudflare Inc                                                                   | CUSIP: 18915MAC1<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |   4550000 | PA      | $3782187.50   | 1.37%             | 2026-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PLUG POWER INC                         | Plug Power Inc                                                                   | CUSIP: 72919PAD5<br>LEI: 549300JPDKRSJ8JSM954 | Long             | DBT              | CORP              | US        |    250000 | PA      | $849375.00    | 0.31%             | 2025-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                    | Select Medical Corp                                                              | CUSIP: 816196AT6<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |    925000 | PA      | $903429.00    | 0.33%             | 2026-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                        | Gen Digital Inc                                                                  | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1731086.50   | 0.63%             | 2030-09-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SILICON LABORATORIES INC               | Silicon Laboratories Inc                                                         | CUSIP: 826919AD4<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | DBT              | CORP              | US        |    605000 | PA      | $839074.50    | 0.30%             | 2025-06-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITY SOFTWARE INC                     | Unity Software Inc                                                               | CUSIP: 91332UAB7<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1399365.00   | 0.51%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                  | American Airlines Inc                                                            | CUSIP: 023771S58<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1680713.05   | 0.61%             | 2025-07-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                 | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $916586.30    | 0.33%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L               | EQM Midstream Partners LP                                                        | CUSIP: 26885BAN0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1832706.25   | 0.66%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                          | CommScope Inc                                                                    | CUSIP: 20338QAD5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    765000 | PA      | $732372.75    | 0.27%             | 2026-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AIR TRANSPORT SERVICES G               | Air Transport Services Group Inc                                                 | CUSIP: 00922RAB1<br>LEI: 5493000F3MSFGIXTQE27 | Long             | DBT              | CORP              | US        |    655000 | PA      | $691680.00    | 0.25%             | 2024-10-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| NATERA INC                             | Natera Inc                                                                       | CUSIP: 632307AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1586147.50   | 0.57%             | 2027-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1015000 | PA      | $908425.00    | 0.33%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-22

**Name of Applicant:** Virtus AllianzGI Convertible & Income Fund II

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer