# EDGAR Filing Document

**Accession Number:** 0002025137
**File Stem:** 0000940400-26-008289
**Filing Date:** 2026-2
**Character Count:** 69166
**Document Hash:** 50346328cb4b4c281b632e6362283a33
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-008289.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0000940400-26-008289

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20260630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Virtus Managed Account Completion Shares (MACS) Trust
- **CENTRAL INDEX KEY:** 0002025137

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23968
- **FILM NUMBER:** 26683965

**BUSINESS ADDRESS:**
- **STREET 1:** 101 MUNSON STREET
- **CITY:** GREENFIELD
- **STATE:** MA
- **ZIP:** 01301
- **BUSINESS PHONE:** 860-263-4790

**MAIL ADDRESS:**
- **STREET 1:** ONE FINANCIAL PLAZA
- **CITY:** HARTFORD
- **STATE:** CT
- **ZIP:** 06103

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Virtus Solutions SMA Trust
- **DATE OF NAME CHANGE:** 20240530

## Series and Classes Contracts Data

### Virtus Newfleet High Yield MACS (Series ID: S000086625)

| Class ID   | Class Name                      | Ticker Symbol   |
|:---|:---|:---|
| C000252213 | Virtus Newfleet High Yield MACS | VMAHX           |

## 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 Managed Account Completion Shares (MACS) Trust

- **b. Investment Company Act file number:** 811-23968

- **c. CIK number of Registrant:** 0002025137

- **d. LEI of Registrant:** 254900XYJHIHC7455V12

- **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:** 860-263-4790

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

- **a. Name of Series:** Virtus Newfleet High Yield MACS

- **b. EDGAR series identifier (if any):** S000086625

- **c. LEI of Series:** 254900FGQQEMGNJ19E23

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

- **a. Date of fiscal year-end:** 2026-06-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $21126733.33

**Total Liabilities:** $170757.18

**Net Assets:** $20955976.15

**Cash Not Reported:** $706168.95

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** -234.24366170 | **30-Year:** -689.83548090

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

- **3-Month:** 0.00000000 | **1-Year:** -8.84618986 | **5-Year:** -1833.66711000 | **10-Year:** -2203.86619700 | **30-Year:** -1004.12222200

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000252213 | 0.24%                | -0.09%               | 0.35%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $38843.56                | $-119020.11                                |
| Month 2  | $-38066.93               | $-80687.34                                 |
| Month 3  | $-12889.02               | $-30326.74                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MILLROSE PROPERTIES INC  | Millrose Properties Inc                                                   | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $65583.92     | 0.31%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC    | Directv Financing LLC                                                     | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15176.91     | 0.07%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP       | Energy Transfer LP                                                        | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    230000 | PA      | $235509.19    | 1.12%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES | Texas Capital Bancshares Inc                                              | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |    425000 | PA      | $419931.24    | 2.00%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC   | Acrisure LLC / Acrisure Finance Inc                                       | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $62325.18     | 0.30%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP     | OneMain Finance Corp                                                      | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70605.57     | 0.34%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS | Univision Communications Inc                                              | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165708.00    | 0.79%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION    | CMG Media Corp                                                            | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $197583.80    | 0.94%             | 2029-06-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP      | Buckeye Partners LP                                                       | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    215000 | PA      | $225696.47    | 1.08%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS  | FTAI Aviation Investors LLC                                               | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    225000 | PA      | $236531.93    | 1.13%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC       | Cipher Compute LLC                                                        | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5092.41      | 0.02%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO   | Global Atlantic Fin Co                                                    | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    205000 | PA      | $211657.58    | 1.01%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2  | INEOS Quattro Finance 2 Plc                                               | CUSIP: 45674GAB0<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $159304.11    | 0.76%             | 2029-03-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC      | MESQUITE ENERGY INC                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $12.00        | 0.00%             | 2023-02-15      | Fixed         | 7.25%                 | No            |                  3 | On Loan: No      |
| BLOCK INC                | Block Inc                                                                 | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    210000 | PA      | $218370.60    | 1.04%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC | Ford Motor Credit Co LLC                                                  | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    155000 | PA      | $160573.62    | 0.77%             | 2035-02-07      | Fixed         | 6.50%                 | 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        |     78000 | PA      | $79072.17     | 0.38%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MERLIN ENTERTAINMENTS GR | Merlin Entertainments Group US Holdings Inc                               | CUSIP: 59010UAA5<br>LEI: 549300HBQPPKS1187K54 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35631.04     | 0.17%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS | Suburban Propane Partners LP/Suburban Energy Finance Corp                 | CUSIP: 864486AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45009.93     | 0.21%             | 2035-12-15      | 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        |    228000 | PA      | $229338.36    | 1.09%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC     | LifePoint Health Inc                                                      | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     95000 | PA      | $102285.84    | 0.49%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDING | White Cap Supply Holdings LLC                                             | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36204.82     | 0.17%             | 2030-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI | Solstice Advanced Materials Inc                                           | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5043.97      | 0.02%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS              | BNP Paribas SA                                                            | CUSIP: 05602XQQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    215000 | PA      | $224958.37    | 1.07%             | N/A             | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC            | Citigroup Inc                                                             | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    410000 | PA      | $408570.13    | 1.95%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE    | Venture Global Plaquemines LNG LLC                                        | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5402.51      | 0.03%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SYNERGY INFRASTRUCTURE H | Synergy Infrastructure Holdings LLC                                       | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $67386.98     | 0.32%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $38853.12     | 0.19%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC   | Arsenal AIC Parent LLC                                                    | CUSIP: 04288BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $60530.42     | 0.29%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC | Acadia Healthcare Co Inc                                                  | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4969.56      | 0.02%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE | Ashton Woods USA LLC / Ashton Woods Finance Co                            | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $291271.55    | 1.39%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD | South Bow Canadian Infrastructure Holdings Ltd                            | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $213773.79    | 1.02%             | 2055-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP       | Energy Transfer LP                                                        | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    410000 | PA      | $411805.64    | 1.97%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRS LLC | Saks Global Enterprises LLC                                               | CUSIP: 79380MAC9<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |     38750 | PA      | $50.38        | 0.00%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| CIMPRESS PLC             | Cimpress PLC                                                              | CUSIP: 17186HAH5<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |    175000 | PA      | $178500.67    | 0.85%             | 2032-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER  | American Electric Power Co Inc                                            | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    220000 | PA      | $235474.36    | 1.12%             | 2054-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC       | Harbour Energy PLC                                                        | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |    135000 | PA      | $136702.11    | 0.65%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN | Hilton Domestic Operating Co Inc                                          | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117692.73    | 0.56%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC | Liberty Mutual Group Inc                                                  | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    395000 | PA      | $389487.03    | 1.86%             | 2051-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC | Builders FirstSource Inc                                                  | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    410000 | PA      | $423912.09    | 2.02%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP     | OneMain Finance Corp                                                      | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20252.57     | 0.10%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD | Transocean International Ltd                                              | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     71250 | PA      | $74449.70     | 0.36%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SNAP INC                 | Snap Inc                                                                  | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    190000 | PA      | $195628.18    | 0.93%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC           | Rocket Cos Inc                                                            | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $109475.00    | 0.52%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TELESAT CANADA/TELESAT L | Telesat Canada / Telesat LLC                                              | CUSIP: 87952VAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     90000 | PA      | $41400.00     | 0.20%             | 2027-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL | Cheplapharm Arzneimittel GmbH                                             | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    165000 | PA      | $162740.08    | 0.78%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL     | ION Platform Finance US Inc / ION Platform Finance SARL                   | CUSIP: 46206AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $151966.69    | 0.73%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES           | LSB Industries Inc                                                        | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |    215000 | PA      | $214656.88    | 1.02%             | 2028-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS | CHS/Community Health Systems Inc                                          | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    620000 | PA      | $582299.47    | 2.78%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP  | Gulfport Energy Operating Corp                                            | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108431.51    | 0.52%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP | Hilcorp Energy I LP / Hilcorp Finance Co                                  | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $110624.36    | 0.53%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP    | NGL Energy Operating LLC / NGL Energy Finance Corp                        | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $98606.60     | 0.47%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY     | Garda World Security Corp                                                 | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $117140.50    | 0.56%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC            | TransDigm Inc                                                             | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    195000 | PA      | $204068.80    | 0.97%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC        | Newell Brands Inc                                                         | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58593.70     | 0.28%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE    | Venture Global Plaquemines LNG LLC                                        | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20484.80     | 0.10%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC        | Newell Brands Inc                                                         | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    275000 | PA      | $276497.75    | 1.32%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN    | Icahn Enterprises LP / Icahn Enterprises Finance Corp                     | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14989.59     | 0.07%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP | Graham Packaging Co Inc                                                   | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |    215000 | PA      | $215183.40    | 1.03%             | 2028-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN | Clarios Global LP / Clarios US Finance Co                                 | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     15000 | PA      | $15657.15     | 0.07%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN    | GENMAB A/S/GENMAB FINANCE LLC                                             | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |      5000 | PA      | $5124.23      | 0.02%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP     | OneMain Finance Corp                                                      | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    180000 | PA      | $187890.79    | 0.90%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI | Antero Midstream Partners LP / Antero Midstream Finance Corp              | CUSIP: 03690AAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10075.61     | 0.05%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD | Transocean International Ltd                                              | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      5000 | PA      | $5222.01      | 0.02%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL FARM CREDIT ACA  | Capital Farm Credit ACA                                                   | CUSIP: 14019TAA4<br>LEI: 254900S6K5I3OISPS518 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247500.00    | 1.18%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE        | Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp              | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20414.58     | 0.10%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS | Ferrellgas LP / Ferrellgas Finance Corp                                   | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $470842.73    | 2.25%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC        | Newell Brands Inc                                                         | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     89000 | PA      | $88675.93     | 0.42%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD | Aptiv Swiss Holdings Ltd                                                  | CUSIP: 03837AAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    165000 | PA      | $172095.57    | 0.82%             | 2054-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC      | Churchill Downs Inc                                                       | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165908.32    | 0.79%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP    | NGL Energy Operating LLC / NGL Energy Finance Corp                        | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $72489.55     | 0.35%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SEMPRA                   | Sempra                                                                    | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56145.41     | 0.27%             | 2056-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC    | Quikrete Holdings Inc                                                     | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    145000 | PA      | $150927.60    | 0.72%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN | Weekley Homes LLC / Weekley Finance Corp                                  | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $172582.38    | 0.82%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP        | DISH Network Corp                                                         | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93670.20     | 0.45%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN    | Icahn Enterprises LP / Icahn Enterprises Finance Corp                     | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $84940.05     | 0.41%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC     | Neptune Bidco US Inc                                                      | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165281.94    | 0.79%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY   | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC     | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15060.68     | 0.07%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC           | Gray Media Inc                                                            | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81746.31     | 0.39%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC        | Iron Mountain Inc                                                         | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105878.50    | 0.51%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALLIANCE RES OP/FINANCE  | Alliance Resource Operating Partners LP / Alliance Resource Finance Corp  | CUSIP: 01879NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $105417.40    | 0.50%             | 2029-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN    | Icahn Enterprises LP / Icahn Enterprises Finance Corp                     | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24656.38     | 0.12%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM     | Taylor Morrison Communities Inc                                           | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5144.46      | 0.02%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ONT GAMING GTA/OTG CO-IS | Ontario Gaming GTA LP/OTG Co-Issuer Inc                                   | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    105000 | PA      | $99560.33     | 0.48%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS | Focus Financial Partners LLC                                              | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35984.15     | 0.17%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS L | Amneal Pharmaceuticals LLC                                                | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5281.55      | 0.03%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MAGNOLIA OIL GAS/MAG FIN | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp        | CUSIP: 559665AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $220971.20    | 1.05%             | 2032-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                | IQVIA Inc                                                                 | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73144.27     | 0.35%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HELIX ENERGY SOLUTIONS   | Helix Energy Solutions Group Inc                                          | CUSIP: 42330PAL1<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | DBT              | CORP              | US        |    125000 | PA      | $131611.25    | 0.63%             | 2029-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE             | AES Corp/The                                                              | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    410000 | PA      | $417547.28    | 1.99%             | 2055-01-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD | South Bow Canadian Infrastructure Holdings Ltd                            | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15635.58     | 0.07%             | 2055-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR | Organon & Co / Organon Foreign Debt Co-Issuer BV                          | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $151037.38    | 0.72%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL   | Froneri Lux FinCo SARL                                                    | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |    110000 | PA      | $111501.41    | 0.53%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INSIGHT ENTERPRS         | Insight Enterprises Inc                                                   | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61679.76     | 0.29%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MILLENNIUM ESCROW CORP   | Millennium Escrow Corp                                                    | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $154199.03    | 0.74%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC     | Neptune Bidco US Inc                                                      | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10253.41     | 0.05%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN    | Trivium Packaging Finance BV                                              | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     49000 | PA      | $52527.31     | 0.25%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC         | CSC Holdings LLC                                                          | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    375000 | PA      | $278605.28    | 1.33%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| TEINE ENERGY LTD         | Teine Energy Ltd                                                          | CUSIP: 879068AB0<br>LEI: 894500JBC83AX7PYEU16 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $114978.64    | 0.55%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI | Standard Building Solutions Inc                                           | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70204.63     | 0.34%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER  | Reinsurance Group of America Inc                                          | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    165000 | PA      | $170494.01    | 0.81%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY     | Carpenter Technology Corp                                                 | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5078.63      | 0.02%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN    | Genesis Energy LP / Genesis Energy Finance Corp                           | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $168371.36    | 0.80%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT | Science Applications International Corp                                   | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65893.09     | 0.31%             | 2033-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC    | Molina Healthcare Inc                                                     | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    180000 | PA      | $183503.66    | 0.88%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RACKSPACE TECHNOLOGY     | Rackspace Technology Global Inc                                           | CUSIP: 750098AA3<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |    175000 | PA      | $35000.00     | 0.17%             | 2028-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC   | Venture Global LNG Inc                                                    | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     95000 | PA      | $75024.42     | 0.36%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| UNIFRAX ESCROW ISS CORP  | ASP Unifrax Holdings Inc                                                  | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |    230000 | PA      | $17250.00     | 0.08%             | 2028-09-30      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| MADISON IAQ LLC          | Madison IAQ LLC                                                           | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64605.11     | 0.31%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SO | Global Infrastructure Solutions Inc                                       | CUSIP: 37960XAB3<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |    165000 | PA      | $175932.71    | 0.84%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TIDEWATER INC            | Tidewater Inc                                                             | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |     60000 | PA      | $64376.34     | 0.31%             | 2030-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP     | OneMain Finance Corp                                                      | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15403.73     | 0.07%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU | Sinclair Television Group Inc                                             | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135775.90    | 0.65%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC | Lloyds Banking Group PLC                                                  | CUSIP: 539439BF5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     55000 | PA      | $54908.91     | 0.26%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP              | Vistra Corp                                                               | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    390000 | PA      | $399805.47    | 1.91%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ILLUMINATE BUYER/HLDG    | Illuminate Buyer LLC / Illuminate Holdings IV Inc                         | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $39052.73     | 0.19%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE           | Azorra Finance Ltd                                                        | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    110000 | PA      | $115261.56    | 0.55%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC | Windsor Holdings III LLC                                                  | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |    190000 | PA      | $200708.02    | 0.96%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC | Warnermedia Holdings Inc                                                  | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     80000 | PA      | $52708.00     | 0.25%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP     | Capstone Copper Corp                                                      | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $129743.28    | 0.62%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DBR LAND HOLDINGS LLC    | DBR Land Holdings LLC                                                     | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51144.00     | 0.24%             | 2030-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP               | Intel Corp                                                                | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    210000 | PA      | $117324.91    | 0.56%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP  | American National Group Inc                                               | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34036.58     | 0.16%             | 2055-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VEND FIN IV | Virgin Media Vendor Financing Notes IV DAC                                | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |     55000 | PA      | $53961.37     | 0.26%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS    | Endo Finance Holdings Inc                                                 | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $95124.69     | 0.45%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE  | Global Medical Response Inc                                               | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51968.69     | 0.25%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN | Ascent Resources Utica Holdings LLC / ARU Finance Corp                    | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $222534.46    | 1.06%             | 2033-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT   | Mauser Packaging Solutions Holding Co                                     | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96000.00     | 0.46%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL / | Albion Financing 1 SARL / Aggreko Holdings Inc                            | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    125000 | PA      | $130463.84    | 0.62%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC        | Herc Holdings Inc                                                         | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40533.07     | 0.19%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE INC       | AMN Healthcare Inc                                                        | CUSIP: 00175PAD5<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40007.48     | 0.19%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS | CHS/Community Health Systems Inc                                          | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    125000 | PA      | $111360.68    | 0.53%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA               | Grifols SA                                                                | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    120000 | PA      | $118511.38    | 0.57%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CORONADO FINANCE PTY LTD | Coronado Finance Pty Ltd                                                  | CUSIP: 21979LAB2<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |     95000 | PA      | $88024.22     | 0.42%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP   | CCO Holdings LLC / CCO Holdings Capital Corp                              | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $405895.61    | 1.94%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO               | Opal Bidco SAS                                                            | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |     15000 | PA      | $15363.28     | 0.07%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP       | Energy Transfer LP                                                        | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10674.55     | 0.05%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC        | Post Holdings Inc                                                         | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    365000 | PA      | $368649.97    | 1.76%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC   | Acrisure LLC / Acrisure Finance Inc                                       | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $93841.28     | 0.45%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CATURUS ENERGY LLC       | Caturus Energy LLC                                                        | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114558.84    | 0.55%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC              | Wayfair LLC                                                               | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41123.20     | 0.20%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC     | Cleveland-Cliffs Inc                                                      | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83601.68     | 0.40%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC   | Venture Global LNG Inc                                                    | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165291.59    | 0.79%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC        | Herc Holdings Inc                                                         | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42415.36     | 0.20%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MAXAM PRILL SARL         | Maxam Prill Sarl                                                          | CUSIP: 57779MAA8<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |    110000 | PA      | $113827.67    | 0.54%             | 2030-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| POLARIS INC              | Polaris Inc                                                               | CUSIP: 731068AB8<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70730.98     | 0.34%             | 2031-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC            | VoltaGrid LLC                                                             | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59444.74     | 0.28%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                 | SGUS LLC                                                                  | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50022 | PA      | $18508.14     | 0.09%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC  | Kodiak Gas Services LLC                                                   | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56551.51     | 0.27%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC    | Directv Financing LLC                                                     | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15201.61     | 0.07%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP    | Tenet Healthcare Corp                                                     | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20591.88     | 0.10%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC   | Cloud Software Group Inc                                                  | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166641.66    | 0.80%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN    | GENMAB A/S/GENMAB FINANCE LLC                                             | CUSIP: 37230JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |      5000 | PA      | $5252.06      | 0.03%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC   | Nationstar Mortgage Holdings Inc                                          | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $91012.50     | 0.43%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR | Midcap Financial Issuer Trust                                             | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $194658.63    | 0.93%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC         | WULF Compute LLC                                                          | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $77268.63     | 0.37%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC     | Alpha Generation LLC                                                      | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40359.08     | 0.19%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC     | WR Grace Holdings LLC                                                     | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104707.43    | 0.50%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP          | CVS Health Corp                                                           | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    113000 | PA      | $118013.81    | 0.56%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY   | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC     | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $153721.28    | 0.73%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD | Primo Water Holdings Inc / Triton Water Holdings Inc                      | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $115555.90    | 0.55%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING     | Cornerstone Building Brands Inc                                           | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    175000 | PA      | $129500.00    | 0.62%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA      | Altice Financing SA                                                       | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    240000 | PA      | $166800.00    | 0.80%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD | Transocean International Ltd                                              | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     90000 | PA      | $89147.33     | 0.43%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-26

**Name of Applicant:** Virtus Managed Account Completion Shares (MACS) Trust

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer