# EDGAR Filing Document

**Accession Number:** 0001636289
**File Stem:** 0000940400-25-002006
**Filing Date:** 2025-9
**Character Count:** 118066
**Document Hash:** 6a3e4fbf1fa356c2849daa6dc336a107
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-002006.hdr.sgml**: 20250923

**ACCESSION NUMBER**: 0000940400-25-002006

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250923

**DATE AS OF CHANGE**: 20250923

**PERIOD START**: 20260131

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Virtus Diversified Income & Convertible Fund
- **CENTRAL INDEX KEY:** 0001636289

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0131

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23039
- **FILM NUMBER:** 251334235

**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 Diversified Income & Convertible Fund
- **DATE OF NAME CHANGE:** 20210212

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AllianzGI Diversified Income & Convertible Fund
- **DATE OF NAME CHANGE:** 20150325

## 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 Diversified Income & Convertible Fund

- **b. Investment Company Act file number:** 811-23039

- **c. CIK number of Registrant:** 0001636289

- **d. LEI of Registrant:** 5493008LTG04SBNLT367

- **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:** 866-270-7788

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

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

- **c. LEI of Series:** 5493008LTG04SBNLT367

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

- **a. Date of fiscal year-end:** 2026-01-31

- **b. Date as of which information is reported:** 2025-07-31

**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:** $354491899.08

**Total Liabilities:** $109748764.76

**Net Assets:** $244743134.32

**Delayed Delivery Securities:** $610000.00

**Cash Not Reported:** $6373537.22

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** -179.99000000 | **5-Year:** -2777.46000000 | **10-Year:** -127.19000000 | **30-Year:** -5376.56000000

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

- **3-Month:** 0.00000000 | **1-Year:** -299.28000000 | **5-Year:** -24413.44000000 | **10-Year:** -18355.66000000 | **30-Year:** -985.44000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | 5.97%                | 6.53%                | 2.88%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $343161.62               | $12300462.44                               |
| Month 2  | $1032627.23              | $13685468.38                               |
| Month 3  | $4098510.35              | $2718675.09                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Cadence Design Systems Inc           | Cadence Design Systems Inc                                 | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      1610 | NS      | $586957.70    | 0.24%             |  |  |  | No            |                  1 | 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       |    745000 | PA      | $749536.31    | 0.31%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GALAXY DIGITAL HOLDIN LP             | Galaxy Digital Holdings LP                                 | CUSIP: 36317GAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1500000 | PA      | $2155173.53   | 0.88%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                         | Danaher Corp                                               | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      2815 | NS      | $555005.40    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TENNECO INC                          | Tenneco Inc                                                | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    320000 | PA      | $317614.66    | 0.13%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS              | Alnylam Pharmaceuticals Inc                                | CUSIP: 02043QAB3<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $3528720.02   | 1.44%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                        | Snowflake Inc                                              | CUSIP: 833445AC3<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $3875000.00   | 1.58%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                        | Golar LNG Ltd                                              | CUSIP: 38046YAC5<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |   1635000 | PA      | $1662795.00   | 0.68%             | 2030-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                  | Coinbase Global Inc                                        | CUSIP: 19260QAB3<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   3060000 | PA      | $3655776.00   | 1.49%             | 2026-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SOLARIS ENERGY INFRASTRU             | Solaris Energy Infrastructure Inc                          | CUSIP: 83419XAA6<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1805168.75   | 0.74%             | 2030-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                | Lumentum Holdings Inc                                      | CUSIP: 55024UAD1<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |   3775000 | PA      | $4781037.50   | 1.95%             | 2026-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC               | Group 1 Automotive Inc                                     | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    440000 | PA      | $448168.16    | 0.18%             | 2030-01-15      | Fixed         | 6.38%                 | 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        |       630 | NS      | $63000.00     | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Generac Holdings Inc                 | Generac Holdings Inc                                       | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |       428 | NS      | $83327.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VMED O2 UK FINANCING I               | Vmed O2 UK Financing I PLC                                 | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    695000 | PA      | $723984.98    | 0.30%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UNITY SOFTWARE INC                   | Unity Software Inc                                         | CUSIP: 91332UAG6<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1849672.50   | 0.76%             | 2030-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc              | Rockwell Automation Inc                                    | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      1485 | NS      | $522289.35    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC FIN SVCS INC                | PennyMac Financial Services Inc                            | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    885000 | PA      | $934013.07    | 0.38%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC               | Nationstar Mortgage Holdings Inc                           | CUSIP: 63861CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $574336.03    | 0.23%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                   | Home Depot Inc/The                                         | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      1755 | NS      | $644980.05    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKET COS INC                       | Rocket Cos Inc                                             | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    730000 | PA      | $744587.74    | 0.30%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software        | Take-Two Interactive Software Inc                          | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      1361 | NS      | $303135.53    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                | Uber Technologies Inc                                      | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2885000 | PA      | $3270147.50   | 1.34%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                          | Netflix Inc                                                | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       770 | NS      | $892738.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                            | Apple Inc                                                  | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     17940 | NS      | $3723805.80   | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.      | JPMORGAN CHASE & CO                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -22 | NC      | $-682.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PAR TECHNOLOGY CORP                  | PAR Technology Corp                                        | CUSIP: 698884AE3<br>LEI: 549300HYPTHBJQINVG57 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1890053.13   | 0.77%             | 2027-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc               | Intuitive Surgical Inc                                     | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      2005 | NS      | $964585.45    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SOFI TECHNOLOGIES INC                | SoFi Technologies Inc                                      | CUSIP: 83406FAA0<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |   2690000 | PA      | $3247886.34   | 1.33%             | 2026-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTON STORES INC                | Burlington Stores Inc                                      | CUSIP: 122017AD8<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |    770000 | PA      | $1104180.00   | 0.45%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC               | Arsenal AIC Parent LLC                                     | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    720000 | PA      | $763205.76    | 0.31%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I             | Performance Food Group Inc                                 | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    735000 | PA      | $746382.95    | 0.30%             | 2032-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL               | NextEra Energy Capital Holdings Inc                        | CUSIP: 65339KCY4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $2132735.00   | 0.87%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                           | DaVita Inc                                                 | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    295000 | PA      | $304230.55    | 0.12%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WAYFAIR INC                          | Wayfair Inc                                                | CUSIP: 94419LAP6<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1449938.58   | 0.59%             | 2027-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                  | Hudbay Minerals Inc                                        | CUSIP: 443628AH5<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |    465000 | PA      | $467599.82    | 0.19%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CELCUITY INC                         | Celcuity Inc                                               | CUSIP: 15102KAA8<br>LEI: 25490070W7UU7W2SEY87 | Long             | DBT              | CORP              | US        |    540000 | PA      | $596288.36    | 0.24%             | 2031-08-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MAKEMYTRIP LIMITED                   | MakeMyTrip Ltd                                             | CUSIP: 56087FAC8<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | DBT              | CORP              | MU        |   1490000 | PA      | $1531632.10   | 0.63%             | 2030-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RIVIAN AUTO INC                      | Rivian Automotive Inc                                      | CUSIP: 76954AAB9<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |   2540000 | PA      | $2497137.50   | 1.02%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VARONIS SYSTEM INC                   | Varonis Systems Inc                                        | CUSIP: 922280AC6<br>LEI: 549300SHIVNRRH7STS26 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1768530.00   | 0.72%             | 2029-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                        | Boeing Co/The                                              | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |     99750 | NS      | $7052325.00   | 2.88%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCHILL DOWNS INC                  | Churchill Downs Inc                                        | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    285000 | PA      | $290992.70    | 0.12%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC               | EquipmentShare.com Inc                                     | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    720000 | PA      | $766350.00    | 0.31%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                   | CNX Resources Corp                                         | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    750000 | PA      | $772979.25    | 0.32%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| INTERDIGITAL INC                     | InterDigital Inc                                           | CUSIP: 45867GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $1443940.00   | 0.59%             | 2027-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc        | Intercontinental Exchange Inc                              | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      2705 | NS      | $499965.15    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT CORP                         | Navient Corp                                               | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    220000 | PA      | $240418.64    | 0.10%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                     | Wells Fargo & Co                                           | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      9750 | NS      | $786142.50    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| STATION CASINOS LLC                  | Station Casinos LLC                                        | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305915.70    | 0.12%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.      | COCA-COLA CO/THE                                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -44 | NC      | $-396.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC                      | Gen Digital Inc                                            | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    850000 | PA      | $866556.30    | 0.35%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR             | Organon & Co / Organon Foreign Debt Co-Issuer BV           | CUSIP: 68622FAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    690000 | PA      | $617771.01    | 0.25%             | 2034-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LiveStyle Inc. Common Stock          | LiveStyle Inc. Common Stock                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13574 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.            | SERVICENOW INC                                             | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        -7 | NC      | $-2275.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT4 PAYMENTS INC                  | Shift4 Payments Inc                                        | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2360000 | PA      | $2566500.00   | 1.05%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                   | Analog Devices Inc                                         | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      2615 | NS      | $587407.45    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc              | O'Reilly Automotive Inc                                    | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      8765 | NS      | $861774.80    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMOURS CO                          | Chemours Co/The                                            | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    605000 | PA      | $562783.55    | 0.23%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMED             | AmeriTex HoldCo Intermediate LLC                           | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | PA      | $472890.65    | 0.19%             | 2033-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| INSULET CORPORATION                  | Insulet Corp                                               | CUSIP: 45784PAK7<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1456510.00   | 0.60%             | 2026-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.      | WELLS FARGO & CO                                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -49 | NC      | $-196.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp                       | Atlassian Corp                                             | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | AU        |      1900 | NS      | $364382.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY CO                         | SM Energy Co                                               | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    290000 | PA      | $287164.18    | 0.12%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.      | INTUITIVE SURGICAL INC                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -13 | NC      | $-390.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WESCO DISTRIBUTION INC               | WESCO Distribution Inc                                     | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    445000 | PA      | $455573.20    | 0.19%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                    | Herc Holdings Inc                                          | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    585000 | PA      | $605775.69    | 0.25%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                     | Hewlett Packard Enterprise Co                              | CUSIP: 42824C208<br>LEI: 549300BX44RGX6ANDV88 | Long             | EP               | CORP              | US        |     29650 | NS      | $1779000.00   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGATE DATA STOR                    | Seagate Data Storage Technology Pte Ltd                    | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    845000 | PA      | $892423.39    | 0.36%             | 2031-07-15      | Fixed         | 8.50%                 | 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        |    285000 | PA      | $284931.37    | 0.12%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ODDITY FINANCE LLC                   | Oddity Finance LLC                                         | CUSIP: 67579RAA8<br>LEI: 254900FTSJH2TRDJ3905 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1874562.50   | 0.77%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                  | American Tower Corp                                        | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       540 | NS      | $112530.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                         | Alphabet Inc                                               | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      9610 | NS      | $1844159.00   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| SEA LTD                              | Sea Ltd                                                    | CUSIP: 81141RAF7<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | KY        |    555000 | PA      | $961537.50    | 0.39%             | 2025-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                 | OneMain Finance Corp                                       | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    715000 | PA      | $738112.38    | 0.30%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                 | Ares Management Corp                                       | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |     42485 | NS      | $2404651.00   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCE AUTO PARTS                   | Advance Auto Parts Inc                                     | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    590000 | PA      | $593162.40    | 0.24%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC             | Permian Resources Operating LLC                            | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    430000 | PA      | $432557.64    | 0.18%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                         | Xylem Inc/NY                                               | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |       975 | NS      | $141004.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc       | Air Products and Chemicals Inc                             | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      1150 | NS      | $331062.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| RIOT PLATFORMS INC                   | Riot Platforms Inc                                         | CUSIP: 767292AA3<br>LEI: 5299005LKZAJQDQZDF73 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1852771.88   | 0.76%             | 2030-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ZSCALER INC.                         | Zscaler Inc                                                | CUSIP: 98980GAC6<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1082250.00   | 0.44%             | 2028-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                 | Parker-Hannifin Corp                                       | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      1210 | NS      | $885599.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                   | Meta Platforms Inc                                         | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      4915 | NS      | $3801457.60   | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| WEATHERFORD INTERNATIONA             | Weatherford International Ltd                              | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    555000 | PA      | $570158.16    | 0.23%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                | Costco Wholesale Corp                                      | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       455 | NS      | $427536.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MAUSER PACKAGING SOLUT               | Mauser Packaging Solutions Holding Co                      | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    735000 | PA      | $741413.61    | 0.30%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.      | ORACLE CORP                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -28 | NC      | $-504.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHART INDUSTRIES INC                 | Chart Industries Inc                                       | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    560000 | PA      | $586617.36    | 0.24%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OSI SYSTEMS INC                      | OSI Systems Inc                                            | CUSIP: 671044AE5<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1820959.10   | 0.74%             | 2029-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc           | Vertex Pharmaceuticals Inc                                 | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       755 | NS      | $344936.85    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                | Tenet Healthcare Corp                                      | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    435000 | PA      | $435026.54    | 0.18%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                   | NextEra Energy Inc                                         | CUSIP: 65339F663<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |     21430 | NS      | $1029497.20   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                        | Carnival Corp                                              | CUSIP: 143658BV3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    850000 | PA      | $1962650.00   | 0.80%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC               | CACI International Inc                                     | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    290000 | PA      | $296536.89    | 0.12%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AFFIRM HOLDINGS INC                  | Affirm Holdings Inc                                        | CUSIP: 00827BAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1995000 | PA      | $2105722.50   | 0.86%             | 2029-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Linde PLC                            | Linde PLC                                                  | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | US        |       820 | NS      | $377413.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MP MATERIALS CORP                    | MP Materials Corp                                          | CUSIP: 553368AC5<br>LEI: 89450063PHPS61USMT84 | Long             | DBT              | CORP              | US        |    510000 | PA      | $1494045.00   | 0.61%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC                    | MicroStrategy Inc                                          | CUSIP: 594972AT8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1287357.03   | 0.53%             | 2030-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC               | Northern Oil & Gas Inc                                     | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    305000 | PA      | $313351.82    | 0.13%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC                    | MicroStrategy Inc                                          | CUSIP: 594972887<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |      5460 | NS      | $607206.60    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKET LAB USA                       | Rocket Lab USA Inc                                         | CUSIP: 773122AA4<br>LEI: 254900B4DEYFZJ980A14 | Long             | DBT              | CORP              | US        |    145000 | PA      | $1301012.50   | 0.53%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                | Panther Escrow Issuer LLC                                  | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    915000 | PA      | $946199.12    | 0.39%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                           | Intuit Inc                                                 | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       855 | NS      | $671286.15    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCER INTL INC                      | Mercer International Inc                                   | CUSIP: 588056BA8<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    300000 | PA      | $241662.72    | 0.10%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| M/A-COM TECH SOLUTIONS               | MACOM Technology Solutions Holdings Inc                    | CUSIP: 55405YAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1623960.00   | 0.66%             | 2029-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IREN LTD                             | IREN Ltd                                                   | CUSIP: 46270CAC3<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |    540000 | PA      | $762750.00    | 0.31%             | 2029-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CCF Holdings LLC                     | CCF Holdings LLC                                           | CUSIP: 12509J208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1026972 | NS      | $71888.04     | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| REPLIGEN CORP                        | Repligen Corp                                              | CUSIP: 759916AD1<br>LEI: 54930006QJ0T5AUO1E71 | Long             | DBT              | CORP              | US        |    815000 | PA      | $789735.00    | 0.32%             | 2028-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The              | Charles Schwab Corp/The                                    | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     11340 | NS      | $1108258.20   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLFSPEED INC                        | Wolfspeed Inc                                              | CUSIP: 977852AB8<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $455262.50    | 0.19%             | 2028-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| RTX Corp                             | RTX Corp                                                   | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      4220 | NS      | $664945.40    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| LIONS GATE CAPITAL HOL 1             | Starz Capital Holdings 1 Inc                               | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $251775.00    | 0.10%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                            | Tesla Inc                                                  | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      4260 | NS      | $1313230.20   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEVELAND-CLIFFS INC                 | Cleveland-Cliffs Inc                                       | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487804.80    | 0.20%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                       | Mastercard Inc                                             | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      3405 | NS      | $1928830.35   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPSTONE COPPER CORP                 | Capstone Copper Corp                                       | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    440000 | PA      | $448425.12    | 0.18%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BLOOM ENERGY CORP                    | Bloom Energy Corp                                          | CUSIP: 093712AM9<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |    750000 | PA      | $1482225.00   | 0.61%             | 2029-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IRHYTHM TECHNOLOGIES INC             | iRhythm Technologies Inc                                   | CUSIP: 450056AB2<br>LEI: 549300FJI72RJGDQS384 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1427800.00   | 0.58%             | 2029-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                  | NCL Corp Ltd                                               | CUSIP: 62886HBD2<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   2040000 | PA      | $2142000.00   | 0.88%             | 2027-02-15      | Fixed         | 1.12%                 | 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        |    150000 | PA      | $146730.24    | 0.06%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc            | Palantir Technologies Inc                                  | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      2855 | NS      | $452089.25    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEPEAK NILE PARENT                | Stonepeak Nile Parent LLC                                  | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |    585000 | PA      | $614450.66    | 0.25%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                          | NVIDIA Corp                                                | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     31249 | NS      | $5558259.63   | 2.27%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC                 | WEC Energy Group Inc                                       | CUSIP: 92939UAS5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $2035125.00   | 0.83%             | 2028-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| 3M Co                                | 3M Co                                                      | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      5390 | NS      | $804295.80    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                           | Ecolab Inc                                                 | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      1580 | NS      | $413580.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc           | Chipotle Mexican Grill Inc                                 | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10210 | NS      | $437804.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| QXO INC                              | QXO Inc                                                    | CUSIP: 82846H504<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     42880 | NS      | $2479321.60   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                       | Microsoft Corp                                             | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     14664 | NS      | $7823244.00   | 3.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AXON ENTERPRISE INC                  | Axon Enterprise Inc                                        | CUSIP: 05464CAB7<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    305000 | PA      | $1007601.95   | 0.41%             | 2027-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                     | Coca-Cola Co/The                                           | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      6260 | NS      | $424991.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTRESS TRANS & INFRAST             | FTAI Aviation Investors LLC                                | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    870000 | PA      | $922433.16    | 0.38%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ALPHATEC HOLDINGS INC                | Alphatec Holdings Inc                                      | CUSIP: 02081GAC6<br>LEI: 549300EZE8CQ8K65FS24 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1347669.00   | 0.55%             | 2030-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                           | AbbVie Inc                                                 | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      1835 | NS      | $346851.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                        | Carnival Corp                                              | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    295000 | PA      | $296997.15    | 0.12%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MERIT MEDICAL SYSTEMS IN             | Merit Medical Systems Inc                                  | CUSIP: 589889AA2<br>LEI: 549300OYTY138SP2CE83 | Long             | DBT              | CORP              | US        |    865000 | PA      | $1017672.50   | 0.42%             | 2029-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                  | Sirius XM Radio LLC                                        | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    895000 | PA      | $883875.42    | 0.36%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS               | Adient Global Holdings Ltd                                 | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    565000 | PA      | $576164.97    | 0.24%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                         | Alphabet Inc                                               | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      3685 | NS      | $710689.10    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy Inc                          | GoDaddy Inc                                                | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |      3300 | NS      | $533214.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                | DuPont de Nemours Inc                                      | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      3594 | NS      | $258408.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSTRATEGY INC                    | MicroStrategy Inc                                          | CUSIP: 594972AR2<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   4405000 | PA      | $4212612.51   | 1.72%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UPSTART HOLDINGS INC                 | Upstart Holdings Inc                                       | CUSIP: 91680MAE7<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1206150.00   | 0.49%             | 2030-11-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                       | Eaton Corp PLC                                             | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      1820 | NS      | $700190.40    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS-BROCKWAY                       | Owens-Brockway Glass Container Inc                         | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    430000 | PA      | $434831.91    | 0.18%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ITRON INC                            | Itron Inc                                                  | CUSIP: 465741AQ9<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1274663.95   | 0.52%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                | Uber Technologies Inc                                      | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    400000 | PA      | $545800.00    | 0.22%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                 | CITGO Petroleum Corp                                       | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    430000 | PA      | $445913.01    | 0.18%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| XPO INC                              | XPO Inc                                                    | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    695000 | PA      | $718992.22    | 0.29%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                      | TJX Cos Inc/The                                            | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      4710 | NS      | $586536.30    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                | Micron Technology Inc                                      | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      4020 | NS      | $438742.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVITAS RESOURCES INC                | Civitas Resources Inc                                      | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    425000 | PA      | $430243.95    | 0.18%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                       | Cloudflare Inc                                             | CUSIP: 18915MAC1<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $3379750.00   | 1.38%             | 2026-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                          | Datadog Inc                                                | CUSIP: 23804LAC7<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |   2725000 | PA      | $2644732.51   | 1.08%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp            | Edwards Lifesciences Corp                                  | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      6455 | NS      | $511946.05    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NUTANIX INC                          | Nutanix Inc                                                | CUSIP: 67059NAJ7<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1736889.00   | 0.71%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LIFE360 INC                          | Life360 Inc                                                | CUSIP: 532206AB5<br>LEI: 254900VO9VDOQBQAHF07 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1675998.47   | 0.68%             | 2030-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN              | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc      | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $929695.50    | 0.38%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.      | CAPITAL ONE FINANCIAL CORP                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -23 | NC      | $-3036.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                  | JPMorgan Chase & Co                                        | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      4425 | NS      | $1310862.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                | Wells Fargo & Co                                           | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      4650 | NS      | $5508111.00   | 2.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NIQ GLOBAL INTELLIGENCE PLC          | NIQ GLOBAL INTELLIGENCE PLC                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26660 | NS      | $491610.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                  | General Electric Co                                        | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      3740 | NS      | $1013839.20   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                       | CBRE Group Inc                                             | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      4325 | NS      | $673575.50    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| GARRETT MOTION HLD/SARL              | Garrett Motion Holdings Inc / Garrett LX I Sarl            | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $441052.30    | 0.18%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.      | COSTCO WHOLESALE CORP                                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |        -3 | NC      | $-330.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MIRION TECHNOLOGIES INC              | Mirion Technologies Inc                                    | CUSIP: 60471AAA9<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1966425.00   | 0.80%             | 2030-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC             | Builders FirstSource Inc                                   | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    570000 | PA      | $582885.99    | 0.24%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SPOTIFY USA INC                      | Spotify USA Inc                                            | CUSIP: 84921RAB6<br>LEI: 2138008WM218QBKRII94 | Long             | DBT              | CORP              | US        |    705000 | PA      | $890767.50    | 0.36%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GDS HOLDINGS LIMITED                 | GDS Holdings Ltd                                           | CUSIP: 36165LAC2<br>LEI: 391200MGV8DDCHTN2R77 | Long             | DBT              | CORP              | KY        |   1130000 | PA      | $1470695.00   | 0.60%             | 2032-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD             | Transocean Titan Financing Ltd                             | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    588095 | PA      | $602707.64    | 0.25%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.      | TESLA INC                                                  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -30 | NC      | $-2160.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER OP LLC                     | Welltower OP LLC                                           | CUSIP: 95041AAD0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   3490000 | PA      | $4826670.00   | 1.97%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| STRIDE INC                           | Stride Inc                                                 | CUSIP: 86333MAA6<br>LEI: 254900BRWS3AFONWU277 | Long             | DBT              | CORP              | US        |    325000 | PA      | $806162.50    | 0.33%             | 2027-09-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                    | Post Holdings Inc                                          | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    725000 | PA      | $724453.43    | 0.30%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                            | Sunoco LP                                                  | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    585000 | PA      | $592488.59    | 0.24%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Corp            | Constellation Energy Corp                                  | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      1675 | NS      | $582632.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.      | ALPHABET INC                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -67 | NC      | $-871.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| IREN LTD                             | IREN Ltd                                                   | CUSIP: 46270CAA7<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |    985000 | PA      | $1180522.50   | 0.48%             | 2030-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                 | OneMain Finance Corp                                       | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    575000 | PA      | $592620.30    | 0.24%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Deere & Co                           | Deere & Co                                                 | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       820 | NS      | $429983.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNAPTICS INC                        | Synaptics Inc                                              | CUSIP: 87157DAH2<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1128000.00   | 0.46%             | 2031-12-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MP MATERIALS CORP                    | MP Materials Corp                                          | CUSIP: 553368AA9<br>LEI: 89450063PHPS61USMT84 | Long             | DBT              | CORP              | US        |    315000 | PA      | $452025.00    | 0.18%             | 2026-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER INC             | Super Micro Computer Inc                                   | CUSIP: 86800UAB0<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1758557.50   | 0.72%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity FedFund          | BlackRock Liquidity FedFund                                | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |  13122414 | NS      | $13122414.26  | 5.36%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR ESCROW ISSUER LLC                | AAR Escrow Issuer LLC                                      | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $718241.30    | 0.29%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CONCENTRA HEALTH SERVICE             | Concentra Health Services Inc                              | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |    575000 | PA      | $590806.89    | 0.24%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN             | 1011778 BC ULC / New Red Finance Inc                       | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    555000 | PA      | $567250.52    | 0.23%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GUARDANT HEALTH INC                  | Guardant Health Inc                                        | CUSIP: 40131MAD1<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1470782.43   | 0.60%             | 2031-02-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                         | Moody's Corp                                               | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      1535 | NS      | $791645.55    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                        | Citigroup Inc                                              | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     10925 | NS      | $1023672.50   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                      | Dollar Tree Inc                                            | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      5765 | NS      | $654615.75    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                        | McKesson Corp                                              | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       950 | NS      | $658863.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AEROVIRONMENT INC                    | AeroVironment Inc                                          | CUSIP: 008073AA6<br>LEI: 529900PGHVI29YLZ6221 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1735653.00   | 0.71%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                             | AT&T Inc                                                   | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     16490 | NS      | $451990.90    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT4 PAYMENTS INC                  | Shift4 Payments Inc                                        | CUSIP: 82452J307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      8775 | NS      | $1035011.25   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MEDIA CORP                   | Liberty Media Corp-Liberty Formula One                     | CUSIP: 531229AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    940000 | PA      | $1210250.00   | 0.49%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                | GFL Environmental Inc                                      | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    535000 | PA      | $554440.66    | 0.23%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UKG INC                              | UKG Inc                                                    | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    600000 | PA      | $615999.00    | 0.25%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SNAP INC                             | Snap Inc                                                   | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    565000 | PA      | $579323.32    | 0.24%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                    | Iron Mountain Inc                                          | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    555000 | PA      | $570138.18    | 0.23%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                    | Newell Brands Inc                                          | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    575000 | PA      | $602527.27    | 0.25%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE              | Avis Budget Car Rental LLC / Avis Budget Finance Inc       | CUSIP: 053773BH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    910000 | PA      | $929228.30    | 0.38%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AST SPACEMOBILE INC                  | AST SpaceMobile Inc                                        | CUSIP: 00217DAC4<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $2269820.00   | 0.93%             | 2032-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                            | PG&E Corp                                                  | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |     45615 | NS      | $1733826.15   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| BATH & BODY WORKS INC                | Bath & Body Works Inc                                      | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    280000 | PA      | $288115.24    | 0.12%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                 | Western Digital Corp                                       | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $2303725.00   | 0.94%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRIP.COM GROUP LTD                   | Trip.com Group Ltd                                         | CUSIP: 89677QAB3<br>LEI: 2549004RMYDSRQL4KW41 | Long             | DBT              | CORP              | KY        |    925000 | PA      | $1047100.00   | 0.43%             | 2029-06-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BRIGHTSPRING HEALTH SERV             | BrightSpring Health Services Inc                           | CUSIP: 10950A205<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     28445 | NS      | $2058564.65   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                         | Broadcom Inc                                               | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      6665 | NS      | $1957510.50   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| PARSONS CORP                         | Parsons Corp                                               | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1989210.00   | 0.81%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                  | Axon Enterprise Inc                                        | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |       375 | NS      | $283308.75    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC             | Permian Resources Operating LLC                            | CUSIP: 15136AAA0<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    165000 | PA      | $413394.43    | 0.17%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RUBRIK INC                           | Rubrik Inc                                                 | CUSIP: 781154AC3<br>LEI: 254900TRGK2WTBYMYU27 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1060785.00   | 0.43%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                         | KKR & Co Inc                                               | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |     49400 | NS      | $2838030.00   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc           | Advanced Micro Devices Inc                                 | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      5605 | NS      | $988217.55    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC                        | TransDigm Inc                                              | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    565000 | PA      | $588304.24    | 0.24%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                    | Allstate Corp/The                                          | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      2216 | NS      | $450402.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE US HOLDINGS LLC             | Celanese US Holdings LLC                                   | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    435000 | PA      | $438735.35    | 0.18%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES              | Royal Caribbean Cruises Ltd                                | CUSIP: 780153BQ4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    130000 | PA      | $833040.00    | 0.34%             | 2025-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.            | BROADCOM INC                                               | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       -47 | NC      | $-6721.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AMER SPORTS COMPANY                  | Amer Sports Co                                             | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |    425000 | PA      | $441451.75    | 0.18%             | 2031-02-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                    | Nexstar Media Inc                                          | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    865000 | PA      | $863321.21    | 0.35%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CoStar Group Inc                     | CoStar Group Inc                                           | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |      5495 | NS      | $523069.05    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL CORPORATION LTD                  | NCL Corp Ltd                                               | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    885000 | PA      | $909001.63    | 0.37%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD               | Jazz Investments I Ltd                                     | CUSIP: 472145AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1570000 | PA      | $1730925.00   | 0.71%             | 2030-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Aon PLC                              | Aon PLC                                                    | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | GB        |      1840 | NS      | $654506.40    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.      | ALPHABET INC                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -26 | NC      | $-338.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chewy Inc                            | Chewy Inc                                                  | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |     10020 | NS      | $367734.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP               | CCO Holdings LLC / CCO Holdings Capital Corp               | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $285819.79    | 0.12%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| XOMETRY INC                          | Xometry Inc                                                | CUSIP: 98423FAC3<br>LEI: 5493006JFRGU7YRRXE44 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1881562.50   | 0.77%             | 2030-06-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                       | Eli Lilly & Co                                             | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      1085 | NS      | $802975.95    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                 | Waste Management Inc                                       | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      3830 | NS      | $877682.80    | 0.36%             |  |  |  | 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        |    363920 | NC      | $3639.20      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CAESARS ENTERTAIN INC                | Caesars Entertainment Inc                                  | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    750000 | PA      | $723889.05    | 0.30%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                  | Cardinal Health Inc                                        | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      2660 | NS      | $412885.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIKRETE HOLDINGS INC                | Quikrete Holdings Inc                                      | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    845000 | PA      | $866652.52    | 0.35%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ETSY INC                             | Etsy Inc                                                   | CUSIP: 29786AAP1<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |    540000 | PA      | $544050.00    | 0.22%             | 2030-06-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| INSULET CORPORATION                  | Insulet Corp                                               | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |    570000 | PA      | $585916.68    | 0.24%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C             | American Water Capital Corp                                | CUSIP: 03040WBE4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1817783.00   | 0.74%             | 2026-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                       | Bombardier Inc                                             | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    850000 | PA      | $873647.85    | 0.36%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                  | Viavi Solutions Inc                                        | CUSIP: 925550AH8<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    850000 | PA      | $853718.75    | 0.35%             | 2026-03-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                       | ServiceNow Inc                                             | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      1065 | NS      | $1004422.80   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                          | Equinix Inc                                                | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       530 | NS      | $416140.10    | 0.17%             |  |  |  | No            |                  1 | 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        |    555000 | PA      | $570567.75    | 0.23%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GRANITE CONSTRUCTION INC             | Granite Construction Inc                                   | CUSIP: 387328AF4<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1928362.50   | 0.79%             | 2030-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                | Uber Technologies Inc                                      | CUSIP: 90353TAR1<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    975000 | PA      | $1084616.71   | 0.44%             | 2028-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                 | Bridgebio Pharma Inc                                       | CUSIP: 10806XAB8<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1405873.00   | 0.57%             | 2027-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IMAX CORP                            | IMAX Corp                                                  | CUSIP: 45245EAJ8<br>LEI: 5493002KS2T1Q0X7VZ21 | Long             | DBT              | CORP              | CA        |   1610000 | PA      | $1714567.28   | 0.70%             | 2026-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CENTRUS ENERGY CORP                  | Centrus Energy Corp                                        | CUSIP: 15643UAD6<br>LEI: 549300G6VDK9G8276661 | Long             | DBT              | CORP              | US        |    450000 | PA      | $1075275.00   | 0.44%             | 2030-11-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                        | TransDigm Inc                                              | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    590000 | PA      | $593747.68    | 0.24%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                       | Gray Media Inc                                             | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    435000 | PA      | $438815.53    | 0.18%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                       | Amazon.com Inc                                             | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     19645 | NS      | $4599090.95   | 1.88%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.      | GENERAL ELECTRIC CO                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -14 | NC      | $-434.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                | Williams Scotsman Inc                                      | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    585000 | PA      | $603193.79    | 0.25%             | 2030-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP              | Digital Realty Trust LP                                    | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   1915000 | PA      | $2018601.50   | 0.82%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                    | Waste Pro USA Inc                                          | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    560000 | PA      | $581035.28    | 0.24%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                    | Iron Mountain Inc                                          | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    700000 | PA      | $711954.60    | 0.29%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.      | WALMART INC                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -101 | NC      | $-808.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED ENERGY IND                  | Advanced Energy Industries Inc                             | CUSIP: 007973AE0<br>LEI: 549300756XI3QLFT2U27 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1595388.26   | 0.65%             | 2028-09-15      | Fixed         | 2.50%                 | 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        |    219990 | NS      | $15399.30     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| BOX INC                              | Box Inc                                                    | CUSIP: 10316TAC8<br>LEI: 549300KQUCPD8687YS68 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1400700.00   | 0.57%             | 2029-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TEMPUS AI INC                        | Tempus AI Inc                                              | CUSIP: 88023BAD5<br>LEI: 2549009LA0KWRAGQBX50 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1328992.50   | 0.54%             | 2030-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                 | Bridgebio Pharma Inc                                       | CUSIP: 10806XAH5<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |    755000 | PA      | $934312.50    | 0.38%             | 2031-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER               | Goodyear Tire & Rubber Co/The                              | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    580000 | PA      | $590172.62    | 0.24%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT             | Rexford Industrial Realty LP                               | CUSIP: 76169XAD6<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1037925.00   | 0.42%             | 2027-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp               | Boston Scientific Corp                                     | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     10550 | NS      | $1106906.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA             | SeaWorld Parks & Entertainment Inc                         | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |    310000 | PA      | $301739.09    | 0.12%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                    | Cisco Systems Inc                                          | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     19440 | NS      | $1323475.20   | 0.54%             |  |  |  | No            |                  1 | 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        |    215000 | PA      | $216976.07    | 0.09%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                  | Exact Sciences Corp                                        | CUSIP: 30063PAE5<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1238507.50   | 0.51%             | 2031-04-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                | Venture Global Plaquemines LNG LLC                         | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    440000 | PA      | $452630.45    | 0.18%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                  | Gilead Sciences Inc                                        | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      5235 | NS      | $587838.15    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MCAFEE CORP                          | McAfee Corp                                                | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    840000 | PA      | $778838.84    | 0.32%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC              | Light & Wonder International Inc                           | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    710000 | PA      | $710749.05    | 0.29%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.      | MICRON TECHNOLOGY INC                                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -28 | NC      | $-588.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AXLE & MFG INC              | American Axle & Manufacturing Inc                          | CUSIP: 02406PBA7<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    450000 | PA      | $448274.34    | 0.18%             | 2028-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                          | Oracle Corp                                                | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      3953 | NS      | $1003152.81   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMTECH CORP                         | Semtech Corp                                               | CUSIP: 816850AF8<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1557783.08   | 0.64%             | 2027-11-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                         | Navient Corp                                               | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    450000 | PA      | $468549.24    | 0.19%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.      | CINTAS CORP                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -20 | NC      | $-2600.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp           | Capital One Financial Corp                                 | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      4664 | NS      | $1002760.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC               | Guidewire Software Inc                                     | CUSIP: 40171VAB6<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1994910.00   | 0.82%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC             | Microchip Technology Inc                                   | CUSIP: 595017302<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EP               | CORP              | US        |     31750 | NS      | $1997392.50   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA INC                            | TEGNA Inc                                                  | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    640000 | PA      | $615190.85    | 0.25%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                          | Walmart Inc                                                | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     14420 | NS      | $1412871.60   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc               | Motorola Solutions Inc                                     | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       965 | NS      | $423615.70    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOUD SOFTWARE GRP INC               | Cloud Software Group Inc                                   | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    580000 | PA      | $585733.30    | 0.24%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                        | PRA Group Inc                                              | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    765000 | PA      | $782558.07    | 0.32%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                   | Seagate HDD Cayman                                         | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |   1800000 | PA      | $3489300.00   | 1.43%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                      | Caterpillar Inc                                            | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      2780 | NS      | $1217695.60   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORP                             | UGI Corp                                                   | CUSIP: 902681AB1<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1975170.50   | 0.81%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN             | Live Nation Entertainment Inc                              | CUSIP: 538034BB4<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   4705000 | PA      | $5048465.00   | 2.06%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                             | NIKE Inc                                                   | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      5570 | NS      | $416023.30    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                          | Cintas Corp                                                | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3875 | NS      | $862381.25    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| AXON ENTERPRISE INC                  | Axon Enterprise Inc                                        | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    440000 | PA      | $450766.91    | 0.18%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CYBERARK SOFTWARE LTD                | CyberArk Software Ltd                                      | CUSIP: 23248VAC9<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |   2420000 | PA      | $2485340.00   | 1.02%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                          | Southern Co/The                                            | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   3255000 | PA      | $3282667.50   | 1.34%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NASDAQ, INC.                         | O'REILLY AUTOMOTIVE INC                                    | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |       -44 | NC      | $-1980.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MEDLINE BORROWER LP                  | Medline Borrower LP                                        | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    625000 | PA      | $612788.69    | 0.25%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                | ON Semiconductor Corp                                      | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1257839.24   | 0.51%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                       | Morgan Stanley                                             | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      4190 | NS      | $596907.40    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DOORDASH INC                         | DoorDash Inc                                               | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $2116725.00   | 0.86%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS              | Frontier Communications Holdings LLC                       | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $429094.93    | 0.18%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-23

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

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer