# EDGAR Filing Document

**Accession Number:** 0001636289
**File Stem:** 0000940400-26-012442
**Filing Date:** 2026-3
**Character Count:** 117314
**Document Hash:** 973ed04be9fafd981492e0a480865850
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-012442.hdr.sgml**: 20260331

**ACCESSION NUMBER**: 0000940400-26-012442

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260130

**FILED AS OF DATE**: 20260331

**DATE AS OF CHANGE**: 20260331

**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:** 26819580

**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:** 2026-01-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $377632480.10

**Total Liabilities:** $108240943.49

**Net Assets:** $269391536.61

**Cash Not Reported:** $9536957.32

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3.06000000 | **1-Year:** 0.00000000 | **5-Year:** -3975.26000000 | **10-Year:** -327.53000000 | **30-Year:** -6183.41000000

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

- **3-Month:** 0.00000000 | **1-Year:** -403.32000000 | **5-Year:** -22072.61000000 | **10-Year:** -25267.85000000 | **30-Year:** -383.10000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | -0.52%               | -0.86%               | 4.19%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3856023.70              | $-5443021.96                               |
| Month 2  | $1727610.54              | $-3984642.68                               |
| Month 3  | $5427100.95              | $5580475.15                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| INTERCONTINENTAL EXCHANGE, INC.      | TESLA INC                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -15 | NC      | $-2115.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| IMPINJ INC                           | Impinj Inc                                               | CUSIP: 453204AE9<br>LEI: 549300M26VGKSMMWWN17 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $991890.00    | 0.37%             | 2029-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                     | FirstEnergy Corp                                         | CUSIP: 337932AS6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $2329390.00   | 0.86%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| XPO INC                              | XPO Inc                                                  | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    695000 | PA      | $721606.69    | 0.27%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| COGENT BIOSCIENCES INC               | Cogent Biosciences Inc                                   | CUSIP: 19240QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    910000 | PA      | $1090171.02   | 0.40%             | 2031-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BRIGHTSPRING HEALTH SERV             | BrightSpring Health Services Inc                         | CUSIP: 10950A205<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     16060 | NS      | $2142885.80   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| CIPHER COMPUTE LLC                   | Cipher Compute LLC                                       | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570000 | PA      | $587334.27    | 0.22%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc               | Berkshire Hathaway Inc                                   | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      1745 | NS      | $838524.85    | 0.31%             |  |  |  | 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      | $217055.19    | 0.08%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CYTOKINETICS INC                     | Cytokinetics Inc                                         | CUSIP: 23282WAD2<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1659365.63   | 0.62%             | 2031-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                | Micron Technology Inc                                    | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      3385 | NS      | $1404368.80   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                       | Blackstone Inc                                           | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |      2230 | NS      | $317596.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CCF Holdings LLC                     | CCF Holdings LLC                                         | CUSIP: 12509J208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1026972 | NS      | $51348.60     | 0.02%             |  |  |  | No            |                  3 | 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      | $449950.05    | 0.17%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CENTRUS ENERGY CORP                  | Centrus Energy Corp                                      | CUSIP: 15643UAF1<br>LEI: 549300G6VDK9G8276661 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1681677.50   | 0.62%             | 2032-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                            | Block Inc                                                | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   2760000 | PA      | $2558520.00   | 0.95%             | 2027-11-01      | Fixed         | 0.25%                 | No            |                  2 | 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      | $252450.00    | 0.09%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VEECO INSTRUMENTS INC                | Veeco Instruments Inc                                    | CUSIP: 922417AJ9<br>LEI: 5493004201F72ADDZW04 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1449840.00   | 0.54%             | 2029-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                        | Amphenol Corp                                            | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      3370 | NS      | $485549.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN DIGITAL CORP                 | Western Digital Corp                                     | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $7905057.21   | 2.93%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                | PennyMac Financial Services Inc                          | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    280000 | PA      | $285602.95    | 0.11%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER INC             | Super Micro Computer Inc                                 | CUSIP: 86800UAB0<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1277640.00   | 0.47%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CBRE Group Inc                       | CBRE Group Inc                                           | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      4770 | NS      | $812474.10    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS CO                 | Commercial Metals Co                                     | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    435000 | PA      | $444443.52    | 0.16%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                           | DaVita Inc                                               | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    550000 | PA      | $564513.40    | 0.21%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                  | Axon Enterprise Inc                                      | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    405000 | PA      | $419640.75    | 0.16%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WISDOMTREE INC                       | WisdomTree Inc                                           | CUSIP: 97717PAJ3<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1195830.00   | 0.44%             | 2030-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| XOMETRY INC                          | Xometry Inc                                              | CUSIP: 98423FAC3<br>LEI: 5493006JFRGU7YRRXE44 | Long             | DBT              | CORP              | US        |    650000 | PA      | $953420.00    | 0.35%             | 2030-06-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                         | Danaher Corp                                             | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      1215 | NS      | $265951.35    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGHT & WONDER INTL INC              | Light & Wonder International Inc                         | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    415000 | PA      | $420187.50    | 0.16%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                | Lumentum Holdings Inc                                    | CUSIP: 55024UAJ8<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |   3370000 | PA      | $7637904.42   | 2.84%             | 2032-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SLB Ltd                              | SLB Ltd                                                  | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |      7705 | NS      | $372767.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FINANCE CORP                 | OneMain Finance Corp                                     | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    285000 | PA      | $288158.75    | 0.11%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                            | PG&E Corp                                                | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |     68825 | NS      | $2750247.00   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP INC                    | Expedia Group Inc                                        | CUSIP: 30212PBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1451979.49   | 0.54%             | 2026-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                  | Gilead Sciences Inc                                      | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      8555 | NS      | $1214382.25   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc        | Old Dominion Freight Line Inc                            | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      1975 | NS      | $342070.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AMER SPORTS COMPANY                  | Amer Sports Co                                           | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |    425000 | PA      | $441902.25    | 0.16%             | 2031-02-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD               | Jazz Investments I Ltd                                   | CUSIP: 472145AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1940000 | PA      | $2525880.00   | 0.94%             | 2030-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD             | Transocean Titan Financing Ltd                           | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    526190 | PA      | $536771.11    | 0.20%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                         | SM Energy Co                                             | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    425000 | PA      | $446402.15    | 0.17%             | 2031-07-01      | Fixed         | 8.75%                 | 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      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Costco Wholesale Corp                | Costco Wholesale Corp                                    | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       680 | NS      | $639370.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| VERSANT MEDIA GROUP INC              | Versant Media Group Inc                                  | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |    575000 | PA      | $589254.00    | 0.22%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| INSULET CORPORATION                  | Insulet Corp                                             | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |    420000 | PA      | $437095.68    | 0.16%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                  | Cardinal Health Inc                                      | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      5320 | NS      | $1143161.60   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & CO INC                         | KKR & Co Inc                                             | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |     38215 | NS      | $1870242.10   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| LEVEL 3 FINANCING INC                | Level 3 Financing Inc                                    | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    555000 | PA      | $568172.24    | 0.21%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS               | Adient Global Holdings Ltd                               | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    565000 | PA      | $586664.93    | 0.22%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC              | Akamai Technologies Inc                                  | CUSIP: 00971TAL5<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |   2370000 | PA      | $2514345.51   | 0.93%             | 2027-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                        | McKesson Corp                                            | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      1575 | NS      | $1309155.75   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC             | Builders FirstSource Inc                                 | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    570000 | PA      | $587438.58    | 0.22%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Aon PLC                              | Aon PLC                                                  | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | GB        |      1465 | NS      | $512222.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGATE DATA STOR                    | Seagate Data Storage Technology Pte Ltd                  | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    800000 | PA      | $846552.80    | 0.31%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                    | Lam Research Corp                                        | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      6075 | NS      | $1418269.50   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                      | Caterpillar Inc                                          | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      2365 | NS      | $1554656.40   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| ACUSHNET CO                          | Acushnet Co                                              | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |    290000 | PA      | $292726.00    | 0.11%             | 2033-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NOVA LTD                             | Nova Ltd                                                 | CUSIP: 66982MAA2<br>LEI: 529900B2DSWE5V3SC292 | Long             | DBT              | CORP              | IL        |    995000 | PA      | $1595512.36   | 0.59%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                          | Chemours Co/The                                          | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    575000 | PA      | $576514.53    | 0.21%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                   | Analog Devices Inc                                       | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      3165 | NS      | $983935.20    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUS XM RADIO LLC                  | Sirius XM Radio LLC                                      | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    580000 | PA      | $582596.66    | 0.22%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN             | Ionis Pharmaceuticals Inc                                | CUSIP: 462222AG5<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1265326.95   | 0.47%             | 2030-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZSCALER INC.                         | Zscaler Inc                                              | CUSIP: 98980GAC6<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1673376.05   | 0.62%             | 2028-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                  | Shift4 Payments Inc                                      | CUSIP: 82452J307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      6130 | NS      | $460608.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BURLINGTON STORES INC                | Burlington Stores Inc                                    | CUSIP: 122017AD8<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |    770000 | PA      | $1165395.00   | 0.43%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                   | NextEra Energy Inc                                       | CUSIP: 65339F663<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |     20725 | NS      | $1149615.75   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFIRM HOLDINGS INC                  | Affirm Holdings Inc                                      | CUSIP: 00827BAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1543288.50   | 0.57%             | 2029-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MACOM TECH SOLUTIONS                 | MACOM Technology Solutions Holdings Inc                  | CUSIP: 55405YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1635000 | PA      | $2350624.38   | 0.87%             | 2029-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMPASS INCORP                       | Compass Inc                                              | CUSIP: 20464UAA8<br>LEI: 254900DMGQSTC3I2IM78 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $2362375.40   | 0.88%             | 2031-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                         | Moody's Corp                                             | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      1700 | NS      | $876452.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI SYSTEMS INC                      | OSI Systems Inc                                          | CUSIP: 671044AG0<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1696491.00   | 0.63%             | 2031-02-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                | GFL Environmental Inc                                    | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    385000 | PA      | $402760.47    | 0.15%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                         | Navient Corp                                             | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    450000 | PA      | $454194.45    | 0.17%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                       | Owens-Brockway Glass Container Inc                       | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    430000 | PA      | $437629.49    | 0.16%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                | Directv Financing LLC                                    | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    585000 | PA      | $592317.77    | 0.22%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc             | Crowdstrike Holdings Inc                                 | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       870 | NS      | $384022.35    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC             | Microchip Technology Inc                                 | CUSIP: 595017302<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EP               | CORP              | US        |     39080 | NS      | $2612107.20   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                      | Ross Stores Inc                                          | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      4750 | NS      | $896087.50    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                         | Alphabet Inc                                             | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     14420 | NS      | $4873960.00   | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                             | NIKE Inc                                                 | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      6010 | NS      | $371478.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JBT MAREL CORP                       | JBT Marel Corp                                           | CUSIP: 477839AD6<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1951950.00   | 0.72%             | 2030-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC               | CACI International Inc                                   | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    425000 | PA      | $440953.23    | 0.16%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INDIE SEMICONDUCTOR INC              | indie Semiconductor Inc                                  | CUSIP: 45569UAA9<br>LEI: 254900L1MFXFYGB1PV53 | Long             | DBT              | CORP              | US        |    810000 | PA      | $838350.00    | 0.31%             | 2027-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LIGAND PHARMACEUTICALS I             | Ligand Pharmaceuticals Inc                               | CUSIP: 53220KAG3<br>LEI: 5493008K7TB0IKP37H79 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $2230264.25   | 0.83%             | 2030-10-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| OSI SYSTEMS INC                      | OSI Systems Inc                                          | CUSIP: 671044AF2<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |    700000 | PA      | $1029000.00   | 0.38%             | 2029-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                          | Cummins Inc                                              | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      1485 | NS      | $859547.70    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO                          | Southern Co/The                                          | CUSIP: 842587842<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |      9190 | NS      | $470987.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group I       | PNC Financial Services Group Inc/The                     | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      2015 | NS      | $449949.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX RESOURCES CORP                   | CNX Resources Corp                                       | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    535000 | PA      | $554089.87    | 0.21%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                       | Eli Lilly & Co                                           | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      1485 | NS      | $1540167.75   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                 | Waste Management Inc                                     | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      3225 | NS      | $716724.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PETCO HEALTH & WELLNESS              | Petco Health & Wellness Co Inc                           | CUSIP: 71601VAA3<br>LEI: 2549007TYGV6RVSE9M61 | Long             | DBT              | CORP              | US        |    380000 | PA      | $380995.19    | 0.14%             | 2031-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc           | Cadence Design Systems Inc                               | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      2145 | NS      | $635692.20    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CONFLUENT INC                        | Confluent Inc                                            | CUSIP: 20717MAB9<br>LEI: 254900MRZ83YWUV7SN74 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1246942.96   | 0.46%             | 2027-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IREN LTD                             | IREN Ltd                                                 | CUSIP: 46270CAE9<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |   2305000 | PA      | $2126362.50   | 0.79%             | 2031-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                 | BWX Technologies Inc                                     | CUSIP: 05605HAD2<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1592895.00   | 0.59%             | 2030-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                       | Amazon.com Inc                                           | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     20480 | NS      | $4900864.00   | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc               | UnitedHealth Group Inc                                   | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      2120 | NS      | $608291.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHATEC HOLDINGS INC                | Alphatec Holdings Inc                                    | CUSIP: 02081GAC6<br>LEI: 549300EZE8CQ8K65FS24 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1502445.00   | 0.56%             | 2030-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                 | CITGO Petroleum Corp                                     | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    430000 | PA      | $446888.68    | 0.17%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| IBM                                  | International Business Machines Corp                     | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      1420 | NS      | $435514.00    | 0.16%             |  |  |  | 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      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AMERICAN AXLE & MFG INC              | American Axle & Manufacturing Inc                        | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    440000 | PA      | $452640.05    | 0.17%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP               | CCO Holdings LLC / CCO Holdings Capital Corp             | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    555000 | PA      | $570881.33    | 0.21%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                      | Gen Digital Inc                                          | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    690000 | PA      | $693325.11    | 0.26%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT               | Mauser Packaging Solutions Holding Co                    | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    580000 | PA      | $590875.00    | 0.22%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                        | Snowflake Inc                                            | CUSIP: 833445AD1<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $2103465.00   | 0.78%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                         | Strategy Inc                                             | CUSIP: 594972AT8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $979000.00    | 0.36%             | 2030-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC             | Celanese US Holdings LLC                                 | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    280000 | PA      | $283624.32    | 0.11%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                | Williams Scotsman Inc                                    | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    585000 | PA      | $606124.94    | 0.22%             | 2030-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                     | Wells Fargo & Co                                         | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      9945 | NS      | $899923.05    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.      | LAM RESEARCH CORP                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -33 | NC      | $-2640.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                             | RTX Corp                                                 | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      6210 | NS      | $1247775.30   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| MIRION TECHNOLOGIES INC              | Mirion Technologies Inc                                  | CUSIP: 60471AAA9<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $2064000.00   | 0.77%             | 2030-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| WAYFAIR INC                          | Wayfair Inc                                              | CUSIP: 94419LAP6<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1976667.00   | 0.73%             | 2027-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc               | Motorola Solutions Inc                                   | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       850 | NS      | $342159.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAY MEDIA INC                       | Gray Media Inc                                           | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    410000 | PA      | $422690.13    | 0.16%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                 | Parker-Hannifin Corp                                     | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      1025 | NS      | $959236.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                          | NVIDIA Corp                                              | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     43208 | NS      | $8258345.04   | 3.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HUDBAY MINERALS INC                  | Hudbay Minerals Inc                                      | CUSIP: 443628AH5<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |    465000 | PA      | $469250.57    | 0.17%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                     | Coca-Cola Co/The                                         | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     12000 | NS      | $897720.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| AST SPACEMOBILE INC                  | AST SpaceMobile Inc                                      | CUSIP: 00217DAE0<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1968379.00   | 0.73%             | 2036-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                   | Meta Platforms Inc                                       | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      3149 | NS      | $2256258.50   | 0.84%             |  |  |  | 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        |    160000 | PA      | $143581.98    | 0.05%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                 | Bridgebio Pharma Inc                                     | CUSIP: 10806XAH5<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $2580187.50   | 0.96%             | 2031-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Apple Inc                            | Apple Inc                                                | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     23210 | NS      | $6022530.80   | 2.24%             |  |  |  | No            |                  1 | On Loan: No      |
| GRANITE CONSTRUCTION INC             | Granite Construction Inc                                 | CUSIP: 387328AF4<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $2321280.00   | 0.86%             | 2030-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                          | McAfee Corp                                              | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    840000 | PA      | $668303.29    | 0.25%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The              | Charles Schwab Corp/The                                  | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      4700 | NS      | $488424.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                  | General Electric Co                                      | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      2365 | NS      | $725558.35    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| HALOZYME THERAPEUTICS IN             | Halozyme Therapeutics Inc                                | CUSIP: 40637HAG4<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |   2235000 | PA      | $2296462.50   | 0.85%             | 2031-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC                | AAR Escrow Issuer LLC                                    | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    535000 | PA      | $553720.53    | 0.21%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                        | Citigroup Inc                                            | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      8615 | NS      | $996841.65    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| WAYFAIR LLC                          | Wayfair LLC                                              | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    280000 | PA      | $289400.16    | 0.11%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                | Venture Global Plaquemines LNG LLC                       | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    345000 | PA      | $361649.67    | 0.13%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                 | Cleveland-Cliffs Inc                                     | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    560000 | PA      | $586503.12    | 0.22%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                    | Herc Holdings Inc                                        | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    660000 | PA      | $698485.26    | 0.26%             | 2033-06-15      | Fixed         | 7.25%                 | 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        |    545000 | PA      | $557137.15    | 0.21%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO               | Asurion LLC and Asurion Co-Issuer Inc                    | CUSIP: 045941AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $429658.03    | 0.16%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                       | Rocket Cos Inc                                           | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $574742.85    | 0.21%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                          | Walmart Inc                                              | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     10680 | NS      | $1272415.20   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSMEDICS GROUP INC                | TransMedics Group Inc                                    | CUSIP: 89377MAB5<br>LEI: 549300060GVOSMWARH50 | Long             | DBT              | CORP              | US        |    510000 | PA      | $814110.28    | 0.30%             | 2028-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                         | Strategy Inc                                             | CUSIP: 594972887<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |      5460 | NS      | $464045.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                    | Newell Brands Inc                                        | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    485000 | PA      | $508495.83    | 0.19%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                        | CoreWeave Inc                                            | CUSIP: 21873SAD0<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $2086975.61   | 0.77%             | 2031-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| QXO INC                              | QXO Inc                                                  | CUSIP: 82846H504<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     26615 | NS      | $1686060.25   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| EOS ENERGY ENTERPRISES I             | Eos Energy Enterprises Inc                               | CUSIP: 29415CAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1249040.01   | 0.46%             | 2031-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                     | Welltower OP LLC                                         | CUSIP: 95041AAD0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   3575000 | PA      | $5446512.50   | 2.02%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| COHU INC                             | Cohu Inc                                                 | CUSIP: 192576AA4<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1587098.50   | 0.59%             | 2031-01-15      | Fixed         | 1.50%                 | 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      | $13199.40     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC             | Permian Resources Operating LLC                          | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    430000 | PA      | $442964.93    | 0.16%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                     | WULF Compute LLC                                         | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    565000 | PA      | $589306.30    | 0.22%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Argenx SE                            | Argenx SE                                                | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |       613 | NS      | $515226.50    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PANTHER ESCROW ISSUER                | Panther Escrow Issuer LLC                                | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    815000 | PA      | $839389.69    | 0.31%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                        | Synaptics Inc                                            | CUSIP: 87157DAJ8<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1388685.85   | 0.52%             | 2031-12-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO               | Asurion LLC and Asurion Co-Issuer Inc                    | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $282097.21    | 0.10%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                           | Zoetis Inc                                               | CUSIP: 98978VAY9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1666675.00   | 0.62%             | 2029-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                        | TransDigm Inc                                            | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    590000 | PA      | $600627.08    | 0.22%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                | Bath & Body Works Inc                                    | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    280000 | PA      | $283177.44    | 0.11%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT             | Rexford Industrial Realty LP                             | CUSIP: 76169XAD6<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1745872.50   | 0.65%             | 2027-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BLOOM ENERGY CORP                    | Bloom Energy Corp                                        | CUSIP: 093712AN7<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2991850.00   | 1.11%             | 2030-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                  | Coinbase Global Inc                                      | CUSIP: 19260QAB3<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   3005000 | PA      | $2969237.28   | 1.10%             | 2026-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BILL HOLDINGS INC                    | BILL Holdings Inc                                        | CUSIP: 090043AF7<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1522778.13   | 0.57%             | 2030-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                | Wells Fargo & Co                                         | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      5330 | NS      | $6577006.80   | 2.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ARSENAL AIC PARENT LLC               | Arsenal AIC Parent LLC                                   | CUSIP: 04288BAB6<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |    435000 | PA      | $460684.58    | 0.17%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                         | SM Energy Co                                             | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    290000 | PA      | $290743.08    | 0.11%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                  | Exact Sciences Corp                                      | CUSIP: 30063PAE5<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |    690000 | PA      | $848355.00    | 0.31%             | 2031-04-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SEMTECH CORP                         | Semtech Corp                                             | CUSIP: 816850AJ0<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $2080947.47   | 0.77%             | 2030-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                       | Morgan Stanley                                           | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      4660 | NS      | $851848.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AEROVIRONMENT INC                    | AeroVironment Inc                                        | CUSIP: 008073AA6<br>LEI: 529900PGHVI29YLZ6221 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1434720.00   | 0.53%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                            | Tesla Inc                                                | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      2915 | NS      | $1254645.15   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA INC                    | Nexstar Media Inc                                        | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    415000 | PA      | $415106.24    | 0.15%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SNAP INC                             | Snap Inc                                                 | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    565000 | PA      | $579777.58    | 0.22%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC               | Northern Oil & Gas Inc                                   | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    305000 | PA      | $315290.70    | 0.12%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                       | NRG Energy Inc                                           | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    700000 | PA      | $718615.10    | 0.27%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                 | WEC Energy Group Inc                                     | CUSIP: 92939UAS5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   2720000 | PA      | $2783920.00   | 1.03%             | 2028-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| IMAX CORP                            | IMAX Corp                                                | CUSIP: 45245EAK5<br>LEI: 894500GS1ESLAPZCEI74 | Long             | DBT              | CORP              | CA        |   1825000 | PA      | $1948187.50   | 0.72%             | 2030-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ARRAY TECHNOLOGIES INC               | Array Technologies Inc                                   | CUSIP: 04271TAC4<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |    715000 | PA      | $1213355.00   | 0.45%             | 2031-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                         | Terawulf Inc                                             | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1039363.00   | 0.39%             | 2032-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                   | Seagate HDD Cayman                                       | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    495000 | PA      | $2454952.50   | 0.91%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I             | Performance Food Group Inc                               | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    550000 | PA      | $564881.87    | 0.21%             | 2032-09-15      | Fixed         | 6.12%                 | No            |                  2 | 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      | $714734.53    | 0.27%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CIPHER MINING                        | Cipher Mining Inc                                        | CUSIP: 17253JAB2<br>LEI: 254900QABG5HCQZ28A17 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1404731.25   | 0.52%             | 2031-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UKG INC                              | UKG Inc                                                  | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    425000 | PA      | $424657.41    | 0.16%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                         | Xylem Inc/NY                                             | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      4070 | NS      | $561130.90    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                       | Microsoft Corp                                           | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     11209 | NS      | $4823120.61   | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEPEAK NILE PARENT                | Stonepeak Nile Parent LLC                                | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |    395000 | PA      | $417275.63    | 0.15%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc                       | GE Vernova Inc                                           | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      1005 | NS      | $730001.85    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc               | Marvell Technology Inc                                   | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5550 | NS      | $438006.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software        | Take-Two Interactive Software Inc                        | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      2173 | NS      | $478711.90    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CHART INDUSTRIES INC                 | Chart Industries Inc                                     | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    405000 | PA      | $421388.33    | 0.16%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                         | Broadcom Inc                                             | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      7735 | NS      | $2562605.50   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc               | Intuitive Surgical Inc                                   | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       880 | NS      | $443713.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                        | Carnival Corp                                            | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    295000 | PA      | $302972.08    | 0.11%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPLIGEN CORP                        | Repligen Corp                                            | CUSIP: 759916AD1<br>LEI: 54930006QJ0T5AUO1E71 | Long             | DBT              | CORP              | US        |    660000 | PA      | $699178.10    | 0.26%             | 2028-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PARSONS CORP                         | Parsons Corp                                             | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1321799.31   | 0.49%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| RIVIAN AUTO INC                      | Rivian Automotive Inc                                    | CUSIP: 76954AAB9<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $2003312.50   | 0.74%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| IRHYTHM HOLDINGS INC                 | IRhythm Holdings Inc                                     | CUSIP: 450056AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    795000 | PA      | $1011240.00   | 0.38%             | 2029-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CONCENTRA HEALTH SERVICE             | Concentra Health Services Inc                            | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |    575000 | PA      | $602027.88    | 0.22%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MKS INC                              | MKS Inc                                                  | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $2985448.54   | 1.11%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CELCUITY INC                         | Celcuity Inc                                             | CUSIP: 15102KAA8<br>LEI: 25490070W7UU7W2SEY87 | Long             | DBT              | CORP              | US        |    410000 | PA      | $961669.24    | 0.36%             | 2031-08-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN             | Clarios Global LP / Clarios US Finance Co                | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    400000 | PA      | $414012.00    | 0.15%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                       | Rocket Cos Inc                                           | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    555000 | PA      | $575790.86    | 0.21%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GUARDANT HEALTH INC                  | Guardant Health Inc                                      | CUSIP: 40131MAD1<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $2412529.22   | 0.90%             | 2031-02-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                          | Tenneco Inc                                              | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    445000 | PA      | $447648.20    | 0.17%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC               | EquipmentShare.com Inc                                   | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    430000 | PA      | $459681.61    | 0.17%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                 | Bridgebio Pharma Inc                                     | CUSIP: 10806XAD4<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1209307.50   | 0.45%             | 2029-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                | Quikrete Holdings Inc                                    | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    815000 | PA      | $846677.42    | 0.31%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                  | NCL Corp Ltd                                             | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    545000 | PA      | $558519.27    | 0.21%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity FedFund          | BlackRock Liquidity FedFund                              | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |  10500800 | NS      | $10500799.98  | 3.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                           | Intuit Inc                                               | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       330 | NS      | $164643.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INC                    | Iron Mountain Inc                                        | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    575000 | PA      | $581032.33    | 0.22%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                    | Johnson & Johnson                                        | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      6010 | NS      | $1365772.50   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT4 PAYMENTS INC                  | Shift4 Payments Inc                                      | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    760000 | PA      | $729980.00    | 0.27%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                | Uber Technologies Inc                                    | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1915140.88   | 0.71%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Expeditors International of Wa       | Expeditors International of Washington Inc               | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      1825 | NS      | $292985.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                           | AbbVie Inc                                               | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      3560 | NS      | $793915.60    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| GUARDANT HEALTH INC                  | Guardant Health Inc                                      | CUSIP: 40131MAE9<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |    410000 | PA      | $486397.83    | 0.18%             | 2033-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc           | Advanced Micro Devices Inc                               | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      2115 | NS      | $500683.95    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| IONIS PHARMACEUTICALS IN             | Ionis Pharmaceuticals Inc                                | CUSIP: 462222AF7<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |    850000 | PA      | $1393801.61   | 0.52%             | 2028-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                 | OneMain Finance Corp                                     | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    270000 | PA      | $279781.55    | 0.10%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                       | Mastercard Inc                                           | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      3310 | NS      | $1783394.90   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.      | GE VERNOVA INC                                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |        -5 | NC      | $-1950.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON PROPERTIES LP                 | Boston Properties LP                                     | CUSIP: 10112RBM5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1353037.50   | 0.50%             | 2030-10-01      | Fixed         | 2.00%                 | 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        |    495000 | PA      | $504995.04    | 0.19%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                  | Churchill Downs Inc                                      | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    285000 | PA      | $293645.19    | 0.11%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                          | Datadog Inc                                              | CUSIP: 23804LAD5<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $2026010.00   | 0.75%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                   | Advance Auto Parts Inc                                   | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    555000 | PA      | $563325.00    | 0.21%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC               | WESCO Distribution Inc                                   | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    445000 | PA      | $463365.15    | 0.17%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                       | Cloudflare Inc                                           | CUSIP: 18915MAC1<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |   2940000 | PA      | $3228708.00   | 1.20%             | 2026-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                        | Carnival Corp                                            | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |     17425 | NS      | $523098.50    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL               | NextEra Energy Capital Holdings Inc                      | CUSIP: 65339KCY4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   3580000 | PA      | $4756030.00   | 1.77%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                  | JPMorgan Chase & Co                                      | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      3520 | NS      | $1076732.80   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAIN INC                | Caesars Entertainment Inc                                | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    750000 | PA      | $729644.25    | 0.27%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITY SOFTWARE INC                   | Unity Software Inc                                       | CUSIP: 91332UAG6<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1410353.39   | 0.52%             | 2030-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GALAXY DIGITAL HOLDIN LP             | Galaxy Digital Holdings LP                               | CUSIP: 36317GAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2045000 | PA      | $1754610.00   | 0.65%             | 2031-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.      | GENERAL ELECTRIC CO                                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -12 | NC      | $-708.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MEDIA CORP                   | Liberty Media Corp-Liberty Formula One                   | CUSIP: 531229AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $689710.00    | 0.26%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                  | Coinbase Global Inc                                      | CUSIP: 19260QAG2<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1643092.08   | 0.61%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CYBERARK SOFTWARE LTD                | CyberArk Software Ltd                                    | CUSIP: 23248VAC9<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |   2110000 | PA      | $2220775.00   | 0.82%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TEMPUS AI INC                        | Tempus AI Inc                                            | CUSIP: 88023BAD5<br>LEI: 2549009LA0KWRAGQBX50 | Long             | DBT              | CORP              | US        |    905000 | PA      | $980573.76    | 0.36%             | 2030-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS              | Frontier Communications Holdings LLC                     | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $422787.65    | 0.16%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                | Alibaba Group Holding Ltd                                | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   1240000 | PA      | $2172466.55   | 0.81%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Chewy Inc                            | Chewy Inc                                                | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |     11235 | NS      | $327050.85    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INC                    | Iron Mountain Inc                                        | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    430000 | PA      | $441839.62    | 0.16%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARROWHEAD RESEARCH CORP              | Arrowhead Pharmaceuticals Inc                            | CUSIP: 04280AAC4<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1193955.34   | 0.44%             | 2032-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp           | Capital One Financial Corp                               | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      2400 | NS      | $525432.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.      | CATERPILLAR INC                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -12 | NC      | $-1500.00     | -0.00%            |  |  |  | No            |                  1 | 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      |
| Valero Energy Corp                   | Valero Energy Corp                                       | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      1510 | NS      | $273959.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE PRO USA INC                    | Waste Pro USA Inc                                        | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    380000 | PA      | $390398.70    | 0.14%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                          | Southern Co/The                                          | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   2635000 | PA      | $2636317.50   | 0.98%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                    | Cisco Systems Inc                                        | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     12050 | NS      | $943756.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERITEX HOLDCO INTERMED             | AmeriTex HoldCo Intermediate LLC                         | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | PA      | $489068.40    | 0.18%             | 2033-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC              | DraftKings Holdings Inc                                  | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1417153.50   | 0.53%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                 | Ares Management Corp                                     | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |     24215 | NS      | $1158203.45   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO/THE                        | Boeing Co/The                                            | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |     76885 | NS      | $5744847.20   | 2.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL CORPORATION LTD                  | NCL Corp Ltd                                             | CUSIP: 62886HBW0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   1805000 | PA      | $1756496.67   | 0.65%             | 2030-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.      | MICRON TECHNOLOGY INC                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -17 | NC      | $-6154.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SOLARIS ENERGY INFRASTRU             | Solaris Energy Infrastructure Inc                        | CUSIP: 83419XAB4<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1753462.50   | 0.65%             | 2031-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                   | Home Depot Inc/The                                       | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      1605 | NS      | $601216.95    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBEMARLE CORP                       | Albemarle Corp                                           | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |     24835 | NS      | $1722058.90   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPSTONE COPPER CORP                 | Capstone Copper Corp                                     | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    375000 | PA      | $388585.50    | 0.14%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc              | Rockwell Automation Inc                                  | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      2165 | NS      | $912872.25    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FINANCE CORP                 | OneMain Finance Corp                                     | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    575000 | PA      | $595470.58    | 0.22%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc        | Intercontinental Exchange Inc                            | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      2815 | NS      | $489190.70    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GOODYEAR TIRE & RUBBER               | Goodyear Tire & Rubber Co/The                            | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    430000 | PA      | $439015.38    | 0.16%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE              | Global Medical Response Inc                              | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |    445000 | PA      | $460125.55    | 0.17%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SOFI TECHNOLOGIES INC                | SoFi Technologies Inc                                    | CUSIP: 83406FAA0<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1801960.00   | 0.67%             | 2026-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.      | NVIDIA CORP                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -216 | NC      | $-7560.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC FIN SVCS INC                | PennyMac Financial Services Inc                          | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    400000 | PA      | $421329.85    | 0.16%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                | DuPont de Nemours Inc                                    | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      5514 | NS      | $242174.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp                         | Insulet Corp                                             | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      1355 | NS      | $346622.55    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUITIVE MACHINES INC               | Intuitive Machines Inc                                   | CUSIP: 46125AAA8<br>LEI: 254900386IE2PEPLVM59 | Long             | DBT              | CORP              | US        |    960000 | PA      | $1713792.00   | 0.64%             | 2030-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL EST/CO-ISS             | Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $278430.08    | 0.10%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                       | Merck & Co Inc                                           | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      9595 | NS      | $1058040.65   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC              | Talen Energy Supply LLC                                  | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    570000 | PA      | $584388.80    | 0.22%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS              | FTAI Aviation Investors LLC                              | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    795000 | PA      | $842942.48    | 0.31%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                    | Post Holdings Inc                                        | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    725000 | PA      | $730559.30    | 0.27%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                       | Bombardier Inc                                           | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    850000 | PA      | $892833.20    | 0.33%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.      | AMPHENOL CORP                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -17 | NC      | $-510.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DOORDASH INC                         | DoorDash Inc                                             | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1390695.00   | 0.52%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                  | Viavi Solutions Inc                                      | CUSIP: 925550AJ4<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $2195327.09   | 0.81%             | 2031-03-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS              | Alnylam Pharmaceuticals Inc                              | CUSIP: 02043QAB3<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1486032.32   | 0.55%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                         | Alphabet Inc                                             | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      4415 | NS      | $1494609.95   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMEN             | Live Nation Entertainment Inc                            | CUSIP: 538034BC2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   3935000 | PA      | $4165197.50   | 1.55%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| RIOT PLATFORMS INC                   | Riot Platforms Inc                                       | CUSIP: 767292AB1<br>LEI: 5299005LKZAJQDQZDF73 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1401933.69   | 0.52%             | 2030-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                          | Equinix Inc                                              | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       530 | NS      | $435092.90    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| JOBY AVIATION INC                    | Joby Aviation Inc                                        | CUSIP: 47775AAA9<br>LEI: 254900NMVFUM8FO88E56 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1028937.50   | 0.38%             | 2032-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP              | Digital Realty Trust LP                                  | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   2210000 | PA      | $2283372.00   | 0.85%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC               | Cloud Software Group Inc                                 | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    430000 | PA      | $427320.05    | 0.16%             | 2029-03-31      | Fixed         | 6.50%                 | 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      | $568967.86    | 0.21%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                | Tenet Healthcare Corp                                    | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    575000 | PA      | $591693.40    | 0.22%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc            | Palantir Technologies Inc                                | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      1790 | NS      | $262396.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATEGY INC                         | Strategy Inc                                             | CUSIP: 594972AS0<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   3660000 | PA      | $3085014.00   | 1.15%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                | GENMAB A/S/GENMAB FINANCE LLC                            | CUSIP: 37230JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    550000 | PA      | $582097.54    | 0.22%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MP MATERIALS CORP                    | MP Materials Corp                                        | CUSIP: 553368AC5<br>LEI: 89450063PHPS61USMT84 | Long             | DBT              | CORP              | US        |    390000 | PA      | $1110330.00   | 0.41%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                        | PRA Group Inc                                            | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404116.40    | 0.15%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ALIGNMENT HEALTHCARE                 | Alignment Healthcare Inc                                 | CUSIP: 01625VAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1570000 | PA      | $2607181.25   | 0.97%             | 2029-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                  | Station Casinos LLC                                      | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306849.30    | 0.11%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                            | Sunoco LP                                                | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    550000 | PA      | $564201.00    | 0.21%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                        | TransDigm Inc                                            | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    695000 | PA      | $719336.12    | 0.27%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-31

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

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer