# EDGAR Filing Document

**Accession Number:** 0002025137
**File Stem:** 0001752724-25-204505
**Filing Date:** 2025-8
**Character Count:** 54067
**Document Hash:** bd3303171ed53189217ca9fceb742820
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-204505.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-204505

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20250630

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23968
- **FILM NUMBER:** 251254735

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

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

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

## Series and Classes Contracts Data

### Virtus Newfleet Floating Rate MACS (Series ID: S000086624)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000252212 | Virtus Newfleet Floating Rate MACS | VMAFX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Virtus Managed Account Completion Shares (MACS) Trust

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

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

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

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

  - **Street Address 1:** 101 Munson Street

  - **City:** Greenfield

  - **State:** MA

  - **Foreign country:** US

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

  - **Telephone number:** 860-263-4790

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

- **a. Name of Series:** Virtus Newfleet Floating Rate MACS

- **b. EDGAR series identifier (if any):** S000086624

- **c. LEI of Series:** 254900KZEW1HA1768U33

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

- **a. Date of fiscal year-end:** 2025-06-30

- **b. Date as of which information is reported:** 2025-06-30

**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:** $21550915.66

**Total Liabilities:** $485480.93

**Net Assets:** $21065434.73

**Cash Not Reported:** $660944.06

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** -15.15574875 | **10-Year:** -209.98032720 | **30-Year:** 0.00000000

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

- **3-Month:** -0.73650346 | **1-Year:** -5.53083485 | **5-Year:** -2382.97871200 | **10-Year:** -2868.71263400 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000252212 | 0.09%                | 1.22%                | 0.72%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-121913.40              | $-27392.12                                 |
| Month 2  | $-198096.92              | $384869.69                                 |
| Month 3  | $778.37                  | $28266.95                                  |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FIRST BRANDS GROUP LLC              | First Brands Group LLC                    | CUSIP: 31935HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    148592 | PA      | $139893.55    | 0.66%             | 2027-03-30      | Floating      | 9.59%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                | GARDA WORLD SECURITY                      | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |    208422 | PA      | $208536.93    | 0.99%             | 2029-02-01      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                       | TRANSDIGM INC                             | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     29725 | PA      | $29775.14     | 0.14%             | 2031-02-28      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| PEER HOLDING III BV                 | PEER HOLDING III BV                       | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    133650 | PA      | $134359.68    | 0.64%             | 2030-10-28      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| RED SPV LLC                         | RED SPV LLC                               | CUSIP: 75701MAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100000 | PA      | $99750.00     | 0.47%             | 2032-03-15      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| WIN WASTE INNOVATIONS HO            | Win Waste Innovations Holdings Inc        | CUSIP: 38723BAJ0<br>LEI: 549300DJBUN7Z75R2S83 | Long             | LON              | CORP              | US        |    177764 | PA      | $175709.07    | 0.83%             | 2028-03-27      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPER         | CHARTER COMMUNICATIONS OPERATING LLC      | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    378100 | PA      | $378621.78    | 1.80%             | 2031-12-15      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| FINANCIERE MENDEL SASU              | FINANCIERE MENDEL SASU                    | CUSIP: 000000000<br>LEI: 969500FG3VYTO80D0A13 | Long             | LON              | CORP              | FR        |     24938 | PA      | $24927.03     | 0.12%             | 2030-11-13      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| UKG INC                             | UKG INC                                   | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    347280 | PA      | $348502.69    | 1.65%             | 2031-02-10      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| PRIMO BRANDS CORP                   | PRIMO BRANDS CORP                         | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |    236929 | PA      | $237672.94    | 1.13%             | 2028-03-31      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| DUN & BRADSTREET CORP               | DUN & BRADSTREET CORP                     | CUSIP: 26483NAW0<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |    174118 | PA      | $173968.64    | 0.83%             | 2029-01-18      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| FRONERI US INC                      | FRONERI US INC                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    329762 | PA      | $325848.03    | 1.55%             | 2031-09-30      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| TRAVERSE MIDSTREAM PARTN            | TRAVERSE MIDSTREAM PARTN                  | CUSIP: 89435TAB0<br>LEI: 549300DHTM8B2X5QMJ22 | Long             | LON              | CORP              | US        |     62691 | PA      | $62769.32     | 0.30%             | 2028-02-16      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| SKYMILES IP LTD                     | SkyMiles IP Ltd                           | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |     72057 | PA      | $72408.59     | 0.34%             | 2027-10-20      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| ORYX MIDSTREAM SERVICES             | ORYX MIDSTREAM SERVICES PERMIAN BASIN LLC | CUSIP: 68764JAJ0<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |     67710 | PA      | $67651.53     | 0.32%             | 2028-10-05      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| HARBOR FREIGHT TOOLS                | HARBOR FREIGHT TOOLS USA INC              | CUSIP: 41151PAR6<br>LEI: 549300Y48HLCFTTB4249 | Long             | LON              | CORP              | US        |    127803 | PA      | $124927.51    | 0.59%             | 2031-06-11      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II             | DEL MONTE FOODS CORP II INC               | CUSIP: 24521WAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    154707 | PA      | $138849.75    | 0.66%             | 2028-08-02      | Floating      | 12.42%                | No            |                  2 | On Loan: No      |
| BRIGHTVIEW LANDSCAPES               | BRIGHTVIEW LANDSCAPES                     | CUSIP: 10801XAL1<br>LEI: 549300OSAEQC89PVOW06 | Long             | LON              | CORP              | US        |    266448 | PA      | $265894.15    | 1.26%             | 2029-04-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| EPIC CRUDE SERVICES LP              | EPIC CRUDE SERVICES LP                    | CUSIP: 29428XAG5<br>LEI: 549300FRS682IQ7J9S42 | Long             | LON              | CORP              | US        |    144638 | PA      | $144968.72    | 0.69%             | 2031-10-15      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| POINTCLICKCARE TECHNOLOG            | POINTCLICKCARE TECHNOLOGIES INC           | CUSIP: 000000000<br>LEI: 5493001Z0LHHBZLVDX36 | Long             | LON              | CORP              | CA        |     24875 | PA      | $24952.86     | 0.12%             | 2031-11-03      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO             | BEACH ACQUISITION BIDCO                   | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |      5000 | PA      | $5025.00      | 0.02%             | 2032-06-28      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC            | BROADSTREET PARTNERS INC                  | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |     39708 | PA      | $39747.06     | 0.19%             | 2031-06-16      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| CONNECTWISE LLC                     | ConnectWise LLC                           | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     52396 | PA      | $52614.61     | 0.25%             | 2028-09-29      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| UFC HOLDINGS LLC                    | UFC HOLDINGS LLC                          | CUSIP: 90266UAK9<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |    174125 | PA      | $174696.13    | 0.83%             | 2031-11-21      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                    | Altice France SA/France                   | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |     14811 | PA      | $12948.13     | 0.06%             | 2026-02-02      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| CINCINNATI BELL INC                 | CINCINNATI BELL INC                       | CUSIP: 17187MAT7<br>LEI: 549300JYVZOCUJOHL272 | Long             | LON              | CORP              | US        |    286414 | PA      | $286465.66    | 1.36%             | 2028-11-24      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                   | CLARIOS GLOBAL LP                         | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    192980 | PA      | $192256.56    | 0.91%             | 2030-05-06      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC               | LEVEL 3 FINANCING INC                     | CUSIP: 52729KAT3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |    125000 | PA      | $126276.25    | 0.60%             | 2032-03-29      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Lummus Technology Holdings V LLC    | Lummus Technolog 12/31/29                 | CUSIP: 45232UAG3<br>LEI: 549300K1Y0YC1YC1H809 | Long             | LON              | CORP              | US        |    202556 | PA      | $203015.86    | 0.96%             | 2029-12-31      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC              | ARSENAL AIC PARENT LLC                    | CUSIP: 04287KAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    123347 | PA      | $123068.98    | 0.58%             | 2030-08-19      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                     | GOAT HOLDCO LLC                           | CUSIP: 38021CAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    104738 | PA      | $104842.24    | 0.50%             | 2032-01-27      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| INFINITE BIDCO LLC                  | Infinite Bidco LLC                        | CUSIP: 45674KAB1<br>LEI: 549300GLV0VRADA9LI65 | Long             | LON              | CORP              | US        |     98485 | PA      | $92575.73     | 0.44%             | 2028-03-02      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                    | CSC Holdings LLC                          | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    314348 | PA      | $309635.50    | 1.47%             | 2028-01-18      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                    | AMWINS GROUP INC                          | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |    139300 | PA      | $139325.07    | 0.66%             | 2032-01-30      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                 | MEDLINE BORROWER LP                       | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    219659 | PA      | $219766.92    | 1.04%             | 2028-10-23      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| COTIVITI INC                        | COTIVITI INC                              | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |     64190 | PA      | $63829.18     | 0.30%             | 2031-05-01      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II             | DEL MONTE FOODS CORP II                   | CUSIP: 24521WAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    303287 | PA      | $48525.87     | 0.23%             | 2028-08-02      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| BROWN GROUP HOLDING LLC             | BROWN GROUP HOLDING LLC                   | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    174123 | PA      | $174244.69    | 0.83%             | 2031-07-01      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Invesco Senior Loan ETF             | Invesco Senior Loan ETF                   | CUSIP: 46138G508<br>LEI: 549300SIHU6DQELRNG59 | Long             | EC               | RF                | US        |     30865 | NS      | $645695.80    | 3.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHG HEALTHCARE SERVICES INC         | CHG HEALTHCARE SERVICES INC               | CUSIP: 12541HAW3<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |    181492 | PA      | $182047.27    | 0.86%             | 2028-09-29      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                   | IRON MOUNTAIN INC                         | CUSIP: 46284NAV1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              | CORP              | US        |     31325 | PA      | $31272.70     | 0.15%             | 2031-01-31      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| KLOECKNER PENTAPLAST OF AME         | Kloeckner Pentaplast of America Inc       | CUSIP: 49865NAT7<br>LEI: 5299004QDA11QZOG5N31 | Long             | LON              | CORP              | US        |     98715 | PA      | $90404.85     | 0.43%             | 2026-02-09      | Floating      | 8.74%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                    | Altice France SA/France                   | CUSIP: 67053NAK0<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |    248169 | PA      | $215162.39    | 1.02%             | 2025-07-31      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| PHOENIX NEWCO INC                   | PHOENIX NEWCO INC                         | CUSIP: 71911KAE4<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |    139300 | PA      | $139290.25    | 0.66%             | 2028-11-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                    | WAND NEWCO 3 INC                          | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |    103476 | PA      | $102946.31    | 0.49%             | 2031-01-30      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II             | DEL MONTE FOODS CORP II                   | CUSIP: 24521WAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    131722 | PA      | $72447.30     | 0.34%             | 2028-08-02      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC               | CAESARS ENTERTAIN INC                     | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |     98100 | PA      | $97903.80     | 0.46%             | 2030-02-06      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| ROPER INDUSTRIAL PRODUCT            | ROPER INDUSTRIAL PRODUCT                  | CUSIP: 77669LAK9<br>LEI: 254900RXO1EICEHOLG29 | Long             | LON              | CORP              | US        |     29850 | PA      | $29766.12     | 0.14%             | 2029-11-23      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP               | AADVANTAGE LOYALTY IP LTD                 | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    115000 | PA      | $114119.10    | 0.54%             | 2028-04-20      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC               | DIRECTV FINANCING LLC                     | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    247464 | PA      | $245100.79    | 1.16%             | 2029-08-02      | Floating      | 9.79%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT              | MAUSER PACKAGING SOLUTIONS HOLDING CO     | CUSIP: 57763TAE3<br>LEI: 549300DNGHXL0OMHW304 | Long             | LON              | CORP              | US        |    138707 | PA      | $138621.07    | 0.66%             | 2027-04-16      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| KESTREL ACQUISITION LLC             | KESTREL ACQUISITION LLC                   | CUSIP: 44579UAB8<br>LEI: 549300ER0JUHJLPPMH08 | Long             | LON              | CORP              | US        |     89325 | PA      | $89132.06     | 0.42%             | 2031-11-06      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| WHITEWATER DBR HOLDCO LL            | WHITEWATER DBR HOLDCO LL                  | CUSIP: 96616PAD0<br>LEI: 21380025GXMNBTSJP816 | Long             | LON              | CORP              | US        |    109176 | PA      | $109176.36    | 0.52%             | 2031-03-03      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                          | KAMAN CORP                                | CUSIP: 000000000<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |      9052 | PA      | $9037.60      | 0.04%             | 2032-02-26      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC               | QUIKRETE HOLDINGS INC                     | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    357300 | PA      | $356506.79    | 1.69%             | 2031-04-14      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| GENESYS CLOUD SERVICES              | GENESYS CLOUD SERVICES                    | CUSIP: 39479UAY9<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |    139650 | PA      | $139546.66    | 0.66%             | 2032-01-30      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| PETSMART INC                        | PetSmart LLC                              | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    117387 | PA      | $115944.73    | 0.55%             | 2028-02-14      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDIN             | SCIENTIFIC GAMES HOLDINGS LP              | CUSIP: 80875CAE7<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |    267526 | PA      | $267175.67    | 1.27%             | 2029-04-04      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| ENDEAVOR OPERATING CO               | ENDEAVOR OPERATING CO LLC                 | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     25000 | PA      | $25007.75     | 0.12%             | 2032-03-24      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION               | CMG MEDIA CORP                            | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    162210 | PA      | $156758.36    | 0.74%             | 2029-06-18      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                          | KAMAN CORP                                | CUSIP: 000000000<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |     95948 | PA      | $95798.60     | 0.45%             | 2032-02-26      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| BELRON FINANCE 2019 LLC             | BELRON FINANCE 2019 LLC                   | CUSIP: 08078UAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    198065 | PA      | $198753.97    | 0.94%             | 2031-10-16      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| GATES CORPORATION/DE                | GATES CORPORATION                         | CUSIP: 36740UAY8<br>LEI: 984500F43C791F4C7894 | Long             | LON              | CORP              | US        |    213388 | PA      | $213216.79    | 1.01%             | 2031-06-04      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD               | HUB INTERNATIONAL LTD                     | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    221466 | PA      | $222079.92    | 1.05%             | 2030-06-20      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC                 | APPLIED SYSTEMS INC                       | CUSIP: 03827FBC4<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |     10000 | PA      | $10232.50     | 0.05%             | 2032-02-23      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC            | WINDSOR HOLDINGS III LLC                  | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |    104738 | PA      | $104711.32    | 0.50%             | 2030-08-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                       | LIFE TIME INC                             | CUSIP: 50218KAM0<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |    149250 | PA      | $149548.50    | 0.71%             | 2031-11-05      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| NorthAB LLC                         | NORTHAB LLC                               | CUSIP: 66345FAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    161960 | PA      | $159901.72    | 0.76%             | 2028-11-24      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| CREATIVE ARTISTS AGENCY LLC         | CREATIVE ARTISTS AGENCY LLC               | CUSIP: 22526WAS7<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |     64838 | PA      | $64998.95     | 0.31%             | 2031-10-01      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| PHOENIX GUARANTOR INC               | PHOENIX GUARANTOR INC                     | CUSIP: 71913BAK8<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |    219262 | PA      | $219834.17    | 1.04%             | 2031-02-21      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC              | CLOUD SOFTWARE GROUP INC                  | CUSIP: 88632NBE9<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |     69650 | PA      | $69753.08     | 0.33%             | 2031-03-24      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                | LIFEPOINT HEALTH INC                      | CUSIP: 75915TAL6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    119363 | PA      | $117338.29    | 0.56%             | 2031-05-19      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| AMAZON HOLDCO INC                   | AMAZON HOLDCO INC                         | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |     51355 | PA      | $51226.50     | 0.24%             | 2031-09-29      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                   | NEXSTAR MEDIA INC                         | CUSIP: 65336RBB3<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |     20000 | PA      | $19950.00     | 0.09%             | 2032-06-24      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                     | MADISON IAQ LLC                           | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    189508 | PA      | $189557.04    | 0.90%             | 2028-06-21      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                 | SELECT MEDICAL CORP                       | CUSIP: 816194AY0<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |     49750 | PA      | $49843.53     | 0.24%             | 2031-12-03      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| ALLIANCE LAUNDRY SYSTEMS            | ALLIANCE LAUNDRY SYSTEMS LLC              | CUSIP: 01862LBA5<br>LEI: 549300YBOGK6MBI5ND34 | Long             | LON              | CORP              | US        |    140000 | PA      | $140210.00    | 0.67%             | 2031-08-19      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| SOUTHERN VETERINARY PART            | SOUTHERN VETERINARY PART                  | CUSIP: 84410HAN0<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |     59700 | PA      | $59723.68     | 0.28%             | 2031-12-04      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                 | LIGHTNING POWER LLC                       | CUSIP: 53229LAB3<br>LEI: 254900BWCHJ03XRL8K59 | Long             | LON              | CORP              | US        |    104737 | PA      | $104853.10    | 0.50%             | 2031-08-18      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES LP               | CITADEL SECURITIES LP                     | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |    171546 | PA      | $172168.55    | 0.82%             | 2031-10-31      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC            | Virgin Media Bristol LLC                  | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    180000 | PA      | $177507.00    | 0.84%             | 2028-01-31      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| EAGLE BROADBAND INVEST              | Eagle Broadband Investments LLC           | CUSIP: 26943PAB5<br>LEI: 254900W09ZHD1OM4I757 | Long             | LON              | CORP              | US        |    314221 | PA      | $312650.07    | 1.48%             | 2027-11-12      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC            | TK ELEVATOR US NEWCO INC                  | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |    120000 | PA      | $120259.20    | 0.57%             | 2030-04-30      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDI             | DG INVESTMENT INTERMEDIATE HOLDINGS 2 INC | CUSIP: 23344MAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5999 | PA      | $5968.64      | 0.03%             | 2028-03-31      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| FREEPORT LNG INVESTMENTS            | FREEPORT LNG INVESTMENTS LLLP             | CUSIP: 35670CAC2<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |    145892 | PA      | $145801.18    | 0.69%             | 2028-12-21      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP LTD                  | ARDONAGH GROUP FINCO PTY LTD              | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |    174562 | PA      | $173035.08    | 0.82%             | 2031-02-18      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                | INEOS US FINANCE LLC                      | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    276125 | PA      | $264193.66    | 1.25%             | 2030-02-19      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| OPAL LLC                            | OPAL US LLC                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     75000 | PA      | $75258.00     | 0.36%             | 2032-04-23      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Cornerstone Generation LLC          | CORNERSTONE GENERATION L                  | CUSIP: 21924NAB4<br>LEI: 254900JBGAU2N55LVN75 | Long             | LON              | CORP              | US        |    165000 | PA      | $165755.70    | 0.79%             | 2031-10-28      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| ONE CALL CORP                       | One Call Corp                             | CUSIP: 68235XAB7<br>LEI: 549300WUCCV86ZQHG041 | Long             | LON              | CORP              | US        |     64496 | PA      | $64065.93     | 0.30%             | 2027-04-22      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC              | AI AQUA MERGER SUB INC                    | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    159062 | PA      | $158732.34    | 0.75%             | 2028-07-31      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC                 | APPLIED SYSTEMS INC                       | CUSIP: 03827FBD2<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |    307293 | PA      | $308445.17    | 1.46%             | 2031-02-24      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC                         | CHOBANI LLC                               | CUSIP: 17026YAK5<br>LEI: 549300ISVDMZ91KNTR38 | Long             | LON              | CORP              | US        |     78804 | PA      | $78984.46     | 0.37%             | 2027-10-25      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| NOURYON FINANCE BV                  | NOURYON FINANCE BV                        | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |     77037 | PA      | $77326.24     | 0.37%             | 2028-04-03      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS CORP                     | NCR ATLEOS CORP                           | CUSIP: 63001PAF8<br>LEI: 9845005FC3S0VA714741 | Long             | LON              | CORP              | US        |     25480 | PA      | $25645.32     | 0.12%             | 2029-04-16      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| WEC US HOLDINGS INC                 | WEC US HOLDINGS INC                       | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |    262342 | PA      | $262321.31    | 1.25%             | 2031-01-27      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| GRIFOLS WORLDWIDE OPERAT            | Grifols Worldwide Operations USA Inc      | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    210000 | PA      | $209241.90    | 0.99%             | 2027-11-15      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| LANNETT CO INC                      | LANNETT CO INC                            | CUSIP: 000000000<br>LEI: 5299001DJ6C90XX17G45 | Long             | LON              | CORP              | US        |      7511 | PA      | $2176.67      | 0.01%             | 2030-06-16      | Variable      | 0.01%                 | No            |                  3 | On Loan: No      |
| FRONTDOOR INC                       | FRONTDOOR INC                             | CUSIP: 35905CAK1<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | LON              | CORP              | US        |    139300 | PA      | $139561.88    | 0.66%             | 2031-12-19      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| UPSTREAM NEWCO INC                  | Upstream Newco Inc                        | CUSIP: 91678HAF9<br>LEI: 549300Q4K2W4R1EBTH48 | Long             | LON              | CORP              | US        |     56400 | PA      | $43710.01     | 0.21%             | 2026-11-20      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                  | BAUSCH + LOMB CORP                        | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |     44212 | PA      | $44157.23     | 0.21%             | 2028-09-29      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| CNT HOLDINGS I CORP                 | CNT HOLDINGS I CORP                       | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |    151398 | PA      | $151698.05    | 0.72%             | 2032-11-08      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Century DE Buyer LLC                | CENTURY DE BUYE 10/30/30                  | CUSIP: 15651FAD8<br>LEI: 254900PQRPPYRTQIDX74 | Long             | LON              | CORP              | US        |    201965 | PA      | $203059.75    | 0.96%             | 2030-10-30      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| FUGUE FINANCE LLC                   | FUGUE FINANCE LLC                         | CUSIP: 000000000<br>LEI: 254900Y4DWBRGAFENC88 | Long             | LON              | CORP              | HK        |      4988 | PA      | $5014.53      | 0.02%             | 2032-01-09      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| HAMILTON PROJECTS ACQUIR            | HAMILTON PROJECTS ACQUIR                  | CUSIP: 40444KAD7<br>LEI: 5493005K6XILIQ2EZY52 | Long             | LON              | CORP              | US        |     19100 | PA      | $19155.77     | 0.09%             | 2031-05-30      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| AL GCX FUND                         | AL GCX FUND VIII HOLDINGS LLC             | CUSIP: 00162AAB7<br>LEI: 254900KQJGH397AKYT16 | Long             | LON              | CORP              | US        |    140000 | PA      | $139738.20    | 0.66%             | 2032-01-30      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| GIP PILOT ACQUISITION PA            | GIP PILOT ACQUISITION PA                  | CUSIP: 31773HAE2<br>LEI: 254900NQOAOPPA12X060 | Long             | LON              | CORP              | US        |     57966 | PA      | $58014.05     | 0.28%             | 2030-10-04      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| COGECO COMMUNICATIONS US            | COGECO COMMUNICATIONS USA II LP           | CUSIP: 19239BAD0<br>LEI: 549300UVJTPYOZ6XKH79 | Long             | LON              | CORP              | US        |    300048 | PA      | $299111.97    | 1.42%             | 2030-09-30      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc | CLYDESDALE ACQUISITION                    | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     90000 | PA      | $89783.10     | 0.43%             | 2029-04-13      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| KUEHG CORP                          | KUEHG CORP                                | CUSIP: 50118YAG4<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |     64677 | PA      | $64676.71     | 0.31%             | 2030-06-12      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| JOHN BEAN TECHNOLOGIES C            | JOHN BEAN TECHNOLOGIES CORP               | CUSIP: 47783YAP4<br>LEI: 5493007CT6ATBZ2L6826 | Long             | LON              | CORP              | US        |    189525 | PA      | $189998.81    | 0.90%             | 2032-01-02      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| SAZERAC CO INC                      | SAZERAC CO INC                            | CUSIP: 000000000<br>LEI: 9QU0CG1O4LSOB6IFK895 | Long             | LON              | CORP              | US        |     10000 | PA      | $9987.50      | 0.05%             | 2032-06-25      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| CONSTRUCTION PARTNERS IN            | CONSTRUCTION PARTNERS INC                 | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |    288550 | PA      | $289271.38    | 1.37%             | 2031-11-03      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| FLUTTER FINANCING BV                | FLUTTER FINANCING BV                      | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |     25000 | PA      | $24968.75     | 0.12%             | 2032-06-04      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| LSF12 CROWN US COMMERCIA            | LSF12 CROWN US COMMERCIAL BIDCO LLC       | CUSIP: 50221UAC5<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |    200000 | PA      | $200876.00    | 0.95%             | 2031-12-02      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION               | MCGRAW-HILL EDUCATION INC                 | CUSIP: 58063DAF0<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | LON              | CORP              | US        |     54579 | PA      | $54727.08     | 0.26%             | 2031-08-06      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BOR         | PRIME SECURITY SERVICES BOR               | CUSIP: 03765VAP5<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    138279 | PA      | $138279.28    | 0.66%             | 2030-10-15      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                        | ACRISURE LLC                              | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    322754 | PA      | $321601.67    | 1.53%             | 2030-11-06      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                | LIFEPOINT HEALTH INC                      | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |     64588 | PA      | $63830.68     | 0.30%             | 2031-05-19      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| TRICORBRAUN HOLDINGS INC            | TricorBraun Holdings Inc                  | CUSIP: 00184NAB3<br>LEI: 2549009AB5YVVW5J1U62 | Long             | LON              | CORP              | US        |    198864 | PA      | $198549.62    | 0.94%             | 2028-03-03      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDI             | DG Investment Intermediate Holdings 2 Inc | CUSIP: 23344MAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    152996 | PA      | $152841.66    | 0.73%             | 2028-03-31      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| ENTAIN PLC                          | ENTAIN PLC                                | CUSIP: 36270BAC6<br>LEI: 213800GNI3K45LQR8L28 | Long             | LON              | CORP              | IM        |     94050 | PA      | $94334.03     | 0.45%             | 2029-10-31      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                      | PROOFPOINT INC                            | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |     72475 | PA      | $72482.79     | 0.34%             | 2028-08-31      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| DYNAMO US BIDCO INC                 | DYNAMO US BIDCO INC                       | CUSIP: 26806DAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     19850 | PA      | $19887.32     | 0.09%             | 2031-09-26      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| COTIVITI INC                        | COTIVITI INC                              | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    125000 | PA      | $124271.25    | 0.59%             | 2032-03-29      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS            | UNIVISION COMMUNICATIONS INC              | CUSIP: 914908BG2<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    101918 | PA      | $99709.51     | 0.47%             | 2029-01-31      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| CVR CHC LP                          | CVR CHC LP                                | CUSIP: 12663SAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     35083 | PA      | $35024.10     | 0.17%             | 2027-12-30      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| TMF SAPPHIRE BIDCO BV               | TMF SAPPHIRE BIDCO BV                     | CUSIP: 000000000<br>LEI: 213800H27OKZZZ2CB779 | Long             | LON              | CORP              | NL        |     39502 | PA      | $39564.02     | 0.19%             | 2028-05-03      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| FLORA FOOD MANAG                    | FLORA FOOD MANAG                          | CUSIP: 000000000<br>LEI: 254900U4MHW4MZWGFU47 | Long             | LON              | CORP              | US        |     99055 | PA      | $99043.53     | 0.47%             | 2028-01-03      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                 | Gray Television Inc                       | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |    201870 | PA      | $194988.22    | 0.93%             | 2028-12-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| AGGREKO HOLDINGS INC                | AGGREKO HOLDINGS INC                      | CUSIP: 00847NAE6<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | US        |     39601 | PA      | $39625.95     | 0.19%             | 2029-08-02      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| ECL ENTERTAINMENT LLC               | ECL ENTERTAINMENT LLC                     | CUSIP: 26826TAL7<br>LEI: 254900UPSGHOBB360Z85 | Long             | LON              | CORP              | US        |     83828 | PA      | $83723.45     | 0.40%             | 2030-08-30      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| MX HOLDINGS US INC                  | MX HOLDINGS US INC                        | CUSIP: 55404TAF9<br>LEI: 549300RKTIVJWNROR778 | Long             | LON              | CORP              | US        |    115000 | PA      | $115431.25    | 0.55%             | 2032-03-17      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-25

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

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer