# EDGAR Filing Document

**Accession Number:** 0001636289
**File Stem:** 0001752724-23-065078
**Filing Date:** 2023-3
**Character Count:** 136644
**Document Hash:** 4d365556cddcbb55dabbc8e4cf41b669
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-065078.hdr.sgml**: 20230324

**ACCESSION NUMBER**: 0001752724-23-065078

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230324

**DATE AS OF CHANGE**: 20230324

**PERIOD START**: 20230131

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Virtus Diversified Income & Convertible Fund
- **CENTRAL INDEX KEY:** 0001636289
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23039
- **FILM NUMBER:** 23758333

**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:** 800-254-5197

**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:** 2023-01-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $332081191.50

**Total Liabilities:** $112249885.04

**Net Assets:** $219831306.46

**Delayed Delivery Securities:** $1601406.25

**Cash Not Reported:** $837988.65

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** -1.00000000 | **5-Year:** -1606.00000000 | **10-Year:** 0.00000000 | **30-Year:** -7575.00000000

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

- **3-Month:** -6.00000000 | **1-Year:** -136.00000000 | **5-Year:** -32460.00000000 | **10-Year:** -20433.00000000 | **30-Year:** -253.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | 3.12%                | -5.55%               | 7.68%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1211156.81             | $7556982.62                                |
| Month 2  | $-468080.47              | $-11760375.04                              |
| Month 3  | $878650.90               | $14797197.37                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Plug Power Inc                       | Plug Power Inc                                                                   | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |     18725 | NS      | $318699.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                        | CME Group Inc                                                                    | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      4690 | NS      | $828535.40    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| GS FINANCE CORP                      | GS Finance Corp                                                                  | CUSIP: 40057PBH4<br>LEI: 549300FR80KBVO6DRL61 | Long             | DBT              | CORP              | US        |   3015000 | PA      | $3151865.93   | 1.43%             | 2027-12-29      | Fixed         | 0.50%                 | No            |                  3 | On Loan: No      |
| Chipotle Mexican Grill Inc           | Chipotle Mexican Grill Inc                                                       | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       605 | NS      | $996059.90    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTRESS TRANS & INFRAST             | Fortress Transportation and Infrastructure Investors LLC                         | CUSIP: 34960PAC5<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    350000 | PA      | $359813.07    | 0.16%             | 2027-08-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                 | OneMain Finance Corp                                                             | CUSIP: 85172FAF6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111229.33    | 0.05%             | 2023-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC               | Spirit AeroSystems Inc                                                           | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    175000 | PA      | $190184.75    | 0.09%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                | GFL Environmental Inc                                                            | CUSIP: 36168QAN4<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    545000 | PA      | $491884.30    | 0.22%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC             | Northern Oil and Gas Inc                                                         | CUSIP: 665531AH2<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1542920.00   | 0.70%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC              | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $123223.95    | 0.06%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                    | Post Holdings Inc                                                                | CUSIP: 737446AS3<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1899083.50   | 0.86%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PAGERDUTY INC.                       | PagerDuty Inc                                                                    | CUSIP: 69553PAB6<br>LEI: 549300U1SB749EDAGH21 | Long             | DBT              | CORP              | US        |    945000 | PA      | $996975.00    | 0.45%             | 2025-07-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NOVOCURE LTD                         | Novocure Ltd                                                                     | CUSIP: 67011XAB9<br>LEI: 213800YPP55UMHWA4826 | Long             | DBT              | CORP              | JE        |   1575000 | PA      | $1523812.50   | 0.69%             | 2025-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PALO ALTO NETWORKS                   | Palo Alto Networks Inc                                                           | CUSIP: 697435AD7<br>LEI: 549300QXR2YVZV231H43 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1925325.00   | 0.88%             | 2023-07-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                | American Airlines Inc                                                            | CUSIP: 023771S58<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    300000 | PA      | $333916.50    | 0.15%             | 2025-07-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                        | Carnival Corp                                                                    | CUSIP: 143658BG6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    650000 | PA      | $679841.50    | 0.31%             | 2026-02-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Adobe Inc                            | Adobe Inc                                                                        | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       720 | NS      | $266644.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HALOZYME THERAPEUTICS IN             | Halozyme Therapeutics Inc                                                        | CUSIP: 40637HAD1<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |   2590000 | PA      | $2424887.50   | 1.10%             | 2027-03-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP               | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $129173.25    | 0.06%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                 | Booking Holdings Inc                                                             | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       700 | NS      | $1703870.00   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| WAYFAIR INC                          | Wayfair Inc                                                                      | CUSIP: 94419LAF8<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |    505000 | PA      | $383800.00    | 0.17%             | 2026-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                | Caesars Entertainment Inc                                                        | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    230000 | PA      | $234025.00    | 0.11%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                    | Barclays Bank PLC                                                                | CUSIP: 06739GCF4<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |   2105000 | PA      | $2248068.26   | 1.02%             | 2025-02-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                 | Booking Holdings Inc                                                             | CUSIP: 09857LAN8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $2278080.00   | 1.04%             | 2025-05-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                    | Nexstar Media Inc                                                                | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    445000 | PA      | $423893.65    | 0.19%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $275401.22    | 0.13%             | 2026-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                 | Entegris Escrow Corp                                                             | CUSIP: 29365BAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $484966.65    | 0.22%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                    | Iron Mountain Inc                                                                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    425000 | PA      | $384599.50    | 0.17%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                  | Select Medical Corp                                                              | CUSIP: 816196AT6<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |    245000 | PA      | $239286.60    | 0.11%             | 2026-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WORKIVA INC                          | Workiva Inc                                                                      | CUSIP: 98139AAB1<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1680765.00   | 0.76%             | 2026-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                            | TEGNA Inc                                                                        | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    280000 | PA      | $263762.80    | 0.12%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE              | Thermo Fisher Scientific Inc                                                     | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |       -15 | NC      | $-1125.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WOLFSPEED INC                        | Wolfspeed Inc                                                                    | CUSIP: 977852AC6<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |    850000 | PA      | $825453.73    | 0.38%             | 2029-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                  | Elevance Health Inc                                                              | CUSIP: 94973VBG1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    125000 | PA      | $890862.50    | 0.41%             | 2042-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COTY INC                             | Coty Inc                                                                         | CUSIP: 222070AB0<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    475000 | PA      | $468255.00    | 0.21%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPAY HOLDINGS                       | Repay Holdings Corp                                                              | CUSIP: 76029LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2120000 | PA      | $1699975.00   | 0.77%             | 2026-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL              | BioMarin Pharmaceutical Inc                                                      | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $2407500.00   | 1.10%             | 2027-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SNAP INC                             | Snap Inc                                                                         | CUSIP: 83304AAB2<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $963490.00    | 0.44%             | 2026-08-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                | Southwest Airlines Co                                                            | CUSIP: 844741BG2<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    860000 | PA      | $1031140.00   | 0.47%             | 2025-05-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                     | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $469450.80    | 0.21%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                | ON Semiconductor Corp                                                            | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    840000 | PA      | $1259580.00   | 0.57%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CONFLUENT INC                        | Confluent Inc                                                                    | CUSIP: 20717MAB9<br>LEI: 254900MRZ83YWUV7SN74 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1070328.00   | 0.49%             | 2027-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE               | Edgewell Personal Care Co                                                        | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $284103.00    | 0.13%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                             | EQT Corp                                                                         | CUSIP: 26884LAK5<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    435000 | PA      | $975922.50    | 0.44%             | 2026-05-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NESCO HOLDINGS II INC                | NESCO Holdings II Inc                                                            | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |    390000 | PA      | $350262.90    | 0.16%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC BOR ESC             | Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $371155.25    | 0.17%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                | Uber Technologies Inc                                                            | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   3320000 | PA      | $2917437.88   | 1.33%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                   | Home Depot Inc/The                                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      5100 | NS      | $1653267.00   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| 2020 CASH EXCH TRUST                 | 2020 Cash Mandatory Exchangeable Trust                                           | CUSIP: 901375105<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1690 | NS      | $2038376.60   | 0.93%             |  |  |  | No            |                  2 | On Loan: No      |
| ENVESTNET INC                        | Envestnet Inc                                                                    | CUSIP: 29404KAF3<br>LEI: 549300HLWZ5OKIDM8737 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1687425.00   | 0.77%             | 2027-12-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN             | Live Nation Entertainment Inc                                                    | CUSIP: 538034AU3<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   2185000 | PA      | $2249457.50   | 1.02%             | 2025-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                        | PRA Group Inc                                                                    | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226141.04    | 0.10%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Target Corp                          | Target Corp                                                                      | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      2770 | NS      | $476827.80    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP              | Asbury Automotive Group Inc                                                      | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    145000 | PA      | $127953.80    | 0.06%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                   | CNX Resources Corp                                                               | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    230000 | PA      | $223672.70    | 0.10%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp                       | Atlassian Corp                                                                   | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | AU        |      2720 | NS      | $439606.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWESTERN ENERGY CO               | Southwestern Energy Co                                                           | CUSIP: 845467AS8<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    235000 | PA      | $218843.75    | 0.10%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SPLUNK INC                           | Splunk Inc                                                                       | CUSIP: 848637AF1<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1523262.00   | 0.69%             | 2027-06-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| FIVE9 INC                            | Five9 Inc                                                                        | CUSIP: 338307AD3<br>LEI: 254900MXP6EWY0SFFR59 | Long             | DBT              | CORP              | US        |   2265000 | PA      | $2139292.50   | 0.97%             | 2025-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LiveStyle Inc. Common Stock          | LiveStyle Inc. Common Stock                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13574 | NS      | $0.14         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NEW YORK STOCK EXCHANGE              | MASTERCARD INC                                                                   | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |       -35 | NC      | $-245.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                       | Microsoft Corp                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     17281 | NS      | $4282404.61   | 1.95%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC             | Builders FirstSource Inc                                                         | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    245000 | PA      | $239862.58    | 0.11%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                | DuPont de Nemours Inc                                                            | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     15740 | NS      | $1163973.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| MAUSER PACKAGING SOLUT               | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAB3<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    230000 | PA      | $232012.50    | 0.11%             | 2026-08-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP               | Boston Scientific Corp                                                           | CUSIP: 101137206<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EP               | CORP              | US        |     17965 | NS      | $2050345.45   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                    | Post Holdings Inc                                                                | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231843.36    | 0.11%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TECHTARGET INC                       | TechTarget Inc                                                                   | CUSIP: 87874RAD2<br>LEI: 529900YQA5JL2H2VMB84 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1094604.10   | 0.50%             | 2026-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM              | United Rentals North America Inc                                                 | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    310000 | PA      | $299925.00    | 0.14%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SAREPTA THERAPEUTICS INC             | Sarepta Therapeutics Inc                                                         | CUSIP: 803607AC4<br>LEI: 549300IKDPIED8J8IG21 | Long             | DBT              | CORP              | US        |   2595000 | PA      | $2949217.50   | 1.34%             | 2027-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                       | Bombardier Inc                                                                   | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    340000 | PA      | $339670.20    | 0.15%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN             | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $402550.00    | 0.18%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ETSY INC                             | Etsy Inc                                                                         | CUSIP: 29786AAN6<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |   3905000 | PA      | $3512157.00   | 1.60%             | 2028-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FARFETCH LTD                         | Farfetch Ltd                                                                     | CUSIP: 30744WAD9<br>LEI: 549300QFQ74Z0F96NS78 | Long             | DBT              | CORP              | KY        |    900000 | PA      | $787950.00    | 0.36%             | 2027-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                           | Zoetis Inc                                                                       | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      6940 | NS      | $1148500.60   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| GOODYEAR TIRE & RUBBER               | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    265000 | PA      | $226714.15    | 0.10%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                   | Ford Motor Co                                                                    | CUSIP: 345370CA6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    250000 | PA      | $268164.00    | 0.12%             | 2031-07-16      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                  | Sirius XM Radio Inc                                                              | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    450000 | PA      | $400545.00    | 0.18%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CYBERARK SOFTWARE LTD                | CyberArk Software Ltd                                                            | CUSIP: 23248VAB1<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |    945000 | PA      | $1038933.00   | 0.47%             | 2024-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CDI ESCROW ISSUER INC                | CDI Escrow Issuer Inc                                                            | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $464275.00    | 0.21%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DEXCOM INC                           | Dexcom Inc                                                                       | CUSIP: 252131AK3<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |   4785000 | PA      | $5038605.00   | 2.29%             | 2025-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA             | Weatherford International Ltd                                                    | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    465000 | PA      | $469375.65    | 0.21%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| IQVIA Holdings Inc                   | IQVIA Holdings Inc                                                               | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      4935 | NS      | $1132138.35   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES              | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153AZ5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    105000 | PA      | $112746.90    | 0.05%             | 2025-06-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| WORLD WRESTLING ENTERTAI             | World Wrestling Entertainment Inc                                                | CUSIP: 98156QAB4<br>LEI: 549300WZVLSCS3L4L698 | Long             | DBT              | CORP              | US        |    415000 | PA      | $1408095.00   | 0.64%             | 2023-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PLUG POWER INC                       | Plug Power Inc                                                                   | CUSIP: 72919PAD5<br>LEI: 549300JPDKRSJ8JSM954 | Long             | DBT              | CORP              | US        |    195000 | PA      | $662512.50    | 0.30%             | 2025-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC               | Lumen Technologies Inc                                                           | CUSIP: 550241AA1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    315000 | PA      | $218207.95    | 0.10%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                  | Shift4 Payments Inc                                                              | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2490000 | PA      | $2222325.00   | 1.01%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                 | CITGO Petroleum Corp                                                             | CUSIP: 17302XAM8<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    445000 | PA      | $436039.93    | 0.20%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                  | NuStar Logistics LP                                                              | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    305000 | PA      | $293791.25    | 0.13%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                      | Gen Digital Inc                                                                  | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    450000 | PA      | $456885.00    | 0.21%             | 2030-09-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                | Caesars Entertainment Inc                                                        | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    425000 | PA      | $363375.00    | 0.17%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                | Bath & Body Works Inc                                                            | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    590000 | PA      | $576536.20    | 0.26%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                       | Amazon.com Inc                                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     26945 | NS      | $2778837.85   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH NETWORK CORP                    | DISH Network Corp                                                                | CUSIP: 25470MAF6<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   3830000 | PA      | $2525885.00   | 1.15%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                        | Coherent Corp                                                                    | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    400000 | PA      | $363261.50    | 0.17%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY BROADBAND CORP               | Liberty Broadband Corp                                                           | CUSIP: 530307AA5<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $979968.22    | 0.45%             | 2050-09-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PURE STORAGE INC                     | Pure Storage Inc                                                                 | CUSIP: 74624MAB8<br>LEI: 549300NPDB0BZTK3WO90 | Long             | DBT              | CORP              | US        |    560000 | PA      | $624120.00    | 0.28%             | 2023-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                         | Alphabet Inc                                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     37300 | NS      | $3686732.00   | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| DIRECTV FIN LLC/COINC                | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $520837.88    | 0.24%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                            | Tesla Inc                                                                        | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     11988 | NS      | $2076561.36   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| INSULET CORPORATION                  | Insulet Corp                                                                     | CUSIP: 45784PAK7<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1601380.00   | 0.73%             | 2026-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Generac Holdings Inc                 | Generac Holdings Inc                                                             | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |      2070 | NS      | $249642.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SPLUNK INC                           | Splunk Inc                                                                       | CUSIP: 848637AD6<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |    760000 | PA      | $740240.00    | 0.34%             | 2025-09-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                          | Deluxe Corp                                                                      | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |    285000 | PA      | $244031.25    | 0.11%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CEDAR FAIR/CAN/MAGNUM/MI             | Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op  | CUSIP: 150190AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $232200.00    | 0.11%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| 3D SYSTEMS CORP                      | 3D Systems Corp                                                                  | CUSIP: 88554DAD8<br>LEI: 5493003HHDOCCW4OP744 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $942181.25    | 0.43%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                           | Intuit Inc                                                                       | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      2970 | NS      | $1255329.90   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS             | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed   | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $330655.65    | 0.15%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS             | Hughes Satellite Systems Corp                                                    | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $386848.00    | 0.18%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN             | Live Nation Entertainment Inc                                                    | CUSIP: 538034AZ2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    885000 | PA      | $949162.50    | 0.43%             | 2029-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                            | PG&E Corp                                                                        | CUSIP: 69331C140<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |      9900 | NS      | $1398474.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| REPLIGEN CORP                        | Repligen Corp                                                                    | CUSIP: 759916AB5<br>LEI: 54930006QJ0T5AUO1E71 | Long             | DBT              | CORP              | US        |    655000 | PA      | $1108587.50   | 0.50%             | 2024-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| INSMED INC                           | Insmed Inc                                                                       | CUSIP: 457669AA7<br>LEI: 529900Q55QAG41CCAC11 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1209975.00   | 0.55%             | 2025-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                             | NIKE Inc                                                                         | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     10765 | NS      | $1370707.45   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                   | Meta Platforms Inc                                                               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      6135 | NS      | $913930.95    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT CORP                         | Navient Corp                                                                     | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    375000 | PA      | $369408.75    | 0.17%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZSCALER INC.                         | Zscaler Inc                                                                      | CUSIP: 98980GAB8<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |    795000 | PA      | $868537.50    | 0.40%             | 2025-07-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                | SS&C Technologies Inc                                                            | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    245000 | PA      | $235627.33    | 0.11%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BILL.COM HOLDINGS INC                | Bill.com Holdings Inc                                                            | CUSIP: 090043AD2<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |   3970000 | PA      | $3183940.00   | 1.45%             | 2027-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SNAP INC                             | Snap Inc                                                                         | CUSIP: 83304AAG1<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1383360.00   | 0.63%             | 2028-03-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                       | ServiceNow Inc                                                                   | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      3320 | NS      | $1511031.60   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITY SOFTWARE INC                   | Unity Software Inc                                                               | CUSIP: 91332UAB7<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $913635.00    | 0.42%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE             | Compass Group Diversified Holdings LLC                                           | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |    435000 | PA      | $391404.30    | 0.18%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BOX INC                              | Box Inc                                                                          | CUSIP: 10316TAB0<br>LEI: 549300KQUCPD8687YS68 | Long             | DBT              | CORP              | US        |    810000 | PA      | $1085805.00   | 0.49%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENPHASE ENERGY INC                   | Enphase Energy Inc                                                               | CUSIP: 29355AAH0<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1790100.00   | 0.81%             | 2026-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LIONS GATE CAPITAL HOLD              | Lions Gate Capital Holdings LLC                                                  | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |    410000 | PA      | $266500.00    | 0.12%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                         | Moody's Corp                                                                     | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      3810 | NS      | $1229677.50   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc               | Intuitive Surgical Inc                                                           | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      4435 | NS      | $1089635.15   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLAR EDGE TECHNOLOGIES              | SolarEdge Technologies Inc                                                       | CUSIP: 83417MAD6<br>LEI: 5493000K6Y58XXPDF853 | Long             | DBT              | CORP              | US        |    690000 | PA      | $926325.00    | 0.42%             | 2025-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                   | Liberty Media Corp-Liberty Formula One                                           | CUSIP: 531229AL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2005000 | PA      | $2093220.00   | 0.95%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                   | Ford Motor Co                                                                    | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112844.14    | 0.05%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                         | SM Energy Co                                                                     | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    530000 | PA      | $504146.36    | 0.23%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNA             | Scientific Games International Inc                                               | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178198.82    | 0.08%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY BROADBAND CORP               | Liberty Broadband Corp                                                           | CUSIP: 530307AC1<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |   2925000 | PA      | $2818968.75   | 1.28%             | 2050-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                       | Salesforce Inc                                                                   | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      2320 | NS      | $389690.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                       | Mastercard Inc                                                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      6535 | NS      | $2421871.00   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc               | UnitedHealth Group Inc                                                           | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      2182 | NS      | $1089232.58   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES GROUP              | American Airlines Group Inc                                                      | CUSIP: 02376RAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1243375.00   | 0.57%             | 2025-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                 | Waste Management Inc                                                             | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      8915 | NS      | $1379417.95   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                | Tenet Healthcare Corp                                                            | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116485.20    | 0.05%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                 | Chart Industries Inc                                                             | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    455000 | PA      | $465237.50    | 0.21%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc         | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      2765 | NS      | $1576962.45   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN             | Virgin Media Secured Finance PLC                                                 | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    395000 | PA      | $366437.55    | 0.17%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                       | Cloudflare Inc                                                                   | CUSIP: 18915MAC1<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |   3035000 | PA      | $2522843.75   | 1.15%             | 2026-08-15      | None          | 0.00%                 | No            |                  2 | 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      | $138289.60    | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| Exelon Corp                          | Exelon Corp                                                                      | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     51310 | NS      | $2164768.90   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES              | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BP6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    890000 | PA      | $1358585.00   | 0.62%             | 2025-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc               | Marvell Technology Inc                                                           | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10735 | NS      | $463215.25    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc                     | EPAM Systems Inc                                                                 | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |      1062 | NS      | $353274.30    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                | Wells Fargo & Co                                                                 | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      4060 | NS      | $5107439.40   | 2.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AXLE & MFG INC              | American Axle & Manufacturing Inc                                                | CUSIP: 02406PAU4<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    250000 | PA      | $230605.00    | 0.10%             | 2027-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                    | Post Holdings Inc                                                                | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    300000 | PA      | $258750.00    | 0.12%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN             | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    645000 | PA      | $642427.68    | 0.29%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER               | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BH3<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258043.82    | 0.12%             | 2025-05-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC               | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $116725.00    | 0.05%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP               | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $254800.00    | 0.12%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                  | Gray Television Inc                                                              | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    295000 | PA      | $217562.50    | 0.10%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                | Scripps Escrow II Inc                                                            | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $242100.00    | 0.11%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International            | MGM Resorts International                                                        | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |     23125 | NS      | $957606.25    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CALLON PETROLEUM                     | Callon Petroleum Co                                                              | CUSIP: 13123XBD3<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    355000 | PA      | $354808.30    | 0.16%             | 2028-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                     | Vail Resorts Inc                                                                 | CUSIP: 91879QAN9<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |   2385000 | PA      | $2256806.25   | 1.03%             | 2026-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                         | Broadcom Inc                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      4040 | NS      | $2363440.40   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                | Tenet Healthcare Corp                                                            | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    550000 | PA      | $514294.00    | 0.23%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC              | Akamai Technologies Inc                                                          | CUSIP: 00971TAJ0<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1419737.50   | 0.65%             | 2025-05-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Aon PLC                              | Aon PLC                                                                          | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | US        |      3175 | NS      | $1011809.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIV SCI HLD CORP                  | Clarivate Science Holdings Corp                                                  | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $263977.50    | 0.12%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST             | Service Properties Trust                                                         | CUSIP: 81761LAA0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    360000 | PA      | $353984.40    | 0.16%             | 2025-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                | Uber Technologies Inc                                                            | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    360000 | PA      | $352248.30    | 0.16%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP              | Asbury Automotive Group Inc                                                      | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    422000 | PA      | $369146.08    | 0.17%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                  | Travel + Leisure Co                                                              | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    225000 | PA      | $223283.63    | 0.10%             | 2026-07-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| STEM INC                             | Stem Inc                                                                         | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |   2295000 | PA      | $1542629.71   | 0.70%             | 2028-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BEAUTY HEALTH CO/THE                 | Beauty Health Co/The                                                             | CUSIP: 88331LAA6<br>LEI: 5493001Z2JZQT4C63C50 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1718062.50   | 0.78%             | 2026-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MP MATERIALS CORP                    | MP Materials Corp                                                                | CUSIP: 553368AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1070000.00   | 0.49%             | 2026-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TRIUMPH GROUP INC                    | Triumph Group Inc                                                                | CUSIP: 896818AQ4<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |    175000 | PA      | $168914.45    | 0.08%             | 2024-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NCR CORP                             | NCR Corp                                                                         | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    330000 | PA      | $287447.90    | 0.13%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The              | Sherwin-Williams Co/The                                                          | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      2935 | NS      | $694391.65    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                           | AbbVie Inc                                                                       | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     14875 | NS      | $2197781.25   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMEN             | Live Nation Entertainment Inc                                                    | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    375000 | PA      | $377076.75    | 0.17%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC               | Comstock Resources Inc                                                           | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    285000 | PA      | $244387.50    | 0.11%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                     | Wells Fargo & Co                                                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     34255 | NS      | $1605531.85   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK INC                            | Block Inc                                                                        | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    540000 | PA      | $432675.00    | 0.20%             | 2027-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS               | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $240596.20    | 0.11%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE              | WASTE MANAGEMENT INC                                                             | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |       -20 | NC      | $-1040.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GFL ENVIRONMENTAL INC                | GFL Environmental Inc                                                            | CUSIP: 36168Q120<br>LEI: 549300FYK4MBXWIVZU26 | Long             | EP               | CORP              | CA        |     20330 | NS      | $1395857.80   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| LUCID GROUP INC                      | Lucid Group Inc                                                                  | CUSIP: 549498AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1060000 | PA      | $685687.50    | 0.31%             | 2026-12-15      | Fixed         | 1.25%                 | 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        |      1848 | NS      | $139043.52    | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Lam Research Corp                    | Lam Research Corp                                                                | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      2035 | NS      | $1017703.50   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDDLEBY CORP                        | Middleby Corp/The                                                                | CUSIP: 596278AB7<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | DBT              | CORP              | US        |    800000 | PA      | $1043600.00   | 0.47%             | 2025-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                  | Delta Air Lines Inc                                                              | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    275000 | PA      | $286232.07    | 0.13%             | 2026-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                        | TransDigm Inc                                                                    | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    600000 | PA      | $572985.50    | 0.26%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                  | Hudbay Minerals Inc                                                              | CUSIP: 443628AH5<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |    415000 | PA      | $383211.00    | 0.17%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| STRIDE INC                           | Stride Inc                                                                       | CUSIP: 86333MAA6<br>LEI: 254900BRWS3AFONWU277 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $2047024.00   | 0.93%             | 2027-09-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                   | NextEra Energy Inc                                                               | CUSIP: 65339F713<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     19695 | NS      | $944375.25    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                | Uber Technologies Inc                                                            | CUSIP: 90353TAC4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    235000 | PA      | $240555.40    | 0.11%             | 2026-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS              | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $461131.25    | 0.21%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc            | United Parcel Service Inc                                                        | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      2920 | NS      | $540871.60    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| 1011778 BC / NEW RED FIN             | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    300000 | PA      | $255375.00    | 0.12%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC               | WESCO Distribution Inc                                                           | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512338.16    | 0.23%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ZILLOW GROUP INC                     | Zillow Group Inc                                                                 | CUSIP: 98954MAH4<br>LEI: 2549002XEELQDIR6FU05 | Long             | DBT              | CORP              | US        |   2985000 | PA      | $3058132.50   | 1.39%             | 2025-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CONSENSUS CLOUD SOLUTION             | Consensus Cloud Solutions Inc                                                    | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $276181.95    | 0.13%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR             | Occidental Petroleum Corp                                                        | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    220000 | PA      | $233562.45    | 0.11%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS               | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $250705.19    | 0.11%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L             | EQM Midstream Partners LP                                                        | CUSIP: 26885BAN0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    455000 | PA      | $454431.25    | 0.21%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY INTL INC              | Sunnova Energy International Inc                                                 | CUSIP: 86745KAG9<br>LEI: 549300JK1Y1VVC3JU540 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1629076.50   | 0.74%             | 2028-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC              | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $237175.00    | 0.11%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC             | Microchip Technology Inc                                                         | CUSIP: 595017AU8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1342343.75   | 0.61%             | 2024-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS IN             | Halozyme Therapeutics Inc                                                        | CUSIP: 40637HAE9<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |    390000 | PA      | $433143.75    | 0.20%             | 2028-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                   | Liberty Media Corp                                                               | CUSIP: 531229AB8<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $2118150.00   | 0.96%             | 2023-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN             | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    125000 | PA      | $117840.13    | 0.05%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REVANCE THERAPEUTICS INC             | Revance Therapeutics Inc                                                         | CUSIP: 761330AB5<br>LEI: 549300N33TFDZHS81H11 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1417680.00   | 0.64%             | 2027-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AIR TRANSPORT SERVICES G             | Air Transport Services Group Inc                                                 | CUSIP: 00922RAB1<br>LEI: 5493000F3MSFGIXTQE27 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1293600.00   | 0.59%             | 2024-10-15      | Fixed         | 1.12%                 | 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      | $134193.90    | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| EVOLENT HEALTH INC                   | Evolent Health Inc                                                               | CUSIP: 30050BAD3<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1344420.00   | 0.61%             | 2025-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE             | Pioneer Natural Resources Co                                                     | CUSIP: 723787AP2<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    990000 | PA      | $2328975.00   | 1.06%             | 2025-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                  | JPMorgan Chase & Co                                                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     12660 | NS      | $1771893.60   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED CORP                          | CONMED Corp                                                                      | CUSIP: 207410AG6<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1022862.50   | 0.47%             | 2027-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                  | Coinbase Global Inc                                                              | CUSIP: 19260QAB3<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1033187.50   | 0.47%             | 2026-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                  | NCL Corp Ltd                                                                     | CUSIP: 62886HBD2<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   4305000 | PA      | $3282562.50   | 1.49%             | 2027-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                | Caesars Entertainment Inc                                                        | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    785000 | PA      | $796775.00    | 0.36%             | 2027-07-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| HANNON ARMSTRONG SUSTAIN             | Hannon Armstrong Sustainable Infrastructure Capital Inc                          | CUSIP: 41068XAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1426937.50   | 0.65%             | 2023-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HUBSPOT INC                          | HubSpot Inc                                                                      | CUSIP: 443573AD2<br>LEI: 529900BLNVEW0MVKJB37 | Long             | DBT              | CORP              | US        |    505000 | PA      | $698162.50    | 0.32%             | 2025-06-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                         | Danaher Corp                                                                     | CUSIP: 235851409<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EP               | CORP              | US        |      1195 | NS      | $1606080.00   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| NATERA INC                           | Natera Inc                                                                       | CUSIP: 632307AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    775000 | PA      | $1055162.50   | 0.48%             | 2027-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                         | ADT Security Corp/The                                                            | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    400000 | PA      | $356100.00    | 0.16%             | 2029-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                  | NCL Corp Ltd                                                                     | CUSIP: 62886HBL4<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    340000 | PA      | $345670.85    | 0.16%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC               | Comstock Resources Inc                                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    240000 | PA      | $221400.00    | 0.10%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                         | KKR & Co Inc                                                                     | CUSIP: 48251W401<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |     18035 | NS      | $1218444.60   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES              | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    495000 | PA      | $525291.53    | 0.24%             | 2027-08-15      | Fixed         | 11.62%                | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER               | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    305000 | PA      | $257657.90    | 0.12%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                   | Kennedy-Wilson Inc                                                               | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    395000 | PA      | $322203.48    | 0.15%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc             | Crowdstrike Holdings Inc                                                         | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      5615 | NS      | $594628.50    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPGOLF CALL BRAN CORP               | Topgolf Callaway Brands Corp                                                     | CUSIP: 131193AE4<br>LEI: 5493005UB0KFRKBPCU72 | Long             | DBT              | CORP              | US        |    770000 | PA      | $1173768.75   | 0.53%             | 2026-05-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                     | CSC Holdings LLC                                                                 | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    415000 | PA      | $303472.90    | 0.14%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                  | Shift4 Payments Inc                                                              | CUSIP: 82452JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1531862.50   | 0.70%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                     | Berry Global Inc                                                                 | CUSIP: 085770AB1<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    270000 | PA      | $265275.00    | 0.12%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MID PARTNER LP             | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp               | CUSIP: 226373AR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    605000 | PA      | $573943.84    | 0.26%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                   | NextEra Energy Inc                                                               | CUSIP: 65339F770<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     84730 | NS      | $4235652.70   | 1.93%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE FINANCIAL             | JPMorgan Chase Financial Co LLC                                                  | CUSIP: 48133DL24<br>LEI: 549300NJFDJOFYVV6789 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $2364300.00   | 1.08%             | 2027-06-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE              | LAM RESEARCH CORP                                                                | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |       -10 | NC      | $-315.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc           | Vertex Pharmaceuticals Inc                                                       | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      1955 | NS      | $631660.50    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLFSPEED INC                        | Wolfspeed Inc                                                                    | CUSIP: 977852AA0<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |   2340000 | PA      | $2135250.00   | 0.97%             | 2028-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                  | Exact Sciences Corp                                                              | CUSIP: 30063PAC9<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |    250000 | PA      | $223125.00    | 0.10%             | 2028-03-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                | Lumentum Holdings Inc                                                            | CUSIP: 55024UAE9<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1068123.00   | 0.49%             | 2028-06-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                    | Newell Brands Inc                                                                | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    340000 | PA      | $343705.09    | 0.16%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| M/A-COM TECH SOLUTIONS               | MACOM Technology Solutions Holdings Inc                                          | CUSIP: 55405YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1099080.00   | 0.50%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE              | COSTCO WHOLESALE CORP                                                            | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |        -7 | NC      | $-1155.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CNX RESOURCES CORP                   | CNX Resources Corp                                                               | CUSIP: 12653CAC2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    255000 | PA      | $253725.00    | 0.12%             | 2027-03-14      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                  | Axon Enterprise Inc                                                              | CUSIP: 05464CAA9<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1755990.00   | 0.80%             | 2027-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                  | Gray Television Inc                                                              | CUSIP: 389284AA8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    450000 | PA      | $409378.50    | 0.19%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                    | Devon Energy Corp                                                                | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     18215 | NS      | $1151916.60   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| WAYFAIR INC                          | Wayfair Inc                                                                      | CUSIP: 94419LAN1<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |    695000 | PA      | $834000.00    | 0.38%             | 2027-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                    | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    555000 | PA      | $576756.00    | 0.26%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Dexcom Inc                           | Dexcom Inc                                                                       | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      2680 | NS      | $287001.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Liquidity FedFund          | BlackRock Liquidity FedFund                                                      | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |   8021752 | NS      | $8021751.54   | 3.65%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON DOMESTIC OPERATIN             | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    225000 | PA      | $194962.50    | 0.09%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE              | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $375480.00    | 0.17%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| APTIV PLC                            | Aptiv PLC                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | IE        |      7215 | NS      | $909017.85    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONSTAR MTG HLD INC               | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $253375.90    | 0.12%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LITHIUM AMERICAS CORP                | Lithium Americas Corp                                                            | CUSIP: 53680QAA6<br>LEI: 529900Q9ENG7EHHZ5R75 | Long             | DBT              | CORP              | CA        |   1605000 | PA      | $1381905.00   | 0.63%             | 2027-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                   | Union Pacific Corp                                                               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      9060 | NS      | $1849961.40   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS              | Alnylam Pharmaceuticals Inc                                                      | CUSIP: 02043QAA5<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1684754.00   | 0.77%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LIVENT CORP                          | Livent Corp                                                                      | CUSIP: 53814LAB4<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | DBT              | CORP              | US        |    355000 | PA      | $1090560.00   | 0.50%             | 2025-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                | Lumentum Holdings Inc                                                            | CUSIP: 55024UAD1<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |    275000 | PA      | $249562.50    | 0.11%             | 2026-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PALO ALTO NETWORKS                   | Palo Alto Networks Inc                                                           | CUSIP: 697435AF2<br>LEI: 549300QXR2YVZV231H43 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $2409330.00   | 1.10%             | 2025-06-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                      | Mercer International Inc                                                         | CUSIP: 588056BA8<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    300000 | PA      | $256560.00    | 0.12%             | 2029-02-01      | Fixed         | 5.12%                 | 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        |    575000 | PA      | $576437.50    | 0.26%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                | Antero Resources Corp                                                            | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    331000 | PA      | $338480.68    | 0.15%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                  | American Tower Corp                                                              | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      4875 | NS      | $1089026.25   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA             | SeaWorld Parks & Entertainment Inc                                               | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |    425000 | PA      | $384120.33    | 0.17%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                | Costco Wholesale Corp                                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      2960 | NS      | $1512974.40   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                            | Apple Inc                                                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     33805 | NS      | $4877723.45   | 2.22%             |  |  |  | No            |                  1 | On Loan: No      |
| INSMED INC                           | Insmed Inc                                                                       | CUSIP: 457669AB5<br>LEI: 529900Q55QAG41CCAC11 | Long             | DBT              | CORP              | US        |    700000 | PA      | $621250.00    | 0.28%             | 2028-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP FINANCECO 2              | Match Group Financeco 2 Inc                                                      | CUSIP: 44932FAA5<br>LEI: 549300IPGK4BWL134U96 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1174468.75   | 0.53%             | 2026-06-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                       | Eli Lilly & Co                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      4370 | NS      | $1503935.50   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA FINANCE LLC                     | BofA Finance LLC                                                                 | CUSIP: 09709UV70<br>LEI: 549300CGZYSEY3ZSIW16 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1230844.83   | 0.56%             | 2027-05-25      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                | Trivium Packaging Finance BV                                                     | CUSIP: 89686QAB2<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    355000 | PA      | $341417.70    | 0.16%             | 2027-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                    | Cisco Systems Inc                                                                | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     16520 | NS      | $804028.40    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| WAYFAIR INC                          | Wayfair Inc                                                                      | CUSIP: 94419LAD3<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |   1985000 | PA      | $1842250.85   | 0.84%             | 2024-11-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CCF Holdings LLC                     | CCF Holdings LLC                                                                 | CUSIP: 12509J208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1026972 | NS      | $626452.92    | 0.28%             |  |  |  | No            |                  3 | On Loan: No      |
| PERFICIENT INC                       | Perficient Inc                                                                   | CUSIP: 71375UAF8<br>LEI: 549300HTBXKL2755T650 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1234335.00   | 0.56%             | 2026-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TYLER TECHNOLOGIES INC               | Tyler Technologies Inc                                                           | CUSIP: 902252AB1<br>LEI: 25490040SMU4Z8LBCW70 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1694857.50   | 0.77%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                           | Terex Corp                                                                       | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    370000 | PA      | $345487.50    | 0.16%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RAPID7 INC                           | Rapid7 Inc                                                                       | CUSIP: 753422AF1<br>LEI: 549300GNVG5D60KEYN14 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1033200.00   | 0.47%             | 2027-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| IMPINJ INC                           | Impinj Inc                                                                       | CUSIP: 453204AD1<br>LEI: 549300M26VGKSMMWWN17 | Long             | DBT              | CORP              | US        |    845000 | PA      | $1156636.00   | 0.53%             | 2027-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BURLINGTON STORES INC                | Burlington Stores Inc                                                            | CUSIP: 122017AB2<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1672312.50   | 0.76%             | 2025-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                            | PG&E Corp                                                                        | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    375000 | PA      | $345000.00    | 0.16%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                          | McAfee Corp                                                                      | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    275000 | PA      | $228414.26    | 0.10%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION                  | Griffon Corp                                                                     | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |    370000 | PA      | $350175.40    | 0.16%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Deere & Co                           | Deere & Co                                                                       | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      1565 | NS      | $661744.60    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC              | DraftKings Holdings Inc                                                          | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1149200.00   | 0.52%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                   | Ford Motor Co                                                                    | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    460000 | PA      | $541466.00    | 0.25%             | 2030-04-22      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                        | CommScope Inc                                                                    | CUSIP: 20338QAD5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    190000 | PA      | $181896.50    | 0.08%             | 2026-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                     | MGM Resorts International                                                        | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    305000 | PA      | $276550.05    | 0.13%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRIUMPH GROUP INC                    | Triumph Group Inc                                                                | CUSIP: 896818AS0<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |    143000 | PA      | $145145.00    | 0.07%             | 2024-06-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Schlumberger Ltd                     | Schlumberger Ltd                                                                 | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |     28550 | NS      | $1626779.00   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS-BROCKWAY                       | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    485000 | PA      | $475495.36    | 0.22%             | 2027-05-13      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                  | Exact Sciences Corp                                                              | CUSIP: 30063PAB1<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |   2665000 | PA      | $2511762.50   | 1.14%             | 2027-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI             | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $269337.50    | 0.12%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENPHASE ENERGY INC                   | Enphase Energy Inc                                                               | CUSIP: 29355AAK3<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |    300000 | PA      | $322585.80    | 0.15%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                      | TJX Cos Inc/The                                                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      9490 | NS      | $776851.40    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ SECURITIES DAC                  | Jazz Securities DAC                                                              | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |    555000 | PA      | $506348.70    | 0.23%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                       | ConocoPhillips                                                                   | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      8780 | NS      | $1070018.60   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ INVESTMENTS I LTD               | Jazz Investments I Ltd                                                           | CUSIP: 472145AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2415000 | PA      | $2834606.25   | 1.29%             | 2026-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE              | INTUITIVE SURGICAL INC                                                           | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |       -18 | NC      | $-90.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp           | Capital One Financial Corp                                                       | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      4829 | NS      | $574651.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS              | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $240924.75    | 0.11%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                          | NVIDIA Corp                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      6255 | NS      | $1222039.35   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK INC                            | Block Inc                                                                        | CUSIP: 852234AF0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2131500.00   | 0.97%             | 2025-03-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SILICON LABORATORIES INC             | Silicon Laboratories Inc                                                         | CUSIP: 826919AD4<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | DBT              | CORP              | US        |    405000 | PA      | $561694.50    | 0.26%             | 2025-06-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| CYTOKINETICS INC                     | Cytokinetics Inc                                                                 | CUSIP: 23282WAB6<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1235848.60   | 0.56%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                    | Herc Holdings Inc                                                                | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    470000 | PA      | $450025.00    | 0.20%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DIGITALOCEAN HOLDINGS                | DigitalOcean Holdings Inc                                                        | CUSIP: 25402DAB8<br>LEI: 549300EPISPY3RE3DL21 | Long             | DBT              | CORP              | US        |   2165000 | PA      | $1661637.50   | 0.76%             | 2026-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Accenture PLC                        | Accenture PLC                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      5020 | NS      | $1400831.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| PARSONS CORP                         | Parsons Corp                                                                     | CUSIP: 70202LAB8<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1165215.49   | 0.53%             | 2025-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                | Uber Technologies Inc                                                            | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    370000 | PA      | $375686.90    | 0.17%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KBR INC                              | KBR Inc                                                                          | CUSIP: 48242WAB2<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |    770000 | PA      | $1572340.00   | 0.72%             | 2023-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP               | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $458375.00    | 0.21%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMKOR TECHNOLOGY INC                 | Amkor Technology Inc                                                             | CUSIP: 031652BK5<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225927.00    | 0.10%             | 2027-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| 2020 MANDATORY EXCHANGE              | 2020 Mandatory Exchangeable Trust                                                | CUSIP: 901376202<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1285 | NS      | $1335667.55   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV              | Sensata Technologies BV                                                          | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    230000 | PA      | $225687.50    | 0.10%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                  | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    305000 | PA      | $255371.99    | 0.12%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                       | Hertz Corp/The                                                                   | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    295000 | PA      | $241162.50    | 0.11%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BENTLEY SYSTEMS INC                  | Bentley Systems Inc                                                              | CUSIP: 08265TAB5<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $2023560.00   | 0.92%             | 2026-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SHAKE SHACK INC                      | Shake Shack Inc                                                                  | CUSIP: 819047AB7<br>LEI: 529900J74GJAHYP80N79 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1312384.53   | 0.60%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                | Micron Technology Inc                                                            | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     16235 | NS      | $978970.50    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                  | Abbott Laboratories                                                              | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      7550 | NS      | $834652.50    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMOURS CO                          | Chemours Co/The                                                                  | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    265000 | PA      | $241481.25    | 0.11%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST             | Fortress Transportation and Infrastructure Investors LLC                         | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132005.81    | 0.06%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer