# EDGAR Filing Document

**Accession Number:** 0001214935
**File Stem:** 0000940400-26-012437
**Filing Date:** 2026-3
**Character Count:** 90627
**Document Hash:** 11720dc57c0c80014c2974a27e1447af
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-012437.hdr.sgml**: 20260331

**ACCESSION NUMBER**: 0000940400-26-012437

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260130

**FILED AS OF DATE**: 20260331

**DATE AS OF CHANGE**: 20260331

**PERIOD START**: 20260131

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Virtus Convertible & Income Fund
- **CENTRAL INDEX KEY:** 0001214935

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21284
- **FILM NUMBER:** 26819575

**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 Convertible & Income Fund
- **DATE OF NAME CHANGE:** 20210210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AllianzGI Convertible & Income Fund
- **DATE OF NAME CHANGE:** 20130502

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AGIC Convertible & Income Fund
- **DATE OF NAME CHANGE:** 20100825

## 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 Convertible & Income Fund

- **b. Investment Company Act file number:** 811-21284

- **c. CIK number of Registrant:** 0001214935

- **d. LEI of Registrant:** 549300WT3ICVH2Z06O49

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

  - **Street Address 1:** 101 MUNSON STREET

  - **City:** GREENFIELD

  - **State:** MA

  - **Foreign country:** US

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

  - **Telephone number:** 866-270-7788

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

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

- **c. LEI of Series:** 549300WT3ICVH2Z06O49

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

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

- **b. Date as of which information is reported:** 2026-01-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $612193731.25

**Total Liabilities:** $215024408.70

**Net Assets:** $397169322.55

**Cash Not Reported:** $14685777.50

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -5.14000000 | **1-Year:** 0.00000000 | **5-Year:** -6666.42000000 | **10-Year:** -800.28000000 | **30-Year:** -10394.63000000

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

- **3-Month:** 0.00000000 | **1-Year:** -676.71000000 | **5-Year:** -43268.11000000 | **10-Year:** -73690.33000000 | **30-Year:** -636.74000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | -0.40%               | -0.73%               | 4.28%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $7967907.58              | $-10236005.50                              |
| Month 2  | $2866266.98              | $-6219278.85                               |
| Month 3  | $4399545.97              | $11745089.05                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| IMPINJ INC                           | Impinj Inc                                               | CUSIP: 453204AE9<br>LEI: 549300M26VGKSMMWWN17 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1661175.00   | 0.42%             | 2029-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                           | Zoetis Inc                                               | CUSIP: 98978VAY9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   2710000 | PA      | $2770975.00   | 0.70%             | 2029-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| INSULET CORPORATION                  | Insulet Corp                                             | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1202013.12   | 0.30%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC              | Versant Media Group Inc                                  | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $2244289.14   | 0.57%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                | Level 3 Financing Inc                                    | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2201027.58   | 0.55%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                         | KKR & Co Inc                                             | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |     64220 | NS      | $3142926.80   | 0.79%             |  |  |  | No            |                  1 | On Loan: —       |
| ADIENT GLOBAL HOLDINGS               | Adient Global Holdings Ltd                               | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |   2165000 | PA      | $2248016.93   | 0.57%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC              | Akamai Technologies Inc                                  | CUSIP: 00971TAL5<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |   3985000 | PA      | $4227707.54   | 1.06%             | 2027-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC             | Builders FirstSource Inc                                 | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1669562.28   | 0.42%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                    | Seagate Data Storage Technology Pte Ltd                  | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   2520000 | PA      | $2666641.32   | 0.67%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NOVA LTD                             | Nova Ltd                                                 | CUSIP: 66982MAA2<br>LEI: 529900B2DSWE5V3SC292 | Long             | DBT              | CORP              | IL        |   1670000 | PA      | $2677895.12   | 0.67%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                          | Chemours Co/The                                          | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $2195768.37   | 0.55%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| SEMTECH CORP                         | Semtech Corp                                             | CUSIP: 816850AJ0<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |   3090000 | PA      | $3475744.69   | 0.88%             | 2030-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| SIRIUS XM RADIO LLC                  | Sirius XM Radio LLC                                      | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   2205000 | PA      | $2214871.79   | 0.56%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN             | Ionis Pharmaceuticals Inc                                | CUSIP: 462222AG5<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |   1915000 | PA      | $2116245.51   | 0.53%             | 2030-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZSCALER INC.                         | Zscaler Inc                                              | CUSIP: 98980GAC6<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |   3010000 | PA      | $2798256.61   | 0.70%             | 2028-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                  | Shift4 Payments Inc                                      | CUSIP: 82452J307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     10245 | NS      | $769809.30    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BURLINGTON STORES INC                | Burlington Stores Inc                                    | CUSIP: 122017AD8<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1937280.00   | 0.49%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY INC                   | NextEra Energy Inc                                       | CUSIP: 65339F663<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |     34820 | NS      | $1931465.40   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFIRM HOLDINGS INC                  | Affirm Holdings Inc                                      | CUSIP: 00827BAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2495000 | PA      | $2575588.50   | 0.65%             | 2029-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| COMPASS INCORP                       | Compass Inc                                              | CUSIP: 20464UAA8<br>LEI: 254900DMGQSTC3I2IM78 | Long             | DBT              | CORP              | US        |   3690000 | PA      | $3971373.68   | 1.00%             | 2031-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                       | Owens-Brockway Glass Container Inc                       | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1684364.67   | 0.42%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| OSI SYSTEMS INC                      | OSI Systems Inc                                          | CUSIP: 671044AG0<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |   2855000 | PA      | $2832445.50   | 0.71%             | 2031-02-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| TERAWULF INC                         | Terawulf Inc                                             | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1749516.00   | 0.44%             | 2032-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                         | Navient Corp                                             | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1725938.91   | 0.43%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| GFL ENVIRONMENTAL INC                | GFL Environmental Inc                                    | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |   1520000 | PA      | $1590119.26   | 0.40%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                | Directv Financing LLC                                    | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2220000 | PA      | $2247769.98   | 0.57%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC             | Microchip Technology Inc                                 | CUSIP: 595017302<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EP               | CORP              | US        |     65665 | NS      | $4389048.60   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JBT MAREL CORP                       | JBT Marel Corp                                           | CUSIP: 477839AD6<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |   3060000 | PA      | $3281850.00   | 0.83%             | 2030-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC               | CACI International Inc                                   | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1146478.39   | 0.29%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INDIE SEMICONDUCTOR INC              | indie Semiconductor Inc                                  | CUSIP: 45569UAA9<br>LEI: 254900L1MFXFYGB1PV53 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1397250.00   | 0.35%             | 2027-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LIGAND PHARMACEUTICALS I             | Ligand Pharmaceuticals Inc                               | CUSIP: 53220KAG3<br>LEI: 5493008K7TB0IKP37H79 | Long             | DBT              | CORP              | US        |   3120000 | PA      | $3721082.60   | 0.94%             | 2030-10-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| OSI SYSTEMS INC                      | OSI Systems Inc                                          | CUSIP: 671044AF2<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1719900.00   | 0.43%             | 2029-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CO                          | Southern Co/The                                          | CUSIP: 842587842<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |     15350 | NS      | $786687.50    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CELCUITY INC                         | Celcuity Inc                                             | CUSIP: 15102KAA8<br>LEI: 25490070W7UU7W2SEY87 | Long             | DBT              | CORP              | US        |    690000 | PA      | $1618418.96   | 0.41%             | 2031-08-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                   | CNX Resources Corp                                       | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2123148.10   | 0.53%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PETCO HEALTH & WELLNESS              | Petco Health & Wellness Co Inc                           | CUSIP: 71601VAA3<br>LEI: 2549007TYGV6RVSE9M61 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1468836.70   | 0.37%             | 2031-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CONFLUENT INC                        | Confluent Inc                                            | CUSIP: 20717MAB9<br>LEI: 254900MRZ83YWUV7SN74 | Long             | DBT              | CORP              | US        |   2130000 | PA      | $2083128.24   | 0.52%             | 2027-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IREN LTD                             | IREN Ltd                                                 | CUSIP: 46270CAE9<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |   3870000 | PA      | $3570075.00   | 0.90%             | 2031-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| NAVIENT CORP                         | Navient Corp                                             | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1265410.38   | 0.32%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: —       |
| BWX TECHNOLOGIES INC                 | BWX Technologies Inc                                     | CUSIP: 05605HAD2<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2654825.00   | 0.67%             | 2030-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                 | CITGO Petroleum Corp                                     | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1782358.34   | 0.45%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ALPHATEC HOLDINGS INC                | Alphatec Holdings Inc                                    | CUSIP: 02081GAC6<br>LEI: 549300EZE8CQ8K65FS24 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $2528505.00   | 0.64%             | 2030-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| 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        |   1455681 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AMERICAN AXLE & MFG INC              | American Axle & Manufacturing Inc                        | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1723118.36   | 0.43%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                    | Iron Mountain Inc                                        | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2172555.65   | 0.55%             | 2033-01-15      | Fixed         | 6.25%                 | 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        |   2105000 | PA      | $2165234.58   | 0.55%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| GEN DIGITAL INC                      | Gen Digital Inc                                          | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2662770.35   | 0.67%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT               | Mauser Packaging Solutions Holding Co                    | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $2119000.00   | 0.53%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                        | Snowflake Inc                                            | CUSIP: 833445AD1<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |   2515000 | PA      | $3538605.00   | 0.89%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                         | Strategy Inc                                             | CUSIP: 594972AT8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1642050.00   | 0.41%             | 2030-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC             | Celanese US Holdings LLC                                 | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1099044.24   | 0.28%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| WILLIAMS SCOTSMAN INC                | Williams Scotsman Inc                                    | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |   2145000 | PA      | $2222458.10   | 0.56%             | 2030-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MIRION TECHNOLOGIES INC              | Mirion Technologies Inc                                  | CUSIP: 60471AAA9<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |   2665000 | PA      | $3437850.00   | 0.87%             | 2030-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| WAYFAIR INC                          | Wayfair Inc                                              | CUSIP: 94419LAP6<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $3285888.00   | 0.83%             | 2027-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                       | Gray Media Inc                                           | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1603129.63   | 0.40%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                 | Boston Properties LP                                     | CUSIP: 10112RBM5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   2395000 | PA      | $2274052.50   | 0.57%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                  | Hudbay Minerals Inc                                      | CUSIP: 443628AH5<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |   1720000 | PA      | $1735722.52   | 0.44%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AST SPACEMOBILE INC                  | AST SpaceMobile Inc                                      | CUSIP: 00217DAE0<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |   2430000 | PA      | $3310146.00   | 0.83%             | 2036-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                 | Bridgebio Pharma Inc                                     | CUSIP: 10806XAH5<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |   2495000 | PA      | $4335062.50   | 1.09%             | 2031-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GRANITE CONSTRUCTION INC             | Granite Construction Inc                                 | CUSIP: 387328AF4<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |   2335000 | PA      | $3885440.00   | 0.98%             | 2030-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                          | McAfee Corp                                              | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |   2530000 | PA      | $2012865.85   | 0.51%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS IN             | Halozyme Therapeutics Inc                                | CUSIP: 40637HAG4<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |   3730000 | PA      | $3832575.00   | 0.96%             | 2031-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC                | AAR Escrow Issuer LLC                                    | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2080000 | PA      | $2152782.63   | 0.54%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                          | Wayfair LLC                                              | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1100754.18   | 0.28%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                 | Cleveland-Cliffs Inc                                     | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $2152256.99   | 0.54%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                    | Herc Holdings Inc                                        | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2672235.28   | 0.67%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| ADVANCE AUTO PARTS                   | Advance Auto Parts Inc                                   | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2156875.00   | 0.54%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE              | Avis Budget Car Rental LLC / Avis Budget Finance Inc     | CUSIP: 053773BH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2115000 | PA      | $2162101.05   | 0.54%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| ASURION LLC/ASURION CO               | Asurion LLC and Asurion Co-Issuer Inc                    | CUSIP: 045941AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1663029.32   | 0.42%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                       | Rocket Cos Inc                                           | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2105000 | PA      | $2199697.64   | 0.55%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                         | Strategy Inc                                             | CUSIP: 594972887<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |      9075 | NS      | $771284.25    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSMEDICS GROUP INC                | TransMedics Group Inc                                    | CUSIP: 89377MAB5<br>LEI: 549300060GVOSMWARH50 | Long             | DBT              | CORP              | US        |    845000 | PA      | $1348868.99   | 0.34%             | 2028-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                    | Newell Brands Inc                                        | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1950107.70   | 0.49%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                        | CoreWeave Inc                                            | CUSIP: 21873SAD0<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   3040000 | PA      | $3505196.61   | 0.88%             | 2031-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EOS ENERGY ENTERPRISES I             | Eos Energy Enterprises Inc                               | CUSIP: 29415CAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1775000 | PA      | $2091552.84   | 0.53%             | 2031-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                     | Welltower OP LLC                                         | CUSIP: 95041AAD0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   5965000 | PA      | $9087677.50   | 2.29%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| COHU INC                             | Cohu Inc                                                 | CUSIP: 192576AA4<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2666582.50   | 0.67%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC               | WESCO Distribution Inc                                   | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1770159.00   | 0.45%             | 2033-03-15      | Fixed         | 6.38%                 | 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        |    879959 | NS      | $52797.54     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC             | Permian Resources Operating LLC                          | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1699749.15   | 0.43%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                     | WULF Compute LLC                                         | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2160000 | PA      | $2252923.20   | 0.57%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                | Panther Escrow Issuer LLC                                | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3280000 | PA      | $3378157.28   | 0.85%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                        | Synaptics Inc                                            | CUSIP: 87157DAJ8<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |   2065000 | PA      | $2331411.62   | 0.59%             | 2031-12-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO               | Asurion LLC and Asurion Co-Issuer Inc                    | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1097044.71   | 0.28%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                        | TransDigm Inc                                            | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2245000 | PA      | $2285436.94   | 0.58%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                | Bath & Body Works Inc                                    | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1082142.36   | 0.27%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BLOOM ENERGY CORP                    | Bloom Energy Corp                                        | CUSIP: 093712AN7<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |   4455000 | PA      | $5029695.00   | 1.27%             | 2030-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT             | Rexford Industrial Realty LP                             | CUSIP: 76169XAD6<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |   2930000 | PA      | $2931465.00   | 0.74%             | 2027-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                       | Cloudflare Inc                                           | CUSIP: 18915MAC1<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |   4940000 | PA      | $5425108.00   | 1.37%             | 2026-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                  | Coinbase Global Inc                                      | CUSIP: 19260QAB3<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   5050000 | PA      | $4989899.60   | 1.26%             | 2026-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BILL HOLDINGS INC                    | BILL Holdings Inc                                        | CUSIP: 090043AF7<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2545406.25   | 0.64%             | 2030-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                | Wells Fargo & Co                                         | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      8960 | NS      | $11056281.60  | 2.78%             |  |  |  | No            |                  1 | On Loan: No      |
| ARSENAL AIC PARENT LLC               | Arsenal AIC Parent LLC                                   | CUSIP: 04288BAB6<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1715652.90   | 0.43%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                         | SM Energy Co                                             | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1117857.03   | 0.28%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                  | Exact Sciences Corp                                      | CUSIP: 30063PAE5<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1420072.50   | 0.36%             | 2031-04-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AEROVIRONMENT INC                    | AeroVironment Inc                                        | CUSIP: 008073AA6<br>LEI: 529900PGHVI29YLZ6221 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2410800.00   | 0.61%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                    | Nexstar Media Inc                                        | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1670427.52   | 0.42%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SNAP INC                             | Snap Inc                                                 | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   2165000 | PA      | $2221625.58   | 0.56%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC               | Northern Oil & Gas Inc                                   | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1705671.00   | 0.43%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL               | NextEra Energy Capital Holdings Inc                      | CUSIP: 65339KCY4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   6020000 | PA      | $7997570.00   | 2.01%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                 | WEC Energy Group Inc                                     | CUSIP: 92939UAS5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   4530000 | PA      | $4636455.00   | 1.17%             | 2028-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                       | NRG Energy Inc                                           | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   2665000 | PA      | $2735870.35   | 0.69%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARRAY TECHNOLOGIES INC               | Array Technologies Inc                                   | CUSIP: 04271TAC4<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $2044885.00   | 0.51%             | 2031-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| IMAX CORP                            | IMAX Corp                                                | CUSIP: 45245EAK5<br>LEI: 894500GS1ESLAPZCEI74 | Long             | DBT              | CORP              | CA        |   3050000 | PA      | $3255875.00   | 0.82%             | 2030-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I             | Performance Food Group Inc                               | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2156821.67   | 0.54%             | 2032-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                   | Seagate HDD Cayman                                       | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    835000 | PA      | $4141182.50   | 1.04%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I               | Vmed O2 UK Financing I PLC                               | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   3150000 | PA      | $3239444.25   | 0.82%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| CIPHER MINING                        | Cipher Mining Inc                                        | CUSIP: 17253JAB2<br>LEI: 254900QABG5HCQZ28A17 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $2345456.25   | 0.59%             | 2031-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UKG INC                              | UKG Inc                                                  | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1618694.12   | 0.41%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT                | Stonepeak Nile Parent LLC                                | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1611000.85   | 0.41%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN             | 1011778 BC ULC / New Red Finance Inc                     | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2140000 | PA      | $2193858.04   | 0.55%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                | Caesars Entertainment Inc                                | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2821291.10   | 0.71%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| CHART INDUSTRIES INC                 | Chart Industries Inc                                     | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1607518.43   | 0.40%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPLIGEN CORP                        | Repligen Corp                                            | CUSIP: 759916AD1<br>LEI: 54930006QJ0T5AUO1E71 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1160000.02   | 0.29%             | 2028-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                        | Carnival Corp                                            | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1125000 | PA      | $1155402.00   | 0.29%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PARSONS CORP                         | Parsons Corp                                             | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $2226188.31   | 0.56%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: —       |
| RIVIAN AUTO INC                      | Rivian Automotive Inc                                    | CUSIP: 76954AAB9<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |   3190000 | PA      | $3363456.25   | 0.85%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| IRHYTHM HOLDINGS INC                 | IRhythm Holdings Inc                                     | CUSIP: 450056AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1685400.00   | 0.42%             | 2029-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CONCENTRA HEALTH SERVICE             | Concentra Health Services Inc                            | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $2298175.98   | 0.58%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MKS INC                              | MKS Inc                                                  | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |   2960000 | PA      | $4978550.81   | 1.25%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN             | Clarios Global LP / Clarios US Finance Co                | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1555000 | PA      | $1609471.65   | 0.41%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                       | Rocket Cos Inc                                           | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2015000 | PA      | $2090483.92   | 0.53%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UNITY SOFTWARE INC                   | Unity Software Inc                                       | CUSIP: 91332UAG6<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $2371191.75   | 0.60%             | 2030-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| GUARDANT HEALTH INC                  | Guardant Health Inc                                      | CUSIP: 40131MAD1<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |   2015000 | PA      | $4034229.36   | 1.02%             | 2031-02-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| TENNECO INC                          | Tenneco Inc                                              | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1695027.44   | 0.43%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC               | EquipmentShare.com Inc                                   | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1742514.01   | 0.44%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                 | Bridgebio Pharma Inc                                     | CUSIP: 10806XAD4<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $2026867.50   | 0.51%             | 2029-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                | Quikrete Holdings Inc                                    | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   3125000 | PA      | $3246462.50   | 0.82%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                  | NCL Corp Ltd                                             | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   2115000 | PA      | $2167464.69   | 0.55%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity FedFund          | BlackRock Liquidity FedFund                              | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |  14821144 | NS      | $14821144.27  | 3.73%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT4 PAYMENTS INC                  | Shift4 Payments Inc                                      | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1224637.50   | 0.31%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| UBER TECHNOLOGIES INC                | Uber Technologies Inc                                    | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $3202576.73   | 0.81%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| GUARDANT HEALTH INC                  | Guardant Health Inc                                      | CUSIP: 40131MAE9<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |    685000 | PA      | $812640.27    | 0.20%             | 2033-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GALAXY DIGITAL HOLDIN LP             | Galaxy Digital Holdings LP                               | CUSIP: 36317GAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3430000 | PA      | $2942940.00   | 0.74%             | 2031-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN             | Ionis Pharmaceuticals Inc                                | CUSIP: 462222AF7<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $2336667.41   | 0.59%             | 2028-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                 | OneMain Finance Corp                                     | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1082858.23   | 0.27%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN              | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc    | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1933263.84   | 0.49%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                  | Churchill Downs Inc                                      | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1123064.06   | 0.28%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                          | Datadog Inc                                              | CUSIP: 23804LAD5<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |   3470000 | PA      | $3412745.00   | 0.86%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                   | Liberty Media Corp-Liberty Formula One                   | CUSIP: 531229AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    980000 | PA      | $1145620.00   | 0.29%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CYBERARK SOFTWARE LTD                | CyberArk Software Ltd                                    | CUSIP: 23248VAC9<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |   3525000 | PA      | $3710062.50   | 0.93%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                  | Coinbase Global Inc                                      | CUSIP: 19260QAG2<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   3050000 | PA      | $2745989.51   | 0.69%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS              | Frontier Communications Holdings LLC                     | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1072436.97   | 0.27%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TEMPUS AI INC                        | Tempus AI Inc                                            | CUSIP: 88023BAD5<br>LEI: 2549009LA0KWRAGQBX50 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1646930.52   | 0.41%             | 2030-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                | Alibaba Group Holding Ltd                                | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   2075000 | PA      | $3635377.49   | 0.92%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                    | Iron Mountain Inc                                        | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1685155.76   | 0.42%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CCF Holdings LLC                     | CCF Holdings LLC                                         | CUSIP: 12509J208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   7808320 | NS      | $390416.00    | 0.10%             |  |  |  | No            |                  3 | On Loan: No      |
| ARROWHEAD RESEARCH CORP              | Arrowhead Pharmaceuticals Inc                            | CUSIP: 04280AAC4<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1989925.57   | 0.50%             | 2032-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                    | Waste Pro USA Inc                                        | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1515363.38   | 0.38%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LiveStyle Inc. Common Stock          | LiveStyle Inc. Common Stock                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90407 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SOUTHERN CO                          | Southern Co/The                                          | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   4430000 | PA      | $4432215.00   | 1.12%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMED             | AmeriTex HoldCo Intermediate LLC                         | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1851097.60   | 0.47%             | 2033-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC              | DraftKings Holdings Inc                                  | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |   2620000 | PA      | $2372487.00   | 0.60%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                  | NCL Corp Ltd                                             | CUSIP: 62886HBW0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   3035000 | PA      | $2953444.54   | 0.74%             | 2030-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                 | Ares Management Corp                                     | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |     40455 | NS      | $1934962.65   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO/THE                        | Boeing Co/The                                            | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |    129195 | NS      | $9653450.40   | 2.43%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLARIS ENERGY INFRASTRU             | Solaris Energy Infrastructure Inc                        | CUSIP: 83419XAB4<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |   2380000 | PA      | $2928590.00   | 0.74%             | 2031-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                 | Commercial Metals Co                                     | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1690928.79   | 0.43%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                       | Albemarle Corp                                           | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |     41760 | NS      | $2895638.40   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPSTONE COPPER CORP                 | Capstone Copper Corp                                     | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |   1460000 | PA      | $1512892.88   | 0.38%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                 | OneMain Finance Corp                                     | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2278322.20   | 0.57%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER               | Goodyear Tire & Rubber Co/The                            | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1684593.90   | 0.42%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE              | Global Medical Response Inc                              | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1762952.95   | 0.44%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SOFI TECHNOLOGIES INC                | SoFi Technologies Inc                                    | CUSIP: 83406FAA0<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |   2560000 | PA      | $3034880.00   | 0.76%             | 2026-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                | PennyMac Financial Services Inc                          | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   1955000 | PA      | $2059249.65   | 0.52%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| INTUITIVE MACHINES INC               | Intuitive Machines Inc                                   | CUSIP: 46125AAA8<br>LEI: 254900386IE2PEPLVM59 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $2865246.00   | 0.72%             | 2030-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL EST/CO-ISS             | Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1083346.11   | 0.27%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Erickson Inc                         | Erickson Inc                                             | CUSIP: 29482Y200<br>LEI: 54930048K1C8M9G3EI51 | Long             | EC               | CORP              | US        |      8295 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| EXPEDIA GROUP INC                    | Expedia Group Inc                                        | CUSIP: 30212PBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2438438.84   | 0.61%             | 2026-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC              | Talen Energy Supply LLC                                  | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2229904.61   | 0.56%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                    | Post Holdings Inc                                        | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   2715000 | PA      | $2735818.62   | 0.69%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS              | FTAI Aviation Investors LLC                              | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   2565000 | PA      | $2719682.33   | 0.68%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                       | Bombardier Inc                                           | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   3225000 | PA      | $3387514.20   | 0.85%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DOORDASH INC                         | DoorDash Inc                                             | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |   2315000 | PA      | $2316157.50   | 0.58%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                  | Viavi Solutions Inc                                      | CUSIP: 925550AJ4<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |   1965000 | PA      | $3687023.70   | 0.93%             | 2031-03-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS              | Alnylam Pharmaceuticals Inc                              | CUSIP: 02043QAB3<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |   1915000 | PA      | $2496273.58   | 0.63%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN             | Live Nation Entertainment Inc                            | CUSIP: 538034BC2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   6565000 | PA      | $6949052.50   | 1.75%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| RIOT PLATFORMS INC                   | Riot Platforms Inc                                       | CUSIP: 767292AB1<br>LEI: 5299005LKZAJQDQZDF73 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $2349719.84   | 0.59%             | 2030-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP              | Digital Realty Trust LP                                  | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   3690000 | PA      | $3812508.00   | 0.96%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                          | Acushnet Co                                              | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1120434.00   | 0.28%             | 2033-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC               | Cloud Software Group Inc                                 | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1634747.62   | 0.41%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JOBY AVIATION INC                    | Joby Aviation Inc                                        | CUSIP: 47775AAA9<br>LEI: 254900NMVFUM8FO88E56 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1736968.75   | 0.44%             | 2032-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                | Tenet Healthcare Corp                                    | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2263870.40   | 0.57%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                         | Strategy Inc                                             | CUSIP: 594972AS0<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   6115000 | PA      | $5154333.50   | 1.30%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MP MATERIALS CORP                    | MP Materials Corp                                        | CUSIP: 553368AC5<br>LEI: 89450063PHPS61USMT84 | Long             | DBT              | CORP              | US        |    650000 | PA      | $1850550.00   | 0.47%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                | GENMAB A/S/GENMAB FINANCE LLC                            | CUSIP: 37230JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |   2105000 | PA      | $2227846.05   | 0.56%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                        | PRA Group Inc                                            | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1560899.60   | 0.39%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ALIGNMENT HEALTHCARE                 | Alignment Healthcare Inc                                 | CUSIP: 01625VAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2635000 | PA      | $4375746.88   | 1.10%             | 2029-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                  | Station Casinos LLC                                      | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1160913.19   | 0.29%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                            | Sunoco LP                                                | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $2164480.20   | 0.54%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MACOM TECH SOLUTIONS                 | MACOM Technology Solutions Holdings Inc                  | CUSIP: 55405YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2735000 | PA      | $3932084.20   | 0.99%             | 2029-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                        | TransDigm Inc                                            | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2655000 | PA      | $2747967.48   | 0.69%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                     | FirstEnergy Corp                                         | CUSIP: 337932AS6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3918600.00   | 0.99%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| XPO INC                              | XPO Inc                                                  | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2751449.95   | 0.69%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| COGENT BIOSCIENCES INC               | Cogent Biosciences Inc                                   | CUSIP: 19240QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1814955.05   | 0.46%             | 2031-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BRIGHTSPRING HEALTH SERV             | BrightSpring Health Services Inc                         | CUSIP: 10950A205<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     26840 | NS      | $3581261.20   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| CIPHER COMPUTE LLC                   | Cipher Compute LLC                                       | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2215383.65   | 0.56%             | 2030-11-15      | Fixed         | 7.12%                 | 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        |   1700000 | PA      | $1716250.30   | 0.43%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CYTOKINETICS INC                     | Cytokinetics Inc                                         | CUSIP: 23282WAD2<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $2769815.63   | 0.70%             | 2031-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GARRETT MOTION HLD/SARL              | Garrett Motion Holdings Inc / Garrett LX I Sarl          | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1699223.13   | 0.43%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CENTRUS ENERGY CORP                  | Centrus Energy Corp                                      | CUSIP: 15643UAF1<br>LEI: 549300G6VDK9G8276661 | Long             | DBT              | CORP              | US        |   1955000 | PA      | $2822042.50   | 0.71%             | 2032-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                | Venture Global Plaquemines LNG LLC                       | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1394185.68   | 0.35%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LIONS GATE CAPITAL HOL 1             | Starz Capital Holdings 1 Inc                             | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1025000 | PA      | $958375.00    | 0.24%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                            | Block Inc                                                | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   4610000 | PA      | $4273470.00   | 1.08%             | 2027-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| VEECO INSTRUMENTS INC                | Veeco Instruments Inc                                    | CUSIP: 922417AJ9<br>LEI: 5493004201F72ADDZW04 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $2440132.50   | 0.61%             | 2029-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                 | Western Digital Corp                                     | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   1995000 | PA      | $13252595.91  | 3.34%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| PENNYMAC FIN SVCS INC                | PennyMac Financial Services Inc                          | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1081211.15   | 0.27%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER INC             | Super Micro Computer Inc                                 | CUSIP: 86800UAB0<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |   2340000 | PA      | $2135484.00   | 0.54%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                           | DaVita Inc                                               | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   2090000 | PA      | $2145150.92   | 0.54%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                  | Axon Enterprise Inc                                      | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1621574.75   | 0.41%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WISDOMTREE INC                       | WisdomTree Inc                                           | CUSIP: 97717PAJ3<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $2008530.00   | 0.51%             | 2030-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| XOMETRY INC                          | Xometry Inc                                              | CUSIP: 98423FAC3<br>LEI: 5493006JFRGU7YRRXE44 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1591478.00   | 0.40%             | 2030-06-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| QXO INC                              | QXO Inc                                                  | CUSIP: 82846H504<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     44725 | NS      | $2833328.75   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGHT & WONDER INTL INC              | Light & Wonder International Inc                         | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1630125.00   | 0.41%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                | Lumentum Holdings Inc                                    | CUSIP: 55024UAJ8<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |   5660000 | PA      | $12828053.12  | 3.23%             | 2032-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                 | OneMain Finance Corp                                     | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1091970.01   | 0.27%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                            | PG&E Corp                                                | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |    115020 | NS      | $4596199.20   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AMER SPORTS COMPANY                  | Amer Sports Co                                           | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1679228.55   | 0.42%             | 2031-02-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD               | Jazz Investments I Ltd                                   | CUSIP: 472145AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3245000 | PA      | $4224990.00   | 1.06%             | 2030-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DREYFUS GOVERNMENT CASH MANAGE       | DREYFUS GOVERNMENT CASH MANAGE                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   9999999 | NS      | $9999998.73   | 2.52%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD             | Transocean Titan Financing Ltd                           | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1934762 | PA      | $1973666.10   | 0.50%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                         | SM Energy Co                                             | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1706831.75   | 0.43%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LiveStyle Inc. Series B Preferred    | LiveStyle Inc. Series B Preferred                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      4196 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |

### Signature

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

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

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer