# EDGAR Filing Document

**Accession Number:** 0000867297
**File Stem:** 0000940400-26-008283
**Filing Date:** 2026-2
**Character Count:** 157568
**Document Hash:** d8ea699d6c6d9cb496331cff5e0fde73
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-008283.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0000940400-26-008283

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20260630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Virtus Investment Trust
- **CENTRAL INDEX KEY:** 0000867297

**ORGANIZATION NAME:**
- **EIN:** 330457728
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06161
- **FILM NUMBER:** 26683960

**BUSINESS ADDRESS:**
- **STREET 1:** 101 MUNSON STEET
- **CITY:** GREENFIELD
- **STATE:** MA
- **ZIP:** 01301
- **BUSINESS PHONE:** 800-243-1574

**MAIL ADDRESS:**
- **STREET 1:** ONE FINANCIAL PLAZA
- **STREET 2:** 26TH FLOOR
- **CITY:** HARTFORD
- **STATE:** CT
- **ZIP:** 06103

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANZ FUNDS
- **DATE OF NAME CHANGE:** 20050330

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PIMCO FUNDS MULTI MANAGER SERIES
- **DATE OF NAME CHANGE:** 19970626

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PIMCO FUNDS EQUITY ADVISORS SERIES
- **DATE OF NAME CHANGE:** 19960227

## Series and Classes Contracts Data

### Virtus Income & Growth Fund (Series ID: S000015823)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000043488 | Class A             | AZNAX           |
| C000043489 | Class C             | AZNCX           |
| C000043491 | Institutional Class | AZNIX           |

## 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 Investment Trust

- **b. Investment Company Act file number:** 811-06161

- **c. CIK number of Registrant:** 0000867297

- **d. LEI of Registrant:** 549300JFX7YJRKFQYL29

- **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:** 800-243-1574

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

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

- **b. EDGAR series identifier (if any):** S000015823

- **c. LEI of Series:** 549300BI4Z61WQ2E4I32

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

- **a. Date of fiscal year-end:** 2026-06-30

- **b. Date as of which information is reported:** 2025-12-31

**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:** $4725194649.34

**Total Liabilities:** $5808961.24

**Net Assets:** $4719385688.10

**Cash Not Reported:** $159281104.12

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -101.59000000 | **1-Year:** 0.00000000 | **5-Year:** -43786.07000000 | **10-Year:** -20234.18000000 | **30-Year:** -45823.12000000

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

- **3-Month:** -356.92000000 | **1-Year:** -2344.72000000 | **5-Year:** -226672.13000000 | **10-Year:** -407962.51000000 | **30-Year:** -31310.41000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000043488 | 1.90%                | 0.19%                | -0.34%               |
| Class ID C000043489 | 1.77%                | 0.17%                | -0.44%               |
| Class ID C000043491 | 1.89%                | 0.19%                | -0.30%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $17334863.81             | $63191486.87                               |
| Month 2  | $-3436748.81             | $5040162.49                                |
| Month 3  | $7683254.99              | $-32247288.12                              |

### Schedule of Portfolio Investments

| Name                                            | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| INTERCONTINENTAL EXCHANGE, INC.                 | TESLA INC                                                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -302 | NC      | $-6342.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | ANALOG DEVICES INC                                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -205 | NC      | $-5125.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                         | Talen Energy Supply LLC                                                          | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |  12505000 | PA      | $12931291.07  | 0.27%             | 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        |  17980000 | PA      | $18159798.56  | 0.38%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                  | Gray Media Inc                                                                   | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |  14095000 | PA      | $10569417.79  | 0.22%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                  | Bombardier Inc                                                                   | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   1875000 | PA      | $1981848.75   | 0.04%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DOORDASH INC                                    | DoorDash Inc                                                                     | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |  10995000 | PA      | $11484277.50  | 0.24%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS                         | Alnylam Pharmaceuticals Inc                                                      | CUSIP: 02043QAB3<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |   8560000 | PA      | $12585768.00  | 0.27%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                    | Alphabet Inc                                                                     | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     78850 | NS      | $24743130.00  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                        | Live Nation Entertainment Inc                                                    | CUSIP: 538034BC2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |  28255000 | PA      | $29681877.50  | 0.63%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                         | Digital Realty Trust LP                                                          | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |  15525000 | PA      | $15742350.00  | 0.33%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                          | Cloud Software Group Inc                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |  12775000 | PA      | $12942198.18  | 0.27%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | PALANTIR TECHNOLOGIES INC                                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -300 | NC      | $-2100.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                     | Equinix Inc                                                                      | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      9680 | NS      | $7416428.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                           | Tenet Healthcare Corp                                                            | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   5535000 | PA      | $5698802.79   | 0.12%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                       | Palantir Technologies Inc                                                        | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     59930 | NS      | $10652557.50  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATEGY INC                                    | Strategy Inc                                                                     | CUSIP: 594972AS0<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |  29170000 | PA      | $23878562.00  | 0.51%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                           | GENMAB A/S/GENMAB FINANCE LLC                                                    | CUSIP: 37230JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |   4735000 | PA      | $4973700.20   | 0.11%             | 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        |   5285000 | PA      | $5399874.76   | 0.11%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                         | United Rentals North America Inc                                                 | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |  13650000 | PA      | $13837186.82  | 0.29%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                             | Station Casinos LLC                                                              | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |  10850000 | PA      | $11106743.55  | 0.24%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Postmedia Network Canada Corp                   | Postmedia Network Canada Corp                                                    | CUSIP: 73752W502<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |   1018823 | NS      | $532520.44    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| SUNOCO LP                                       | Sunoco LP                                                                        | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |  13245000 | PA      | $13567086.08  | 0.29%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NASDAQ, INC.                                    | CADENCE DESIGN SYSTEMS INC                                                       | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |      -194 | NC      | $-1358.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                   | TransDigm Inc                                                                    | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |  14965000 | PA      | $15588804.20  | 0.33%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                | FirstEnergy Corp                                                                 | CUSIP: 337932AS6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |  10055000 | PA      | $10663327.50  | 0.23%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| XPO INC                                         | XPO Inc                                                                          | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |   5950000 | PA      | $6204005.50   | 0.13%             | 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        |   6370000 | PA      | $7457996.00   | 0.16%             | 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        |    112925 | NS      | $14252264.25  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                          | Berkshire Hathaway Inc                                                           | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     31530 | NS      | $15848554.50  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                          | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11735000 | PA      | $11896307.08  | 0.25%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CYTOKINETICS INC                                | Cytokinetics Inc                                                                 | CUSIP: 23282WAD2<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |   8680000 | PA      | $10803128.00  | 0.23%             | 2031-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                 | Gen Digital Inc                                                                  | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |   7815000 | PA      | $8070042.53   | 0.17%             | 2030-09-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                           | Micron Technology Inc                                                            | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     62035 | NS      | $17705409.35  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | ALPHABET INC                                                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |     -1280 | NC      | $-17920.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                                  | Blackstone Inc                                                                   | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |     26215 | NS      | $4040780.10   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTESCUE TREASURY PTY L                        | Fortescue Treasury Pty Ltd                                                       | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   2312000 | PA      | $2235990.50   | 0.05%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                          | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14405000 | PA      | $14242508.86  | 0.30%             | 2029-06-01      | Fixed         | 5.38%                 | 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        |   9060000 | PA      | $8846935.07   | 0.19%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CENTRUS ENERGY CORP                             | Centrus Energy Corp                                                              | CUSIP: 15643UAF1<br>LEI: 549300G6VDK9G8276661 | Long             | DBT              | CORP              | US        |   7550000 | PA      | $9705525.00   | 0.21%             | 2032-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                       | Block Inc                                                                        | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |  18790000 | PA      | $17371355.00  | 0.37%             | 2027-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LIONS GATE CAPITAL HOL 1                        | Starz Capital Holdings 1 Inc                                                     | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7195000 | PA      | $6871225.00   | 0.15%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                   | Amphenol Corp                                                                    | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     61285 | NS      | $8282054.90   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE FINANCIAL                        | JPMorgan Chase Financial Co LLC                                                  | CUSIP: 48133DL24<br>LEI: 549300NJFDJOFYVV6789 | Long             | DBT              | CORP              | US        |   5475000 | PA      | $6317055.00   | 0.13%             | 2027-06-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                            | Western Digital Corp                                                             | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |  10950000 | PA      | $50192610.00  | 1.06%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | MICRON TECHNOLOGY INC                                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -310 | NC      | $-54560.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC FIN SVCS INC                           | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |  13925000 | PA      | $14537040.93  | 0.31%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CBRE Group Inc                                  | CBRE Group Inc                                                                   | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     83905 | NS      | $13491084.95  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVITA INC                                      | DaVita Inc                                                                       | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |  20740000 | PA      | $21505159.78  | 0.46%             | 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        |   7270000 | PA      | $7563178.45   | 0.16%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                   | Carnival Corp                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   7570000 | PA      | $7816705.77   | 0.17%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                    | Danaher Corp                                                                     | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     22220 | NS      | $5086602.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMENTUM HOLDINGS INC                           | Lumentum Holdings Inc                                                            | CUSIP: 55024UAJ8<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |  23510000 | PA      | $50311400.00  | 1.07%             | 2032-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                         | Light & Wonder International Inc                                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |   6395000 | PA      | $6474284.19   | 0.14%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MARIPOSA BORROWER INC 10/21 FIXED 8             | MARIPOSA BORROWER INC 10/21 FIXED 8                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6810000 | PA      | $0.00         | 0.00%             | 2023-10-15      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Workday Inc                                     | Workday Inc                                                                      | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      4974 | NS      | $1068315.72   | 0.02%             |  |  |  | No            |                  1 | 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        |  14615000 | PA      | $15003489.35  | 0.32%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                            | OneMain Finance Corp                                                             | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |  11105000 | PA      | $11245240.38  | 0.24%             | 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        |    468190 | NS      | $19195790.00  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                             | Gilead Sciences Inc                                                              | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    154425 | NS      | $18954124.50  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                   | Regeneron Pharmaceuticals Inc                                                    | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      7325 | NS      | $5653947.75   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                        | Medline Borrower LP/Medline Co-Issuer Inc                                        | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3690000 | PA      | $3814579.16   | 0.08%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Old Dominion Freight Line Inc                   | Old Dominion Freight Line Inc                                                    | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |     35470 | NS      | $5561696.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AMER SPORTS COMPANY                             | Amer Sports Co                                                                   | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4183720.00   | 0.09%             | 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        |   7735000 | PA      | $10295285.00  | 0.22%             | 2030-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                | CSC Holdings LLC                                                                 | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |  14490000 | PA      | $8440425.00   | 0.18%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                           | Civitas Resources Inc                                                            | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |  11705000 | PA      | $12142781.75  | 0.26%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| IMPINJ INC                                      | Impinj Inc                                                                       | CUSIP: 453204AE9<br>LEI: 549300M26VGKSMMWWN17 | Long             | DBT              | CORP              | US        |   7075000 | PA      | $7262487.50   | 0.15%             | 2029-09-15      | None          | 0.00%                 | 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        |      9389 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| VERSANT MEDIA GROUP INC                         | Versant Media Group Inc                                                          | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |   5990000 | PA      | $6179819.03   | 0.13%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                    | KKR & Co Inc                                                                     | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |    281120 | NS      | $14573260.80  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| LEVEL 3 FINANCING INC                           | Level 3 Financing Inc                                                            | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   6630000 | PA      | $6789004.90   | 0.14%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                         | Light & Wonder International Inc                                                 | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |   4775000 | PA      | $4981900.75   | 0.11%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                  | Bombardier Inc                                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   6530000 | PA      | $6899865.73   | 0.15%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                   | DR Horton Inc                                                                    | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |     29630 | NS      | $4267608.90   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GTT COMMUNICATIONS                              | GTT COMMUNICATIONS                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8647 | NS      | $171046.31    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                              | Ford Motor Co                                                                    | CUSIP: 345370CZ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   4855000 | PA      | $5041917.50   | 0.11%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                         | Akamai Technologies Inc                                                          | CUSIP: 00971TAL5<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |   9720000 | PA      | $9744300.00   | 0.21%             | 2027-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CCF Holdings LLC                                | CCF Holdings LLC                                                                 | CUSIP: 12509J208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   7416755 | NS      | $370837.75    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                          | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |   9765000 | PA      | $10078017.08  | 0.21%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                   | McKesson Corp                                                                    | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |     28505 | NS      | $23382366.45  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                        | Builders FirstSource Inc                                                         | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   7065000 | PA      | $7320296.67   | 0.16%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Aon PLC                                         | Aon PLC                                                                          | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | GB        |     25985 | NS      | $9169586.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DELUXE CORP                                     | Deluxe Corp                                                                      | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |   5540000 | PA      | $5642805.78   | 0.12%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                           | Bath & Body Works Inc                                                            | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   9455000 | PA      | $9666763.64   | 0.20%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                               | Seagate Data Storage Technology Pte Ltd                                          | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   7495000 | PA      | $7968398.67   | 0.17%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| M/A-COM TECH SOLUTIONS                          | MACOM Technology Solutions Holdings Inc                                          | CUSIP: 55405YAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11210000 | PA      | $13594367.00  | 0.29%             | 2029-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                           | GENMAB A/S/GENMAB FINANCE LLC                                                    | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |   3825000 | PA      | $3920038.02   | 0.08%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                 | Caterpillar Inc                                                                  | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     41840 | NS      | $23968880.80  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS CO                            | Commercial Metals Co                                                             | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |   8080000 | PA      | $8283259.43   | 0.18%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                               | Lam Research Corp                                                                | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     58560 | NS      | $10024300.80  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVA LTD                                        | Nova Ltd                                                                         | CUSIP: 66982MAA2<br>LEI: 529900B2DSWE5V3SC292 | Long             | DBT              | CORP              | IL        |   7565000 | PA      | $9407077.50   | 0.20%             | 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        |  13150000 | PA      | $12730682.01  | 0.27%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                              | Analog Devices Inc                                                               | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     41010 | NS      | $11121912.00  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                          | Jazz Investments I Ltd                                                           | CUSIP: 472145AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   8470000 | PA      | $9791320.00   | 0.21%             | 2026-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                          | EquipmentShare.com Inc                                                           | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |  10585000 | PA      | $11103548.57  | 0.24%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN                        | Ionis Pharmaceuticals Inc                                                        | CUSIP: 462222AG5<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |   8020000 | PA      | $8541300.00   | 0.18%             | 2030-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                             | Sirius XM Radio LLC                                                              | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   8595000 | PA      | $8665324.89   | 0.18%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRIP.COM GROUP LTD                              | Trip.com Group Ltd                                                               | CUSIP: 89677QAB3<br>LEI: 2549004RMYDSRQL4KW41 | Long             | DBT              | CORP              | KY        |   9765000 | PA      | $12006067.50  | 0.25%             | 2029-06-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                 | TJX Cos Inc/The                                                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |    119670 | NS      | $18382508.70  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP INC                               | Expedia Group Inc                                                                | CUSIP: 30212PBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  23830000 | PA      | $26582365.00  | 0.56%             | 2026-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZSCALER INC.                                    | Zscaler Inc                                                                      | CUSIP: 98980GAC6<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |  12495000 | PA      | $11689072.50  | 0.25%             | 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        |     42980 | NS      | $3438829.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GS FINANCE CORP                                 | GS Finance Corp                                                                  | CUSIP: 40058QAU3<br>LEI: 549300FR80KBVO6DRL61 | Long             | DBT              | CORP              | US        |  16000000 | PA      | $17953600.00  | 0.38%             | 2028-09-25      | Fixed         | 1.00%                 | No            |                  3 | On Loan: No      |
| NEXTERA ENERGY INC                              | NextEra Energy Inc                                                               | CUSIP: 65339F663<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |    581645 | NS      | $30111761.65  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                        | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   4250000 | PA      | $4357843.75   | 0.09%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Generac Holdings Inc                            | Generac Holdings Inc                                                             | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |     49720 | NS      | $6780316.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFIRM HOLDINGS INC                             | Affirm Holdings Inc                                                              | CUSIP: 00827BAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9130000 | PA      | $10102345.00  | 0.21%             | 2029-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                    | Moody's Corp                                                                     | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |     28665 | NS      | $14643515.25  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI SYSTEMS INC                                 | OSI Systems Inc                                                                  | CUSIP: 671044AG0<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |  11635000 | PA      | $11439532.00  | 0.24%             | 2031-02-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                    | Navient Corp                                                                     | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   8900000 | PA      | $9311099.90   | 0.20%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | LAM RESEARCH CORP                                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -293 | NC      | $-5860.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                             | Cardinal Health Inc                                                              | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |     93450 | NS      | $19203975.00  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS-BROCKWAY                                  | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |   9155000 | PA      | $9345213.44   | 0.20%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                           | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14515000 | PA      | $14686190.20  | 0.31%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                        | Crowdstrike Holdings Inc                                                         | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |     15675 | NS      | $7347813.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Plug Power Inc                                  | Plug Power Inc                                                                   | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |    437288 | NS      | $861457.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                        | Microchip Technology Inc                                                         | CUSIP: 595017302<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EP               | CORP              | US        |    201250 | NS      | $11728850.00  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                        | NIKE Inc                                                                         | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |    110605 | NS      | $7046644.55   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| JBT MAREL CORP                                  | JBT Marel Corp                                                                   | CUSIP: 477839AD6<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |  12140000 | PA      | $12570970.00  | 0.27%             | 2030-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                         | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |   2390000 | PA      | $2434116.05   | 0.05%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                          | CACI International Inc                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |   4950000 | PA      | $5121659.47   | 0.11%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                           | Tenet Healthcare Corp                                                            | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   9373000 | PA      | $9414916.06   | 0.20%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                        | Virgin Media Finance PLC                                                         | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |   7505000 | PA      | $6616462.04   | 0.14%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LIGAND PHARMACEUTICALS I                        | Ligand Pharmaceuticals Inc                                                       | CUSIP: 53220KAG3<br>LEI: 5493008K7TB0IKP37H79 | Long             | DBT              | CORP              | US        |  13060000 | PA      | $15291954.00  | 0.32%             | 2030-10-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GTT COMMUNICATIONS WARRANT                      | GTT COMMUNICATIONS WARRANT                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     27745 | NC      | $0.28         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CLEVELAND-CLIFFS INC                            | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |  18085000 | PA      | $18537133.50  | 0.39%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                   | Coherent Corp                                                                    | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |   5780000 | PA      | $5760443.37   | 0.12%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OSI SYSTEMS INC                                 | OSI Systems Inc                                                                  | CUSIP: 671044AF2<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $7118400.00   | 0.15%             | 2029-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                     | Cummins Inc                                                                      | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |     26465 | NS      | $13509059.25  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO                                     | Southern Co/The                                                                  | CUSIP: 842587842<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |     64150 | NS      | $3230594.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX RESOURCES CORP                              | CNX Resources Corp                                                               | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |   4810000 | PA      | $4980857.12   | 0.11%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                            | Waste Management Inc                                                             | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |     58375 | NS      | $12825571.25  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| GS FINANCE CORP                                 | GS Finance Corp                                                                  | CUSIP: 362273CE2<br>LEI: 549300FR80KBVO6DRL61 | Long             | DBT              | CORP              | US        |  17975000 | PA      | $17761097.50  | 0.38%             | 2027-06-28      | Fixed         | 1.25%                 | No            |                  3 | On Loan: No      |
| Alphabet Inc                                    | Alphabet Inc                                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    256070 | NS      | $80149910.00  | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA FINANCE LLC                                | BofA Finance LLC                                                                 | CUSIP: 09711GKA2<br>LEI: 549300CGZYSEY3ZSIW16 | Long             | DBT              | CORP              | US        |  13975000 | PA      | $13935870.00  | 0.30%             | 2028-03-17      | Fixed         | 1.00%                 | No            |                  3 | On Loan: No      |
| Cadence Design Systems Inc                      | Cadence Design Systems Inc                                                       | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |     38795 | NS      | $12126541.10  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAFT HEINZ FOODS CO                            | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAL0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   8175000 | PA      | $8141533.68   | 0.17%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONFLUENT INC                                   | Confluent Inc                                                                    | CUSIP: 20717MAB9<br>LEI: 254900MRZ83YWUV7SN74 | Long             | DBT              | CORP              | US        |   8720000 | PA      | $8467120.00   | 0.18%             | 2027-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IREN LTD                                        | IREN Ltd                                                                         | CUSIP: 46270CAE9<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |  14125000 | PA      | $10459562.50  | 0.22%             | 2031-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                            | BWX Technologies Inc                                                             | CUSIP: 05605HAD2<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |  10620000 | PA      | $10120860.00  | 0.21%             | 2030-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                  | Amazon.com Inc                                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    374405 | NS      | $86420162.10  | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                          | UnitedHealth Group Inc                                                           | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     38570 | NS      | $12732342.70  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CITGO PETROLEUM CORP                            | CITGO Petroleum Corp                                                             | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |  11480000 | PA      | $11937179.52  | 0.25%             | 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        |   5550000 | PA      | $8489835.00   | 0.18%             | 2030-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                  | Eli Lilly & Co                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     33690 | NS      | $36205969.20  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| CCF HLDGS LLC WT CCF HLDGS LLC WTS C            | CCF HLDGS LLC WT CCF HLDGS LLC WTS C                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |   2911361 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                          | Cloud Software Group Inc                                                         | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   9090000 | PA      | $9008710.86   | 0.19%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                            | Bank of America Corp                                                             | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     16720 | NS      | $20933440.00  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY CO                                    | SM Energy Co                                                                     | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   6495000 | PA      | $6542687.72   | 0.14%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                         | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |  12110000 | PA      | $12334987.33  | 0.26%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                          | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5750000 | PA      | $5867803.41   | 0.12%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY FIN LLC                          | Morgan Stanley Finance LLC                                                       | CUSIP: 61778JDL1<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |  14030000 | PA      | $13964059.00  | 0.30%             | 2028-03-21      | Fixed         | 1.00%                 | No            |                  3 | On Loan: No      |
| GEN DIGITAL INC                                 | Gen Digital Inc                                                                  | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |   8715000 | PA      | $8987178.17   | 0.19%             | 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        |  15595000 | PA      | $15471960.91  | 0.33%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BOFA FINANCE LLC                                | BofA Finance LLC                                                                 | CUSIP: 09711BER3<br>LEI: 549300CGZYSEY3ZSIW16 | Long             | DBT              | CORP              | US        |   9395000 | PA      | $11475053.00  | 0.24%             | 2027-03-25      | Fixed         | 1.00%                 | No            |                  3 | On Loan: No      |
| IBM                                             | International Business Machines Corp                                             | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     25745 | NS      | $7625926.45   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                        | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   3465000 | PA      | $3467557.17   | 0.07%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                                   | Snowflake Inc                                                                    | CUSIP: 833445AD1<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |  13025000 | PA      | $20110600.00  | 0.43%             | 2029-10-01      | 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        |  14715000 | PA      | $14637794.81  | 0.31%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                | Wells Fargo & Co                                                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    192720 | NS      | $17961504.00  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                           | 3M Co                                                                            | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |     77500 | NS      | $12407750.00  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| WAYFAIR INC                                     | Wayfair Inc                                                                      | CUSIP: 94419LAP6<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |   7625000 | PA      | $12686296.73  | 0.27%             | 2027-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                           | Scripps Escrow II Inc                                                            | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10495000 | PA      | $7930632.81   | 0.17%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                          | Motorola Solutions Inc                                                           | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |     15325 | NS      | $5874379.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAY MEDIA INC                                  | Gray Media Inc                                                                   | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   6605000 | PA      | $6854460.08   | 0.15%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                            | Parker-Hannifin Corp                                                             | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |     20345 | NS      | $17882441.20  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                                        | RTX Corp                                                                         | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     92230 | NS      | $16914982.00  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                     | NVIDIA Corp                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    753837 | NS      | $140590600.50 | 2.98%             |  |  |  | No            |                  1 | On Loan: No      |
| HUDBAY MINERALS INC                             | Hudbay Minerals Inc                                                              | CUSIP: 443628AH5<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |   4675000 | PA      | $4736435.39   | 0.10%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                | Coca-Cola Co/The                                                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    216670 | NS      | $15147399.70  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AST SPACEMOBILE INC                             | AST SpaceMobile Inc                                                              | CUSIP: 00217DAE0<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |   9455000 | PA      | $9420016.50   | 0.20%             | 2036-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                          | Lumen Technologies Inc                                                           | CUSIP: 550241AK9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   8284500 | PA      | $8325922.50   | 0.18%             | 2032-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                              | Meta Platforms Inc                                                               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     54208 | NS      | $35782158.72  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGEBIO PHARMA INC                            | Bridgebio Pharma Inc                                                             | CUSIP: 10806XAH5<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |  10030000 | PA      | $17414587.50  | 0.37%             | 2031-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                          | Guidewire Software Inc                                                           | CUSIP: 40171VAC4<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |   7250000 | PA      | $7971375.00   | 0.17%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                        | SeaWorld Parks & Entertainment Inc                                               | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |   6825000 | PA      | $6638230.46   | 0.14%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Clarivate PLC                                   | Clarivate PLC                                                                    | CUSIP: 000000000<br>LEI: 549300WDHIIODXFO0R55 | Long             | EC               | CORP              | GB        |    540468 | NS      | $1805163.12   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                          | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7105000 | PA      | $6377002.52   | 0.14%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                       | Apple Inc                                                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    437840 | NS      | $119031182.40 | 2.52%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT SEC CORP                                    | ADT Security Corp/The                                                            | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |  14625000 | PA      | $14264008.20  | 0.30%             | 2029-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GRANITE CONSTRUCTION INC                        | Granite Construction Inc                                                         | CUSIP: 387328AF4<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $4785000.00   | 0.10%             | 2030-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                     | McAfee Corp                                                                      | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |  15875000 | PA      | $13844231.42  | 0.29%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                         | Charles Schwab Corp/The                                                          | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     86705 | NS      | $8662696.55   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                             | General Electric Co                                                              | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     51095 | NS      | $15738792.85  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUS XM RADIO LLC                             | Sirius XM Radio LLC                                                              | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |  11990000 | PA      | $11403298.13  | 0.24%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                            | Freeport-McMoRan Inc                                                             | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |    168350 | NS      | $8550496.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HALOZYME THERAPEUTICS IN                        | Halozyme Therapeutics Inc                                                        | CUSIP: 40637HAG4<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |  12735000 | PA      | $12732453.00  | 0.27%             | 2031-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| XPO INC                                         | XPO Inc                                                                          | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |   2015000 | PA      | $2119352.82   | 0.04%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                               | Devon Energy Corp                                                                | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |    148335 | NS      | $5433511.05   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                   | Citigroup Inc                                                                    | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    204890 | NS      | $23908614.10  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM RESORTS INTL                                | MGM Resorts International                                                        | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   7595000 | PA      | $7576754.53   | 0.16%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                            | Cleveland-Cliffs Inc                                                             | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   5625000 | PA      | $5878242.96   | 0.12%             | 2034-01-15      | Fixed         | 7.62%                 | 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        |  10660000 | PA      | $10955415.25  | 0.23%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                               | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |  10230000 | PA      | $10847729.55  | 0.23%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                  | Rocket Cos Inc                                                                   | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15585000 | PA      | $16395401.30  | 0.35%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                    | Strategy Inc                                                                     | CUSIP: 594972887<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |     42025 | NS      | $3309889.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                     | Walmart Inc                                                                      | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    206215 | NS      | $22974413.15  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| USA COM PART/USA COM FIN                        | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6325000 | PA      | $6547079.29   | 0.14%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                   | CoreWeave Inc                                                                    | CUSIP: 21873SAD0<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |  11560000 | PA      | $10938650.00  | 0.23%             | 2031-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                          | Boston Scientific Corp                                                           | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     80630 | NS      | $7688070.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EOS ENERGY ENTERPRISES I                        | Eos Energy Enterprises Inc                                                       | CUSIP: 29415CAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7310000 | PA      | $7072425.00   | 0.15%             | 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        |  24835000 | PA      | $37500850.00  | 0.79%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MIRION TECHNOLOGIES INC                         | Mirion Technologies Inc                                                          | CUSIP: 60471AAC5<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |   6680000 | PA      | $7214400.00   | 0.15%             | 2031-10-01      | None          | 0.00%                 | 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        |   1759917 | NS      | $105595.02    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WULF COMPUTE LLC                                | WULF Compute LLC                                                                 | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15250000 | PA      | $15711288.56  | 0.33%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                               | Barclays Bank PLC                                                                | CUSIP: 06746BUW9<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |  16205000 | PA      | $17347452.50  | 0.37%             | 2028-05-26      | Fixed         | 1.25%                 | No            |                  3 | On Loan: No      |
| Argenx SE                                       | Argenx SE                                                                        | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |     11140 | NS      | $9368183.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MESQUITE ENERGY INC                             | MESQUITE ENERGY INC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6240000 | PA      | $624.00       | 0.00%             | 2024-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                        | Transocean International Ltd                                                     | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |  15705000 | PA      | $15556209.26  | 0.33%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                           | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  23790000 | PA      | $24652340.40  | 0.52%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                      | Zoetis Inc                                                                       | CUSIP: 98978VAY9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   7245000 | PA      | $7444237.50   | 0.16%             | 2029-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                   | Synaptics Inc                                                                    | CUSIP: 87157DAJ8<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |   7920000 | PA      | $8339760.00   | 0.18%             | 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        |   7620000 | PA      | $7906599.02   | 0.17%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                            | Commercial Metals Co                                                             | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |   4075000 | PA      | $4166818.10   | 0.09%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                   | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |  18550000 | PA      | $19034655.85  | 0.40%             | 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        |   2255000 | PA      | $2281311.63   | 0.05%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                         | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |  18530000 | PA      | $19479718.09  | 0.41%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BLOOM ENERGY CORP                               | Bloom Energy Corp                                                                | CUSIP: 093712AN7<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |  16135000 | PA      | $14037450.00  | 0.30%             | 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        |  14135000 | PA      | $14057257.50  | 0.30%             | 2027-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                             | Coinbase Global Inc                                                              | CUSIP: 19260QAB3<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |  22920000 | PA      | $22862700.00  | 0.48%             | 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        |  11660000 | PA      | $10708544.00  | 0.23%             | 2030-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                       | BROADCOM INC                                                                     | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      -693 | NC      | $-19404.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SEMTECH CORP                                    | Semtech Corp                                                                     | CUSIP: 816850AJ0<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1493895.00   | 0.03%             | 2030-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                           | Wells Fargo & Co                                                                 | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     35805 | NS      | $43395660.00  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| ARSENAL AIC PARENT LLC                          | Arsenal AIC Parent LLC                                                           | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8340000 | PA      | $8850081.16   | 0.19%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                             | Exact Sciences Corp                                                              | CUSIP: 30063PAE5<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |  13510000 | PA      | $16488955.00  | 0.35%             | 2031-04-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                    | SM Energy Co                                                                     | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   6935000 | PA      | $6817580.88   | 0.14%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                  | Morgan Stanley                                                                   | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     83920 | NS      | $14898317.60  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                          | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |   2415000 | PA      | $2290888.25   | 0.05%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                                       | Tesla Inc                                                                        | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     60348 | NS      | $27139702.56  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| AEROVIRONMENT INC                               | AeroVironment Inc                                                                | CUSIP: 008073AA6<br>LEI: 529900PGHVI29YLZ6221 | Long             | DBT              | CORP              | US        |   8840000 | PA      | $9591400.00   | 0.20%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                        | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3205382.07   | 0.07%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                               | Nexstar Media Inc                                                                | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |  11535000 | PA      | $11566041.26  | 0.25%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                             | Axon Enterprise Inc                                                              | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |   6070000 | PA      | $6266328.08   | 0.13%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                           | GFL Environmental Inc                                                            | CUSIP: 36168QAN4<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |   8100000 | PA      | $8083531.08   | 0.17%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                        | Snap Inc                                                                         | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |  13430000 | PA      | $13916773.17  | 0.29%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                      | Stanley Black & Decker Inc                                                       | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |     82623 | NS      | $6137236.44   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN OIL & GAS INC                          | Northern Oil & Gas Inc                                                           | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   6370000 | PA      | $6431120.15   | 0.14%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                            | WEC Energy Group Inc                                                             | CUSIP: 92939UAS5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |  18090000 | PA      | $18325170.00  | 0.39%             | 2028-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE FINANCIAL                        | JPMorgan Chase Financial Co LLC                                                  | CUSIP: 48136CP37<br>LEI: 549300NJFDJOFYVV6789 | Long             | DBT              | CORP              | US        |  14725000 | PA      | $18928987.50  | 0.40%             | 2028-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                               | Post Holdings Inc                                                                | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |  11125000 | PA      | $11186751.54  | 0.24%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARRAY TECHNOLOGIES INC                          | Array Technologies Inc                                                           | CUSIP: 04271TAC4<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |   3370000 | PA      | $4861225.00   | 0.10%             | 2031-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| IMAX CORP                                       | IMAX Corp                                                                        | CUSIP: 45245EAK5<br>LEI: 894500GS1ESLAPZCEI74 | Long             | DBT              | CORP              | CA        |   6370000 | PA      | $6965595.00   | 0.15%             | 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        |  13080000 | PA      | $13484276.64  | 0.29%             | 2032-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                                    | Terawulf Inc                                                                     | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |   7210000 | PA      | $6236650.00   | 0.13%             | 2032-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                          | Venture Global LNG Inc                                                           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   9190000 | PA      | $9308583.99   | 0.20%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                          | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |  12080000 | PA      | $12588568.00  | 0.27%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CIPHER MINING                                   | Cipher Mining Inc                                                                | CUSIP: 17253JAB2<br>LEI: 254900QABG5HCQZ28A17 | Long             | DBT              | CORP              | US        |   7585000 | PA      | $9007187.50   | 0.19%             | 2031-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UKG INC                                         | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |  12980000 | PA      | $13333224.74  | 0.28%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                                    | Xylem Inc/NY                                                                     | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |     65090 | NS      | $8863956.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                  | Microsoft Corp                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    228611 | NS      | $110560851.82 | 2.34%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                                  | GE Vernova Inc                                                                   | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |     14075 | NS      | $9198997.75   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                          | Marvell Technology Inc                                                           | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78605 | NS      | $6679852.90   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                    | Broadcom Inc                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |    138675 | NS      | $47995417.50  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHART INDUSTRIES INC                            | Chart Industries Inc                                                             | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $5315450.78   | 0.11%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software                   | Take-Two Interactive Software Inc                                                | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |     49688 | NS      | $12721618.64  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                   | Carnival Corp                                                                    | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |  14350000 | PA      | $14727132.06  | 0.31%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPLIGEN CORP                                   | Repligen Corp                                                                    | CUSIP: 759916AD1<br>LEI: 54930006QJ0T5AUO1E71 | Long             | DBT              | CORP              | US        |   5540000 | PA      | $6052450.00   | 0.13%             | 2028-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc                          | Intuitive Surgical Inc                                                           | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |     18585 | NS      | $10525800.60  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PARSONS CORP                                    | Parsons Corp                                                                     | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |  10205000 | PA      | $10490740.00  | 0.22%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| RIVIAN AUTO INC                                 | Rivian Automotive Inc                                                            | CUSIP: 76954AAB9<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |  13820000 | PA      | $17361375.00  | 0.37%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| IRHYTHM TECHNOLOGIES INC                        | iRhythm Technologies Inc                                                         | CUSIP: 450056AB2<br>LEI: 549300FJI72RJGDQS384 | Long             | DBT              | CORP              | US        |   7900000 | PA      | $11020500.00  | 0.23%             | 2029-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MKS INC                                         | MKS Inc                                                                          | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |  12070000 | PA      | $15395285.00  | 0.33%             | 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       |   9625000 | PA      | $9981052.81   | 0.21%             | 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        |  13065000 | PA      | $13621817.24  | 0.29%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GUARDANT HEALTH INC                             | Guardant Health Inc                                                              | CUSIP: 40131MAD1<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |   8330000 | PA      | $15236403.00  | 0.32%             | 2031-02-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                          | Lumen Technologies Inc                                                           | CUSIP: 550241AA1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |  23075000 | PA      | $21690500.00  | 0.46%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                     | Tenneco Inc                                                                      | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |   5295000 | PA      | $5311943.26   | 0.11%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Avantor Inc                                     | Avantor Inc                                                                      | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    280592 | NS      | $3215584.32   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HOLDINGS INC                               | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   3665000 | PA      | $3857150.23   | 0.08%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                         | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |  10680000 | PA      | $10852823.76  | 0.23%             | 2033-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                             | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |  14725000 | PA      | $15077256.60  | 0.32%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                           | Quikrete Holdings Inc                                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |  10710000 | PA      | $11184358.43  | 0.24%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity FedFund                     | BlackRock Liquidity FedFund                                                      | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |  43321219 | NS      | $43321218.60  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                      | Intuit Inc                                                                       | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     12740 | NS      | $8439230.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                        | Virgin Media Secured Finance PLC                                                 | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |   9225000 | PA      | $8539907.22   | 0.18%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                              | Ford Motor Co                                                                    | CUSIP: 345370CA6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   9690000 | PA      | $10712331.24  | 0.23%             | 2031-07-16      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                          | Venture Global LNG Inc                                                           | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |  14045000 | PA      | $13517320.36  | 0.29%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                         | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10165000 | PA      | $10182480.34  | 0.22%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                             | Shift4 Payments Inc                                                              | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6780000 | PA      | $6515580.00   | 0.14%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                               | Nexstar Media Inc                                                                | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $5757919.84   | 0.12%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COBALT INTERNATIONAL                            | COBALT INTERNATIONAL                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9216000 | PA      | $0.92         | 0.00%             | 2024-12-01      | Fixed         | 7.75%                 | No            |                  3 | On Loan: No      |
| GLOBAL PAYMENTS INC                             | Global Payments Inc                                                              | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |  17360000 | PA      | $15571920.00  | 0.33%             | 2031-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC                                      | Airbnb Inc                                                                       | CUSIP: 009066AB7<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |  17745000 | PA      | $17558677.50  | 0.37%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS                          | Bausch Health Americas Inc                                                       | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |  12710000 | PA      | $12583324.26  | 0.27%             | 2027-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                           | Uber Technologies Inc                                                            | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |  11450000 | PA      | $14850650.00  | 0.31%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Expeditors International of Wa                  | Expeditors International of Washington Inc                                       | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |     32840 | NS      | $4893488.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                      | AbbVie Inc                                                                       | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     62947 | NS      | $14382760.03  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INC                               | Iron Mountain Inc                                                                | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |  24940000 | PA      | $25148665.50  | 0.53%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GUARDANT HEALTH INC                             | Guardant Health Inc                                                              | CUSIP: 40131MAE9<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |   2885000 | PA      | $3162681.25   | 0.07%             | 2033-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                      | Advanced Micro Devices Inc                                                       | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     37890 | NS      | $8114522.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| IONIS PHARMACEUTICALS IN                        | Ionis Pharmaceuticals Inc                                                        | CUSIP: 462222AF7<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |   5950000 | PA      | $9450385.00   | 0.20%             | 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        |   5085000 | PA      | $5307914.91   | 0.11%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                | CSC Holdings LLC                                                                 | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $1109188.50   | 0.02%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                  | Mastercard Inc                                                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     66380 | NS      | $37895014.40  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                               | Barclays Bank PLC                                                                | CUSIP: 06744EDH7<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |  19620000 | PA      | $21514870.21  | 0.46%             | 2029-02-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                         | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9460000 | PA      | $9767374.32   | 0.21%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GS FINANCE CORP                                 | GS Finance Corp                                                                  | CUSIP: 362273CC6<br>LEI: 549300FR80KBVO6DRL61 | Long             | DBT              | CORP              | US        |  13770000 | PA      | $18475209.00  | 0.39%             | 2027-05-13      | Fixed         | 1.00%                 | No            |                  3 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                           | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8265000 | PA      | $8558944.73   | 0.18%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                        | Builders FirstSource Inc                                                         | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |  10405000 | PA      | $9907759.30   | 0.21%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                  | Bombardier Inc                                                                   | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |  21615000 | PA      | $22543493.94  | 0.48%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EPAM Systems Inc                                | EPAM Systems Inc                                                                 | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |     20020 | NS      | $4101697.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DATADOG INC                                     | Datadog Inc                                                                      | CUSIP: 23804LAD5<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |  18560000 | PA      | $18513600.00  | 0.39%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                           | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |  18335000 | PA      | $19084534.80  | 0.40%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                            | Boston Properties LP                                                             | CUSIP: 10112RBM5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |  10950000 | PA      | $10572225.00  | 0.22%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                        | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10090000 | PA      | $8356487.75   | 0.18%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | ALPHABET INC                                                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -394 | NC      | $-5910.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCE AUTO PARTS                              | Advance Auto Parts Inc                                                           | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |  11920000 | PA      | $11967322.40  | 0.25%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                          | WESCO Distribution Inc                                                           | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   7525000 | PA      | $7856732.33   | 0.17%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                              | Advance Auto Parts Inc                                                           | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   4735000 | PA      | $4760071.83   | 0.10%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                                  | Cloudflare Inc                                                                   | CUSIP: 18915MAC1<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |  19075000 | PA      | $22392142.50  | 0.47%             | 2026-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                          | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCY4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   5870000 | PA      | $7284670.00   | 0.15%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                   | Carnival Corp                                                                    | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |    200410 | NS      | $6120521.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                             | JPMorgan Chase & Co                                                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     76815 | NS      | $24751329.30  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAIN INC                           | Caesars Entertainment Inc                                                        | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |  23785000 | PA      | $23129697.09  | 0.49%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITY SOFTWARE INC                              | Unity Software Inc                                                               | CUSIP: 91332UAG6<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |   9515000 | PA      | $13749175.00  | 0.29%             | 2030-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                 | Yum! Brands Inc                                                                  | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   5310000 | PA      | $5203768.88   | 0.11%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CATERPILLAR INC                                                                  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -209 | NC      | $-7942.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GALAXY DIGITAL HOLDIN LP                        | Galaxy Digital Holdings LP                                                       | CUSIP: 36317GAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11205000 | PA      | $8465377.50   | 0.18%             | 2031-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                             | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   7490000 | PA      | $7530490.94   | 0.16%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CYBERARK SOFTWARE LTD                           | CyberArk Software Ltd                                                            | CUSIP: 23248VAC9<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |  15730000 | PA      | $16807505.00  | 0.36%             | 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        |  12035000 | PA      | $11166073.00  | 0.24%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                              | Kennedy-Wilson Inc                                                               | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $4984551.74   | 0.11%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE FINANCIAL                        | JPMorgan Chase Financial Co LLC                                                  | CUSIP: 48136EL78<br>LEI: 549300NJFDJOFYVV6789 | Long             | DBT              | CORP              | US        |  13675000 | PA      | $14048327.50  | 0.30%             | 2028-06-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                        | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   7125000 | PA      | $7255665.38   | 0.15%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                         | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3920000 | PA      | $4093500.92   | 0.09%             | 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        |   6235000 | PA      | $6643392.50   | 0.14%             | 2030-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Chewy Inc                                       | Chewy Inc                                                                        | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |    205737 | NS      | $6799607.85   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CUMMINS INC                                                                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -122 | NC      | $-15372.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ALIBABA GROUP HOLDING                           | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   9225000 | PA      | $14326425.00  | 0.30%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                  | NRG Energy Inc                                                                   | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   5960000 | PA      | $6020613.20   | 0.13%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Corp                       | Constellation Energy Corp                                                        | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |     28660 | NS      | $10124718.20  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INC                               | Iron Mountain Inc                                                                | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   9595000 | PA      | $9856089.55   | 0.21%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLOVIS LIQUIDATION TRUST UNITS                  | CLOVIS LIQUIDATION TRUST UNITS                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   4474067 | NS      | $67111.01     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Capital One Financial Corp                      | Capital One Financial Corp                                                       | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     58366 | NS      | $14145583.76  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                         | Talen Energy Supply LLC                                                          | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |   7740000 | PA      | $7894133.59   | 0.17%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LiveStyle Inc. Common Stock                     | LiveStyle Inc. Common Stock                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    202319 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SOUTHERN CO                                     | Southern Co/The                                                                  | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |  21045000 | PA      | $21002910.00  | 0.45%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                               | Cisco Systems Inc                                                                | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    218520 | NS      | $16832595.60  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | META PLATFORMS INC                                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -271 | NC      | $-2981.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HERTZ CORP/THE                                  | Hertz Corp/The                                                                   | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |   7285000 | PA      | $4952561.91   | 0.10%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC                         | DraftKings Holdings Inc                                                          | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |  10755000 | PA      | $9824692.50   | 0.21%             | 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        |  11540000 | PA      | $11129176.00  | 0.24%             | 2030-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                   | Boeing Co/The                                                                    | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |    335335 | NS      | $23158235.10  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES MANAGEMENT CORP                            | Ares Management Corp                                                             | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |    171665 | NS      | $8651916.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLARIS ENERGY INFRASTRU                        | Solaris Energy Infrastructure Inc                                                | CUSIP: 83419XAB4<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |  10100000 | PA      | $10920625.00  | 0.23%             | 2031-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                        | Citigroup Global Markets Holdings Inc/United States                              | CUSIP: 17291LX34<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |   6315000 | PA      | $9957492.00   | 0.21%             | 2027-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                              | Home Depot Inc/The                                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     29025 | NS      | $9987502.50   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBEMARLE CORP                                  | Albemarle Corp                                                                   | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |    165835 | NS      | $9848940.65   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCHILL DOWNS INC                             | Churchill Downs Inc                                                              | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |  10035000 | PA      | $10132730.87  | 0.21%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | PARKER-HANNIFIN CORP                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -102 | NC      | $-10200.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ODDITY FINANCE LLC                              | Oddity Finance LLC                                                               | CUSIP: 67579RAA8<br>LEI: 254900FTSJH2TRDJ3905 | Long             | DBT              | CORP              | US        |   7730000 | PA      | $6657462.50   | 0.14%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                         | Rockwell Automation Inc                                                          | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |     47590 | NS      | $18515841.30  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FINANCE CORP                            | OneMain Finance Corp                                                             | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |  18070000 | PA      | $18773291.99  | 0.40%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                   | Intercontinental Exchange Inc                                                    | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     51675 | NS      | $8369283.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                          | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |   7190000 | PA      | $7362811.65   | 0.16%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                          | WESCO Distribution Inc                                                           | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   6670000 | PA      | $6766808.38   | 0.14%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BOFA FINANCE LLC                                | BofA Finance LLC                                                                 | CUSIP: 09711GJV8<br>LEI: 549300CGZYSEY3ZSIW16 | Long             | DBT              | CORP              | US        |  14205000 | PA      | $13963515.00  | 0.30%             | 2028-03-23      | Fixed         | 1.00%                 | No            |                  3 | On Loan: No      |
| NRG ENERGY INC                                  | NRG Energy Inc                                                                   | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |  18245000 | PA      | $18486625.10  | 0.39%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                         | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3710000 | PA      | $3830932.50   | 0.08%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY INTL INC                         | SUNNOVA ENERGY INTERNATIONAL INC                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17395000 | PA      | $33920.25     | 0.00%             | 2028-02-15      | Fixed         | 2.62%                 | No            |                  3 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | FREEPORT-MCMORAN INC                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -842 | NC      | $-12630.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SOFI TECHNOLOGIES INC                           | SoFi Technologies Inc                                                            | CUSIP: 83406FAA0<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |  14365000 | PA      | $18526540.50  | 0.39%             | 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        |   4860000 | PA      | $5171271.97   | 0.11%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                             | Jazz Securities DAC                                                              | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |   8825000 | PA      | $8704201.11   | 0.18%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                           | DuPont de Nemours Inc                                                            | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |    101413 | NS      | $4076802.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HOLDINGS INC                               | Herc Holdings Inc                                                                | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1915000 | PA      | $1940520.67   | 0.04%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                        | Occidental Petroleum Corp                                                        | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   6600000 | PA      | $7631593.20   | 0.16%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Insulet Corp                                    | Insulet Corp                                                                     | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |     24465 | NS      | $6953931.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MONITRONICS INTERNATIONAL INC 04/20 FIXED 9.125 | MONITRONICS INTERNATIONAL INC 04/20 FIXED 9.125                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6450000 | PA      | $0.00         | 0.00%             | 2049-04-01      | Fixed         | 9.12%                 | No            |                  3 | On Loan: No      |
| Merck & Co Inc                                  | Merck & Co Inc                                                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    171244 | NS      | $18025143.44  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Erickson Inc                                    | Erickson Inc                                                                     | CUSIP: 29482Y200<br>LEI: 54930048K1C8M9G3EI51 | Long             | EC               | CORP              | US        |     10866 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-26

**Name of Applicant:** Virtus Investment Trust

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer