# EDGAR Filing Document

**Accession Number:** 0001214935
**File Stem:** 0000940400-25-002032
**Filing Date:** 2025-9
**Character Count:** 86078
**Document Hash:** 3fead66807d963853726d405d45a3ad2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-002032.hdr.sgml**: 20250923

**ACCESSION NUMBER**: 0000940400-25-002032

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250923

**DATE AS OF CHANGE**: 20250923

**PERIOD START**: 20260131

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21284
- **FILM NUMBER:** 251334261

**BUSINESS ADDRESS:**
- **STREET 1:** 101 MUNSON STREET
- **CITY:** GREENFIELD
- **STATE:** MA
- **ZIP:** 01301
- **BUSINESS PHONE:** (866) 270-7598

**MAIL ADDRESS:**
- **STREET 1:** 101 MUNSON STREET
- **CITY:** GREENFIELD
- **STATE:** MA
- **ZIP:** 01301

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Virtus AllianzGI Convertible & Income Fund
- **DATE OF NAME CHANGE:** 20210210

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** GREENFIELD

  - **State:** MA

  - **Foreign country:** US

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-07-31

**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:** $564802864.25

**Total Liabilities:** $208118371.86

**Net Assets:** $356684492.39

**Delayed Delivery Securities:** $2315000.00

**Cash Not Reported:** $9719384.42

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** -299.96000000 | **5-Year:** -4640.31000000 | **10-Year:** -483.32000000 | **30-Year:** -8978.28000000

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

- **3-Month:** 0.00000000 | **1-Year:** -499.92000000 | **5-Year:** -47486.80000000 | **10-Year:** -59698.48000000 | **30-Year:** -2824.17000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | 4.65%                | 5.65%                | 2.30%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1628492.84              | $12323898.11                               |
| Month 2  | $2311607.69              | $16277552.61                               |
| Month 3  | $2037449.54              | $5504417.21                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UBER TECHNOLOGIES INC                | Uber Technologies Inc                                      | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   4815000 | PA      | $5457802.50   | 1.53%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | 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        |    565000 | PA      | $552683.90    | 0.15%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BOX INC                              | Box Inc                                                    | CUSIP: 10316TAC8<br>LEI: 549300KQUCPD8687YS68 | Long             | DBT              | CORP              | US        |   2340000 | PA      | $2341170.00   | 0.66%             | 2029-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UKG INC                              | UKG Inc                                                    | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |   2240000 | PA      | $2299729.60   | 0.64%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                       | Gray Media Inc                                             | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1669516.57   | 0.47%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC               | CACI International Inc                                     | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1129907.81   | 0.32%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                         | KKR & Co Inc                                               | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |     82520 | NS      | $4740774.00   | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL CORPORATION LTD                  | NCL Corp Ltd                                               | CUSIP: 62886HBD2<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   3410000 | PA      | $3580500.00   | 1.00%             | 2027-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP               | CCO Holdings LLC / CCO Holdings Capital Corp               | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1715624.70   | 0.48%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DOORDASH INC                         | DoorDash Inc                                               | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |   3260000 | PA      | $3538730.00   | 0.99%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC             | Permian Resources Operating LLC                            | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1659814.20   | 0.47%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC              | American Axle & Manufacturing Inc                          | CUSIP: 02406PBA7<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1638691.75   | 0.46%             | 2028-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| CLEVELAND-CLIFFS INC                 | Cleveland-Cliffs Inc                                       | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1873170.43   | 0.53%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| 1011778 BC / NEW RED FIN             | 1011778 BC ULC / New Red Finance Inc                       | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2140000 | PA      | $2187236.22   | 0.61%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                    | Iron Mountain Inc                                          | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   2680000 | PA      | $2725769.04   | 0.76%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC               | Cloud Software Group Inc                                   | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   2215000 | PA      | $2236895.28   | 0.63%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                      | Gen Digital Inc                                            | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |   3235000 | PA      | $3298011.33   | 0.92%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN             | Clarios Global LP / Clarios US Finance Co                  | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   2685000 | PA      | $2701348.97   | 0.76%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ITRON INC                            | Itron Inc                                                  | CUSIP: 465741AQ9<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $2135923.37   | 0.60%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                | Uber Technologies Inc                                      | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    670000 | PA      | $914215.00    | 0.26%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                     | Welltower OP LLC                                           | CUSIP: 95041AAD0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   5825000 | PA      | $8055975.00   | 2.26%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| SUPER MICRO COMPUTER INC             | Super Micro Computer Inc                                   | CUSIP: 86800UAB0<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2940175.00   | 0.82%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| SEA LTD                              | Sea Ltd                                                    | CUSIP: 81141RAF7<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | KY        |    930000 | PA      | $1611225.00   | 0.45%             | 2025-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                 | Chart Industries Inc                                       | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $2241716.34   | 0.63%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                  | Shift4 Payments Inc                                        | CUSIP: 82452J307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     14660 | NS      | $1729147.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| COINBASE GLOBAL INC                  | Coinbase Global Inc                                        | CUSIP: 19260QAB3<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   5110000 | PA      | $6104906.98   | 1.71%             | 2026-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AFFIRM HOLDINGS INC                  | Affirm Holdings Inc                                        | CUSIP: 00827BAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3330000 | PA      | $3514815.00   | 0.99%             | 2029-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| BlackRock Liquidity FedFund          | BlackRock Liquidity FedFund                                | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |   8125638 | NS      | $8125637.82   | 2.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNOCO LP                            | Sunoco LP                                                  | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $2248418.22   | 0.63%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OSI SYSTEMS INC                      | OSI Systems Inc                                            | CUSIP: 671044AE5<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |   2285000 | PA      | $3048272.19   | 0.85%             | 2029-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                   | CNX Resources Corp                                         | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |   2335000 | PA      | $2406542.07   | 0.67%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                    | Iron Mountain Inc                                          | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $2172688.74   | 0.61%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                 | OneMain Finance Corp                                       | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2267416.80   | 0.64%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                        | PRA Group Inc                                              | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1580460.42   | 0.44%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                        | Golar LNG Ltd                                              | CUSIP: 38046YAC5<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |   2730000 | PA      | $2776410.00   | 0.78%             | 2030-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WAYFAIR INC                          | Wayfair Inc                                                | CUSIP: 94419LAP6<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $2418702.86   | 0.68%             | 2027-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                 | Ares Management Corp                                       | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |     70970 | NS      | $4016902.00   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES              | Royal Caribbean Cruises Ltd                                | CUSIP: 780153BQ4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    215000 | PA      | $1377720.00   | 0.39%             | 2025-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                            | TEGNA Inc                                                  | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |   2435000 | PA      | $2340608.93   | 0.66%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC                    | MicroStrategy Inc                                          | CUSIP: 594972AR2<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   7355000 | PA      | $7033771.85   | 1.97%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INSULET CORPORATION                  | Insulet Corp                                               | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $2230595.08   | 0.63%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                       | Owens-Brockway Glass Container Inc                         | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1673597.24   | 0.47%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| PANTHER ESCROW ISSUER                | Panther Escrow Issuer LLC                                  | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3280000 | PA      | $3391839.47   | 0.95%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| LIONS GATE CAPITAL HOL 1             | Starz Capital Holdings 1 Inc                               | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1025000 | PA      | $955812.50    | 0.27%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GDS HOLDINGS LIMITED                 | GDS Holdings Ltd                                           | CUSIP: 36165LAC2<br>LEI: 391200MGV8DDCHTN2R77 | Long             | DBT              | CORP              | KY        |   1890000 | PA      | $2459835.00   | 0.69%             | 2032-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| IRHYTHM TECHNOLOGIES INC             | iRhythm Technologies Inc                                   | CUSIP: 450056AB2<br>LEI: 549300FJI72RJGDQS384 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $2383700.00   | 0.67%             | 2029-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LiveStyle Inc. Common Stock          | LiveStyle Inc. Common Stock                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90407 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| AXON ENTERPRISE INC                  | Axon Enterprise Inc                                        | CUSIP: 05464CAB7<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    505000 | PA      | $1668324.54   | 0.47%             | 2027-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                    | Newell Brands Inc                                          | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $2300082.38   | 0.64%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTON STORES INC                | Burlington Stores Inc                                      | CUSIP: 122017AD8<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1849860.00   | 0.52%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| BLOOM ENERGY CORP                    | Bloom Energy Corp                                          | CUSIP: 093712AM9<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $2480256.50   | 0.70%             | 2029-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                  | Axon Enterprise Inc                                        | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1731354.74   | 0.49%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MERIT MEDICAL SYSTEMS IN             | Merit Medical Systems Inc                                  | CUSIP: 589889AA2<br>LEI: 549300OYTY138SP2CE83 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1700042.50   | 0.48%             | 2029-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC              | Light & Wonder International Inc                           | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2802954.00   | 0.79%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                          | Chemours Co/The                                            | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   2330000 | PA      | $2167414.32   | 0.61%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA             | SeaWorld Parks & Entertainment Inc                         | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1133954.96   | 0.32%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CCF HOLDINGS LLC CLASS M EQUITY      | CCF HOLDINGS LLC CLASS M EQUITY                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    879959 | NS      | $61597.13     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| CLOUDFLARE INC                       | Cloudflare Inc                                             | CUSIP: 18915MAC1<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |   4590000 | PA      | $5641110.00   | 1.58%             | 2026-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CCF HLDGS LLC WT CCF HLDGS LLC WTS C | CCF HLDGS LLC WT CCF HLDGS LLC WTS C                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |   1455681 | NC      | $14556.81     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MP MATERIALS CORP                    | MP Materials Corp                                          | CUSIP: 553368AC5<br>LEI: 89450063PHPS61USMT84 | Long             | DBT              | CORP              | US        |    855000 | PA      | $2504722.50   | 0.70%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                        | TransDigm Inc                                              | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2135000 | PA      | $2223061.15   | 0.62%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                | GFL Environmental Inc                                      | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |   1520000 | PA      | $1575233.29   | 0.44%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BRIGHTSPRING HEALTH SERV             | BrightSpring Health Services Inc                           | CUSIP: 10950A205<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     47495 | NS      | $3437213.15   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| UPSTART HOLDINGS INC                 | Upstart Holdings Inc                                       | CUSIP: 91680MAE7<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $2016162.50   | 0.57%             | 2030-11-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: —       |
| NAVIENT CORP                         | Navient Corp                                               | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1780487.11   | 0.50%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC             | Builders FirstSource Inc                                   | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $2244622.37   | 0.63%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP              | Digital Realty Trust LP                                    | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   3205000 | PA      | $3378390.50   | 0.95%             | 2029-11-15      | Fixed         | 1.88%                 | 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        |   3380000 | PA      | $3491523.10   | 0.98%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR             | Organon & Co / Organon Foreign Debt Co-Issuer BV           | CUSIP: 68622FAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2630000 | PA      | $2354692.39   | 0.66%             | 2034-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| NUTANIX INC                          | Nutanix Inc                                                | CUSIP: 67059NAJ7<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2900436.00   | 0.81%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                      | Mercer International Inc                                   | CUSIP: 588056BA8<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1184147.33   | 0.33%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                          | Southern Co/The                                            | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   5435000 | PA      | $5481197.50   | 1.54%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LiveStyle Inc. Series B Preferred    | LiveStyle Inc. Series B Preferred                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      4196 | NS      | $419600.00    | 0.12%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ADVANCED ENERGY IND                  | Advanced Energy Industries Inc                             | CUSIP: 007973AE0<br>LEI: 549300756XI3QLFT2U27 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $2663071.18   | 0.75%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOLARIS ENERGY INFRASTRU             | Solaris Energy Infrastructure Inc                          | CUSIP: 83419XAA6<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $3013587.50   | 0.84%             | 2030-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                | Quikrete Holdings Inc                                      | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   3225000 | PA      | $3307638.30   | 0.93%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                    | Post Holdings Inc                                          | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   2715000 | PA      | $2712953.19   | 0.76%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN             | USA Compression Partners LP / USA Compression Finance Corp | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1094736.32   | 0.31%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| LIVE NATION ENTERTAINMEN             | Live Nation Entertainment Inc                              | CUSIP: 538034BB4<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   7860000 | PA      | $8433780.00   | 2.36%             | 2030-01-15      | Fixed         | 2.88%                 | 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        |   2640000 | PA      | $2750101.20   | 0.77%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA             | Weatherford International Ltd                              | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |   2120000 | PA      | $2177901.44   | 0.61%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| INTERDIGITAL INC                     | InterDigital Inc                                           | CUSIP: 45867GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    720000 | PA      | $2417760.00   | 0.68%             | 2027-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                | PennyMac Financial Services Inc                            | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   2330000 | PA      | $2459040.06   | 0.69%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MP MATERIALS CORP                    | MP Materials Corp                                          | CUSIP: 553368AA9<br>LEI: 89450063PHPS61USMT84 | Long             | DBT              | CORP              | US        |    525000 | PA      | $753375.00    | 0.21%             | 2026-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| RIOT PLATFORMS INC                   | Riot Platforms Inc                                         | CUSIP: 767292AA3<br>LEI: 5299005LKZAJQDQZDF73 | Long             | DBT              | CORP              | US        |   2680000 | PA      | $3093725.00   | 0.87%             | 2030-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                  | NCL Corp Ltd                                               | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   3295000 | PA      | $3384362.01   | 0.95%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC               | Arsenal AIC Parent LLC                                     | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1717212.96   | 0.48%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AST SPACEMOBILE INC                  | AST SpaceMobile Inc                                        | CUSIP: 00217DAC4<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |   3620000 | PA      | $3786520.00   | 1.06%             | 2032-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP               | CCO Holdings LLC / CCO Holdings Capital Corp               | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2105000 | PA      | $2164045.25   | 0.61%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| CELCUITY INC                         | Celcuity Inc                                               | CUSIP: 15102KAA8<br>LEI: 25490070W7UU7W2SEY87 | Long             | DBT              | CORP              | US        |    900000 | PA      | $993813.94    | 0.28%             | 2031-08-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                 | Bridgebio Pharma Inc                                       | CUSIP: 10806XAH5<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1546875.00   | 0.43%             | 2031-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                 | Capstone Copper Corp                                       | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |   1685000 | PA      | $1717264.38   | 0.48%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                  | Shift4 Payments Inc                                        | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3945000 | PA      | $4290187.50   | 1.20%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| HERC HOLDINGS INC                    | Herc Holdings Inc                                          | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $2309196.22   | 0.65%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                | Bath & Body Works Inc                                      | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1101011.81   | 0.31%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                  | Viavi Solutions Inc                                        | CUSIP: 925550AH8<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1426212.50   | 0.40%             | 2026-03-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: —       |
| SEAGATE DATA STOR                    | Seagate Data Storage Technology Pte Ltd                    | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   3345000 | PA      | $3532729.29   | 0.99%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT             | Rexford Industrial Realty LP                               | CUSIP: 76169XAD6<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1739760.00   | 0.49%             | 2027-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL               | NextEra Energy Capital Holdings Inc                        | CUSIP: 65339KCY4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   3125000 | PA      | $3564062.50   | 1.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                 | CITGO Petroleum Corp                                       | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1778467.01   | 0.50%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                 | Western Digital Corp                                       | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $3846685.00   | 1.08%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| ALPHATEC HOLDINGS INC                | Alphatec Holdings Inc                                      | CUSIP: 02081GAC6<br>LEI: 549300EZE8CQ8K65FS24 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2252673.00   | 0.63%             | 2030-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TRIP.COM GROUP LTD                   | Trip.com Group Ltd                                         | CUSIP: 89677QAB3<br>LEI: 2549004RMYDSRQL4KW41 | Long             | DBT              | CORP              | KY        |   1555000 | PA      | $1760260.00   | 0.49%             | 2029-06-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC               | Guidewire Software Inc                                     | CUSIP: 40171VAB6<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |   2905000 | PA      | $3330582.50   | 0.93%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DREYFUS GOVERNMENT CASH MANAGE       | DREYFUS GOVERNMENT CASH MANAGE                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    304778 | NS      | $304778.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITY SOFTWARE INC                   | Unity Software Inc                                         | CUSIP: 91332UAG6<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |   2545000 | PA      | $3086830.50   | 0.87%             | 2030-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VARONIS SYSTEM INC                   | Varonis Systems Inc                                        | CUSIP: 922280AC6<br>LEI: 549300SHIVNRRH7STS26 | Long             | DBT              | CORP              | US        |   2790000 | PA      | $2954610.00   | 0.83%             | 2029-09-15      | Fixed         | 1.00%                 | 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        |   2875000 | PA      | $2935748.75   | 0.82%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| SNAP INC                             | Snap Inc                                                   | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   2165000 | PA      | $2219884.92   | 0.62%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                           | DaVita Inc                                                 | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1160201.25   | 0.33%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                  | Sirius XM Radio LLC                                        | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   3390000 | PA      | $3347863.32   | 0.94%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                        | Wolfspeed Inc                                              | CUSIP: 977852AB8<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |   2520000 | PA      | $762300.00    | 0.21%             | 2028-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| GUARDANT HEALTH INC                  | Guardant Health Inc                                        | CUSIP: 40131MAD1<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |   2365000 | PA      | $2458233.53   | 0.69%             | 2031-02-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CCF Holdings LLC                     | CCF Holdings LLC                                           | CUSIP: 12509J208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   7808320 | NS      | $546582.40    | 0.15%             |  |  |  | No            |                  3 | On Loan: No      |
| QXO INC                              | QXO Inc                                                    | CUSIP: 82846H504<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     71645 | NS      | $4142513.90   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO INC                              | XPO Inc                                                    | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2741481.13   | 0.77%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                | Lumentum Holdings Inc                                      | CUSIP: 55024UAD1<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |   6305000 | PA      | $7985282.50   | 2.24%             | 2026-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                   | Liberty Media Corp-Liberty Formula One                     | CUSIP: 531229AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1570000 | PA      | $2021375.00   | 0.57%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                | Venture Global Plaquemines LNG LLC                         | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1748799.45   | 0.49%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC               | Northern Oil & Gas Inc                                     | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1695181.95   | 0.48%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                        | Synaptics Inc                                              | CUSIP: 87157DAH2<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |   2005000 | PA      | $1884700.00   | 0.53%             | 2031-12-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LIFE360 INC                          | Life360 Inc                                                | CUSIP: 532206AB5<br>LEI: 254900VO9VDOQBQAHF07 | Long             | DBT              | CORP              | US        |   2390000 | PA      | $2810972.88   | 0.79%             | 2030-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT               | Mauser Packaging Solutions Holding Co                      | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   2805000 | PA      | $2829476.43   | 0.79%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PAR TECHNOLOGY CORP                  | PAR Technology Corp                                        | CUSIP: 698884AE3<br>LEI: 549300HYPTHBJQINVG57 | Long             | DBT              | CORP              | US        |   2915000 | PA      | $3157309.38   | 0.89%             | 2027-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| GROUP 1 AUTOMOTIVE INC               | Group 1 Automotive Inc                                     | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1675537.78   | 0.47%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| XOMETRY INC                          | Xometry Inc                                                | CUSIP: 98423FAC3<br>LEI: 5493006JFRGU7YRRXE44 | Long             | DBT              | CORP              | US        |   3135000 | PA      | $3145972.50   | 0.88%             | 2030-06-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| SNOWFLAKE INC                        | Snowflake Inc                                              | CUSIP: 833445AC3<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |   4180000 | PA      | $6479000.00   | 1.82%             | 2029-10-01      | None          | 0.00%                 | 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        |   2605000 | PA      | $2711805.00   | 0.76%             | 2029-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD             | Transocean Titan Financing Ltd                             | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2162381 | PA      | $2216109.63   | 0.62%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                          | McAfee Corp                                                | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |   2530000 | PA      | $2345788.42   | 0.66%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                  | Medline Borrower LP                                        | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $2235453.13   | 0.63%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC             | Permian Resources Operating LLC                            | CUSIP: 15136AAA0<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    270000 | PA      | $676463.62    | 0.19%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                        | Boeing Co/The                                              | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |    166545 | NS      | $11774731.50  | 3.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SOFI TECHNOLOGIES INC                | SoFi Technologies Inc                                      | CUSIP: 83406FAA0<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $5433267.11   | 1.52%             | 2026-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                  | Churchill Downs Inc                                        | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1112919.43   | 0.31%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                 | Bridgebio Pharma Inc                                       | CUSIP: 10806XAB8<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $2358450.50   | 0.66%             | 2027-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                  | Exact Sciences Corp                                        | CUSIP: 30063PAE5<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |   2345000 | PA      | $2067117.50   | 0.58%             | 2031-04-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| MICROSTRATEGY INC                    | MicroStrategy Inc                                          | CUSIP: 594972887<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |      9075 | NS      | $1009230.75   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| ZSCALER INC.                         | Zscaler Inc                                                | CUSIP: 98980GAC6<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1808625.00   | 0.51%             | 2028-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                        | Carnival Corp                                              | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1125000 | PA      | $1132616.25   | 0.32%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                       | Rocket Cos Inc                                             | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2765000 | PA      | $2820253.55   | 0.79%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD               | Jazz Investments I Ltd                                     | CUSIP: 472145AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2625000 | PA      | $2894062.50   | 0.81%             | 2030-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                     | Hewlett Packard Enterprise Co                              | CUSIP: 42824C208<br>LEI: 549300BX44RGX6ANDV88 | Long             | EP               | CORP              | US        |     49520 | NS      | $2971200.00   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| HUDBAY MINERALS INC                  | Hudbay Minerals Inc                                        | CUSIP: 443628AH5<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |   1720000 | PA      | $1729616.52   | 0.48%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS              | Frontier Communications Holdings LLC                       | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1669283.94   | 0.47%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CENTRUS ENERGY CORP                  | Centrus Energy Corp                                        | CUSIP: 15643UAD6<br>LEI: 549300G6VDK9G8276661 | Long             | DBT              | CORP              | US        |    760000 | PA      | $1816020.00   | 0.51%             | 2030-11-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                | Uber Technologies Inc                                      | CUSIP: 90353TAR1<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1813256.65   | 0.51%             | 2028-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GRANITE CONSTRUCTION INC             | Granite Construction Inc                                   | CUSIP: 387328AF4<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $3225375.00   | 0.90%             | 2030-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SPOTIFY USA INC                      | Spotify USA Inc                                            | CUSIP: 84921RAB6<br>LEI: 2138008WM218QBKRII94 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1490930.00   | 0.42%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MAKEMYTRIP LIMITED                   | MakeMyTrip Ltd                                             | CUSIP: 56087FAC8<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | DBT              | CORP              | MU        |   2490000 | PA      | $2559573.11   | 0.72%             | 2030-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| STATION CASINOS LLC                  | Station Casinos LLC                                        | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1157381.07   | 0.32%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                         | SM Energy Co                                               | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1104096.75   | 0.31%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                   | NextEra Energy Inc                                         | CUSIP: 65339F663<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |     35790 | NS      | $1719351.60   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT CORP                         | Navient Corp                                               | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1611897.70   | 0.45%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                          | Tenneco Inc                                                | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1583110.58   | 0.44%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                    | Nexstar Media Inc                                          | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2115885.50   | 0.59%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC               | WESCO Distribution Inc                                     | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1740392.00   | 0.49%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                          | Datadog Inc                                                | CUSIP: 23804LAC7<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |   4550000 | PA      | $4415975.38   | 1.24%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| MICROCHIP TECHNOLOGY INC             | Microchip Technology Inc                                   | CUSIP: 595017302<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EP               | CORP              | US        |     53020 | NS      | $3335488.20   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| ETSY INC                             | Etsy Inc                                                   | CUSIP: 29786AAP1<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |    900000 | PA      | $906750.00    | 0.25%             | 2030-06-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GARRETT MOTION HLD/SARL              | Garrett Motion Holdings Inc / Garrett LX I Sarl            | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1665621.03   | 0.47%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC               | Nationstar Mortgage Holdings Inc                           | CUSIP: 63861CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2105000 | PA      | $2198140.61   | 0.62%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| INSULET CORPORATION                  | Insulet Corp                                               | CUSIP: 45784PAK7<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $2429723.50   | 0.68%             | 2026-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| RIVIAN AUTO INC                      | Rivian Automotive Inc                                      | CUSIP: 76954AAB9<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |   4245000 | PA      | $4173365.63   | 1.17%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                    | Waste Pro USA Inc                                          | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |   1985000 | PA      | $2059562.56   | 0.58%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC               | EquipmentShare.com Inc                                     | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |   2995000 | PA      | $3187803.13   | 0.89%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                   | Seagate HDD Cayman                                         | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |   3005000 | PA      | $5825192.50   | 1.63%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| AAR ESCROW ISSUER LLC                | AAR Escrow Issuer LLC                                      | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2185000 | PA      | $2241938.92   | 0.63%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                        | TransDigm Inc                                              | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2245000 | PA      | $2259260.24   | 0.63%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CYBERARK SOFTWARE LTD                | CyberArk Software Ltd                                      | CUSIP: 23248VAC9<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |   4050000 | PA      | $4159350.00   | 1.17%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMED             | AmeriTex HoldCo Intermediate LLC                           | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1789865.70   | 0.50%             | 2033-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| UGI CORP                             | UGI Corp                                                   | CUSIP: 902681AB1<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | DBT              | CORP              | US        |   2420000 | PA      | $3307898.00   | 0.93%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PARSONS CORP                         | Parsons Corp                                               | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |   3055000 | PA      | $3320785.00   | 0.93%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: —       |
| ROCKET LAB USA                       | Rocket Lab USA Inc                                         | CUSIP: 773122AA4<br>LEI: 254900B4DEYFZJ980A14 | Long             | DBT              | CORP              | US        |    240000 | PA      | $2153400.00   | 0.60%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                | Caesars Entertainment Inc                                  | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3281630.36   | 0.92%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| ONEMAIN FINANCE CORP                 | OneMain Finance Corp                                       | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   2740000 | PA      | $2828570.50   | 0.79%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| Erickson Inc                         | Erickson Inc                                               | CUSIP: 29482Y200<br>LEI: 54930048K1C8M9G3EI51 | Long             | EC               | CORP              | US        |      8295 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CARNIVAL CORP                        | Carnival Corp                                              | CUSIP: 143658BV3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1415000 | PA      | $3267235.00   | 0.92%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| TEMPUS AI INC                        | Tempus AI Inc                                              | CUSIP: 88023BAD5<br>LEI: 2549009LA0KWRAGQBX50 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2239875.00   | 0.63%             | 2030-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GALAXY DIGITAL HOLDIN LP             | Galaxy Digital Holdings LP                                 | CUSIP: 36317GAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2510000 | PA      | $3606323.70   | 1.01%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MIRION TECHNOLOGIES INC              | Mirion Technologies Inc                                    | CUSIP: 60471AAA9<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |   2790000 | PA      | $3285225.00   | 0.92%             | 2030-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| REPLIGEN CORP                        | Repligen Corp                                              | CUSIP: 759916AD1<br>LEI: 54930006QJ0T5AUO1E71 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1322685.00   | 0.37%             | 2028-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: —       |
| AMERICAN WATER CAPITAL C             | American Water Capital Corp                                | CUSIP: 03040WBE4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   3015000 | PA      | $3027964.50   | 0.85%             | 2026-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST             | FTAI Aviation Investors LLC                                | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   3705000 | PA      | $3928292.94   | 1.10%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                | Wells Fargo & Co                                           | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      7765 | NS      | $9197953.10   | 2.58%             |  |  |  | No            |                  1 | On Loan: No      |
| IREN LTD                             | IREN Ltd                                                   | CUSIP: 46270CAC3<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |    905000 | PA      | $1278312.50   | 0.36%             | 2029-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                | ON Semiconductor Corp                                      | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $2110715.60   | 0.59%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IREN LTD                             | IREN Ltd                                                   | CUSIP: 46270CAA7<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |   1635000 | PA      | $1959547.50   | 0.55%             | 2030-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC             | Celanese US Holdings LLC                                   | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1669211.49   | 0.47%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| WEC ENERGY GROUP INC                 | WEC Energy Group Inc                                       | CUSIP: 92939UAS5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   3355000 | PA      | $3396937.50   | 0.95%             | 2028-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                       | Bombardier Inc                                             | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   3225000 | PA      | $3314722.73   | 0.93%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | 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        |   1200000 | PA      | $1088837.28   | 0.31%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STRIDE INC                           | Stride Inc                                                 | CUSIP: 86333MAA6<br>LEI: 254900BRWS3AFONWU277 | Long             | DBT              | CORP              | US        |    545000 | PA      | $1351872.50   | 0.38%             | 2027-09-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT                | Stonepeak Nile Parent LLC                                  | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2337013.18   | 0.66%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                | Williams Scotsman Inc                                      | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |   2145000 | PA      | $2211710.57   | 0.62%             | 2030-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AMER SPORTS COMPANY                  | Amer Sports Co                                             | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1677516.65   | 0.47%             | 2031-02-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SEMTECH CORP                         | Semtech Corp                                               | CUSIP: 816850AF8<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $2603941.32   | 0.73%             | 2027-11-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: —       |
| ODDITY FINANCE LLC                   | Oddity Finance LLC                                         | CUSIP: 67579RAA8<br>LEI: 254900FTSJH2TRDJ3905 | Long             | DBT              | CORP              | US        |   2975000 | PA      | $3133046.88   | 0.88%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RUBRIK INC                           | Rubrik Inc                                                 | CUSIP: 781154AC3<br>LEI: 254900TRGK2WTBYMYU27 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1767975.00   | 0.50%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IMAX CORP                            | IMAX Corp                                                  | CUSIP: 45245EAJ8<br>LEI: 5493002KS2T1Q0X7VZ21 | Long             | DBT              | CORP              | CA        |   2690000 | PA      | $2864711.79   | 0.80%             | 2026-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER               | Goodyear Tire & Rubber Co/The                              | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $2258936.58   | 0.63%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I             | Performance Food Group Inc                                 | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   2320000 | PA      | $2355929.84   | 0.66%             | 2032-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                | Tenet Healthcare Corp                                      | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1655100.96   | 0.46%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                   | Advance Auto Parts Inc                                     | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   2240000 | PA      | $2252006.40   | 0.63%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                            | PG&E Corp                                                  | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |     76175 | NS      | $2895411.75   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| AEROVIRONMENT INC                    | AeroVironment Inc                                          | CUSIP: 008073AA6<br>LEI: 529900PGHVI29YLZ6221 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2898372.00   | 0.81%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                | Civitas Resources Inc                                      | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1645050.39   | 0.46%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| CONCENTRA HEALTH SERVICE             | Concentra Health Services Inc                              | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $2255341.08   | 0.63%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| MICROSTRATEGY INC                    | MicroStrategy Inc                                          | CUSIP: 594972AT8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $2159248.83   | 0.61%             | 2030-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS              | Alnylam Pharmaceuticals Inc                                | CUSIP: 02043QAB3<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |   4005000 | PA      | $5888551.54   | 1.65%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS               | Adient Global Holdings Ltd                                 | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |   2165000 | PA      | $2207782.57   | 0.62%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-23

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

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer