# EDGAR Filing Document

**Accession Number:** 0001227857
**File Stem:** 0000940400-25-002015
**Filing Date:** 2025-9
**Character Count:** 86099
**Document Hash:** dd02df9129c38869272481896232c3c4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-002015.hdr.sgml**: 20250923

**ACCESSION NUMBER**: 0000940400-25-002015

**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 II
- **CENTRAL INDEX KEY:** 0001227857

**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:** 811-21338
- **FILM NUMBER:** 251334242

**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 II
- **DATE OF NAME CHANGE:** 20210210

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AGIC Convertible & Income Fund II
- **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 II

- **b. Investment Company Act file number:** 811-21338

- **c. CIK number of Registrant:** 0001227857

- **d. LEI of Registrant:** 549300VQWKOKLGOGUQ16

- **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 II

- **c. LEI of Series:** 549300VQWKOKLGOGUQ16

**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:** $431917589.12

**Total Liabilities:** $162414676.49

**Net Assets:** $269502912.63

**Delayed Delivery Securities:** $1675000.00

**Cash Not Reported:** $7294955.10

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** -238.35000000 | **5-Year:** -3686.96000000 | **10-Year:** -350.15000000 | **30-Year:** -7134.06000000

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

- **3-Month:** 0.00000000 | **1-Year:** -397.30000000 | **5-Year:** -36876.36000000 | **10-Year:** -43681.26000000 | **30-Year:** -2087.84000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | 4.77%                | 5.90%                | 2.38%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1298461.19              | $9676161.76                                |
| Month 2  | $1820215.77              | $12734607.28                               |
| Month 3  | $1469966.65              | $4566670.49                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MERIT MEDICAL SYSTEMS IN             | Merit Medical Systems Inc                                  | CUSIP: 589889AA2<br>LEI: 549300OYTY138SP2CE83 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1352975.00   | 0.50%             | 2029-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC              | American Axle & Manufacturing Inc                          | CUSIP: 02406PBA7<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1185436.59   | 0.44%             | 2028-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| BOEING CO/THE                        | Boeing Co/The                                              | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |    132405 | NS      | $9361033.50   | 3.47%             |  |  |  | No            |                  1 | 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        |   2445000 | PA      | $2525672.78   | 0.94%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                          | Tenneco Inc                                                | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1146390.42   | 0.43%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                            | PG&E Corp                                                  | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |     60560 | NS      | $2301885.60   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                        | Carnival Corp                                              | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    810000 | PA      | $815483.70    | 0.30%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RIVIAN AUTO INC                      | Rivian Automotive Inc                                      | CUSIP: 76954AAB9<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |   3375000 | PA      | $3318046.88   | 1.23%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                 | CITGO Petroleum Corp                                       | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1285888.68   | 0.48%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                  | Shift4 Payments Inc                                        | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3135000 | PA      | $3409312.50   | 1.27%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                    | Iron Mountain Inc                                          | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1566595.90   | 0.58%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                    | Herc Holdings Inc                                          | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1667177.54   | 0.62%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA             | SeaWorld Parks & Entertainment Inc                         | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |    830000 | PA      | $807882.08    | 0.30%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DOORDASH INC                         | DoorDash Inc                                               | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |   2590000 | PA      | $2811445.00   | 1.04%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                       | Rocket Cos Inc                                             | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2039966.40   | 0.76%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                        | Carnival Corp                                              | CUSIP: 143658BV3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1130000 | PA      | $2609170.00   | 0.97%             | 2027-12-01      | Fixed         | 5.75%                 | 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      |
| DREYFUS GOVERNMENT CASH MANAGE       | DREYFUS GOVERNMENT CASH MANAGE                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    555698 | NS      | $555698.25    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORP                             | UGI Corp                                                   | CUSIP: 902681AB1<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $2624448.00   | 0.97%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                 | WEC Energy Group Inc                                       | CUSIP: 92939UAS5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2703375.00   | 1.00%             | 2028-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN             | 1011778 BC ULC / New Red Finance Inc                       | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1535000 | PA      | $1568882.06   | 0.58%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                 | Chart Industries Inc                                       | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1618435.40   | 0.60%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC               | Group 1 Automotive Inc                                     | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1186627.06   | 0.44%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UNITY SOFTWARE INC                   | Unity Software Inc                                         | CUSIP: 91332UAG6<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $2456122.50   | 0.91%             | 2030-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ITRON INC                            | Itron Inc                                                  | CUSIP: 465741AQ9<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1693810.20   | 0.63%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BRIGHTSPRING HEALTH SERV             | BrightSpring Health Services Inc                           | CUSIP: 10950A205<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     37755 | NS      | $2732329.35   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC             | Permian Resources Operating LLC                            | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1197078.12   | 0.44%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC               | Nationstar Mortgage Holdings Inc                           | CUSIP: 63861CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1587255.93   | 0.59%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| REPLIGEN CORP                        | Repligen Corp                                              | CUSIP: 759916AD1<br>LEI: 54930006QJ0T5AUO1E71 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1051365.00   | 0.39%             | 2028-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                | PennyMac Financial Services Inc                            | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1778318.67   | 0.66%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                      | Gen Digital Inc                                            | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |   2340000 | PA      | $2385578.52   | 0.89%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                  | NCL Corp Ltd                                               | CUSIP: 62886HBD2<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   2710000 | PA      | $2845500.00   | 1.06%             | 2027-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC               | Northern Oil & Gas Inc                                     | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1227722.69   | 0.46%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC               | CACI International Inc                                     | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    795000 | PA      | $812920.10    | 0.30%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                          | McAfee Corp                                                | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1701392.00   | 0.63%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                   | Seagate HDD Cayman                                         | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |   2385000 | PA      | $4623322.50   | 1.72%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                | Quikrete Holdings Inc                                      | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   2340000 | PA      | $2399960.82   | 0.89%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                  | Station Casinos LLC                                        | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    820000 | PA      | $836169.58    | 0.31%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| XPO INC                              | XPO Inc                                                    | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |   1915000 | PA      | $1981108.06   | 0.74%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Erickson Inc                         | Erickson Inc                                               | CUSIP: 29482Y200<br>LEI: 54930048K1C8M9G3EI51 | Long             | EC               | CORP              | US        |      6354 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | 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       |   1925000 | PA      | $1936721.33   | 0.72%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                          | Southern Co/The                                            | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   4320000 | PA      | $4356720.00   | 1.62%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                   | CNX Resources Corp                                         | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1767545.89   | 0.66%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                            | TEGNA Inc                                                  | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1696581.01   | 0.63%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                           | DaVita Inc                                                 | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    810000 | PA      | $835344.90    | 0.31%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                | Uber Technologies Inc                                      | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   3830000 | PA      | $4341305.00   | 1.61%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GRANITE CONSTRUCTION INC             | Granite Construction Inc                                   | CUSIP: 387328AF4<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $2559712.50   | 0.95%             | 2030-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC             | Permian Resources Operating LLC                            | CUSIP: 15136AAA0<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    215000 | PA      | $538665.47    | 0.20%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AST SPACEMOBILE INC                  | AST SpaceMobile Inc                                        | CUSIP: 00217DAC4<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |   2875000 | PA      | $3007250.00   | 1.12%             | 2032-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TEMPUS AI INC                        | Tempus AI Inc                                              | CUSIP: 88023BAD5<br>LEI: 2549009LA0KWRAGQBX50 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1791900.00   | 0.66%             | 2030-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN             | Live Nation Entertainment Inc                              | CUSIP: 538034BB4<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   6250000 | PA      | $6706250.00   | 2.49%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                | Venture Global Plaquemines LNG LLC                         | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1260164.31   | 0.47%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALPHATEC HOLDINGS INC                | Alphatec Holdings Inc                                      | CUSIP: 02081GAC6<br>LEI: 549300EZE8CQ8K65FS24 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1790334.00   | 0.66%             | 2030-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                    | Nexstar Media Inc                                          | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1636817.09   | 0.61%             | 2027-07-15      | Fixed         | 5.62%                 | 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        |   1245000 | PA      | $1256442.80   | 0.47%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SEA LTD                              | Sea Ltd                                                    | CUSIP: 81141RAF7<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | KY        |    740000 | PA      | $1282050.00   | 0.48%             | 2025-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                 | Cleveland-Cliffs Inc                                       | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1351219.30   | 0.50%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| ROYAL CARIBBEAN CRUISES              | Royal Caribbean Cruises Ltd                                | CUSIP: 780153BQ4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    175000 | PA      | $1121400.00   | 0.42%             | 2025-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WAYFAIR INC                          | Wayfair Inc                                                | CUSIP: 94419LAP6<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1924697.24   | 0.71%             | 2027-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MP MATERIALS CORP                    | MP Materials Corp                                          | CUSIP: 553368AC5<br>LEI: 89450063PHPS61USMT84 | Long             | DBT              | CORP              | US        |    680000 | PA      | $1992060.00   | 0.74%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER INC             | Super Micro Computer Inc                                   | CUSIP: 86800UAB0<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |   2105000 | PA      | $2335497.50   | 0.87%             | 2029-03-01      | Fixed         | 3.50%                 | 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      |
| LUMENTUM HOLDINGS INC                | Lumentum Holdings Inc                                      | CUSIP: 55024UAD1<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |   5010000 | PA      | $6345165.00   | 2.35%             | 2026-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| QXO INC                              | QXO Inc                                                    | CUSIP: 82846H504<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     56935 | NS      | $3291981.70   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| GALAXY DIGITAL HOLDIN LP             | Galaxy Digital Holdings LP                                 | CUSIP: 36317GAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1995000 | PA      | $2866380.79   | 1.06%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD               | Jazz Investments I Ltd                                     | CUSIP: 472145AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2085000 | PA      | $2298712.50   | 0.85%             | 2030-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| INSULET CORPORATION                  | Insulet Corp                                               | CUSIP: 45784PAK7<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1933186.00   | 0.72%             | 2026-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CENTRUS ENERGY CORP                  | Centrus Energy Corp                                        | CUSIP: 15643UAD6<br>LEI: 549300G6VDK9G8276661 | Long             | DBT              | CORP              | US        |    605000 | PA      | $1445647.50   | 0.54%             | 2030-11-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| IREN LTD                             | IREN Ltd                                                   | CUSIP: 46270CAC3<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |    715000 | PA      | $1009937.50   | 0.37%             | 2029-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC               | Cloud Software Group Inc                                   | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1615816.00   | 0.60%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA             | Weatherford International Ltd                              | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |   1530000 | PA      | $1571787.36   | 0.58%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                 | Ares Management Corp                                       | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |     56385 | NS      | $3191391.00   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BOX INC                              | Box Inc                                                    | CUSIP: 10316TAC8<br>LEI: 549300KQUCPD8687YS68 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1860930.00   | 0.69%             | 2029-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                 | Capstone Copper Corp                                       | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |   1220000 | PA      | $1243360.56   | 0.46%             | 2033-03-31      | 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        |   2445000 | PA      | $2414609.38   | 0.90%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC             | Celanese US Holdings LLC                                   | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1205261.47   | 0.45%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| BRIDGEBIO PHARMA INC                 | Bridgebio Pharma Inc                                       | CUSIP: 10806XAH5<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1231312.50   | 0.46%             | 2031-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                  | Axon Enterprise Inc                                        | CUSIP: 05464CAB7<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    400000 | PA      | $1321445.18   | 0.49%             | 2027-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST             | FTAI Aviation Investors LLC                                | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   2680000 | PA      | $2841518.24   | 1.05%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                          | Chemours Co/The                                            | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1581375.26   | 0.59%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                        | PRA Group Inc                                              | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1145705.94   | 0.43%             | 2028-02-01      | Fixed         | 8.38%                 | 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    | 0.16%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ONEMAIN FINANCE CORP                 | OneMain Finance Corp                                       | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1638723.96   | 0.61%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC                    | MicroStrategy Inc                                          | CUSIP: 594972887<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |      7200 | NS      | $800712.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| MICROSTRATEGY INC                    | MicroStrategy Inc                                          | CUSIP: 594972AR2<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   5840000 | PA      | $5584939.17   | 2.07%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS               | Adient Global Holdings Ltd                                 | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |   1565000 | PA      | $1595925.97   | 0.59%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SOLARIS ENERGY INFRASTRU             | Solaris Energy Infrastructure Inc                          | CUSIP: 83419XAA6<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $2401918.75   | 0.89%             | 2030-05-01      | Fixed         | 4.75%                 | 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        |    865000 | PA      | $784870.21    | 0.29%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C             | American Water Capital Corp                                | CUSIP: 03040WBE4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   2395000 | PA      | $2405298.50   | 0.89%             | 2026-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PAR TECHNOLOGY CORP                  | PAR Technology Corp                                        | CUSIP: 698884AE3<br>LEI: 549300HYPTHBJQINVG57 | Long             | DBT              | CORP              | US        |   2315000 | PA      | $2507434.38   | 0.93%             | 2027-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                          | Datadog Inc                                                | CUSIP: 23804LAC7<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |   3620000 | PA      | $3513369.42   | 1.30%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| ADVANCE AUTO PARTS                   | Advance Auto Parts Inc                                     | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1628683.20   | 0.60%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC              | Light & Wonder International Inc                           | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $2027136.38   | 0.75%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TRIP.COM GROUP LTD                   | Trip.com Group Ltd                                         | CUSIP: 89677QAB3<br>LEI: 2549004RMYDSRQL4KW41 | Long             | DBT              | CORP              | KY        |   1225000 | PA      | $1386700.00   | 0.51%             | 2029-06-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                   | NextEra Energy Inc                                         | CUSIP: 65339F663<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |     28455 | NS      | $1366978.20   | 0.51%             |  |  |  | No            |                  1 | 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        |   1895000 | PA      | $1696631.97   | 0.63%             | 2034-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| AFFIRM HOLDINGS INC                  | Affirm Holdings Inc                                        | CUSIP: 00827BAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2645000 | PA      | $2791797.50   | 1.04%             | 2029-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GUARDANT HEALTH INC                  | Guardant Health Inc                                        | CUSIP: 40131MAD1<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1954113.75   | 0.73%             | 2031-02-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                         | Navient Corp                                               | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1141988.54   | 0.42%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| IRHYTHM TECHNOLOGIES INC             | iRhythm Technologies Inc                                   | CUSIP: 450056AB2<br>LEI: 549300FJI72RJGDQS384 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1893650.00   | 0.70%             | 2029-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MAKEMYTRIP LIMITED                   | MakeMyTrip Ltd                                             | CUSIP: 56087FAC8<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | DBT              | CORP              | MU        |   1975000 | PA      | $2030183.49   | 0.75%             | 2030-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                 | OneMain Finance Corp                                       | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $2038841.88   | 0.76%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| WESCO DISTRIBUTION INC               | WESCO Distribution Inc                                     | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1259224.80   | 0.47%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ZSCALER INC.                         | Zscaler Inc                                                | CUSIP: 98980GAC6<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1433250.00   | 0.53%             | 2028-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                | GFL Environmental Inc                                      | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |   1100000 | PA      | $1139971.46   | 0.42%             | 2031-01-15      | 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        |   1170000 | PA      | $1240209.36   | 0.46%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ETSY INC                             | Etsy Inc                                                   | CUSIP: 29786AAP1<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |    715000 | PA      | $720362.50    | 0.27%             | 2030-06-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PARSONS CORP                         | Parsons Corp                                               | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2635975.00   | 0.98%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: —       |
| ON SEMICONDUCTOR CORP                | ON Semiconductor Corp                                      | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1668937.91   | 0.62%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                       | Bombardier Inc                                             | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   2330000 | PA      | $2394822.93   | 0.89%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UPSTART HOLDINGS INC                 | Upstart Holdings Inc                                       | CUSIP: 91680MAE7<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1602287.50   | 0.59%             | 2030-11-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: —       |
| NGL ENRGY OP/FIN CORP                | NGL Energy Operating LLC / NGL Energy Finance Corp         | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $396171.65    | 0.15%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SPOTIFY USA INC                      | Spotify USA Inc                                            | CUSIP: 84921RAB6<br>LEI: 2138008WM218QBKRII94 | Long             | DBT              | CORP              | US        |    940000 | PA      | $1187690.00   | 0.44%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT             | Rexford Industrial Realty LP                               | CUSIP: 76169XAD6<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1383900.00   | 0.51%             | 2027-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                   | Liberty Media Corp-Liberty Formula One                     | CUSIP: 531229AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1602937.50   | 0.59%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                        | Wolfspeed Inc                                              | CUSIP: 977852AB8<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $605000.00    | 0.22%             | 2028-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ROCKET LAB USA                       | Rocket Lab USA Inc                                         | CUSIP: 773122AA4<br>LEI: 254900B4DEYFZJ980A14 | Long             | DBT              | CORP              | US        |    195000 | PA      | $1749637.50   | 0.65%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                      | Mercer International Inc                                   | CUSIP: 588056BA8<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $914290.62    | 0.34%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS              | Alnylam Pharmaceuticals Inc                                | CUSIP: 02043QAB3<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |   3185000 | PA      | $4682905.53   | 1.74%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                | Caesars Entertainment Inc                                  | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   2420000 | PA      | $2335748.67   | 0.87%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| ODDITY FINANCE LLC                   | Oddity Finance LLC                                         | CUSIP: 67579RAA8<br>LEI: 254900FTSJH2TRDJ3905 | Long             | DBT              | CORP              | US        |   2365000 | PA      | $2490640.63   | 0.92%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AEROVIRONMENT INC                    | AeroVironment Inc                                          | CUSIP: 008073AA6<br>LEI: 529900PGHVI29YLZ6221 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2302970.00   | 0.85%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SEMTECH CORP                         | Semtech Corp                                               | CUSIP: 816850AF8<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $2069407.91   | 0.77%             | 2027-11-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                    | Iron Mountain Inc                                          | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1968045.93   | 0.73%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                        | Golar LNG Ltd                                              | CUSIP: 38046YAC5<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |   2170000 | PA      | $2206890.00   | 0.82%             | 2030-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LIONS GATE CAPITAL HOL 1             | Starz Capital Holdings 1 Inc                               | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    735000 | PA      | $685387.50    | 0.25%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTON STORES INC                | Burlington Stores Inc                                      | CUSIP: 122017AD8<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1462680.00   | 0.54%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC               | EquipmentShare.com Inc                                     | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |   2155000 | PA      | $2293728.13   | 0.85%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                  | Exact Sciences Corp                                        | CUSIP: 30063PAE5<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1643997.50   | 0.61%             | 2031-04-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                            | Sunoco LP                                                  | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1625545.61   | 0.60%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS              | Frontier Communications Holdings LLC                       | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1203558.95   | 0.45%             | 2030-05-15      | Fixed         | 8.75%                 | 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     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| AMER SPORTS COMPANY                  | Amer Sports Co                                             | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1215290.70   | 0.45%             | 2031-02-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| XOMETRY INC                          | Xometry Inc                                                | CUSIP: 98423FAC3<br>LEI: 5493006JFRGU7YRRXE44 | Long             | DBT              | CORP              | US        |   2490000 | PA      | $2498715.00   | 0.93%             | 2030-06-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ADVANCED ENERGY IND                  | Advanced Energy Industries Inc                             | CUSIP: 007973AE0<br>LEI: 549300756XI3QLFT2U27 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $2116957.50   | 0.79%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NUTANIX INC                          | Nutanix Inc                                                | CUSIP: 67059NAJ7<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2304610.00   | 0.86%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                       | Owens-Brockway Glass Container Inc                         | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1208428.22   | 0.45%             | 2031-05-15      | Fixed         | 7.25%                 | 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        |   1160000 | PA      | $1203813.33   | 0.45%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER               | Goodyear Tire & Rubber Co/The                              | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1633150.10   | 0.61%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| IREN LTD                             | IREN Ltd                                                   | CUSIP: 46270CAA7<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |   1305000 | PA      | $1564042.50   | 0.58%             | 2030-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                  | Churchill Downs Inc                                        | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    790000 | PA      | $806611.33    | 0.30%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC             | Builders FirstSource Inc                                   | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1605492.99   | 0.60%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                | Uber Technologies Inc                                      | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    530000 | PA      | $723185.00    | 0.27%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| OSI SYSTEMS INC                      | OSI Systems Inc                                            | CUSIP: 671044AE5<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $2421275.29   | 0.90%             | 2029-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMED             | AmeriTex HoldCo Intermediate LLC                           | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1296635.67   | 0.48%             | 2033-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                       | Cloudflare Inc                                             | CUSIP: 18915MAC1<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |   3650000 | PA      | $4485850.00   | 1.66%             | 2026-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STRIDE INC                           | Stride Inc                                                 | CUSIP: 86333MAA6<br>LEI: 254900BRWS3AFONWU277 | Long             | DBT              | CORP              | US        |    435000 | PA      | $1079017.50   | 0.40%             | 2027-09-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                | Uber Technologies Inc                                      | CUSIP: 90353TAR1<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1440593.47   | 0.53%             | 2028-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MIRION TECHNOLOGIES INC              | Mirion Technologies Inc                                    | CUSIP: 60471AAA9<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |   2215000 | PA      | $2608162.50   | 0.97%             | 2030-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                  | NCL Corp Ltd                                               | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   2390000 | PA      | $2454817.97   | 0.91%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INTERDIGITAL INC                     | InterDigital Inc                                           | CUSIP: 45867GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $1930850.00   | 0.72%             | 2027-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                | Panther Escrow Issuer LLC                                  | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2370000 | PA      | $2450810.84   | 0.91%             | 2031-06-01      | Fixed         | 7.12%                 | 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        |   2075000 | PA      | $2118844.75   | 0.79%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| BRIDGEBIO PHARMA INC                 | Bridgebio Pharma Inc                                       | CUSIP: 10806XAB8<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1865738.00   | 0.69%             | 2027-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity FedFund          | BlackRock Liquidity FedFund                                | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |   4617736 | NS      | $4617736.24   | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR ESCROW ISSUER LLC                | AAR Escrow Issuer LLC                                      | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1626303.52   | 0.60%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UKG INC                              | UKG Inc                                                    | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1673463.95   | 0.62%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                    | Seagate Data Storage Technology Pte Ltd                    | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   2375000 | PA      | $2508290.61   | 0.93%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LIFE360 INC                          | Life360 Inc                                                | CUSIP: 532206AB5<br>LEI: 254900VO9VDOQBQAHF07 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $2234664.63   | 0.83%             | 2030-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| BLOOM ENERGY CORP                    | Bloom Energy Corp                                          | CUSIP: 093712AM9<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1966418.50   | 0.73%             | 2029-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                    | Waste Pro USA Inc                                          | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1514841.98   | 0.56%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SNAP INC                             | Snap Inc                                                   | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1599547.56   | 0.59%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                  | Coinbase Global Inc                                        | CUSIP: 19260QAB3<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   4065000 | PA      | $4856447.53   | 1.80%             | 2026-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL               | NextEra Energy Capital Holdings Inc                        | CUSIP: 65339KCY4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2480000 | PA      | $2828440.00   | 1.05%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP              | Digital Realty Trust LP                                    | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   2545000 | PA      | $2682684.50   | 1.00%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CCF Holdings LLC                     | CCF Holdings LLC                                           | CUSIP: 12509J208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   6367079 | NS      | $445695.53    | 0.17%             |  |  |  | No            |                  3 | On Loan: No      |
| TRANSDIGM INC                        | TransDigm Inc                                              | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1630290.24   | 0.60%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                | Williams Scotsman Inc                                      | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1598205.78   | 0.59%             | 2030-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                    | Post Holdings Inc                                          | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $1958522.38   | 0.73%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                | Wells Fargo & Co                                           | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      6170 | NS      | $7308611.80   | 2.71%             |  |  |  | No            |                  1 | On Loan: No      |
| VIAVI SOLUTIONS INC                  | Viavi Solutions Inc                                        | CUSIP: 925550AH8<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1129921.88   | 0.42%             | 2026-03-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                         | Navient Corp                                               | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1285907.35   | 0.48%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT                | Stonepeak Nile Parent LLC                                  | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1691052.23   | 0.63%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CYBERARK SOFTWARE LTD                | CyberArk Software Ltd                                      | CUSIP: 23248VAC9<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |   3220000 | PA      | $3306940.00   | 1.23%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                    | Newell Brands Inc                                          | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1666118.90   | 0.62%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                        | Synaptics Inc                                              | CUSIP: 87157DAH2<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1494600.00   | 0.55%             | 2031-12-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                | Civitas Resources Inc                                      | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1184436.28   | 0.44%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| MAUSER PACKAGING SOLUT               | Mauser Packaging Solutions Holding Co                      | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $2047713.78   | 0.76%             | 2027-04-15      | Fixed         | 7.88%                 | 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        |   1520000 | PA      | $1562636.00   | 0.58%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| SNOWFLAKE INC                        | Snowflake Inc                                              | CUSIP: 833445AC3<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |   3325000 | PA      | $5153750.00   | 1.91%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                     | Hewlett Packard Enterprise Co                              | CUSIP: 42824C208<br>LEI: 549300BX44RGX6ANDV88 | Long             | EP               | CORP              | US        |     39370 | NS      | $2362200.00   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| INSULET CORPORATION                  | Insulet Corp                                               | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1608701.06   | 0.60%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC             | Microchip Technology Inc                                   | CUSIP: 595017302<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EP               | CORP              | US        |     42155 | NS      | $2651971.05   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER OP LLC                     | Welltower OP LLC                                           | CUSIP: 95041AAD0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   4625000 | PA      | $6396375.00   | 2.37%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| USA COM PART/USA COM FIN             | USA Compression Partners LP / USA Compression Finance Corp | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    790000 | PA      | $789809.77    | 0.29%             | 2027-09-01      | Fixed         | 6.88%                 | 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        |   1905000 | PA      | $1984448.03   | 0.74%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                | Tenet Healthcare Corp                                      | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1195072.90   | 0.44%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| RIOT PLATFORMS INC                   | Riot Platforms Inc                                         | CUSIP: 767292AA3<br>LEI: 5299005LKZAJQDQZDF73 | Long             | DBT              | CORP              | US        |   2130000 | PA      | $2458818.75   | 0.91%             | 2030-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                       | Gray Media Inc                                             | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1205481.75   | 0.45%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| GDS HOLDINGS LIMITED                 | GDS Holdings Ltd                                           | CUSIP: 36165LAC2<br>LEI: 391200MGV8DDCHTN2R77 | Long             | DBT              | CORP              | KY        |   1505000 | PA      | $1958757.50   | 0.73%             | 2032-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| MP MATERIALS CORP                    | MP Materials Corp                                          | CUSIP: 553368AA9<br>LEI: 89450063PHPS61USMT84 | Long             | DBT              | CORP              | US        |    420000 | PA      | $602700.00    | 0.22%             | 2026-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                        | TransDigm Inc                                              | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1603519.52   | 0.59%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                  | Hudbay Minerals Inc                                        | CUSIP: 443628AH5<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |   1235000 | PA      | $1241904.89   | 0.46%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                  | Medline Borrower LP                                        | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1617762.14   | 0.60%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                         | SM Energy Co                                               | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    805000 | PA      | $797128.15    | 0.30%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                 | Western Digital Corp                                       | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $3064490.00   | 1.14%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| TRANSOCEAN TITAN FIN LTD             | Transocean Titan Financing Ltd                             | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1560714 | PA      | $1599493.35   | 0.59%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CELCUITY INC                         | Celcuity Inc                                               | CUSIP: 15102KAA8<br>LEI: 25490070W7UU7W2SEY87 | Long             | DBT              | CORP              | US        |    715000 | PA      | $789529.96    | 0.29%             | 2031-08-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC               | Guidewire Software Inc                                     | CUSIP: 40171VAB6<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |   2310000 | PA      | $2648415.00   | 0.98%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CONCENTRA HEALTH SERVICE             | Concentra Health Services Inc                              | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1628572.03   | 0.60%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC                    | MicroStrategy Inc                                          | CUSIP: 594972AT8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1714525.50   | 0.64%             | 2030-03-01      | 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        |   2070000 | PA      | $2154870.00   | 0.80%             | 2029-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I             | Performance Food Group Inc                                 | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1716173.03   | 0.64%             | 2032-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VARONIS SYSTEM INC                   | Varonis Systems Inc                                        | CUSIP: 922280AC6<br>LEI: 549300SHIVNRRH7STS26 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $2350980.00   | 0.87%             | 2029-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SOFI TECHNOLOGIES INC                | SoFi Technologies Inc                                      | CUSIP: 83406FAA0<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |   3575000 | PA      | $4316428.87   | 1.60%             | 2026-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RUBRIK INC                           | Rubrik Inc                                                 | CUSIP: 781154AC3<br>LEI: 254900TRGK2WTBYMYU27 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1409022.50   | 0.52%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                  | Axon Enterprise Inc                                        | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1254976.07   | 0.47%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                | Bath & Body Works Inc                                      | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    770000 | PA      | $792316.91    | 0.29%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| IMAX CORP                            | IMAX Corp                                                  | CUSIP: 45245EAJ8<br>LEI: 5493002KS2T1Q0X7VZ21 | Long             | DBT              | CORP              | CA        |   2135000 | PA      | $2273665.30   | 0.84%             | 2026-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                  | Shift4 Payments Inc                                        | CUSIP: 82452J307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     11650 | NS      | $1374117.50   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & CO INC                         | KKR & Co Inc                                               | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |     65560 | NS      | $3766422.00   | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer