# EDGAR Filing Document

**Accession Number:** 0002025137
**File Stem:** 0000940400-26-008279
**Filing Date:** 2026-2
**Character Count:** 61861
**Document Hash:** 7cb6324748e02db4db25989326ce5be4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-008279.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0000940400-26-008279

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20260630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Virtus Managed Account Completion Shares (MACS) Trust
- **CENTRAL INDEX KEY:** 0002025137

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23968
- **FILM NUMBER:** 26683955

**BUSINESS ADDRESS:**
- **STREET 1:** 101 MUNSON STREET
- **CITY:** GREENFIELD
- **STATE:** MA
- **ZIP:** 01301
- **BUSINESS PHONE:** 860-263-4790

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Virtus Solutions SMA Trust
- **DATE OF NAME CHANGE:** 20240530

## Series and Classes Contracts Data

### Virtus Newfleet Floating Rate MACS (Series ID: S000086624)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000252212 | Virtus Newfleet Floating Rate MACS | VMAFX           |

## 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 Managed Account Completion Shares (MACS) Trust

- **b. Investment Company Act file number:** 811-23968

- **c. CIK number of Registrant:** 0002025137

- **d. LEI of Registrant:** 254900XYJHIHC7455V12

- **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:** 860-263-4790

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

- **a. Name of Series:** Virtus Newfleet Floating Rate MACS

- **b. EDGAR series identifier (if any):** S000086624

- **c. LEI of Series:** 254900KZEW1HA1768U33

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $15942215.23

**Total Liabilities:** $455786.17

**Net Assets:** $15486429.06

**Cash Not Reported:** $1349865.07

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** -77.08660166 | **10-Year:** -308.48889120 | **30-Year:** 0.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** -2.77943590 | **5-Year:** -1824.70859100 | **10-Year:** -2307.10965500 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000252212 | 0.57%                | 0.50%                | 0.49%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-21828.36               | $-7942.02                                  |
| Month 2  | $-10892.49               | $5456.32                                   |
| Month 3  | $-372.83                 | $-32367.57                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| McGraw-Hill Education Inc                                                   | MCGRAW-HILL EDUCATION                     | CUSIP: 58063DAG8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | LON              | CORP              | US        |     40349 | PA      | $40666.29     | 0.26%             | 2031-08-06      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| UFC Holdings LLC (Zuffa)/TKO Group                                          | UFC HOLDINGS LLC                          | CUSIP: 90266UAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    173254 | PA      | $173950.86    | 1.12%             | 2031-11-21      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Lsf12 Crown Us Commercial Bidco, LLC                                        | LSF12 CROWN US COMMERCIAL BIDCO LLC       | CUSIP: 50221UAD3<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |    194305 | PA      | $195336.93    | 1.26%             | 2031-12-02      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco Gmbh                                                      | TK ELEVATOR US NEWCO INC                  | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |    119102 | PA      | $119777.56    | 0.77%             | 2030-04-30      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                | ACRISURE LLC                              | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    166522 | PA      | $166211.05    | 1.07%             | 2030-11-06      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                              | OPAL US LLC                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     74812 | PA      | $75209.75     | 0.49%             | 2032-04-28      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Whitewater DBR Holdco LLC                                                   | WHITEWATER DBR HOLDCO LL                  | CUSIP: 96616PAD0<br>LEI: 21380025GXMNBTSJP816 | Long             | LON              | CORP              | US        |    108628 | PA      | $109170.86    | 0.70%             | 2031-03-03      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Parexel International Inc (f/k/a Phoenix Newco Inc)                         | PAREXEL INTL CORP                         | CUSIP: 71911KAF1<br>LEI: 549300GCZVUYB6P2OA17 | Long             | LON              | CORP              | US        |    138950 | PA      | $139326.55    | 0.90%             | 2031-12-09      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Kaman Corporation                                                           | KAMAN CORP                                | CUSIP: 48354VAN2<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |      9047 | PA      | $9077.78      | 0.06%             | 2032-02-26      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| HUNTERSTOWN GENERATION LLC                                                  | KESTREL ACQUISITION LLC                   | CUSIP: 44579UAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     84743 | PA      | $84743.18     | 0.55%             | 2031-11-06      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| Flutter Entertainment Public Limited Company                                | FLUTTER FINANCING BV                      | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    159200 | PA      | $159200.00    | 1.03%             | 2032-06-04      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Klockner Pentaplast of America Inc                                          | Kloeckner Pentaplast of America Inc       | CUSIP: 49865NAT7<br>LEI: 5299004QDA11QZOG5N31 | Long             | LON              | CORP              | US        |     98458 | PA      | $15917.64     | 0.10%             | 2026-02-12      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| DirectV Financing LLC                                                       | DIRECTV FINANCING LLC                     | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    241027 | PA      | $241559.81    | 1.56%             | 2029-08-02      | Floating      | 9.35%                 | No            |                  2 | On Loan: No      |
| Triton Water Holdings Inc                                                   | PRIMO BRANDS CORP                         | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |    235741 | PA      | $236311.85    | 1.53%             | 2028-03-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Viasat Inc                                                                  | Viasat Inc                                | CUSIP: 92555WAD7<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |     74806 | PA      | $74483.04     | 0.48%             | 2029-03-02      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                        | LIFEPOINT HEALTH INC                      | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |     64263 | PA      | $64440.46     | 0.42%             | 2031-05-16      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Kuehg Corp.                                                                 | KUEHG CORP                                | CUSIP: 50118YAH2<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |     64353 | PA      | $62331.35     | 0.40%             | 2030-06-12      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Froneri International Limited                                               | FRONERI US INC                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    249721 | PA      | $249441.32    | 1.61%             | 2031-09-30      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                       | QUIKRETE HOLDINGS INC                     | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    355505 | PA      | $356411.06    | 2.30%             | 2031-04-14      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| AL GCX Holdings LLC                                                         | AL GCX FUND VIII HOLDINGS LLC             | CUSIP: 00162AAB7<br>LEI: 254900KQJGH397AKYT16 | Long             | LON              | CORP              | US        |    137687 | PA      | $137515.26    | 0.89%             | 2032-01-30      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Entain PLC                                                                  | ENTAIN HOLDINGS GIBRALTA                  | CUSIP: 000000000<br>LEI: 213800ATWJIEYQ8NF838 | Long             | LON              | CORP              | GI        |     93815 | PA      | $93170.36     | 0.60%             | 2029-10-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Pac Dac LLC                                                                 | PAC AVIATION INTERNATION                  | CUSIP: 69450PAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     75000 | PA      | $74203.50     | 0.48%             | 2030-10-28      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Hamilton Projects Acquiror LLC                                              | HAMILTON PROJECTS ACQUIROR LLC            | CUSIP: 000000000<br>LEI: 5493005K6XILIQ2EZY52 | Long             | LON              | CORP              | US        |     18430 | PA      | $18534.87     | 0.12%             | 2031-05-30      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Altice France SA/France                                                     | NUMERICABLE US LLC                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    191115 | PA      | $188439.22    | 1.22%             | 2028-05-01      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| Financiere Mendel                                                           | FINANCIERE MENDEL SASU                    | CUSIP: 000000000<br>LEI: 969500FG3VYTO80D0A13 | Long             | LON              | CORP              | FR        |     24750 | PA      | $24863.36     | 0.16%             | 2030-11-08      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2 Inc                                   | DG INVESTMENT INTERMEDI                   | CUSIP: 23344MAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    152996 | PA      | $152996.19    | 0.99%             | 2032-07-09      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Resideo Funding Inc                                                         | RESIDEO FUNDING INC                       | CUSIP: 76090LAM6<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |     40000 | PA      | $40050.00     | 0.26%             | 2032-08-13      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                                | CALPINE CORP                              | CUSIP: 13134MBW2<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |    162000 | PA      | $161982.18    | 1.05%             | 2031-01-31      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC                                   | ORYX MIDSTREAM SERVICES PERMIAN BASIN LLC | CUSIP: 68764JAJ0<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |     67370 | PA      | $67629.60     | 0.44%             | 2028-10-05      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| GATES CORPORATION/DE                                                        | GATES CORPORATION                         | CUSIP: 36740UAY8<br>LEI: 984500F43C791F4C7894 | Long             | LON              | CORP              | US        |    212312 | PA      | $212754.11    | 1.37%             | 2031-06-04      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Arsenal Aic Parent LLC                                                      | ARSENAL AIC PARENT LLC                    | CUSIP: 04287KAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     71732 | PA      | $71822.14     | 0.46%             | 2030-08-18      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Red SPV LLC                                                                 | RED SPV LLC                               | CUSIP: 75701MAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99500 | PA      | $99458.21     | 0.64%             | 2032-03-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| LUXCO EUR                                                                   | LUXCO EUR                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | N/A       |      1188 | NS      | $20922.52     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| COTIVITI INC                                                                | COTIVITI INC                              | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |     48904 | PA      | $46907.66     | 0.30%             | 2031-05-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp                                                   | Gainwell Acquisition Corp                 | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49738 | PA      | $48780.76     | 0.31%             | 2027-10-01      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3 Inc                                                            | WAND NEWCO 3 INC                          | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |    100966 | PA      | $101019.40    | 0.65%             | 2031-01-30      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                                            | AMWINS GROUP INC                          | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |    138600 | PA      | $138946.50    | 0.90%             | 2032-01-30      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Eagle Broadband Investments LLC                                             | Eagle Broadband Investments LLC           | CUSIP: 26943PAB5<br>LEI: 254900W09ZHD1OM4I757 | Long             | LON              | CORP              | US        |    311760 | PA      | $294946.71    | 1.90%             | 2027-11-12      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                                                   | BAUSCH + LOMB CORP                        | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |     10000 | PA      | $10090.00     | 0.07%             | 2031-01-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP LTD                                                          | ARDONAGH GROUP FINCO PTY LTD              | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |     83916 | PA      | $83653.95     | 0.54%             | 2031-02-18      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Kaman Corporation                                                           | KAMAN CORP                                | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |     95469 | PA      | $95789.29     | 0.62%             | 2032-02-26      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Construction Partners Inc                                                   | CONSTRUCTION PARTNERS INC                 | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |    210294 | PA      | $211608.29    | 1.37%             | 2031-11-03      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| ECL Entertainment LLC                                                       | ECL ENTERTAINMENT LLC                     | CUSIP: 000000000<br>LEI: 254900UPSGHOBB360Z85 | Long             | LON              | CORP              | US        |     83619 | PA      | $83305.10     | 0.54%             | 2030-08-30      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                | UNIVISION COMMUNICATIONS INC              | CUSIP: 914908BG2<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    101486 | PA      | $101137.03    | 0.65%             | 2029-01-31      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| BrightView Landscapes LLC                                                   | BRIGHTVIEW LANDSCAPES                     | CUSIP: 10801XAL1<br>LEI: 549300OSAEQC89PVOW06 | Long             | LON              | CORP              | US        |    266448 | PA      | $266448.36    | 1.72%             | 2029-04-20      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Del Monte Foods, Inc                                                        | DEL MONTE FOODS CORP II                   | CUSIP: 24521WAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    303287 | PA      | $3032.87      | 0.02%             | 2028-08-02      | Floating      | 8.60%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower, LLC (aka Protection 1 Security Solutions) | PRIME SECURITY SERVICES BOR               | CUSIP: 03765VAP5<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    123576 | PA      | $123699.12    | 0.80%             | 2030-10-13      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Cincinnati Bell Inc                                                         | CINCINNATI BELL INC                       | CUSIP: 17187MAU4<br>LEI: 549300JYVZOCUJOHL272 | Long             | LON              | CORP              | US        |    210886 | PA      | $211035.31    | 1.36%             | 2028-11-22      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Blackfin Pipeline LLC                                                       | BLACKFIN PIPELINE LLC                     | CUSIP: 09231PAB2<br>LEI: 254900F4BUS186SK8A51 | Long             | LON              | CORP              | US        |     45000 | PA      | $45037.35     | 0.29%             | 2032-09-29      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                 | CAESARS ENTERTAIN INC                     | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |     97800 | PA      | $96919.80     | 0.63%             | 2030-02-06      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| MV Holding GmbH FKA Igloo Holdings Corp                                     | MX HOLDINGS US INC                        | CUSIP: 55404TAF9<br>LEI: 549300RKTIVJWNROR778 | Long             | LON              | CORP              | US        |    114426 | PA      | $114616.81    | 0.74%             | 2032-03-17      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Holdings, Inc.                                            | SS&C TECHNOLOGIES INC                     | CUSIP: 78466DBJ2<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |     39034 | PA      | $39247.00     | 0.25%             | 2031-05-09      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                                           | NEXSTAR MEDIA INC                         | CUSIP: 65336RBB3<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |    129675 | PA      | $130210.56    | 0.84%             | 2032-06-28      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Lightning Power, LLC                                                        | LIGHTNING POWER LLC                       | CUSIP: 53229LAB3<br>LEI: 254900BWCHJ03XRL8K59 | Long             | LON              | CORP              | US        |    103947 | PA      | $104381.86    | 0.67%             | 2031-08-18      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                 | Asurion LLC                               | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     30000 | PA      | $29854.80     | 0.19%             | 2028-01-31      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| Connectwise, LLC                                                            | ConnectWise LLC                           | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     52125 | PA      | $51114.99     | 0.33%             | 2028-09-29      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Century DE Buyer LLC                                                        | CENTURY DE BUYER LLC                      | CUSIP: 15651FAE6<br>LEI: 254900PQRPPYRTQIDX74 | Long             | LON              | CORP              | US        |    201460 | PA      | $200894.09    | 1.30%             | 2030-10-30      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| ALLIANCE LAUNDRY SYSTEMS                                                    | ALLIANCE LAUNDRY SYSTEMS                  | CUSIP: 01862LBA5<br>LEI: 549300YBOGK6MBI5ND34 | Long             | LON              | CORP              | US        |     92096 | PA      | $92441.75     | 0.60%             | 2031-08-19      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| NAB Holdings LLC                                                            | NORTHAB LLC                               | CUSIP: 66345FAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    161146 | PA      | $153693.33    | 0.99%             | 2028-11-24      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corp                                                           | VERTIV GROUP CORP                         | CUSIP: 92537EAG3<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |    124375 | PA      | $124912.30    | 0.81%             | 2032-08-12      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| CMG Media Corporation (f/k/a Terrier Media Buyer Inc)                       | CMG MEDIA CORP                            | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    161391 | PA      | $150177.95    | 0.97%             | 2029-06-18      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Southern Veterinary Partners LLC                                            | SOUTHERN VETERINARY PARTNERS LLC          | CUSIP: 84410HAQ3<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |     59551 | PA      | $59452.29     | 0.38%             | 2031-12-04      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp                                                       | Playtika Holding Corp                     | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |     79582 | PA      | $76743.56     | 0.50%             | 2028-03-13      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Harbor Freight Tools USA Inc                                                | HARBOR FREIGHT TOOLS USA INC              | CUSIP: 41151PAR6<br>LEI: 549300Y48HLCFTTB4249 | Long             | LON              | CORP              | US        |    127159 | PA      | $125797.36    | 0.81%             | 2031-06-11      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                        | LIFEPOINT HEALTH INC                      | CUSIP: 75915TAL6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    118763 | PA      | $118829.61    | 0.77%             | 2031-05-16      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Cogeco Communications Finance (USA) LP                                      | COGECO COMMUNICATIONS USA II LP           | CUSIP: 19239BAD0<br>LEI: 549300UVJTPYOZ6XKH79 | Long             | LON              | CORP              | US        |    252613 | PA      | $243319.54    | 1.57%             | 2030-09-18      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Citadel Securities LP                                                       | CITADEL SECURITIES LP                     | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |    170684 | PA      | $171516.74    | 1.11%             | 2031-10-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Proofpoint Inc                                                              | PROOFPOINT INC                            | CUSIP: 74345HAJ0<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |     72108 | PA      | $72412.88     | 0.47%             | 2028-08-31      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Windsor Holdings III LLC                                                    | WINDSOR HOLDINGS III LLC                  | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |    103950 | PA      | $104099.69    | 0.67%             | 2030-08-01      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| AlixPartners LLP                                                            | ALIXPARTNERS LLP                          | CUSIP: 01642PBE5<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |     75000 | PA      | $75079.50     | 0.48%             | 2032-08-12      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| LUMMUS TECHNOLOGY HOLDINGS V LLC                                            | LUMMUS TECHNOLOGY HOLDINGS                | CUSIP: 45232UAH1<br>LEI: 549300K1Y0YC1YC1H809 | Long             | LON              | CORP              | US        |    201543 | PA      | $201615.89    | 1.30%             | 2029-12-31      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                            | NUMERICABLE US LLC                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     11406 | PA      | $11248.81     | 0.07%             | 2028-10-30      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| Green Infrastructure Partners Inc.                                          | GREEN INFRASTRUCTURE PARTNERS INC         | CUSIP: 000000000<br>LEI: 549300W1V7LSCKWMX505 | Long             | LON              | CORP              | CA        |     25000 | PA      | $25000.00     | 0.16%             | 2032-09-24      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Gray Television Inc                                                         | Gray Television Inc                       | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |    108961 | PA      | $108972.58    | 0.70%             | 2028-12-01      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| CQP Holdco LP                                                               | CQP HOLDCO LP                             | CUSIP: 12657QAE3<br>LEI: 549300LPL012JY5D4B69 | Long             | LON              | CORP              | US        |     77804 | PA      | $78026.54     | 0.50%             | 2030-12-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Traverse Midstream Partners LLC                                             | TRAVERSE MIDSTREAM PARTN                  | CUSIP: 000000000<br>LEI: 549300DHTM8B2X5QMJ22 | Long             | LON              | CORP              | US        |     62691 | PA      | $62753.65     | 0.41%             | 2028-02-16      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                    | CLOUD SOFTWARE GRP INC                    | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |     69476 | PA      | $69530.06     | 0.45%             | 2031-03-21      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Belron Finance 2019 LLC                                                     | BELRON FINANCE 2019 LLC                   | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    162162 | PA      | $162972.91    | 1.05%             | 2031-10-16      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                                       | AADVANTAGE LOYALTY IP LTD                 | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |     81508 | PA      | $81650.35     | 0.53%             | 2028-04-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                        | CHARTER COMMUNICATIONS OPERATING LLC      | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    376200 | PA      | $376410.67    | 2.43%             | 2031-12-15      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Del Monte Foods, Inc                                                        | DEL MONTE FOODS CORP II INC               | CUSIP: 24521WAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    102612 | PA      | $83115.51     | 0.54%             | 2026-04-02      | Floating      | 13.34%                | No            |                  2 | On Loan: No      |
| INDICOR LLC                                                                 | ROPER INDUSTRIAL PRODUCT                  | CUSIP: 77669LAK9<br>LEI: 254900RXO1EICEHOLG29 | Long             | LON              | CORP              | US        |     64612 | PA      | $64956.87     | 0.42%             | 2029-11-22      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                                         | PEER HOLDING III BV                       | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    132638 | PA      | $133134.89    | 0.86%             | 2030-10-26      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                         | CLYDESDALE ACQUISITION                    | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     90000 | PA      | $90015.30     | 0.58%             | 2029-04-13      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Madison Iaq LLC                                                             | MADISON IAQ LLC                           | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    188523 | PA      | $189330.19    | 1.22%             | 2028-06-21      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Invesco Senior Loan ETF                                                     | Invesco Senior Loan ETF                   | CUSIP: 46138G508<br>LEI: 549300SIHU6DQELRNG59 | Long             | EC               | RF                | US        |     23335 | NS      | $490035.00    | 3.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment Inc                                               | LIVE NATION ENTERTAINMENT INC             | CUSIP: 53803HAY6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |     45000 | PA      | $45000.00     | 0.29%             | 2032-10-21      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Genmab A/S                                                                  | GENMAB A/S                                | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | LON              | CORP              | DK        |     45000 | PA      | $45197.10     | 0.29%             | 2032-12-12      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                           | CLARIOS GLOBAL LP                         | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    153109 | PA      | $153128.62    | 0.99%             | 2030-05-06      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Ineos Finance PLC                                                           | INEOS US FINANCE LLC                      | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    274734 | PA      | $221504.27    | 1.43%             | 2030-02-18      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Lannett Company Inc.                                                        | LANNETT CO INC                            | CUSIP: 000000000<br>LEI: 5299001DJ6C90XX17G45 | Long             | LON              | CORP              | US        |      6429 | PA      | $4979.21      | 0.03%             | 2030-06-16      | Variable      | 2.00%                 | No            |                  3 | On Loan: No      |
| Chobani LLC                                                                 | CHOBANI LLC                               | CUSIP: 17026YAL3<br>LEI: 549300ISVDMZ91KNTR38 | Long             | LON              | CORP              | US        |     35000 | PA      | $35140.00     | 0.23%             | 2032-10-22      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                     | UKG INC                                   | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    191800 | PA      | $191876.28    | 1.24%             | 2031-02-10      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Albion Financing 3 SARL                                                     | AGGREKO HOLDINGS INC                      | CUSIP: 01330EAD0<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | US        |     39403 | PA      | $39599.99     | 0.26%             | 2031-05-21      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Phoenix Guarantor Inc                                                       | PHOENIX GUARANTOR INC                     | CUSIP: 71913BAK8<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |    217609 | PA      | $218512.25    | 1.41%             | 2031-02-21      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| NCR Atleos, LLC                                                             | NCR ATLEOS CORP                           | CUSIP: 63001PAG6<br>LEI: 9845005FC3S0VA714741 | Long             | LON              | CORP              | US        |     25480 | PA      | $25522.25     | 0.16%             | 2029-04-16      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Sazerac Company, Inc.                                                       | SAZERAC CO INC                            | CUSIP: 80583EAN6<br>LEI: 9QU0CG1O4LSOB6IFK895 | Long             | LON              | CORP              | US        |     10000 | PA      | $10009.70     | 0.06%             | 2032-07-09      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Dynamo Us Bidco Inc.                                                        | DYNAMO US BIDCO INC                       | CUSIP: 26806DAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     19750 | PA      | $19923.32     | 0.13%             | 2031-09-30      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                                          | NOURYON FINANCE BV                        | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |     76647 | PA      | $76582.89     | 0.49%             | 2028-04-03      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing Inc                                           | AMERICAN AXLE & MFG INC                   | CUSIP: 02406MBB2<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | LON              | CORP              | US        |     55000 | PA      | $54976.90     | 0.36%             | 2032-02-24      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings, LLC                                              | TRUIST INSURANCE HOLDING                  | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     15000 | PA      | $15006.30     | 0.10%             | 2031-05-06      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Cornerstone Generation, LLC                                                 | CORNERSTONE GENERATION L                  | CUSIP: 21924NAB4<br>LEI: 254900JBGAU2N55LVN75 | Long             | LON              | CORP              | US        |    165000 | PA      | $166296.90    | 1.07%             | 2032-08-11      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| Turquoise Topco LTD                                                         | TORTUGA RESORTS GHD LLC                   | CUSIP: 000000000<br>LEI: 254900RI25V4FBT02P38 | Long             | LON              | CORP              | US        |     60000 | PA      | $59175.00     | 0.38%             | 2032-08-13      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                         | MEDLINE BORROWER LP                       | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    218561 | PA      | $219266.94    | 1.42%             | 2030-10-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Grifols Worldwide Operations USA Inc                                        | Grifols Worldwide Operations USA Inc      | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     80000 | PA      | $79966.40     | 0.52%             | 2027-11-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings LLC                                                        | AMAZON HOLDCO INC                         | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |     78154 | PA      | $78275.42     | 0.51%             | 2031-09-29      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Sigma Holdco BV                                                             | FLORA FOOD MANAG                          | CUSIP: 000000000<br>LEI: 254900U4MHW4MZWGFU47 | Long             | LON              | CORP              | US        |     49436 | PA      | $47715.75     | 0.31%             | 2028-01-03      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                      | ENERGIZER HOLDINGS INC                    | CUSIP: 29267YAW2<br>LEI: 5493000D6NN0V57UME20 | Long             | LON              | CORP              | US        |     71228 | PA      | $71168.79     | 0.46%             | 2032-03-13      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Arcline FM Holdings, LLC                                                    | ARCLINE FM HOLDINGS LLC                   | CUSIP: 03960DAJ2<br>LEI: 2549000HKCEC1E8UTO17 | Long             | LON              | CORP              | US        |     34912 | PA      | $35010.60     | 0.23%             | 2030-06-24      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Astoria Energy LLC                                                          | ASTORIA ENERGY LLC                        | CUSIP: 04626LAJ8<br>LEI: 549300BXD26J7I0IPB62 | Long             | LON              | CORP              | US        |     92620 | PA      | $93227.18     | 0.60%             | 2032-06-23      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                       | LEVEL 3 FINANCING INC                     | CUSIP: 52729KAU0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |    125000 | PA      | $125281.25    | 0.81%             | 2032-03-29      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                     | TALEN ENERGY SUPPLY LLC                   | CUSIP: 87422LBA7<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |     25000 | PA      | $24984.50     | 0.16%             | 2032-11-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Del Monte Foods Corporation II Inc                                          | DEL MONTE FOODS CORP II INC               | CUSIP: 24521WAK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     69539 | PA      | $66061.62     | 0.43%             | 2026-04-02      | Floating      | 13.35%                | No            |                  2 | On Loan: No      |
| Del Monte Foods, Inc.                                                       | DEL MONTE FOODS CORP II                   | CUSIP: 24521WAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    131722 | PA      | $3951.67      | 0.03%             | 2028-08-02      | Floating      | 8.14%                 | No            |                  3 | On Loan: No      |
| LIFE TIME INC                                                               | LIFE TIME INC                             | CUSIP: 50218KAN8<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |    113877 | PA      | $114233.30    | 0.74%             | 2031-11-05      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| EOC Borrower LLC                                                            | ENDEAVOR OPERATING CO LLC                 | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     24875 | PA      | $24985.45     | 0.16%             | 2032-03-24      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Finco I LLC                                                                 | FINCO 06/27/29                            | CUSIP: 31774BAH7<br>LEI: 5493001RSEZ0X6VJMC68 | Long             | LON              | CORP              | US        |     79800 | PA      | $79866.23     | 0.52%             | 2029-06-27      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| GIP Pilot Acquisition Partners LP                                           | GIP PILOT ACQUISITION PA                  | CUSIP: 31773HAE2<br>LEI: 254900NQOAOPPA12X060 | Long             | LON              | CORP              | US        |     57966 | PA      | $58028.54     | 0.37%             | 2030-10-04      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                                                   | BAUSCH + LOMB CORP                        | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |     44100 | PA      | $44100.00     | 0.28%             | 2028-09-29      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| Genesys Cloud Services Holdings II LLC (f/k/a Greeneden US Holdings II LLC) | GENESYS CLOUD SERVICES                    | CUSIP: 39479UAY9<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |    138950 | PA      | $138516.48    | 0.89%             | 2032-01-30      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| SKECHERS U.S.A. INC. (Beach Acquisition Bidco)                              | BEACH ACQUISITION BIDCO                   | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |     39000 | PA      | $39268.32     | 0.25%             | 2032-09-13      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Upstream Newco Inc                                                          | Upstream Newco Inc                        | CUSIP: 91678HAF9<br>LEI: 549300Q4K2W4R1EBTH48 | Long             | LON              | CORP              | US        |     56253 | PA      | $49956.16     | 0.32%             | 2026-11-20      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings Ltd.                                                        | WEC US HLDG 01/27/31                      | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |    183021 | PA      | $183262.27    | 1.18%             | 2031-01-27      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                               | TRANSDIGM INC                             | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     29500 | PA      | $29600.30     | 0.19%             | 2031-02-28      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Rand Parent LLC                                                             | RAND PARENT LLC                           | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     44774 | PA      | $44860.74     | 0.29%             | 2030-03-18      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                                     | BROWN GROUP HOLDING LLC                   | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    173684 | PA      | $174474.46    | 1.13%             | 2031-07-01      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Inc                                                    | BROADSTREET PARTNERS INC                  | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |     39522 | PA      | $39635.95     | 0.26%             | 2031-06-13      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Select Medical Corporation                                                  | SELECT MEDICAL CORP                       | CUSIP: 816194AY0<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |     49500 | PA      | $49376.25     | 0.32%             | 2031-12-03      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Frontdoor Inc                                                               | FRONTDOOR INC                             | CUSIP: 35905CAK1<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | LON              | CORP              | US        |    138600 | PA      | $139293.00    | 0.90%             | 2031-12-17      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| TMF Sapphire Bidco BV                                                       | TMF SAPPHIRE BIDCO BV                     | CUSIP: 000000000<br>LEI: 213800H27OKZZZ2CB779 | Long             | LON              | CORP              | NL        |     39205 | PA      | $39368.48     | 0.25%             | 2028-05-03      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Transdigm Inc                                                               | TRANSDIGM INC                             | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    117705 | PA      | $118023.98    | 0.76%             | 2030-03-22      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp                                                         | CNT HOLDINGS I CORP                       | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |    150641 | PA      | $150932.02    | 0.97%             | 2032-11-08      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Del Monte Foods, Inc                                                        | DEL MONTE FOODS CORP II INC               | CUSIP: 24521WAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     57863 | PA      | $26616.78     | 0.17%             | 2028-08-02      | Floating      | 11.92%                | No            |                  2 | On Loan: No      |
| Freeport LNG Investments, LLP                                               | FREEPORT LNG INVESTMENTS LLLP             | CUSIP: 35670CAC2<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |    145094 | PA      | $145517.64    | 0.94%             | 2028-12-21      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Fugue Finance B.V.                                                          | FUGUE FINANCE LLC                         | CUSIP: 000000000<br>LEI: 254900Y4DWBRGAFENC88 | Long             | LON              | CORP              | HK        |      4963 | PA      | $4974.97      | 0.03%             | 2032-01-09      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| CVR CHC LP                                                                  | CVR CHC LP                                | CUSIP: 12663SAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     21704 | PA      | $21721.86     | 0.14%             | 2027-12-30      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| PointClickCare Technologies                                                 | POINTCLICKCARE TECHNOLOGIES INC           | CUSIP: 000000000<br>LEI: 5493001Z0LHHBZLVDX36 | Long             | LON              | CORP              | CA        |     24813 | PA      | $24823.23     | 0.16%             | 2031-11-03      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                           | IRON MOUNTAIN INC                         | CUSIP: 46284NAV1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              | CORP              | US        |     31166 | PA      | $31127.03     | 0.20%             | 2031-01-31      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC                                                         | APPLIED SYSTEMS INC                       | CUSIP: 03827FBC4<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |     10000 | PA      | $10146.90     | 0.07%             | 2032-02-23      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Virtus Managed Account Completion Shares (MACS) Trust

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer