# EDGAR Filing Document

**Accession Number:** 0000804239
**File Stem:** 0002048251-26-004557
**Filing Date:** 2026-5
**Character Count:** 195400
**Document Hash:** 50ef78b7cfc490b5adf89efda5d81e87
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-26-004557.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0002048251-26-004557

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEI INSTITUTIONAL MANAGED TRUST
- **CENTRAL INDEX KEY:** 0000804239

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04878
- **FILM NUMBER:** 261041956

**BUSINESS ADDRESS:**
- **STREET 1:** 2 OLIVER ST
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109
- **BUSINESS PHONE:** 8003455734

**MAIL ADDRESS:**
- **STREET 1:** SEI INVESTMENTS
- **STREET 2:** 1 FREEDOM VALLEY DRIVE
- **CITY:** OAKS
- **STATE:** PA
- **ZIP:** 19456

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TRUSTFUNDS INSTITUTIONAL MANAGED TRUST
- **DATE OF NAME CHANGE:** 19890509

## Series and Classes Contracts Data

### SIMT Multi-Strategy Alternative Fund (Series ID: S000028026)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000085250 | Class F      | SMSAX           |
| C000147402 | Class Y      | SMUYX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SEI INSTITUTIONAL MANAGED TRUST

- **b. Investment Company Act file number:** 811-04878

- **c. CIK number of Registrant:** 0000804239

- **d. LEI of Registrant:** 9FTE3UO0Y1HGMNV0D371

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

  - **Street Address 1:** 2 OLIVER STREET

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

  - **Telephone number:** 8003455734

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

- **a. Name of Series:** SIMT Multi-Strategy Alternatives Fund

- **b. EDGAR series identifier (if any):** S000028026

- **c. LEI of Series:** ATT1ZPDBFPY84CU0TR19

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

- **a. Date of fiscal year-end:** 2026-09-30

- **b. Date as of which information is reported:** 2026-03-31

**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:** $271501120.77

**Total Liabilities:** $36281473.31

**Net Assets:** $235219647.46

**Cash Not Reported:** $54309560.06

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -0.86885522 | **1-Year:** -54.72419056 | **5-Year:** -168.01138215 | **10-Year:** -60.96464670 | **30-Year:** 0.00000000

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

- **3-Month:** -235.45731416 | **1-Year:** -6601.21700838 | **5-Year:** -13110.87148532 | **10-Year:** -3054.80808380 | **30-Year:** -58.84875910

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000147402 | -1.74%               | 1.97%                | 1.91%                |
| Class ID C000085250 | -1.84%               | 2.07%                | 1.81%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $395878.68               | $-5276661.36                               |
| Month 2  | $1184517.73              | $2748383.23                                |
| Month 3  | $1689786.65              | $1990803.51                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UKG INC                                           | UKG INC 2/10/2031                                                                    | CUSIP: 89841EAB1<br>LEI: N/A                  | Long             | LON              |  | US        |     99954 | PA      | $95369.48     | 0.04%             | 2031-02-10      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED, INC.                                   | WOLFSPEED INC COMMON STOCK                                                           | CUSIP: 97785W106<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               |  | US        |     30293 | NS      | $494381.76    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Limited                                   | VALARIS LTD 144A 8.375000% 04/30/2030                                                | CUSIP: 91889FAC5<br>LEI: 5299008BQ9IREYWBTS30 | Long             | DBT              | NUSS              | US        |    110000 | PA      | $113981.01    | 0.05%             | 2030-04-30      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Sabre 12/25 11th Amendment TLB2                   | Sabre 12/25 11th Amendment TLB2 7/30/2029                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     13732 | PA      | $10711.06     | 0.00%             | 2029-07-30      | Floating      | 10.02%                | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                          | SERVICE PROPERTIES TRUST 4.950000% 10/01/2029                                        | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72456.00     | 0.03%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                               | Credit Default Swap                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   4619000 | NC      | $-222950.53   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CATURUS ENERGY, LLC                               | CATURUS ENERGY LLC 144A 8.500000% 02/15/2030                                         | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |    701000 | PA      | $727368.12    | 0.31%             | 2030-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC.                            | LUMENTUM HOLDINGS INC COMMON STOCK                                                   | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Short            | EC               |  | US        |       -74 | NS      | $-52004.24    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| McGraw-Hill Education, Inc.                       | MCGRAW-HILL EDUCATION INC 144A 7.375000% 09/01/2031                                  | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91690.83     | 0.04%             | 2031-09-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | ONEMAIN FINANCE CORP 3.875000% 09/15/2028                                            | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76028.11     | 0.03%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                       | HUMANA INC 6.625000% 09/15/2056                                                      | CUSIP: 444859CE0<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76878.77     | 0.03%             | 2056-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LANTHEUS HOLDINGS, INC.                           | LANTHEUS HOLDINGS INC 2.625000% 12/15/2027                                           | CUSIP: 516544AB9<br>LEI: 5299005HUB5IOJGO7S39 | Long             | DBT              | CORP              | US        |    115000 | PA      | $137885.00    | 0.06%             | 2027-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SPLAT SUPER HOLDCO, LLC                           | SPLAT SUPER HOLDCO, LLC 7/2/2032                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     32475 | PA      | $20784.32     | 0.01%             | 2032-07-02      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INCORPORATED                      | CHURCHILL DOWNS INC COMMON STOCK                                                     | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               |  | US        |     22388 | NS      | $2011114.04   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY, INC.                                  | NRG ENERGY INC 144A 6.000000% 01/15/2036                                             | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69363.50     | 0.03%             | 2036-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PRIMO BRANDS CORPORATION                          | PRIMO BRANDS CORP COMMON STOCK                                                       | CUSIP: 741623102<br>LEI: 254900J0WS4AXV2LAX55 | Long             | EC               |  | US        |     53608 | NS      | $1009438.64   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| PROJECT ALPHA (QLIK) 11/24 TL                     | PROJECT ALPHA (QLIK) 11/24 TL 26-Oct-30                                              | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              |  | US        |     77799 | PA      | $58614.82     | 0.02%             | 2030-10-26      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON, INC.                                 | DR HORTON INC COMMON STOCK                                                           | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               |  | US        |     12956 | NS      | $1777822.32   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! Brands, Inc.                                 | YUM! BRANDS INC 5.375000% 04/01/2032                                                 | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158724.68    | 0.07%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES HOLDINGS, INC.                      | CF INDUSTRIES HOLDINGS INC COMMON STOCK                                              | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Short            | EC               |  | US        |     -1920 | NS      | $-249292.80   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE, INC.                     | GLOBAL MEDICAL RESPONSE INC 144A 7.375000% 10/01/2032                                | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |    185000 | PA      | $192111.40    | 0.08%             | 2032-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Cornerstone Chemical 5/25 TL                      | Cornerstone Chemical 5/25 TL 5/7/2029                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    570876 | PA      | $570876.46    | 0.24%             | 2029-05-07      | Floating      | 8.50%                 | No            |                  3 | On Loan: No      |
| CONSTELLIUM SE                                    | CONSTELLIUM SE COMMON STOCK                                                          | CUSIP: F21107101<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               |  | US        |     87265 | NS      | $2144973.70   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOUD SOFTWARE GROUP, INC.                        | CLOUD SOFTWARE GROUP INC 144A 9.000000% 09/30/2029                                   | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    115000 | PA      | $110937.46    | 0.05%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS, LLC                                 | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 144A 4.250000% 01/15/2034               | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $205318.46    | 0.09%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE, LLC                | ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDIN 7.000000% 01/15/2031              | CUSIP: 01883LAF0<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110936.33    | 0.05%             | 2031-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CORPORATE ACTION                                  | GUITAR CENTER TRANCHE I WARRANTS 22-Dec-70                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       527 | NC      | $17058.99     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                           | PEBBLEBROOK HOTEL TRUST REIT                                                         | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               |  | US        |     45849 | NS      | $579072.87    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | AKUMIN INC 144A 9.750000% 08/31/2031                                                 | CUSIP: 01021XAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    695000 | PA      | $635925.00    | 0.27%             | 2031-08-31      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL, INC.                     | RAYMOND JAMES FINANCIAL INC COMMON STOCK                                             | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               |  | US        |      1985 | NS      | $287408.15    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | ONEMAIN FINANCE CORP 7.500000% 05/15/2031                                            | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65347.10     | 0.03%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                               | SIRIUS XM RADIO LLC 144A 3.875000% 09/01/2031                                        | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    170000 | PA      | $154346.17    | 0.07%             | 2031-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| APLD COMPUTECO 2 LLC                              | APLD COMPUTECO 2 LLC 144A 6.750000% 03/15/2031                                       | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1793000 | PA      | $1779945.35   | 0.76%             | 2031-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | ONEMAIN FINANCE CORP 7.125000% 11/15/2031                                            | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99079.67     | 0.04%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Eckert & Ziegler SE                               | ECKERT & ZIEGLER SE COMMON STOCK                                                     | CUSIP: N/A<br>LEI: 391200EUDABLUKXCKG48       | Long             | EC               |  | DE        |     50828 | NS      | $874058.59    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS, LLC              | ASCENT RESOURCES UTICA HOLDINGS LLC / ARU FINANCE 5.875000% 06/30/2029               | CUSIP: 04364VAU7<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |    386000 | PA      | $385642.60    | 0.16%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ATI INC                                           | ATI Inc COMMON STOCK                                                                 | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               |  | US        |     14712 | NS      | $2140007.52   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonova Holding AG                                 | SONOVA HOLDING AG-REG COMMON STOCK                                                   | CUSIP: N/A<br>LEI: 5299004A0QNX7FBNHS61       | Short            | EC               |  | CH        |     -3680 | NS      | $-834964.79   | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| NAKED JUICE LLC                                   | NAKED JUICE LLC 1/24/2029                                                            | CUSIP: 62984CAM5<br>LEI: N/A                  | Long             | LON              |  | US        |    479138 | PA      | $252745.18    | 0.11%             | 2029-01-24      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging S.A.                       | ARDAGH METAL PACKAGING SA COMMON STOCK                                               | CUSIP: L02235106<br>LEI: 5493009WKQTU4FN9G032 | Long             | EC               |  | US        |    366810 | NS      | $1485580.50   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEMOR INC.                                     | STONEMOR INC 144A 8.500000% 05/15/2029                                               | CUSIP: 86184WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $224293.68    | 0.10%             | 2029-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC.                                    | TRANSDIGM INC 144A 6.000000% 01/15/2033                                              | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1147000 | PA      | $1146356.07   | 0.49%             | 2033-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| MICRON TECHNOLOGY, INC.                           | MICRON TECHNOLOGY INC COMMON STOCK                                                   | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Short            | EC               |  | US        |      -149 | NS      | $-50338.16    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Macau, Limited                               | WYNN MACAU LTD 144A 6.750000% 02/15/2034                                             | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | NUSS              | MO        |     55000 | PA      | $53675.80     | 0.02%             | 2034-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES, INC.             | ALEXANDRIA REAL ESTATE EQUIT REIT                                                    | CUSIP: N/A<br>LEI: MGCJBT4MKTQBVLNUIS88       | Short            | EC               |  | US        |    -10239 | NS      | $-475294.38   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| RUNWAY GROWTH FINANCE CORP.                       | RUNWAY GROWTH FINANCE CORP COMMON STOCK                                              | CUSIP: 78163D100<br>LEI: 254900AXR3J2N1XT0V02 | Short            | EC               |  | US        |    -38128 | NS      | $-261939.36   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| VAIL RESORTS, INC.                                | VAIL RESORTS INC COMMON STOCK                                                        | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               |  | US        |     15265 | NS      | $1958804.80   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORPORATION                      | TENET HEALTHCARE CORP 4.375000% 01/15/2030                                           | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    170000 | PA      | $164658.04    | 0.07%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LCI INDUSTRIES                                    | LCI INDUSTRIES COMMON STOCK                                                          | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Short            | EC               |  | US        |     -3239 | NS      | $-398332.22   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| IBOXHY_JUN26_390.66                               | IBOXHY_JUN26_390.66 MATURITY : 06/20/2026                                            | CUSIP: TRS841626<br>LEI: N/A                  | N/A              | DE               |  | US        |    400001 | NC      | $-418.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | TACORA RESTRUCTURE - TAKEBACK NOTE PURCHASE 19-Sep-31                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     13110 | PA      | $13110.00     | 0.01%             | 2031-09-19      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| WIX.COM LTD                                       | WIX.COM LTD COMMON STOCK                                                             | CUSIP: M98068105<br>LEI: 5493008P6N29Q1AG9464 | Short            | EC               |  | US        |     -5794 | NS      | $-521865.58   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Gray Media, Inc                                   | GRAY MEDIA INC 144A 9.625000% 07/15/2032                                             | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    265000 | PA      | $264983.17    | 0.11%             | 2032-07-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| GENESIS ENERGY, L.P.                              | GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP 7.875000% 05/15/2032                 | CUSIP: 37185LAQ5<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113125.10    | 0.05%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY LTD                        | FORTESCUE TREASURY PTY LTD 144A 6.125000% 04/15/2032                                 | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | NUSS              | AU        |     95000 | PA      | $97073.63     | 0.04%             | 2032-04-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| MAGENTA SECURITY HOLDINGS LLC                     | MAGENTA SECURITY HOLDINGS LLC 7/27/2028                                              | CUSIP: 55909UAF6<br>LEI: N/A                  | Long             | LON              |  | US        |    238187 | PA      | $97315.90     | 0.04%             | 2028-07-27      | Floating      | 10.93%                | No            |                  2 | On Loan: No      |
| URBAN ONE, INC.                                   | URBAN ONE INC 144A 10.5000% 04/01/2030                                               | CUSIP: 91705JAD7<br>LEI: 549300PLGIGPBRQUP240 | Long             | DBT              | CORP              | US        |     91000 | PA      | $91227.50     | 0.04%             | 2030-04-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| EXCHANGE OFFER                                    | MAVENIR WARRANTS TIER 2 *                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        50 | NC      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AXT, INC.                                         | AXT INC COMMON STOCK                                                                 | CUSIP: 00246W103<br>LEI: 549300M2142IVLVIJN37 | Short            | EC               |  | US        |      -734 | NS      | $-41823.32    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| LUMEN TECHNOLOGIES, INC.                          | LUMEN TECHNOLOGIES INC 7.600000% 09/15/2039                                          | CUSIP: 156700AM8<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4656.98      | 0.00%             | 2039-09-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| TOLL BROTHERS, INC.                               | TOLL BROTHERS INC COMMON STOCK                                                       | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               |  | US        |      5951 | NS      | $812132.97    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC.           | INTL FLAVORS & FRAGRANCES COMMON STOCK                                               | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               |  | US        |     25242 | NS      | $1831307.10   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| CASTLE US HOLDING CORPORATION                     | CASTLE US HOLDING CORP 144A 10.000000% 06/30/2031                                    | CUSIP: 14852LAB9<br>LEI: 254900VXLMLPIE9ID612 | Long             | DBT              | CORP              | US        |    165000 | PA      | $34650.00     | 0.01%             | 2031-06-30      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| GENTING NEW YORK LLC                              | GENTING NEW YORK LLC / GENNY CAPITAL INC 144A 7.250000% 10/01/2029                   | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $145583.58    | 0.06%             | 2029-10-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ADAPTHEALTH CORP.                                 | ADAPTHEALTH CORP COMMON STOCK                                                        | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               |  | US        |     10350 | NS      | $123165.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Men's wearhouse/Tailored Brand TL 01/22/2031      | Men's wearhouse/Tailored Brand TL 01/22/2031 1/28/2031                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    187607 | PA      | $187314.72    | 0.08%             | 2031-01-28      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| ACPRODUCTS HOLDINGS INC                           | ACPRODUCTS HOLDINGS INC 5/17/2028                                                    | CUSIP: 00488YAB2<br>LEI: N/A                  | Long             | LON              |  | US        |    138978 | PA      | $110574.88    | 0.05%             | 2028-05-17      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| OBRA CAPITAL, INC.                                | OBRA CAPITAL, INC. 6/21/2029                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      6770 | PA      | $-102.23      | -0.00%            | 2029-06-21      | Floating      | 0.50%                 | No            |                  3 | On Loan: No      |
| SERVICE PROPERTIES TRUST                          | SERVICE PROPERTIES TRUST 144A ZERO COUPON 09/30/2027                                 | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22744.88     | 0.01%             | 2027-09-30      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BLUE BIRD CORPORATION                             | BLUE BIRD CORP COMMON STOCK                                                          | CUSIP: N/A<br>LEI: 5493004ZXJUUWQ65ER59       | Short            | EC               |  | US        |     -7499 | NS      | $-425868.21   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors N.V.                           | NXP SEMICONDUCTORS NV COMMON STOCK                                                   | CUSIP: N6596X109<br>LEI: 724500M9BY5293JDF951 | Long             | EC               |  | US        |      7655 | NS      | $1506963.30   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO DISTRIBUTION, INC.                          | WESCO DISTRIBUTION INC 5.250000% 04/15/2031                                          | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99403.09     | 0.04%             | 2031-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                               | SYNCHRONY FINANCIAL COMMON STOCK                                                     | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Short            | EC               |  | US        |     -7623 | NS      | $-518516.46   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| DELIVERY HERO SE                                  | DELIVERY HERO SE 12/12/2029                                                          | CUSIP: D2007ZAE7<br>LEI: N/A                  | Long             | LON              |  | US        |    132468 | PA      | $129818.92    | 0.06%             | 2029-12-12      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| STANDARDAERO, INC.                                | STANDARDAERO INC COMMON STOCK                                                        | CUSIP: 85423L103<br>LEI: N/A                  | Long             | EC               |  | US        |     77421 | NS      | $1999784.43   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| CPI CG INC.                                       | CPI CG INC 144A 10.000000% 07/15/2029                                                | CUSIP: 12598FAC3<br>LEI: 254900H3R50WH1B1LB48 | Long             | DBT              | CORP              | US        |    143000 | PA      | $150916.48    | 0.06%             | 2029-07-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| MOHEGAN ESCROW ISSUER, LLC                        | MOHEGAN TRIBAL GAMING AUTHORITY / MS DIGITAL ENTER 11.875000% 04/15/2031             | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    855000 | PA      | $890710.79    | 0.38%             | 2031-04-15      | Fixed         | 11.88%                | Yes           |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION              | OLYMPUS WATER US HOLDING CORP 144A 7.250000% 06/15/2031                              | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    190000 | PA      | $185573.53    | 0.08%             | 2031-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| SM ENERGY COMPANY                                 | SM ENERGY CO 144A 6.625000% 04/15/2034                                               | CUSIP: 78454LAZ3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    461000 | PA      | $459697.50    | 0.20%             | 2034-04-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Magnera Corporation                               | MAGNERA CORP 144A 4.750000% 11/15/2029                                               | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    560000 | PA      | $505548.57    | 0.21%             | 2029-11-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES, INC.               | HUNTINGTON INGALLS INDUSTRIE COMMON STOCK                                            | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               |  | US        |      1214 | NS      | $461198.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| McGraw-Hill Education, Inc.                       | MCGRAW-HILL EDUCATION INC 144A 5.750000% 08/01/2028                                  | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39552.34     | 0.02%             | 2028-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SABRE FINANCIAL BORROWER, LLC                     | SABRE FINANCIAL BORROWER LLC 144A 11.125000% 06/15/2029                              | CUSIP: 78573XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $46049.54     | 0.02%             | 2029-06-15      | Fixed         | 11.12%                | Yes           |                  2 | On Loan: No      |
| FINANCE OF AMERICA FUNDING LLC                    | FINANCE OF AMERICA FUNDING LLC 144A 10.000000% 11/30/2029                            | CUSIP: 317386AD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    291000 | PA      | $299428.72    | 0.13%             | 2029-11-30      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| WINDSTREAM SERVICES, LLC                          | WINDSTREAM SERVICES, LLC 10/6/2032                                                   | CUSIP: 97381JAK9<br>LEI: N/A                  | Long             | LON              |  | US        |    185000 | PA      | $184885.30    | 0.08%             | 2032-10-06      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| NUCOR CORPORATION                                 | NUCOR CORP COMMON STOCK                                                              | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               |  | US        |        32 | NS      | $5411.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS, LLC              | ASCENT RESOURCES UTICA HOLDINGS LLC / ARU FINANCE 9.000000% 11/01/2027               | CUSIP: 04364VAK9<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |    482000 | PA      | $562730.18    | 0.24%             | 2027-11-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| LEVEL 3 FINANCING, INC.                           | LEVEL 3 FINANCING INC 144A 8.500000% 01/15/2036                                      | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109558.23    | 0.05%             | 2036-01-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                     | FREEDOM MORTGAGE HOLDINGS LLC 144A 9.250000% 02/01/2029                              | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55747.45     | 0.02%             | 2029-02-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                          | SERVICE PROPERTIES TRUST REIT                                                        | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               |  | US        |     24792 | NS      | $33593.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE PROPERTIES TRUST                          | SERVICE PROPERTIES TRUST 5.500000% 12/15/2027                                        | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   1024000 | PA      | $1025344.93   | 0.44%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LIMITED                         | MINERAL RESOURCES LTD MTN 8.500000% 05/01/2030                                       | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | NUSS              | AU        |     95000 | PA      | $97641.05     | 0.04%             | 2030-05-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                               | NEWFOLD DIGITAL HOLDINGS GROUP INC 144A 11.750000% 04/30/2029                        | CUSIP: 650929AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $35907.30     | 0.02%             | 2029-04-30      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| COREWEAVE, INC.                                   | COREWEAVE INC 144A 9.250000% 06/01/2030                                              | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82591.05     | 0.04%             | 2030-06-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE, INC.                        | BUILDERS FIRSTSOURCE INC COMMON STOCK                                                | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               |  | US        |     17760 | NS      | $1462180.80   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HOLDINGS, LLC                                 | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 144A 4.500000% 08/15/2030               | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $149516.58    | 0.06%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| SPANISH BROADCASTING SYSTEM, INC.                 | SPANISH BROADCASTING SYSTEM INC 144A 9.750000% 03/01/2026                            | CUSIP: 846425AQ9<br>LEI: 5493005DKYB1X4C9LH64 | Long             | DBT              | CORP              | US        |    575000 | PA      | $370875.00    | 0.16%             | 2027-03-31      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| MAD ENGINE GLOBAL, LLC                            | MAD ENGINE GLOBAL, LLC 7/15/2027                                                     | CUSIP: 55616UAB9<br>LEI: N/A                  | Long             | LON              |  | US        |    186503 | PA      | $161511.42    | 0.07%             | 2027-07-15      | Floating      | 10.93%                | No            |                  2 | On Loan: No      |
| Viking Holdings Ltd                               | VIKING HOLDINGS LTD COMMON STOCK                                                     | CUSIP: G93A5A101<br>LEI: 52990032GOPN7BVQMN13 | Short            | EC               |  | US        |     -1395 | NS      | $-102504.60   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| GLOBALFOUNDRIES INC.                              | GLOBALFOUNDRIES INC COMMON STOCK                                                     | CUSIP: G39387108<br>LEI: 549300BA76VK784VMX48 | Long             | EC               |  | US        |     18258 | NS      | $812115.84    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| J. C. PENNEY COMPANY INC.                         | J. C. PENNEY COMPANY INC. 6/21/2024                                                  | CUSIP: 46611NAJ2<br>LEI: N/A                  | Long             | LON              |  | US        |    365566 | PA      | $0.01         | 0.00%             | 2024-06-21      | Floating      | 5.25%                 | No            |                  3 | On Loan: No      |
| ALTICE FINANCING S.A.                             | ALTICE FINANCING SA 144A 5.750000% 08/15/2029                                        | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | NUSS              | LU        |     85000 | PA      | $59505.60     | 0.03%             | 2029-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NEW ALBERTSONS L.P.                               | NEW ALBERTSONS LP 8.700000% 05/01/2030                                               | CUSIP: 013104AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $217750.60    | 0.09%             | 2030-05-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| CORPORATION CAMECO                                | CAMECO CORP COMMON STOCK                                                             | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               |  | US        |      9117 | NS      | $990197.37    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| EXCHANGE OFFER                                    | MAVENIR WARRANTS TIER 1 *                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        25 | NC      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CAESARS ENTERTAINMENT, INC.                       | CAESARS ENTERTAINMENT INC 144A 7.000000% 02/15/2030                                  | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131605.50    | 0.06%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| PAYCHEX, INC.                                     | PAYCHEX INC COMMON STOCK                                                             | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Short            | EC               |  | US        |     -2196 | NS      | $-202295.52   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| CORPORATE ACTION                                  | GUITAR CENTER TRANCHE II WARRANTS 22-Dec-70                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       574 | NC      | $6072.92      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                               | MORGAN STANLEY INSTITUTIONAL LIQUIDITY TREASURY SECURITIES PORTFOLIO                 | CUSIP: 61747C525<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1744875 | NS      | $1744875.09   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| GENESIS ENERGY, L.P.                              | GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP 8.000000% 05/15/2033                 | CUSIP: 37185LAR3<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123995.04    | 0.05%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FORMFACTOR, INC.                                  | FORMFACTOR INC COMMON STOCK                                                          | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Short            | EC               |  | US        |     -1583 | NS      | $-153535.17   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Sprott Physical Uranium Trust                     | SPROTT PHYSICAL URANIUM TR MUTUAL FUND                                               | CUSIP: 85210A104<br>LEI: N/A                  | Long             | EC               |  | CA        |     16246 | NS      | $328169.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| STUBHUB HOLDCO SUB, LLC                           | STUBHUB HOLDCO SUB, LLC 3/15/2030                                                    | CUSIP: 74530DAH8<br>LEI: N/A                  | Long             | LON              |  | US        |    163227 | PA      | $160269.16    | 0.07%             | 2030-03-15      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| NFE FINANCING LLC                                 | NFE FINANCING LLC MTN 12.000000% 11/15/2029                                          | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $124437.50    | 0.05%             | 2029-11-15      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| N/A                                               | XPLORE INC/STONEPEAK FALCON EQUITY CAD SET UP                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | CA        |     11575 | NS      | $141167.64    | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| LAMAR ADVERTISING COMPANY                         | LAMAR ADVERTISING CO-A REIT                                                          | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Short            | EC               |  | US        |     -5631 | NS      | $-713222.46   | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| RADIOLOGY PARTNERS, INC.                          | RADIOLOGY PARTNERS INC 144A 9.781000% 02/15/2030                                     | CUSIP: 75041VAC8<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    518498 | PA      | $473528.58    | 0.20%             | 2030-02-15      | Fixed         | 9.78%                 | Yes           |                  2 | On Loan: No      |
| ALLEGRO MICROSYSTEMS, INC                         | ALLEGRO MICROSYSTEMS INC COMMON STOCK                                                | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               |  | US        |      9070 | NS      | $285977.10    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Versant Media Group, Inc.                         | VERSANT MEDIA GROUP INC COMMON STOCK                                                 | CUSIP: 925283103<br>LEI: 254900D2Q5F5F229PU30 | Long             | EC               |  | US        |     13825 | NS      | $511801.50    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MAVENIR JR DEBT FIXED 1200 7/29/30                | MAVENIR JR DEBT FIXED 1200 7/29/30 7/29/2030                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    192306 | PA      | $192306.21    | 0.08%             | 2030-07-29      | Floating      | 12.00%                | No            |                  3 | On Loan: No      |
| SPROUT SOCIAL, INC.                               | SPROUT SOCIAL INC - CLASS A COMMON STOCK                                             | CUSIP: 85209W109<br>LEI: 254900QE3QH8EBRDOB65 | Short            | EC               |  | US        |    -22545 | NS      | $-128506.50   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| DIVERSIFIED HEALTHCARE TRUST                      | DIVERSIFIED HEALTHCARE TRUST 4.375000% 03/01/2031                                    | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $288827.34    | 0.12%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH, INC.                            | LIFEPOINT HEALTH INC 144A 11.000000% 10/15/2030                                      | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1231413.15   | 0.52%             | 2030-10-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| N/A                                               | SANDVINE_NEWCO COMMON STOCK *                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |     16838 | NS      | $33676.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING, INC.                           | LEVEL 3 FINANCING INC 144A 3.750000% 07/15/2029                                      | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    125000 | PA      | $115937.50    | 0.05%             | 2029-07-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corporation                              | DISH DBS CORP 144A 5.750000% 12/01/2028                                              | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9671.93      | 0.00%             | 2028-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| METHANEX US OPERATIONS INC.                       | METHANEX US OPERATIONS INC 144A 6.250000% 03/15/2032                                 | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $173921.22    | 0.07%             | 2032-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                             | FX Forward Contract: USD/EUR SETTLE 2026-04-16                                       | CUSIP: N/A<br>LEI: 213800IQAOC5HG62T347       | N/A              | DFE              |  | US        |         1 | NC      | $2271.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SABRE GLBL INC.                                   | SABRE GLBL INC 144A 10.750000% 11/15/2029                                            | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42712.25     | 0.02%             | 2029-11-15      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORPORATION                   | MAIN STREET CAPITAL CORP COMMON STOCK                                                | CUSIP: 56035L104<br>LEI: 5493001FS9QJLJNF3E20 | Short            | EC               |  | US        |     -5465 | NS      | $-289426.40   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| DELUXE CORPORATION                                | DELUXE CORP 144A 8.125000% 09/15/2029                                                | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |    185000 | PA      | $192045.54    | 0.08%             | 2029-09-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORPORATION                      | TENET HEALTHCARE CORP 144A 5.500000% 11/15/2032                                      | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54492.72     | 0.02%             | 2032-11-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM, LLC                         | BLUE RACER MIDSTREAM LLC / BLUE RACER FINANCE CORP 7.250000% 07/15/2032              | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $88296.56     | 0.04%             | 2032-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| LEVEL 3 FINANCING, INC.                           | LEVEL 3 FINANCING INC 144A NON TSA 3.625000% 01/15/2029                              | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4687.50      | 0.00%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Coherent Corp.                                    | COHERENT CORP COMMON STOCK                                                           | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Short            | EC               |  | US        |      -222 | NS      | $-52882.62    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORPORATION                            | CVS HEALTH CORP 7.000000% 03/10/2055                                                 | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154588.20    | 0.07%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS, INC.                         | ZAYO GROUP HOLDINGS INC 144A 9.250000% 03/09/2030                                    | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |      7709 | PA      | $7663.83      | 0.00%             | 2030-03-09      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| SPECTRUM GROUP BUYER, INC.                        | SPECTRUM GROUP BUYER, INC. 5/19/2028                                                 | CUSIP: 84762UAB1<br>LEI: N/A                  | Long             | LON              |  | US        |    246194 | PA      | $230016.74    | 0.10%             | 2028-05-19      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LIMITED                         | MINERAL RESOURCES LTD 144A 9.250000% 10/01/2028                                      | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | NUSS              | AU        |    100000 | PA      | $103612.25    | 0.04%             | 2028-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| CASTLE US HOLDING CORPORATION                     | CASTLE US HOLDING CORPORATION 5/31/2030                                              | CUSIP: 14852DAJ0<br>LEI: N/A                  | Long             | LON              |  | US        |    284489 | PA      | $125650.19    | 0.05%             | 2030-05-31      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING, INC.                           | LEVEL 3 FINANCING INC 144A 8.500000% 01/15/2036                                      | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1882000 | PA      | $1963700.84   | 0.83%             | 2036-01-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| monday.com Ltd                                    | MONDAY.COM LTD COMMON STOCK                                                          | CUSIP: M7S64H106<br>LEI: 984500MDAFVD86E3B328 | Short            | EC               |  | US        |     -2373 | NS      | $-163998.03   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| LULULEMON ATHLETICA INC.                          | LULULEMON ATHLETICA INC COMMON STOCK                                                 | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               |  | US        |      3345 | NS      | $512119.50    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | AUDACY CLASS A COMMON *                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |       833 | NS      | $2290.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC.                                | NEXSTAR MEDIA INC 144A 7.250000% 04/15/2034                                          | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40119.07     | 0.02%             | 2034-04-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                               | MOUNTAINEER MERGER CORP COMMON STOCK                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |    440372 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Gray Media, Inc                                   | GRAY MEDIA INC 144A 5.375000% 11/15/2031                                             | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3708.45      | 0.00%             | 2031-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Trivium Packaging Finance B.V.                    | TRIVIUM PACKAGING FINANCE BV 144A 12.250000% 01/15/2031                              | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | NUSS              | NL        |    736000 | PA      | $796873.82    | 0.34%             | 2031-01-15      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| LONG RIDGE ENERGY                                 | LONG RIDGE ENERGY 2/19/2032                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    158800 | PA      | $156815.00    | 0.07%             | 2032-02-19      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| KIRBY CORPORATION                                 | KIRBY CORP COMMON STOCK                                                              | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               |  | US        |     16102 | NS      | $2139633.76   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Studio City Finance Limited                       | STUDIO CITY FINANCE LTD 144A 5.000000% 01/15/2029                                    | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | NUSS              | MO        |    215000 | PA      | $201599.79    | 0.09%             | 2029-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GRAFTECH FINANCE INC.                             | GRAFTECH FINANCE INC 144A 4.625000% 12/23/2029                                       | CUSIP: 384311AC0<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $581997.99    | 0.25%             | 2029-12-23      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| EXCHANGE OFFER                                    | AUDACY SECOND LIEN WARRANT SUBJECT TO BLACK-SCHOLES PROTECTION                       | CUSIP: 05070N129<br>LEI: N/A                  | N/A              | DE               |  | US        |      1009 | NC      | $10.09        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| IRON MOUNTAIN INCORPORATED                        | IRON MOUNTAIN INC REIT                                                               | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Short            | EC               |  | US        |      -983 | NS      | $-100403.62   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                      | MONDELEZ INTERNATIONAL INC-A COMMON STOCK                                            | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Short            | EC               |  | US        |     -8494 | NS      | $-489594.16   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GROUP INC.                                | OMNICOM GROUP COMMON STOCK                                                           | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Short            | EC               |  | US        |     -6554 | NS      | $-493581.74   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| NEPTUNE BIDCO US INC.                             | NEPTUNE BIDCO US INC 144A 9.500000% 02/15/2033                                       | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |   2458000 | PA      | $2384847.46   | 1.01%             | 2033-02-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| KINDER MORGAN, INC.                               | KINDER MORGAN INC COMMON STOCK                                                       | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               |  | US        |     23090 | NS      | $774207.70    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                 | CAPITAL ONE FINANCIAL CORP COMMON STOCK                                              | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Short            | EC               |  | US        |     -2733 | NS      | $-498581.19   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| WYNN RESORTS FINANCE, LLC                         | WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CO 6.250000% 03/15/2033              | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14843.99     | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| RESMED INC.                                       | RESMED INC COMMON STOCK                                                              | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Short            | EC               |  | US        |     -3433 | NS      | $-770639.84   | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Freshworks Inc                                    | FRESHWORKS INC-CL A COMMON STOCK                                                     | CUSIP: 358054104<br>LEI: 254900ULRGCUEIK0K191 | Short            | EC               |  | US        |    -21845 | NS      | $-175415.35   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | LANNETT COMMON STOCK *                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |     15243 | NS      | $181391.70    | 0.08%             |  |  |  | No            |                  3 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG, LLC               | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A 7.500000% 05/01/2033                         | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     85000 | PA      | $93432.34     | 0.04%             | 2033-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR CO., LTD.                            | NISSAN MOTOR CO LTD 144A 8.125000% 07/17/2035                                        | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | NUSS              | JP        |    110000 | PA      | $113172.55    | 0.05%             | 2035-07-17      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| DIGICEL 7/25                                      | DIGICEL 7/25 8/6/2032                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    140000 | PA      | $139679.40    | 0.06%             | 2032-08-06      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| SM ENERGY COMPANY                                 | SM ENERGY CO 144A 8.625000% 11/01/2030                                               | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105508.60    | 0.04%             | 2030-11-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Transocean International Limited                  | TRANSOCEAN INTERNATIONAL LTD 144A 8.250000% 05/15/2029                               | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | NUSS              | US        |     60000 | PA      | $61995.24     | 0.03%             | 2029-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                               | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                                         | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   3412501 | NS      | $3412500.65   | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| BEASLEY MEZZANINE HOLDINGS, LLC                   | BEASLEY MEZZANINE HOLDINGS LLC 144A 9.200000% 08/01/2028                             | CUSIP: 07403VAB5<br>LEI: 549300VK8LJV1TK18D38 | Long             | DBT              | CORP              | US        |    622000 | PA      | $230140.00    | 0.10%             | 2028-08-01      | Fixed         | 9.20%                 | Yes           |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSUER TRUST                     | MIDCAP FINANCIAL ISSUER TRUST 144A 5.625000% 01/15/2030                              | CUSIP: 59590AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $83867.40     | 0.04%             | 2030-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ZIPRECRUITER, INC.                                | ZIPRECRUITER INC 144A 5.000000% 01/15/2030                                           | CUSIP: 98980BAA1<br>LEI: 549300HLOVNNFCY2IV80 | Long             | DBT              | CORP              | US        |    210000 | PA      | $120958.64    | 0.05%             | 2030-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SHAKE SHACK INC.                                  | SHAKE SHACK INC - CLASS A COMMON STOCK                                               | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Short            | EC               |  | US        |     -4688 | NS      | $-414747.36   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| LEVEL 3 FINANCING, INC.                           | LEVEL 3 FINANCING INC 144A 3.750000% 07/15/2029                                      | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1483000 | PA      | $1375482.50   | 0.58%             | 2029-07-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS, LLC                | VENTURE GLOBAL CALCASIEU PASS LLC 144A 3.875000% 11/01/2033                          | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17721.93     | 0.01%             | 2033-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                             | FX Forward Contract: USD/CAD SETTLE 2026-04-16                                       | CUSIP: N/A<br>LEI: 213800IQAOC5HG62T347       | N/A              | DFE              |  | US        |         1 | NC      | $3959.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                            | MCDONALD'S CORP COMMON STOCK                                                         | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Short            | EC               |  | US        |     -2570 | NS      | $-798730.30   | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| HILCORP ENERGY I, L.P.                            | HILCORP ENERGY I LP / HILCORP FINANCE CO 144A 7.250000% 02/15/2035                   | CUSIP: 431318BG8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144552.60    | 0.06%             | 2035-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| EXPAND ENERGY CORPORATION                         | CHESAPEAKE ENERGY CORP ESCROW 165167DB0                                              | CUSIP: 165167DB0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    170000 | PA      | $0.01         | 0.00%             | 2049-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| SOFI TECHNOLOGIES, INC.                           | SOFI TECHNOLOGIES INC COMMON STOCK                                                   | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Short            | EC               |  | US        |    -14193 | NS      | $-225384.84   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| ASURION, LLC                                      | ASURION LLC/ ASURION CO-ISSUER INC 144A 8.375000% 02/01/2034                         | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |   1126000 | PA      | $1093191.08   | 0.46%             | 2034-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| THE CHEMOURS COMPANY                              | CHEMOURS CO/THE 144A 4.625000% 11/15/2029                                            | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1434765.46   | 0.61%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US, INC.                     | ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE 5.000000% 05/01/2028              | CUSIP: 46206AAE2<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37361.88     | 0.02%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| UNITI SERVICES LLC                                | UNITI GROUP LP / UNITI GROUP FINANCE 2019 INC / CS 6.500000% 02/15/2029              | CUSIP: 91327BAA8<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58274.31     | 0.02%             | 2029-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corporation                              | DISH DBS CORP 7.750000% 07/01/2026                                                   | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $34831.03     | 0.01%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS, LLC                                 | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 144A 4.250000% 02/01/2031               | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $113931.83    | 0.05%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| GOLAR LNG LIMITED                                 | GOLAR LNG LTD COMMON STOCK                                                           | CUSIP: G9456A100<br>LEI: 213800C2VSFZG3EZLO34 | Long             | EC               |  | US        |     14932 | NS      | $807970.52    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ZAYO GROUP HOLDINGS, INC.                         | ZAYO GROUP HOLDINGS INC 144A 13.750000% 09/09/2030                                   | CUSIP: 98919VAD7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    163105 | PA      | $152336.81    | 0.06%             | 2030-09-09      | Fixed         | 13.75%                | Yes           |                  2 | On Loan: No      |
| RAIN CARBON INC.                                  | RAIN CARBON INC 144A 12.250000% 09/01/2029                                           | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |    310000 | PA      | $318943.19    | 0.14%             | 2029-09-01      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM, LLC                         | BLUE RACER MIDSTREAM LLC / BLUE RACER FINANCE CORP 7.000000% 07/15/2029              | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $87810.95     | 0.04%             | 2029-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION                             | CMG MEDIA CORP 144A 8.875000% 06/18/2029                                             | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $259400.40    | 0.11%             | 2029-06-18      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE US, INC.                                 | T-MOBILE US INC COMMON STOCK                                                         | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Short            | EC               |  | US        |     -2795 | NS      | $-587033.85   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                                         | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2785587 | NS      | $2785586.59   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIPLEPOINT VENTURE GROWTH BDC CORP.              | TRIPLEPOINT VENTURE GROWTH B COMMON STOCK                                            | CUSIP: 89677Y100<br>LEI: 549300ATPBY6JIFH9Z88 | Short            | EC               |  | US        |    -26603 | NS      | $-132748.97   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | NORTH SEA NATURAL RESOURCES CONVERTIBLE BOND PHYSI *                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      5446 | PA      | $0.54         | 0.00%             | 2028-01-23      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| THE KRAFT HEINZ COMPANY                           | KRAFT HEINZ CO/THE COMMON STOCK                                                      | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Short            | EC               |  | US        |     -9014 | NS      | $-202724.86   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| OAKEAGLE ACQ. TL 3/24/2033                        | OAKEAGLE ACQ. TL 3/24/2033 3/24/2033                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     50000 | PA      | $49687.50     | 0.02%             | 2033-03-24      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET GROUP, INC.                           | AVIS BUDGET GROUP INC COMMON STOCK                                                   | CUSIP: N/A<br>LEI: 529900E95812SYWMCE44       | Short            | EC               |  | US        |      -710 | NS      | $-103553.50   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| ACRISURE, LLC                                     | ACRISURE, LLC 11/6/2030                                                              | CUSIP: 00488PAV7<br>LEI: N/A                  | Long             | LON              |  | US        |    187789 | PA      | $181638.79    | 0.08%             | 2030-11-06      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA), INC.              | UNITED RENTALS NORTH AMERICA INC 4.000000% 07/15/2030                                | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142480.58    | 0.06%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC                            | BRIGHTSTAR LOTTERY PLC/ BRIGHTSTAR GLOBAL SOLUTION 5.750000% 01/15/2033              | CUSIP: 108922AA3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | NUSS              | GB        |    150000 | PA      | $145811.54    | 0.06%             | 2033-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ARCTIC CANADIAN DIAMOND COMPANY LTD.              | ARCTIC CANADIAN DIAMOND COMPANY LTD. 6/30/2026                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    178370 | PA      | $135383.02    | 0.06%             | 2026-06-30      | Floating      | 4.26%                 | No            |                  3 | On Loan: No      |
| N/A                                               | CORNERSTONE CHEMICAL CO LLC 144A 10.000000% 05/07/2029                               | CUSIP: 21925AAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    728653 | PA      | $728653.00    | 0.31%             | 2029-05-07      | Fixed         | 10.00%                | Yes           |                  3 | On Loan: No      |
| HEALTHCARE REALTY TRUST INCORPORATED              | HEALTHCARE REALTY TRUST INC REIT                                                     | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               |  | US        |     86451 | NS      | $1468802.49   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT-MCMORAN INC.                             | FREEPORT-MCMORAN INC COMMON STOCK                                                    | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               |  | US        |     35465 | NS      | $2084632.70   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| UNDER ARMOUR, INC.                                | UNDER ARMOUR INC-CLASS A COMMON STOCK                                                | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               |  | US        |    162022 | NS      | $957550.02    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIOS US FINANCE COMPANY, INC.                  | CLARIOS GLOBAL LP / CLARIOS US FINANCE CO 144A 6.750000% 05/15/2028                  | CUSIP: 18060TAC9<br>LEI: 549300QHLDSIXVFWH611 | Long             | DBT              | NUSS              | US        |     47000 | PA      | $47457.36     | 0.02%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ASURION LLC                                       | ASURION LLC 9/19/2030                                                                | CUSIP: 04649VBD1<br>LEI: N/A                  | Long             | LON              |  | US        |    138073 | PA      | $136495.29    | 0.06%             | 2030-09-19      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS COMPANY                         | COMMERCIAL METALS CO COMMON STOCK                                                    | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               |  | US        |      3227 | NS      | $198234.61    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Duolingo Inc                                      | DUOLINGO COMMON STOCK                                                                | CUSIP: 26603R106<br>LEI: N/A                  | Short            | EC               |  | US        |     -2035 | NS      | $-200589.95   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC.                      | BAUSCH HEALTH COS INC 144A 4.875000% 06/01/2028                                      | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | NUSS              | CA        |     95000 | PA      | $86992.45     | 0.04%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                               | LIBERTY INTERACTIVE LLC 3.750000% 02/15/2030                                         | CUSIP: 530715AL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    412342 | PA      | $12370.25     | 0.01%             | 2030-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REORGANIZED MOBILEUM ACQUISITIONCO LLC            | REORGANIZED MOBILEUM ACQUISITIONCO LLC 9/11/2029                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    245765 | PA      | $221188.65    | 0.09%             | 2029-09-11      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| DISCOVERY GLOBAL HOLDINGS, INC.                   | DISCOVERY GLOBAL HOLDINGS INC 4.279000% 03/15/2032                                   | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39825.00     | 0.02%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| THE VITA COCO COMPANY, INC.                       | VITA COCO CO INC/THE COMMON STOCK                                                    | CUSIP: 92846Q107<br>LEI: 54930020WXOAWHR85Y25 | Short            | EC               |  | US        |     -3751 | NS      | $-179710.41   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| CENTURY ALUMINUM COMPANY                          | CENTURY ALUMINUM COMPANY COMMON STOCK                                                | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               |  | US        |     43262 | NS      | $2539046.78   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ANALOG DEVICES, INC.                              | ANALOG DEVICES INC COMMON STOCK                                                      | CUSIP: N/A<br>LEI: GYVOE5EZ4GDAVTU4CQ61       | Long             | EC               |  | US        |       879 | NS      | $279645.06    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN RESOURCES, INC.                          | FRANKLIN RESOURCES INC COMMON STOCK                                                  | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               |  | US        |     68812 | NS      | $1625339.44   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| CD&R SMOKEY BUYER, INC.                           | CD&R SMOKEY BUYER INC / RADIO SYSTEMS CORP 144A 9.500000% 10/15/2029                 | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    934000 | PA      | $794475.18    | 0.34%             | 2029-10-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                 | INEOS FINANCE PLC 144A 7.500000% 04/15/2029                                          | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | NUSS              | LU        |     80000 | PA      | $77608.67     | 0.03%             | 2029-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| MOUNTAINEER MERGER CORPORATION                    | MOUNTAINEER MERGER CORPORATION 6/16/2030                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    306176 | PA      | $306175.91    | 0.13%             | 2030-06-16      | Floating      | 11.70%                | No            |                  3 | On Loan: No      |
| BRK : MONTGOMERY/BANK OF AMERICA                  | Credit Default Swap                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1584000 | NC      | $-83108.84    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES, INC.                          | LUMEN TECHNOLOGIES INC 7.650000% 03/15/2042                                          | CUSIP: 156700AT3<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    175000 | PA      | $160562.50    | 0.07%             | 2042-03-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES, INC.                 | PENNYMAC FINANCIAL SERVICES INC 144A 5.750000% 09/15/2031                            | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    335000 | PA      | $309951.25    | 0.13%             | 2031-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PUBLICIS GROUPE S.A.                              | PUBLICIS GROUPE COMMON STOCK                                                         | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Short            | EC               |  | FR        |     -5519 | NS      | $-455364.97   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| CSC HOLDINGS, LLC                                 | CSC HOLDINGS LLC 144A 6.500000% 02/01/2029                                           | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    115000 | PA      | $73302.73     | 0.03%             | 2029-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| RH                                                | RH COMMON STOCK                                                                      | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               |  | US        |      6904 | NS      | $965317.28    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| SentinelOne Inc                                   | SENTINELONE INC -CLASS A COMMON STOCK                                                | CUSIP: 81730H109<br>LEI: 984500DCD44DBF954221 | Long             | EC               |  | US        |     25079 | NS      | $323017.52    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ROUTE 66 DEVELOPMENT AUTHORITY                    | ROUTE 66 DEVELOPMENT AUTHORITY 1/24/2031                                             | CUSIP: 77929HAB4<br>LEI: N/A                  | Long             | LON              |  | US        |    173815 | PA      | $172076.63    | 0.07%             | 2031-01-24      | Floating      | 12.67%                | No            |                  3 | On Loan: No      |
| CROWN CASTLE INC.                                 | CROWN CASTLE INC REIT                                                                | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |     13561 | NS      | $1102644.91   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Team Health 1/26 Cov-Lite TLB                     | Team Health 1/26 Cov-Lite TLB 6/30/2028                                              | CUSIP: 87817JAJ7<br>LEI: N/A                  | Long             | LON              |  | US        |    188550 | PA      | $187607.25    | 0.08%             | 2028-06-30      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS, INC.                    | UNITED AIRLINES HOLDINGS INC 5.375000% 03/01/2031                                    | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    195000 | PA      | $190966.76    | 0.08%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                               | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                                         | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1282184 | NS      | $1282183.68   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPAND ENERGY CORPORATION                         | CHESAPEAKE ENERGY CORP ESCROW 165167DA2                                              | CUSIP: 165167DA2<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     55000 | PA      | $5.50         | 0.00%             | 2049-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC.                     | UNIVISION COMMUNICATIONS INC 144A 4.500000% 05/01/2029                               | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    105000 | PA      | $98646.61     | 0.04%             | 2029-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                               | LIBERTY INTERACTIVE LLC 4.000000% 11/15/2029                                         | CUSIP: 530715AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53911 | PA      | $2156.43      | 0.00%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORPORATION                      | TENET HEALTHCARE CORP 6.750000% 05/15/2031                                           | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15332.00     | 0.01%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WORKIVA INC.                                      | WORKIVA INC COMMON STOCK                                                             | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Short            | EC               |  | US        |     -6306 | NS      | $-376026.78   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| FRESH DEL MONTE PRODUCE INC.                      | FRESH DEL MONTE PRODUCE INC COMMON STOCK                                             | CUSIP: G36738105<br>LEI: 529900I72V9F0FEZR228 | Short            | EC               |  | US        |     -1245 | NS      | $-50123.70    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ARES MANAGEMENT CORPORATION                       | ARES MANAGEMENT CORP - A COMMON STOCK                                                | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Short            | EC               |  | US        |     -6607 | NS      | $-720823.70   | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | CARESTREAM HEALTH HOLDINGS INC *                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |      5876 | NS      | $80971.28     | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| DAVITA INC.                                       | DAVITA INC 144A 3.750000% 02/15/2031                                                 | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    115000 | PA      | $105448.85    | 0.04%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| GRUBHUB HOLDINGS INC.                             | GRUBHUB HOLDINGS INC 144A 13.000000% 07/31/2030                                      | CUSIP: 40010PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    486675 | PA      | $382698.54    | 0.16%             | 2030-07-31      | Fixed         | 13.00%                | Yes           |                  2 | On Loan: No      |
| Ion Platform 9/25 (USD) Cov-Lite TL               | Ion Platform 9/25 (USD) Cov-Lite TL 9/30/2032                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     48029 | PA      | $38395.97     | 0.02%             | 2032-09-30      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HOLDINGS, INC.                  | AMC ENTERTAINMENT HOLDINGS INC 144A 7.500000% 02/15/2029                             | CUSIP: 00165CBA1<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |    160000 | PA      | $113838.69    | 0.05%             | 2029-02-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| EXCHANGE OFFER                                    | TACORA - TAKEBACK WARRANT PURCHASE *                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      3403 | NC      | $3403.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS, LLC                | VENTURE GLOBAL CALCASIEU PASS LLC 144A 4.125000% 08/15/2031                          | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    125000 | PA      | $115950.69    | 0.05%             | 2031-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                               | MAVENIR CONVERTS FIXED 2000 12/31/25 TRS *                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    183021 | PA      | $411201.21    | 0.17%             | 2026-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| HUBBARD RADIO, LLC                                | HUBBARD RADIO, LLC 9/30/2027                                                         | CUSIP: 44344HAK1<br>LEI: N/A                  | Long             | LON              |  | US        |    183393 | PA      | $55934.87     | 0.02%             | 2027-09-30      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| N/A                                               | ENVISION HEALTHCARE CORP EQUITY A/C # 0000010468 (SIIT-OPP)                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |     28581 | NS      | $483018.90    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS, LLC                       | AXALTA COATING SYSTEMS LLC 144A 3.375000% 02/15/2029                                 | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141924.96    | 0.06%             | 2029-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| BLACKLINE, INC                                    | BLACKLINE INC COMMON STOCK                                                           | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Short            | EC               |  | US        |    -10325 | NS      | $-382025.00   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| INNOPHOS HOLDINGS, INC.                           | INNOPHOS HOLDINGS INC 144A 11.500000% 06/15/2029                                     | CUSIP: 45774NAD0<br>LEI: XQ0331QX53IRX25OY417 | Long             | DBT              | CORP              | US        |    440000 | PA      | $364100.00    | 0.15%             | 2029-06-15      | Fixed         | 11.50%                | Yes           |                  2 | On Loan: No      |
| PENN Entertainment, Inc.                          | PENN ENTERTAINMENT INC 144A 6.750000% 04/01/2031                                     | CUSIP: 707569AY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    983000 | PA      | $954708.38    | 0.41%             | 2031-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MCCORMICK & COMPANY, INCORPORATED                 | MCCORMICK & CO-NON VTG SHRS COMMON STOCK                                             | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Short            | EC               |  | US        |     -5036 | NS      | $-254015.84   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE PROPERTIES TRUST                          | SERVICE PROPERTIES TRUST 4.375000% 02/15/2030                                        | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    230000 | PA      | $204244.66    | 0.09%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC                                      | PETSMART LLC / PETSMART FINANCE CORP 144A 10.000000% 09/15/2033                      | CUSIP: 71677KAD0<br>LEI: 894500NGJMHSFNESGA67 | Long             | DBT              | CORP              | US        |   1146000 | PA      | $1143367.87   | 0.49%             | 2033-09-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| N/A                                               | SILVER AIRWAYS LLC 31-Dec-27                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    852592 | PA      | $0.01         | 0.00%             | 2027-12-31      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC.                  | STANDARD BUILDING SOLUTIONS INC 144A 5.875000% 03/15/2034                            | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    135000 | PA      | $130165.53    | 0.06%             | 2034-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Baffinland Iron Mines Corporation                 | BAFFINLAND IRON MINES CORP / BAFFINLAND IRON MINES 8.750000% 07/15/2026              | CUSIP: 056623AA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |    385000 | PA      | $340886.32    | 0.14%             | 2026-07-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE, LLC                         | WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CO 7.125000% 02/15/2031              | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $157236.75    | 0.07%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| CORPORATE ACTION                                  | GUITAR CENTER TRANCHE III WARRANTS 22-Dec-70                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        47 | NC      | $497.26       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CLEAR SECURE, INC.                                | CLEAR SECURE INC -CLASS A COMMON STOCK                                               | CUSIP: 18467V109<br>LEI: N/A                  | Short            | EC               |  | US        |     -3935 | NS      | $-190493.35   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| MOELIS & COMPANY                                  | MOELIS & CO - CLASS A COMMON STOCK                                                   | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               |  | US        |      8963 | NS      | $510891.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERGENT BIOSOLUTIONS INC.                        | EMERGENT BIOSOLUTIONS INC 144A 3.875000% 08/15/2028                                  | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |   1384000 | PA      | $1167779.52   | 0.50%             | 2028-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MUVICO, LLC                                       | MUVICO LLC 144A 15.000000% 02/19/2029                                                | CUSIP: 62844JAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $85327.25     | 0.04%             | 2029-02-19      | Fixed         | 15.00%                | Yes           |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                     | NIDDA HEALTHCARE HOLDING GMBH 144A VARIABLE RATE 10/15/2032                          | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | NUSS              | DE        |    100000 | PA      | $114303.54    | 0.05%             | 2032-10-15      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| LIBBEY GLASS LLC                                  | LIBBEY GLASS LLC 11/22/2027                                                          | CUSIP: 52989XAC7<br>LEI: N/A                  | Long             | LON              |  | US        |    437035 | PA      | $413434.95    | 0.18%             | 2027-11-22      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| DOMTAR CORPORATION                                | DOMTAR CORP 144A 6.750000% 10/01/2028                                                | CUSIP: 70478JAA2<br>LEI: XYSIJOU3HNVROZWNA008 | Long             | DBT              | CORP              | US        |    170000 | PA      | $110500.00    | 0.05%             | 2028-10-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                               | XPLORE INC/STONEPEAK FALCON CVR *                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |       869 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                               | MERGER FUND-I MUTUAL FUND                                                            | CUSIP: 589509207<br>LEI: N/A                  | Long             | EC               |  | US        |   2512579 | NS      | $42939981.06  | 18.26%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | GUITAR CENTER NEW COMMON SHARES *                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |      2167 | NS      | $178214.08    | 0.08%             |  |  |  | No            |                  3 | On Loan: No      |
| WYNN LAS VEGAS, LLC                               | WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP 1 5.250000% 05/15/2027              | CUSIP: 983130AX3<br>LEI: 2549002X45DR4UI7NA62 | Long             | DBT              | CORP              | US        |   2469000 | PA      | $2460216.53   | 1.05%             | 2027-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY, INC.                                  | NRG ENERGY INC 144A 5.750000% 01/15/2034                                             | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29592.73     | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| UNITI SERVICES LLC                                | UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CA 6.000000% 01/15/2030              | CUSIP: 91327AAB8<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75246.13     | 0.03%             | 2030-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corporation                              | DISH DBS CORP 5.125000% 06/01/2029                                                   | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $17872.44     | 0.01%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                               | SYNIVERSE PREFERRED STOCK RESTRICTED *                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               |  | US        |    672156 | NS      | $660057.58    | 0.28%             |  |  |  | No            |                  3 | On Loan: No      |
| LBM ACQUISITION, LLC                              | LBM ACQUISITION LLC 144A 9.500000% 06/15/2031                                        | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60931.26     | 0.03%             | 2031-06-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| UNITI SERVICES LLC                                | UNITI GROUP LP / UNITI GROUP FINANCE 2019 INC / CS 6.500000% 02/15/2029              | CUSIP: 91327BAA8<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |   2116000 | PA      | $2055140.75   | 0.87%             | 2029-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| OID-OL INTERMEDIATE I 5/25 TL2                    | OID-OL INTERMEDIATE I 5/25 TL2 2/1/2029                                              | CUSIP: 67089SAD3<br>LEI: N/A                  | Long             | LON              |  | US        |    259970 | PA      | $171114.63    | 0.07%             | 2029-02-01      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| VACO HOLDINGS, LLC                                | VACO HOLDINGS, LLC 1/22/2029                                                         | CUSIP: 91865FAJ8<br>LEI: N/A                  | Long             | LON              |  | US        |    212294 | PA      | $137371.41    | 0.06%             | 2029-01-22      | Floating      | 8.85%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                             | LONG RIDGE ENERGY LLC 144A 8.750000% 02/15/2032                                      | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |   3678000 | PA      | $3858637.61   | 1.64%             | 2032-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| MEDLINE BORROWER, LP                              | MEDLINE BORROWER LP 144A 3.875000% 04/01/2029                                        | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125757.03    | 0.05%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| LEVEL 3 FINANCING, INC.                           | LEVEL 3 FINANCING INC 144A 3.625000% 01/15/2029                                      | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    218000 | PA      | $204375.00    | 0.09%             | 2029-01-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| CROCS, INC.                                       | CROCS INC 144A 4.250000% 03/15/2029                                                  | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |   1622000 | PA      | $1556821.07   | 0.66%             | 2029-03-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ARBOR REALTY SR, INC.                             | ARBOR REALTY SR INC 144A 8.500000% 12/15/2028                                        | CUSIP: 03881NAL1<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113020.00    | 0.05%             | 2028-12-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corporation                              | DISH DBS CORP 144A 5.250000% 12/01/2026                                              | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $64442.52     | 0.03%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ZAYO 9/25 (USD) TL                                | ZAYO 9/25 (USD) TL 3/11/2030                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    297159 | PA      | $291317.10    | 0.12%             | 2030-03-11      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO.                                     | ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV 1 4.125000% 04/30/2028              | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |   1227000 | PA      | $1190623.70   | 0.51%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                        | AMERICAN TOWER CORP REIT                                                             | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |      1470 | NS      | $253692.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                                         | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   4721872 | NS      | $4721871.70   | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | MOUNTAIN PROVINCE DIAMONDS INC 144A 9.000000% 12/15/2027                             | CUSIP: 62426EAB1<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |    223000 | PA      | $201324.40    | 0.09%             | 2027-12-15      | Fixed         | 9.00%                 | Yes           |                  3 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.550000% 06/01/2034              | CUSIP: 161175CR3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124578.47    | 0.05%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                             | MICROSOFT CORP COMMON STOCK                                                          | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Short            | EC               |  | US        |     -1234 | NS      | $-456789.78   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| IHEARTCOMMUNICATIONS, INC.                        | IHEARTCOMMUNICATIONS INC 144A 7.750000% 08/15/2030                                   | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |   1478000 | PA      | $1176711.74   | 0.50%             | 2030-08-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS, INC.                          | RADIOLOGY PARTNERS INC 144A 8.500000% 07/15/2032                                     | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187565.95    | 0.08%             | 2032-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| EMBECTA CORP.                                     | EMBECTA CORP 144A 6.750000% 02/15/2030                                               | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    155000 | PA      | $144923.45    | 0.06%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BMC Software 1/25 (USD) TLB                       | BMC Software 1/25 (USD) TLB 7/30/2031                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    111919 | PA      | $103490.44    | 0.04%             | 2031-07-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| TOAST, INC.                                       | TOAST INC-CLASS A COMMON STOCK                                                       | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Short            | EC               |  | US        |    -15688 | NS      | $-415888.88   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY INTERACTIVE LLC                           | LIBERTY INTERACTIVE LLC 8.250000% 02/01/2030                                         | CUSIP: 530715AJ0<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |    430000 | PA      | $16000.68     | 0.01%             | 2030-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                         | AT&T INC COMMON STOCK                                                                | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Short            | EC               |  | US        |    -20335 | NS      | $-589511.65   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| HORIZON TECHNOLOGY FINANCE CORPORATION            | HORIZON TECHNOLOGY FINANCE C COMMON STOCK                                            | CUSIP: 44045A102<br>LEI: N/A                  | Short            | EC               |  | US        |    -36246 | NS      | $-152595.66   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS, LLC             | HOWARD MIDSTREAM ENERGY PARTNERS LLC 144A 7.375000% 07/15/2032                       | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $129255.88    | 0.05%             | 2032-07-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD.                       | FIRST QUANTUM MINERALS LTD 144A 8.625000% 06/01/2031                                 | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | NUSS              | ZM        |    150000 | PA      | $155526.60    | 0.07%             | 2031-06-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| WELLFUL INC.                                      | WELLFUL INC. 10/19/2030                                                              | CUSIP: 94950EAG7<br>LEI: N/A                  | Long             | LON              |  | US        |    395896 | PA      | $349378.16    | 0.15%             | 2030-10-19      | Floating      | 10.21%                | No            |                  2 | On Loan: No      |
| HARMONY GOLD MINING COMPANY LIMITED               | HARMONY GOLD MNG-SPON ADR DEPOSITARY RECEIPT                                         | CUSIP: 413216300<br>LEI: 378900986D05F0C29811 | Long             | EC               |  | US        |    126693 | NS      | $1947271.41   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| YELP INC.                                         | YELP INC COMMON STOCK                                                                | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Short            | EC               |  | US        |     -8109 | NS      | $-200616.66   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Magnera Corporation                               | MAGNERA CORP 144A 7.250000% 11/15/2031                                               | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    563000 | PA      | $521112.80    | 0.22%             | 2031-11-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                       | VERIZON COMMUNICATIONS INC COMMON STOCK                                              | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               |  | US        |      9759 | NS      | $489901.80    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ICAHN ENTERPRISES L.P.                            | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE C 9.000000% 06/15/2030              | CUSIP: 451102CJ4<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    310000 | PA      | $290719.64    | 0.12%             | 2030-06-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT, INC.                        | JACOBS ENTERTAINMENT INC 144A 6.750000% 02/15/2029                                   | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |    165000 | PA      | $154275.00    | 0.07%             | 2029-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| INTAPP, INC.                                      | INTAPP INC COMMON STOCK                                                              | CUSIP: 45827U109<br>LEI: 529900NMU89HO9PL5020 | Short            | EC               |  | US        |     -6922 | NS      | $-177826.18   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| MATRIX PARENT, INC.                               | MATRIX PARENT INC *                                                                  | CUSIP: N/A<br>LEI: 2549009K043518TH7A68       | Long             | EC               |  | US        |     10548 | NS      | $100206.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TRAVELPORT FINANCE (LUXEMBOURG) S.A.R.L.          | TRAVELPORT FINANCE (LUXEMBOURG) S.A.R.L. 9/30/2028                                   | CUSIP: L9308UAU4<br>LEI: N/A                  | Long             | LON              |  | US        |    240552 | PA      | $179030.77    | 0.08%             | 2028-09-30      | Floating      | 10.92%                | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                          | SERVICE PROPERTIES TRUST 8.875000% 06/15/2032                                        | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   1123000 | PA      | $1113048.15   | 0.47%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| PETSMART INC TL B                                 | PETSMART INC TL B 8/18/2032                                                          | CUSIP: 71677HAN5<br>LEI: N/A                  | Long             | LON              |  | US        |    104604 | PA      | $103793.59    | 0.04%             | 2032-08-18      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OPERATING CORPORATION             | GULFPORT ENERGY OPERATING CORP 144A 6.750000% 09/01/2029                             | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    623000 | PA      | $637154.56    | 0.27%             | 2029-09-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| THE CHEMOURS COMPANY                              | CHEMOURS CO/THE 144A 7.875000% 03/15/2034                                            | CUSIP: 163851AL2<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    652000 | PA      | $651810.46    | 0.28%             | 2034-03-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                               | LIFESCAN COMMON STOCK *                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |      2843 | NS      | $83157.75     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MCAFEE 12/24 TLB                                  | MCAFEE 12/24 TLB 3/1/2029                                                            | CUSIP: 57906HAF4<br>LEI: N/A                  | Long             | LON              |  | US        |    150815 | PA      | $134225.37    | 0.06%             | 2029-03-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS, INC.                           | BATH & BODY WORKS INC 6.750000% 07/01/2036                                           | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    155000 | PA      | $148624.29    | 0.06%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| XPLORE INC.                                       | XPLORE INC. 10/24/2029                                                               | CUSIP: C9875EAB5<br>LEI: N/A                  | Long             | LON              |  | US        |     63127 | PA      | $57051.25     | 0.02%             | 2029-10-24      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| XPLORE INC.                                       | XPLORE INC. 10/24/2031                                                               | CUSIP: C9875EAC3<br>LEI: N/A                  | Long             | LON              |  | US        |    205342 | PA      | $129622.35    | 0.06%             | 2031-10-24      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| iShares Russell 2000 ETF                          | ISHARES RUSSELL 2000 ETF MUTUAL FUND                                                 | CUSIP: 464287655<br>LEI: N/A                  | Short            | EC               | RF                | US        |     -8136 | NS      | $-2017728.00  | -0.86%            |  |  |  | No            |                  1 | On Loan: No      |
| KIRBY CORP                                        | KIRBY CORP COMMON STOCK                                                              | CUSIP: 497266106<br>LEI: N/A                  | Short            | EC               |  | US        |     -1991 | NS      | $-264564.08   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Viking Cruises Ltd                                | VIKING CRUISES LTD 144A 5.875000% 10/15/2033                                         | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | NUSS              | US        |    115000 | PA      | $113540.86    | 0.05%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                               | AVAYA INC (1145 SHARES) *                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |     13045 | NS      | $185891.25    | 0.08%             |  |  |  | No            |                  3 | On Loan: No      |
| Quickrete 2/25 Cov-Lite                           | Quickrete 2/25 Cov-Lite 4/14/2031                                                    | CUSIP: 74839XAM1<br>LEI: N/A                  | Long             | LON              |  | US        |     99301 | PA      | $99086.45     | 0.04%             | 2031-04-14      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| FORTREA HOLDINGS INC.                             | FORTREA HOLDINGS INC 144A 7.500000% 07/01/2030                                       | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |    122000 | PA      | $115619.40    | 0.05%             | 2030-07-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BLUE OWL CAPITAL INC.                             | BLUE OWL CAPITAL INC COMMON STOCK                                                    | CUSIP: 09581B103<br>LEI: N/A                  | Short            | EC               |  | US        |    -77157 | NS      | $-704443.41   | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING, INC.                   | AUTOMATIC DATA PROCESSING COMMON STOCK                                               | CUSIP: N/A<br>LEI: HGBOLILQXWER4SAL2I23       | Short            | EC               |  | US        |     -1804 | NS      | $-366536.72   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| BELLIS ACQUISITION COMPANY PLC                    | BELLIS ACQUISITION CO PLC 144A 8.125000% 05/14/2030                                  | CUSIP: ZB7830837<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | NUSS              | GB        |    110000 | PA      | $133767.66    | 0.06%             | 2030-05-14      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                     | VISTRA OPERATIONS CO LLC 144A 6.875000% 04/15/2032                                   | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103494.74    | 0.04%             | 2032-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Transocean International Limited                  | TRANSOCEAN INTERNATIONAL LTD 144A 8.500000% 05/15/2031                               | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | NUSS              | US        |     65000 | PA      | $68171.87     | 0.03%             | 2031-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| LFSN Holdco/Lifescan 12/2                         | LFSN Holdco/Lifescan 12/2 12/8/2030                                                  | CUSIP: 53000BAB0<br>LEI: N/A                  | Long             | LON              |  | US        |    362307 | PA      | $361100.11    | 0.15%             | 2030-12-08      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO, INC.                         | OAK-EAGLE ACQUIRECO INC 144A 7.250000% 07/01/2033                                    | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    346000 | PA      | $358488.67    | 0.15%             | 2033-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ZIONS BANCORPORATION, NATIONAL ASSOCIATION        | ZIONS BANCORP NA COMMON STOCK                                                        | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               |  | US        |     14019 | NS      | $807774.78    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                           | BLACK PEARL COMPUTE LLC 144A 6.125000% 02/15/2031                                    | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    801000 | PA      | $815255.40    | 0.35%             | 2031-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP.                             | LAS VEGAS SANDS CORP COMMON STOCK                                                    | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Short            | EC               |  | US        |     -9093 | NS      | $-489930.84   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Gray Media, Inc                                   | GRAY MEDIA INC 144A 4.750000% 10/15/2030                                             | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    190000 | PA      | $146599.61    | 0.06%             | 2030-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE, INC.                     | GLOBAL MEDICAL RESPONSE, INC. 10/1/2032                                              | CUSIP: 37956SAB0<br>LEI: N/A                  | Long             | LON              |  | US        |    141660 | PA      | $141052.10    | 0.06%             | 2032-10-01      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| MAX US BIDCO INC.                                 | MAX US BIDCO INC. 10/2/2030                                                          | CUSIP: 57778YAB1<br>LEI: N/A                  | Long             | LON              |  | US        |    235860 | PA      | $192874.34    | 0.08%             | 2030-10-02      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| PETCO HEALTH AND WELLNESS COMPANY, INC.           | PETCO HEALTH AND WELLNESS CO COMMON STOCK                                            | CUSIP: 71601V105<br>LEI: 2549007TYGV6RVSE9M61 | Long             | EC               |  | US        |      7329 | NS      | $20374.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| POLARIS INC.                                      | POLARIS INC COMMON STOCK                                                             | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Short            | EC               |  | US        |     -8981 | NS      | $-489464.50   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| VICTORIA'S SECRET & CO.                           | VICTORIA'S SECRET & CO 144A 4.625000% 07/15/2029                                     | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |    115000 | PA      | $109593.03    | 0.05%             | 2029-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                              | JPMORGAN CHASE & CO COMMON STOCK                                                     | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               |  | US        |      4132 | NS      | $1215469.12   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| AVALONBAY COMMUNITIES, INC.                       | AVALONBAY COMMUNITIES INC REIT                                                       | CUSIP: N/A<br>LEI: K9G90K85RBWD2LAGQX17       | Short            | EC               |  | US        |      -899 | NS      | $-146851.65   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| PEGASYSTEMS INC.                                  | PEGASYSTEMS INC COMMON STOCK                                                         | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Short            | EC               |  | US        |     -5957 | NS      | $-253529.92   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT CORPORATION                               | NAVIENT CORP MTN 5.625000% 08/01/2033                                                | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    150000 | PA      | $116906.73    | 0.05%             | 2033-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Wynn Macau, Limited                               | WYNN MACAU LTD 144A 5.125000% 12/15/2029                                             | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | NUSS              | MO        |    120000 | PA      | $115052.52    | 0.05%             | 2029-12-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| MAGENTA SECURITY HOLDINGS LLC                     | MAGENTA SECURITY HOLDINGS LLC 7/27/2028                                              | CUSIP: 55909UAE9<br>LEI: N/A                  | Long             | LON              |  | US        |    172191 | PA      | $121346.27    | 0.05%             | 2028-07-27      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES, INC.                            | ROCKET COS INC-CLASS A COMMON STOCK                                                  | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               |  | US        |     85821 | NS      | $1222949.25   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL ENVIRONMENTAL INC.                            | GFL ENVIRONMENTAL INC 144A 3.500000% 09/01/2028                                      | CUSIP: 36168QAM6<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |    703000 | PA      | $683533.44    | 0.29%             | 2028-09-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS, INC.                           | QUIKRETE HOLDINGS INC 144A 6.375000% 03/01/2032                                      | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96330.29     | 0.04%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| SPDR S&P 500 ETF Trust                            | STATE STREET SPDR S&P 500 ETF TRUST MUTUAL FUND                                      | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Short            | EC               | RF                | US        |     -3084 | NS      | $-2005648.56  | -0.85%            |  |  |  | No            |                  1 | On Loan: No      |
| Opella TL B 04/28/2032                            | Opella TL B 04/28/2032 4/28/2032                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    239400 | PA      | $239151.02    | 0.10%             | 2032-04-28      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC.                          | NEW FORTRESS ENERGY INC 144A 8.750000% 03/15/2029                                    | CUSIP: 644393AC4<br>LEI: 254900EICTYTCHA5X705 | Long             | DBT              | CORP              | US        |    150000 | PA      | $21333.26     | 0.01%             | 2029-03-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC.                      | BAUSCH HEALTH COS INC 144A 5.000000% 01/30/2028                                      | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | NUSS              | CA        |     55000 | PA      | $46475.00     | 0.02%             | 2028-01-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                               | CORNERSTONE CHEMICAL CO EQUITY *                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |     26482 | NS      | $485415.06    | 0.21%             |  |  |  | No            |                  3 | On Loan: No      |
| Hudbay Minerals Inc.                              | HUDBAY MINERALS INC COMMON STOCK                                                     | CUSIP: 443628102<br>LEI: 894500LX3TMESP27BE29 | Long             | EC               |  | US        |    111195 | NS      | $2323975.50   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| DIRECTV FINANCING, LLC                            | DIRECTV FINANCING LLC 144A 8.875000% 02/01/2030                                      | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $109755.28    | 0.05%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORPORATION               | SIX FLAGS ENTERTAINMENT CORP/CANADA'S WONDERLAND C 8.625000% 01/15/2032              | CUSIP: 83003AAA8<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    980000 | PA      | $981581.07    | 0.42%             | 2032-01-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| SL GREEN REALTY CORP.                             | SL GREEN REALTY CORP REIT                                                            | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Short            | EC               |  | US        |     -5103 | NS      | $-188504.82   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| MIDCAP FINANCIAL ISSUER TRUST                     | MIDCAP FINANCIAL ISSUER TRUST 144A 6.500000% 05/01/2028                              | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $38815.36     | 0.02%             | 2028-05-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| DISCOVERY GLOBAL HOLDINGS, INC.                   | DISCOVERY GLOBAL HOLDINGS INC 5.050000% 03/15/2042                                   | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     55000 | PA      | $36234.31     | 0.02%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Forward Air 9/23 Cov-Lite TLB                     | Forward Air 9/23 Cov-Lite TLB 12/19/2030                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    122782 | PA      | $119098.25    | 0.05%             | 2030-12-19      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| N/A                                               | NSNR 0 01/22/2028 BM3 *                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     14916 | PA      | $1.49         | 0.00%             | 2028-01-23      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| DISCOVERY GLOBAL HOLDINGS, INC.                   | DISCOVERY GLOBAL HOLDINGS INC 4.054000% 03/15/2029                                   | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72562.50     | 0.03%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ALCOA CORPORATION                                 | ALCOA CORP COMMON STOCK                                                              | CUSIP: N/A<br>LEI: 549300T12EZ1F6PWWU29       | Long             | EC               |  | US        |     33557 | NS      | $2225835.81   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRE GLBL INC.                                   | SABRE GLBL INC. 11/15/2029                                                           | CUSIP: 78571YBK5<br>LEI: N/A                  | Long             | LON              |  | US        |     82456 | PA      | $64470.52     | 0.03%             | 2029-11-15      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| DAVITA INC.                                       | DAVITA INC 144A 6.875000% 09/01/2032                                                 | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35854.94     | 0.02%             | 2032-09-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| PROJ LEOPARD HLDGS INC                            | PROJ LEOPARD HLDGS INC 7/20/2029                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     57289 | PA      | $35175.49     | 0.01%             | 2029-07-20      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| EVERCORE INC.                                     | EVERCORE INC - A COMMON STOCK                                                        | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Short            | EC               |  | US        |     -2813 | NS      | $-839708.63   | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW FORTRESS ENERGY INC                           | NEW FORTRESS ENERGY INC 10/30/2028                                                   | CUSIP: 64439HAC3<br>LEI: N/A                  | Long             | LON              |  | US        |    160936 | PA      | $89533.47     | 0.04%             | 2028-10-30      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Sabre 12/25 TLB1                                  | Sabre 12/25 TLB1 7/30/2029                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     15802 | PA      | $12345.25     | 0.01%             | 2029-07-30      | Floating      | 10.02%                | No            |                  2 | On Loan: No      |
| N/A                                               | NORTH SEA NATURAL RESOURCES CONVERTIBLE BOND *                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     93667 | PA      | $9.37         | 0.00%             | 2028-01-23      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| CABLE ONE, INC.                                   | CABLE ONE INC 144A 4.000000% 11/15/2030                                              | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    290000 | PA      | $201888.60    | 0.09%             | 2030-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AVAYA INC.                                        | AVAYA INC. 8/1/2028                                                                  | CUSIP: 05349UBN1<br>LEI: N/A                  | Long             | LON              |  | US        |    467655 | PA      | $414656.07    | 0.18%             | 2028-08-01      | Floating      | 11.17%                | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC.                                | OMNICOM GROUP COMMON STOCK                                                           | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Short            | EC               |  | US        |     -2503 | NS      | $-188500.93   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| CLEVELAND-CLIFFS INC.                             | CLEVELAND-CLIFFS INC 144A 7.625000% 01/15/2034                                       | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29309.03     | 0.01%             | 2034-01-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| THE MARZETTI COMPANY                              | MARZETTI COMPANY/THE COMMON STOCK                                                    | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Short            | EC               |  | US        |     -1922 | NS      | $-265870.26   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| LANNETT COMPANY, INC.                             | LANNETT COMPANY, INC. 6/16/2030                                                      | CUSIP: 51602EAG9<br>LEI: N/A                  | Long             | LON              |  | US        |     71074 | PA      | $71073.62     | 0.03%             | 2030-06-16      | Floating      | 2.00%                 | No            |                  3 | On Loan: No      |
| HLF FINANCING SARL, LLC                           | HLF FINANCING SARL LLC / HERBALIFE INTERNATIONAL I 12.250000% 04/15/2029             | CUSIP: 40390DAD7<br>LEI: 549300VKVJUV5OGV2R51 | Long             | DBT              | CORP              | US        |   1646000 | PA      | $1755317.44   | 0.75%             | 2029-04-15      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| SILVER AIRWAYS WARRANTS                           | SILVER AIRWAYS WARRANTS *                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         0 | NC      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| IHEARTMEDIA, INC.                                 | IHEARTMEDIA INC - CLASS A COMMON STOCK                                               | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               |  | US        |     17272 | NS      | $50434.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEVELAND-CLIFFS INC.                             | CLEVELAND-CLIFFS INC 144A 7.000000% 03/15/2032                                       | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    205000 | PA      | $198348.22    | 0.08%             | 2032-03-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES, INC.                          | LUMEN TECHNOLOGIES INC COMMON STOCK                                                  | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               |  | US        |      7853 | NS      | $54578.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PROPERTY TRUST, INC.                     | STARWOOD PROPERTY TRUST INC 144A 3.625000% 07/15/2026                                | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    195000 | PA      | $193804.20    | 0.08%             | 2026-07-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| WYNN RESORTS, LIMITED                             | WYNN RESORTS LTD COMMON STOCK                                                        | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               |  | US        |      9437 | NS      | $958327.35    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER GROUP HOLDINGS, INC.                     | FRONTIER GROUP HOLDINGS INC COMMON STOCK                                             | CUSIP: 35909R108<br>LEI: 549300DT3Y2BHO6G7T02 | Long             | EC               |  | US        |    206194 | NS      | $727864.82    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC.                                    | TRANSDIGM INC 144A 7.125000% 12/01/2031                                              | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180627.30    | 0.08%             | 2031-12-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| TIBCO SOFTWA/CITRIX/CLOUD SOFTW 8/25 COV-LITE TLB | TIBCO SOFTWA/CITRIX/CLOUD SOFTW 8/25 COV-LITE TLB 3/21/2031                          | CUSIP: 88632NBK5<br>LEI: N/A                  | Long             | LON              |  | US        |     46097 | PA      | $42086.31     | 0.02%             | 2031-03-21      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC.            | HILTON DOMESTIC OPERATING CO INC 144A 4.000000% 05/01/2031                           | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    170000 | PA      | $159401.10    | 0.07%             | 2031-05-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| WELLFUL INC.                                      | WELLFUL INC. 4/19/2030                                                               | CUSIP: 94950EAF9<br>LEI: N/A                  | Long             | LON              |  | US        |    245588 | PA      | $241290.55    | 0.10%             | 2030-04-19      | Floating      | 8.96%                 | No            |                  2 | On Loan: No      |
| THE MICHAELS COMPANIES, INC.                      | MICHAELS COS INC/THE 144A 8.500000% 03/15/2033                                       | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   1501000 | PA      | $1461214.49   | 0.62%             | 2033-03-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| SYNIVERSE HOLDINGS, LLC                           | SYNIVERSE HOLDINGS, LLC 5/13/2027                                                    | CUSIP: 87168TAB7<br>LEI: N/A                  | Long             | LON              |  | US        |    204575 | PA      | $188720.33    | 0.08%             | 2027-05-13      | Floating      | 10.67%                | No            |                  2 | On Loan: No      |
| N/A                                               | ARCTIC CANADIAN DIAMOND COMPANY *                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |       228 | NS      | $13316.45     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| MOLINA HEALTHCARE, INC.                           | MOLINA HEALTHCARE INC 144A 4.375000% 06/15/2028                                      | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    175000 | PA      | $169218.54    | 0.07%             | 2028-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| MITNICK CORPORATE PURCHASER, INC.                 | MITNICK CORPORATE PURCHASER, INC. 5/2/2029                                           | CUSIP: 60672HAC7<br>LEI: N/A                  | Long             | LON              |  | US        |    169985 | PA      | $76748.37     | 0.03%             | 2029-05-02      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| CHIPOTLE MEXICAN GRILL, INC.                      | CHIPOTLE MEXICAN GRILL INC COMMON STOCK                                              | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Short            | EC               |  | US        |    -12522 | NS      | $-400829.22   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | SBA COMMUNICATIONS CORP REIT                                                         | CUSIP: 78410G104<br>LEI: N/A                  | Long             | EC               |  | US        |      1490 | NS      | $256443.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DS PARENT, INC.                                   | DS PARENT, INC. 1/31/2031                                                            | CUSIP: 23344YAG7<br>LEI: N/A                  | Long             | LON              |  | US        |     75682 | PA      | $66411.01     | 0.03%             | 2031-01-31      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS, INC.                              | CONAGRA BRANDS INC COMMON STOCK                                                      | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Short            | EC               |  | US        |    -18041 | NS      | $-283604.52   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Bob's Discount Furniture, Inc                     | BOB'S DISCOUNT FURNITURE COMMON STOCK                                                | CUSIP: 09681N106<br>LEI: N/A                  | Long             | EC               |  | US        |     17515 | NS      | $205801.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EAST VALLEY TOURIST DEVELOPMENT AUTHORITY         | EAST VALLEY TOURIST DEVELOPMENT AUTHORITY 11/23/2026                                 | CUSIP: 27571VAD5<br>LEI: N/A                  | Long             | LON              |  | US        |    137195 | PA      | $136234.46    | 0.06%             | 2026-11-23      | Floating      | 11.29%                | No            |                  3 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG, LLC               | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A 6.750000% 01/15/2036                         | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     95000 | PA      | $100619.44    | 0.04%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                               | Credit Default Swap                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   3181000 | NC      | $-54993.43    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CASTLE US HOLDING CORPORATION                     | CASTLE US HOLDING CORPORATION 5/31/2030                                              | CUSIP: 14852DAK7<br>LEI: N/A                  | Long             | LON              |  | US        |    229119 | PA      | $100310.64    | 0.04%             | 2030-05-31      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY CORPORATION                  | CARPENTER TECHNOLOGY COMMON STOCK                                                    | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               |  | US        |      5496 | NS      | $2166248.40   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| NAPA MANAGEMENT 2/22 COV-LITE TLB                 | NAPA MANAGEMENT 2/22 COV-LITE TLB 2/23/2029                                          | CUSIP: 63035HAC3<br>LEI: N/A                  | Long             | LON              |  | US        |    329337 | PA      | $206247.30    | 0.09%             | 2029-02-23      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                          | SERVICE PROPERTIES TRUST 3.950000% 01/15/2028                                        | CUSIP: 44106MAX0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    817000 | PA      | $781279.86    | 0.33%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BH SECURITY, LLC                                  | MONITRONICS ESCROW                                                                   | CUSIP: 609453AG0<br>LEI: SCAKOG18M6QWWML8YF46 | Long             | DBT              | CORP              | US        |    495000 | PA      | $0.01         | 0.00%             | 2020-04-01      | Fixed         | 9.12%                 | No            |                  3 | On Loan: No      |
| OBRA CAPITAL, INC.                                | OBRA CAPITAL, INC. 6/21/2029                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    321712 | PA      | $316853.83    | 0.13%             | 2029-06-21      | Floating      | 11.04%                | No            |                  3 | On Loan: No      |
| GardaWorld Security Corporation                   | GARDA WORLD SECURITY CORP 144A 6.000000% 06/01/2029                                  | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | NUSS              | CA        |   1224000 | PA      | $1165033.07   | 0.50%             | 2029-06-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO, INC.                         | OAK-EAGLE ACQUIRECO INC 144A 8.750000% 07/01/2034                                    | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    231000 | PA      | $241831.98    | 0.10%             | 2034-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| AVANTOR, INC.                                     | AVANTOR INC COMMON STOCK                                                             | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               |  | US        |     83481 | NS      | $654491.04    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE, INC.                        | BUILDERS FIRSTSOURCE INC 144A 6.375000% 03/01/2034                                   | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108593.86    | 0.05%             | 2034-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Asana Inc                                         | ASANA INC - CL A COMMON STOCK                                                        | CUSIP: 04342Y104<br>LEI: 254900X7UAJNMLPLZ510 | Short            | EC               |  | US        |    -24215 | NS      | $-154976.00   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| BCP V EVERISE ACQUISITION LLC                     | BCP V EVERISE ACQUISITION LLC 12/14/2029                                             | CUSIP: 05614DAG3<br>LEI: N/A                  | Long             | LON              |  | US        |    306000 | PA      | $212670.00    | 0.09%             | 2029-12-14      | Floating      | 9.81%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORPORATION                     | COLUMBUS MCKINNON CORP/NY 144A 7.125000% 02/01/2033                                  | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |    572000 | PA      | $571736.88    | 0.24%             | 2033-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                     | FREEDOM MORTGAGE HOLDINGS LLC 144A 6.875000% 05/01/2031                              | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    125000 | PA      | $116863.51    | 0.05%             | 2031-05-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| URBAN ONE, INC.                                   | URBAN ONE INC 144A 7.625000% 04/01/2031                                              | CUSIP: 91705JAD7<br>LEI: 549300PLGIGPBRQUP240 | Long             | DBT              | CORP              | US        |    396000 | PA      | $160380.00    | 0.07%             | 2031-04-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| United States of America                          | TREASURY BILL 0.000000% 06/02/2026                                                   | CUSIP: 912797TU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $993779.91    | 0.42%             | 2026-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Carestream Health INC                             | Carestream Health INC 3/31/2031                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    501494 | PA      | $429614.76    | 0.18%             | 2031-03-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                               | GUITAR CENTER INC. NEW JUNIOR PREFERRED EQUITY *                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               |  | US        |        39 | NS      | $1868.88      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FINANCE OF AMERICA FUNDING LLC                    | FINANCE OF AMERICA FUNDING LLC 144A 8.875000% 11/30/2026                             | CUSIP: 317386AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    299038 | PA      | $290066.86    | 0.12%             | 2026-11-30      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| THE CLOROX COMPANY                                | CLOROX COMPANY COMMON STOCK                                                          | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Short            | EC               |  | US        |     -1200 | NS      | $-124356.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | RITE AID - NOTEHOLDER TRUST RECEIVED FOR NEW MONEY 31-Dec-49                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     37984 | PA      | $3.80         | 0.00%             | 2049-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| RIVERS ENTERPRISE BORROWER, LLC                   | RIVERS ENTERPRISE BORROWER LLC / RIVERS ENTERPRISE 6.625000% 02/01/2033              | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $148870.77    | 0.06%             | 2033-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS, INC.                | CHS/COMMUNITY HEALTH SYSTEMS INC 144A 5.250000% 05/15/2030                           | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    165000 | PA      | $155509.59    | 0.07%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| MTU Aero Engines AG                               | MTU AERO ENGINES AG COMMON STOCK                                                     | CUSIP: D5565H104<br>LEI: 529900807L67JY81RD65 | Long             | EC               |  | US        |      1429 | NS      | $522345.80    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PLUTO ACQUISITION I, INC.                         | PLUTO ACQUISITION I, INC. 9/20/2028                                                  | CUSIP: 72941DAK8<br>LEI: N/A                  | Long             | LON              |  | US        |    672754 | PA      | $585295.72    | 0.25%             | 2028-09-20      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| CATAWBA NATION GAMING AUTHORITY                   | CATAWBA NATION GAMING AUTHORITY 3/29/2032                                            | CUSIP: 14907EAD6<br>LEI: N/A                  | Long             | LON              |  | US        |    165000 | PA      | $167166.45    | 0.07%             | 2032-03-29      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| PENN Entertainment, Inc.                          | PENN ENTERTAINMENT INC COMMON STOCK                                                  | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               |  | US        |     87067 | NS      | $1308617.01   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | AVAYA INC (144A SHARES) *                                                            | CUSIP: 05351X309<br>LEI: N/A                  | Long             | EC               |  | US        |      1950 | NS      | $27787.50     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Molycop TL B S+350 3/25/33                        | Molycop TL B S+350 3/25/33 3/25/2033                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | XX        |     95000 | PA      | $94287.50     | 0.04%             | 2033-03-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| MELROSE INDUSTRIES PLC                            | MELROSE INDUSTRIES PLC COMMON STOCK                                                  | CUSIP: N/A<br>LEI: 213800RGNXXZY2M7TR85       | Long             | EC               |  | GB        |    316819 | NS      | $2138888.38   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| TALEN ENERGY SUPPLY, LLC                          | TALEN ENERGY SUPPLY LLC 144A 6.500000% 02/01/2036                                    | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    271000 | PA      | $272878.23    | 0.12%             | 2036-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                               | MOUNTAINEER MERGER CORP (PREF A) *                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               |  | US        |    468524 | NS      | $161594.08    | 0.07%             |  |  |  | No            |                  3 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                        | VMED O2 UK FINANCING I PLC 144A 4.250000% 01/31/2031                                 | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | NUSS              | GB        |     90000 | PA      | $77295.52     | 0.03%             | 2031-01-31      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| TPC GROUP INC.                                    | TPC GROUP INC. 12/16/2031                                                            | CUSIP: 87266EAG0<br>LEI: N/A                  | Long             | LON              |  | US        |    221564 | PA      | $202399.03    | 0.09%             | 2031-12-16      | Floating      | 9.39%                 | No            |                  2 | On Loan: No      |
| LD HOLDINGS GROUP LLC                             | LD HOLDINGS GROUP LLC 144A 6.125000% 04/01/2028                                      | CUSIP: 521088AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $146777.19    | 0.06%             | 2028-04-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                  | AMAZON.COM INC COMMON STOCK                                                          | CUSIP: N/A<br>LEI: ZXTILKJKG63JELOEG630       | Long             | EC               |  | US        |      8694 | NS      | $1810699.38   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA                           | ANHEUSER-BUSCH INBEV-SPN ADR DEPOSITARY RECEIPT                                      | CUSIP: 03524A108<br>LEI: 5493008H3828EMEXB082 | Short            | EC               |  | US        |     -4313 | NS      | $-299192.81   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW ALBERTSONS L.P.                               | NEW ALBERTSONS LP 8.000000% 05/01/2031                                               | CUSIP: 013104AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $43208.40     | 0.02%             | 2031-05-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SENSIENT TECHNOLOGIES CORPORATION                 | SENSIENT TECHNOLOGIES CORP COMMON STOCK                                              | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               |  | US        |     24938 | NS      | $2155640.72   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| TRONOX INCORPORATED                               | TRONOX INC 144A 4.625000% 03/15/2029                                                 | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |    195000 | PA      | $156137.49    | 0.07%             | 2029-03-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ROCKET COMPANIES, INC.                            | ROCKET COS INC 144A 6.375000% 08/01/2033                                             | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $96020.68     | 0.04%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| COTIVITI, INC.                                    | COTIVITI, INC. 5/1/2031                                                              | CUSIP: 22164MAB3<br>LEI: N/A                  | Long             | LON              |  | US        |    170920 | PA      | $157140.65    | 0.07%             | 2031-05-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS, INC.                          | DARDEN RESTAURANTS INC COMMON STOCK                                                  | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Short            | EC               |  | US        |     -2009 | NS      | $-393844.36   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA INC.                                | NEXSTAR MEDIA INC 144A 6.500000% 09/15/2033                                          | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85647.62     | 0.04%             | 2033-09-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MID-AMERICA APARTMENT COMMUNITIES, INC.           | MID-AMERICA APARTMENT COMM REIT                                                      | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Short            | EC               |  | US        |     -1207 | NS      | $-147398.84   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| EMBECTA CORP.                                     | EMBECTA CORP 144A 5.000000% 02/15/2030                                               | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64750.44     | 0.03%             | 2030-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                               | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                                         | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   5563791 | NS      | $5563791.27   | 2.37%             |  |  |  | No            |                  1 | On Loan: No      |
| UNKNOWN                                           | AUDACY SECOND LIEN WARRANT NON BLACK SCHOLES NOT SUBJECT TO BLACK-SCHOLES PROTECTION | CUSIP: 05070N137<br>LEI: N/A                  | N/A              | DE               |  | US        |       168 | NC      | $1.68         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| JACOBS ENTERTAINMENT, INC.                        | JACOBS ENTERTAINMENT INC 144A 6.750000% 02/15/2029                                   | CUSIP: 469815AL8<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |    105000 | PA      | $97324.50     | 0.04%             | 2029-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION                             | CMG MEDIA CORPORATION 6/18/2029                                                      | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              |  | US        |    258803 | PA      | $241722.45    | 0.10%             | 2029-06-18      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH, LLC                                  | ADAPTHEALTH LLC 144A 6.125000% 08/01/2028                                            | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    327000 | PA      | $326302.08    | 0.14%             | 2028-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Elastic N.V.                                      | ELASTIC NV COMMON STOCK                                                              | CUSIP: N14506104<br>LEI: 2549003I48WHHH937I59 | Long             | EC               |  | US        |      9498 | NS      | $474805.02    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL LNG, INC.                          | VENTURE GLOBAL LNG INC 144A 9.875000% 02/01/2032                                     | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    180000 | PA      | $193317.84    | 0.08%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| CSC HOLDINGS, LLC                                 | CSC HOLDINGS LLC 144A 5.500000% 04/15/2027                                           | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17347.88     | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Logitech international S.A.                       | LOGITECH INTERNATIONAL-REG COMMON STOCK                                              | CUSIP: H50430232<br>LEI: 549300SN6PRK6IJJC215 | Short            | EC               |  | US        |     -8222 | NS      | $-749188.64   | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| CAMDEN PROPERTY TRUST                             | CAMDEN PROPERTY TRUST REIT                                                           | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Short            | EC               |  | US        |     -1508 | NS      | $-147271.28   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | MIDCAP FINANCIAL ISSUER TRUST 144A VARIABLE RATE 01/15/2031                          | CUSIP: 59590AAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $200716.96    | 0.09%             | 2031-01-15      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| SPLAT SUPER HOLDCO LLC                            | SPLAT SUPER HOLDCO LLC 7/2/2032                                                      | CUSIP: 84862VAC6<br>LEI: N/A                  | Long             | LON              |  | US        |    172525 | PA      | $154949.65    | 0.07%             | 2032-07-02      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| DOMINION DIAMOND MINES ULC                        | NORTHWEST ACQUISITIONS ULC / DOMINION FINCO INC 14 7.125000% 11/01/2022              | CUSIP: 66727WAA0<br>LEI: 549300514YCQANUHXW83 | Long             | DBT              | NUSS              | US        |    460000 | PA      | $4.60         | 0.00%             | 2022-11-01      | Fixed         | 7.12%                 | Yes           |                  3 | On Loan: No      |
| JBG SMITH PROPERTIES                              | JBG SMITH PROPERTIES REIT                                                            | CUSIP: 46590V100<br>LEI: N/A                  | Short            | EC               |  | US        |    -37786 | NS      | $-552053.46   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW FORTRESS ENERGY INC.                          | NEW FORTRESS ENERGY INC 144A 6.500000% 09/30/2026                                    | CUSIP: 644393AB6<br>LEI: 254900EICTYTCHA5X705 | Long             | DBT              | CORP              | US        |    185000 | PA      | $24942.95     | 0.01%             | 2026-09-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY, LLC                          | TALEN ENERGY SUPPLY LLC 144A 6.250000% 02/01/2034                                    | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    736000 | PA      | $727799.78    | 0.31%             | 2034-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SM ENERGY COMPANY                                 | SM ENERGY CO 144A 9.625000% 06/15/2033                                               | CUSIP: 17888HAD5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11047.21     | 0.00%             | 2033-06-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| APPLOGIC NETWORKS OPCO I LLC                      | APPLOGIC NETWORKS OPCO I LLC 3/1/2030                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    236264 | PA      | $198461.68    | 0.08%             | 2030-03-01      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| SPENCER SPIRIT IH LLC                             | SPENCER SPIRIT IH LLC 7/15/2031                                                      | CUSIP: 84823UAE2<br>LEI: N/A                  | Long             | LON              |  | US        |       575 | PA      | $575.00       | 0.00%             | 2031-07-15      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** SEI INSTITUTIONAL MANAGED TRUST

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer