# EDGAR Filing Document

**Accession Number:** 0000313212
**File Stem:** 0001099263-26-002519
**Filing Date:** 2026-2
**Character Count:** 137184
**Document Hash:** 826df937e20c3a43f9329e1223e333b4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-002519.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001099263-26-002519

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** T. Rowe Price International Funds, Inc.
- **CENTRAL INDEX KEY:** 0000313212

**ORGANIZATION NAME:**
- **EIN:** 521175211
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02958
- **FILM NUMBER:** 26686457

**BUSINESS ADDRESS:**
- **STREET 1:** 1307 POINT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21231
- **BUSINESS PHONE:** 410-345-2000

**MAIL ADDRESS:**
- **STREET 1:** 1307 POINT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21231

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRICE T ROWE INTERNATIONAL FUNDS INC
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRICE T ROWE INTERNATIONAL TRUST
- **DATE OF NAME CHANGE:** 19900301

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRICE T ROWE INTERNATIONAL FUND INC
- **DATE OF NAME CHANGE:** 19890914

## Series and Classes Contracts Data

### T. Rowe Price Dynamic Credit Fund (Series ID: S000063538)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000205922 | T. Rowe Price Dynamic Credit Fund         | RPIDX           |
| C000205923 | T. Rowe Price Dynamic Credit Fund-I Class | RPELX           |
| C000244818 | T. Rowe Price Dynamic Credit Fund-Z Class | TRCDX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** T. ROWE PRICE INTERNATIONAL FUNDS, INC.

- **b. Investment Company Act file number:** 811-02958

- **c. CIK number of Registrant:** 0000313212

- **d. LEI of Registrant:** 549300O4BT3AMY6OUC26

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

  - **Street Address 1:** 1307 Point Street

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21231

  - **Telephone number:** 410-345-2000

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

- **a. Name of Series:** T. Rowe Price Dynamic Credit Fund

- **b. EDGAR series identifier (if any):** S000063538

- **c. LEI of Series:** 549300WMBCO7MBYMNE44

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

- **a. Date of fiscal year-end:** 2025-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1277807989.32

**Total Liabilities:** $111248294.90

**Net Assets:** $1166559694.42

**Delayed Delivery Securities:** $6100000.00

**Stand-by Commitments:** $8457840.00

**Cash Not Reported:** $1113957.59

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -87.368915 | **1-Year:** -6033.472153 | **5-Year:** 33812.885392 | **10-Year:** -51683.418993 | **30-Year:** -56536.321907

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

- **3-Month:** -6944.135897 | **1-Year:** -38953.684745 | **5-Year:** -44187.546677 | **10-Year:** -47591.224893 | **30-Year:** -423.131814

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000205922 | -0.25%               | 0.72%                | -0.05%               |
| Class ID C000205923 | -0.24%               | 0.72%                | -0.04%               |
| Class ID C000244818 | -0.08%               | 0.65%                | 0.00%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $9214145.32              | $-16214876.63                              |
| Month 2  | $4249093.39              | $-3627284.62                               |
| Month 3  | $486910.63               | $-1676812.53                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| 1261229 BC LTD 144A                                        | 1261229 BC LTD                                             | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     8985000 | PA      | $9358228.20   | 0.80%             | 2032-04-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| SFRM6 3 MONTH SOFR FUT  JUN26                              | 3 MONTH SOFR FUT  JUN26                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        2385 | NC      | $204227.55    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| SFRM6 3 MONTH SOFR FUT  JUN26                              | 3 MONTH SOFR FUT  JUN26                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        2384 | NC      | $204141.92    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| OWENS & MINOR INC 144A                                     | ACCENDRA HEALTH INC                                        | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     6059000 | PA      | $4115228.35   | 0.35%             | 2029-03-31      | Fixed         | 4.50%                 | No            | 2                  | On Loan: —       |
| ADVANCE AUTO PARTS 144A                                    | ADVANCE AUTO PARTS INC                                     | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    15284000 | PA      | $15379504.17  | 1.32%             | 2033-08-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: —       |
| AEGEA FINANCE SARL 144A                                    | AEGEA FINANCE SARL                                         | CUSIP: 00775CAE6<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |     3210000 | PA      | $3071592.33   | 0.26%             | 2036-01-20      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| AETHON III SR 2L PP                                        | AETHON III SR 2L PP                                        | CUSIP: 000000000<br>LEI: 5493003Y9J3720W2G906 | Long             | DBT              | CORP              | US        |     5130000 | PA      | $5091525.00   | 0.44%             | 2027-01-10      | Variable      | 10.08%                | Yes           | 3                  | On Loan: No      |
| AFRICELL HOLDING LTD 144A                                  | AFRICELL HOLDING LTD                                       | CUSIP: 00833NAA0<br>LEI: 984500JFB7AFK4B6C829 | Long             | DBT              | CORP              | JE        |    12045000 | PA      | $11944478.36  | 1.02%             | 2029-10-23      | Fixed         | 10.50%                | No            | 2                  | On Loan: —       |
| ABCLN 2025-A E 144A                                        | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-A           | CUSIP: 02007G5H2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3113705 | PA      | $3130175.02   | 0.27%             | 2033-06-15      | Fixed         | 6.07%                 | No            | 2                  | On Loan: No      |
| ALTICE FRANCE SA 144A                                      | ALTICE FRANCE SA                                           | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    10426079 | PA      | $9996839.34   | 0.86%             | 2032-07-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| AOMT 2020-6 A1 144A                                        | ANGEL OAK MORTGAGE TRUST 2020-6                            | CUSIP: 03465AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1057006 | PA      | $980303.32    | 0.08%             | 2065-05-25      | Variable      | 1.26%                 | No            | 2                  | On Loan: No      |
| AP GRANGE HOLDINGS PP                                      | AP GRANGE HOLDINGS PP                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8925000 | PA      | $9371250.00   | 0.80%             | 2045-03-20      | Fixed         | 6.50%                 | Yes           | 3                  | On Loan: No      |
| ARES MANAGEMENT CORP CVT 6.750000  B                       | ARES MANAGEMENT CORP                                       | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |      121442 | NS      | $6120676.80   | 0.52%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF ARGENTINA                                      | ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND           | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    17605000 | PA      | $12200450.69  | 1.05%             | 2041-07-09      | Variable      | 3.50%                 | No            | 2                  | On Loan: No      |
| ASG FINANCE DESIGNATED 144A                                | ASG FINANCE DAC                                            | CUSIP: 00217AAB2<br>LEI: 5493005UOB0OMEJ4WK10 | Long             | DBT              | CORP              | IE        |     4102000 | PA      | $3637231.73   | 0.31%             | 2029-05-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| ASURION LLC TL B13 1L BANKDEBT                             | ASURION LLC                                                | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    10880325 | PA      | $10871838.35  | 0.93%             | 2030-09-19      | Floating      | 7.97%                 | No            | 2                  | On Loan: No      |
| ASURION TL B11 1L BANKDEBT                                 | ASURION LLC                                                | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    10801693 | PA      | $10815195.01  | 0.93%             | 2028-08-19      | Floating      | 8.07%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                            | AUD/USD FWD 20260123 BOFAUS6N                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | AU        |           1 | NC      | $196047.29    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                              | AUD/USD FWD 20260123 SCBLGB2L                              | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | AU        |           1 | NC      | $32506.30     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                               | AUD/USD FWD 20260123 WFBIUS6W                              | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | AU        |           1 | NC      | $41329.53     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AUTOKINITON TL B 1L BANKDEBT                               | AUTOKINITON US HOLDINGS                                    | CUSIP: 05278HAC0<br>LEI: 254900EHNKMJ1OSEZL85 | Long             | LON              | CORP              | US        |    16782240 | PA      | $16615088.79  | 1.42%             | 2028-04-06      | Floating      | 7.83%                 | No            | 2                  | On Loan: No      |
| XCAP 2023-1A E 144A                                        | AUXILIOR TERM FUNDING 2023-1 LLC                           | CUSIP: 05335JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6770000 | PA      | $7079293.54   | 0.61%             | 2032-12-15      | Fixed         | 10.97%                | No            | 2                  | On Loan: No      |
| AESOP 2023-3A D 144A                                       | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                   | CUSIP: 05377RKH6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      475000 | PA      | $481421.05    | 0.04%             | 2028-02-20      | Fixed         | 7.32%                 | No            | 2                  | On Loan: No      |
| AESOP 2023-2A D 144A                                       | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                   | CUSIP: 05377RKG8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      775000 | PA      | $781373.76    | 0.07%             | 2027-10-20      | Fixed         | 7.26%                 | No            | 2                  | On Loan: No      |
| ALTERA INFRASTRUCTURE LP/TKOP PP                           | Altera Infrastructure LP                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         639 | NS      | $15975.00     | 0.00%             |  |  |  | Yes           | 2                  | On Loan: No      |
| BANCO EST RIO GRANDE SUL                                   | BANCO DO ESTADO DO RIO GRANDE DO SUL SA                    | CUSIP: BN6932428<br>LEI: 254900W2BN097WLYIM20 | Long             | DBT              | CORP              | BR        |      665000 | PA      | $663861.41    | 0.06%             | 2031-01-28      | Variable      | 5.38%                 | No            | 2                  | On Loan: No      |
| BAYVIEW FINANCING TRUST 2024-2F A PP                       | BAYVIEW FINANCING TRUST 2024-2F A                          | CUSIP: 07336XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4294009 | PA      | $4315264.78   | 0.37%             | 2029-11-01      | Variable      | 6.75%                 | Yes           | 3                  | On Loan: No      |
| BVCLN 2024-CAR1 E 144A                                     | BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC          | CUSIP: 07336QAE2<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |     1252384 | PA      | $1266381.32   | 0.11%             | 2031-12-26      | Floating      | 7.47%                 | No            | 2                  | On Loan: No      |
| BBCMS 2019-BWAY E 144A                                     | BBCMS 2019-BWAY MORTGAGE TRUST                             | CUSIP: 05492NAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      120000 | PA      | $778.80       | 0.00%             | 2034-11-15      | Floating      | 6.71%                 | No            | 2                  | On Loan: No      |
| BBCMS 2015-SRCH D 144A                                     | BBCMS TRUST 2015-SRCH                                      | CUSIP: 05547HAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2131000 | PA      | $2024826.76   | 0.17%             | 2035-08-10      | Variable      | 4.96%                 | No            | 2                  | On Loan: No      |
| BEIGNET INVESTOR LLC 144A                                  | BEIGNET INVESTOR LLC                                       | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    22625000 | PA      | $24015780.95  | 2.06%             | 2049-05-30      | Fixed         | 6.58%                 | No            | 2                  | On Loan: No      |
| BINOM 2021-INV1 A1 144A                                    | BINOM SECURITIZATION TRUST 2021-INV1                       | CUSIP: 05552UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2003550 | PA      | $1843532.70   | 0.16%             | 2056-06-25      | Variable      | 2.03%                 | No            | 2                  | On Loan: No      |
| BBIRD 2016-1A A 144A                                       | BLACKBIRD CAPITAL AIRCRAFT LEASE SECURITIZATION LTD 2016-1 | CUSIP: 09228YAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |       51091 | PA      | $51193.20     | 0.00%             | 2041-12-16      | Variable      | 4.21%                 | No            | 2                  | On Loan: No      |
| OWLEF 2024-1A D 144A                                       | BLUE OWL ASSET LEASING TRUST 2024-1 LLC                    | CUSIP: 095921AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5011000 | PA      | $5086092.34   | 0.44%             | 2031-12-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| BONA FIDE INVSTMNT HLDNG LLC A 6/2023 PP                   | BONA FIDE INVSTMNT HLDNG LLC A 6/2023 PP                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           0 | NS      | $25314.06     | 0.00%             |  |  |  | Yes           | N/A                | On Loan: No      |
| BONA FIDE INVSTMNT HLDNGS III PP                           | BONA FIDE INVSTMNT HLDNGS III PP                           | CUSIP: TC8YVXLN2<br>LEI: N/A                  | Long             | EC               | CORP              | CO        |           0 | NS      | $12008.80     | 0.00%             |  |  |  | Yes           | N/A                | On Loan: No      |
| BOROO INVESTMENTS 144A                                     | BOROO INVESTMENTS PTE LTD                                  | CUSIP: 10001AAA3<br>LEI: 254900NL0ALM1NCHOQ65 | Long             | DBT              | CORP              | SG        |     9070000 | PA      | $8914001.38   | 0.76%             | 2032-08-07      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                   | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F                   | CUSIP: ZP2084801<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    71470000 | PA      | $11496202.69  | 0.99%             | 2031-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| BREAKWATER ENRGY HOLD 144A                                 | BREAKWATER ENERGY HOLDINGS SARL                            | CUSIP: 10637BAA3<br>LEI: 984500969HAFA937F390 | Long             | DBT              | CORP              | LU        |     9705000 | PA      | $10115332.11  | 0.87%             | 2030-11-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| BSREP 2021-DC C 144A                                       | BSREP 2021-DC C                                            | CUSIP: 05591UAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1052368 | PA      | $894810.73    | 0.08%             | 2038-08-15      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| BX 2021-VIEW F 144A                                        | BX TRUST 2021-VIEW                                         | CUSIP: 05606GAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      145000 | PA      | $144362.01    | 0.01%             | 2036-06-15      | Floating      | 7.79%                 | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                                | CAD/USD FWD 20260123 ROYCGB2L                              | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | CA        |           1 | NC      | $186464.00    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| TORONTO DOMINION SECURITIES                                | CAD/USD FWD 20260123 TDOMCATT                              | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | CA        |           1 | NC      | $30247.96     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| THE BANK OF NEW YORK MELLON                                | CAD/USD FWD 20260126 IRVTGB2X                              | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-432256.18   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                           | CAD/USD FWD 20260126 SOGEFRPP                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | CA        |           1 | NC      | $567764.42    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| CAFL 2021-RTL1 A1 144A                                     | CAFL 2021-RTL1 ISSUER LLC                                  | CUSIP: 12468RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       13510 | PA      | $12820.05     | 0.00%             | 2029-03-28      | Variable      | 4.24%                 | No            | 2                  | On Loan: No      |
| CRVNA 2024-N2 E 144A                                       | CARVANA AUTO RECEIVABLES TRUST 2024-N2                     | CUSIP: 14687VAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7300000 | PA      | $7462909.72   | 0.64%             | 2031-06-10      | Fixed         | 8.16%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                       | CARVANA CO PAY 12/20/2030                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $150616.99    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                | CDX HY CDST S45 5Y 35-100 12/20/2030                       | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DCR              | CORP              | US        |           1 | NC      | $12218818.62  | 1.05%             |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                                   | CDX IG S45 PAY 65 2/18/2026 BARC                           | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-65149.58    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                                   | CDX IG S45 PAY 75 2/18/2026 BARC                           | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $41078.75     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                   | CELANESE US HOLDINGS LLC                                   | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    11670000 | PA      | $12327024.20  | 1.06%             | 2033-11-15      | Variable      | 7.20%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                              | CHF/USD FWD 20260123 DEUTGB2L                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | CH        |           1 | NC      | $27125.73     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                         | CHF/USD FWD 20260123 UBSWGB2L                              | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CH        |           1 | NC      | $45526.31     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                                | CLP/USD FWD 20260206 ROYCGB2L                              | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | CL        |           1 | NC      | $598728.75    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | CME-USD IRS 10/20/30 REC FIX DEUT_C                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $-1658301.26  | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | CME-USD IRS 10/20/55 PAY FIX DEUT_C                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $1961912.18   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | CME-USD IRS 10/28/30 REC FIX DEUT_C                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $-612901.60   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | CME-USD IRS 10/28/55 PAY FIX DEUT_C                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $909077.88    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | CME-USD IRS 11/25/30 REC FIX BNPA_C                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $-468677.57   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | CME-USD IRS 11/25/55 PAY FIX BNPA_C                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $543672.20    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| CMG MEDIA CORPORATION 144A                                 | CMG MEDIA CORP                                             | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3510000 | PA      | $3002470.22   | 0.26%             | 2029-06-18      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| CLGIX 2022-1CAN A2 144A                                    | COLOGIX CANADIAN ISSUER LP                                 | CUSIP: 19521DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |     6000000 | PA      | $4335842.05   | 0.37%             | 2052-01-25      | Fixed         | 4.94%                 | No            | 2                  | On Loan: No      |
| COLOMBIA                                                   | COLOMBIAN TES                                              | CUSIP: YP3935606<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 27016000000 | PA      | $6761371.63   | 0.58%             | 2029-08-22      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| COLT 2021-4 B1 144A                                        | COLT 2021-4 MORTGAGE LOAN TRUST                            | CUSIP: 19688GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1200000 | PA      | $952339.68    | 0.08%             | 2066-10-25      | Variable      | 3.76%                 | No            | 2                  | On Loan: No      |
| PR COMWLTH PUB IMPT CVI-SUBSER CW NT                       | COMMONWEALTH OF PUERTO RICO                                | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |    35552375 | PA      | $22753520.28  | 1.95%             | 2043-11-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CPM HOLDINGS TL 1L BANKDEBT                                | CPM HOLDINGS INC                                           | CUSIP: 12620BAR1<br>LEI: 549300FBUISJCXV8IB65 | Long             | LON              | CORP              | US        |      535292 | PA      | $532021.16    | 0.05%             | 2028-09-28      | Floating      | 8.20%                 | No            | 2                  | On Loan: No      |
| CRESCENT ENERGY FINANCE 144A                               | CRESCENT ENERGY FINANCE LLC                                | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     9170000 | PA      | $8708205.04   | 0.75%             | 2033-01-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| ALTICE TL B5 1L BANKDEBT                                   | CSC HOLDINGS LLC                                           | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |     8492395 | PA      | $7406557.39   | 0.63%             | 2027-04-15      | Floating      | 8.25%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC 144A                                      | CSC HOLDINGS LLC                                           | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     6230000 | PA      | $3647093.68   | 0.31%             | 2028-04-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC 144A                                      | CSC HOLDINGS LLC                                           | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    15675000 | PA      | $12437257.93  | 1.07%             | 2028-05-15      | Fixed         | 11.25%                | No            | 2                  | On Loan: No      |
| CSN ISLANDS XI CORP 144A                                   | CSN INOVA VENTURES                                         | CUSIP: 12642KAB0<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |    13415000 | PA      | $12457904.61  | 1.07%             | 2028-01-28      | Fixed         | 6.75%                 | No            | 2                  | On Loan: —       |
| CSN RESOURCES SA                                           | CSN RESOURCES SA                                           | CUSIP: BU2177212<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |     6820000 | PA      | $5376534.14   | 0.46%             | 2032-04-08      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| DIAMONDBACK ENERGY INC                                     | DIAMONDBACK ENERGY INC                                     | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    23086000 | PA      | $21876707.08  | 1.88%             | 2054-04-18      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| DIAMONDBACK ENERGY INC                                     | DIAMONDBACK ENERGY INC                                     | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     7049000 | PA      | $5504361.84   | 0.47%             | 2052-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| DIRECTV TL B 1L BANKDEBT                                   | DIRECTV FINANCING LLC                                      | CUSIP: 25460HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     4577829 | PA      | $4564827.62   | 0.39%             | 2031-02-17      | Floating      | 9.34%                 | No            | 2                  | On Loan: No      |
| DIRECTV FIN LLC/COINC 144A                                 | DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC   | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    20090000 | PA      | $20536712.07  | 1.76%             | 2031-02-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| DISH NETWORK CORP 144A                                     | DISH NETWORK CORP                                          | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     9008000 | PA      | $9373852.84   | 0.80%             | 2027-11-15      | Fixed         | 11.75%                | No            | 2                  | On Loan: No      |
| HONK 2019-2A A2 144A                                       | DRIVEN BRANDS FUNDING LLC                                  | CUSIP: 26208LAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4113075 | PA      | $4086019.94   | 0.35%             | 2049-10-20      | Fixed         | 3.98%                 | No            | 2                  | On Loan: No      |
| DYE & DURHAM LIMITED 144A                                  | DYE & DURHAM LTD                                           | CUSIP: 267486AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     6440000 | PA      | $6066655.96   | 0.52%             | 2029-04-15      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| ECOPETROL SA                                               | ECOPETROL SA                                               | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    15021000 | PA      | $16025022.94  | 1.37%             | 2033-01-13      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| EHGVT 2019-A C 144A                                        | ELARA HGV TIMESHARE ISSUER 2019-A LLC                      | CUSIP: 28416TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       18069 | PA      | $17969.66     | 0.00%             | 2034-01-25      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| EHGVT 2023-A D 144A                                        | ELARA HGV TIMESHARE ISSUER 2023-A LLC                      | CUSIP: 28415AAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       97435 | PA      | $101846.01    | 0.01%             | 2038-02-25      | Fixed         | 10.10%                | No            | 2                  | On Loan: No      |
| EFMT 2022-1 A1 144A                                        | ELLINGTON FINANCIAL MORTGAGE TRUST 2022-1                  | CUSIP: 31573CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1807467 | PA      | $1588512.52   | 0.14%             | 2067-01-25      | Variable      | 2.21%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                         | EUR/USD FWD 20260220 GSILGB2X                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $394097.27    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| THE BANK OF NEW YORK MELLON                                | EUR/USD FWD 20260220 IRVTGB2X                              | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-421798.83   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                               | EUR/USD FWD 20260220 MSLNGB2X                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-81812.45    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                                | EUR/USD FWD 20260220 ROYCGB2L                              | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-272795.85   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                           | EUR/USD FWD 20260220 SOGEFRPP                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |           1 | NC      | $446034.05    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| TORONTO DOMINION SECURITIES                                | EUR/USD FWD 20260220 TDOMCATT                              | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | US        |           1 | NC      | $52938.92     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                               | EUR/USD FWD 20260220 WFBIUS6W                              | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |           1 | NC      | $114161.50    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| IKH6 EURO-BTP FUTURE   MAR26                               | EURO-BTP FUTURE   MAR26                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |        -247 | NC      | $-157044.26   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| RXH6 EURO-BUND FUTURE  MAR26                               | EURO-BUND FUTURE  MAR26                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |        -247 | NC      | $113699.61    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| RXH6 EURO-BUND FUTURE  MAR26                               | EURO-BUND FUTURE  MAR26                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |        -483 | NC      | $222335.67    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| EW SCRIPPS CO TL B3 1L USD BANKDEBT                        | EW SCRIPPS CO                                              | CUSIP: 26928BAR0<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |     3081712 | PA      | $2961001.82   | 0.25%             | 2029-11-30      | Floating      | 7.20%                 | No            | 2                  | On Loan: No      |
| EW SCRIPPS CO 144A                                         | EW SCRIPPS CO/THE                                          | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |     5645000 | PA      | $5633743.61   | 0.48%             | 2030-08-15      | Fixed         | 9.88%                 | No            | 2                  | On Loan: No      |
| EART 2025-5A E 144A                                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-5                 | CUSIP: 30166VAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3800000 | PA      | $3811914.90   | 0.33%             | 2033-06-15      | Fixed         | 7.15%                 | No            | 2                  | On Loan: No      |
| ESA 2025-ESH D 144A                                        | EXTENDED STAY AMERICA TRUST 2025-ESH                       | CUSIP: 30227TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3085000 | PA      | $3104267.68   | 0.27%             | 2042-10-15      | Floating      | 6.35%                 | No            | 2                  | On Loan: No      |
| FNS 435 C24                                                | FANNIE MAE INTEREST STRIP                                  | CUSIP: 31424UAZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    16953689 | PA      | $2189703.26   | 0.19%             | 2052-04-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FNS 429 C13                                                | FANNIE MAE INTEREST STRIP                                  | CUSIP: 31423YVV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1550338 | PA      | $216978.78    | 0.02%             | 2051-09-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FNS 442 C5                                                 | FANNIE MAE INTEREST STRIP                                  | CUSIP: 31424VHL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    18765287 | PA      | $4063312.84   | 0.35%             | 2054-08-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| FNR 2021-33 AI                                             | FANNIE MAE REMICS                                          | CUSIP: 3136BHUP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    15021537 | PA      | $1961551.24   | 0.17%             | 2047-05-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FNR 2023-2 EI                                              | FANNIE MAE REMICS                                          | CUSIP: 3136BPVA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    47444529 | PA      | $7770175.86   | 0.67%             | 2051-04-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FNR 2023-2 DI                                              | FANNIE MAE REMICS                                          | CUSIP: 3136BPUZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    24267616 | PA      | $3194624.65   | 0.27%             | 2051-05-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FNR 2020-89 DI                                             | FANNIE MAE REMICS                                          | CUSIP: 3136BCD80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    14426865 | PA      | $2326893.24   | 0.20%             | 2050-12-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FNR 2021-54 JI                                             | FANNIE MAE REMICS                                          | CUSIP: 3136BGJV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    16850595 | PA      | $1796652.17   | 0.15%             | 2050-10-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                       | FI TRS PAY ABBV 5.4 54 02/09/26 CHAS_C                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $3251.79      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | FI TRS PAY BHP 5.5 53 02/09/26 CHAS_C                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $-8418.41     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                       | FI TRS PAY C 5.612 56 02/09/26 CHAS_C                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-16460.31    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                       | FI TRS PAY DE 5.7 55 02/09/26 CHAS_C                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-33958.19    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                       | FI TRS PAY JNJ 5.25 54 02/09/26 CHAS_C                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $10392.11     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                       | FI TRS PAY MET 5.25 54 02/09/26 CHAS_C                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-31023.18    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                       | FI TRS PAY MS 5.516 55 02/09/26 CHAS_C                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $16974.39     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                       | FI TRS PAY ORCL 6 55 02/09/26 CHAS_C                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $117517.96    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                       | FI TRS REC APODS 6.7 31 02/23/26 CHAS_C                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $117572.54    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                       | FI TRS REC ARCC 5.1 31 02/23/26 CHAS_C                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $95917.27     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                       | FI TRS REC ARCC 5.8 32 02/23/26 CHAS_C                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $25202.20     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                       | FI TRS REC ARESSI 5.8 30 02/23/26 CHAS_C                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $22899.01     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                       | FI TRS REC BCSF 5.95 30 02/23/26 CHAS_C                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $20448.26     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                       | FI TRS REC BXSL 5.125 31 02/23/26 CHAS_C                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $22977.09     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                       | FI TRS REC CGBD 5.75 31 02/23/26 CHAS_C                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $21082.90     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                       | FI TRS REC GSCRED 5.875 31 02/23/26 CHAS_C                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $14562.31     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                       | FI TRS REC HLEND 5.45 30 02/23/26 CHAS_C                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $33050.44     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                       | FI TRS REC HTGC 6 30 02/23/26 CHAS_C                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $10454.86     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                       | FI TRS REC OBDC 5.95 29 02/23/26 CHAS_C                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $76438.20     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                       | FI TRS REC OBDC 6.2 30 02/23/26 CHAS_C                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $160602.86    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                       | FI TRS REC OCINCC 5.8 30 02/23/26 CHAS_C                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $45012.81     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                       | FI TRS REC OCINCC 6.6 29 02/23/26 CHAS_C                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $44074.83     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                       | FI TRS REC OCINCC 6.65 31 02/23/26 CHAS_C                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $47634.52     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                         | FI TRS USD PAY IBXXLLTR 03/20/26/118089690/GSILGB2XXXX_C   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-58220.86    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                         | FI TRS USD REC IBOXHY 03/20/26/117593233/GSILGB2XXXX_C     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $249534.01    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                         | FI TRS USD REC IBOXHY 03/20/26/117731155/GSILGB2XXXX_C     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $74482.31     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| FAHB 2024-HB1 M5 144A                                      | FINANCE OF AMERICA HECM BUYOUT 2024-HB1                    | CUSIP: 31737DAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8725000 | PA      | $8006742.30   | 0.69%             | 2034-10-01      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| FOCUS 2023-2 144A                                          | FOCUS BRANDS FUNDING                                       | CUSIP: 34417RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8751400 | PA      | $9279414.84   | 0.80%             | 2053-10-30      | Fixed         | 8.24%                 | No            | 2                  | On Loan: No      |
| FHR 5018 MI                                                | FREDDIE MAC REMICS                                         | CUSIP: 3137FXC89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7701285 | PA      | $990516.24    | 0.08%             | 2050-10-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FHR 5293 CI                                                | FREDDIE MAC REMICS                                         | CUSIP: 3137H9QF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3644723 | PA      | $597332.36    | 0.05%             | 2051-04-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FHR 5020 IG                                                | FREDDIE MAC REMICS                                         | CUSIP: 3137FWXY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7206999 | PA      | $873518.45    | 0.07%             | 2050-10-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FHS 379 C1                                                 | FREDDIE MAC STRIPS                                         | CUSIP: 3142FRPN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    11799441 | PA      | $1173076.30   | 0.10%             | 2051-01-25      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| FYBR 2023-1 C 144A                                         | FRONTIER ISSUER LLC                                        | CUSIP: 35910EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10865765 | PA      | $11186421.33  | 0.96%             | 2053-08-20      | Fixed         | 11.50%                | No            | 2                  | On Loan: No      |
| FYBR 2024-1 C 144A                                         | FRONTIER ISSUER LLC                                        | CUSIP: 35910EAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9283880 | PA      | $10348081.88  | 0.89%             | 2054-06-20      | Fixed         | 11.16%                | No            | 2                  | On Loan: No      |
| FS LUXEMBOURG SARL 144A                                    | FS LUXEMBOURG SARL                                         | CUSIP: 30315XAC8<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |     7870000 | PA      | $8220059.81   | 0.70%             | 2031-02-12      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                | GBP/USD FWD 20260220 BNPAFRPP                              | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | GB        |           1 | NC      | $1142373.09   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                              | GBP/USD FWD 20260220 DEUTGB2L                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-769098.74   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                           | GBP/USD FWD 20260220 SOGEFRPP                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | GB        |           1 | NC      | $515716.41    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| GETTY IMAGES INC 144A                                      | GETTY IMAGES INC                                           | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    12660000 | PA      | $11878635.20  | 1.02%             | 2030-02-21      | Fixed         | 11.25%                | No            | 2                  | On Loan: —       |
| FOCUS 2017-1A A2II 144A                                    | GOTO FOODS FUNDING LLC                                     | CUSIP: 34417MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2726700 | PA      | $2720723.07   | 0.23%             | 2047-04-30      | Fixed         | 5.09%                 | No            | 2                  | On Loan: No      |
| GNR 2021-136 IM                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                   | CUSIP: 38382WZ75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    11247049 | PA      | $1722897.53   | 0.15%             | 2051-08-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| GNR 2020-175 DI                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                   | CUSIP: 38382LLK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    11965855 | PA      | $1879474.08   | 0.16%             | 2050-11-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GNR 2020-176 AI                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                   | CUSIP: 38382LJQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    19584373 | PA      | $2465750.59   | 0.21%             | 2050-11-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| GNR 2021-18 EI                                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                   | CUSIP: 38382G6D9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    11138065 | PA      | $1743858.93   | 0.15%             | 2051-01-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GNR 2020-185 BI                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                   | CUSIP: 38382LQ53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2099343 | PA      | $264991.54    | 0.02%             | 2050-12-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| GNR 2020-122 IP                                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                   | CUSIP: 38382HNJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    11269132 | PA      | $1941229.50   | 0.17%             | 2050-08-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| GRAY MEDIA INC 144A                                        | GRAY MEDIA INC                                             | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     3985000 | PA      | $4147339.90   | 0.36%             | 2032-07-15      | Fixed         | 9.62%                 | No            | 2                  | On Loan: No      |
| GRAY ESCROW II INC 144A                                    | GRAY MEDIA INC                                             | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    13045000 | PA      | $9803404.33   | 0.84%             | 2031-11-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| HNGRY 2020-1A A2 144A                                      | HARDEE'S FUNDING LLC                                       | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1581323 | PA      | $1530202.27   | 0.13%             | 2050-12-20      | Fixed         | 3.98%                 | No            | 2                  | On Loan: No      |
| HNGRY 2021-1A A2 144A                                      | HARDEE'S FUNDING LLC                                       | CUSIP: 411707AK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1203300 | PA      | $1123616.03   | 0.10%             | 2051-06-20      | Fixed         | 2.87%                 | No            | 2                  | On Loan: No      |
| HNGRY 2024-1A A2 144A                                      | HARDEE'S FUNDING LLC                                       | CUSIP: 411707AM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5284162 | PA      | $5461866.86   | 0.47%             | 2054-03-20      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| HILCORP ENERGY I/HILCORP 144A                              | HILCORP ENERGY I LP / HILCORP FINANCE CO                   | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16292000 | PA      | $15486769.34  | 1.33%             | 2035-02-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| HGVT 2024-1B D 144A                                        | HILTON GRAND VACATIONS TRUST 2024-1B                       | CUSIP: 43283YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1031226 | PA      | $1064557.39   | 0.09%             | 2039-09-15      | Fixed         | 8.85%                 | No            | 2                  | On Loan: No      |
| HACLN 2024-1 C 144A                                        | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-1     | CUSIP: 44644NAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1209124 | PA      | $1221037.56   | 0.10%             | 2032-05-20      | Floating      | 7.07%                 | No            | 2                  | On Loan: No      |
| HACLN 2025-2 C 144A                                        | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2025-2     | CUSIP: 44644NAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1633491 | PA      | $1635747.49   | 0.14%             | 2033-09-20      | Floating      | 6.27%                 | No            | 2                  | On Loan: No      |
| N/A                                                        | ICE_ALLY FINANCIAL INC CDS 12/20/2030 BOFA                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1842433.81  | -0.16%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | ICE_AVIS BUDGET CAR RENTAL LLC CDS 06/20/2027              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $141596.30    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | ICE_AVIS BUDGET CAR RENTAL LLC CDS 12/20/2026 MSLN         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $193171.93    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | ICE_BRISTOL-MYERS SQUIBB CO CDS 12/20/2030 BARC            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $-743525.44   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | ICE_CAPITAL ONE FINANCIAL CORP CDS 12/20/2030 BOFA         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $-190512.99   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | ICE_CDX EM CDSI S44 5Y 12/20/2030 MSLN                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $-773472.29   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | ICE_CDX EM HY CDSI S44 5Y 12/20/2030 MSLN                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $2546252.67   | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | ICE_CDX HY CDSI S40 V3 5Y 06/20/2028 BARC                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $-7217785.11  | -0.62%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | ICE_CDX HY CDSI S44 5Y 06/20/2030 BOFA                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $5668270.66   | 0.49%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | ICE_CDX HY CDSI S45 5Y 12/20/2030 MSLN                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $-9344501.98  | -0.80%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | ICE_CDX IG CDSI S45 5Y 12/20/2030 BARC                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $1262761.70   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | ICE_DELTA AIR LINES INC CDS 06/20/2027                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $-22640.43    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | ICE_DELTA AIR LINES INC CDS 12/20/2028 CITI                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1472952.72  | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | ICE_ITRX EUR SUBFIN CDSI S44 5Y 12/20/2030 DEUT            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | N/A       |           1 | NC      | $-449181.33   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | ICE_ITRX XOVER CDSI S44 5Y 12/20/2030 CHAS                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | N/A       |           1 | NC      | $-13966386.03 | -1.20%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | ICE_LAMB WESTON HOLDINGS INC CDS 12/20/2029 BARC           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $-16247.49    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | ICE_ONEMAIN FINANCE CORP CDS 12/20/2030 CHAS               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $-240445.32   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | ICE_ORACLE CORP CDS 12/20/2030 MSLN                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $-922993.18   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | ICE_PFIZER INC CDS 12/20/2030 BARC                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $-743962.76   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | ICE_SEALED AIR CORP CDS 12/20/2029 BARC                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $383040.47    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| IMMUNOCORE HOLDINGS CB 2.50% 2/30                          | IMMUNOCORE HOLDINGS PLC                                    | CUSIP: 45258DAB1<br>LEI: 213800IUE3DFS84BVN18 | Long             | DBT              | CORP              | GB        |      553000 | PA      | $500365.66    | 0.04%             | 2030-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| IPOTEKA-BANK ATIB                                          | IPOTEKA-BANK ATIB                                          | CUSIP: YK5636948<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        | 37630000000 | PA      | $3151117.15   | 0.27%             | 2028-10-09      | Fixed         | 17.50%                | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                | ITRX EUR S44 PAY 57.5 2/18/2026 BNPA                       | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-78391.93    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                | ITRX EUR S44 PAY 62.5 2/18/2026 BNPA                       | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DCR              | CORP              | US        |           1 | NC      | $89935.84     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                | ITRX EUR S44 PAY 72.5 2/18/2026 BNPA                       | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-50835.17    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                | ITRX EUR S44 RECEIVE 57.5 2/18/2026 BNPA                   | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-393422.33   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                                   | IVORY COAST CDS 6/20/2027                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-28422.13    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                                   | IVORY COAST CDS 6/20/2027                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-15538.54    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JACK 2022-1A A2I 144A                                      | JACK IN THE BOX FUNDING LLC                                | CUSIP: 466365AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3080250 | PA      | $2981669.99   | 0.26%             | 2052-02-26      | Fixed         | 3.44%                 | No            | 2                  | On Loan: No      |
| JANE STREET GRP/JSG FIN 144A                               | JANE STREET GROUP / JSG FINANCE INC                        | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10812000 | PA      | $11288450.47  | 0.97%             | 2033-05-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| JERROLD FINCO PLC 144A                                     | JERROLD FINCO PLC                                          | CUSIP: YO7062657<br>LEI: 213800F7AYNHLL1BPR31 | Long             | DBT              | CORP              | GB        |     6615000 | PA      | $9075979.47   | 0.78%             | 2031-06-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| JMIKE 2021-1A A2I 144A                                     | JERSEY MIKE'S FUNDING                                      | CUSIP: 476681AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       49250 | PA      | $48542.69     | 0.00%             | 2052-02-15      | Fixed         | 2.89%                 | No            | 2                  | On Loan: No      |
| NAVACORD TL 1L BANKDEBT                                    | JONES DESLAURIERS INSURA                                   | CUSIP: 000000000<br>LEI: 549300JQIWNFU00E5424 | Long             | LON              | CORP              | CA        |    15430000 | PA      | $15430000.00  | 1.32%             | 2032-12-09      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                              | JPY/USD FWD 20260123 DEUTGB2L                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | JP        |           1 | NC      | $-351094.63   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                         | JPY/USD FWD 20260123 GSILGB2X                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | JP        |           1 | NC      | $-407793.30   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD CB 0  144A                        | KAISA GROUP HOLDINGS LTD                                   | CUSIP: YK2407939<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       33320 | PA      | $491.71       | 0.00%             | 2026-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD CB 0  144A                        | KAISA GROUP HOLDINGS LTD                                   | CUSIP: YK2439700<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      157149 | PA      | $1536.52      | 0.00%             | 2032-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD CB 0  144A                        | KAISA GROUP HOLDINGS LTD                                   | CUSIP: YK2410966<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       83300 | PA      | $972.11       | 0.00%             | 2031-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD CB 0  . 144A                      | KAISA GROUP HOLDINGS LTD                                   | CUSIP: YK2170958<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       83300 | PA      | $221.74       | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                   | KAISA GROUP HOLDINGS LTD                                   | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | EC               | CORP              | KY        |       41299 | NS      | $514.73       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD CB 0  144A                        | KAISA GROUP HOLDINGS LTD                                   | CUSIP: YK2128873<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       41650 | PA      | $529.79       | 0.00%             | 2027-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD CB 0  144A                        | KAISA GROUP HOLDINGS LTD                                   | CUSIP: YK2138690<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       66640 | PA      | $739.96       | 0.00%             | 2028-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD CB 0  144A                        | KAISA GROUP HOLDINGS LTD                                   | CUSIP: YK2163615<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       66640 | PA      | $668.09       | 0.00%             | 2029-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KEURIG DR PEPPER SER A CVT PIPE COMMIT PP                  | KEURIG DR PEPPER SER A CVT PIPE COMMIT P                   | CUSIP: 000000000<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EP               | CORP              | US        |        8292 | NS      | $8292000.00   | 0.71%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Kobold Metals SER C-2 CVT Pfd Stock PP                     | KOBOLD METALS SER C-2 CVT PFD STOCK PP                     | CUSIP: TC4SY0CJ7<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       51015 | NS      | $5744880.77   | 0.49%             |  |  |  | Yes           | 3                  | On Loan: No      |
| KONA SPC LTD 144A                                          | KONA SPC LTD                                               | CUSIP: YL2902424<br>LEI: 254900UKS4SVVOMZWX26 | Long             | EP               | CORP              | KY        |    10990000 | NS      | $13043731.28  | 1.12%             |  |  |  | No            | 2                  | On Loan: No      |
| KOSMOS ENERGY LTD 144A                                     | KOSMOS ENERGY LTD                                          | CUSIP: 500688AJ5<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     9150000 | PA      | $5221336.15   | 0.45%             | 2031-10-01      | Fixed         | 8.75%                 | No            | 2                  | On Loan: —       |
| STATE STREET SPDR S&P REGIONAL BANKING ETF                 | KRE US 03/20/26 C72                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1380 | NC      | $99360.00     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| KYRGYZ REP INTL BOND 144A                                  | KYRGYZ REPUBLIC INTERNATIONAL BOND                         | CUSIP: 50158LAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | KG        |    11570000 | PA      | $11920716.86  | 1.02%             | 2030-06-03      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| L&F CO LTD CB 2.5% 04/30                                   | L&F CO LTD                                                 | CUSIP: ZK3060728<br>LEI: 9884002SUW2JTU2FXU05 | Long             | DBT              | CORP              | KR        |     4600000 | PA      | $3670646.90   | 0.31%             | 2030-04-26      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| LIMAK CIMENTO SANAYI 144A                                  | LIMAK CIMENTO SANAYI VE TICARET AS                         | CUSIP: 53263AAA6<br>LEI: 789000EEUQIGHI88WH47 | Long             | DBT              | CORP              | TR        |     5825000 | PA      | $5883788.08   | 0.50%             | 2029-07-25      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| LIQUID TELECOM FINANCE                                     | LIQUID TELECOMMUNICATIONS FINANCING PLC                    | CUSIP: BO2509657<br>LEI: 635400MXAVJRJJCWVI87 | Long             | DBT              | CORP              | GB        |     6765000 | PA      | $6182137.51   | 0.53%             | 2026-09-04      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| LNSTR 2017-5 D 144A                                        | LSTAR COMMERCIAL MORTGAGE TRUST 2017-5                     | CUSIP: 54910TAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      220000 | PA      | $182367.22    | 0.02%             | 2050-03-10      | Variable      | 4.68%                 | No            | 2                  | On Loan: No      |
| ALTICE FRANCE LUXCO 3                                      | LuxCo 3 Shares                                             | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | EC               | CORP              | FR        |      125825 | NS      | $2266100.70   | 0.19%             |  |  |  | Yes           | 2                  | On Loan: No      |
| CONDOR MERGER SUB INC 144A                                 | MCAFEE CORP                                                | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |     6850000 | PA      | $5975464.42   | 0.51%             | 2030-02-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: —       |
| MERCURY DATA CTR BIDCO TL BANKDEBT                         | MERCURY DATA CTR BIDCO                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14318399 | PA      | $14261125.68  | 1.22%             | 2029-09-05      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| MERSIN ULUSLARARASI LIMA 144A                              | MERSIN ULUSLARARASI LIMAN ISLETMECILIGI AS                 | CUSIP: 590454AC8<br>LEI: 635400DAFN6NT43HM530 | Long             | DBT              | CORP              | TR        |    10705000 | PA      | $11182389.00  | 0.96%             | 2028-11-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| MI ST TOBACCO FIN TXBL CAP APP TRBO SR B                   | MICHIGAN TOBACCO SETTLEMENT FINANCE AUTHORITY              | CUSIP: 594751AL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       25000 | PA      | $3408.68      | 0.00%             | 2046-06-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| MIDCAP FINANCIAL SR UNSECURED FRN 144A PP                  | MIDCAP FINANCIAL SR UNSECURED FRN 144A P                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6100000 | PA      | $6100000.00   | 0.52%             | 2029-04-15      | Variable      | 5.74%                 | Yes           | 2                  | On Loan: No      |
| MOLINA HEALTHCARE INC 144A                                 | MOLINA HEALTHCARE INC                                      | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    16380000 | PA      | $16836169.38  | 1.44%             | 2031-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| MONTENEGRO 144A                                            | MONTENEGRO GOVERNMENT INTERNATIONAL BOND                   | CUSIP: 857305AA4<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |     2343000 | PA      | $2500690.98   | 0.21%             | 2031-03-12      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| MVWOT 2023-2A D 144A                                       | MVW 2023-2 LLC                                             | CUSIP: 55400WAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2803850 | PA      | $2891687.61   | 0.25%             | 2040-11-20      | Fixed         | 9.33%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                            | MXN/USD FWD 20260116 BOFAUS6N                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | MX        |           1 | NC      | $617825.87    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                         | MXN/USD FWD 20260116 GSILGB2X                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | MX        |           1 | NC      | $-135688.58   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                               | MXN/USD FWD 20260116 MSLNGB2X                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | MX        |           1 | NC      | $-133007.45   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| NIELSEN TL A 1L BANKDEBT                                   | NEPTUNE BIDCO US INC                                       | CUSIP: 64069JAF9<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |     2970312 | PA      | $2928134.06   | 0.25%             | 2028-10-11      | Floating      | 8.76%                 | No            | 2                  | On Loan: No      |
| NEPTUNE BIDCO US INC 144A                                  | NEPTUNE BIDCO US INC                                       | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     9174000 | PA      | $9193954.57   | 0.79%             | 2029-04-15      | Fixed         | 9.29%                 | No            | 2                  | On Loan: No      |
| NEPTUNE BIDCO US INC 144A                                  | NEPTUNE BIDCO US INC                                       | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    11225000 | PA      | $11506536.79  | 0.99%             | 2031-05-15      | Fixed         | 10.38%                | No            | 2                  | On Loan: No      |
| NYC 2025-28L C 144A                                        | NYC COMMERCIAL MORTGAGE TRUST 2025-28L                     | CUSIP: 67123JAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2475000 | PA      | $2489611.91   | 0.21%             | 2038-11-05      | Variable      | 5.44%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                         | NZD/USD FWD 20260123 GSILGB2X                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | NZ        |           1 | NC      | $-10602.56    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| OBX 2020-EXP2 A8 144A                                      | OBX 2020-EXP2 TRUST                                        | CUSIP: 67448VAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       28820 | PA      | $25547.36     | 0.00%             | 2060-05-25      | Variable      | 3.00%                 | No            | 2                  | On Loan: No      |
| OBX 2020-EXP3 1A9 144A                                     | OBX 2020-EXP3 TRUST                                        | CUSIP: 67448WAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      317798 | PA      | $279066.95    | 0.02%             | 2060-01-25      | Variable      | 3.00%                 | No            | 2                  | On Loan: No      |
| BVINV 2020-1 A3 144A                                       | OCEANVIEW MORTGAGE LOAN TRUST 2020-1                       | CUSIP: 676477AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      115000 | PA      | $101894.26    | 0.01%             | 2050-05-28      | Variable      | 3.29%                 | No            | 2                  | On Loan: No      |
| OCTL 2023-1A E 144A                                        | OCTANE RECEIVABLES TRUST 2023-1                            | CUSIP: 67571BAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      255000 | PA      | $267688.65    | 0.02%             | 2030-08-20      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| ONP 2021-PARK D 144A                                       | ONE 2021-PARK MORTGAGE TRUST                               | CUSIP: 682413AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      711000 | PA      | $708699.92    | 0.06%             | 2036-03-15      | Floating      | 5.36%                 | No            | 2                  | On Loan: No      |
| ORGANON & CO/ORGANON FOR 144A                              | ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV           | CUSIP: 68622FAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15155000 | PA      | $12185452.30  | 1.04%             | 2034-05-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: —       |
| PayJoy Asset Fund (Cayman) LP Class B PP                   | PAYJOY ASSET FUND (CAYMAN) LP CLASS B PP                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |           0 | NS      | $2725000.00   | 0.23%             |  |  |  | Yes           | N/A                | On Loan: No      |
| PETCO HEALTH & WELLNESS TL B 1L BANKDEBT                   | PETCO HEALTH & WELLNESS                                    | CUSIP: 71601HAB2<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |     5033265 | PA      | $4976036.91   | 0.43%             | 2028-03-03      | Floating      | 7.18%                 | No            | 2                  | On Loan: No      |
| PETSMART INC/PETSMART FI 144A                              | PETSMART LLC / PETSMART FINANCE CORP                       | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15600000 | PA      | $15864035.92  | 1.36%             | 2032-09-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| PORT BEAUMONT TX JEFF GULF COAST EN 144A AMT               | PORT OF BEAUMONT NAVIGATION DISTRICT                       | CUSIP: 73360CAS3<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |    10720000 | PA      | $10761761.90  | 0.92%             | 2026-07-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| PREF 2024-1A E 144A                                        | POST ROAD EQUIPMENT FINANCE 2024-1 LLC                     | CUSIP: 737473AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3338000 | PA      | $3415146.52   | 0.29%             | 2031-12-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| RADIATE HOLDCO LLC PIK-TERM FIFO 1L USD BKDBTPIK           | RADIATE HOLDCO LLC                                         | CUSIP: 75025KAM0<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |    13563998 | PA      | $10376458.55  | 0.89%             | 2029-09-25      | Floating      | 8.83%                 | No            | 2                  | On Loan: No      |
| RADIATE TLB/DD STRIP BANKDEBT                              | RADIATE HOLDCO LLC                                         | CUSIP: 000000000<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |    12578813 | PA      | $12484471.86  | 1.07%             | 2029-06-26      | Floating      | 7.72%                 | No            | 2                  | On Loan: No      |
| RAIZEN FUELS FINANCE                                       | RAIZEN FUELS FINANCE SA                                    | CUSIP: ZD3787987<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     4007000 | PA      | $3299871.28   | 0.28%             | 2034-03-05      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| RAIZEN FUELS FINANCE 144A                                  | RAIZEN FUELS FINANCE SA                                    | CUSIP: 75102XAD8<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     4200000 | PA      | $3266345.32   | 0.28%             | 2035-01-17      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| RAIZEN FUELS FINANCE 144A                                  | RAIZEN FUELS FINANCE SA                                    | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     8930000 | PA      | $7299561.44   | 0.63%             | 2037-02-25      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| RAIZEN FUELS FINANCE 144A                                  | RAIZEN FUELS FINANCE SA                                    | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    13805000 | PA      | $10494005.68  | 0.90%             | 2054-03-05      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| UZBEKISTAN                                                 | REPUBLIC OF UZBEKISTAN INTERNATIONAL BOND                  | CUSIP: ZH1912976<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        | 28770000000 | PA      | $2453717.91   | 0.21%             | 2026-10-12      | Fixed         | 16.25%                | No            | 2                  | On Loan: No      |
| RIVIAN HLD/AUTO LLC 144A                                   | RIVIAN HOLDINGS LLC/RIVIAN LLC/RIVIAN AUTOMOTIVE LLC       | CUSIP: 76954LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7655000 | PA      | $7537278.36   | 0.65%             | 2031-01-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| SAMARCO MINERACAO SA                                       | SAMARCO MINERACAO SA                                       | CUSIP: ZG6352899<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |    12786431 | PA      | $13042159.23  | 1.12%             | 2031-06-30      | Variable      | 9.00%                 | No            | 2                  | On Loan: No      |
| SBCLN 2023-A E 144A                                        | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2023-A      | CUSIP: 80290CBX1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        2914 | PA      | $2919.42      | 0.00%             | 2033-06-15      | Fixed         | 10.07%                | No            | 2                  | On Loan: No      |
| SBCLN 2023-B E 144A                                        | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2023-B      | CUSIP: 80290CCE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2701767 | PA      | $2760754.50   | 0.24%             | 2033-12-15      | Fixed         | 8.41%                 | No            | 2                  | On Loan: No      |
| SBCLN 2025-A E 144A                                        | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2025-A      | CUSIP: 80290CCU6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2000000 | PA      | $2004282.40   | 0.17%             | 2034-01-16      | Fixed         | 6.27%                 | No            | 2                  | On Loan: No      |
| SASOL FINANCING USA LLC CB 4.5 11/2027                     | SASOL FINANCING USA LLC                                    | CUSIP: ZN1006685<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    16200000 | PA      | $15640322.77  | 1.34%             | 2027-11-08      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| SCFET 2024-1A E 144A                                       | SCF EQUIPMENT LEASING 2024-1 LLC                           | CUSIP: 783896AG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3300000 | PA      | $3519819.93   | 0.30%             | 2034-12-20      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| SEB4P 2024-1A A2 144A                                      | SEB FUNDING LLC                                            | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11834000 | PA      | $12104828.19  | 1.04%             | 2054-04-30      | Fixed         | 7.39%                 | No            | 2                  | On Loan: No      |
| SRFC 2021-1A D 144A                                        | SIERRA TIMESHARE 2021-1 RECEIVABLES FUNDING LLC            | CUSIP: 82652QAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      505607 | PA      | $504767.04    | 0.04%             | 2037-11-20      | Fixed         | 3.17%                 | No            | 2                  | On Loan: No      |
| SRFC 2023-3A D 144A                                        | SIERRA TIMESHARE 2023-3 RECEIVABLES FUNDING LLC            | CUSIP: 826944AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1877507 | PA      | $1967159.35   | 0.17%             | 2040-09-20      | Fixed         | 9.44%                 | No            | 2                  | On Loan: No      |
| SRFC 2024-1A D 144A                                        | SIERRA TIMESHARE 2024-1 RECEIVABLES FUNDING LLC            | CUSIP: 826935AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1456763 | PA      | $1490153.40   | 0.13%             | 2043-01-20      | Fixed         | 8.02%                 | No            | 2                  | On Loan: No      |
| SRFC 2025-3A D 144A                                        | SIERRA TIMESHARE 2025-3 RECEIVABLES FUNDING LLC            | CUSIP: 82650FAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1078319 | PA      | $1081444.02   | 0.09%             | 2044-08-22      | Fixed         | 6.54%                 | No            | 2                  | On Loan: No      |
| SONIC 2021-1A A2I 144A                                     | SONIC CAPITAL LLC                                          | CUSIP: 83546DAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1771375 | PA      | $1649306.01   | 0.14%             | 2051-08-20      | Fixed         | 2.19%                 | No            | 2                  | On Loan: No      |
| SG ISSUER SA                                               | SPX US 01/16/26 C7100                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          93 | NC      | $15345.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SG ISSUER SA                                               | SPX US 03/20/26 C7000                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          37 | NC      | $422355.00    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| SG ISSUER SA                                               | SPX US 03/20/26 C7200                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          74 | NC      | $318200.00    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| SG ISSUER SA                                               | SPX US 03/20/26 C7250                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          95 | NC      | $309225.00    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| SRI LANKA 144A                                             | SRI LANKA GOVERNMENT INTERNATIONAL BOND                    | CUSIP: YS0764847<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     4579050 | PA      | $3494413.80   | 0.30%             | 2035-06-15      | Variable      | 3.60%                 | No            | 2                  | On Loan: —       |
| REPUBLIC OF SRI LANKA 144A                                 | SRI LANKA GOVERNMENT INTERNATIONAL BOND                    | CUSIP: YS0765125<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     3400763 | PA      | $3264800.35   | 0.28%             | 2028-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: —       |
| STAR 2022-1 M1 144A                                        | STARWOOD MORTGAGE RESIDENTIAL TRUST 2022-1                 | CUSIP: 85573TAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3680000 | PA      | $2827649.81   | 0.24%             | 2066-12-25      | Variable      | 3.69%                 | No            | 2                  | On Loan: No      |
| SALTT 2021-1A B 144A                                       | STONEPEAK 2021-1 ABS                                       | CUSIP: 78433XAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      106948 | PA      | $104760.68    | 0.01%             | 2033-02-28      | Fixed         | 3.82%                 | No            | 2                  | On Loan: No      |
| SURINAME INTL 144A                                         | SURINAME GOVERNMENT INTERNATIONAL BOND                     | CUSIP: 86886PAD4<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |      130000 | PA      | $157140.38    | 0.01%             | 2050-12-31      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| SURINAME INT 144A                                          | SURINAME GOVERNMENT INTERNATIONAL BOND                     | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |     3810000 | PA      | $4126001.35   | 0.35%             | 2035-11-06      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| T. Rowe Price Government Reserve Fund                      | T. Rowe Price Government Reserve Fund                      | CUSIP: 76105Y109<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |    21991925 | NS      | $21991925.29  | 1.89%             |  |  |  | No            | 1                  | On Loan: No      |
| TELECOM ARGENTINA SA 144A                                  | TELECOM ARGENTINA SA                                       | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |     8120000 | PA      | $8498445.49   | 0.73%             | 2033-05-28      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| TELFON CELUAR DEL PARAGU 144A                              | TELEFONICA CELULAR DEL PARAGUAY SA                         | CUSIP: DC4933776<br>LEI: 254900R8A8IKGF4THL54 | Long             | DBT              | CORP              | PY        | 42358000000 | PA      | $6499800.65   | 0.56%             | 2032-12-30      | Fixed         | 12.00%                | No            | 2                  | On Loan: No      |
| COX MEDIA TL B2 1L BANKDEBT                                | TERRIER MEDIA BUYER INC                                    | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    17151159 | PA      | $15959496.35  | 1.37%             | 2029-06-18      | Floating      | 7.27%                 | No            | 2                  | On Loan: No      |
| TOBACCO STL FIN WV TXBL CLSS 2 AB SER B                    | TOBACCO SETTLEMENT FINANCE AUTHORITY                       | CUSIP: 88880LAW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       75000 | PA      | $71170.76     | 0.01%             | 2049-06-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| TOBACCO STL FIN WV AB SER B                                | TOBACCO SETTLEMENT FINANCE AUTHORITY                       | CUSIP: 88880LAB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      460000 | PA      | $44284.98     | 0.00%             | 2047-06-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TOBACCO STL FIN CORP TXBL SER A-1                          | TOBACCO SETTLEMENT FINANCING CORP/VA                       | CUSIP: 88880NAT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      245000 | PA      | $195461.54    | 0.02%             | 2046-06-01      | Fixed         | 6.71%                 | No            | 2                  | On Loan: No      |
| TOWNSQUARE TL B 1L BANKDEBT                                | TOWNSQUARE MEDIA INC                                       | CUSIP: 8922319C7<br>LEI: 549300XBA8C68H0DR538 | Long             | LON              | CORP              | US        |    15807126 | PA      | $11025470.72  | 0.95%             | 2030-02-19      | Floating      | 8.88%                 | No            | 2                  | On Loan: No      |
| TPIC SPV I LLC 2024-1 A1 PP                                | TPIC SPV I LLC                                             | CUSIP: 872660AA3<br>LEI: 98450079E44D2D1B6432 | Long             | ABS-O            | CORP              | US        |     4241724 | PA      | $3805250.82   | 0.33%             | 2044-11-30      | Fixed         | 7.13%                 | Yes           | 3                  | On Loan: No      |
| GRS - SECURITY LENDING COLLATERAL                          | TREASURY RESERVE FUND - Collateral                         | CUSIP: 000000000<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | STIV             | RF                | US        |    47190830 | NS      | $47190830.00  | 4.05%             |  |  |  | No            | 1                  | On Loan: No      |
| TRIDENT ENERGY FINANCE                                     | TRIDENT ENERGY FINANCE PLC                                 | CUSIP: YX0692252<br>LEI: 9845004ECK3FYO64I382 | Long             | DBT              | CORP              | GB        |     8600000 | PA      | $8722992.08   | 0.75%             | 2029-11-30      | Fixed         | 12.50%                | No            | 2                  | On Loan: —       |
| JP MORGAN CHASE BANK                                       | TRS LQD 2Y 01/19/2028/118118090CA/CHASGB2LXXX_C            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-231013.30   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                               | TRS M2USQU 2Y 01/20/2026/117186249/MSLNGB2XXXX_C           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-32093.00    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                               | TRS M2USQU 2Y 01/20/2026/118000979/MSLNGB2XXXX_C           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-33702.21    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                               | TRS RUTTR 2Y 01/20/2026/117186252/MSLNGB2XXXX_C            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $231896.73    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                               | TRS RUTTR 2Y 01/20/2026/117999998/MSLNGB2XXXX_C            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $260131.31    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                         | TRS SOUSFALT 2Y 01/19/2028/117561062/GSILGB2XXXX_C         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |           1 | NC      | $-102608.12   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                         | TRS SOUSFALT 2Y 01/19/2028/118065716/GSILGB2XXXX_C         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |           1 | NC      | $-91348.31    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| TURKEY                                                     | TURKIYE GOVERNMENT BOND                                    | CUSIP: ZD1133440<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   515345000 | PA      | $11995989.91  | 1.03%             | 2026-02-18      | Fixed         | 37.00%                | No            | 2                  | On Loan: No      |
| TX 2024-HOU D 144A                                         | TX TRUST 2024-HOU                                          | CUSIP: 90216DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2805000 | PA      | $2817109.47   | 0.24%             | 2039-06-15      | Floating      | 6.99%                 | No            | 2                  | On Loan: No      |
| U S TREASURY BILL                                          | UNITED STATES TREASURY BILL                                | CUSIP: 912797RK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    82280000 | PA      | $82062452.72  | 7.03%             | 2026-01-29      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| US RENAL CARE INC TL 1L BANKDEBT                           | US RENAL CARE INC                                          | CUSIP: 90290PAS3<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |     9661906 | PA      | $9067118.78   | 0.78%             | 2028-06-28      | Floating      | 8.83%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                         | USD IRS OPT 2M/3M 3.3125 1/16/26 REC GSIL                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |           1 | NC      | $1800.39      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                                   | USD IRS OPT 6M/30Y 4.5 6/8/26 PAY BARC                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DIR              | CORP              | US        |           1 | NC      | $732563.44    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                            | USD/AUD FWD 20260123 BOFAUS6N                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $120899.30    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                               | USD/CAD FWD 20260126 MSLNGB2X                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $297541.33    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                                | USD/CAD FWD 20260126 ROYCGB2L                              | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-480983.41   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                              | USD/CAD FWD 20260126 SCBLGB2L                              | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-67982.30    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| THE BANK OF NEW YORK MELLON                                | USD/CHF FWD 20260123 IRVTGB2X                              | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $194122.97    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                               | USD/CHF FWD 20260123 MSLNGB2X                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $37187.35     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                            | USD/CHF FWD 20260123 SBOSGB2X                              | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $27315.89     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                         | USD/CHF FWD 20260123 UBSWGB2L                              | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-19015.54    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                         | USD/CHF FWD 20260424 UBSWGB2L                              | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-51959.99    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                       | USD/EUR FWD 20260220 CHASGB2L                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2577.31      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                            | USD/EUR FWD 20260220 SBOSGB2X                              | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $117516.13    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TORONTO DOMINION SECURITIES                                | USD/EUR FWD 20260220 TDOMCATT                              | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-787677.35   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                | USD/GBP FWD 20260220 BNPAFRPP                              | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1806583.42  | -0.15%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                         | USD/GBP FWD 20260220 GSILGB2X                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $226430.41    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                            | USD/JPY FWD 20260123 BOFAUS6N                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-77597.97    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                               | USD/JPY FWD 20260123 CITIGB2L                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $427311.56    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                              | USD/JPY FWD 20260123 DEUTGB2L                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $445126.62    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                         | USD/JPY FWD 20260123 GSILGB2X                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $321844.01    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                        | USD/JPY FWD 20260123 MRMDUS33                              | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2290240.27  | -0.20%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                               | USD/JPY FWD 20260123 MSLNGB2X                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1556586.68   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                           | USD/JPY FWD 20260123 SOGEFRPP                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-104647.37   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                         | USD/JPY FWD 20260123 UBSWGB2L                              | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $873599.46    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                               | USD/NZD FWD 20260123 CITIGB2L                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-40799.21    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                        | USD/NZD FWD 20260123 MRMDUS33                              | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $194538.33    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| UZBEK INDUSTRIAL AND CON                                   | UZBEK INDUSTRIAL AND CONSTRUCTION BANK ATB                 | CUSIP: YW3917351<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        | 79790000000 | PA      | $7107556.08   | 0.61%             | 2027-07-24      | Fixed         | 21.00%                | No            | 2                  | On Loan: No      |
| VACA MUERTA SUR FRN PP                                     | VACA MUERTA SUR FRN PP                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AR        |     3720000 | PA      | $3717024.00   | 0.32%             | 2030-07-08      | Variable      | 9.34%                 | Yes           | 2                  | On Loan: No      |
| VENTURE GLOBAL LNG INC 144A                                | VENTURE GLOBAL LNG INC                                     | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     3740000 | PA      | $2954840.52   | 0.25%             | N/A             | Variable      | 9.00%                 | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL LNG INC 144A                                | VENTURE GLOBAL LNG INC                                     | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    15680000 | PA      | $15082350.18  | 1.29%             | 2030-01-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: —       |
| VEON MIDCO SR UNSECURED NOTES 144A                         | VEON MIDCO BV                                              | CUSIP: YN9821169<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |     9150000 | PA      | $9556665.14   | 0.82%             | 2029-07-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| VERUS 2021-2 M1 144A                                       | VERUS SECURITIZATION TRUST 2021-2                          | CUSIP: 92538FAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      150000 | PA      | $122642.79    | 0.01%             | 2066-02-25      | Variable      | 2.19%                 | No            | 2                  | On Loan: No      |
| VERUS 2021-5 M1 144A                                       | VERUS SECURITIZATION TRUST 2021-5                          | CUSIP: 92538KAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3270000 | PA      | $2454210.54   | 0.21%             | 2066-09-25      | Variable      | 2.33%                 | No            | 2                  | On Loan: No      |
| WEF 2025-1A D 144A                                         | WINGSPIRE EQUIPMENT FINANCE 2025-1 LLC                     | CUSIP: 97415CAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1755000 | PA      | $1766199.01   | 0.15%             | 2033-09-20      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| WOLFSPEED INC 144A                                         | WOLFSPEED INC                                              | CUSIP: 977852AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4441021 | PA      | $4813731.94   | 0.41%             | 2030-06-23      | Variable      | 13.88%                | No            | 2                  | On Loan: No      |
| WULF COMPUTE LLC 144A                                      | WULF COMPUTE LLC                                           | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7474000 | PA      | $7701201.21   | 0.66%             | 2030-10-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| STATE STREET SPDR S&P HOMEBUILDERS ETF                     | XHB US 03/20/26 C120                                       | CUSIP: 000000000<br>LEI: 549300MSE80LL1UJS132 | N/A              | DE               | CORP              | US        |        2534 | NC      | $196385.00    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET INDUSTRIAL SELECT SECTOR SPDR ETF             | XLI US 03/20/26 C163                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1259 | NC      | $193256.50    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET CONSUMER DISCRETIONARY SELECT SECTOR SPDR ETF | XLY US 01/16/26 C260                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1582 | NC      | $82264.00     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET CONSUMER DISCRETIONARY SELECT SECTOR SPDR ETF | XLY US 03/20/26 C260                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2294 | NC      | $208754.00    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ZF NA CAPITAL 144A                                         | ZF NORTH AMERICA CAPITAL INC                               | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     2498000 | PA      | $2467943.81   | 0.21%             | 2030-04-23      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2026-02-04

**Name of Applicant:** T. ROWE PRICE INTERNATIONAL FUNDS, INC.

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President