# EDGAR Filing Document

**Accession Number:** 0000313212
**File Stem:** 0001099263-26-006568
**Filing Date:** 2026-5
**Character Count:** 121533
**Document Hash:** 06cea0161b34d6e489cb383ca4471410
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-006568.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001099263-26-006568

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20261231

**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:** 261035183

**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:** 2026-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1352451548.20

**Total Liabilities:** $137044810.80

**Net Assets:** $1215406737.40

**Delayed Delivery Securities:** $6093000.00

**Cash Not Reported:** $364771.23

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -148.018383 | **1-Year:** 4215.389313 | **5-Year:** 22676.410465 | **10-Year:** -35941.247126 | **30-Year:** -25684.667938

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

- **3-Month:** -1123.359306 | **1-Year:** -24870.683649 | **5-Year:** 84926.972367 | **10-Year:** -38781.055726 | **30-Year:** -10074.252512

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000205922 | 0.95%                | -0.06%               | -0.39%               |
| Class ID C000205923 | 0.95%                | -0.06%               | -0.38%               |
| Class ID C000244818 | 1.11%                | -0.13%               | -0.22%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3425771.52              | $4301846.03                                |
| Month 2  | $520210.52               | $-11710474.53                              |
| Month 3  | $-931224.39              | $-4586509.95                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| BAUSCH HEALTH TL B 1L BANKDEBT                   | 1261229 BC LTD                                                 | CUSIP: 91911K9L8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     4665172 | PA      | $4495406.41   | 0.37%             | 2030-10-08      | Floating      | 9.92%                 | No            | 2                  | On Loan: No      |
| 1261229 BC LTD 144A                              | 1261229 BC LTD                                                 | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     6073000 | PA      | $6181274.04   | 0.51%             | 2032-04-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| ADVANCE AUTO PARTS 144A                          | ADVANCE AUTO PARTS INC                                         | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    16984000 | PA      | $17163203.35  | 1.41%             | 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        |     2270000 | PA      | $2037677.05   | 0.17%             | 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      | $5130000.00   | 0.42%             | 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      | $11978165.18  | 0.99%             | 2029-10-23      | Fixed         | 10.50%                | No            | 2                  | On Loan: —       |
| ALIBABA GROUP HOLDING CB 0.0 9/15 CVT            | ALIBABA GROUP HOLDING LTD                                      | CUSIP: YK0592740<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     6145000 | PA      | $5930719.92   | 0.49%             | 2032-09-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER 144A                    | ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4640000 | PA      | $4579724.87   | 0.38%             | 2031-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| 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        |     2769146 | PA      | $2776970.48   | 0.23%             | 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        |    10319067 | PA      | $9779767.84   | 0.80%             | 2032-07-15      | Fixed         | 6.88%                 | 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   | 0.77%             | 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        |      172006 | NS      | $6223177.08   | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF ARGENTINA                            | ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND               | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    12405000 | PA      | $8300126.44   | 0.68%             | 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        |     9535000 | PA      | $7740192.93   | 0.64%             | 2029-05-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| ASURION LLC TL B14 1L BANKDEBT                   | ASURION LLC                                                    | CUSIP: 04649VBF6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    10801693 | PA      | $10430438.71  | 0.86%             | 2033-02-23      | Floating      | 7.42%                 | No            | 2                  | On Loan: No      |
| ASURION LLC TL B13 1L BANKDEBT                   | ASURION LLC                                                    | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    10880325 | PA      | $10742036.07  | 0.88%             | 2030-09-19      | Floating      | 7.92%                 | No            | 2                  | On Loan: No      |
| MINERVA MERGER SUB INC 144A                      | ATHENAHEALTH GROUP INC                                         | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |     6050000 | PA      | $5651390.84   | 0.46%             | 2030-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CITIBANK N A                                     | AUD/USD FWD 20260424 CITIGB2L                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | AU        |           1 | NC      | $-244736.89   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                               | AUD/USD FWD 20260424 UBSWGB2L                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | AU        |           1 | NC      | $775334.82    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| AUTOKINITON TL B 1L BANKDEBT                     | AUTOKINITON US HOLDINGS                                        | CUSIP: 05278HAC0<br>LEI: 254900EHNKMJ1OSEZL85 | Long             | LON              | CORP              | US        |    16739428 | PA      | $16496706.35  | 1.36%             | 2028-04-06      | Floating      | 7.78%                 | 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      | $7328750.44   | 0.60%             | 2032-12-15      | Fixed         | 10.97%                | 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      | $777873.47    | 0.06%             | 2027-10-20      | None          | 0.00%                 | 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      | $478704.95    | 0.04%             | 2028-02-20      | None          | 0.00%                 | 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      | $23323.50     | 0.00%             |  |  |  | Yes           | 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        |     4152338 | PA      | $4163548.90   | 0.34%             | 2029-11-01      | Variable      | 6.42%                 | 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        |     1048925 | PA      | $1063244.13   | 0.09%             | 2031-12-26      | Floating      | 7.26%                 | 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      | $786.00       | 0.00%             | 2034-11-15      | Floating      | 6.64%                 | 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      | $1976718.16   | 0.16%             | 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      | $23300884.20  | 1.92%             | 2049-05-30      | Fixed         | 6.58%                 | 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      | $5084929.79   | 0.42%             | 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      | $26231.56     | 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      | $12500.40     | 0.00%             |  |  |  | Yes           | N/A                | On Loan: No      |
| BOROO INVESTMENTS 144A                           | BOROO INVESTMENTS PTE LTD                                      | CUSIP: 10001AAA3<br>LEI: 254900NL0ALM1NCHOQ65 | Long             | DBT              | CORP              | SG        |     7540000 | PA      | $7484707.75   | 0.62%             | 2032-08-07      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| BREAKWATER ENRGY HOLD 144A                       | BREAKWATER ENERGY HOLDINGS SARL                                | CUSIP: 10637BAA3<br>LEI: 984500969HAFA937F390 | Long             | DBT              | CORP              | LU        |     9705000 | PA      | $10260007.41  | 0.84%             | 2030-11-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| BLAST 2026-1 E 144A                              | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2026-1           | CUSIP: 107927AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3000000 | PA      | $2966091.30   | 0.24%             | 2033-02-15      | Fixed         | 6.63%                 | 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      | $926084.17    | 0.08%             | 2038-08-15      | Floating      | 5.34%                 | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                      | CAD/USD FWD 20260424 ROYCGB2L                                  | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | CA        |           1 | NC      | $629014.87    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| CAPSTONE BORROWER INC 144A                       | CAPSTONE BORROWER INC                                          | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |     9865000 | PA      | $9426632.71   | 0.78%             | 2030-06-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| CRVNA 2024-N1 E 144A                             | CARVANA AUTO RECEIVABLES TRUST 2024-N1                         | CUSIP: 14687QAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5700000 | PA      | $5839033.83   | 0.48%             | 2031-03-10      | Fixed         | 8.28%                 | 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      | $7471613.51   | 0.61%             | 2031-06-10      | Fixed         | 8.16%                 | 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      | $11186073.16  | 0.92%             |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                         | CDX HY S45 V2 PAY 101 05/20/2026 BARC                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $618813.63    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                         | CDX HY S45 V2 PAY 102 4/15/2026 BARC                           | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-121930.27   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                         | CDX HY S45 V2 PAY 107 4/15/2026 BARC                           | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1172368.60   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                         | CDX HY S45 V2 PAY 98 05/20/2026 BARC                           | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-355932.40   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                               | CDX IG S45 PAY 55 4/15/2026 GSIL                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $963303.22    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                               | CDX IG S45 PAY 75 4/15/2026 GSIL                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-131476.30   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                         | CELANESE US HOLDINGS LLC                                       | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    11612000 | PA      | $12400721.74  | 1.02%             | 2033-11-15      | Variable      | 7.20%                 | No            | 2                  | On Loan: No      |
| CITIBANK N A                                     | CHF/USD FWD 20260424 CITIGB2L                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | CH        |           1 | NC      | $-499859.48   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                               | CHF/USD FWD 20260424 UBSWGB2L                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CH        |           1 | NC      | $-1314684.69  | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS 144A                    | CHS/COMMUNITY HEALTH SYSTEMS INC                               | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     6655000 | PA      | $5778249.80   | 0.48%             | 2030-04-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: —       |
| CLARIV SCI HLD CORP 144A                         | CLARIVATE SCIENCE HOLDINGS CORP                                | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7285000 | PA      | $6271842.76   | 0.52%             | 2029-07-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: —       |
| GOLDMAN SACHS & CO                               | CMBX BBB- CDSI S17 12/15/2056                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-275751.67   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                               | CMBX BBB- CDSI S17 12/15/2056                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-744684.42   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | CMBX BBB- CDSI S17 12/15/2056                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-551658.25   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | CMBX BBB- CDSI S17 12/15/2056                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-551658.25   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                               | CMBX BBB- CDSI S17 12/15/2056                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-551658.25   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| CMG MEDIA CORPORATION 144A                       | CMG MEDIA CORP                                                 | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6970000 | PA      | $6016451.81   | 0.50%             | 2029-06-18      | Fixed         | 8.88%                 | No            | 2                  | On Loan: —       |
| CLGIX 2022-1CAN A2 144A                          | COLOGIX CANADIAN ISSUER LP                                     | CUSIP: 19521DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |     6000000 | PA      | $4284192.37   | 0.35%             | 2052-01-25      | Fixed         | 4.94%                 | No            | 2                  | On Loan: No      |
| COMM 2022-HC C 144A                              | COMM 2022-HC MORTGAGE TRUST                                    | CUSIP: 12659DAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      725000 | PA      | $689384.81    | 0.06%             | 2039-01-10      | Fixed         | 3.38%                 | 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      | $23820091.54  | 1.96%             | 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        |      533926 | PA      | $533734.04    | 0.04%             | 2028-09-28      | Floating      | 8.17%                 | No            | 2                  | On Loan: No      |
| ALTICE TL B5 1L BANKDEBT                         | CSC HOLDINGS LLC                                               | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |     8469869 | PA      | $7445522.84   | 0.61%             | 2027-04-15      | Floating      | 6.45%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC 144A                            | CSC HOLDINGS LLC                                               | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    15675000 | PA      | $12843856.40  | 1.06%             | 2028-05-15      | Fixed         | 11.25%                | No            | 2                  | On Loan: —       |
| CSC HOLDINGS LLC 144A                            | CSC HOLDINGS LLC                                               | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     6230000 | PA      | $3430712.76   | 0.28%             | 2028-04-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| CSN ISLANDS XI CORP 144A                         | CSN INOVA VENTURES                                             | CUSIP: 12642KAB0<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |    13415000 | PA      | $9858943.71   | 0.81%             | 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        |      969000 | PA      | $596700.76    | 0.05%             | 2032-04-08      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| CYPRIUM CORP/CYPRIUM HOL 144A                    | CYPRIUM CORP / CYPRIUM HOLDINGS LUXEMBOURG SARL                | CUSIP: 23292NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4950000 | PA      | $4894143.94   | 0.40%             | 2031-04-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| DIAMONDBACK ENERGY INC                           | DIAMONDBACK ENERGY INC                                         | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    15856000 | PA      | $12274779.41  | 1.01%             | 2052-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| DIAMONDBACK ENERGY INC                           | DIAMONDBACK ENERGY INC                                         | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    20298000 | PA      | $19221146.42  | 1.58%             | 2054-04-18      | Fixed         | 5.75%                 | 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        |    24435000 | PA      | $24947123.53  | 2.05%             | 2031-02-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| DISH DBS CORP                                    | DISH DBS CORP                                                  | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9400000 | PA      | $9116982.49   | 0.75%             | 2028-07-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| DYE & DURHAM LIMITED 144A                        | DYE & DURHAM LTD                                               | CUSIP: 267486AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     5900000 | PA      | $4936537.19   | 0.41%             | 2029-04-15      | Fixed         | 8.62%                 | No            | 2                  | On Loan: —       |
| EHGVT 2019-A C 144A                              | ELARA HGV TIMESHARE ISSUER 2019-A LLC                          | CUSIP: 28416TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       15708 | PA      | $15686.09     | 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        |       90101 | PA      | $93762.98     | 0.01%             | 2038-02-25      | Fixed         | 10.10%                | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | EUR/USD FWD 20260522 MSLNGB2X                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-588224.09   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                  | EUR/USD FWD 20260522 SBOSGB2X                                  | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-53519.69    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                 | EUR/USD FWD 20260522 SOGEFRPP                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-132450.11   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| IKM6 EURO-BTP FUTURE   JUN26                     | EURO-BTP FUTURE   JUN26                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |        -916 | NC      | $-507785.45   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| IKM6 EURO-BTP FUTURE   JUN26                     | EURO-BTP FUTURE   JUN26                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |        -307 | NC      | $-170185.74   | -0.01%            |  |  |  | No            | 1                  | 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      | $3750663.84   | 0.31%             | 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      | $3088856.25   | 0.25%             | 2042-10-15      | Floating      | 6.27%                 | No            | 2                  | On Loan: No      |
| FNS 429 C13                                      | FANNIE MAE INTEREST STRIP                                      | CUSIP: 31423YVV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1528836 | PA      | $219511.81    | 0.02%             | 2051-09-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FNS 435 C24                                      | FANNIE MAE INTEREST STRIP                                      | CUSIP: 31424UAZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    16659277 | PA      | $2203296.52   | 0.18%             | 2052-04-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FNR 2023-2 DI                                    | FANNIE MAE REMICS                                              | CUSIP: 3136BPUZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    23974042 | PA      | $3205116.46   | 0.26%             | 2051-05-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FNR 2021-33 AI                                   | FANNIE MAE REMICS                                              | CUSIP: 3136BHUP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    14754084 | PA      | $1896892.86   | 0.16%             | 2047-05-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                             | FI TRS PAY BNP 6.875 74 06/18/26 CHASGB2LXXX_C                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $56521.65     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                             | FI TRS PAY DNBNO 7.375 74 06/18/26 CHASGB2LXXX_C               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $48356.36     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                             | FI TRS PAY HSBC 6.95 74 06/18/26 CHASGB2LXXX_C                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $81244.23     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                             | FI TRS PAY INTNED 6.5 74 06/18/26 CHASGB2LXXX_C                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $70026.67     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                             | FI TRS PAY NDAFH 6.75 74 06/18/26 CHASGB2LXXX_C                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $51041.16     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                             | FI TRS PAY UBS 6.625 74 06/18/26 CHASGB2LXXX_C                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $51479.04     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                             | FI TRS REC APODS 6.7 31 05/19/26 CHAS_C                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-75064.93    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                             | FI TRS REC ARCC 5.1 31 05/19/26 CHAS_C                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-61387.85    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                             | FI TRS REC ARCC 5.8 32 05/19/26 CHAS_C                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-23972.43    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                             | FI TRS REC ARESSI 5.8 30 05/19/26 CHAS_C                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-36539.13    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                             | FI TRS REC BCSF 5.95 30 05/19/26 CHAS_C                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-40310.37    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                             | FI TRS REC BXSL 5.125 31 05/19/26 CHAS_C                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-23805.01    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                             | FI TRS REC CGBD 5.75 31 05/19/26 CHAS_C                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-41975.04    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                             | FI TRS REC GSCRED 5.875 31 05/19/26 CHAS_C                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1491.12      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                             | FI TRS REC HLEND 5.45 30 05/19/26 CHAS_C                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-53512.28    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                             | FI TRS REC HTGC 6 30 05/19/26 CHAS_C                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-23571.88    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                             | FI TRS REC OBDC 5.95 29 05/19/26 CHAS_C                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-85139.32    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                             | FI TRS REC OBDC 6.2 30 05/19/26 CHAS_C                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-50009.16    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                             | FI TRS REC OCINCC 5.8 30 05/19/26 CHAS_C                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-88419.94    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                             | FI TRS REC OCINCC 6.6 29 05/19/26 CHAS_C                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-79266.13    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                             | FI TRS REC OCINCC 6.65 31 05/19/26 CHAS_C                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-105577.68   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | FI TRS USD PAY IBOXHY 06/20/26 MSLN_C                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-395258.26   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | FI TRS USD PAY IBXXLLTR 06/20/26/119969689/MSLNGB2XXXX_C       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-33403.75    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | FI TRS USD PAY IBXXLLTR 12/20/26/119419053/MSLNGB2XXXX_C       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $294967.71    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| FOCUS 2023-2 144A                                | FOCUS BRANDS FUNDING                                           | CUSIP: 34417RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8729075 | PA      | $9137729.26   | 0.75%             | 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        |     7587549 | PA      | $1039788.67   | 0.09%             | 2050-10-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FHR 5020 IG                                      | FREDDIE MAC REMICS                                             | CUSIP: 3137FWXY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7108601 | PA      | $880284.66    | 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        |    11635985 | PA      | $1183692.60   | 0.10%             | 2051-01-25      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| VANTOR HOLDINGS INC TL 1L BANKDEBT               | GALILEO PARENT INC                                             | CUSIP: 36355RAB1<br>LEI: 254900XMZ2ZZ33TF4651 | Long             | LON              | CORP              | US        |    24130000 | PA      | $23617237.50  | 1.94%             | 2033-03-03      | Floating      | 8.12%                 | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)             | GBP/USD FWD 20260522 BARCGB5G                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-252102.92   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                      | GBP/USD FWD 20260522 BNPAFRPP                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-370936.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                  | GBP/USD FWD 20260522 BOFAUS6N                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | GB        |           1 | NC      | $385523.77    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                     | GBP/USD FWD 20260522 CITIGB2L                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-634082.33   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| GETTY IMAGES INC 144A                            | GETTY IMAGES INC                                               | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    12660000 | PA      | $11390489.99  | 0.94%             | 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        |     2719250 | PA      | $2705487.33   | 0.22%             | 2047-04-30      | Fixed         | 5.09%                 | No            | 2                  | On Loan: No      |
| GNR 2020-176 AI                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                       | CUSIP: 38382LJQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    19274605 | PA      | $2468395.70   | 0.20%             | 2050-11-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| GNR 2020-185 BI                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                       | CUSIP: 38382LQ53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2065568 | PA      | $265417.47    | 0.02%             | 2050-12-20      | 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        |    10921153 | PA      | $1737956.24   | 0.14%             | 2051-01-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GNR 2020-175 DI                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                       | CUSIP: 38382LLK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    11756999 | PA      | $1863242.71   | 0.15%             | 2050-11-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GRAY ESCROW II INC 144A                          | GRAY MEDIA INC                                                 | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    13045000 | PA      | $9643909.32   | 0.79%             | 2031-11-15      | Fixed         | 5.38%                 | 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        |     5270716 | PA      | $5379785.40   | 0.44%             | 2054-03-20      | Fixed         | 7.25%                 | 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        |     1577162 | PA      | $1518183.62   | 0.12%             | 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        |     1200150 | PA      | $1121908.62   | 0.09%             | 2051-06-20      | Fixed         | 2.87%                 | 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        |      897147 | PA      | $922042.52    | 0.08%             | 2039-09-15      | Fixed         | 8.85%                 | No            | 2                  | On Loan: No      |
| HOLOGIC TL 2L BANKDEBT                           | HOPPER MERGER SUB INC                                          | CUSIP: 43644ABP3<br>LEI: 9845009E9B4548A5N478 | Long             | LON              | CORP              | US        |    11460000 | PA      | $11345400.00  | 0.93%             | 2034-01-05      | Floating      | 0.00%                 | No            | 3                  | 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        |     1037786 | PA      | $1047056.08   | 0.09%             | 2032-05-20      | Floating      | 6.82%                 | 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        |     1480641 | PA      | $1483080.37   | 0.12%             | 2033-09-20      | Floating      | 6.02%                 | 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      | $-1568697.47  | -0.13%            |  |  |  | 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      | $124420.21    | 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      | $150667.09    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                              | ICE_BRISTOL-MYERS SQUIBB CO CDS 06/20/2031 BARC                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $-746989.63   | -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      | $-42233.83    | -0.00%            |  |  |  | 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      | $-5153029.76  | -0.42%            |  |  |  | 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      | $4163449.78   | 0.34%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                              | ICE_CDX HY CDSI S45 V2 5Y 12/20/2030 BOFA                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $-6612428.76  | -0.54%            |  |  |  | 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      | $1104441.39   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                              | ICE_CDX IG CDSI S46 5Y 06/20/2031 BNPA                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $4332779.70   | 0.36%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                              | ICE_DOW CHEMICAL CO/THE CDS 12/20/2030 BARC                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $-20604.65    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                              | ICE_ITRX XOVER CDSI S45 5Y 06/20/2031 BARC                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | N/A       |           1 | NC      | $-7893225.93  | -0.65%            |  |  |  | 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      | $78047.59     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                              | ICE_MACY'S INC CDS 06/20/2031 GSIL                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $92798.32     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                              | ICE_MGM RESORTS INTL CDS 06/20/2031 CITI                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1425396.72  | -0.12%            |  |  |  | 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      | $-160753.05   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                              | ICE_ORACLE CORP CDS 06/20/2031 BARC                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2409911.45  | -0.20%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                              | ICE_PFIZER INC CDS 06/20/2031 BARC                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $-745331.59   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                              | ICE_SEALED AIR CORP CDS 06/20/2031 BARC                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $964421.15    | 0.08%             |  |  |  | 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      | $498557.03    | 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      | $3175859.84   | 0.26%             | 2028-10-09      | Fixed         | 17.50%                | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                      | ITRX EUR CDSI S44 5Y 52.5 4/15/2026 BNPA                       | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DCR              | CORP              | US        |           1 | NC      | $768188.46    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                      | ITRX EUR CDSI S44 5Y 60 4/15/2026 BNPA                         | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-433516.02   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | ITRX EUR S44 RECEIVE 52.5 4/15/2026 MSLN                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $15688.81     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | ITRX XOVER CDSI S44 5Y 300 4/15/2026 MSLN                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1570017.64   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | ITRX XOVER CDSI S44 5Y 400 4/15/2026 MSLN                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-268167.90   | -0.02%            |  |  |  | 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        |     3063600 | PA      | $2974583.12   | 0.24%             | 2052-02-26      | Fixed         | 3.44%                 | No            | 2                  | On Loan: No      |
| JERROLD FINCO PLC 144A                           | JERROLD FINCO PLC                                              | CUSIP: YO7062657<br>LEI: 213800F7AYNHLL1BPR31 | Long             | DBT              | CORP              | GB        |     6615000 | PA      | $8628649.80   | 0.71%             | 2031-06-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| NAVACORD TL 1L BANKDEBT                          | JONES DESLAURIERS INSURA                                       | CUSIP: 000000000<br>LEI: 549300JQIWNFU00E5424 | Long             | LON              | CORP              | CA        |    17041328 | PA      | $16530088.28  | 1.36%             | 2033-02-02      | Floating      | 6.66%                 | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)             | JPY/USD FWD 20260424 BARCGB5G                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | JP        |           1 | NC      | $-39692.72    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                    | JPY/USD FWD 20260424 DEUTGB2L                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | JP        |           1 | NC      | $-1308180.98  | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| THE BANK OF NEW YORK MELLON                      | JPY/USD FWD 20260424 IRVTGB2X                                  | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | JP        |           1 | NC      | $-893157.10   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                               | JPY/USD FWD 20260424 UBSWGB2L                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | JP        |           1 | NC      | $-447640.28   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| KEURIG DR PEPPER SER A CVT PFD PIPE PP           | KEURIG DR PEPPER SER A CVT PIPE COMMIT P                       | CUSIP: 000000000<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EP               | CORP              | US        |        8292 | NS      | $8292000.00   | 0.68%             |  |  |  | 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   | 0.47%             |  |  |  | Yes           | 3                  | On Loan: No      |
| KONA SPC LTD 144A                                | KONA SPC LTD                                                   | CUSIP: YL2902424<br>LEI: 254900UKS4SVVOMZWX26 | Long             | EP               | CORP              | KY        |    10990000 | NS      | $12795881.57  | 1.05%             |  |  |  | No            | 2                  | On Loan: No      |
| KOSMOS ENERGY LTD 144A                           | KOSMOS ENERGY LTD                                              | CUSIP: 500688AJ5<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |    10130000 | PA      | $8940513.79   | 0.74%             | 2031-10-01      | Fixed         | 8.75%                 | No            | 2                  | On Loan: —       |
| KRANESHARES CSI CHINA INTERNET ETF               | KWEB US 04/17/26 C32                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3384 | NC      | $11844.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| KYRGYZ REP INTL BOND 144A                        | KYRGYZ REPUBLIC INTERNATIONAL BOND                             | CUSIP: 50158LAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | KG        |     5645000 | PA      | $5642319.96   | 0.46%             | 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      | $3821980.39   | 0.31%             | 2030-04-26      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| N/A                                              | LCH-EUR IRS 3/13/31 PAY FIX CITI_C                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $526273.35    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                              | LCH-GBP IRS 3/23/28 REC FIX BARC_C                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $93071.35     | 0.01%             |  |  |  | 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      | $5749253.03   | 0.47%             | 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      | $6740831.84   | 0.55%             | 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      | $183064.11    | 0.02%             | 2050-03-10      | Variable      | 4.67%                 | No            | 2                  | On Loan: No      |
| ALTICE FRANCE LUXCO 3                            | LuxCo 3 Shares                                                 | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | EC               | CORP              | FR        |      125825 | NS      | $2141527.82   | 0.18%             |  |  |  | Yes           | 2                  | On Loan: No      |
| MACLEAN TL B 2L BANKDEBT                         | MACLEAN                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2975000 | PA      | $2945250.00   | 0.24%             | 2033-01-22      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| MAISON FINCO PLC 144A                            | MAISON FINCO PLC                                               | CUSIP: DF7783247<br>LEI: 9845007743J958DAS530 | Long             | DBT              | CORP              | GB        |     3405000 | PA      | $4219240.55   | 0.35%             | 2032-04-30      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| CONDOR MERGER SUB INC 144A                       | MCAFEE CORP                                                    | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |     9905000 | PA      | $8170753.73   | 0.67%             | 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        |    14134830 | PA      | $14099492.98  | 1.16%             | 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        |     4242000 | PA      | $4330153.04   | 0.36%             | 2028-11-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| N/A                                              | MIDCAP FINANCIAL SR UNSECURED FRN 144A P                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6100000 | PA      | $6127172.82   | 0.50%             | 2029-04-15      | Variable      | 5.74%                 | No            | 2                  | On Loan: No      |
| MIDCONTINENT COMMUNICATI 144A                    | MIDCONTINENT COMMUNICATIONS                                    | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |     6610000 | PA      | $6164112.50   | 0.51%             | 2032-08-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: —       |
| MVWOT 2023-2A D 144A                             | MVW 2023-2 LLC                                                 | CUSIP: 55400WAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2544080 | PA      | $2623921.50   | 0.22%             | 2040-11-20      | Fixed         | 9.33%                 | No            | 2                  | On Loan: No      |
| NAVIENT CORP                                     | NAVIENT CORP                                                   | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     7975000 | PA      | $7349007.31   | 0.60%             | 2029-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: —       |
| NAVIENT CORP                                     | NAVIENT CORP                                                   | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     8035000 | PA      | $7190604.55   | 0.59%             | 2032-06-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: —       |
| BNP PARIBAS EMISS. & HAND GMBH                   | NDX US 06/18/26 P24600                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |           2 | NC      | $274130.00    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| NEPTUNE BIDCO US INC 144A                        | NEPTUNE BIDCO US INC                                           | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     3420000 | PA      | $3331197.71   | 0.27%             | 2033-02-15      | Fixed         | 9.50%                 | 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      | $11351724.42  | 0.93%             | 2031-05-15      | Fixed         | 10.38%                | No            | 2                  | On Loan: —       |
| NYMT 2026-INV2 B1 144A                           | NYMT LOAN TRUST 2026-INV2                                      | CUSIP: 62957XAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $3930783.92   | 0.32%             | 2061-04-25      | Variable      | 6.31%                 | No            | 2                  | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC 144A                     | OAK-EAGLE ACQUIRECO INC                                        | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     5255000 | PA      | $5495499.62   | 0.45%             | 2034-07-01      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| OBX 2020-EXP1 1A8 144A                           | OBX 2020-EXP1 TRUST                                            | CUSIP: 67448TAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3108737 | PA      | $2800247.91   | 0.23%             | 2060-02-25      | Variable      | 3.50%                 | 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        |       28240 | PA      | $24899.12     | 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        |      302274 | PA      | $264666.05    | 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      | $102297.66    | 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      | $269369.53    | 0.02%             | 2030-08-20      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| OnNet Chile Infra Co PP                          | OMNET CHILE INFRA CO PP                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |      838000 | PA      | $838000.00    | 0.07%             | 2033-06-19      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| ORACLE CORP CVT 6.500000  D                      | ORACLE CORP                                                    | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |      130512 | NS      | $5874345.12   | 0.48%             |  |  |  | No            | 1                  | 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        |     5650000 | PA      | $4649246.23   | 0.38%             | 2034-05-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: —       |
| PARADIGM PRNT/CO-ISSUER 144A                     | PARADIGM PARENT LLC AND PARADIGM PARENT CO-ISSUER INC          | CUSIP: 69902PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6208000 | PA      | $5512698.99   | 0.45%             | 2032-04-17      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| 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      | $5925000.00   | 0.49%             |  |  |  | Yes           | N/A                | 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      | $10729117.36  | 0.88%             | 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      | $3427263.46   | 0.28%             | 2031-12-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| INVESCO QQQ TRUST SERIES 1                       | QQQ US 12/18/26 P400                                           | CUSIP: 000000000<br>LEI: 549300VY6FEJBCIMET58 | N/A              | DE               | CORP              | US        |        1149 | NC      | $845089.50    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| RADIATE TLB/DD STRIP BANKDEBT                    | RADIATE HOLDCO LLC                                             | CUSIP: 000000000<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |    12578813 | PA      | $12557806.34  | 1.03%             | 2029-06-26      | Floating      | 7.67%                 | 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        |    13547330 | PA      | $12017565.11  | 0.99%             | 2029-09-25      | Floating      | 7.28%                 | No            | 2                  | On Loan: No      |
| RAIZEN FUELS FINANCE 144A                        | RAIZEN FUELS FINANCE SA                                        | CUSIP: 75102XAD8<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     4200000 | PA      | $2298050.36   | 0.19%             | 2035-01-17      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| RAIZEN FUELS FINANCE 144A                        | RAIZEN FUELS FINANCE SA                                        | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     8030000 | PA      | $4473964.69   | 0.37%             | 2032-07-08      | Fixed         | 6.25%                 | No            | 2                  | On Loan: —       |
| RAIZEN FUELS FINANCE 144A                        | RAIZEN FUELS FINANCE SA                                        | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     8930000 | PA      | $4836115.84   | 0.40%             | 2037-02-25      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| RAIZEN FUELS FINANCE                             | RAIZEN FUELS FINANCE SA                                        | CUSIP: ZD3787987<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     4007000 | PA      | $2210689.57   | 0.18%             | 2034-03-05      | Fixed         | 6.45%                 | No            | 2                  | On Loan: —       |
| RAIZEN FUELS FINANCE 144A                        | RAIZEN FUELS FINANCE SA                                        | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    13805000 | PA      | $7348539.06   | 0.60%             | 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      | $2458505.96   | 0.20%             | 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      | $7422625.89   | 0.61%             | 2031-01-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: —       |
| RUFIJI BV 144A                                   | RUFIJI BV                                                      | CUSIP: DH1866713<br>LEI: 2138002PSD6UU8BI9K98 | Long             | DBT              | CORP              | NL        | 44720000000 | PA      | $3667314.24   | 0.30%             | 2028-03-30      | Fixed         | 17.75%                | No            | 2                  | On Loan: No      |
| SAMARCO MINERACAO SA                             | SAMARCO MINERACAO SA                                           | CUSIP: ZG6352899<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |    12946259 | PA      | $12750914.69  | 1.05%             | 2031-06-30      | Variable      | 9.00%                 | 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        |     2320159 | PA      | $2366916.48   | 0.19%             | 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      | $2002454.40   | 0.16%             | 2034-01-16      | Fixed         | 6.27%                 | No            | 2                  | On Loan: No      |
| SASOL FINANCING USA LLC                          | SASOL FINANCING USA LLC                                        | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     3995000 | PA      | $3604851.72   | 0.30%             | 2031-03-18      | Fixed         | 5.50%                 | 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      | $17030800.77  | 1.40%             | 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      | $3524278.23   | 0.29%             | 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      | $12044278.35  | 0.99%             | 2054-04-30      | Fixed         | 7.39%                 | No            | 2                  | On Loan: No      |
| SEB4P 2026-1A A2 144A                            | SEB FUNDING LLC                                                | CUSIP: 78433DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12000000 | PA      | $11926149.63  | 0.98%             | 2056-01-30      | Fixed         | 6.67%                 | 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        |     1679360 | PA      | $1755566.87   | 0.14%             | 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        |     1303629 | PA      | $1331282.68   | 0.11%             | 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        |      919451 | PA      | $915365.84    | 0.08%             | 2044-08-22      | Fixed         | 6.54%                 | No            | 2                  | On Loan: No      |
| SIRIUS XM RADIO LLC 144A                         | SIRIUS XM RADIO LLC                                            | CUSIP: 82966BAA3<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    18355000 | PA      | $18218957.19  | 1.50%             | 2032-04-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| SONIC 2021-1A A2I 144A                           | SONIC CAPITAL LLC                                              | CUSIP: 83546DAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1766750 | PA      | $1641249.44   | 0.14%             | 2051-08-20      | Fixed         | 2.19%                 | 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        |      103169 | PA      | $101256.69    | 0.01%             | 2033-02-28      | Fixed         | 3.82%                 | No            | 2                  | On Loan: No      |
| SURINAME INT 144A                                | SURINAME GOVERNMENT INTERNATIONAL BOND                         | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |     3810000 | PA      | $3948560.31   | 0.32%             | 2035-11-06      | Fixed         | 8.50%                 | No            | 2                  | On Loan: —       |
| T. Rowe Price Government Reserve Fund            | T. Rowe Price Government Reserve Fund                          | CUSIP: 76105Y109<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |   116762643 | NS      | $116762643.10 | 9.61%             |  |  |  | No            | 1                  | On Loan: No      |
| TELECOM ARGENTINA SA 144A                        | TELECOM ARGENTINA SA                                           | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |     3390000 | PA      | $3510430.10   | 0.29%             | 2033-05-28      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| TELECOM ARGENTINA SA 144A                        | TELECOM ARGENTINA SA                                           | CUSIP: 879273AW0<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |     2350000 | PA      | $2339799.16   | 0.19%             | 2036-01-20      | Fixed         | 8.50%                 | 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      | $6718513.01   | 0.55%             | 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        |    20299533 | PA      | $18959764.17  | 1.56%             | 2029-06-18      | Floating      | 7.30%                 | 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      | $42655.11     | 0.00%             | 2047-06-01      | None          | 0.00%                 | 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      | $73584.33     | 0.01%             | 2049-06-01      | Fixed         | 4.88%                 | 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      | $190826.56    | 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        |    15705170 | PA      | $11327511.27  | 0.93%             | 2030-02-19      | Floating      | 8.59%                 | No            | 2                  | On Loan: No      |
| TPIC CLASS A SR TERM NOTES PP                    | TPIC Rollup Sr Term Notes PP                                   | CUSIP: 000000000<br>LEI: 98450079E44D2D1B6432 | Long             | DBT              | CORP              | US        |      322779 | PA      | $352107.11    | 0.03%             | 2026-12-10      | Fixed         | 46.47%                | Yes           | 3                  | 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        |     3952433 | PA      | $2971774.94   | 0.24%             | 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        |    75414575 | NS      | $75414575.00  | 6.20%             |  |  |  | No            | 1                  | On Loan: No      |
| TRIDENT ENERGY FINANCE                           | TRIDENT ENERGY FINANCE PLC                                     | CUSIP: YX0692252<br>LEI: 9845004ECK3FYO64I382 | Long             | DBT              | CORP              | GB        |     8600000 | PA      | $9128873.03   | 0.75%             | 2029-11-30      | Fixed         | 12.50%                | No            | 2                  | On Loan: —       |
| MORGAN STANLEY & COMPANY LLC                     | TRS M2USQU 6M 07/16/2026/118786368/MSLNGB2XXXX_C               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-357944.33   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS M2USQU 6M 07/16/2026/119512653/MSLNGB2XXXX_C               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-342684.61   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS M2USQU 6M 7/16/2026/119953777/MSLNGB2XXXX_C                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-365155.73   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS M2USQU 6M 7/16/2026/120099017/MSLNGB2XXXX_C                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-370324.09   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS RUTTR 6M 07/16/2026/118790412/MSLNGB2XXXX_C                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $88821.96     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS RUTTR 6M 07/16/2026/119512676/MSLNGB2XXXX_C                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $39342.71     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS RUTTR 6M 7/16/2026/119953780/MSLNGB2XXXX_C                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $42803.65     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS RUTTR 6M 7/16/2026/120099020/MSLNGB2XXXX_C                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $44279.63     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TURKIYE IS BANKASI A.S                           | TURKIYE IS BANKASI AS                                          | CUSIP: DF6579778<br>LEI: 789000FIRX9MDN0KTM91 | Long             | DBT              | CORP              | TR        |   530870000 | PA      | $10034927.01  | 0.83%             | 2026-08-24      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TURKIYE IS BANKASI A.S                           | TURKIYE IS BANKASI AS                                          | CUSIP: YI2190480<br>LEI: 789000FIRX9MDN0KTM91 | Long             | DBT              | CORP              | TR        |   376020000 | PA      | $8217177.13   | 0.68%             | 2026-04-24      | None          | 0.00%                 | 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      | $2811255.71   | 0.23%             | 2039-06-15      | Floating      | 6.91%                 | No            | 2                  | On Loan: No      |
| TREASURY BILL                                    | UNITED STATES TREASURY BILL                                    | CUSIP: 912797SM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   117000000 | PA      | $116740525.43 | 9.61%             | 2026-04-23      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TYM6 US 10YR NOTE (CBT)JUN26                     | US 10YR NOTE (CBT)JUN26                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -929 | NC      | $-828714.45   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| US RENAL CARE INC TL 1L BANKDEBT                 | US RENAL CARE INC                                              | CUSIP: 90290PAS3<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |     9637132 | PA      | $9040882.25   | 0.74%             | 2028-06-28      | Floating      | 8.78%                 | No            | 2                  | On Loan: No      |
| BARCLAYS                                         | USD IRS OPT 1Y/2Y 2 1/8/27 REC BARC                            | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-225874.08   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                         | USD IRS OPT 1Y/2Y 2 1/8/27 REC BARC                            | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-233970.08   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                         | USD IRS OPT 1Y/2Y 2.5 1/8/27 REC BARC                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DIR              | CORP              | US        |           1 | NC      | $475014.32    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                         | USD IRS OPT 1Y/2Y 2.5 1/8/27 REC BARC                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DIR              | CORP              | US        |           1 | NC      | $458577.53    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                     | USD/AUD FWD 20260424 CITIGB2L                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-127494.20   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                               | USD/AUD FWD 20260424 GSILGB2X                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $528534.45    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                              | USD/AUD FWD 20260424 MRMDUS33                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $153354.77    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                    | USD/AUD FWD 20260424 SCBLGB2L                                  | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-55385.96    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                 | USD/AUD FWD 20260424 SOGEFRPP                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |           1 | NC      | $29349.61     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TORONTO DOMINION SECURITIES                      | USD/AUD FWD 20260424 TDOMCATT                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-124840.63   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                    | USD/CAD FWD 20260424 SCBLGB2L                                  | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-224014.36   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                               | USD/CAD FWD 20260424 UBSWGB2L                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-337201.11   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                      | USD/CHF FWD 20260424 BNPAFRPP                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $82077.92     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                  | USD/CHF FWD 20260424 BOFAUS6N                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2084178.03   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | USD/CHF FWD 20260424 MSLNGB2X                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-961948.31   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                      | USD/CHF FWD 20260424 ROYCGB2L                                  | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-101095.79   | -0.01%            |  |  |  | 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      | $58254.37     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                     | USD/CHF FWD 20260424 WFBIUS6W                                  | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-106492.34   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                  | USD/EUR FWD 20260522 BOFAUS6N                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $451401.48    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                             | USD/EUR FWD 20260522 CHASGB2L                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $67354.36     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                    | USD/EUR FWD 20260522 DEUTGB2L                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $23521.96     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| THE BANK OF NEW YORK MELLON                      | USD/EUR FWD 20260522 IRVTGB2X                                  | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $86131.79     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                              | USD/EUR FWD 20260522 MRMDUS33                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-27745.23    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                 | USD/EUR FWD 20260522 SOGEFRPP                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |           1 | NC      | $207250.49    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| TORONTO DOMINION SECURITIES                      | USD/EUR FWD 20260522 TDOMCATT                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | US        |           1 | NC      | $434371.59    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                               | USD/EUR FWD 20260522 UBSWGB2L                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2051.16      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)             | USD/GBP FWD 20260522 BARCGB5G                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $871201.03    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE               | USD/GBP FWD 20260522 CIBCCATT                                  | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              | CORP              | US        |           1 | NC      | $31242.07     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                      | USD/GBP FWD 20260522 ROYCGB2L                                  | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |           1 | NC      | $464845.55    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                             | USD/JPY FWD 20260424 CHASGB2L                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-43516.49    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                    | USD/JPY FWD 20260424 DEUTGB2L                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $211363.99    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| THE BANK OF NEW YORK MELLON                      | USD/JPY FWD 20260424 IRVTGB2X                                  | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $157529.51    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                              | USD/JPY FWD 20260424 MRMDUS33                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-187237.87   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                  | USD/JPY FWD 20260424 SBOSGB2X                                  | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $486021.35    | 0.04%             |  |  |  | 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      | $6984760.70   | 0.57%             | 2027-07-24      | Fixed         | 21.00%                | No            | 2                  | On Loan: No      |
| P&P SYNERGY SEC 1 S.a.r.l. PP                    | VACA MUERTA SUR FRN PP                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AR        |     3720000 | PA      | $3723348.00   | 0.31%             | 2030-07-08      | Variable      | 9.34%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF VENEZUELA                            | VENEZUELA GOVERNMENT INTERNATIONAL BOND                        | CUSIP: EH9901297<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    17310000 | PA      | $7070604.77   | 0.58%             | 2019-10-13      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| VEON MIDCO SR UNSECURED NOTES 144A               | VEON MIDCO BV                                                  | CUSIP: YN9821169<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |     9150000 | PA      | $9458581.30   | 0.78%             | 2029-07-15      | Fixed         | 9.00%                 | 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      | $1744140.41   | 0.14%             | 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        |     2578525 | PA      | $2806598.09   | 0.23%             | 2030-06-23      | Variable      | 13.88%                | No            | 2                  | On Loan: No      |
| STATE STREET TECHNOLOGY SELECT SECTOR SPDR ETF   | XLK US 06/18/26 P290                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         298 | NC      | $425395.00    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET HEALTH CARE SELECT SECTOR SPDR ETF  | XLV US 09/18/26 C150                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         397 | NC      | $266982.50    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2026-05-05

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

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President