# EDGAR Filing Document

**Accession Number:** 0000313212
**File Stem:** 0000313212-23-000198
**Filing Date:** 2023-2
**Character Count:** 102350
**Document Hash:** dbc3e55cb12b35fa2eea97e7b64f5605
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000313212-23-000198.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0000313212-23-000198

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** T. Rowe Price International Funds, Inc.
- **CENTRAL INDEX KEY:** 0000313212
- **IRS NUMBER:** 521175211
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02958
- **FILM NUMBER:** 23667419

**BUSINESS ADDRESS:**
- **STREET 1:** 100 EAST PRATT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21202
- **BUSINESS PHONE:** 410-345-2000

**MAIL ADDRESS:**
- **STREET 1:** 100 EAST PRATT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21202

**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           |

## 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:** 100 East Pratt Street

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21202

  - **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:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $37793827.35

**Total Liabilities:** $2482546.09

**Net Assets:** $35311281.26

**Cash Not Reported:** $4146918.84

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -25.524284 | **1-Year:** -476.615063 | **5-Year:** -887.288732 | **10-Year:** -1725.911875 | **30-Year:** 359.042403

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

- **3-Month:** -8.472124 | **1-Year:** -627.888647 | **5-Year:** -2116.384758 | **10-Year:** -1549.977128 | **30-Year:** -146.078320

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000205922 | 0.65%                | 0.07%                | 2.19%                |
| Class ID C000205923 | 0.66%                | 0.18%                | 2.08%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-291497.56              | $486803.89                                 |
| Month 2  | $5464.80                 | $863232.69                                 |
| Month 3  | $-125677.05              | $113484.15                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| N/A                                                        | FTSE 100 IDX FUT MAR23                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |        -7 | NC      | $1683.09      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cirsa Finance International Sarl                           | CIRSA FINANCE INTERNATIONAL SARL                                  | CUSIP: BZ9495244<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $109184.83    | 0.31%             | 2027-11-30      | Fixed         | 10.38%                | No            | 2                  | On Loan: No      |
| N/A                                                        | US ULTRA BOND CBT MAR23                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         6 | NC      | $-68633.52    | -0.19%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                        | US ULTRA BOND CBT MAR23                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         2 | NC      | $-22877.84    | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| DEUTSCHE BANK                                              | USD/INR FWD 20230119 DEUTGB2L                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3915.41      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                         | TWD/USD FWD 20230119 GSILGB2X                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | TW        |         1 | NC      | $-23927.96    | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                       | USD/ILS FWD 20230119 BARCGB5G                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-90.38       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                               | PHP/USD FWD 20230310 CITIGB2L                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | PH        |         1 | NC      | $-4578.41     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                                | AUD/USD FWD 20230120 ROYCGB2L                                     | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-5631.87     | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                        | JPY/USD FWD 20230120 MRMDUS33                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | JP        |         1 | NC      | $15795.64     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | US 10YR NOTE (CBT)MAR23                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        21 | NC      | $-33826.59    | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                              | NZD/USD FWD 20230120 SCBLGB2L                                     | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-34591.62    | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | BONA FIDE INVSTMNT HLDNG LLC A                                    | CUSIP: TC1FCHS82<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         0 | NS      | $12371.25     | 0.04%             |  |  |  | Yes           | N/A                | On Loan: No      |
| JP MORGAN CHASE BANK                                       | IDR/USD FWD 20230119 CHASGB2L                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | ID        |         1 | NC      | $490.84       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | EURO-BUND FUTURE MAR23                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |        -6 | NC      | $47393.31     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| GOLDMAN SACHS & CO                                         | BRL/USD FWD 20230302 GSILGB2X                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | BR        |         1 | NC      | $163.78       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                        | ILS/USD FWD 20230119 MRMDUS33                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | IL        |         1 | NC      | $-5644.93     | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                               | PEN/USD FWD 20230119 MSLNGB2X                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | PE        |         1 | NC      | $12410.14     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                               | USD/ZAR FWD 20230113 CITIGB2L                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-31771.47    | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                              | CAD/USD FWD 20230120 SCBLGB2L                                     | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-1231.26     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | EURO-BOBL FUTURE MAR23                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |       -35 | NC      | $44430.19     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                              | AUD/USD FWD 20230120 SCBLGB2L                                     | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-64829.61    | -0.18%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | LCH - NZD IRS 12/22/2027 PAY FIX                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         1 | NC      | $11715.73     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | CME - USD SOFR IRS 12/20/24 REC FIX                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         1 | NC      | $-48092.85    | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | CME - USD SOFR IRS 12/20/32 PAY FIX                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         1 | NC      | $63425.50     | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                               | EGYPT CDS 12/20/2024                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $37285.30     | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Egypt Government International Bond                        | ICE_EGYPT CDS 12/20/2027                                          | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | N/A              | DCR              | CORP              | US        |         1 | NC      | $243383.17    | 0.69%             |  |  |  | No            | 2                  | On Loan: No      |
| Altice Finco SA                                            | ICE_ALTICE FINCO SA CDS 12/20/2027                                | CUSIP: 000000000<br>LEI: 549300IGQP5SEZB5Z419 | N/A              | DCR              | CORP              | US        |         1 | NC      | $97276.10     | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                         | POST HOLDINGS INC CDS 12/20/2027                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-2637.70     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Murphy Oil Corp                                            | ICE_MURPHY OIL CORP CDS 12/20/2027                                | CUSIP: 000000000<br>LEI: QBKYQD0ODE7DC7PDIN91 | N/A              | DCR              | CORP              | US        |         1 | NC      | $60920.47     | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| American Axle & Manufacturing Inc                          | ICE_AMERICAN AXLE & MANUFAC CDS 12/20/2027                        | CUSIP: 000000000<br>LEI: RY5TAKFOBLDUGX31MS24 | N/A              | DCR              | CORP              | US        |         1 | NC      | $44069.76     | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                         | POST HOLDINGS INC CDS 12/20/2027                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-4088.44     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Iron Mountain Inc                                          | ICE_IRON MOUNTAIN INC CDS 12/20/2027                              | CUSIP: 000000000<br>LEI: SQL3F6CKNNBM3SQGHX24 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-9875.00     | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | CME - USD SOFR IRS 11/23/32 PAY FIX                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         1 | NC      | $1869.03      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                               | AVIS BUDGET GROUP INC CDS 12/20/2027                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-5020.27     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | CME - USD SOFR IRS 11/14/52 PAY FIX                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         1 | NC      | $-19067.93    | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | CME - USD SOFR IRS 11/14/27 REC FIX                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         1 | NC      | $18921.60     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | CME - USD SOFR IRS 11/10/32 PAY FIX                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         1 | NC      | $-12563.09    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                               | AVIS BUDGET CAR RENTAL CDS 12/20/2027                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-13920.62    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                         | CDX HY CDST S37 V2 5Y 25-35 12/20/2026                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-466731.89   | -1.32%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | ICE_CDX HY CDSI S39 5Y PRC 12/20/2027                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $2252.86      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | ICE_CDX HY CDSI S39 5Y PRC 12/20/2027                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $17129.50     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | ICE_ITRX XOVER CDSI S38 5Y 12/20/2027                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $-11744.94    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Royal Caribbean Cruises Ltd                                | ICE_ROYAL CARIBBEAN CRUISES CDS 06/20/2027                        | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-159045.13   | -0.45%            |  |  |  | No            | 2                  | On Loan: No      |
| Delta Air Lines Inc                                        | ICE_DELTA AIR LINES INC CDS 06/20/2027                            | CUSIP: 000000000<br>LEI: Q2CCMS6R0AS67HJMBN42 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-18533.28    | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                            | SWAPTION_IRS_USD_OTC_E_PAYER_K_2.66_EFF_2022-07-06_MAT_2023-07-06 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |         1 | NC      | $147492.98    | 0.42%             |  |  |  | No            | 2                  | On Loan: No      |
| ConocoPhillips                                             | ICE_CONOCOPHILLIPS CDS 06/20/2027                                 | CUSIP: 000000000<br>LEI: WPTL2Z3FIYTHSP5V2253 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-11876.79    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Apache Corp                                                | ICE_APACHE CORP CDS 06/20/2027                                    | CUSIP: 000000000<br>LEI: 72ZZ1XRHOOU9P9X16K08 | N/A              | DCR              | CORP              | US        |         1 | NC      | $22511.72     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | ICE_CDX HY CDSI S37 V2 5Y PRC 12/20/2026                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $223136.71    | 0.63%             |  |  |  | No            | 2                  | On Loan: No      |
| Goodyear Tire & Rubber Co/The                              | ICE_GOODYEAR TIRE & RUBBER CDS 06/20/2027                         | CUSIP: 000000000<br>LEI: 5493002BI0S2ZQUY3437 | N/A              | DCR              | CORP              | US        |         1 | NC      | $17071.86     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| FedEx Corp                                                 | ICE_FEDEX CORP CDS 06/20/2027                                     | CUSIP: 000000000<br>LEI: 549300E707U7WNPZN687 | N/A              | DCR              | CORP              | US        |         1 | NC      | $2070.91      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Macy s Retail Holdings LLC                                 | ICE_MACY'S INC CDS 06/20/2027                                     | CUSIP: 000000000<br>LEI: 549300JMONK27O4SQQ19 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-193438.69   | -0.55%            |  |  |  | No            | 2                  | On Loan: No      |
| Marriott International Inc/MD                              | ICE_MARRIOTT INTERNATIONAL CDS 12/20/2026                         | CUSIP: 000000000<br>LEI: 225YDZ14ZO8E1TXUSU86 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-18541.87    | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Realogy Group LLC / Realogy Co-Issuer Corp                 | ICE_REALOGY GROUP LLC CDS 12/20/2026                              | CUSIP: 000000000<br>LEI: LF6PBYTYG3BDVEF4FI12 | N/A              | DCR              | CORP              | US        |         1 | NC      | $84739.06     | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                            | CDX HY CDST S37 5Y 25-35 12/20/2026                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-129915.06   | -0.37%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                         | DAVITA HEALTHCARE PARTN CDS 12/20/2024                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-43628.48    | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                               | DAVITA HEALTHCARE PARTN CDS 12/20/2024                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-37811.35    | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                               | CMBX BBB- CDSI S11 PRC 11/18/2054                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |         1 | NC      | $75622.99     | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                         | CMBX BBB- CDSI S10 PRC 11/17/2059                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $22447.09     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                                   | JAGUAR LAND ROVER AUTOMO CDS 6/20/2025                            | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-16356.97    | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                               | CMBX BBB- CDSI S10 PRC 11/17/2059                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |         1 | NC      | $349656.58    | 0.99%             |  |  |  | No            | 2                  | On Loan: No      |
| Tesla Inc                                                  | ICE - TESLA INC CDS 06/20/2026                                    | CUSIP: 000000000<br>LEI: 54930043XZGB27CTOV49 | N/A              | DCR              | CORP              | US        |         1 | NC      | $19921.30     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                               | GBP/USD FWD 20230224 MSLNGB2X                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-8111.66     | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                | USD/PEN FWD 20230119 BNPAFRPP                                     | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-57927.71    | -0.16%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                | PEN/USD FWD 20230119 BNPAFRPP                                     | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | PE        |         1 | NC      | $11201.84     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                               | KRW/USD FWD 20230119 CITIGB2L                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | KR        |         1 | NC      | $-90725.90    | -0.26%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                | JPY/USD FWD 20230120 BNPAFRPP                                     | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | JP        |         1 | NC      | $45120.38     | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                              | EUR/USD FWD 20230224 SCBLGB2L                                     | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3938.00      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | DAX INDEX FUTURE MAR23                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |        -2 | NC      | $23976.30     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| JP MORGAN CHASE BANK                                       | USD/GBP FWD 20230224 CHASGB2L                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1410.84      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                            | USD/NZD FWD 20230120 BOFAUS6N                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1340.27      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                        | LONG GILT FUTURE MAR23                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |       -15 | NC      | $91643.75     | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                        | LONG GILT FUTURE MAR23                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |        -3 | NC      | $18328.75     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                        | US 5YR NOTE (CBT) MAR23                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -31 | NC      | $-528.55      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JP MORGAN CHASE BANK                                       | USD/EUR FWD 20230224 CHASGB2L                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2711.26     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                            | NOK/USD FWD 20230120 BOFAUS6N                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | NO        |         1 | NC      | $-28010.51    | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                                | EUR/USD FWD 20230224 ROYCGB2L                                     | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $9573.65      | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                       | PEN/USD FWD 20230119 CHASGB2L                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | PE        |         1 | NC      | $14793.98     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                       | USD/CAD FWD 20230120 CHASGB2L                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $194.73       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                | ZAR/USD FWD 20230113 BNPAFRPP                                     | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | ZA        |         1 | NC      | $8736.39      | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                                | USD/GBP FWD 20230224 ROYCGB2L                                     | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1741.69      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                       | AUD/USD FWD 20230120 CHASGB2L                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | AU        |         1 | NC      | $34613.84     | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Cologix Canadian Issuer LP                                 | COLOGIX CANADIAN ISSUER LP                                        | CUSIP: 19521DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    250000 | PA      | $168439.81    | 0.48%             | 2052-01-25      | Fixed         | 4.94%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                              | EUR/USD FWD 20230224 DEUTGB2L                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2458.63      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Sri Lanka Government International Bond                    | SRI LANKA GOVERNMENT INTERNATIONAL BOND                           | CUSIP: QJ4365756<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |    410000 | PA      | $132263.03    | 0.37%             | 2025-11-03      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                       | USD/JPY FWD 20230120 CHASGB2L                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-438.22      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                       | JPY/USD FWD 20230120 CHASGB2L                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | JP        |         1 | NC      | $20183.04     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Bahamas Government International Bond                      | BAHAMAS GOVERNMENT INTERNATIONAL BOND                             | CUSIP: ZO8556003<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |    200000 | PA      | $161432.41    | 0.46%             | 2032-10-15      | Fixed         | 8.95%                 | No            | 2                  | On Loan: No      |
| Bluescape Opportunities Acquisition Corp                   | BLUESCAPE OPPORTUNITIES ACQUISITION CORP                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     46500 | NS      | $7440.00      | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Eucrates Biomedical Acquisition Corp                       | EUCRATES BIOMEDICAL ACQUISITION CORP                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |     15931 | NS      | $812.48       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Loyalty Ventures Inc                                       | LOYALTY VENTURES INC                                              | CUSIP: 54912FAD2<br>LEI: 549300Q3YKVWNY6JIJ44 | Long             | LON              | CORP              | US        |      2567 | PA      | $1020.57      | 0.00%             | 2027-11-03      | Floating      | 8.88%                 | No            | 2                  | On Loan: No      |
| Diamond BC BV                                              | DIAMOND BC BV                                                     | CUSIP: 000000000<br>LEI: 549300SWLHWJF3D4N658 | Long             | LON              | CORP              | NL        |    267300 | PA      | $257944.50    | 0.73%             | 2028-09-29      | Floating      | 7.16%                 | No            | 2                  | On Loan: No      |
| Magnite Inc                                                | MAGNITE INC                                                       | CUSIP: 55955NAB4<br>LEI: 54930018FR2YX1HHSB02 | Long             | LON              | CORP              | US        |    990991 | PA      | $923276.73    | 2.61%             | 2028-04-28      | Floating      | 9.74%                 | No            | 2                  | On Loan: No      |
| Jones Deslauriers Insurance Management Inc                 | JONES DESLAURIERS INSURA                                          | CUSIP: 000000000<br>LEI: 549300JQIWNFU00E5424 | Long             | LON              | CORP              | CA        |    341532 | PA      | $234582.43    | 0.66%             | 2028-03-27      | Floating      | 8.81%                 | No            | 2                  | On Loan: No      |
| Asurion LLC                                                | ASURION LLC                                                       | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    185904 | PA      | $144230.06    | 0.41%             | 2028-01-31      | Floating      | 9.63%                 | No            | 2                  | On Loan: No      |
| MH Sub I LLC                                               | MH SUB I LLC                                                      | CUSIP: 45567YAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    261646 | PA      | $253890.39    | 0.72%             | 2024-09-13      | Floating      | 8.13%                 | No            | 2                  | On Loan: No      |
| Tacala Investment Corp                                     | TACALA INVESTMENT CORP                                            | CUSIP: 873412AA8<br>LEI: 549300XTM341KBSTDI88 | Long             | LON              | CORP              | US        |    348122 | PA      | $333413.64    | 0.94%             | 2027-02-05      | Floating      | 7.88%                 | No            | 2                  | On Loan: No      |
| Asurion LLC                                                | ASURION LLC                                                       | CUSIP: 04649VAW0<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    563281 | PA      | $545881.49    | 1.55%             | 2024-11-03      | Floating      | 7.38%                 | No            | 2                  | On Loan: No      |
| William Morris Endeavor Entertainment LLC                  | WILLIAM MORRIS ENDEAVOR EN                                        | CUSIP: 96925HAF9<br>LEI: 5493008R7J9HEQ30DZ33 | Long             | LON              | CORP              | US        |    755246 | PA      | $737497.32    | 2.09%             | 2025-05-18      | Floating      | 7.14%                 | No            | 2                  | On Loan: No      |
| Heartland Dental LLC                                       | HEARTLAND DENTAL LLC                                              | CUSIP: 42236WAH0<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |    625281 | PA      | $576508.69    | 1.63%             | 2025-04-30      | Floating      | 8.13%                 | No            | 2                  | On Loan: No      |
| Kaisa Group Holdings Ltd                                   | KAISA GROUP HOLDINGS LTD                                          | CUSIP: ZQ1490049<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    985000 | PA      | $137105.44    | 0.39%             | 2023-10-22      | Fixed         | 11.95%                | No            | 2                  | On Loan: No      |
| CITIBANK N A                                               | INR/USD FWD 20230119 CITIGB2L                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | IN        |         1 | NC      | $-239.83      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                       | AUD/USD FWD 20230120 BARCGB5G                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-5179.78     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Suriname Government International Bond                     | SURINAME GOVERNMENT INTERNATIONAL BOND                            | CUSIP: QZ9321253<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |    285000 | PA      | $230280.00    | 0.65%             | 2026-10-26      | Fixed         | 9.25%                 | No            | 2                  | On Loan: —       |
| HSBC SECURITIES INC                                        | AUD/USD FWD 20230120 MRMDUS33                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | AU        |         1 | NC      | $1264.83      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                               | USD/JPY FWD 20230120 MSLNGB2X                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2524.76      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                         | PHP/USD FWD 20230310 UBSWGB2L                                     | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | PH        |         1 | NC      | $-3629.53     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                         | USD/PLN FWD 20230217 UBSWGB2L                                     | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4281.89     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                         | PLN/USD FWD 20230217 UBSWGB2L                                     | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | PL        |         1 | NC      | $4169.95      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                       | FI TRS PAY RCL 5.5 28 03/20/23                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $30145.97     | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                       | FI TRS PAY MEDIND 5.25 29 03/20/23                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $32155.23     | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                       | FI TRS PAY HAL 5 45 03/20/23                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $6555.21      | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                       | FI TRS PAY M 6.125 32 03/20/23                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-22712.11    | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                       | FI TRS PAY GT 5 29 03/20/23                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $28741.91     | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                               | TRS/IBN/SOFRCOMPOUND/98891389                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | IN        |         1 | NC      | $-524.82      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                       | FI TRS PAY AAPL 4.1 62 03/20/23                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $121431.91    | 0.34%             |  |  |  | No            | 2                  | On Loan: No      |
| Vistra Corp                                                | VISTRA CORP                                                       | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91750.00     | 0.26%             | N/A             | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| Vistra Corp                                                | VISTRA CORP                                                       | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    170000 | PA      | $162775.00    | 0.46%             | N/A             | Variable      | 8.00%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust 2022-4                          | VERUS SECURITIZATION TRUST 2022-4                                 | CUSIP: 92538NAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    263553 | PA      | $246184.99    | 0.70%             | 2067-04-25      | Variable      | 4.72%                 | No            | 2                  | On Loan: No      |
| Venture Global Calcasieu Pass LLC                          | VENTURE GLOBAL CALCASIEU PASS LLC                                 | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    135000 | PA      | $114412.50    | 0.32%             | 2031-08-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Venture Global Calcasieu Pass LLC                          | VENTURE GLOBAL CALCASIEU PASS LLC                                 | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    165000 | PA      | $143756.25    | 0.41%             | 2029-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Var Energi ASA                                             | VAR ENERGI ASA                                                    | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    490000 | PA      | $506290.54    | 1.43%             | 2032-11-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bill                                | UNITED STATES TREASURY BILL                                       | CUSIP: 912796U31<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1188847.84   | 3.37%             | 2023-03-23      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Vnet Group Inc                                             | VNET GROUP INC                                                    | CUSIP: 90138VAB3<br>LEI: 529900672GYJQ3T38I58 | Long             | DBT              | CORP              | KY        |    490000 | PA      | $405377.98    | 1.15%             | 2026-02-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| 2020 Cash Mandatory Exchangeable Trust                     | 2020 CASH MANDATORY EXCHANGEABLE TRUST                            | CUSIP: 901375105<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       200 | NS      | $229201.20    | 0.65%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                        | TWD/USD FWD 20230119 MRMDUS33                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | TW        |         1 | NC      | $17891.84     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                               | USD/ILS FWD 20230119 MSLNGB2X                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8830.78     | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Transocean Pontus Ltd                                      | TRANSOCEAN PONTUS LTD                                             | CUSIP: 89382PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     19600 | PA      | $19208.00     | 0.05%             | 2025-08-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Transocean Proteus Ltd                                     | TRANSOCEAN PROTEUS LTD                                            | CUSIP: 893829AA9<br>LEI: 5493000CTMQ2LH21VM89 | Long             | DBT              | CORP              | KY        |    100000 | PA      | $99000.00     | 0.28%             | 2024-12-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Transocean Phoenix 2 Ltd                                   | TRANSOCEAN PHOENIX 2 LTD                                          | CUSIP: 893828AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     42000 | PA      | $41579.91     | 0.12%             | 2024-10-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Townsquare Media Inc                                       | TOWNSQUARE MEDIA INC                                              | CUSIP: 892231AB7<br>LEI: 549300XBA8C68H0DR538 | Long             | DBT              | CORP              | US        |    520000 | PA      | $462800.00    | 1.31%             | 2026-02-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: —       |
| Tobacco Settlement Financing Corp/VA                       | TOBACCO SETTLEMENT FINANCING CORP/VA                              | CUSIP: 88880NAT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    260000 | PA      | $234218.63    | 0.66%             | 2046-06-01      | Fixed         | 6.71%                 | No            | 2                  | On Loan: No      |
| Tobacco Settlement Finance Authority                       | TOBACCO SETTLEMENT FINANCE AUTHORITY                              | CUSIP: 88880LAW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $89656.29     | 0.25%             | 2049-06-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Tobacco Settlement Finance Authority                       | TOBACCO SETTLEMENT FINANCE AUTHORITY                              | CUSIP: 88880LAB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    460000 | PA      | $34172.76     | 0.10%             | 2047-06-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Altera Infrastructure LP/Teekay Offshore Finance Corp      | ALTERA INFRASTRUCTURE LP/TEEKAY OFFSHORE FINANCE CORP             | CUSIP: 87901BAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | MH        |    155000 | PA      | $6200.00      | 0.02%             | 2023-07-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Spirit AeroSystems Inc                                     | SPIRIT AEROSYSTEMS INC                                            | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    720000 | PA      | $759600.00    | 2.15%             | 2029-11-30      | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| SLIDE 2018-FUN                                             | SLIDE 2018-FUN                                                    | CUSIP: 831350AN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240904 | PA      | $235320.00    | 0.67%             | 2031-06-15      | Floating      | 6.87%                 | No            | 2                  | On Loan: No      |
| Sierra Timeshare 2021-1 Receivables Funding LLC            | SIERRA TIMESHARE 2021-1 RECEIVABLES FUNDING LLC                   | CUSIP: 82652QAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    287123 | PA      | $260768.86    | 0.74%             | 2037-11-20      | Fixed         | 3.17%                 | No            | 2                  | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2022-B      | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2022-B             | CUSIP: 80290CAZ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    307724 | PA      | $305143.56    | 0.86%             | 2032-08-16      | Fixed         | 6.79%                 | No            | 2                  | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2022-A      | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2022-A             | CUSIP: 80290CAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    237469 | PA      | $231833.74    | 0.66%             | 2032-05-15      | Fixed         | 5.28%                 | No            | 2                  | On Loan: No      |
| Santander Retail Auto Lease Trust 2020-A                   | SANTANDER RETAIL AUTO LEASE TRUST 2020-A                          | CUSIP: 80286KAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    330000 | PA      | $325795.40    | 0.92%             | 2024-11-20      | Fixed         | 2.52%                 | No            | 2                  | On Loan: No      |
| Sabre GLBL Inc                                             | SABRE GLBL INC                                                    | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205250.00    | 0.58%             | 2027-12-15      | Fixed         | 11.25%                | No            | 2                  | On Loan: No      |
| Sabre GLBL Inc                                             | SABRE GLBL INC                                                    | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238750.00    | 0.68%             | 2025-09-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Sabre GLBL Inc                                             | SABRE GLBL INC                                                    | CUSIP: 78573NAC6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274312.50    | 0.78%             | 2025-04-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Stonepeak 2021-1 ABS                                       | STONEPEAK 2021-1 ABS                                              | CUSIP: 78433XAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    291827 | PA      | $251529.37    | 0.71%             | 2033-02-28      | Fixed         | 3.82%                 | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                              | GBP/USD FWD 20230224 SCBLGB2L                                     | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | GB        |         1 | NC      | $490.90       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| T Rowe Price Government Reserve Investment Fund            | T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND - Collateral      | CUSIP: 76105YYY8<br>LEI: 5493007QR86JJLYO6D96 | Long             | STIV             | RF                | US        |    720482 | NS      | $720482.00    | 2.04%             |  |  |  | No            | 1                  | On Loan: No      |
| T Rowe Price Government Reserve Investment Fund            | T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND                   | CUSIP: 76105Y109<br>LEI: 5493007QR86JJLYO6D96 | Long             | STIV             | RF                | US        |   2407996 | NS      | $2407995.79   | 6.82%             |  |  |  | No            | 1                  | On Loan: No      |
| Puerto Rico Electric Power Authority                       | PUERTO RICO ELECTRIC POWER AUTHORITY                              | CUSIP: 74526QZS4<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |    150000 | PA      | $109125.00    | 0.31%             | 2032-07-01      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Puerto Rico Electric Power Authority                       | PUERTO RICO ELECTRIC POWER AUTHORITY                              | CUSIP: 74526QZR6<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |     40000 | PA      | $29100.00     | 0.08%             | 2030-07-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                                | COMMONWEALTH OF PUERTO RICO                                       | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |    968891 | PA      | $423889.80    | 1.20%             | 2043-11-01      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                                | COMMONWEALTH OF PUERTO RICO                                       | CUSIP: 74514L3R6<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |     53960 | PA      | $29168.65     | 0.08%             | 2033-07-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                                | COMMONWEALTH OF PUERTO RICO                                       | CUSIP: 74514L3Q8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |     14020 | PA      | $12994.04     | 0.04%             | 2024-07-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                                | COMMONWEALTH OF PUERTO RICO                                       | CUSIP: 74514L3P0<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |     45738 | PA      | $34289.17     | 0.10%             | 2046-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                                | COMMONWEALTH OF PUERTO RICO                                       | CUSIP: 74514L3N5<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |     43980 | PA      | $34436.27     | 0.10%             | 2041-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                                | COMMONWEALTH OF PUERTO RICO                                       | CUSIP: 74514L3M7<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |     32347 | PA      | $26461.98     | 0.07%             | 2037-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                                | COMMONWEALTH OF PUERTO RICO                                       | CUSIP: 74514L3L9<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |     37689 | PA      | $31718.64     | 0.09%             | 2035-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                                | COMMONWEALTH OF PUERTO RICO                                       | CUSIP: 74514L3K1<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |     41930 | PA      | $36355.81     | 0.10%             | 2033-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                                | COMMONWEALTH OF PUERTO RICO                                       | CUSIP: 74514L3J4<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |     44217 | PA      | $45718.97     | 0.13%             | 2031-07-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                                | COMMONWEALTH OF PUERTO RICO                                       | CUSIP: 74514L3H8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |     45524 | PA      | $46580.74     | 0.13%             | 2029-07-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                                | COMMONWEALTH OF PUERTO RICO                                       | CUSIP: 74514L3G0<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |     46276 | PA      | $47149.10     | 0.13%             | 2027-07-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                                | COMMONWEALTH OF PUERTO RICO                                       | CUSIP: 74514L3F2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |     46698 | PA      | $47050.02     | 0.13%             | 2025-07-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                                | COMMONWEALTH OF PUERTO RICO                                       | CUSIP: 74514L3E5<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |     23414 | PA      | $23413.97     | 0.07%             | 2023-07-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Port Beaumont Navigation District                          | PORT BEAUMONT NAVIGATION DISTRICT                                 | CUSIP: 73360DAA0<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |    210000 | PA      | $197105.48    | 0.56%             | 2025-01-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                        | PETROLEOS MEXICANOS                                               | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    935000 | PA      | $736033.87    | 2.08%             | 2032-02-16      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                       | INR/USD FWD 20230119 CHASGB2L                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | IN        |         1 | NC      | $490.84       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Freeport Indonesia PT                                      | FREEPORT INDONESIA PT                                             | CUSIP: 69377FAC0<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $175102.47    | 0.50%             | 2052-04-14      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| Freeport Indonesia PT                                      | FREEPORT INDONESIA PT                                             | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    330000 | PA      | $304337.31    | 0.86%             | 2032-04-14      | Fixed         | 5.32%                 | No            | 2                  | On Loan: No      |
| Octane Receivables Trust 2022-1                            | OCTANE RECEIVABLES TRUST 2022-1                                   | CUSIP: 67571EAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    490000 | PA      | $470336.55    | 1.33%             | 2028-07-20      | Fixed         | 5.21%                 | No            | 2                  | On Loan: No      |
| NGL Energy Operating LLC / NGL Energy Finance Corp         | NGL ENERGY OPERATING LLC / NGL ENERGY FINANCE CORP                | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $337250.00    | 0.96%             | 2026-02-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                               | NOK/USD FWD 20230120 MSLNGB2X                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | NO        |         1 | NC      | $62647.70     | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                              | INR/USD FWD 20230119 SCBLGB2L                                     | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | IN        |         1 | NC      | $-4900.02     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                              | USD/INR FWD 20230119 SCBLGB2L                                     | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-905.71      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Michigan Tobacco Settlement Finance Authority              | MICHIGAN TOBACCO SETTLEMENT FINANCE AUTHORITY                     | CUSIP: 594751AL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $2832.46      | 0.01%             | 2046-06-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                        | IDR/USD FWD 20230119 MRMDUS33                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | ID        |         1 | NC      | $8983.01      | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                        | USD/IDR FWD 20230119 MRMDUS33                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3719.50     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LSTAR Commercial Mortgage Trust 2017-5                     | LSTAR COMMERCIAL MORTGAGE TRUST 2017-5                            | CUSIP: 54910TAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $169736.14    | 0.48%             | 2050-03-10      | Variable      | 4.67%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                       | NZD/USD FWD 20230120 CHASGB2L                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $12065.94     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| LCPR Senior Secured Financing DAC                          | LCPR SENIOR SECURED FINANCING DAC                                 | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $332000.00    | 0.94%             | 2029-07-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| KraneShares CSI China Internet ETF                         | KRANESHARES CSI CHINA INTERNET ETF                                | CUSIP: 500767306<br>LEI: 549300URDNVSGEWBN526 | Long             | EC               | RF                | US        |      6100 | NS      | $184220.00    | 0.52%             |  |  |  | No            | 1                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                            | USD/SGD FWD 20230317 SBOSGB2X                                     | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |         1 | NC      | $5790.35      | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                | NZD/USD FWD 20230120 BNPAFRPP                                     | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $13108.50     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                            | GBP/USD FWD 20230224 SBOSGB2X                                     | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-4252.63     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                | IDR/USD FWD 20230119 BNPAFRPP                                     | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | ID        |         1 | NC      | $3163.26      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                              | USD/JPY FWD 20230120 SCBLGB2L                                     | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-104684.07   | -0.30%            |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                              | JPY/USD FWD 20230120 SCBLGB2L                                     | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | JP        |         1 | NC      | $51444.13     | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA - CACLN                             | JPMORGAN CHASE BANK NA - CACLN                                    | CUSIP: 46591HBT6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    390260 | PA      | $375151.19    | 1.06%             | 2028-09-25      | Fixed         | 1.17%                 | No            | 2                  | On Loan: No      |
| State of Illinois                                          | STATE OF ILLINOIS                                                 | CUSIP: 452152GB1<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    150000 | PA      | $155926.59    | 0.44%             | 2035-07-01      | Fixed         | 7.10%                 | No            | 2                  | On Loan: No      |
| Hightower Holding LLC                                      | HIGHTOWER HOLDING LLC                                             | CUSIP: 43118DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $192337.50    | 0.54%             | 2029-04-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                            | AUD/USD FWD 20230120 SBOSGB2X                                     | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | AU        |         1 | NC      | $23168.56     | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                            | USD/AUD FWD 20230120 SBOSGB2X                                     | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5608.17     | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| HPS Loan Management 11-2017 Ltd                            | HPS LOAN MANAGEMENT 11-2017 LTD                                   | CUSIP: 40436VAJ0<br>LEI: 549300Z5U2GIJ32SH058 | Long             | ABS-CBDO         | CORP              | KY        |    640000 | PA      | $600312.15    | 1.70%             | 2030-05-06      | Floating      | 6.48%                 | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                                | CAD/USD FWD 20230120 ROYCGB2L                                     | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-9034.44     | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                            | CAD/USD FWD 20230120 SBOSGB2X                                     | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-5141.34     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Great Wolf Trust 2019-WOLF                                 | GREAT WOLF TRUST 2019-WOLF                                        | CUSIP: 39152TAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $159308.41    | 0.45%             | 2036-12-15      | Floating      | 7.45%                 | No            | 2                  | On Loan: No      |
| Aris Mining Corp                                           | ARIS MINING CORP                                                  | CUSIP: 38501DAR6<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |    380000 | PA      | $298493.80    | 0.85%             | 2026-08-09      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Globo Comunicacao e Participacoes SA                       | GLOBO COMUNICACAO E PARTICIPACOES SA                              | CUSIP: 37959DAC8<br>LEI: 52990054HEKS017PVR75 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $170845.48    | 0.48%             | 2032-01-14      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Globo Comunicacao e Participacoes SA                       | GLOBO COMUNICACAO E PARTICIPACOES SA                              | CUSIP: 37959DAB0<br>LEI: 52990054HEKS017PVR75 | Long             | DBT              | CORP              | BR        |    850000 | PA      | $713411.92    | 2.02%             | 2030-01-22      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA3                    | FREDDIE MAC STACR REMIC TRUST 2022-DNA3                           | CUSIP: 35564KUX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    145000 | PA      | $143279.27    | 0.41%             | 2042-04-25      | Floating      | 6.83%                 | No            | 2                  | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA2                    | FREDDIE MAC STACR REMIC TRUST 2022-DNA2                           | CUSIP: 35564KRN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    560000 | PA      | $526648.81    | 1.49%             | 2042-02-25      | Floating      | 7.68%                 | No            | 2                  | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-DNA7                    | FREDDIE MAC STACR REMIC TRUST 2021-DNA7                           | CUSIP: 35564KMH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    295000 | PA      | $277058.60    | 0.78%             | 2041-11-25      | Floating      | 5.73%                 | No            | 2                  | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-HQA3                    | FREDDIE MAC STACR REMIC TRUST 2022-HQA3                           | CUSIP: 35564KE70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $141801.68    | 0.40%             | 2042-08-25      | Floating      | 9.28%                 | No            | 2                  | On Loan: No      |
| FOCUS Brands Funding LLC                                   | FOCUS BRANDS FUNDING LLC                                          | CUSIP: 34417QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    696000 | PA      | $637719.05    | 1.81%             | 2048-10-30      | Fixed         | 5.18%                 | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                              | GBP/USD FWD 20230224 SCBLGB2L                                     | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | GB        |         1 | NC      | $211.98       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Finance of America HECM Buyout 2022-HB1                    | FINANCE OF AMERICA HECM BUYOUT 2022-HB1                           | CUSIP: 31735JAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    390000 | PA      | $362677.81    | 1.03%             | 2032-02-25      | Variable      | 5.08%                 | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                       | IDR/USD FWD 20230119 BARCGB5G                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | ID        |         1 | NC      | $16507.46     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| ExteNet LLC 2019-1                                         | EXTENET LLC 2019-1                                                | CUSIP: 30227XAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $226616.30    | 0.64%             | 2049-07-26      | Fixed         | 4.14%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                               | EUR/USD FWD 20230224 MSLNGB2X                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $797.02       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                               | USD/EUR FWD 20230224 MSLNGB2X                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-19415.48    | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                                | BRL/USD FWD 20230302 ROYCGB2L                                     | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | BR        |         1 | NC      | $235.89       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ERO Copper Corp                                            | ERO COPPER CORP                                                   | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |    345000 | PA      | $278675.64    | 0.79%             | 2030-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Enbridge Inc                                               | ENBRIDGE INC                                                      | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    385000 | PA      | $375375.00    | 1.06%             | 2083-01-15      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| Elara HGV Timeshare Issuer 2019-A LLC                      | ELARA HGV TIMESHARE ISSUER 2019-A LLC                             | CUSIP: 28416TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     59705 | PA      | $54672.90     | 0.15%             | 2034-01-25      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                         | INR/USD FWD 20230119 GSILGB2X                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | IN        |         1 | NC      | $5101.96      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                         | USD/INR FWD 20230119 GSILGB2X                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $434.55       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DISH Network Corp                                          | DISH NETWORK CORP                                                 | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    775000 | PA      | $794375.00    | 2.25%             | 2027-11-15      | Fixed         | 11.75%                | No            | 2                  | On Loan: No      |
| Consorcio Transmantaro SA                                  | CONSORCIO TRANSMANTARO SA                                         | CUSIP: 210314AD2<br>LEI: 549300NL65DC6HVEJX96 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $180539.00    | 0.51%             | 2038-04-11      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R04               | CONNECTICUT AVENUE SECURITIES TRUST 2022-R04                      | CUSIP: 20753YCK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45000 | PA      | $44831.75     | 0.13%             | 2042-03-25      | Floating      | 7.03%                 | No            | 2                  | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R03               | CONNECTICUT AVENUE SECURITIES TRUST 2022-R03                      | CUSIP: 20753XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    232437 | PA      | $230820.89    | 0.65%             | 2042-03-25      | Floating      | 6.03%                 | No            | 2                  | On Loan: No      |
| CITIBANK N A                                               | ILS/USD FWD 20230119 CITIGB2L                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | IL        |         1 | NC      | $-7093.70     | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                        | BRL/USD FWD 20230302 MRMDUS33                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | BR        |         1 | NC      | $-31665.68    | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                              | ZAR/USD FWD 20230113 SCBLGB2L                                     | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | ZA        |         1 | NC      | $10502.00     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Colorado Health Facilities Authority                       | COLORADO HEALTH FACILITIES AUTHORITY                              | CUSIP: 19648FRZ9<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |    235000 | PA      | $201570.10    | 0.57%             | 2040-12-01      | Fixed         | 4.48%                 | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                            | EUR/USD FWD 20230224 SBOSGB2X                                     | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-19553.94    | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Carnival Corp                                              | CARNIVAL CORP                                                     | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    430000 | PA      | $349912.50    | 0.99%             | 2028-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Calpine Corp                                               | CALPINE CORP                                                      | CUSIP: 131347CR5<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    760000 | PA      | $610850.00    | 1.73%             | 2031-03-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CSMC 2020-TMIC                                             | CSMC 2020-TMIC                                                    | CUSIP: 126390AJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98818.62     | 0.28%             | 2035-12-15      | Floating      | 11.57%                | No            | 2                  | On Loan: No      |
| COMM 2014-CCRE19 Mortgage Trust                            | COMM 2014-CCRE19 MORTGAGE TRUST                                   | CUSIP: 12592GAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165000 | PA      | $139852.45    | 0.40%             | 2047-08-10      | Variable      | 4.20%                 | No            | 2                  | On Loan: No      |
| Cantor Commercial Real Estate Lending 2019-CF1             | CANTOR COMMERCIAL REAL ESTATE LENDING 2019-CF1                    | CUSIP: 12529MDH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $62112.02     | 0.18%             | 2052-05-15      | Variable      | 4.66%                 | No            | 2                  | On Loan: No      |
| Cantor Commercial Real Estate Lending 2019-CF1             | CANTOR COMMERCIAL REAL ESTATE LENDING 2019-CF1                    | CUSIP: 12529MDG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $101617.99    | 0.29%             | 2052-05-15      | Variable      | 4.12%                 | No            | 2                  | On Loan: No      |
| CAFL 2021-RTL1 Issuer LLC                                  | CAFL 2021-RTL1 ISSUER LLC                                         | CUSIP: 12468RAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    620000 | PA      | $556514.98    | 1.58%             | 2029-03-28      | Variable      | 3.10%                 | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                        | INR/USD FWD 20230119 MRMDUS33                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | IN        |         1 | NC      | $4857.97      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                        | USD/INR FWD 20230119 MRMDUS33                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3480.27     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Booz Allen Hamilton Holding Corp                           | BOOZ ALLEN HAMILTON HOLDING CORP                                  | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      1400 | NS      | $146328.00    | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Blackbird Capital Aircraft Lease Securitization Ltd 2016-1 | BLACKBIRD CAPITAL AIRCRAFT LEASE SECURITIZATION LTD 2016-1        | CUSIP: 09228YAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    327799 | PA      | $268215.14    | 0.76%             | 2041-12-16      | Variable      | 4.21%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust 2019-IMC                      | BX COMMERCIAL MORTGAGE TRUST 2019-IMC                             | CUSIP: 05608BAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $140240.37    | 0.40%             | 2034-04-15      | Floating      | 6.47%                 | No            | 2                  | On Loan: No      |
| BX Trust 2021-VIEW                                         | BX TRUST 2021-VIEW                                                | CUSIP: 05606GAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145000 | PA      | $131366.38    | 0.37%             | 2036-06-15      | Floating      | 8.25%                 | No            | 2                  | On Loan: No      |
| BFLD 2019-DPLO                                             | BFLD 2019-DPLO                                                    | CUSIP: 054970AQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83000 | PA      | $77975.97     | 0.22%             | 2034-10-15      | Floating      | 6.86%                 | No            | 2                  | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust 2021-JACX       | BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2021-JACX              | CUSIP: 05493LAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $85427.39     | 0.24%             | 2038-09-15      | Floating      | 8.07%                 | No            | 2                  | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust 2021-JACX       | BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2021-JACX              | CUSIP: 05493LAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    395000 | PA      | $348137.24    | 0.99%             | 2038-09-15      | Floating      | 7.07%                 | No            | 2                  | On Loan: No      |
| BBCMS 2019-BWAY Mortgage Trust                             | BBCMS 2019-BWAY MORTGAGE TRUST                                    | CUSIP: 05492NAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $98838.82     | 0.28%             | 2034-11-15      | Floating      | 7.17%                 | No            | 2                  | On Loan: No      |
| Axian Telecom                                              | AXIAN TELECOM                                                     | CUSIP: 05466AAA1<br>LEI: 984500C6FIA50FZSE337 | Long             | DBT              | CORP              | MU        |    200000 | PA      | $176000.00    | 0.50%             | 2027-02-16      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| ArcelorMittal SA                                           | ARCELORMITTAL SA                                                  | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   1050000 | PA      | $1050000.00   | 2.97%             | 2032-11-29      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| Amur Equipment Finance Receivables X LLC                   | AMUR EQUIPMENT FINANCE RECEIVABLES X LLC                          | CUSIP: 03236VAF8<br>LEI: 549300K5Y88MV8B4M421 | Long             | ABS-O            | CORP              | US        |    385000 | PA      | $348307.54    | 0.99%             | 2028-12-20      | Fixed         | 5.02%                 | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                              | KRW/USD FWD 20230119 SCBLGB2L                                     | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | KR        |         1 | NC      | $64594.88     | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| ATI Inc                                                    | ATI INC                                                           | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    340000 | PA      | $324700.00    | 0.92%             | 2027-12-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: —       |
| Air Canada                                                 | AIR CANADA                                                        | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $101775.00    | 0.29%             | 2026-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Aeropuerto Internacional de Tocumen SA                     | AEROPUERTO INTERNACIONAL DE TOCUMEN SA                            | CUSIP: 00787CAD4<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |    200000 | PA      | $165086.24    | 0.47%             | 2041-08-11      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2022-12-31

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

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President