# EDGAR Filing Document

**Accession Number:** 0000313212
**File Stem:** 0000313212-25-000766
**Filing Date:** 2025-8
**Character Count:** 130676
**Document Hash:** ed9af13acd9e5d69447e324fd2785993
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000313212-25-000766.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0000313212-25-000766

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02958
- **FILM NUMBER:** 251256779

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21231

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-06-30

**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:** $1187699038.42

**Total Liabilities:** $73333227.09

**Net Assets:** $1114365811.33

**Delayed Delivery Securities:** $13526816.00

**Cash Not Reported:** $1673844.05

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -94.282735 | **1-Year:** -5448.269702 | **5-Year:** -179824.258814 | **10-Year:** -49578.090806 | **30-Year:** -7790.865592

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

- **3-Month:** -1405.550034 | **1-Year:** -25352.294218 | **5-Year:** -126050.535394 | **10-Year:** -37021.075116 | **30-Year:** -3960.553424

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000244818 | -1.04%               | 1.31%                | 1.35%                |
| Class ID C000205923 | -1.08%               | 1.14%                | 1.42%                |
| Class ID C000205922 | -1.09%               | 1.14%                | 1.42%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-5756334.66             | $-2474006.03                               |
| Month 2  | $-2868.26                | $7186865.62                                |
| Month 3  | $1875032.24              | $8408719.66                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| AES Andes SA                                                                    | AES ANDES SA                                                                    | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |   6040000 | PA      | $6261094.20   | 0.56%             | 2055-06-10      | Variable      | 8.15%                 | No            | 2                  | On Loan: No      |
| AMSR 2020-SFR2 Trust                                                            | AMSR 2020-SFR2 TRUST                                                            | CUSIP: 00178UAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4165000 | PA      | $4154173.92   | 0.37%             | 2037-07-17      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AMSR 2020-SFR2 Trust                                                            | AMSR 2020-SFR2 TRUST                                                            | CUSIP: 00178UAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4855000 | PA      | $4841291.42   | 0.43%             | 2037-07-17      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| ASG Finance Designated Activity Co                                              | ASG FINANCE DESIGNATED ACTIVITY CO                                              | CUSIP: 00217AAB2<br>LEI: 5493005UOB0OMEJ4WK10 | Long             | DBT              | CORP              | IE        |   3553000 | PA      | $3322055.00   | 0.30%             | 2029-05-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| Africell Holding Ltd                                                            | AFRICELL HOLDING LTD                                                            | CUSIP: 00833NAA0<br>LEI: 984500JFB7AFK4B6C829 | Long             | DBT              | CORP              | JE        |  10065000 | PA      | $9821719.79   | 0.88%             | 2029-10-23      | Fixed         | 10.50%                | No            | 2                  | On Loan: —       |
| Airbnb Inc                                                                      | AIRBNB INC                                                                      | CUSIP: 009066AB7<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |  10291000 | PA      | $9897533.91   | 0.89%             | 2026-03-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Alen 2021-ACEN Mortgage Trust                                                   | ALEN 2021-ACEN MORTGAGE TRUST                                                   | CUSIP: 01449NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2120000 | PA      | $2029900.00   | 0.18%             | 2034-04-15      | Floating      | 5.58%                 | No            | 2                  | On Loan: No      |
| Egypt Government International Bond                                             | EGYPT GOVERNMENT INTERNATIONAL BOND                                             | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   3140000 | PA      | $3181638.82   | 0.29%             | 2033-02-04      | Fixed         | 9.45%                 | No            | 2                  | On Loan: No      |
| Egypt Government International Bond                                             | EGYPT GOVERNMENT INTERNATIONAL BOND                                             | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   7360000 | PA      | $7449238.45   | 0.67%             | 2030-02-04      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| Ares Management Corp                                                            | ARES MANAGEMENT CORP                                                            | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |    157161 | NS      | $8329533.00   | 0.75%             |  |  |  | No            | 1                  | On Loan: No      |
| Argentine Republic Government International Bond                                | ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND                                | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   8010000 | PA      | $5728900.27   | 0.51%             | 2038-01-09      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| Argentine Republic Government International Bond                                | ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND                                | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |  17605000 | PA      | $10927409.24  | 0.98%             | 2041-07-09      | Variable      | 3.50%                 | No            | 2                  | On Loan: No      |
| Argentine Republic Government International Bond                                | ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND                                | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1094545 | PA      | $721309.12    | 0.06%             | 2046-07-09      | Variable      | 4.12%                 | No            | 2                  | On Loan: No      |
| At Home Group Inc                                                               | AT HOME GROUP INC                                                               | CUSIP: 04650YAA8<br>LEI: 549300LGPR0P05O30I24 | Long             | DBT              | CORP              | US        |    210000 | PA      | $19950.00     | 0.00%             | 2028-07-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Auxilior Term Funding 2023-1 LLC                                                | AUXILIOR TERM FUNDING 2023-1 LLC                                                | CUSIP: 05335JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6770000 | PA      | $7078376.89   | 0.64%             | 2032-12-15      | Fixed         | 10.97%                | No            | 2                  | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                                        | CUSIP: 05377RKG8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    775000 | PA      | $779681.16    | 0.07%             | 2027-10-20      | Fixed         | 7.26%                 | No            | 2                  | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                                        | CUSIP: 05377RKH6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    475000 | PA      | $479062.25    | 0.04%             | 2028-02-20      | Fixed         | 7.32%                 | No            | 2                  | On Loan: No      |
| Axian Telecom Holding & Management PLC                                          | AXIAN TELECOM HOLDING & MANAGEMENT PLC                                          | CUSIP: 05465QAA7<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |   6740000 | PA      | $6713542.47   | 0.60%             | 2030-07-11      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Axian Telecom                                                                   | AXIAN TELECOM                                                                   | CUSIP: 05466AAA1<br>LEI: 984500C6FIA50FZSE337 | Long             | DBT              | CORP              | MU        |    200000 | PA      | $203008.97    | 0.02%             | 2027-02-16      | Fixed         | 7.38%                 | 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      | $450.00       | 0.00%             | 2034-11-15      | Floating      | 7.28%                 | No            | 2                  | On Loan: No      |
| BBCMS Trust 2015-SRCH                                                           | BBCMS TRUST 2015-SRCH                                                           | CUSIP: 05547HAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2131000 | PA      | $1992994.52   | 0.18%             | 2035-08-10      | Variable      | 5.12%                 | No            | 2                  | On Loan: No      |
| BSREP Commercial Mortgage Trust 2021-DC                                         | BSREP 2021-DC C                                                                 | CUSIP: 05591UAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1052368 | PA      | $879037.41    | 0.08%             | 2038-08-15      | Floating      | 5.98%                 | 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      | $141363.46    | 0.01%             | 2036-06-15      | Floating      | 8.36%                 | No            | 2                  | On Loan: No      |
| Bayview Opportunity Master Fund VII 2024-CAR1 LLC                               | BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC                               | CUSIP: 07336QAE2<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |   1720867 | PA      | $1730938.26   | 0.16%             | 2031-12-26      | Floating      | 7.91%                 | No            | 2                  | On Loan: No      |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX    | BBVA MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO BBVA MEXICO/TX    | CUSIP: 07336UAB9<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   7810000 | PA      | $8078031.39   | 0.72%             | 2039-01-08      | Variable      | 8.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                             | BAYVIEW FINANCING TRUST 2024-2F A                                               | CUSIP: 07336XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4646586 | PA      | $4646585.66   | 0.42%             | 2029-11-01      | Variable      | 7.08%                 | Yes           | 3                  | On Loan: No      |
| Benteler International AG                                                       | BENTELER INTERNATIONAL AG                                                       | CUSIP: 08263DAA4<br>LEI: 529900ZAFSOBVFCKF263 | Long             | DBT              | CORP              | AT        |   9075000 | PA      | $9551736.98   | 0.86%             | 2028-05-15      | Fixed         | 10.50%                | No            | 2                  | 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        |    111040 | PA      | $110849.55    | 0.01%             | 2041-12-16      | Variable      | 4.21%                 | No            | 2                  | On Loan: No      |
| Blue Owl Asset Leasing Trust 2024-1 LLC                                         | BLUE OWL ASSET LEASING TRUST 2024-1 LLC                                         | CUSIP: 095921AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5011000 | PA      | $5076504.54   | 0.46%             | 2031-12-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO/THE                                                                   | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |     58217 | NS      | $3958756.00   | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| HSBC SECURITIES INC                                                             | AUD/USD FWD 20250822 MRMDUS33                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-291261.38   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                            | NZD/USD FWD 20250725 BARCGB5G                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $2151.86      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TORONTO DOMINION SECURITIES                                                     | USD/JPY FWD 20250725 TDOMCATT                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | US        |         1 | NC      | $26924.68     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | FI TRS USD PAY IBOXHY 09/20/25 MSLN_C                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-952934.89   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | FI TRS USD PAY IBOXHY 09/20/25 MSLN_C                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-956001.73   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | FI TRS PAY MET 5.25 54 08/12/25 CHAS_C                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-113840.22   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | FI TRS PAY ORCL 6 55 08/12/25 CHAS_C                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-139345.29   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | FI TRS PAY C 5.612 56 08/12/25 CHAS_C                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-131602.35   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | FI TRS PAY DE 5.7 55 08/12/25 CHAS_C                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-99669.68    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | FI TRS PAY ABBV 5.4 54 08/12/25 CHAS_C                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-99318.08    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | FI TRS PAY JNJ 5.25 54 08/12/25 CHAS_C                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-72570.67    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | FI TRS PAY BHP 5.5 53 08/12/25 CHAS_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $-124627.66   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | FI TRS PAY MS 5.516 55 08/12/25 CHAS_C                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-78466.98    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/M2USQU/SOFRCOMPOUND/19000102/113822491_C/GSILGB2XXXX_C                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $219701.03    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/RUTTR/SOFRCOMPOUND/19000102/113832478_C/MSLNGB2XXXX_C                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-182495.08   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | FI TRS USD PAY IBXXLLTR 09/20/25 GSIL_C                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-327090.05   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/M2USQU/SOFRCOMPOUND/19000102/114375301_C/GSILGB2XXXX_C                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $236774.46    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/RUTTR/SOFRCOMPOUND/19000102/114375413_C/MSLNGB2XXXX_C                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $4751.01      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | USD/EUR FWD 20250822 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1297033.24  | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | EUR/USD FWD 20250822 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |         1 | NC      | $237785.41    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CAFL 2021-RTL1 Issuer LLC                                                       | CAFL 2021-RTL1 ISSUER LLC                                                       | CUSIP: 12468RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26154 | PA      | $26135.64     | 0.00%             | 2029-03-28      | Variable      | 4.24%                 | 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      | $13881.65     | 0.00%             | 2052-05-15      | Variable      | 4.12%                 | 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      | $1400.00      | 0.00%             | 2052-05-15      | Variable      | 4.66%                 | No            | 2                  | On Loan: No      |
| CHS/Community Health Systems Inc                                                | CHS/COMMUNITY HEALTH SYSTEMS INC                                                | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |  10105000 | PA      | $7957687.50   | 0.71%             | 2029-04-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| CSC Holdings LLC                                                                | CSC HOLDINGS LLC                                                                | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   5745000 | PA      | $5701912.50   | 0.51%             | 2028-05-15      | Fixed         | 11.25%                | No            | 2                  | On Loan: —       |
| Carvana Auto Receivables Trust 2024-N2                                          | CARVANA AUTO RECEIVABLES TRUST 2024-N2                                          | CUSIP: 14687VAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7300000 | PA      | $7496374.38   | 0.67%             | 2031-06-10      | Fixed         | 8.16%                 | No            | 2                  | On Loan: No      |
| Centene Corp                                                                    | CENTENE CORP                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   5186000 | PA      | $5011625.94   | 0.45%             | 2029-12-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5805000 | PA      | $5171070.78   | 0.46%             | 2031-04-01      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17740000 | PA      | $18928207.46  | 1.70%             | 2034-02-01      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| Civitas Resources Inc                                                           | CIVITAS RESOURCES INC                                                           | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   8665000 | PA      | $8870793.75   | 0.80%             | 2033-06-15      | Fixed         | 9.62%                 | No            | 2                  | On Loan: No      |
| Colombia Government International Bond                                          | COLOMBIA GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  15730000 | PA      | $8992683.70   | 0.81%             | 2051-05-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Colorado Health Facilities Authority                                            | COLORADO HEALTH FACILITIES AUTHORITY                                            | CUSIP: 19648FRZ9<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |    235000 | PA      | $198528.75    | 0.02%             | 2040-12-01      | Fixed         | 4.48%                 | No            | 2                  | On Loan: No      |
| TORONTO DOMINION SECURITIES                                                     | CAD/USD FWD 20250725 TDOMCATT                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-82906.34    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Comision Federal de Electricidad                                                | COMISION FEDERAL DE ELECTRICIDAD                                                | CUSIP: 200447AN0<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |  21169000 | PA      | $21153123.25  | 1.90%             | 2030-01-24      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| DISH Network Corp                                                               | DISH NETWORK CORP                                                               | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   9008000 | PA      | $9278240.00   | 0.83%             | 2027-11-15      | Fixed         | 11.75%                | No            | 2                  | On Loan: No      |
| DISH DBS Corp                                                                   | DISH DBS CORP                                                                   | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6145000 | PA      | $5446006.25   | 0.49%             | 2026-07-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| DISH DBS Corp                                                                   | DISH DBS CORP                                                                   | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8965000 | PA      | $8135737.50   | 0.73%             | 2026-12-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Driven Brands Funding LLC                                                       | DRIVEN BRANDS FUNDING LLC                                                       | CUSIP: 26208LAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4135500 | PA      | $4072207.75   | 0.37%             | 2049-10-20      | Fixed         | 3.98%                 | No            | 2                  | On Loan: No      |
| EchoStar Corp                                                                   | ECHOSTAR CORP                                                                   | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   4795000 | PA      | $4938850.00   | 0.44%             | 2029-11-30      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| Ecopetrol SA                                                                    | ECOPETROL SA                                                                    | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |  12596000 | PA      | $13002915.92  | 1.17%             | 2033-01-13      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Ecopetrol SA                                                                    | ECOPETROL SA                                                                    | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   8370000 | PA      | $8081331.26   | 0.73%             | 2036-01-19      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| El Salvador Government International Bond                                       | EL SALVADOR GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: 283875CD2<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |   3580000 | PA      | $82340.00     | 0.01%             | 2030-04-17      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| El Salvador Government International Bond                                       | EL SALVADOR GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |  15135000 | PA      | $16062018.75  | 1.44%             | 2030-04-17      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Elara HGV Timeshare Issuer 2023-A LLC                                           | ELARA HGV TIMESHARE ISSUER 2023-A LLC                                           | CUSIP: 28415AAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    113466 | PA      | $117510.42    | 0.01%             | 2038-02-25      | Fixed         | 10.10%                | 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        |     23071 | PA      | $22695.10     | 0.00%             | 2034-01-25      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| FMC Corp                                                                        | FMC CORP                                                                        | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |   6445000 | PA      | $6594395.10   | 0.59%             | 2055-11-01      | Variable      | 8.45%                 | No            | 2                  | On Loan: No      |
| FS Luxembourg Sarl                                                              | FS LUXEMBOURG SARL                                                              | CUSIP: 30315XAC8<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |   7870000 | PA      | $8079200.34   | 0.73%             | 2031-02-12      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Fannie Mae REMICS                                                               | FANNIE MAE REMICS                                                               | CUSIP: 3136BCD80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15114474 | PA      | $2382508.18   | 0.21%             | 2050-12-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae REMICS                                                               | FANNIE MAE REMICS                                                               | CUSIP: 3136BHUP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15609140 | PA      | $2118670.67   | 0.19%             | 2047-05-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae REMICS                                                               | FANNIE MAE REMICS                                                               | CUSIP: 3136BPUZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  25074267 | PA      | $3297090.65   | 0.30%             | 2051-05-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac REMICS                                                              | FREDDIE MAC REMICS                                                              | CUSIP: 3137FXC89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8057138 | PA      | $1101089.22   | 0.10%             | 2050-10-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac REMICS                                                              | FREDDIE MAC REMICS                                                              | CUSIP: 3137H9QF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3812650 | PA      | $613465.62    | 0.06%             | 2051-04-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae Interest Strip                                                       | FANNIE MAE INTEREST STRIP                                                       | CUSIP: 31423YVV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1607211 | PA      | $211847.07    | 0.02%             | 2051-09-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae Interest Strip                                                       | FANNIE MAE INTEREST STRIP                                                       | CUSIP: 31424UAZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17662606 | PA      | $2261740.19   | 0.20%             | 2052-04-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae Interest Strip                                                       | FANNIE MAE INTEREST STRIP                                                       | CUSIP: 31424VHL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19643027 | PA      | $4137969.36   | 0.37%             | 2054-08-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Finance of America HECM Buyout 2024-HB1                                         | FINANCE OF AMERICA HECM BUYOUT 2024-HB1                                         | CUSIP: 31737DAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8725000 | PA      | $6553722.68   | 0.59%             | 2034-10-01      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| Goto Foods Funding LLC                                                          | GOTO FOODS FUNDING LLC                                                          | CUSIP: 34417MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2741600 | PA      | $2723925.73   | 0.24%             | 2047-04-30      | Fixed         | 5.09%                 | No            | 2                  | On Loan: No      |
| FOCUS Brands Funding                                                            | FOCUS BRANDS FUNDING                                                            | CUSIP: 34417RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8796050 | PA      | $9283151.50   | 0.83%             | 2053-10-30      | Fixed         | 8.24%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CREDIT CO LLC                                                        | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   5362000 | PA      | $5201815.61   | 0.47%             | 2026-08-10      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CREDIT CO LLC                                                        | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3234000 | PA      | $3118798.45   | 0.28%             | 2027-11-02      | Fixed         | 3.81%                 | No            | 2                  | On Loan: No      |
| Frontier Issuer LLC                                                             | FRONTIER ISSUER LLC                                                             | CUSIP: 35910EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10865765 | PA      | $11428519.27  | 1.03%             | 2053-08-20      | Fixed         | 11.50%                | No            | 2                  | On Loan: No      |
| Frontier Issuer LLC                                                             | FRONTIER ISSUER LLC                                                             | CUSIP: 35910EAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9283880 | PA      | $10421262.99  | 0.94%             | 2054-06-20      | Fixed         | 11.16%                | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38382G6D9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11609561 | PA      | $1828032.17   | 0.16%             | 2051-01-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38382HNJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11756870 | PA      | $2034581.56   | 0.18%             | 2050-08-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38382LJQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  20272137 | PA      | $2544439.09   | 0.23%             | 2050-11-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38382LLK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12588844 | PA      | $1858185.15   | 0.17%             | 2050-11-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38382LQ53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2179645 | PA      | $276359.84    | 0.02%             | 2050-12-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38382WZ75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11905344 | PA      | $1932596.88   | 0.17%             | 2051-08-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Gray Media Inc                                                                  | GRAY MEDIA INC                                                                  | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |  13045000 | PA      | $9685912.50   | 0.87%             | 2031-11-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | GBP/USD FWD 20250822 CHASGB2L                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-14886.03    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | USD/BRL FWD 20250903 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-791553.50   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| Grupo Televisa SAB                                                              | GRUPO TELEVISA SAB                                                              | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |   5000000 | PA      | $4684710.85   | 0.42%             | 2040-01-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Grupo Televisa SAB                                                              | GRUPO TELEVISA SAB                                                              | CUSIP: 40049JBE6<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |   1378000 | PA      | $1003276.46   | 0.09%             | 2049-05-24      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Hardee s Funding LLC                                                            | HARDEE'S FUNDING LLC                                                            | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1589646 | PA      | $1511721.43   | 0.14%             | 2050-12-20      | Fixed         | 3.98%                 | No            | 2                  | On Loan: No      |
| Hardee s Funding LLC                                                            | HARDEE'S FUNDING LLC                                                            | CUSIP: 411707AK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1209600 | PA      | $1102792.56   | 0.10%             | 2051-06-20      | Fixed         | 2.87%                 | No            | 2                  | On Loan: No      |
| Hardee s Funding LLC                                                            | HARDEE'S FUNDING LLC                                                            | CUSIP: 411707AM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5311053 | PA      | $5478960.84   | 0.49%             | 2054-03-20      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Hewlett Packard Enterprise Co                                                   | HEWLETT PACKARD ENTERPRISE CO                                                   | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   5702000 | PA      | $5648247.25   | 0.51%             | 2029-10-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Hilton Grand Vacations Trust 2024-1B                                            | HILTON GRAND VACATIONS TRUST 2024-1B                                            | CUSIP: 43283YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1478983 | PA      | $1507497.26   | 0.14%             | 2039-09-15      | Fixed         | 8.85%                 | No            | 2                  | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2024-1                          | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-1                          | CUSIP: 44644NAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1614199 | PA      | $1627162.15   | 0.15%             | 2032-05-20      | Floating      | 7.45%                 | No            | 2                  | On Loan: No      |
| Immunocore Holdings PLC                                                         | IMMUNOCORE HOLDINGS PLC                                                         | CUSIP: 45258DAB1<br>LEI: 213800IUE3DFS84BVN18 | Long             | DBT              | CORP              | GB        |    553000 | PA      | $475113.82    | 0.04%             | 2030-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Crescent Energy Finance LLC                                                     | CRESCENT ENERGY FINANCE LLC                                                     | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   5925000 | PA      | $5665781.25   | 0.51%             | 2033-01-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Jersey Mike s Funding                                                           | JERSEY MIKE'S FUNDING                                                           | CUSIP: 476681AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     49500 | PA      | $47924.08     | 0.00%             | 2052-02-15      | Fixed         | 2.89%                 | No            | 2                  | On Loan: No      |
| Kosmos Energy Ltd                                                               | KOSMOS ENERGY LTD                                                               | CUSIP: 500688AJ5<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |   9150000 | PA      | $6787301.64   | 0.61%             | 2031-10-01      | Fixed         | 8.75%                 | No            | 2                  | On Loan: —       |
| Kyrgyz Republic International Bond                                              | KYRGYZ REPUBLIC INTERNATIONAL BOND                                              | CUSIP: 50158LAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | KG        |  11570000 | PA      | $11413817.61  | 1.02%             | 2030-06-03      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| LCPR Senior Secured Financing DAC                                               | LCPR SENIOR SECURED FINANCING DAC                                               | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |   9873000 | PA      | $6639592.50   | 0.60%             | 2027-10-15      | Fixed         | 6.75%                 | 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      | $183684.58    | 0.02%             | 2050-03-10      | Variable      | 4.82%                 | No            | 2                  | On Loan: No      |
| MVW 2023-2 LLC                                                                  | MVW 2023-2 LLC                                                                  | CUSIP: 55400WAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3445123 | PA      | $3542735.31   | 0.32%             | 2040-11-20      | Fixed         | 9.33%                 | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | GBP/USD FWD 20250822 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-152118.80   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Mersin Uluslararasi Liman Isletmeciligi AS                                      | MERSIN ULUSLARARASI LIMAN ISLETMECILIGI AS                                      | CUSIP: 590454AC8<br>LEI: 635400DAFN6NT43HM530 | Long             | DBT              | CORP              | TR        |  10705000 | PA      | $11135723.38  | 1.00%             | 2028-11-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Metalsa Sapi De Cv                                                              | METALSA SAPI DE CV                                                              | CUSIP: 59132VAB4<br>LEI: 549300F2FONGJR575V67 | Long             | DBT              | CORP              | MX        |   9148000 | PA      | $7524138.52   | 0.68%             | 2031-05-04      | Fixed         | 3.75%                 | No            | 2                  | On Loan: —       |
| Michigan Tobacco Settlement Finance Authority                                   | MICHIGAN TOBACCO SETTLEMENT FINANCE AUTHORITY                                   | CUSIP: 594751AL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $3261.24      | 0.00%             | 2046-06-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NGL Energy Operating LLC / NGL Energy Finance Corp                              | NGL ENERGY OPERATING LLC / NGL ENERGY FINANCE CORP                              | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6153000 | PA      | $6214530.00   | 0.56%             | 2029-02-15      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Navient Corp                                                                    | NAVIENT CORP                                                                    | CUSIP: 63938CAP3<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |  13445000 | PA      | $15192850.00  | 1.36%             | 2031-03-15      | Fixed         | 11.50%                | No            | 2                  | On Loan: No      |
| Neptune Bidco US Inc                                                            | NEPTUNE BIDCO US INC                                                            | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |  22245000 | PA      | $21522037.50  | 1.93%             | 2029-04-15      | Fixed         | 9.29%                 | No            | 2                  | On Loan: No      |
| Nexa Resources SA                                                               | NEXA RESOURCES SA                                                               | CUSIP: 65290DAC7<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |   5070000 | PA      | $5098964.91   | 0.46%             | 2037-04-08      | Fixed         | 6.60%                 | No            | 2                  | On Loan: No      |
| Octane Receivables Trust 2023-1                                                 | OCTANE RECEIVABLES TRUST 2023-1                                                 | CUSIP: 67571BAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255000 | PA      | $270077.77    | 0.02%             | 2030-08-20      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Oceanview Mortgage Loan Trust 2020-1                                            | OCEANVIEW MORTGAGE LOAN TRUST 2020-1                                            | CUSIP: 676477AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $100379.31    | 0.01%             | 2050-05-28      | Variable      | 3.29%                 | No            | 2                  | On Loan: No      |
| ONE 2021-PARK Mortgage Trust                                                    | ONE 2021-PARK MORTGAGE TRUST                                                    | CUSIP: 682413AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    711000 | PA      | $667250.32    | 0.06%             | 2036-03-15      | Floating      | 5.93%                 | No            | 2                  | On Loan: No      |
| 1261229 BC Ltd                                                                  | 1261229 BC LTD                                                                  | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   8985000 | PA      | $9063618.75   | 0.81%             | 2032-04-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICANOS                                                             | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   2802631 | PA      | $2905385.32   | 0.26%             | 2029-06-02      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Port of Beaumont Navigation District                                            | PORT OF BEAUMONT NAVIGATION DISTRICT                                            | CUSIP: 73360CAS3<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |  10720000 | PA      | $10830599.31  | 0.97%             | 2026-07-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Post Road Equipment Finance 2024-1 LLC                                          | POST ROAD EQUIPMENT FINANCE 2024-1 LLC                                          | CUSIP: 737473AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3338000 | PA      | $3437799.86   | 0.31%             | 2031-12-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | COMMONWEALTH OF PUERTO RICO                                                     | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |  36229494 | PA      | $22281139.07  | 2.00%             | 2043-11-01      | None          | 0.00%                 | 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      | $21850.00     | 0.00%             | 2030-07-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Puerto Rico Electric Power Authority                                            | PUERTO RICO ELECTRIC POWER AUTHORITY                                            | CUSIP: 74526QZS4<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |    150000 | PA      | $81937.50     | 0.01%             | 2032-07-01      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Raizen Fuels Finance SA                                                         | RAIZEN FUELS FINANCE SA                                                         | CUSIP: 75102XAD8<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |   4200000 | PA      | $3935400.00   | 0.35%             | 2035-01-17      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Raizen Fuels Finance SA                                                         | RAIZEN FUELS FINANCE SA                                                         | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |   8930000 | PA      | $8773725.00   | 0.79%             | 2037-02-25      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| T. Rowe Price Government Reserve Fund                                           | T. Rowe Price Government Reserve Fund                                           | CUSIP: 76105Y109<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |  29660994 | NS      | $29660993.77  | 2.66%             |  |  |  | No            | 1                  | On Loan: No      |
| T. Rowe Price Government Reserve Fund                                           | T. Rowe Price Government Reserve Fund - Collateral                              | CUSIP: 76105YYY8<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |  32968150 | NS      | $32968150.50  | 2.96%             |  |  |  | No            | 1                  | On Loan: No      |
| Rivian Holdings LLC/Rivian LLC/Rivian Automotive LLC                            | RIVIAN HOLDINGS LLC/RIVIAN LLC/RIVIAN AUTOMOTIVE LLC                            | CUSIP: 76954LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7655000 | PA      | $7521037.50   | 0.67%             | 2031-01-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| SCF Equipment Leasing 2024-1 LLC                                                | SCF EQUIPMENT LEASING 2024-1 LLC                                                | CUSIP: 783896AG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3300000 | PA      | $3531348.48   | 0.32%             | 2034-12-20      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| SCF Equipment Leasing 2022-1 LLC                                                | SCF EQUIPMENT LEASING 2022-1 LLC                                                | CUSIP: 784033AN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5650000 | PA      | $5541458.42   | 0.50%             | 2032-07-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SEB Funding LLC                                                                 | SEB FUNDING LLC                                                                 | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12504000 | PA      | $12786879.24  | 1.15%             | 2054-04-30      | Fixed         | 7.39%                 | No            | 2                  | On Loan: No      |
| Stonepeak 2021-1 ABS                                                            | STONEPEAK 2021-1 ABS                                                            | CUSIP: 78433XAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115200 | PA      | $109728.95    | 0.01%             | 2033-02-28      | Fixed         | 3.82%                 | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                                                   | USD/EUR FWD 20250822 SCBLGB2L                                                   | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |         1 | NC      | $733360.54    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2023-A                           | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2023-A                           | CUSIP: 80290CBX1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     38593 | PA      | $38828.83     | 0.00%             | 2033-06-15      | Fixed         | 10.07%                | No            | 2                  | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2023-B                           | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2023-B                           | CUSIP: 80290CCE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3627670 | PA      | $3678428.74   | 0.33%             | 2033-12-15      | Fixed         | 8.41%                 | 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        |    656653 | PA      | $644681.80    | 0.06%             | 2037-11-20      | Fixed         | 3.17%                 | No            | 2                  | On Loan: No      |
| Sierra Timeshare 2024-1 Receivables Funding LLC                                 | SIERRA TIMESHARE 2024-1 RECEIVABLES FUNDING LLC                                 | CUSIP: 826935AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1899283 | PA      | $1935170.72   | 0.17%             | 2043-01-20      | Fixed         | 8.02%                 | No            | 2                  | On Loan: No      |
| Sierra Timeshare 2023-3 Receivables Funding LLC                                 | SIERRA TIMESHARE 2023-3 RECEIVABLES FUNDING LLC                                 | CUSIP: 826944AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2403519 | PA      | $2482806.49   | 0.22%             | 2040-09-20      | Fixed         | 9.44%                 | No            | 2                  | On Loan: No      |
| Montenegro Government International Bond                                        | MONTENEGRO GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: 857305AA4<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |   9640000 | PA      | $10002584.50  | 0.90%             | 2031-03-12      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Suriname Government International Bond                                          | SURINAME GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: 86886PAC6<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |    279666 | PA      | $277428.67    | 0.02%             | 2033-07-15      | Fixed         | 7.95%                 | No            | 2                  | On Loan: No      |
| Suriname Government International Bond                                          | SURINAME GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: 86886PAD4<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |    130000 | PA      | $146510.00    | 0.01%             | 2050-12-31      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| TPIC SPV I LLC                                                                  | TPIC SPV I LLC                                                                  | CUSIP: 872660AA3<br>LEI: 98450079E44D2D1B6432 | Long             | ABS-O            | CORP              | US        |   4208093 | PA      | $4208093.03   | 0.38%             | 2044-11-30      | Fixed         | 7.13%                 | Yes           | 3                  | On Loan: No      |
| Telecom Argentina SA                                                            | TELECOM ARGENTINA SA                                                            | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |  11260000 | PA      | $11478106.20  | 1.03%             | 2033-05-28      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Time Warner Cable LLC                                                           | TIME WARNER CABLE LLC                                                           | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    567000 | PA      | $582973.52    | 0.05%             | 2037-05-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| Time Warner Cable LLC                                                           | TIME WARNER CABLE LLC                                                           | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1303000 | PA      | $1343769.57   | 0.12%             | 2039-06-15      | Fixed         | 6.75%                 | 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      | $42004.03     | 0.00%             | 2047-06-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Tobacco Settlement Finance Authority                                            | TOBACCO SETTLEMENT FINANCE AUTHORITY                                            | CUSIP: 88880LAW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $68806.48     | 0.01%             | 2049-06-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Tobacco Settlement Financing Corp/VA                                            | TOBACCO SETTLEMENT FINANCING CORP/VA                                            | CUSIP: 88880NAT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $192793.93    | 0.02%             | 2046-06-01      | Fixed         | 6.71%                 | No            | 2                  | On Loan: No      |
| Transocean Inc                                                                  | TRANSOCEAN INC                                                                  | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |   8763200 | PA      | $8982280.00   | 0.81%             | 2030-02-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | JPY/USD FWD 20250725 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-17033.35    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                            | EUR/USD FWD 20250822 BARCGB5G                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2701.92     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Turkcell Iletisim Hizmetleri AS                                                 | TURKCELL ILETISIM HIZMETLERI AS                                                 | CUSIP: 900111AC9<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |   7795000 | PA      | $7947495.53   | 0.71%             | 2030-01-24      | Fixed         | 7.45%                 | No            | 2                  | On Loan: No      |
| TX Trust 2024-HOU                                                               | TX TRUST 2024-HOU                                                               | CUSIP: 90216DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2805000 | PA      | $2789120.33   | 0.25%             | 2039-06-15      | Floating      | 7.55%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bill                                                     | UNITED STATES TREASURY BILL                                                     | CUSIP: 912797PN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 147140000 | PA      | $146365797.88 | 13.13%            | 2025-08-14      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Venture Global LNG Inc                                                          | VENTURE GLOBAL LNG INC                                                          | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   7215000 | PA      | $6998550.00   | 0.63%             | N/A             | Variable      | 9.00%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust 2021-2                                               | VERUS SECURITIZATION TRUST 2021-2                                               | CUSIP: 92538FAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $116236.88    | 0.01%             | 2066-02-25      | Variable      | 2.19%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust 2021-5                                               | VERUS SECURITIZATION TRUST 2021-5                                               | CUSIP: 92538KAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3270000 | PA      | $2305418.34   | 0.21%             | 2066-09-25      | Variable      | 2.33%                 | No            | 2                  | On Loan: No      |
| Wolfspeed Inc                                                                   | WOLFSPEED INC                                                                   | CUSIP: 977852AD4<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |   9521000 | PA      | $2404042.98   | 0.22%             | 2029-12-01      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| ZF North America Capital Inc                                                    | ZF NORTH AMERICA CAPITAL INC                                                    | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   4947000 | PA      | $4749120.00   | 0.43%             | 2030-04-23      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | CAD/USD FWD 20250725 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | CA        |         1 | NC      | $2017.22      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                                                   | CHF/USD FWD 20250725 DEUTGB2L                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | CH        |         1 | NC      | $362159.29    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                            | USD/NOK FWD 20250725 BARCGB5G                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $42.21        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ENERGY SELECT SECTOR SPDR FUND                                                  | XLE US 12/19/25 C95                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       949 | NC      | $169396.50    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| SG ISSUER SA                                                                    | SPX US 08/15/25 P5600                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        60 | NC      | $114000.00    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SPDR EURO STOXX 50 ETF                                                          | FEZ US 08/15/25 P50                                                             | CUSIP: 000000000<br>LEI: 549300FS6B2JRJXYB418 | N/A              | DE               | CORP              | US        |       658 | NC      | $24675.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TECHNOLOGY SELECT SECTOR SPDR FUND                                              | XLK US 12/19/25 P198                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       291 | NC      | $72168.00     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TECHNOLOGY SELECT SECTOR SPDR FUND                                              | XLK US 12/19/25 P196                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       580 | NC      | $138620.00    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SG ISSUER SA                                                                    | SPX US 09/19/25 P5470                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        23 | NC      | $80730.00     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Brazil Notas do Tesouro Nacional Serie F                                        | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F                                        | CUSIP: AQ6084745<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        | 209175000 | PA      | $35344209.39  | 3.17%             | 2029-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Kaisa Group Holdings Ltd                                                        | KAISA GROUP HOLDINGS LTD                                                        | CUSIP: ZQ1490049<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    985000 | PA      | $44325.00     | 0.00%             | 2022-10-22      | Fixed         | 11.95%                | No            | 2                  | On Loan: No      |
| CSC Holdings LLC                                                                | CSC HOLDINGS LLC                                                                | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |   8537448 | PA      | $8307277.92   | 0.75%             | 2027-04-15      | Floating      | 9.00%                 | No            | 2                  | On Loan: No      |
| Radiate Holdco LLC                                                              | RADIATE HOLDCO LLC                                                              | CUSIP: 75025KAH1<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |  17024352 | PA      | $14783777.45  | 1.33%             | 2026-09-25      | Floating      | 7.69%                 | No            | 2                  | On Loan: No      |
| CSC Holdings LLC                                                                | CSC HOLDINGS LLC                                                                | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |   6955404 | PA      | $6851142.88   | 0.61%             | 2028-01-18      | Floating      | 8.81%                 | No            | 2                  | On Loan: No      |
| Asurion LLC                                                                     | ASURION LLC                                                                     | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |  10884996 | PA      | $10758621.63  | 0.97%             | 2028-08-19      | Floating      | 8.68%                 | No            | 2                  | On Loan: No      |
| US Renal Care Inc                                                               | US RENAL CARE INC                                                               | CUSIP: 90290PAS3<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |   9711454 | PA      | $9165184.65   | 0.82%             | 2028-06-20      | Floating      | 9.44%                 | No            | 2                  | On Loan: No      |
| CPM Holdings Inc                                                                | CPM HOLDINGS INC                                                                | CUSIP: 12620BAR1<br>LEI: 549300FBUISJCXV8IB65 | Long             | LON              | CORP              | US        |    538023 | PA      | $524825.17    | 0.05%             | 2028-09-28      | Floating      | 8.83%                 | No            | 2                  | On Loan: No      |
| RFS OPCO LLC                                                                    | RFS OPCO LLC                                                                    | CUSIP: 74970UAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6232900 | PA      | $6170571.00   | 0.55%             | 2031-04-04      | Floating      | 9.05%                 | No            | 3                  | On Loan: No      |
| CMG Media Corp                                                                  | TERRIER MEDIA BUYER INC                                                         | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  12563175 | PA      | $12140926.45  | 1.09%             | 2029-06-18      | Floating      | 7.90%                 | No            | 2                  | On Loan: No      |
| Townsquare Media Inc                                                            | TOWNSQUARE MEDIA INC                                                            | CUSIP: 8922319C7<br>LEI: 549300XBA8C68H0DR538 | Long             | LON              | CORP              | US        |   7885406 | PA      | $7018011.56   | 0.63%             | 2030-02-19      | Floating      | 9.32%                 | No            | 3                  | On Loan: No      |
| LTI Holdings Inc                                                                | LTI HOLDINGS INC                                                                | CUSIP: 50217UBF3<br>LEI: 5493003GUY3WBOTOAP97 | Long             | LON              | CORP              | US        |   6945100 | PA      | $6938571.61   | 0.62%             | 2029-07-29      | Floating      | 8.58%                 | No            | 2                  | On Loan: No      |
| CD&R Firefly Bidco PLC                                                          | CD&R FIREFLY BIDCO PLC                                                          | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | LON              | CORP              | GB        |   6420000 | PA      | $7505720.71   | 0.67%             | 2029-04-30      | Floating      | 5.43%                 | No            | 2                  | On Loan: No      |
| EW Scripps Co/The                                                               | EW SCRIPPS CO                                                                   | CUSIP: 26928BAQ2<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |   8624999 | PA      | $8341064.51   | 0.75%             | 2028-06-30      | Floating      | 10.18%                | No            | 2                  | On Loan: No      |
| EW Scripps Co/The                                                               | EW SCRIPPS CO                                                                   | CUSIP: 26928BAR0<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |   3105000 | PA      | $2860481.25   | 0.26%             | 2029-11-30      | Floating      | 7.78%                 | No            | 2                  | On Loan: No      |
| Asurion LLC                                                                     | ASURION LLC                                                                     | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |  10935000 | PA      | $10612417.50  | 0.95%             | 2030-09-19      | Floating      | 8.58%                 | No            | 2                  | On Loan: No      |
| Geopark Ltd                                                                     | GEOPARK LTD                                                                     | CUSIP: YR0463541<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |   8397000 | PA      | $7395909.66   | 0.66%             | 2030-01-31      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Banco do Estado do Rio Grande do Sul SA                                         | BANCO DO ESTADO DO RIO GRANDE DO SUL SA                                         | CUSIP: BN6932428<br>LEI: 254900W2BN097WLYIM20 | Long             | DBT              | CORP              | BR        |    665000 | PA      | $661051.96    | 0.06%             | 2031-01-28      | Variable      | 5.38%                 | No            | 2                  | On Loan: No      |
| Raizen Fuels Finance SA                                                         | RAIZEN FUELS FINANCE SA                                                         | CUSIP: ZD3787987<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |   4007000 | PA      | $4013443.26   | 0.36%             | 2034-03-05      | Fixed         | 6.45%                 | No            | 2                  | On Loan: —       |
| Deutsche Bank AG                                                                | DEUTSCHE BANK AG                                                                | CUSIP: EK2626407<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  10800000 | PA      | $11137500.00  | 1.00%             | N/A             | Variable      | 8.13%                 | No            | 2                  | On Loan: —       |
| Axian Telecom                                                                   | AXIAN TELECOM                                                                   | CUSIP: BU2732222<br>LEI: 984500C6FIA50FZSE337 | Long             | DBT              | CORP              | MU        |   5500000 | PA      | $5582746.68   | 0.50%             | 2027-02-16      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Kosmos Energy Ltd                                                               | KOSMOS ENERGY LTD                                                               | CUSIP: BS0630753<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |   3160000 | PA      | $2822196.00   | 0.25%             | 2027-05-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| CSN Resources SA                                                                | CSN RESOURCES SA                                                                | CUSIP: BU2177212<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |  10595000 | PA      | $8722218.26   | 0.78%             | 2032-04-08      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Samarco Mineracao SA                                                            | SAMARCO MINERACAO SA                                                            | CUSIP: ZG6352899<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |   8482754 | PA      | $8344318.66   | 0.75%             | 2031-06-30      | Variable      | 9.00%                 | No            | 2                  | On Loan: No      |
| Sri Lanka Government International Bond                                         | SRI LANKA GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: YS0765125<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   3400763 | PA      | $3200967.81   | 0.29%             | 2028-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: —       |
| Sri Lanka Government International Bond                                         | SRI LANKA GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: YS0764847<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   4579050 | PA      | $3152294.22   | 0.28%             | 2035-06-15      | Variable      | 3.60%                 | No            | 2                  | On Loan: No      |
| Petroleos del Peru SA                                                           | PETROLEOS DEL PERU SA                                                           | CUSIP: AN9551200<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |   7130000 | PA      | $5535799.31   | 0.50%             | 2032-06-19      | Fixed         | 4.75%                 | No            | 2                  | On Loan: —       |
| Cologix Canadian Issuer LP                                                      | COLOGIX CANADIAN ISSUER LP                                                      | CUSIP: 19521DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   6000000 | PA      | $4318898.48   | 0.39%             | 2052-01-25      | Fixed         | 4.94%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                                | USD/BRL FWD 20250903 SOGEFRPP                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-475070.65   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| MONTREAL EXCHANGE 10 YEAR CANADIAN BOND FUTURE                                  | CAN 10YR BOND FUT SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |        82 | NC      | $65655.14     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| DEUTSCHE BANK                                                                   | USD/EUR FWD 20250822 DEUTGB2L                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $388021.01    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | USD/JPY FWD 20250725 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4713.72      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LONG GILT FUTURE                                                                | LONG GILT FUTURE  SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |       -43 | NC      | $-27600.92    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                            | NOK/USD FWD 20250725 BARCGB5G                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | NO        |         1 | NC      | $-194393.54   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                                | CHF/USD FWD 20250725 SOGEFRPP                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-379858.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | USD/CHF FWD 20250725 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $931254.39    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | USD/CHF FWD 20250725 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2938.40     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | NZD/USD FWD 20250725 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-12825.34    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | GBP/USD FWD 20250822 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-189336.63   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | NOK/USD FWD 20250725 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | NO        |         1 | NC      | $2812.49      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | USD/NOK FWD 20250725 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-537.28      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | SEK/USD FWD 20250829 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | SE        |         1 | NC      | $557.89       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | USD/SEK FWD 20250829 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-19507.17    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                                                   | USD/GBP FWD 20250822 DEUTGB2L                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $77105.30     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | CHF/USD FWD 20250725 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-37123.76    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | JPY/USD FWD 20250725 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-263028.24   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                              | JPY/USD FWD 20250725 CIBCCATT                                                   | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              | CORP              | JP        |         1 | NC      | $74363.69     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | ICE_DELTA AIR LINES INC CDS 06/20/2027                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $-28613.41    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 5/31/34 REC CPI BARC                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $-1205775.00  | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | ICE_AVIS BUDGET CAR RENTAL LLC CDS 06/20/2027                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $172417.82    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | ICE_SEALED AIR CORP CDS 12/20/2029 BARC                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $-21410.27    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | ICE_LAMB WESTON HOLDINGS INC CDS 12/20/2029 BARC                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $-52841.17    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | ICE_AVIS BUDGET CAR RENTAL LLC CDS 12/20/2026 MSLN                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $249995.11    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | ICE_SES SA CDS 06/20/2030 GSIL                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | N/A       |         1 | NC      | $-1125103.53  | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | ICE_CDX IG CDSI S44 5Y 06/20/2030 BARC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $1235462.23   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | ICE_ITRX EUR CDSI S43 5Y 06/20/2030                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $6036469.97   | 0.54%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | ICE_ITRX XOVER CDSI S43 5Y 06/20/2030                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $-7547625.67  | -0.68%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | ICE_CDX HY CDSI S44 5Y 06/20/2030 BOFA                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $418131.08    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | ICE_CDX HY CDSI S44 5Y 06/20/2030 BOFA                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $13527707.07  | 1.21%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | FXO_USD_OTC_E_CALL_CNH_USD_K_7.7045_EFF_2025-04-08_MAT_2025-07-08 CITI          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $40.60        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | ICE_CDX HY CDSI S40 V3 5Y 06/20/2028 BARC                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $-7408809.19  | -0.66%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | ICE_PFIZER INC CDS 06/20/2030 BARC                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $-602424.34   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | ICE_BRISTOL-MYERS SQUIBB CO CDS 06/20/2030 BARC                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $-630071.68   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 5/13/30 REC CPI_C                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $-100930.15   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 5/13/30 REC CPI_C                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $-118773.42   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | ICE_PETROLEOS MEXICANOS CDS 06/20/2030 MSLN                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $-314400.35   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | CME - USD IRS 5/15/35 PAY FIX_C                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         1 | NC      | $-3266486.81  | -0.29%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | CME - USD IRS 5/16/55 PAY FIX_C                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         1 | NC      | $-440869.09   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | CME - USD IRS 5/20/55 PAY FIX_C                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         1 | NC      | $-346151.98   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                                                        | CDX IG S44 PAY 60 07/16/2025 BARC                                               | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |         1 | NC      | $33367.32     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                                                        | CDX IG S44 PAY 65 07/16/2025 BARC                                               | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-25021.04    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | ICE_SAUDI ARABIA CDS 06/20/2030 BARC                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $109999.69    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                                                        | IVORY COAST CDS 6/20/2027                                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-351078.99   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | ICE_OMAN CDS 12/20/2028 GSIL                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $-101188.35   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | ICE_DELTA AIR LINES INC CDS 12/20/2028 CITI                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $-1552645.69  | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | CHF/USD FWD 20250725 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-95887.25    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | NZD/USD FWD 20250725 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $1308.54      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                            | USD/TRY FWD 20250717 BARCGB5G                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-28333.04    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                            | TRY/USD FWD 20250717 BARCGB5G                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | TR        |         1 | NC      | $210784.67    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| FRENCH GOVERNMENT BOND FUTURES                                                  | EURO-OAT FUTURE   SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |      -465 | NC      | $109787.12    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIBANK N A                                                                    | EUR/USD FWD 20250822 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $195515.08    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                            | JPY/USD FWD 20250725 BARCGB5G                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-40811.94    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                            | USD/JPY FWD 20250725 BARCGB5G                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $115.46       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | NOK/USD FWD 20250725 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | NO        |         1 | NC      | $-2469.07     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | AUD/USD FWD 20250822 MSLNGB2X                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | AU        |         1 | NC      | $472122.20    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | CHF/USD FWD 20250725 BOFAUS6N                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-994852.80   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | CAD/USD FWD 20250725 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | CA        |         1 | NC      | $81487.51     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | USD/CAD FWD 20250725 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-441.44      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EUREX 10 YEAR EURO BUND FUTURE                                                  | EURO-BUND FUTURE  SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |        29 | NC      | $-28757.90    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                            | CHF/USD FWD 20250725 BARCGB5G                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-10485.09    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | USD/AUD FWD 20250725 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $416907.03    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | AUD/USD FWD 20250725 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-24284.78    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                                             | USD/JPY FWD 20250725 MRMDUS33                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-193589.15   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                                                   | CAD/USD FWD 20250725 SCBLGB2L                                                   | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-1000.39     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | MERCURY DATA CTR BIDCO                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14925000.00  | 1.34%             | 2029-09-05      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| N/A                                                                             | KOBOLD METALS SER C-2 CVT PFD STOCK PP                                          | CUSIP: TC4SY0CJ7<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     51015 | NS      | $4333861.99   | 0.39%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                             | BONA FIDE INVSTMNT HLDNG LLC A 6/2023 PP                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         0 | NS      | $22833.13     | 0.00%             |  |  |  | Yes           | N/A                | On Loan: No      |
| N/A                                                                             | PAYJOY ASSET FUND (CAYMAN) LP CLASS B PP                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |         0 | NS      | $2725000.00   | 0.24%             |  |  |  | Yes           | N/A                | On Loan: No      |
| Altera Infrastructure LP/Teekay Offshore Finance Corp                           | Altera Infrastructure LP                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       639 | NS      | $15975.00     | 0.00%             |  |  |  | Yes           | 2                  | On Loan: No      |
| N/A                                                                             | BONA FIDE INVSTMNT HLDNGS III PP                                                | CUSIP: TC8YVXLN2<br>LEI: N/A                  | Long             | EC               | CORP              | CO        |         0 | NS      | $11146.50     | 0.00%             |  |  |  | Yes           | N/A                | On Loan: No      |
| N/A                                                                             | AP GRANGE HOLDINGS PP                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8925000 | PA      | $8925000.00   | 0.80%             | 2045-03-20      | Fixed         | 6.50%                 | Yes           | 3                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                                    | USD/BRL FWD 20250903 WFBIUS6W                                                   | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-415683.78   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| CBOT 10 YEAR US TREASURY NOTE                                                   | US 10YR NOTE (CBT)SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |      1243 | NC      | $1440463.10   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| ULTRA 10-YEAR US TREASURY NOTE FUTURES                                          | US 10YR ULTRA FUT SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       117 | NC      | $274701.99    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ULTRA 10-YEAR US TREASURY NOTE FUTURES                                          | US 10YR ULTRA FUT SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       939 | NC      | $2204659.54   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| ULTRA 10-YEAR US TREASURY NOTE FUTURES                                          | US 10YR ULTRA FUT SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        61 | NC      | $143220.69    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Jerrold Finco PLC                                                               | JERROLD FINCO PLC                                                               | CUSIP: YO7062657<br>LEI: 213800F7AYNHLL1BPR31 | Long             | DBT              | CORP              | GB        |   6615000 | PA      | $9161255.66   | 0.82%             | 2031-06-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Czechoslovak Group AS                                                           | CZECHOSLOVAK GROUP AS                                                           | CUSIP: YN6490554<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |   5870000 | PA      | $7051647.78   | 0.63%             | 2031-01-10      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2025-08-04

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

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President