# EDGAR Filing Document

**Accession Number:** 0000313212
**File Stem:** 0001099263-25-003612
**Filing Date:** 2025-11
**Character Count:** 128244
**Document Hash:** 4c977fd827b940e1d9b3a71ebfd934b4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-25-003612.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0001099263-25-003612

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**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:** 251521881

**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:** 2025-09-30

**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:** $1330235082.85

**Total Liabilities:** $102414997.32

**Net Assets:** $1227820085.53

**Delayed Delivery Securities:** $27242774.20

**Cash Not Reported:** $1992683.48

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -68.982339 | **1-Year:** -7353.168226 | **5-Year:** -118667.440112 | **10-Year:** -42142.567852 | **30-Year:** -37866.758031

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

- **3-Month:** -6833.926833 | **1-Year:** -32520.625614 | **5-Year:** -3151.895596 | **10-Year:** -42666.005795 | **30-Year:** -1132.641180

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000205922 | 0.77%                | 1.00%                | 0.64%                |
| Class ID C000205923 | 0.78%                | 1.01%                | 0.65%                |
| Class ID C000244818 | 0.94%                | 1.05%                | 0.58%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $625369.76               | $2482916.15                                |
| Month 2  | $2356761.47              | $5023044.76                                |
| Month 3  | $3507409.62              | $2735025.72                                |

### Schedule of Portfolio Investments

| Name                                             | Title                                                                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| 1261229 BC LTD 144A                              | 1261229 BC LTD                                                               | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     8985000 | PA      | $9187162.50   | 0.75%             | 2032-04-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| ADVANCE AUTO PARTS 144A                          | ADVANCE AUTO PARTS INC                                                       | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    24085000 | PA      | $24834838.31  | 2.02%             | 2033-08-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| AEGEA FINANCE SARL 144A                          | AEGEA FINANCE SARL                                                           | CUSIP: 00775CAE6<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |     3590000 | PA      | $3578871.00   | 0.29%             | 2036-01-20      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| AES ANDES SA 144A                                | AES ANDES SA                                                                 | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |     1203000 | PA      | $1274430.53   | 0.10%             | 2055-06-10      | Variable      | 8.15%                 | No            | 2                  | On Loan: No      |
| AETHON III SR 2L PP                              | AETHON III SR 2L PP                                                          | CUSIP: 000000000<br>LEI: 5493003Y9J3720W2G906 | Long             | DBT              | CORP              | US        |     5130000 | PA      | $5091525.00   | 0.41%             | 2027-01-10      | Fixed         | 10.41%                | Yes           | 2                  | On Loan: No      |
| AFRICELL HOLDING LTD 144A                        | AFRICELL HOLDING LTD                                                         | CUSIP: 00833NAA0<br>LEI: 984500JFB7AFK4B6C829 | Long             | DBT              | CORP              | JE        |    12045000 | PA      | $11990074.68  | 0.98%             | 2029-10-23      | Fixed         | 10.50%                | No            | 2                  | On Loan: —       |
| ALEN 2021-ACEN A 144A                            | ALEN 2021-ACEN MORTGAGE TRUST                                                | CUSIP: 01449NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2120000 | PA      | $2053750.00   | 0.17%             | 2034-04-15      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| ALIBABA GROUP HOLDING CB 0.5% 06/31              | ALIBABA GROUP HOLDING LTD                                                    | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     3395000 | PA      | $6227448.50   | 0.51%             | 2031-06-01      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| ABCLN 2025-A E 144A                              | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-A                             | CUSIP: 02007G5H2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3485121 | PA      | $3496951.10   | 0.28%             | 2033-06-15      | Fixed         | 6.07%                 | No            | 2                  | On Loan: No      |
| ALTICE FRANCE SA 144A                            | ALTICE FRANCE SA                                                             | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    27790000 | PA      | $24038350.00  | 1.96%             | 2029-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| AP GRANGE HOLDINGS PP                            | AP GRANGE HOLDINGS PP                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8925000 | PA      | $9505125.00   | 0.77%             | 2045-03-20      | Fixed         | 6.50%                 | Yes           | 3                  | On Loan: No      |
| REPUBLIC OF ARGENTINA                            | ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND                             | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     8010000 | PA      | $4537665.00   | 0.37%             | 2038-01-09      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF ARGENTINA                            | ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND                             | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    17605000 | PA      | $8539305.25   | 0.70%             | 2041-07-09      | Variable      | 3.50%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF ARGENTINA                            | ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND                             | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     1069091 | PA      | $561219.27    | 0.05%             | 2046-07-09      | Variable      | 4.12%                 | No            | 2                  | On Loan: No      |
| ASG FINANCE DESIGNATED 144A                      | ASG FINANCE DAC                                                              | CUSIP: 00217AAB2<br>LEI: 5493005UOB0OMEJ4WK10 | Long             | DBT              | CORP              | IE        |     4102000 | PA      | $3943047.50   | 0.32%             | 2029-05-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| ASURION LLC TL B13 1L BANKDEBT                   | ASURION LLC                                                                  | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    10935000 | PA      | $10857580.20  | 0.88%             | 2030-09-19      | Floating      | 8.41%                 | No            | 2                  | On Loan: No      |
| ASURION TL B11 1L BANKDEBT                       | ASURION LLC                                                                  | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    10829461 | PA      | $10860324.71  | 0.88%             | 2028-08-19      | Floating      | 8.51%                 | No            | 2                  | On Loan: No      |
| CITIBANK N A                                     | AUD/USD FWD 20251024 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | AU        |           1 | NC      | $529934.32    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                    | AUD/USD FWD 20251024 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | AU        |           1 | NC      | $161820.96    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                              | AUD/USD FWD 20251024 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | AU        |           1 | NC      | $-466937.13   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                  | AUD/USD FWD 20251024 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | AU        |           1 | NC      | $76669.78     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TORONTO DOMINION SECURITIES                      | AUD/USD FWD 20251024 TDOMCATT                                                | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | AU        |           1 | NC      | $-283048.92   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| AUTOKINITON TL B 1L BANKDEBT                     | AUTOKINITON US HOLDINGS                                                      | CUSIP: 05278HAC0<br>LEI: 254900EHNKMJ1OSEZL85 | Long             | LON              | CORP              | US        |    16867864 | PA      | $16681642.35  | 1.36%             | 2028-04-06      | Floating      | 8.28%                 | No            | 2                  | On Loan: No      |
| XCAP 2023-1A E 144A                              | AUXILIOR TERM FUNDING 2023-1 LLC                                             | CUSIP: 05335JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6770000 | PA      | $7092216.12   | 0.58%             | 2032-12-15      | Fixed         | 10.97%                | No            | 2                  | On Loan: No      |
| AESOP 2023-2A D 144A                             | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                                     | CUSIP: 05377RKG8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      775000 | PA      | $783710.92    | 0.06%             | 2027-10-20      | Fixed         | 7.26%                 | No            | 2                  | On Loan: No      |
| AESOP 2023-3A D 144A                             | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                                     | CUSIP: 05377RKH6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      475000 | PA      | $482386.35    | 0.04%             | 2028-02-20      | Fixed         | 7.32%                 | No            | 2                  | On Loan: No      |
| AXIAN TELE HOLD 144A                             | AXIAN TELECOM HOLDING & MANAGEMENT PLC                                       | CUSIP: 05465QAA7<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |     6740000 | PA      | $6913620.51   | 0.56%             | 2030-07-11      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| ALTERA INFRASTRUCTURE LP/TKOP PP                 | Altera Infrastructure LP                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         639 | NS      | $15975.00     | 0.00%             |  |  |  | Yes           | 2                  | On Loan: No      |
| BANCO EST RIO GRANDE SUL                         | BANCO DO ESTADO DO RIO GRANDE DO SUL SA                                      | CUSIP: BN6932428<br>LEI: 254900W2BN097WLYIM20 | Long             | DBT              | CORP              | BR        |      665000 | PA      | $664622.49    | 0.05%             | 2031-01-28      | Variable      | 5.38%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                             | BANK OF AMERICA CORP                                                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      118598 | NS      | $6118470.82   | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| BAYVIEW FINANCING TRUST 2024-2F A PP             | BAYVIEW FINANCING TRUST 2024-2F A                                            | CUSIP: 07336XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4482767 | PA      | $4504956.61   | 0.37%             | 2029-11-01      | Variable      | 7.11%                 | Yes           | 3                  | On Loan: No      |
| BVCLN 2024-CAR1 E 144A                           | BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC                            | CUSIP: 07336QAE2<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |     1475231 | PA      | $1492319.05   | 0.12%             | 2031-12-26      | Floating      | 7.96%                 | No            | 2                  | On Loan: No      |
| BBCMS 2019-BWAY E 144A                           | BBCMS 2019-BWAY MORTGAGE TRUST                                               | CUSIP: 05492NAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      120000 | PA      | $1200.00      | 0.00%             | 2034-11-15      | Floating      | 7.11%                 | No            | 2                  | On Loan: No      |
| BBCMS 2015-SRCH D 144A                           | BBCMS TRUST 2015-SRCH                                                        | CUSIP: 05547HAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2131000 | PA      | $2007723.99   | 0.16%             | 2035-08-10      | Variable      | 5.12%                 | No            | 2                  | On Loan: No      |
| BBVA BANCOMER SA TEXAS 144A                      | BBVA MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO BBVA MEXICO/TX | CUSIP: 07336UAB9<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     7810000 | PA      | $8520678.76   | 0.69%             | 2039-01-08      | Variable      | 8.12%                 | No            | 2                  | On Loan: No      |
| BBIRD 2016-1A A 144A                             | BLACKBIRD CAPITAL AIRCRAFT LEASE SECURITIZATION LTD 2016-1                   | CUSIP: 09228YAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |       87379 | PA      | $87406.67     | 0.01%             | 2041-12-16      | Variable      | 4.21%                 | No            | 2                  | On Loan: No      |
| OWLEF 2024-1A D 144A                             | BLUE OWL ASSET LEASING TRUST 2024-1 LLC                                      | CUSIP: 095921AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5011000 | PA      | $5081725.00   | 0.41%             | 2031-12-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| BONA FIDE INVSTMNT HLDNG LLC A 6/2023 PP         | BONA FIDE INVSTMNT HLDNG LLC A 6/2023 PP                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           0 | NS      | $23838.28     | 0.00%             |  |  |  | Yes           | N/A                | On Loan: No      |
| BONA FIDE INVSTMNT HLDNGS III PP                 | BONA FIDE INVSTMNT HLDNGS III PP                                             | CUSIP: TC8YVXLN2<br>LEI: N/A                  | Long             | EC               | CORP              | CO        |           0 | NS      | $11489.50     | 0.00%             |  |  |  | Yes           | N/A                | On Loan: No      |
| BOROO INVESTMENTS 144A                           | BOROO INVESTMENTS PTE LTD                                                    | CUSIP: 10001AAA3<br>LEI: 254900NL0ALM1NCHOQ65 | Long             | DBT              | CORP              | SG        |     9070000 | PA      | $8562533.50   | 0.70%             | 2032-08-07      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| NOTA DO TESOURO NACIONAL                         | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F                                     | CUSIP: AQ6084745<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   209175000 | PA      | $36146441.81  | 2.94%             | 2029-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| BSREP 2021-DC C 144A                             | BSREP 2021-DC C                                                              | CUSIP: 05591UAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1052368 | PA      | $894512.91    | 0.07%             | 2038-08-15      | Floating      | 5.82%                 | No            | 2                  | On Loan: No      |
| BX 2021-VIEW F 144A                              | BX TRUST 2021-VIEW                                                           | CUSIP: 05606GAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      145000 | PA      | $142034.23    | 0.01%             | 2036-06-15      | Floating      | 8.19%                 | No            | 2                  | On Loan: No      |
| CITIBANK N A                                     | CAD/USD FWD 20251024 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-489576.84   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | CAD/USD FWD 20251024 MSLNGB2X                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-1916.35     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                 | CAD/USD FWD 20251024 SOGEFRPP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-225761.00   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| CAFL 2021-RTL1 A1 144A                           | CAFL 2021-RTL1 ISSUER LLC                                                    | CUSIP: 12468RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       16646 | PA      | $16645.64     | 0.00%             | 2029-03-28      | Variable      | 4.24%                 | No            | 2                  | On Loan: No      |
| CRVNA 2024-N2 E 144A                             | CARVANA AUTO RECEIVABLES TRUST 2024-N2                                       | CUSIP: 14687VAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7300000 | PA      | $7683493.82   | 0.63%             | 2031-06-10      | Fixed         | 8.16%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                             | CDX IG S44 PAY 60 10/15/2025 CHAS                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $16291.56     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                             | CDX IG S44 PAY 70 10/15/2025 CHAS                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-6288.05     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                               | CDX IG S44 PAY 72.5 11/19/2025 GSIL                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-65994.13    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CENTENE CORP                                     | CENTENE CORP                                                                 | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     5186000 | PA      | $4993402.33   | 0.41%             | 2029-12-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS 144A                    | CHS/COMMUNITY HEALTH SYSTEMS INC                                             | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    10105000 | PA      | $8033475.00   | 0.65%             | 2029-04-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: —       |
| CITIGROUP GLOB MKT CB 1% 4/29                    | CITIGROUP GLOBAL MARKETS HOLDINGS INC/UNITED STATES                          | CUSIP: ZB0754315<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $8600143.37   | 0.70%             | 2029-04-09      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                    | CITIGROUP INC                                                                | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       65931 | NS      | $6691996.50   | 0.55%             |  |  |  | No            | 1                  | On Loan: No      |
| CIVITAS RESOURCES INC 144A                       | CIVITAS RESOURCES INC                                                        | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    11725000 | PA      | $12545750.00  | 1.02%             | 2033-06-15      | Fixed         | 9.62%                 | 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      | $-3555119.32  | -0.29%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                              | CME-USD IRS 7/2/35 PAY FIX BARC_C                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $-173028.51   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CLGIX 2022-1CAN A2 144A                          | COLOGIX CANADIAN ISSUER LP                                                   | CUSIP: 19521DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |     6000000 | PA      | $4246863.55   | 0.35%             | 2052-01-25      | Fixed         | 4.94%                 | No            | 2                  | On Loan: No      |
| COLOMBIA                                         | COLOMBIAN TES                                                                | CUSIP: YP3935606<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 43562400000 | PA      | $11226357.92  | 0.91%             | 2029-08-22      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| CO ST HLTH FACS COVENANT LIV COMM TX  B          | COLORADO HEALTH FACILITIES AUTHORITY                                         | CUSIP: 19648FRZ9<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |      235000 | PA      | $200535.58    | 0.02%             | 2040-12-01      | Fixed         | 4.48%                 | No            | 2                  | On Loan: No      |
| PR COMWLTH PUB IMPT CVI-SUBSER CW NT             | COMMONWEALTH OF PUERTO RICO                                                  | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |    38185721 | PA      | $25250307.95  | 2.06%             | 2043-11-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CPM HOLDINGS TL 1L BANKDEBT                      | CPM HOLDINGS INC                                                             | CUSIP: 12620BAR1<br>LEI: 549300FBUISJCXV8IB65 | Long             | LON              | CORP              | US        |      536657 | PA      | $534897.09    | 0.04%             | 2028-09-28      | Floating      | 8.63%                 | No            | 2                  | On Loan: No      |
| CRESCENT ENERGY FINANCE 144A                     | CRESCENT ENERGY FINANCE LLC                                                  | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     9170000 | PA      | $8940750.00   | 0.73%             | 2033-01-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| ALTICE TL B5 1L BANKDEBT                         | CSC HOLDINGS LLC                                                             | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |     8514921 | PA      | $8230182.29   | 0.67%             | 2027-04-15      | Floating      | 8.75%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC TL B6 1L BANKDEBT               | CSC HOLDINGS LLC                                                             | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |     4046240 | PA      | $4017633.22   | 0.33%             | 2028-01-18      | Floating      | 8.65%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC 144A                            | CSC HOLDINGS LLC                                                             | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     5745000 | PA      | $5314125.00   | 0.43%             | 2028-05-15      | Fixed         | 11.25%                | No            | 2                  | On Loan: No      |
| CSN ISLANDS XI CORP 144A                         | CSN INOVA VENTURES                                                           | CUSIP: 12642KAB0<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |     5126000 | PA      | $4983177.90   | 0.41%             | 2028-01-28      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| CSN RESOURCES SA                                 | CSN RESOURCES SA                                                             | CUSIP: BU2177212<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |     6820000 | PA      | $5803527.42   | 0.47%             | 2032-04-08      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| CZECHOSLOVAK GROUP 144A                          | CZECHOSLOVAK GROUP AS                                                        | CUSIP: YN6490554<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |     5870000 | PA      | $7167138.10   | 0.58%             | 2031-01-10      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| DIAMONDBACK ENERGY INC                           | DIAMONDBACK ENERGY INC                                                       | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     3284000 | PA      | $2585601.57   | 0.21%             | 2052-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| DIAMONDBACK ENERGY INC                           | DIAMONDBACK ENERGY INC                                                       | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    16576000 | PA      | $15982877.57  | 1.30%             | 2054-04-18      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| DIRECTV TL B 1L BANKDEBT                         | DIRECTV FINANCING LLC                                                        | CUSIP: 25460HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     4733891 | PA      | $4621461.09   | 0.38%             | 2031-02-17      | Floating      | 9.81%                 | No            | 2                  | On Loan: No      |
| DIRECTV FIN LLC/COINC 144A                       | DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC                     | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    20090000 | PA      | $20039775.00  | 1.63%             | 2031-02-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| DISH DBS CORP                                    | DISH DBS CORP                                                                | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6145000 | PA      | $6083550.00   | 0.50%             | 2026-07-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| DISH NETWORK CORP 144A                           | DISH NETWORK CORP                                                            | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     9008000 | PA      | $9514700.00   | 0.77%             | 2027-11-15      | Fixed         | 11.75%                | No            | 2                  | On Loan: No      |
| HONK 2019-2A A2 144A                             | DRIVEN BRANDS FUNDING LLC                                                    | CUSIP: 26208LAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4124287 | PA      | $4093834.92   | 0.33%             | 2049-10-20      | Fixed         | 3.98%                 | No            | 2                  | On Loan: No      |
| ECOPETROL SA                                     | ECOPETROL SA                                                                 | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     8370000 | PA      | $8649626.22   | 0.70%             | 2036-01-19      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| ECOPETROL SA                                     | ECOPETROL SA                                                                 | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    15021000 | PA      | $16291889.71  | 1.33%             | 2033-01-13      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| ECUADOR                                          | ECUADOR GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: ZO2094340<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    12775000 | PA      | $9565281.25   | 0.78%             | 2035-07-31      | Variable      | 6.90%                 | No            | 2                  | On Loan: No      |
| ECUADOR                                          | ECUADOR GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: ZO2104552<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     4005000 | PA      | $2648306.25   | 0.22%             | 2040-07-31      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| EGYPT 144A                                       | EGYPT GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     7360000 | PA      | $7826173.13   | 0.64%             | 2030-02-04      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| EGYPT 144A                                       | EGYPT GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     3140000 | PA      | $3355506.93   | 0.27%             | 2033-02-04      | Fixed         | 9.45%                 | No            | 2                  | On Loan: —       |
| EHGVT 2019-A C 144A                              | ELARA HGV TIMESHARE ISSUER 2019-A LLC                                        | CUSIP: 28416TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       20241 | PA      | $20034.81     | 0.00%             | 2034-01-25      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| EHGVT 2023-A D 144A                              | ELARA HGV TIMESHARE ISSUER 2023-A LLC                                        | CUSIP: 28415AAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      105084 | PA      | $109652.95    | 0.01%             | 2038-02-25      | Fixed         | 10.10%                | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                    | EUR/USD FWD 20251121 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-65732.61    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| RXZ5 EURO-BUND FUTURE  DEC25                     | EURO-BUND FUTURE  DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |           4 | NC      | $3328.57      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EW SCRIPPS TL B2 1L BANKDEBT                     | EW SCRIPPS CO                                                                | CUSIP: 26928BAQ2<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |     7189126 | PA      | $7235568.11   | 0.59%             | 2028-06-30      | Floating      | 10.01%                | No            | 2                  | On Loan: No      |
| EW SCRIPPS CO TL B3 1L USD BANKDEBT              | EW SCRIPPS CO                                                                | CUSIP: 26928BAR0<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |     3097238 | PA      | $2957861.81   | 0.24%             | 2029-11-30      | Floating      | 7.61%                 | No            | 2                  | On Loan: No      |
| EW SCRIPPS CO 144A                               | EW SCRIPPS CO/THE                                                            | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |     5645000 | PA      | $5299243.75   | 0.43%             | 2030-08-15      | Fixed         | 9.88%                 | No            | 2                  | On Loan: No      |
| ESA 2025-ESH D 144A                              | EXTENDED STAY AMERICA TRUST 2025-ESH                                         | CUSIP: 30227TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3085000 | PA      | $3085000.00   | 0.25%             | 2042-10-15      | Floating      | 6.75%                 | No            | 2                  | On Loan: No      |
| FNS 435 C24                                      | FANNIE MAE INTEREST STRIP                                                    | CUSIP: 31424UAZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    17303005 | PA      | $2229454.93   | 0.18%             | 2052-04-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FNS 429 C13                                      | FANNIE MAE INTEREST STRIP                                                    | CUSIP: 31423YVV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1577887 | PA      | $207587.58    | 0.02%             | 2051-09-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FNS 442 C5                                       | FANNIE MAE INTEREST STRIP                                                    | CUSIP: 31424VHL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    19306335 | PA      | $4158627.06   | 0.34%             | 2054-08-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| FNR 2020-89 DI                                   | FANNIE MAE REMICS                                                            | CUSIP: 3136BCD80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    14757044 | PA      | $2320013.91   | 0.19%             | 2050-12-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FNR 2023-2 EI                                    | FANNIE MAE REMICS                                                            | CUSIP: 3136BPVA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    48308340 | PA      | $7758942.66   | 0.63%             | 2051-04-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FNR 2021-54 JI                                   | FANNIE MAE REMICS                                                            | CUSIP: 3136BGJV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    17282398 | PA      | $1859069.31   | 0.15%             | 2050-10-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FNR 2021-33 AI                                   | FANNIE MAE REMICS                                                            | CUSIP: 3136BHUP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    15236922 | PA      | $2008666.70   | 0.16%             | 2047-05-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FNR 2023-2 DI                                    | FANNIE MAE REMICS                                                            | CUSIP: 3136BPUZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    24661969 | PA      | $3237137.46   | 0.26%             | 2051-05-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                             | FI TRS PAY ABBV 5.4 54 11/10/25 CHAS_C                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-53405.50    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                              | FI TRS PAY BHP 5.5 53 11/10/25 CHAS_C                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $-45483.73    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                             | FI TRS PAY C 5.612 56 11/10/25 CHAS_C                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-62697.54    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                             | FI TRS PAY DE 5.7 55 11/10/25 CHAS_C                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-60440.02    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                             | FI TRS PAY JNJ 5.25 54 11/10/25 CHAS_C                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-79769.67    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                             | FI TRS PAY MET 5.25 54 11/10/25 CHAS_C                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-88627.66    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                             | FI TRS PAY META 5.4 54 10/23/25 CHAS_C                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-363771.50   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                             | FI TRS PAY MS 5.516 55 11/10/25 CHAS_C                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-111846.91   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                             | FI TRS PAY ORCL 6 55 11/10/25 CHAS_C                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-55351.23    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                             | FI TRS PAY UNP 5.6 54 10/23/25 CHAS_C                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-612238.01   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                               | FI TRS USD PAY IBXXLLTR 12/20/25/115951884/GSILGB2XXXX_C                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-94751.02    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| FAHB 2024-HB1 M5 144A                            | FINANCE OF AMERICA HECM BUYOUT 2024-HB1                                      | CUSIP: 31737DAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8725000 | PA      | $6634893.97   | 0.54%             | 2034-10-01      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| FOCUS 2023-2 144A                                | FOCUS BRANDS FUNDING                                                         | CUSIP: 34417RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8773725 | PA      | $9322316.19   | 0.76%             | 2053-10-30      | Fixed         | 8.24%                 | No            | 2                  | On Loan: No      |
| FHR 5020 IG                                      | FREDDIE MAC REMICS                                                           | CUSIP: 3137FWXY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7343110 | PA      | $894480.42    | 0.07%             | 2050-10-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FHR 5293 CI                                      | FREDDIE MAC REMICS                                                           | CUSIP: 3137H9QF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3738866 | PA      | $571589.29    | 0.05%             | 2051-04-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FHR 5018 MI                                      | FREDDIE MAC REMICS                                                           | CUSIP: 3137FXC89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7868165 | PA      | $1054461.61   | 0.09%             | 2050-10-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FYBR 2024-1 C 144A                               | FRONTIER ISSUER LLC                                                          | CUSIP: 35910EAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9283880 | PA      | $10417073.18  | 0.85%             | 2054-06-20      | Fixed         | 11.16%                | No            | 2                  | On Loan: No      |
| FYBR 2023-1 C 144A                               | FRONTIER ISSUER LLC                                                          | CUSIP: 35910EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10865765 | PA      | $11324834.88  | 0.92%             | 2053-08-20      | Fixed         | 11.50%                | No            | 2                  | On Loan: No      |
| FS LUXEMBOURG SARL 144A                          | FS LUXEMBOURG SARL                                                           | CUSIP: 30315XAC8<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |     7870000 | PA      | $8247547.51   | 0.67%             | 2031-02-12      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                              | GBP/USD FWD 20251121 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-11210.65    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| FOCUS 2017-1A A2II 144A                          | GOTO FOODS FUNDING LLC                                                       | CUSIP: 34417MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2734150 | PA      | $2731383.04   | 0.22%             | 2047-04-30      | Fixed         | 5.09%                 | No            | 2                  | On Loan: No      |
| GNR 2021-136 IM                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | CUSIP: 38382WZ75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    11619153 | PA      | $1878093.12   | 0.15%             | 2051-08-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| GNR 2020-175 DI                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | CUSIP: 38382LLK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    12276487 | PA      | $1766316.46   | 0.14%             | 2050-11-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GNR 2021-18 EI                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | CUSIP: 38382G6D9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    11439390 | PA      | $1686144.37   | 0.14%             | 2051-01-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GNR 2020-185 BI                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | CUSIP: 38382LQ53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2136089 | PA      | $268359.43    | 0.02%             | 2050-12-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| GNR 2020-122 IP                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | CUSIP: 38382HNJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    11458310 | PA      | $1994003.72   | 0.16%             | 2050-08-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| GNR 2020-176 AI                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | CUSIP: 38382LJQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    19894291 | PA      | $2477167.43   | 0.20%             | 2050-11-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| GRAY MEDIA INC 144A                              | GRAY MEDIA INC                                                               | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     3985000 | PA      | $4059718.75   | 0.33%             | 2032-07-15      | Fixed         | 9.62%                 | No            | 2                  | On Loan: No      |
| GRAY ESCROW II INC 144A                          | GRAY MEDIA INC                                                               | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    13045000 | PA      | $9816362.50   | 0.80%             | 2031-11-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: —       |
| HNGRY 2020-1A A2 144A                            | HARDEE'S FUNDING LLC                                                         | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1585485 | PA      | $1528896.97   | 0.12%             | 2050-12-20      | Fixed         | 3.98%                 | No            | 2                  | On Loan: No      |
| HNGRY 2021-1A A2 144A                            | HARDEE'S FUNDING LLC                                                         | CUSIP: 411707AK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1206450 | PA      | $1118764.97   | 0.09%             | 2051-06-20      | Fixed         | 2.87%                 | No            | 2                  | On Loan: No      |
| HNGRY 2024-1A A2 144A                            | HARDEE'S FUNDING LLC                                                         | CUSIP: 411707AM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5297608 | PA      | $5486142.74   | 0.45%             | 2054-03-20      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| HILCORP ENERGY I/HILCORP 144A                    | HILCORP ENERGY I LP / HILCORP FINANCE CO                                     | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7405000 | PA      | $7229131.25   | 0.59%             | 2035-02-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| HGVT 2024-1B D 144A                              | HILTON GRAND VACATIONS TRUST 2024-1B                                         | CUSIP: 43283YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1208421 | PA      | $1243826.93   | 0.10%             | 2039-09-15      | Fixed         | 8.85%                 | No            | 2                  | On Loan: No      |
| HUNTINGTON BANCSHARES INC                        | HUNTINGTON BANCSHARES INC/OH                                                 | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      133939 | NS      | $2313126.53   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| HACLN 2024-1 C 144A                              | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-1                       | CUSIP: 44644NAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1398218 | PA      | $1412086.91   | 0.12%             | 2032-05-20      | Floating      | 7.54%                 | No            | 2                  | On Loan: No      |
| HACLN 2025-2 C 144A                              | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2025-2                       | CUSIP: 44644NAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1793028 | PA      | $1793017.67   | 0.15%             | 2033-09-20      | Floating      | 6.74%                 | 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      | $161592.19    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                              | ICE_AVIS BUDGET CAR RENTAL LLC CDS 12/20/2026 MSLN                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $237852.97    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                              | ICE_BRISTOL-MYERS SQUIBB CO CDS 12/20/2030 BARC                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $-747373.30   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                              | ICE_CDX EM CDSI S43 5Y 06/20/2030 BARC                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1118963.40  | -0.09%            |  |  |  | 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      | $-7723961.05  | -0.63%            |  |  |  | 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      | $5690405.33   | 0.46%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                              | ICE_CDX HY CDSI S45 5Y 12/20/2030 MSLN                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $-9749524.93  | -0.79%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                              | ICE_CDX IG CDSI S45 5Y 12/20/2030 BARC                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $1264617.20   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                              | ICE_CDX IG CDSI S45 5Y 12/20/2030 BARC                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $-11334094.87 | -0.92%            |  |  |  | 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      | $-25833.18    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                              | ICE_DELTA AIR LINES INC CDS 12/20/2028 CITI                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1545090.68  | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                              | ICE_EMHY CDSI S43 5Y 06/20/2030 MSLN                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $3000326.28   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                              | ICE_ITRX EUR CDSI S44 5Y 12/20/2030 BOFA                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | N/A       |           1 | NC      | $12072412.65  | 0.98%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                              | ICE_ITRX EUR SNRFIN CDSI S44 5Y 12/20/2030 DEUT                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | N/A       |           1 | NC      | $3029322.26   | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                              | ICE_ITRX EUR SUBFIN CDSI S44 5Y 12/20/2030 DEUT                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | N/A       |           1 | NC      | $120218.35    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                              | ICE_ITRX XOVER CDSI S44 5Y 12/20/2030 CHAS                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | N/A       |           1 | NC      | $-19932566.19 | -1.62%            |  |  |  | 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      | $-109907.19   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                              | ICE_PFIZER INC CDS 12/20/2030 BARC                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $-707442.91   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                              | ICE_SEALED AIR CORP CDS 12/20/2029 BARC                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $-15910.88    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| IMMUNOCORE HOLDINGS CB 2.50% 2/30                | IMMUNOCORE HOLDINGS PLC                                                      | CUSIP: 45258DAB1<br>LEI: 213800IUE3DFS84BVN18 | Long             | DBT              | CORP              | GB        |      553000 | PA      | $501241.97    | 0.04%             | 2030-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BARCLAYS                                         | IVORY COAST CDS 6/20/2027                                                    | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-158069.52   | -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      | $-150264.11   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JERROLD FINCO PLC 144A                           | JERROLD FINCO PLC                                                            | CUSIP: YO7062657<br>LEI: 213800F7AYNHLL1BPR31 | Long             | DBT              | CORP              | GB        |     6615000 | PA      | $9075066.53   | 0.74%             | 2031-06-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| JMIKE 2021-1A A2I 144A                           | JERSEY MIKE'S FUNDING                                                        | CUSIP: 476681AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       49375 | PA      | $48306.34     | 0.00%             | 2052-02-15      | Fixed         | 2.89%                 | No            | 2                  | On Loan: No      |
| J.P. MORGAN CHASE & CO.                          | JPMORGAN CHASE & CO                                                          | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |        7743 | NS      | $2442374.49   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                      | JPY/USD FWD 20251024 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | JP        |           1 | NC      | $-11493.80    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE               | JPY/USD FWD 20251024 CIBCCATT                                                | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              | CORP              | JP        |           1 | NC      | $-32610.97    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                  | JPY/USD FWD 20251024 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | JP        |           1 | NC      | $10149.49     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                 | JPY/USD FWD 20251024 SOGEFRPP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | JP        |           1 | NC      | $188503.45    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                     | JPY/USD FWD 20251024 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | JP        |           1 | NC      | $-111094.02   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD CB 0  144A              | KAISA GROUP HOLDINGS LTD                                                     | CUSIP: YK2138690<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       66640 | PA      | $1582.70      | 0.00%             | 2028-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD CB 0  144A              | KAISA GROUP HOLDINGS LTD                                                     | CUSIP: YK2439700<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      157149 | PA      | $3732.29      | 0.00%             | 2032-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD CB 0  144A              | KAISA GROUP HOLDINGS LTD                                                     | CUSIP: YK2407939<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       33320 | PA      | $916.30       | 0.00%             | 2026-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD CB 0  . 144A            | KAISA GROUP HOLDINGS LTD                                                     | CUSIP: YK2170958<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       83300 | PA      | $1978.37      | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD CB 0  144a              | KAISA GROUP HOLDINGS LTD                                                     | CUSIP: YK2396512<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       24990 | PA      | $749.70       | 0.00%             | 2025-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD CB 0  144A              | KAISA GROUP HOLDINGS LTD                                                     | CUSIP: YK2163615<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       66640 | PA      | $1582.70      | 0.00%             | 2029-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD CB 0  144A              | KAISA GROUP HOLDINGS LTD                                                     | CUSIP: YK2128873<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       41650 | PA      | $989.19       | 0.00%             | 2027-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD CB 0  144A              | KAISA GROUP HOLDINGS LTD                                                     | CUSIP: YK2410966<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       83300 | PA      | $1978.37      | 0.00%             | 2031-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KEYCORP                                          | KEYCORP                                                                      | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      128864 | NS      | $2408468.16   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Kobold Metals SER C-2 CVT Pfd Stock PP           | KOBOLD METALS SER C-2 CVT PFD STOCK PP                                       | CUSIP: TC4SY0CJ7<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       51015 | NS      | $5552982.75   | 0.45%             |  |  |  | Yes           | 3                  | On Loan: No      |
| KONA SPC LTD 144A                                | KONA SPC LTD                                                                 | CUSIP: YL2902424<br>LEI: 254900UKS4SVVOMZWX26 | Long             | EP               | CORP              | KY        |    10990000 | NS      | $12902809.50  | 1.05%             |  |  |  | No            | 2                  | On Loan: No      |
| KOSMOS ENERGY LTD 144A                           | KOSMOS ENERGY LTD                                                            | CUSIP: 500688AJ5<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     9150000 | PA      | $7105173.56   | 0.58%             | 2031-10-01      | Fixed         | 8.75%                 | No            | 2                  | On Loan: —       |
| KYRGYZ REP INTL BOND 144A                        | KYRGYZ REPUBLIC INTERNATIONAL BOND                                           | CUSIP: 50158LAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | KG        |    11570000 | PA      | $11679595.44  | 0.95%             | 2030-06-03      | Fixed         | 7.75%                 | 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      | $85545.58     | 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      | $93022.29     | 0.01%             |  |  |  | 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      | $-518533.99   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                              | LCH-AUD IRS 8/28/35 PAY FIX DEUT_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $91784.39     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                              | LCH-AUD IRS 9/11/35 PAY FIX NOMA_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $247095.43    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                              | LCH-AUD IRS 9/3/35 PAY FIX DEUT_C                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $-69854.69    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                              | LCH-EUR IRS 9/24/35 PAY FIX BARC_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $-42276.32    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                              | LCH-USD ZCIS 8/27/35 REC CPI NBIL_C                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |           1 | NC      | $-21111.42    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCPR SR SECURED FIN DAC 144A                     | LCPR SENIOR SECURED FINANCING DAC                                            | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |     6462000 | PA      | $3877200.00   | 0.32%             | 2027-10-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| LIMAK CIMENTO SANAYI 144A                        | LIMAK CIMENTO SANAYI VE TICARET AS                                           | CUSIP: 53263AAA6<br>LEI: 789000EEUQIGHI88WH47 | Long             | DBT              | CORP              | TR        |     5825000 | PA      | $6003330.45   | 0.49%             | 2029-07-25      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| LNSTR 2017-5 D 144A                              | LSTAR COMMERCIAL MORTGAGE TRUST 2017-5                                       | CUSIP: 54910TAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      220000 | PA      | $185170.26    | 0.02%             | 2050-03-10      | Variable      | 4.82%                 | No            | 2                  | On Loan: No      |
| MERCURY DATA CTR BIDCO TL BANKDEBT               | MERCURY DATA CTR BIDCO                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14812500 | PA      | $14746584.38  | 1.20%             | 2029-09-05      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| MERSIN ULUSLARARASI LIMA 144A                    | MERSIN ULUSLARARASI LIMAN ISLETMECILIGI AS                                   | CUSIP: 590454AC8<br>LEI: 635400DAFN6NT43HM530 | Long             | DBT              | CORP              | TR        |    10705000 | PA      | $11143730.83  | 0.91%             | 2028-11-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| METALSA SA DE CV 144A                            | METALSA SAPI DE CV                                                           | CUSIP: 59132VAB4<br>LEI: 549300F2FONGJR575V67 | Long             | DBT              | CORP              | MX        |     9148000 | PA      | $8124567.50   | 0.66%             | 2031-05-04      | Fixed         | 3.75%                 | No            | 2                  | On Loan: —       |
| MI ST TOBACCO FIN TXBL CAP APP TRBO SR B         | MICHIGAN TOBACCO SETTLEMENT FINANCE AUTHORITY                                | CUSIP: 594751AL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       25000 | PA      | $3321.93      | 0.00%             | 2046-06-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| MONTENEGRO 144A                                  | MONTENEGRO GOVERNMENT INTERNATIONAL BOND                                     | CUSIP: 857305AA4<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |     9640000 | PA      | $10288121.01  | 0.84%             | 2031-03-12      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| MVWOT 2023-2A D 144A                             | MVW 2023-2 LLC                                                               | CUSIP: 55400WAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3079878 | PA      | $3172079.40   | 0.26%             | 2040-11-20      | Fixed         | 9.33%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                     | MXN/USD FWD 20251017 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | MX        |           1 | NC      | $329414.24    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| NAVIENT CORP                                     | NAVIENT CORP                                                                 | CUSIP: 63938CAP3<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    13445000 | PA      | $15176043.75  | 1.24%             | 2031-03-15      | Fixed         | 11.50%                | No            | 2                  | On Loan: No      |
| NEPTUNE BIDCO US INC 144A                        | NEPTUNE BIDCO US INC                                                         | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    12145000 | PA      | $11871737.50  | 0.97%             | 2029-04-15      | Fixed         | 9.29%                 | No            | 2                  | On Loan: No      |
| NGL ENERGY PARTNERS LP 144A                      | NGL ENERGY OPERATING LLC / NGL ENERGY FINANCE CORP                           | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2880000 | PA      | $2948400.00   | 0.24%             | 2032-02-15      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| NGL ENERGY PARTNERS LP 144A                      | NGL ENERGY OPERATING LLC / NGL ENERGY FINANCE CORP                           | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2915000 | PA      | $2987875.00   | 0.24%             | 2029-02-15      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE 144A                     | NISSAN MOTOR ACCEPTANCE CO LLC                                               | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    24910000 | PA      | $24875898.21  | 2.03%             | 2030-09-30      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| NRG ENERGY INC 144A                              | NRG ENERGY INC                                                               | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    20570000 | PA      | $20576171.00  | 1.68%             | 2036-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                               | NZD/USD FWD 20251024 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | NZ        |           1 | NC      | $-1818.62     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BVINV 2020-1 A3 144A                             | OCEANVIEW MORTGAGE LOAN TRUST 2020-1                                         | CUSIP: 676477AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      115000 | PA      | $101298.56    | 0.01%             | 2050-05-28      | Variable      | 3.29%                 | No            | 2                  | On Loan: No      |
| OCTL 2023-1A E 144A                              | OCTANE RECEIVABLES TRUST 2023-1                                              | CUSIP: 67571BAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      255000 | PA      | $269585.57    | 0.02%             | 2030-08-20      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| ONP 2021-PARK D 144A                             | ONE 2021-PARK MORTGAGE TRUST                                                 | CUSIP: 682413AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      711000 | PA      | $670326.04    | 0.05%             | 2036-03-15      | Floating      | 5.76%                 | No            | 2                  | On Loan: No      |
| PayJoy Asset Fund (Cayman) LP Class B PP         | PAYJOY ASSET FUND (CAYMAN) LP CLASS B PP                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |           0 | NS      | $2725000.00   | 0.22%             |  |  |  | Yes           | N/A                | On Loan: No      |
| PETCO HEALTH & WELLNESS TL B 1L BANKDEBT         | PETCO HEALTH & WELLNESS                                                      | CUSIP: 71601HAB2<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |     5196128 | PA      | $5056247.86   | 0.41%             | 2028-03-03      | Floating      | 7.51%                 | No            | 2                  | On Loan: No      |
| PETSMART INC/PETSMART FI 144A                    | PETSMART LLC / PETSMART FINANCE CORP                                         | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15600000 | PA      | $15639000.00  | 1.27%             | 2032-09-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| PORT BEAUMONT TX JEFF GULF COAST EN 144A AMT     | PORT OF BEAUMONT NAVIGATION DISTRICT                                         | CUSIP: 73360CAS3<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |    10720000 | PA      | $10768888.56  | 0.88%             | 2026-07-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| PREF 2024-1A E 144A                              | POST ROAD EQUIPMENT FINANCE 2024-1 LLC                                       | CUSIP: 737473AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3338000 | PA      | $3432806.88   | 0.28%             | 2031-12-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| PR ELEC PWR AUTH REV SER EEE                     | PUERTO RICO ELECTRIC POWER AUTHORITY                                         | CUSIP: 74526QZS4<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |      150000 | PA      | $102750.00    | 0.01%             | 2032-07-01      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| PR ELEC PWR AUTH REV SER EEE TXBLE               | PUERTO RICO ELECTRIC POWER AUTHORITY                                         | CUSIP: 74526QZR6<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |       40000 | PA      | $27400.00     | 0.00%             | 2030-07-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| RADIATE HOLDCO LLC PIK-TERM FIFO 1L USD BKDBTPIK | RADIATE HOLDCO LLC                                                           | CUSIP: 75025KAM0<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |    17024380 | PA      | $13709903.14  | 1.12%             | 2029-09-25      | Floating      | 7.78%                 | No            | 2                  | On Loan: No      |
| RAIZEN FUELS FINANCE 144A                        | RAIZEN FUELS FINANCE SA                                                      | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     9925000 | PA      | $9137285.40   | 0.74%             | 2054-03-05      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| RAIZEN FUELS FINANCE 144A                        | RAIZEN FUELS FINANCE SA                                                      | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     8930000 | PA      | $8684425.00   | 0.71%             | 2037-02-25      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| RAIZEN FUELS FINANCE 144A                        | RAIZEN FUELS FINANCE SA                                                      | CUSIP: 75102XAD8<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     4200000 | PA      | $3871770.00   | 0.32%             | 2035-01-17      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| RAIZEN FUELS FINANCE                             | RAIZEN FUELS FINANCE SA                                                      | CUSIP: ZD3787987<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     4007000 | PA      | $3889343.66   | 0.32%             | 2034-03-05      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| ROCKEFELLER CAPITAL TL B 1L BANKDEBT             | RFS OPCO LLC                                                                 | CUSIP: 74970UAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     6217200 | PA      | $6173057.88   | 0.50%             | 2031-04-04      | Floating      | 8.75%                 | No            | 3                  | On Loan: No      |
| RIVIAN HLD/AUTO LLC 144A                         | RIVIAN HOLDINGS LLC/RIVIAN LLC/RIVIAN AUTOMOTIVE LLC                         | CUSIP: 76954LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7655000 | PA      | $7100012.50   | 0.58%             | 2031-01-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: —       |
| SAMARCO MINERACAO SA                             | SAMARCO MINERACAO SA                                                         | CUSIP: ZG6352899<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |    12229894 | PA      | $12301010.83  | 1.00%             | 2031-06-30      | Variable      | 9.00%                 | No            | 2                  | On Loan: No      |
| SBCLN 2023-A E 144A                              | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2023-A                        | CUSIP: 80290CBX1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       19798 | PA      | $19930.77     | 0.00%             | 2033-06-15      | Fixed         | 10.07%                | No            | 2                  | On Loan: No      |
| SBCLN 2023-B E 144A                              | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2023-B                        | CUSIP: 80290CCE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3133492 | PA      | $3192975.89   | 0.26%             | 2033-12-15      | Fixed         | 8.41%                 | No            | 2                  | On Loan: No      |
| SASOL FINANCING USA LLC CB 4.5 11/2027           | SASOL FINANCING USA LLC                                                      | CUSIP: ZN1006685<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    16200000 | PA      | $15540477.75  | 1.27%             | 2027-11-08      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| SCFET 2022-1A F 144A                             | SCF EQUIPMENT LEASING 2022-1 LLC                                             | CUSIP: 784033AN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5650000 | PA      | $5620244.28   | 0.46%             | 2032-07-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SCFET 2024-1A E 144A                             | SCF EQUIPMENT LEASING 2024-1 LLC                                             | CUSIP: 783896AG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3300000 | PA      | $3531991.32   | 0.29%             | 2034-12-20      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| SEB4P 2024-1A A2 144A                            | SEB FUNDING LLC                                                              | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11834000 | PA      | $12102682.69  | 0.99%             | 2054-04-30      | Fixed         | 7.39%                 | No            | 2                  | On Loan: No      |
| SRFC 2021-1A D 144A                              | SIERRA TIMESHARE 2021-1 RECEIVABLES FUNDING LLC                              | CUSIP: 82652QAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      570706 | PA      | $566771.31    | 0.05%             | 2037-11-20      | Fixed         | 3.17%                 | No            | 2                  | On Loan: No      |
| SRFC 2023-3A D 144A                              | SIERRA TIMESHARE 2023-3 RECEIVABLES FUNDING LLC                              | CUSIP: 826944AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2096385 | PA      | $2191556.70   | 0.18%             | 2040-09-20      | Fixed         | 9.44%                 | No            | 2                  | On Loan: No      |
| SRFC 2024-1A D 144A                              | SIERRA TIMESHARE 2024-1 RECEIVABLES FUNDING LLC                              | CUSIP: 826935AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1660003 | PA      | $1702408.94   | 0.14%             | 2043-01-20      | Fixed         | 8.02%                 | No            | 2                  | On Loan: No      |
| SG ISSUER SA                                     | SPX US 10/17/25 P6450                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         282 | NC      | $535800.00    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| SG ISSUER SA                                     | SPX US 10/17/25 P6500                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         118 | NC      | $284380.00    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| SG ISSUER SA                                     | SPX US 11/21/25 P6200                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          60 | NC      | $216300.00    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| SG ISSUER SA                                     | SPXW US 09/30/25 P6500                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         159 | NC      | $397.50       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SG ISSUER SA                                     | SPXW US 10/03/25 P6500                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         204 | NC      | $76500.00     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF SRI LANKA 144A                       | SRI LANKA GOVERNMENT INTERNATIONAL BOND                                      | CUSIP: YS0765125<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     3400763 | PA      | $3262181.53   | 0.27%             | 2028-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: —       |
| SRI LANKA 144A                                   | SRI LANKA GOVERNMENT INTERNATIONAL BOND                                      | CUSIP: YS0764847<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     4579050 | PA      | $3356989.79   | 0.27%             | 2035-06-15      | Variable      | 3.60%                 | No            | 2                  | On Loan: No      |
| SALTT 2021-1A B 144A                             | STONEPEAK 2021-1 ABS                                                         | CUSIP: 78433XAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      110763 | PA      | $107450.06    | 0.01%             | 2033-02-28      | Fixed         | 3.82%                 | No            | 2                  | On Loan: No      |
| SURINAME INTL 144A                               | SURINAME GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: 86886PAD4<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |      130000 | PA      | $153400.00    | 0.01%             | 2050-12-31      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| SURINAME INTL 144A                               | SURINAME GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: 86886PAC6<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |      283859 | PA      | $283149.36    | 0.02%             | 2033-07-15      | Fixed         | 7.95%                 | 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        |    30049296 | NS      | $30049295.74  | 2.45%             |  |  |  | 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        |    35178430 | NS      | $35178430.00  | 2.87%             |  |  |  | No            | 1                  | On Loan: No      |
| TELECOM ARGENTINA SA 144A                        | TELECOM ARGENTINA SA                                                         | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |     8120000 | PA      | $7991270.39   | 0.65%             | 2033-05-28      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| COX MEDIA TL B2 1L BANKDEBT                      | TERRIER MEDIA BUYER INC                                                      | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    17194667 | PA      | $16409042.49  | 1.34%             | 2029-06-18      | Floating      | 7.60%                 | No            | 2                  | On Loan: No      |
| TOBACCO STL FIN WV TXBL CLSS 2 AB SER B          | TOBACCO SETTLEMENT FINANCE AUTHORITY                                         | CUSIP: 88880LAW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       75000 | PA      | $68404.73     | 0.01%             | 2049-06-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| TOBACCO STL FIN WV AB SER B                      | TOBACCO SETTLEMENT FINANCE AUTHORITY                                         | CUSIP: 88880LAB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      460000 | PA      | $42901.81     | 0.00%             | 2047-06-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TOBACCO STL FIN CORP TXBL SER A-1                | TOBACCO SETTLEMENT FINANCING CORP/VA                                         | CUSIP: 88880NAT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      245000 | PA      | $186800.37    | 0.02%             | 2046-06-01      | Fixed         | 6.71%                 | No            | 2                  | On Loan: No      |
| TOWNSQUARE TL B 1L BANKDEBT                      | TOWNSQUARE MEDIA INC                                                         | CUSIP: 8922319C7<br>LEI: 549300XBA8C68H0DR538 | Long             | LON              | CORP              | US        |    10349082 | PA      | $9042510.79   | 0.74%             | 2030-02-19      | Floating      | 9.19%                 | No            | 2                  | On Loan: No      |
| TPIC SPV I LLC 2024-1 A1 PP 144A                 | TPIC SPV I LLC                                                               | CUSIP: 872660AA3<br>LEI: 98450079E44D2D1B6432 | Long             | ABS-O            | CORP              | US        |     4191716 | PA      | $4191716.16   | 0.34%             | 2044-11-30      | Fixed         | 7.13%                 | Yes           | 3                  | On Loan: No      |
| TRIP.COM GROUP LTD CB 0.75% 06/29                | TRIP.COM GROUP LTD                                                           | CUSIP: 89677QAB3<br>LEI: 2549004RMYDSRQL4KW41 | Long             | DBT              | CORP              | KY        |     5080000 | PA      | $6499301.20   | 0.53%             | 2029-06-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS M2USQU 2Y 01/20/2026/114918801/GSILGB2XXXX_C_C                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $344899.90    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | TRS RUTTR 2Y 01/20/2026/114955889/MSLNGB2XXXX_C_C                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |           1 | NC      | $-216936.47   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                               | TRS/M2USQU/SOFRCOMPOUND/19000102/114527045_C/GSILGB2XXXX_C                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |           1 | NC      | $165869.14    | 0.01%             |  |  |  | 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      | $-107748.98   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)             | TRY/USD FWD 20251016 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | TR        |           1 | NC      | $417894.16    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| TX 2024-HOU D 144A                               | TX TRUST 2024-HOU                                                            | CUSIP: 90216DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2805000 | PA      | $2811413.35   | 0.23%             | 2039-06-15      | Floating      | 7.39%                 | No            | 2                  | On Loan: No      |
| TYZ5P 112 PUT OPT 10YR FUT DEC 25                | TYZ5P    112 PIT                                                             | CUSIP: 000000000<br>LEI: 254900HROIFWPRGM1V77 | N/A              | DIR              | CORP              | US        |        1083 | NC      | $710718.75    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS GROUP AG 144A                                | UBS GROUP AG                                                                 | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    12960000 | PA      | $11793600.00  | 0.96%             | N/A             | Variable      | 4.38%                 | No            | 2                  | On Loan: No      |
| TREASURY BILL                                    | UNITED STATES TREASURY BILL                                                  | CUSIP: 912797QP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   150990000 | PA      | $150381510.30 | 12.25%            | 2025-11-06      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TYZ5 US 10YR NOTE (CBT)DEC25                     | US 10YR NOTE (CBT)DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -127 | NC      | $4608.94      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TYZ5 US 10YR NOTE (CBT)DEC25                     | US 10YR NOTE (CBT)DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -183 | NC      | $6641.22      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TYZ5 US 10YR NOTE (CBT)DEC25                     | US 10YR NOTE (CBT)DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -360 | NC      | $13064.70     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| UXYZ5 US 10YR ULTRA FUT DEC25                    | US 10YR ULTRA FUT DEC25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        1503 | NC      | $1665263.88   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| US RENAL CARE INC TL 1L BANKDEBT                 | US RENAL CARE INC                                                            | CUSIP: 90290PAS3<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |     9686680 | PA      | $9222009.78   | 0.75%             | 2028-06-28      | Floating      | 9.28%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                               | USD IRS OPT 6M/10Y 3.8 2/12/26 PAY GSIL                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |           1 | NC      | $890288.32    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                               | USD IRS OPT 6M/10Y 3.8 2/17/26 PAY GSIL                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |           1 | NC      | $909577.33    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                    | USD/AUD FWD 20251024 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $202648.66    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                               | USD/AUD FWD 20251024 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $320551.89    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                    | USD/BRL FWD 20251202 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-395333.62   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)             | USD/CAD FWD 20251024 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5962.08     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                  | USD/CAD FWD 20251024 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-340839.37   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                             | USD/CAD FWD 20251024 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $146830.05    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE               | USD/CAD FWD 20251024 CIBCCATT                                                | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              | CORP              | US        |           1 | NC      | $196122.85    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                     | USD/CAD FWD 20251024 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10387.40     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                    | USD/CAD FWD 20251024 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $174083.30    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                              | USD/CAD FWD 20251024 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $225150.15    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                 | USD/CAD FWD 20251024 SOGEFRPP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |           1 | NC      | $134839.34    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TORONTO DOMINION SECURITIES                      | USD/CAD FWD 20251024 TDOMCATT                                                | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | US        |           1 | NC      | $271814.68    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                  | USD/COP FWD 20251205 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-29874.02    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TORONTO DOMINION SECURITIES                      | USD/EUR FWD 20251121 TDOMCATT                                                | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-39514.24    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                     | USD/EUR FWD 20251121 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1918.95      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)             | USD/GBP FWD 20251121 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-93430.74    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                               | USD/GBP FWD 20251121 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-352293.76   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                     | USD/GBP FWD 20251121 MSLNGB2X                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $330632.87    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                    | USD/GBP FWD 20251121 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9384.45     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                  | USD/JPY FWD 20251024 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $384280.67    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                    | USD/JPY FWD 20251024 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-219546.82   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                               | USD/JPY FWD 20251024 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8692.76     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                              | USD/JPY FWD 20251024 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $253885.45    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                      | USD/JPY FWD 20251024 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |           1 | NC      | $80197.08     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                               | USD/NZD FWD 20251024 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2254.57      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)             | USD/TRY FWD 20251016 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-227557.31   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL LNG INC 144A                      | VENTURE GLOBAL LNG INC                                                       | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     7215000 | PA      | $7133831.25   | 0.58%             | N/A             | Variable      | 9.00%                 | No            | 2                  | On Loan: No      |
| VEON MIDCO SR UNSECURED NOTES 144A               | VEON MIDCO BV                                                                | CUSIP: YN9821169<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |     9150000 | PA      | $9504562.50   | 0.77%             | 2029-07-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| VERUS 2021-2 M1 144A                             | VERUS SECURITIZATION TRUST 2021-2                                            | CUSIP: 92538FAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      150000 | PA      | $121627.73    | 0.01%             | 2066-02-25      | Variable      | 2.19%                 | No            | 2                  | On Loan: No      |
| VERUS 2021-5 M1 144A                             | VERUS SECURITIZATION TRUST 2021-5                                            | CUSIP: 92538KAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3270000 | PA      | $2451418.28   | 0.20%             | 2066-09-25      | Variable      | 2.33%                 | No            | 2                  | On Loan: No      |
| WEBSTER FINANCIAL CORP                           | WEBSTER FINANCIAL CORP                                                       | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |       41114 | NS      | $2443816.16   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| WESTERN ALLIANCE BANCORP                         | WESTERN ALLIANCE BANCORP                                                     | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |       28008 | NS      | $2428853.76   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| WEF 2025-1A D 144A                               | WINGSPIRE EQUIPMENT FINANCE 2025-1 LLC                                       | CUSIP: 97415CAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1755000 | PA      | $1751590.91   | 0.14%             | 2033-09-20      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| WOLFSPEED INC 144A                               | WOLFSPEED INC                                                                | CUSIP: 977852AE2<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     5419842 | PA      | $5746704.00   | 0.47%             | 2030-06-23      | Variable      | 12.88%                | 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      | $144722.50    | 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      | $46690.00     | 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      | $27645.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ZF NA CAPITAL 144A                               | ZF NORTH AMERICA CAPITAL INC                                                 | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     6551000 | PA      | $6379036.25   | 0.52%             | 2030-04-23      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2025-11-05

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

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President