# EDGAR Filing Document

**Accession Number:** 0000313212
**File Stem:** 0000313212-23-000190
**Filing Date:** 2023-2
**Character Count:** 129556
**Document Hash:** 594958f1b4493835556c4167bfd39ae7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000313212-23-000190.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0000313212-23-000190

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02958
- **FILM NUMBER:** 23667273

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

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

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

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

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

## Series and Classes Contracts Data

### T. Rowe Price Emerging Markets Local Currency Bond Fund (Series ID: S000032784)

| Class ID   | Class Name                                                            | Ticker Symbol   |
|:---|:---|:---|
| C000101161 | T. Rowe Price Emerging Markets Local Currency Bond Fund Advisor Class | PAELX           |
| C000102979 | T. Rowe Price Emerging Markets Local Currency Bond Fund               | PRELX           |
| C000166322 | T. Rowe Price Emerging Markets Local Currency Bond Fund-I Class       | TEIMX           |
| C000225813 | T. Rowe Price Emerging Markets Local Currency Bond Fund-Z Class       | TRZFX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** 100 East Pratt Street

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21202

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

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

- **a. Name of Series:** T. Rowe Price Emerging Markets Local Currency Bond Fund

- **b. EDGAR series identifier (if any):** S000032784

- **c. LEI of Series:** 308254AVG0WE2QK20V13

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

- **a. Date of fiscal year-end:** 2022-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $371584687.11

**Total Liabilities:** $10005045.62

**Net Assets:** $361579641.49

**Cash Not Reported:** $6630456.07

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.000000 | **1-Year:** -1120.080381 | **5-Year:** -3402.095025 | **10-Year:** -1917.805429 | **30-Year:** 0.000000

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

- **3-Month:** 0.000000 | **1-Year:** -110.077708 | **5-Year:** 2487.040146 | **10-Year:** -1227.514501 | **30-Year:** -23.723396

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000166322 | -0.40%               | 7.74%                | 1.88%                |
| Class ID C000101161 | -0.43%               | 7.72%                | 1.63%                |
| Class ID C000225813 | -0.34%               | 7.80%                | 1.94%                |
| Class ID C000102979 | -0.43%               | 7.71%                | 1.85%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3376200.05             | $-226158.53                                |
| Month 2  | $-4930895.08             | $27903026.23                               |
| Month 3  | $-4755117.09             | $7705827.96                                |

**Designated Index Information**

- **Index Name:** JP MORGAN GBI-EM GLOBAL DIVERSIFIED RETURNS INDEX

- **Index Identifier:** JPRGBIGBLDIV

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| International Bank for Reconstruction & Development    | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT                              | CUSIP: BN8716951<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |  22000000000 | PA      | $1354552.75   | 0.37%             | 2026-02-09      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                | STANDARD CHARTERED BANK                                                          | CUSIP: BM6823504<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | DBT              | CORP              | GB        |  63100000000 | PA      | $4516974.80   | 1.25%             | 2029-03-20      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Times China Holdings Ltd                               | TIMES CHINA HOLDINGS LTD                                                         | CUSIP: BK2863672<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |      1000000 | PA      | $173942.75    | 0.05%             | 2025-07-08      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | US ULTRA BOND CBT MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            8 | NC      | $-11542.60    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                    | US ULTRA BOND CBT MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            8 | NC      | $-11542.60    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA                                        | IDR/USD FWD 20230119 BOFAUS6N                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | ID        |            1 | NC      | $15851.20     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                            | RON/USD FWD 20230113 BNPAFRPP                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | RO        |            1 | NC      | $-16108.37    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                    | US 10YR ULTRA FUT MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          -18 | NC      | $39560.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                    | US 10YR ULTRA FUT MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           -6 | NC      | $13186.80     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GOLDMAN SACHS & CO                                     | USD/TWD FWD 20230119 GSILGB2X                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-167304.03   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                     | TWD/USD FWD 20230119 GSILGB2X                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | TW        |            1 | NC      | $18624.34     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                    | US LONG BOND(CBT) MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          -50 | NC      | $-852.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CITIBANK N A                                           | PHP/USD FWD 20230310 CITIGB2L                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | PH        |            1 | NC      | $-15200.63    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                     | CZK/USD FWD 20230113 GSILGB2X                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | CZ        |            1 | NC      | $-580255.17   | -0.16%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                          | HUF/USD FWD 20230113 DEUTGB2L                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | HU        |            1 | NC      | $229938.63    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                          | USD/HUF FWD 20230113 DEUTGB2L                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-132719.28   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                           | EUR/USD FWD 20230224 CITIGB2L                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-55586.57    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Ukraine Government Bond                                | UKRAINE GOVERNMENT BOND                                                          | CUSIP: ZP8430792<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     30000000 | PA      | $772160.99    | 0.21%             | 2023-02-15      | Fixed         | 9.84%                 | No            | 2                  | On Loan: No      |
| N/A                                                    | US 10YR NOTE (CBT)MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           10 | NC      | $-3139.20     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| UBS SECURITIES LLC                                     | RON/USD FWD 20230113 UBSWGB2L                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | RO        |            1 | NC      | $176024.11    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                     | USD/RON FWD 20230113 UBSWGB2L                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-140958.09   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                            | BRL/USD FWD 20230302 BNPAFRPP                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | BR        |            1 | NC      | $29451.52     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                    | BONA FIDE INVSTMNT HLDNG LLC A                                                   | CUSIP: TC1FCHS82<br>LEI: N/A                  | Long             | EC               | CORP              | US        |            0 | NS      | $195465.75    | 0.05%             |  |  |  | Yes           | N/A                | On Loan: No      |
| UBS SECURITIES LLC                                     | ZAR/USD FWD 20230113 UBSWGB2L                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | ZA        |            1 | NC      | $951.39       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                          | USD/BRL FWD 20230302 DEUTGB2L                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |            1 | NC      | $27795.88     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                          | USD/MYR FWD 20230310 DEUTGB2L                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-23988.85    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                          | MYR/USD FWD 20230310 DEUTGB2L                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | MY        |            1 | NC      | $3601.85      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                     | MXN/USD FWD 20230113 UBSWGB2L                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | MX        |            1 | NC      | $7583.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                   | USD/IDR FWD 20230119 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1452.06     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                   | IDR/USD FWD 20230119 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | ID        |            1 | NC      | $-3422.34     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                           | USD/CNH FWD 20230113 MSLNGB2X                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $62886.72     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                   | SGD/USD FWD 20230317 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-20389.49    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                    | EURO-BUND FUTURE MAR23                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          -29 | NC      | $170257.11    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS SECURITIES LLC                                     | USD/PEN FWD 20230119 UBSWGB2L                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-220207.13   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                   | USD/BRL FWD 20230302 BARCGB5G                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1802.33     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                          | THB/USD FWD 20230310 SCBLGB2L                                                    | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | TH        |            1 | NC      | $-296.03      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                     | USD/ILS FWD 20230119 CIBCCATT                                                    | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-21047.82    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                     | USD/BRL FWD 20230302 GSILGB2X                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-4313.06     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                        | USD/PHP FWD 20230217 SBOSGB2X                                                    | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1601.23      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                            | JPY/USD FWD 20230120 ROYCGB2L                                                    | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | JP        |            1 | NC      | $52945.03     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                   | MXN/USD FWD 20230113 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | MX        |            1 | NC      | $32719.08     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                   | USD/MXN FWD 20230113 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-203865.78   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                   | RSD/USD FWD 20230317 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | RS        |            1 | NC      | $-27740.32    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                        | INR/USD FWD 20230119 BOFAUS6N                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | IN        |            1 | NC      | $-25188.51    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                           | PEN/USD FWD 20230119 MSLNGB2X                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | PE        |            1 | NC      | $91512.40     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                           | USD/PEN FWD 20230119 MSLNGB2X                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-3794.51     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                        | RON/USD FWD 20230113 BOFAUS6N                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | RO        |            1 | NC      | $-102004.03   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                   | USD/CLP FWD 20230119 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $25636.98     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                   | HUF/USD FWD 20230113 BARCGB5G                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | HU        |            1 | NC      | $-133916.95   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                            | USD/CLP FWD 20230119 BNPAFRPP                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $274401.56    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                           | USD/ZAR FWD 20230113 CITIGB2L                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-47515.71    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                           | USD/RSD FWD 20230317 CITIGB2L                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-69001.47    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                           | RSD/USD FWD 20230317 CITIGB2L                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | RS        |            1 | NC      | $28985.40     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                        | USD/BRL FWD 20230302 SBOSGB2X                                                    | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |            1 | NC      | $84582.41     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                            | CZK/USD FWD 20230113 BNPAFRPP                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | CZ        |            1 | NC      | $12167.14     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                           | MXN/USD FWD 20230113 MSLNGB2X                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | MX        |            1 | NC      | $15427.63     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                    | EURO-BOBL FUTURE MAR23                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          -30 | NC      | $117825.43    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                           | THB/USD FWD 20230310 MSLNGB2X                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | TH        |            1 | NC      | $78.25        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                          | USD/CNH FWD 20230113 SCBLGB2L                                                    | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |            1 | NC      | $10892.73     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                     | PLN/USD FWD 20230217 UBSWGB2L                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | PL        |            1 | NC      | $430715.36    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                        | PLN/USD FWD 20230217 BOFAUS6N                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | PL        |            1 | NC      | $127618.21    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                        | USD/PLN FWD 20230217 BOFAUS6N                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-323058.79   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                               | BRL IRS 01/02/2025 REC FIX                                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DIR              | CORP              | US        |            1 | NC      | $-688.39      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                    | LCH - CNY IRS 12/23/2027 REC FIX                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-12471.70    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                    | CME - MXN IRS 12/11/2026 REC FIX                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-31352.22    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                    | LCH - CNY IRS 12/16/27 REC FIX                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-5449.67     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                     | BRL IRS 1/2/2025 REC FIX                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |            1 | NC      | $51727.78     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                           | FXO_USD_OTC_E_PUT_MXN_USD_K_19.25_EFF_2022-12-13_MAT_2023-02-09                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $31634.84     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                    | LCH - CNY IRS 12/9/27 REC FIX                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $295.34       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                    | FXO_USD_OTC_E_PUT_CNH_USD_K_6.95_EFF_2022-12-02_MAT_2023-02-02                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $70263.36     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                          | FXO_USD_OTC_E_PUT_CNH_USD_K_6.95_EFF_2022-12-01_MAT_2023-02-02                   | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |            1 | NC      | $70263.36     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                        | FXO_USD_OTC_E_CALL_EUR_USD_K_1.0275_EFF_2022-11-21_MAT_2023-02-15                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $6725.98      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                            | FXO_USD_OTC_E_CALL_EUR_USD_K_1.0275_EFF_2022-11-15_MAT_2023-02-15                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $13451.96     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                    | LCH - USD ZCIS 11/9/27 REC CPI                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |            1 | NC      | $-33551.80    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Brazilian Government International Bond                | ICE_BRAZIL CDS 12/20/2027                                                        | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | N/A              | DCR              | CORP              | US        |            1 | NC      | $56462.29     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                    | ICE_CDX EM CDSI S38 5Y PRC 12/20/2027                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |            1 | NC      | $158516.64    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Republic of South Africa Government International Bond | ICE_SOUTH AFRICA CDS 12/20/2027                                                  | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | N/A              | DCR              | CORP              | US        |            1 | NC      | $226219.87    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                    | CME - HUF IRS 7/27/27 REC FIX                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-85578.38    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                    | LCH - CNY IRS 7/22/2027 REC FIX                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-21885.11    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                    | CME - MXN IRS 7/1/2027 PAY FIX                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $2030.84      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                    | CME - PLN IRS 7/7/27 REC FIX                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $12351.96     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                    | LCH - CNY IRS 6/24/2027 REC FIX                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-13978.20    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                           | BRL IRS 01/04/2027 REC FIX 12.170000                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |            1 | NC      | $-25489.57    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                    | LCH - CNY IRS 6/23/2027 REC FIX                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-8772.81     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                    | LCH - INR IRS 6/22/2027 PAY FIX                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-59376.43    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Brazilian Government International Bond                | ICE_BRAZIL CDS 06/20/2027                                                        | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | N/A              | DCR              | CORP              | US        |            1 | NC      | $43270.46     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                    | LCH - INR IRS 5/2/2027 PAY FIX                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-6878.93     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                    | CME - HUF IRS 3/18/27 REC FIX                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-132699.92   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                     | BRL IRS 07/01/2024 REC FIX 10.840                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |            1 | NC      | $-75425.16    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                    | IRS_MXN_CME_6.575_28D_MXN-TIIE-BANXICO_28D_EFF_2019-09-20_MAT_2024-09-13_FXD-FLT | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-169346.52   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                    | IRS_MXN_CME_6.54_28D_MXN-TIIE-BANXICO_28D_EFF_2019-12-10_MAT_2024-12-03_FXD-FLT  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-87953.46    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                     | USD/PHP FWD 20230217 GSILGB2X                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $423.19       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                     | USD/MXN FWD 20230113 CIBCCATT                                                    | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              | CORP              | US        |            1 | NC      | $5106.78      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                          | MXN/USD FWD 20230113 DEUTGB2L                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | MX        |            1 | NC      | $26044.52     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                          | USD/MXN FWD 20230113 DEUTGB2L                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |            1 | NC      | $7866.63      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                           | USD/EGP FWD 20230201 CITIGB2L                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-56358.49    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                        | MXN/USD FWD 20230113 SBOSGB2X                                                    | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | MX        |            1 | NC      | $60263.26     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                        | USD/MXN FWD 20230113 SBOSGB2X                                                    | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-21063.39    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                    | SGD/USD FWD 20230317 MRMDUS33                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | SG        |            1 | NC      | $121257.80    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                           | USD/IDR FWD 20230119 CITIGB2L                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $10922.07     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                   | USD/COP FWD 20230310 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $15827.60     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                     | KRW/USD FWD 20230119 GSILGB2X                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | KR        |            1 | NC      | $106351.58    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                        | CNH/USD FWD 20230113 BOFAUS6N                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | CN        |            1 | NC      | $-40440.09    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                     | CNH/USD FWD 20230113 UBSWGB2L                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CN        |            1 | NC      | $43943.18     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                            | PEN/USD FWD 20230119 BNPAFRPP                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | PE        |            1 | NC      | $16863.17     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                            | USD/PEN FWD 20230119 BNPAFRPP                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-104769.54   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                     | USD/CZK FWD 20230113 UBSWGB2L                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1802876.98   | 0.50%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                    | CNH/USD FWD 20230113 MRMDUS33                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | CN        |            1 | NC      | $93462.94     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                            | USD/EGP FWD 20230111 BNPAFRPP                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-134106.83   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                   | CNH/USD FWD 20230113 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CN        |            1 | NC      | $226683.37    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                   | USD/CNH FWD 20230113 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-160722.20   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                            | PHP/USD FWD 20230217 BNPAFRPP                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | PH        |            1 | NC      | $58736.60     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                   | USD/ILS FWD 20230119 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $27848.22     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                   | ILS/USD FWD 20230119 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | IL        |            1 | NC      | $-56966.44    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                           | ZAR/USD FWD 20230113 MSLNGB2X                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | ZA        |            1 | NC      | $111324.50    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                           | USD/ZAR FWD 20230113 MSLNGB2X                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-172697.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                        | ZAR/USD FWD 20230113 SBOSGB2X                                                    | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | ZA        |            1 | NC      | $649.68       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hungary Government Bond                                | HUNGARY GOVERNMENT BOND                                                          | CUSIP: BT4398900<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   2105660000 | PA      | $4391730.55   | 1.21%             | 2028-03-23      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Hungary Government Bond                                | HUNGARY GOVERNMENT BOND                                                          | CUSIP: BT5726414<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1159000000 | PA      | $2234274.89   | 0.62%             | 2032-05-27      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                     | USD/ZAR FWD 20230113 UBSWGB2L                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $41879.45     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                   | CZK/USD FWD 20230113 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CZ        |            1 | NC      | $276731.14    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                   | USD/CZK FWD 20230113 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-16190.13    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                   | GBP/USD FWD 20230224 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-2507.69     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                     | USD/COP FWD 20230310 GSILGB2X                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $7090.98      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                     | THB/USD FWD 20230310 UBSWGB2L                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | TH        |            1 | NC      | $-14460.21    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                    | BRL/USD FWD 20230302 MRMDUS33                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | BR        |            1 | NC      | $-45630.80    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                        | KZT/USD FWD 20230119 BOFAUS6N                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | KZ        |            1 | NC      | $109120.80    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                    | LONG GILT FUTURE MAR23                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |          -23 | NC      | $134912.01    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                    | LONG GILT FUTURE MAR23                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |           -9 | NC      | $52791.66     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                    | US 5YR NOTE (CBT) MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          -49 | NC      | $-835.45      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                     | CZK/USD FWD 20230113 CIBCCATT                                                    | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              | CORP              | CZ        |            1 | NC      | $13737.92     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                   | USD/EUR FWD 20230224 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-12315.75    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                           | USD/JPY FWD 20230120 CITIGB2L                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $26481.40     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                            | CLP/USD FWD 20230119 BNPAFRPP                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | CL        |            1 | NC      | $-179300.71   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                   | PEN/USD FWD 20230119 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | PE        |            1 | NC      | $22097.16     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                     | TWD/USD FWD 20230119 GSILGB2X                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | TW        |            1 | NC      | $-183243.59   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                          | RON/USD FWD 20230113 SCBLGB2L                                                    | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | RO        |            1 | NC      | $5550.74      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                   | TRY/USD FWD 20230217 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | TR        |            1 | NC      | $25952.23     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                   | USD/TRY FWD 20230217 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $2355.95      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                            | ZAR/USD FWD 20230113 BNPAFRPP                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | ZA        |            1 | NC      | $158345.39    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                            | USD/COP FWD 20230310 ROYCGB2L                                                    | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |            1 | NC      | $2149.29      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                           | TRY/USD FWD 20230217 CITIGB2L                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | TR        |            1 | NC      | $4545.27      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                           | MXN/USD FWD 20230113 CITIGB2L                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | MX        |            1 | NC      | $-91187.95    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                   | MYR/USD FWD 20230310 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | MY        |            1 | NC      | $-19875.40    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                          | MYR/USD FWD 20230310 SCBLGB2L                                                    | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | MY        |            1 | NC      | $49409.86     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                            | CNH/USD FWD 20230113 BNPAFRPP                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | CN        |            1 | NC      | $107716.19    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                           | USD/CLP FWD 20230119 MSLNGB2X                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-149396.69   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                           | CLP/USD FWD 20230119 MSLNGB2X                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | CL        |            1 | NC      | $36978.41     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                          | EUR/USD FWD 20230224 DEUTGB2L                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |            1 | NC      | $55020.08     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Oman Government International Bond                     | OMAN GOVERNMENT INTERNATIONAL BOND                                               | CUSIP: LW3897953<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      1080000 | PA      | $1046353.68   | 0.29%             | 2026-06-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Angolan Government International Bond                  | ANGOLAN GOVERNMENT INTERNATIONAL BOND                                            | CUSIP: QJ6558358<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |       860000 | PA      | $887141.60    | 0.25%             | 2025-11-12      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Senegal Government International Bond                  | SENEGAL GOVERNMENT INTERNATIONAL BOND                                            | CUSIP: AN6331648<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |      2163000 | PA      | $1793922.98   | 0.50%             | 2033-05-23      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Brazil Notas do Tesouro Nacional Serie F               | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F                                         | CUSIP: JV5341526<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     69630000 | PA      | $12122067.54  | 3.35%             | 2027-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Republic of South Africa Government Bond               | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND                                         | CUSIP: EK7732887<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    210124000 | PA      | $10428754.16  | 2.88%             | 2035-02-28      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Indonesia Treasury Bond                                | INDONESIA TREASURY BOND                                                          | CUSIP: UV4168299<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 110957000000 | PA      | $7959644.99   | 2.20%             | 2031-05-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Indonesia Treasury Bond                                | INDONESIA TREASURY BOND                                                          | CUSIP: AF1743877<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  77804000000 | PA      | $5458887.52   | 1.51%             | 2036-05-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Mexican Bonos                                          | MEXICAN BONOS                                                                    | CUSIP: QJ1649335<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     84600000 | PA      | $3932429.98   | 1.09%             | 2026-03-05      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Hungary Government Bond                                | HUNGARY GOVERNMENT BOND                                                          | CUSIP: EK8567308<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    832000000 | PA      | $1464932.07   | 0.41%             | 2031-10-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                    | PETROLEOS MEXICANOS                                                              | CUSIP: EK6310859<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     12010000 | PA      | $525724.48    | 0.15%             | 2026-11-12      | Fixed         | 7.47%                 | No            | 2                  | On Loan: No      |
| Brazil Notas do Tesouro Nacional Serie F               | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F                                         | CUSIP: BT2749815<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     11090000 | PA      | $1796956.53   | 0.50%             | 2033-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Empresas Publicas de Medellin ESP                      | EMPRESAS PUBLICAS DE MEDELLIN ESP                                                | CUSIP: 29246BAC2<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |   1862000000 | PA      | $343978.53    | 0.10%             | 2024-09-10      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Empresas Publicas de Medellin ESP                      | EMPRESAS PUBLICAS DE MEDELLIN ESP                                                | CUSIP: EK4750254<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |   4371000000 | PA      | $807481.28    | 0.22%             | 2024-09-10      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Republic of South Africa Government Bond               | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND                                         | CUSIP: EJ7498649<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    122820000 | PA      | $5630582.74   | 1.56%             | 2044-01-31      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                   | JPY/USD FWD 20230120 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | JP        |            1 | NC      | $396717.73    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Republic of South Africa Government Bond               | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND                                         | CUSIP: EJ7500097<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     89750000 | PA      | $4505393.22   | 1.25%             | 2032-03-31      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Colombian TES                                          | COLOMBIAN TES                                                                    | CUSIP: BQ2333632<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  12497000000 | PA      | $1825820.18   | 0.50%             | 2031-03-26      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| CIFI Holdings Group Co Ltd                             | CIFI HOLDINGS GROUP CO LTD                                                       | CUSIP: BP4631027<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |       350000 | PA      | $92508.94     | 0.03%             | 2026-08-17      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Bermuda Government International Bond                  | BERMUDA GOVERNMENT INTERNATIONAL BOND                                            | CUSIP: BX7988898<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |       200000 | PA      | $199130.69    | 0.06%             | 2032-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Malaysia Government Bond                               | MALAYSIA GOVERNMENT BOND                                                         | CUSIP: BW1368149<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      8430000 | PA      | $1965447.74   | 0.54%             | 2029-04-30      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Uruguay Government International Bond                  | URUGUAY GOVERNMENT INTERNATIONAL BOND                                            | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     66300000 | PA      | $1440439.02   | 0.40%             | 2031-05-21      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Egypt Government Bond                                  | EGYPT GOVERNMENT BOND                                                            | CUSIP: BM0257337<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     28100000 | PA      | $1035849.81   | 0.29%             | 2025-10-20      | Fixed         | 14.37%                | No            | 2                  | On Loan: No      |
| Hungary Government Bond                                | HUNGARY GOVERNMENT BOND                                                          | CUSIP: ZO9985268<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    967000000 | PA      | $1507804.21   | 0.42%             | 2033-04-20      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Philippine Government Bond                             | PHILIPPINE GOVERNMENT BOND                                                       | CUSIP: BK3808437<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     76200000 | PA      | $1054729.75   | 0.29%             | 2030-07-09      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos         | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS                                   | CUSIP: BQ3398386<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   2910000000 | PA      | $3320131.47   | 0.92%             | 2028-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Malaysia Government Bond                               | MALAYSIA GOVERNMENT BOND                                                         | CUSIP: BJ9810216<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     16045000 | PA      | $3327050.59   | 0.92%             | 2050-06-15      | Fixed         | 4.07%                 | No            | 2                  | On Loan: No      |
| International Bank for Reconstruction & Development    | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT                              | CUSIP: BN9307099<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |     90700000 | PA      | $1026654.27   | 0.28%             | 2026-02-12      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Bulgaria Government International Bond                 | BULGARIA GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: BZ0469461<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      1220000 | PA      | $1285240.57   | 0.36%             | 2029-09-23      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Colombian TES                                          | COLOMBIAN TES                                                                    | CUSIP: BR7105587<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  19383400000 | PA      | $2831927.89   | 0.78%             | 2031-03-26      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| China Government Bond                                  | CHINA GOVERNMENT BOND                                                            | CUSIP: ZO3452687<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     13000000 | PA      | $2054367.28   | 0.57%             | 2050-09-14      | Fixed         | 3.81%                 | No            | 2                  | On Loan: No      |
| Agile Group Holdings Ltd                               | AGILE GROUP HOLDINGS LTD                                                         | CUSIP: BK1999766<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |       540000 | PA      | $289110.89    | 0.08%             | 2025-01-02      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Romania Government Bond                                | ROMANIA GOVERNMENT BOND                                                          | CUSIP: ZP8252477<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      7160000 | PA      | $1327238.02   | 0.37%             | 2028-01-26      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Serbia Treasury Bonds                                  | SERBIA TREASURY BONDS                                                            | CUSIP: BG1390940<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    185990000 | PA      | $1414014.17   | 0.39%             | 2032-08-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Thailand Government Bond                               | THAILAND GOVERNMENT BOND                                                         | CUSIP: ZO8401234<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     60000000 | PA      | $1400004.24   | 0.39%             | 2042-06-17      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Thailand Government Bond                               | THAILAND GOVERNMENT BOND                                                         | CUSIP: BK8156469<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    313965000 | PA      | $7740847.46   | 2.14%             | 2035-12-17      | Fixed         | 1.58%                 | No            | 2                  | On Loan: No      |
| Indonesia Treasury Bond                                | INDONESIA TREASURY BOND                                                          | CUSIP: BQ3772713<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  69039000000 | PA      | $4274719.26   | 1.18%             | 2032-04-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| China Government Bond                                  | CHINA GOVERNMENT BOND                                                            | CUSIP: ZQ5976324<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     31100000 | PA      | $4570442.75   | 1.26%             | 2029-11-21      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Malaysia Government Bond                               | MALAYSIA GOVERNMENT BOND                                                         | CUSIP: ZQ6789759<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     26775000 | PA      | $5620050.50   | 1.55%             | 2040-05-22      | Fixed         | 3.76%                 | No            | 2                  | On Loan: No      |
| Egypt Government Bond                                  | EGYPT GOVERNMENT BOND                                                            | CUSIP: AZ4234946<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     38000000 | PA      | $1491716.55   | 0.41%             | 2024-07-02      | Fixed         | 15.90%                | No            | 2                  | On Loan: No      |
| Bonos de la Tesoreria de la Republica                  | BONOS DE LA TESORERIA DE LA REPUBLICA                                            | CUSIP: AS6618589<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1792385310 | PA      | $2147674.01   | 0.59%             | 2030-09-01      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| Indonesia Treasury Bond                                | INDONESIA TREASURY BOND                                                          | CUSIP: ZQ4375866<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  71572000000 | PA      | $4734299.14   | 1.31%             | 2040-04-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Brazil Notas do Tesouro Nacional Serie F               | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F                                         | CUSIP: ZP2084801<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     30200000 | PA      | $5001426.30   | 1.38%             | 2031-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Indonesia Treasury Bond                                | INDONESIA TREASURY BOND                                                          | CUSIP: AZ8693857<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  27300000000 | PA      | $1773855.29   | 0.49%             | 2030-09-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Hungary Government Bond                                | HUNGARY GOVERNMENT BOND                                                          | CUSIP: EK0121898<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1729120000 | PA      | $4059722.83   | 1.12%             | 2025-06-24      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Longfor Group Holdings Ltd                             | LONGFOR GROUP HOLDINGS LTD                                                       | CUSIP: ZP2926423<br>LEI: 254900UJX27B2F1JYR13 | Long             | DBT              | CORP              | KY        |       300000 | PA      | $241428.61    | 0.07%             | 2027-04-13      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Ukraine Government Bond                                | UKRAINE GOVERNMENT BOND                                                          | CUSIP: ZQ9424628<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    130100000 | PA      | $2565359.25   | 0.71%             | 2023-11-22      | Fixed         | 11.67%                | No            | 2                  | On Loan: No      |
| Republic of Poland Government Bond                     | REPUBLIC OF POLAND GOVERNMENT BOND                                               | CUSIP: AX1032579<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     30666000 | PA      | $5502255.98   | 1.52%             | 2029-10-25      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Bahamas Government International Bond                  | BAHAMAS GOVERNMENT INTERNATIONAL BOND                                            | CUSIP: EK0252404<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |       470000 | PA      | $454649.29    | 0.13%             | 2024-01-16      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Brazil Notas do Tesouro Nacional Serie F               | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F                                         | CUSIP: EK0169285<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     83485000 | PA      | $15121608.36  | 4.18%             | 2025-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Dominican Republic International Bond                  | DOMINICAN REPUBLIC INTERNATIONAL BOND                                            | CUSIP: 25714PEA2<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     48250000 | PA      | $823592.36    | 0.23%             | 2026-06-05      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| CITIBANK N A                                           | INR/USD FWD 20230119 CITIGB2L                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | IN        |            1 | NC      | $-653.44      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Colombian TES                                          | COLOMBIAN TES                                                                    | CUSIP: AW6274582<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  20901300000 | PA      | $2849735.67   | 0.79%             | 2034-10-18      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| China Development Bank                                 | CHINA DEVELOPMENT BANK                                                           | CUSIP: AX2612411<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     13900000 | PA      | $2060526.21   | 0.57%             | 2026-02-26      | Fixed         | 3.68%                 | No            | 2                  | On Loan: No      |
| Czech Republic Government Bond                         | CZECH REPUBLIC GOVERNMENT BOND                                                   | CUSIP: AP5145606<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     68020000 | PA      | $2271737.79   | 0.63%             | 2033-10-13      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Romania Government Bond                                | ROMANIA GOVERNMENT BOND                                                          | CUSIP: AU3524892<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     48590000 | PA      | $9101822.85   | 2.52%             | 2029-02-12      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Hungary Government Bond                                | HUNGARY GOVERNMENT BOND                                                          | CUSIP: AR0226704<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    217910000 | PA      | $310450.80    | 0.09%             | 2038-10-27      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Malaysia Government Bond                               | MALAYSIA GOVERNMENT BOND                                                         | CUSIP: EJ8543401<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     10170000 | PA      | $2454855.72   | 0.68%             | 2043-09-30      | Fixed         | 4.93%                 | No            | 2                  | On Loan: No      |
| Mexico City Airport Trust                              | MEXICO CITY AIRPORT TRUST                                                        | CUSIP: AP1359938<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |       720000 | PA      | $659707.75    | 0.18%             | 2028-04-30      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Peru Government Bond                                   | PERU GOVERNMENT BOND                                                             | CUSIP: AO4008642<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     14614000 | PA      | $3383360.49   | 0.94%             | 2032-08-12      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| Brazil Notas do Tesouro Nacional Serie F               | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F                                         | CUSIP: AQ6084745<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      4900000 | PA      | $831547.10    | 0.23%             | 2029-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| European Bank for Reconstruction & Development         | EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT                                   | CUSIP: AQ8885107<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       |  40230000000 | PA      | $2548490.07   | 0.70%             | 2025-01-30      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Republic of Poland Government Bond                     | REPUBLIC OF POLAND GOVERNMENT BOND                                               | CUSIP: QZ7524254<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     27600000 | PA      | $5251518.37   | 1.45%             | 2027-07-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Uruguay Government International Bond                  | URUGUAY GOVERNMENT INTERNATIONAL BOND                                            | CUSIP: 760942BC5<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    115100000 | PA      | $2634559.10   | 0.73%             | 2028-03-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Peruvian Government International Bond                 | PERUVIAN GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: 715638BV3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     14869000 | PA      | $3723854.39   | 1.03%             | 2028-08-12      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| Peruvian Government International Bond                 | PERUVIAN GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: QZ7401545<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     16700000 | PA      | $4182417.67   | 1.16%             | 2028-08-12      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| Serbia Treasury Bonds                                  | SERBIA TREASURY BONDS                                                            | CUSIP: AR1346840<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    156000000 | PA      | $1369121.37   | 0.38%             | 2028-02-08      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| India Government Bond                                  | INDIA GOVERNMENT BOND                                                            | CUSIP: AL8613047<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    430430000 | PA      | $5062352.11   | 1.40%             | 2029-12-26      | Fixed         | 6.79%                 | No            | 2                  | On Loan: No      |
| Thailand Government Bond                               | THAILAND GOVERNMENT BOND                                                         | CUSIP: QJ1898080<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     58213000 | PA      | $1745517.44   | 0.48%             | 2036-06-17      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Colombian TES                                          | COLOMBIAN TES                                                                    | CUSIP: AM1281642<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  10000000000 | PA      | $1407377.99   | 0.39%             | 2032-06-30      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| HDFC Bank Ltd                                          | HDFC BANK LTD                                                                    | CUSIP: AR7752579<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | DBT              | CORP              | IN        |    130000000 | PA      | $1558752.19   | 0.43%             | 2025-03-22      | Fixed         | 8.10%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                            | USD/KZT FWD 20230119 BNPAFRPP                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-5689.54     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| US 10YR FUT OPTN  Feb23P 112                           | TYG3P    112 PIT                                                                 | CUSIP: 000000000<br>LEI: 254900HROIFWPRGM1V77 | N/A              | DIR              | CORP              | US        |           94 | NC      | $74906.25     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| US 10YR FUT OPTN  Feb23P 112                           | TYG3P    112 PIT                                                                 | CUSIP: 000000000<br>LEI: 254900HROIFWPRGM1V77 | N/A              | DIR              | CORP              | US        |           48 | NC      | $38250.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Thailand Government Bond                               | THAILAND GOVERNMENT BOND                                                         | CUSIP: EJ5804210<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     90519408 | PA      | $2538426.81   | 0.70%             | 2028-03-12      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Czech Republic Government Bond                         | CZECH REPUBLIC GOVERNMENT BOND                                                   | CUSIP: EJ5615988<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    227000000 | PA      | $8741231.21   | 2.42%             | 2028-08-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Republic of South Africa Government Bond               | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND                                         | CUSIP: EJ2359143<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    132294000 | PA      | $6087879.27   | 1.68%             | 2048-02-28      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Colombian TES                                          | COLOMBIAN TES                                                                    | CUSIP: EJ5096460<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  43789200000 | PA      | $6759879.53   | 1.87%             | 2028-04-28      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Indonesia Treasury Bond                                | INDONESIA TREASURY BOND                                                          | CUSIP: EJ3390386<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  14280000000 | PA      | $893744.79    | 0.25%             | 2033-05-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Romania Government Bond                                | ROMANIA GOVERNMENT BOND                                                          | CUSIP: EJ0387625<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     12100000 | PA      | $2439553.76   | 0.67%             | 2027-07-26      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Thailand Government Bond                               | THAILAND GOVERNMENT BOND                                                         | CUSIP: EI9595063<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    102525000 | PA      | $3249555.47   | 0.90%             | 2032-06-25      | Fixed         | 3.77%                 | No            | 2                  | On Loan: No      |
| Mexican Bonos                                          | MEXICAN BONOS                                                                    | CUSIP: EI8047355<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    108945000 | PA      | $5177857.61   | 1.43%             | 2031-05-29      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Thailand Government Bond                               | THAILAND GOVERNMENT BOND                                                         | CUSIP: EI4240764<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     88810000 | PA      | $2798105.09   | 0.77%             | 2031-06-20      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Colombian TES                                          | COLOMBIAN TES                                                                    | CUSIP: EI8220614<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   9799100000 | PA      | $1729547.52   | 0.48%             | 2026-08-26      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Republic of South Africa Government Bond               | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND                                         | CUSIP: EI2585962<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    187938000 | PA      | $8933311.30   | 2.47%             | 2031-02-28      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Mexican Bonos                                          | MEXICAN BONOS                                                                    | CUSIP: EH6834517<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     80415000 | PA      | $4016561.40   | 1.11%             | 2029-05-31      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Philippine Government Bond                             | PHILIPPINE GOVERNMENT BOND                                                       | CUSIP: EI0353587<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    112000000 | PA      | $2325428.84   | 0.64%             | 2034-11-05      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Peruvian Government International Bond                 | PERUVIAN GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: 715638AY8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      7900000 | PA      | $2177723.06   | 0.60%             | 2026-08-12      | Fixed         | 8.20%                 | No            | 2                  | On Loan: No      |
| Mexican Bonos                                          | MEXICAN BONOS                                                                    | CUSIP: EH6944449<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    238360000 | PA      | $11585349.18  | 3.20%             | 2038-11-18      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Malaysia Government Bond                               | MALAYSIA GOVERNMENT BOND                                                         | CUSIP: EI7257542<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     35969000 | PA      | $8278996.57   | 2.29%             | 2031-06-30      | Fixed         | 4.23%                 | No            | 2                  | On Loan: No      |
| Peruvian Government International Bond                 | PERUVIAN GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: EG6623797<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      6504000 | PA      | $1533911.91   | 0.42%             | 2037-08-12      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| Mexican Bonos                                          | MEXICAN BONOS                                                                    | CUSIP: EG1116375<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    212861800 | PA      | $10306808.45  | 2.85%             | 2027-06-03      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                   | RON/USD FWD 20230113 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | RO        |            1 | NC      | $380418.86    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                   | USD/RON FWD 20230113 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-209355.92   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                        | JPY/USD FWD 20230120 SBOSGB2X                                                    | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-145397.49   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                           | JPY/USD FWD 20230120 MSLNGB2X                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-267241.76   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                     | PHP/USD FWD 20230310 UBSWGB2L                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | PH        |            1 | NC      | $-17067.36    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                           | CNH/USD FWD 20230113 CITIGB2L                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | CN        |            1 | NC      | $153471.76    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                           | USD/CNH FWD 20230113 CITIGB2L                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-83908.27    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                     | USD/INR FWD 20230119 GSILGB2X                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1184.04      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                        | CNH/USD FWD 20230113 SBOSGB2X                                                    | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | CN        |            1 | NC      | $212850.07    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                     | USD/PLN FWD 20230217 UBSWGB2L                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $843241.22    | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                     | IDR/USD FWD 20230119 UBSWGB2L                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | ID        |            1 | NC      | $-12952.10    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                     | USD/IDR FWD 20230119 UBSWGB2L                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-23280.20    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                          | TWD/USD FWD 20230119 DEUTGB2L                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | TW        |            1 | NC      | $64404.59     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury Inflation Indexed Bonds         | UNITED STATES TREASURY INFLATION INDEXED BONDS                                   | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4322988 | PA      | $3954858.83   | 1.09%             | 2032-07-15      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bill                            | UNITED STATES TREASURY BILL                                                      | CUSIP: 912796S34<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3500000 | PA      | $3490977.28   | 0.97%             | 2023-01-26      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Studio City Finance Ltd                                | STUDIO CITY FINANCE LTD                                                          | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |       650000 | PA      | $480834.25    | 0.13%             | 2029-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| T Rowe Price Government Reserve Investment Fund        | T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND                                  | CUSIP: 76105Y109<br>LEI: 5493007QR86JJLYO6D96 | Long             | STIV             | RF                | US        |     19331557 | NS      | $19331556.64  | 5.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Petroleos Mexicanos                                    | PETROLEOS MEXICANOS                                                              | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      1825000 | PA      | $1668620.31   | 0.46%             | 2027-03-13      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                          | INR/USD FWD 20230119 DEUTGB2L                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | IN        |            1 | NC      | $-24282.01    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                          | USD/INR FWD 20230119 DEUTGB2L                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |            1 | NC      | $10668.34     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                    | CNH/USD FWD 20230113 MRMDUS33                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | CN        |            1 | NC      | $-36732.77    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                     | ILS/USD FWD 20230119 GSILGB2X                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | IL        |            1 | NC      | $-11311.28    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                     | USD/HUF FWD 20230113 UBSWGB2L                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $744597.96    | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| Panama Government International Bond                   | PANAMA GOVERNMENT INTERNATIONAL BOND                                             | CUSIP: 698299AD6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |       720000 | PA      | $830641.04    | 0.23%             | 2027-09-30      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| CITIBANK N A                                           | PHP/USD FWD 20230310 CITIGB2L                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | PH        |            1 | NC      | $-6328.68     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Republic of South Africa Government Bond               | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND                                         | CUSIP: CP5073947<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     48600000 | PA      | $3028123.59   | 0.84%             | 2026-12-21      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                   | USD/ZAR FWD 20230113 BARCGB5G                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-62474.80    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                   | ZAR/USD FWD 20230113 BARCGB5G                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | ZA        |            1 | NC      | $17099.02     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                    | MYR/USD FWD 20230310 MRMDUS33                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | MY        |            1 | NC      | $142257.62    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                   | PLN/USD FWD 20230217 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | PL        |            1 | NC      | $48093.92     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                   | USD/PLN FWD 20230217 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-39330.84    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                          | USD/INR FWD 20230119 SCBLGB2L                                                    | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1580.52      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                    | USD/IDR FWD 20230119 MRMDUS33                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $6567.54      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                            | THB/USD FWD 20230310 BNPAFRPP                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | TH        |            1 | NC      | $2154.61      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                            | USD/IDR FWD 20230119 BNPAFRPP                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $2700.55      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                            | IDR/USD FWD 20230119 BNPAFRPP                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | ID        |            1 | NC      | $11190.43     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                        | HUF/USD FWD 20230113 BOFAUS6N                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | HU        |            1 | NC      | $-310001.79   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                     | USD/CLP FWD 20230119 GSILGB2X                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-206967.05   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                     | CLP/USD FWD 20230119 GSILGB2X                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | CL        |            1 | NC      | $70533.34     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                           | USD/BRL FWD 20230302 MSLNGB2X                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $29606.02     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                   | TWD/USD FWD 20230119 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | TW        |            1 | NC      | $-20314.06    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                   | KRW/USD FWD 20230119 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | KR        |            1 | NC      | $-200489.16   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                        | CZK/USD FWD 20230113 SBOSGB2X                                                    | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | CZ        |            1 | NC      | $-87115.73    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                           | CZK/USD FWD 20230113 CITIGB2L                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | CZ        |            1 | NC      | $-55344.47    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                   | USD/IDR FWD 20230119 BARCGB5G                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-55394.85    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                           | USD/EUR FWD 20230224 MSLNGB2X                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-116735.65   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                   | USD/ZAR FWD 20230113 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-34970.79    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                   | ZAR/USD FWD 20230113 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | ZA        |            1 | NC      | $5598.72      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                           | USD/BRL FWD 20230302 CITIGB2L                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $72224.39     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                    | MXN/USD FWD 20230113 MRMDUS33                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | MX        |            1 | NC      | $63709.68     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                    | USD/MXN FWD 20230113 MRMDUS33                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-35755.83    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                     | INR/USD FWD 20230119 GSILGB2X                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | IN        |            1 | NC      | $-9555.48     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                   | USD/BRL FWD 20230302 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $2442.55      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                            | USD/MYR FWD 20230310 BNPAFRPP                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $31663.63     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                    | ZAR/USD FWD 20230113 MRMDUS33                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | ZA        |            1 | NC      | $-138238.12   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                           | RON/USD FWD 20230113 CITIGB2L                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | RO        |            1 | NC      | $20145.62     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                           | USD/RON FWD 20230113 CITIGB2L                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-731707.82   | -0.20%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                     | USD/IDR FWD 20230119 GSILGB2X                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-2624.30     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                     | IDR/USD FWD 20230119 GSILGB2X                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | ID        |            1 | NC      | $23554.58     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                           | ILS/USD FWD 20230119 CITIGB2L                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | IL        |            1 | NC      | $-11244.97    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                           | USD/ILS FWD 20230119 CITIGB2L                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $126652.14    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                          | ZAR/USD FWD 20230113 SCBLGB2L                                                    | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | ZA        |            1 | NC      | $37384.12     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                   | HUF/USD FWD 20230113 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | HU        |            1 | NC      | $-141813.31   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                        | EUR/USD FWD 20230224 SBOSGB2X                                                    | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |            1 | NC      | $44618.89     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                        | USD/EUR FWD 20230224 SBOSGB2X                                                    | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-181844.12   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                          | THB/USD FWD 20230310 DEUTGB2L                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | TH        |            1 | NC      | $287235.39    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                    | RON/USD FWD 20230113 MRMDUS33                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | RO        |            1 | NC      | $-45165.54    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                    | USD/INR FWD 20230119 MRMDUS33                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $9860.91      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| America Movil SAB de CV                                | SITIOS LATINOAMERICA SAB DE CV                                                   | CUSIP: 03217KAB4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |      1430000 | PA      | $1292641.35   | 0.36%             | 2032-04-04      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |

### Signature

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

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

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President