0000313212-23-000502.txt : 20230526
0000313212-23-000502.hdr.sgml : 20230526
20230526121047
ACCESSION NUMBER: 0000313212-23-000502
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20230331
FILED AS OF DATE: 20230526
DATE AS OF CHANGE: 20230526
PERIOD START: 20231231
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: 23965719
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
0000313212
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T. Rowe Price Emerging Markets Local Currency Bond Fund Advisor Class
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T. Rowe Price Emerging Markets Local Currency Bond Fund
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T. Rowe Price Emerging Markets Local Currency Bond Fund-I Class
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DEUTSCHE BANK
7LTWFZYICNSX8D621K86
-1814506.680000
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BANK OF AMERICA
B4TYDEB6GKMZO031MB27
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000000000
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BANK OF AMERICA
B4TYDEB6GKMZO031MB27
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BANK OF AMERICA
B4TYDEB6GKMZO031MB27
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2023-04-14
-68885.320000
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STATE STREET GLOBAL MARKETS LLC
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DFE
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549300FDEDF5ORXCMQ56
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2023-04-14
-35798.590000
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UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
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UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
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UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
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UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
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13866378.650000
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2023-04-13
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DEUTSCHE BANK
7LTWFZYICNSX8D621K86
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DEUTSCHE BANK
7LTWFZYICNSX8D621K86
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2023-06-09
164644.010000
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Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS
71654QCG5
1805000.000000
PA
USD
1641950.790000
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2
2027-03-13
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N
N
N
N
N
POSCO
9884000N94NH7G6LQ816
POSCO
73730EAC7
660000.000000
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USD
667955.920000
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DBT
CORP
KR
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2
2026-01-17
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N
N
N
N
N
T Rowe Price Government Reserve Investment Fund
5493007QR86JJLYO6D96
T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND
76105Y109
17640681.700000
NS
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17640681.700000
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STIV
RF
US
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1
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N
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JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
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JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
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JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
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JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
-864311.680000
USD
16957000.000000
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2023-05-12
-34287.030000
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STANDARD CHARTERED SECURITIES
5493003GCX71N8988W38
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USD
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DFE
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STANDARD CHARTERED SECURITIES
5493003GCX71N8988W38
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32041851.910000
MYR
2023-06-09
98756.700000
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N
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HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
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-72064.770000
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DFE
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2
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
-956002.880000
USD
20500000.000000
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2023-08-18
-72064.770000
N
N
N
DEUTSCHE BANK
7LTWFZYICNSX8D621K86
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000000000
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USD
-36854.900000
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DFE
CORP
PL
N
2
DEUTSCHE BANK
7LTWFZYICNSX8D621K86
-6522185.610000
PLN
1470190.520000
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2023-05-12
-36854.900000
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N
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BANK OF AMERICA
B4TYDEB6GKMZO031MB27
IDR/USD FWD 20230406 BOFAUS6N
000000000
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USD
-13280.780000
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DFE
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ID
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2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
-39728069400.000000
IDR
2637183.180000
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2023-04-06
-13280.780000
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N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
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000000000
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121272.300000
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N/A
DFE
CORP
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N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
-3070711.650000
USD
12015000.000000
PEN
2023-04-05
121272.300000
N
N
N
Turkey Government International Bond
5493000PCHOG3B6S3Q85
TURKEY GOVERNMENT INTERNATIONAL BOND
900123DF4
1030000.000000
PA
USD
1074866.800000
0.2924297355
Long
DBT
NUSS
TR
N
2
2028-01-15
Fixed
9.875
N
N
N
N
N
N
Mexico Government International Bond
254900EGTWEU67VP6075
MEXICO GOVERNMENT INTERNATIONAL BOND
91087BAV2
550000.000000
PA
USD
585419.090000
0.1592699204
Long
DBT
NUSS
MX
N
2
2035-02-09
Fixed
6.35
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
UNITED STATES TREASURY BILL
912796XY0
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PA
USD
904538.640000
0.2460900227
Long
DBT
UST
US
N
2
2023-08-10
None
0.0
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
UNITED STATES TREASURY BILL
912796Z93
375000.000000
PA
USD
374952.030000
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Long
DBT
UST
US
N
2
2023-04-04
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0.0
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
UNITED STATES TREASURY BILL
912796ZQ5
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PA
USD
989688.890000
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Long
DBT
UST
US
N
2
2023-06-22
None
0.0
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
UNITED STATES TREASURY INFLATION INDEXED BONDS
91282CEZ0
8464003.020000
PA
USD
8079155.380000
2.1980260909
Long
DBT
UST
US
N
2
2032-07-15
Fixed
0.625
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
BRL/USD FWD 20230602 MSLNGB2X
000000000
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NC
USD
64014.170000
0.0174157829
N/A
DFE
CORP
BR
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
-1510150.620000
USD
8071000.000000
BRL
2023-06-02
64014.170000
N
N
N
WELLS FARGO SECURITIES, LLC.
VYVVCKR63DVZZN70PB21
COP/USD FWD 20230609 WFBIUS6W
000000000
1.000000
NC
USD
-5478.680000
-0.0014905372
N/A
DFE
CORP
CO
N
2
WELLS FARGO SECURITIES, LLC.
VYVVCKR63DVZZN70PB21
-564609.580000
USD
2641379112.300000
COP
2023-06-09
-5478.680000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
USD/BRL FWD 20230602 GSILGB2X
000000000
1.000000
NC
USD
208049.200000
0.0566021506
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
-6082613.590000
USD
32253255.590000
BRL
2023-06-02
208049.200000
N
N
N
DEUTSCHE BANK
7LTWFZYICNSX8D621K86
MYR/USD FWD 20230609 DEUTGB2L
000000000
1.000000
NC
USD
15946.890000
0.0043385328
N/A
DFE
CORP
MY
N
2
DEUTSCHE BANK
7LTWFZYICNSX8D621K86
-2841239.020000
USD
12532331.700000
MYR
2023-06-09
15946.890000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
RON/USD FWD 20230413 CHASGB2L
000000000
1.000000
NC
USD
-134.650000
-0.0000366331
N/A
DFE
CORP
RO
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
-2556590.470000
USD
11668421.770000
RON
2023-04-13
-134.650000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
USD/RON FWD 20230413 CHASGB2L
000000000
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NC
USD
-2133.630000
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N/A
DFE
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
-18180855.810000
RON
3981143.250000
USD
2023-04-13
-2133.630000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
USD/ILS FWD 20230420 CITIGB2L
000000000
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USD
296984.790000
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N/A
DFE
CORP
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N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
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ILS
7318313.360000
USD
2023-04-20
296984.790000
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N
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UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
USD/ILS FWD 20230420 UBSWGB2L
000000000
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NC
USD
7304.670000
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N/A
DFE
CORP
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N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-920822.770000
USD
3336000.000000
ILS
2023-04-20
7304.670000
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N
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Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
PLN/USD FWD 20230512 BARCGB5G
000000000
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USD
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N/A
DFE
CORP
PL
N
2
Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
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PLN
921388.100000
USD
2023-05-12
-37259.140000
N
N
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GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
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1845.940000
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N/A
DFE
CORP
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N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
-167425000.000000
JPY
1267147.740000
USD
2023-04-21
1845.940000
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N
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MORGAN STANLEY & COMPANY LLC
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DFE
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2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
-1665000.000000
CHF
1796761.940000
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2023-04-21
-27126.060000
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GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
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USD
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DFE
CORP
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2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
-333969000.000000
TWD
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USD
2023-04-07
108661.830000
N
N
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GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
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000000000
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NC
USD
-110493.860000
-0.0300611111
N/A
DFE
CORP
TW
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
-8264029.600000
USD
248275707.000000
TWD
2023-04-07
-110493.860000
N
N
N
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
PEN/USD FWD 20230405 BNPAFRPP
000000000
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NC
USD
-41387.790000
-0.0112600189
N/A
DFE
CORP
PE
N
2
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
-19565000.000000
PEN
5156378.840000
USD
2023-04-05
-41387.790000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
USD/TWD FWD 20230407 CHASGB2L
000000000
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NC
USD
-8404.070000
-0.0022864228
N/A
DFE
CORP
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N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
-26948000.000000
TWD
876585.780000
USD
2023-04-07
-8404.070000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
TWD/USD FWD 20230407 CHASGB2L
000000000
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NC
USD
-502.060000
-0.0001365911
N/A
DFE
CORP
TW
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
-288087.640000
USD
8757000.000000
TWD
2023-04-07
-502.060000
N
N
N
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
INR/USD FWD 20230406 MRMDUS33
000000000
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NC
USD
-2324.770000
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N/A
DFE
CORP
IN
N
2
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
-2769807.650000
USD
227512000.000000
INR
2023-04-06
-2324.770000
N
N
N
Czech Republic Government Bond
3157007EFDLQABN47912
CZECH REPUBLIC GOVERNMENT BOND
EF9234826
45000000.000000
PA
1996083.620000
0.5430572467
Long
DBT
NUSS
CZ
N
2
2036-12-04
Fixed
4.2
N
N
N
N
N
N
Mexican Bonos
254900EGTWEU67VP6075
MEXICAN BONOS
EG1116375
140981800.000000
PA
7422981.240000
2.0195064546
Long
DBT
NUSS
MX
N
2
2027-06-03
Fixed
7.5
N
N
N
N
N
N
Peruvian Government International Bond
254900STKLK2DBJJZ530
PERUVIAN GOVERNMENT INTERNATIONAL BOND
EG6623797
924000.000000
PA
230358.610000
0.0626716793
Long
DBT
NUSS
PE
N
2
2037-08-12
Fixed
6.9
N
N
N
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
INR/USD FWD 20230707 BOFAUS6N
000000000
1.000000
NC
USD
-7351.190000
-0.0019999748
N/A
DFE
CORP
IN
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
-443481697.400000
INR
5362697.750000
USD
2023-07-07
-7351.190000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
USD/PLN FWD 20230512 UBSWGB2L
000000000
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NC
USD
228838.670000
0.0622581623
N/A
DFE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-12615686.720000
USD
55588489.730000
PLN
2023-05-12
228838.670000
N
N
N
Malaysia Government Bond
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT BOND
EI7257542
35969000.000000
PA
8324577.730000
2.2647960319
Long
DBT
NUSS
MY
N
2
2031-06-30
Fixed
4.232
N
N
N
N
N
N
Malaysia Government Bond
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT BOND
EI6393868
3650000.000000
PA
849514.910000
0.2311201913
Long
DBT
NUSS
MY
N
2
2026-04-15
Fixed
4.392
N
N
N
N
N
N
Mexican Bonos
254900EGTWEU67VP6075
MEXICAN BONOS
EH6944449
238360000.000000
PA
12637974.180000
3.4383045847
Long
DBT
NUSS
MX
N
2
2038-11-18
Fixed
8.5
N
N
N
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
JPY/USD FWD 20230421 CITIGB2L
000000000
1.000000
NC
USD
-101168.590000
-0.0275240653
N/A
DFE
CORP
JP
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
-2263856.220000
USD
286167281.000000
JPY
2023-04-21
-101168.590000
N
N
N
Peruvian Government International Bond
254900STKLK2DBJJZ530
PERUVIAN GOVERNMENT INTERNATIONAL BOND
715638AY8
7900000.000000
PA
2199504.930000
0.5984003272
Long
DBT
NUSS
PE
N
2
2026-08-12
Fixed
8.2
N
N
N
N
N
N
Philippine Government Bond
529900RAHBALMYIJ3T08
PHILIPPINE GOVERNMENT BOND
EI0353587
14060000.000000
PA
322572.330000
0.0877594704
Long
DBT
NUSS
PH
N
2
2034-11-05
Fixed
9.25
N
N
N
N
N
N
Mexican Bonos
254900EGTWEU67VP6075
MEXICAN BONOS
EH6834517
130115000.000000
PA
7111340.740000
1.9347211128
Long
DBT
NUSS
MX
N
2
2029-05-31
Fixed
8.5
N
N
N
N
N
N
Thailand Government Bond
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND
EI4240764
120030000.000000
PA
3871262.490000
1.0532209813
Long
DBT
NUSS
TH
N
2
2031-06-20
Fixed
3.65
N
N
N
N
N
N
Mexican Bonos
254900EGTWEU67VP6075
MEXICAN BONOS
EI8047355
147535000.000000
PA
7687048.360000
2.0913489173
Long
DBT
NUSS
MX
N
2
2031-05-29
Fixed
7.75
N
N
N
N
N
N
Thailand Government Bond
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND
EI9595063
194525000.000000
PA
6382690.360000
1.7364834913
Long
DBT
NUSS
TH
N
2
2032-06-25
Fixed
3.775
N
N
N
N
N
N
Romania Government Bond
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND
EJ0387625
12100000.000000
PA
2515369.980000
0.6843350058
Long
DBT
NUSS
RO
N
2
2027-07-26
Fixed
5.8
N
N
N
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
USD/IDR FWD 20230406 UBSWGB2L
000000000
1.000000
NC
USD
-71878.750000
-0.0195554313
N/A
DFE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-70333704000.000000
IDR
4620444.600000
USD
2023-04-06
-71878.750000
N
N
N
Indonesia Treasury Bond
529900FWX0GRR7WG5W79
INDONESIA TREASURY BOND
EJ3390386
14280000000.000000
PA
936825.900000
0.2548741389
Long
DBT
NUSS
ID
N
2
2033-05-15
Fixed
6.625
N
N
N
N
N
N
Colombian TES
549300MHDRBVRF6B9117
COLOMBIAN TES
EJ5096460
46473800000.000000
PA
8006493.390000
2.1782575702
Long
DBT
NUSS
CO
N
2
2028-04-28
Fixed
6.0
N
N
N
N
N
N
Republic of South Africa Government Bond
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND
EJ2359143
141124000.000000
PA
6102295.290000
1.6601988241
Long
DBT
NUSS
ZA
N
2
2048-02-28
Fixed
8.75
N
N
N
N
N
N
Czech Republic Government Bond
3157007EFDLQABN47912
CZECH REPUBLIC GOVERNMENT BOND
EJ5615988
109590000.000000
PA
4524457.220000
1.2309300352
Long
DBT
NUSS
CZ
N
2
2028-08-25
Fixed
2.5
N
N
N
N
N
N
Thailand Government Bond
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND
EJ5804210
90620334.000000
PA
2571819.920000
0.6996928539
Long
DBT
NUSS
TH
N
2
2028-03-12
Fixed
1.25
N
N
N
N
N
N
HDFC Bank Ltd
335800ZQ6I4E2JXENC50
HDFC BANK LTD
AR7752579
130000000.000000
PA
1569967.270000
0.4271274482
Long
DBT
CORP
IN
N
2
2025-03-22
Fixed
8.1
N
N
N
N
N
N
Colombian TES
549300MHDRBVRF6B9117
COLOMBIAN TES
AM1281642
13800000000.000000
PA
2197858.140000
0.5979522993
Long
DBT
NUSS
CO
N
2
2032-06-30
Fixed
7.0
N
N
N
N
N
N
Thailand Government Bond
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND
QJ1898080
58213000.000000
PA
1845847.800000
0.5021838835
Long
DBT
NUSS
TH
N
2
2036-06-17
Fixed
3.4
N
N
N
N
N
N
India Government Bond
335800IV7VCDQGIOI391
INDIA GOVERNMENT BOND
AL8613047
430430000.000000
PA
5122904.720000
1.3937444827
Long
DBT
NUSS
IN
N
2
2029-12-26
Fixed
6.79
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
ILS/USD FWD 20230420 MSLNGB2X
000000000
1.000000
NC
USD
-28807.520000
-0.0078374134
N/A
DFE
CORP
IL
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
-2276790.040000
USD
8080000.000000
ILS
2023-04-20
-28807.520000
N
N
N
Peruvian Government International Bond
254900STKLK2DBJJZ530
PERUVIAN GOVERNMENT INTERNATIONAL BOND
QZ7401545
16700000.000000
PA
4330894.200000
1.1782690146
Long
DBT
NUSS
PE
N
2
2028-08-12
Fixed
6.35
N
N
N
N
N
N
Peruvian Government International Bond
254900STKLK2DBJJZ530
PERUVIAN GOVERNMENT INTERNATIONAL BOND
715638BV3
14869000.000000
PA
3856051.850000
1.0490827537
Long
DBT
NUSS
PE
N
2
2028-08-12
Fixed
6.35
N
N
N
N
N
N
Uruguay Government International Bond
549300RDR012H2V82H43
URUGUAY GOVERNMENT INTERNATIONAL BOND
760942BC5
115100000.000000
PA
2759059.210000
0.7506334319
Long
DBT
NUSS
UY
N
2
2028-03-15
Fixed
8.5
N
N
N
N
N
N
Republic of Poland Government Bond
259400R9L8QEP0TPXS31
REPUBLIC OF POLAND GOVERNMENT BOND
QZ7524254
34200000.000000
PA
6899423.140000
1.8770665200
Long
DBT
NUSS
PL
N
2
2027-07-25
Fixed
2.5
N
N
N
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
SGD/USD FWD 20230616 CHASGB2L
000000000
1.000000
NC
USD
25030.560000
0.0068098485
N/A
DFE
CORP
SG
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
-1838653.340000
USD
2474000.000000
SGD
2023-06-16
25030.560000
N
N
N
European Bank for Reconstruction & Development
549300HTGDOVDU6OGK19
EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT
AQ8885107
40230000000.000000
PA
2648614.740000
0.7205857580
Long
DBT
NUSS
N/A
N
2
2025-01-30
Fixed
5.6
N
N
N
N
N
N
Indonesia Treasury Bond
529900FWX0GRR7WG5W79
INDONESIA TREASURY BOND
AU6526563
22100000000.000000
PA
1607169.690000
0.4372487896
Long
DBT
NUSS
ID
N
2
2029-05-15
Fixed
8.25
N
N
N
N
N
N
Peru Government Bond
254900STKLK2DBJJZ530
PERU GOVERNMENT BOND
AO4008642
13534000.000000
PA
3289869.600000
0.8950464345
Long
DBT
NUSS
PE
N
2
2032-08-12
Fixed
6.15
N
N
N
N
N
N
Malaysia Government Bond
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT BOND
EJ8543401
9040000.000000
PA
2216659.850000
0.6030675183
Long
DBT
NUSS
MY
N
2
2043-09-30
Fixed
4.935
N
N
N
N
N
N
Hungary Government Bond
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND
AR0226704
217910000.000000
PA
346321.460000
0.0942206913
Long
DBT
NUSS
HU
N
2
2038-10-27
Fixed
3.0
N
N
N
N
N
N
Romania Government Bond
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND
AU3524892
45920000.000000
PA
8981544.980000
2.4435314428
Long
DBT
NUSS
RO
N
2
2029-02-12
Fixed
5.0
N
N
N
N
N
N
Czech Republic Government Bond
3157007EFDLQABN47912
CZECH REPUBLIC GOVERNMENT BOND
AP5145606
50170000.000000
PA
1825162.430000
0.4965561934
Long
DBT
NUSS
CZ
N
2
2033-10-13
Fixed
2.0
N
N
N
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
USD/EUR FWD 20230519 CHASGB2L
000000000
1.000000
NC
USD
4513.290000
0.0012278919
N/A
DFE
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
-1316000.000000
EUR
1435708.360000
USD
2023-05-19
4513.290000
N
N
N
China Development Bank
300300C1020111000029
CHINA DEVELOPMENT BANK
AX2612411
5900000.000000
PA
881928.450000
0.2399386634
Long
DBT
NUSS
CN
N
2
2026-02-26
Fixed
3.68
N
N
N
N
N
N
Colombian TES
549300MHDRBVRF6B9117
COLOMBIAN TES
AW6274582
20901300000.000000
PA
3224757.000000
0.8773318112
Long
DBT
NUSS
CO
N
2
2034-10-18
Fixed
7.25
N
N
N
N
N
N
Dominican Republic International Bond
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC INTERNATIONAL BOND
25714PEA2
48250000.000000
PA
863652.970000
0.2349666113
Long
DBT
NUSS
DO
N
2
2026-06-05
Fixed
9.75
N
N
N
N
N
N
Brazil Notas do Tesouro Nacional Serie F
254900ZFY40OYEADAP90
BRAZIL NOTAS DO TESOURO NACIONAL SERIE F
EK0169285
20285000.000000
PA
3881000.180000
1.0558702306
Long
DBT
NUSS
BR
N
2
2025-01-01
Fixed
10.0
N
N
N
N
N
N
Bahamas Government International Bond
549300W13SXC7EKNJC20
BAHAMAS GOVERNMENT INTERNATIONAL BOND
EK0252404
470000.000000
PA
USD
446083.110000
0.1213619826
Long
DBT
NUSS
BS
N
2
2024-01-16
Fixed
5.75
N
N
N
N
N
N
Republic of Poland Government Bond
259400R9L8QEP0TPXS31
REPUBLIC OF POLAND GOVERNMENT BOND
AX1032579
10037000.000000
PA
1931828.940000
0.5255760303
Long
DBT
NUSS
PL
N
2
2029-10-25
Fixed
2.75
N
N
N
N
N
N
N/A
N/A
10YR MINI JGB FUT JUN23
000000000
-9.000000
NC
-12651.888913
-0.0034420902
N/A
DIR
CORP
SG
N
1
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Short
Japan Government Ten Year Bond
JAPAN (10 YEAR ISSUE)
2023-06-12
-965474.820000
USD
-12651.888913
N
N
N
N/A
N/A
10YR MINI JGB FUT JUN23
000000000
-37.000000
NC
-52013.321087
-0.0141508155
N/A
DIR
CORP
SG
N
1
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Short
Japan Government Ten Year Bond
JAPAN (10 YEAR ISSUE)
2023-06-12
-3969174.260000
USD
-52013.321087
N
N
N
Ukraine Government Bond
6354001WLTJXOMEXPY07
UKRAINE GOVERNMENT BOND
ZQ9424628
130100000.000000
PA
3047697.280000
0.8291607010
Long
DBT
NUSS
UA
N
2
2023-11-22
Fixed
11.67
N
N
N
N
N
N
Longfor Group Holdings Ltd
254900UJX27B2F1JYR13
LONGFOR GROUP HOLDINGS LTD
ZP2926423
300000.000000
PA
USD
246000.000000
0.0669270973
Long
DBT
CORP
KY
N
2
2027-04-13
Fixed
3.375
N
N
N
N
N
N
Hungary Government Bond
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND
EK0121898
609120000.000000
PA
1537841.670000
0.4183873134
Long
DBT
NUSS
HU
N
2
2025-06-24
Fixed
5.5
N
N
N
N
N
N
Indonesia Treasury Bond
529900FWX0GRR7WG5W79
INDONESIA TREASURY BOND
AZ8693857
27300000000.000000
PA
1862725.000000
0.5067755177
Long
DBT
NUSS
ID
N
2
2030-09-15
Fixed
7.0
N
N
N
N
N
N
Brazil Notas do Tesouro Nacional Serie F
254900ZFY40OYEADAP90
BRAZIL NOTAS DO TESOURO NACIONAL SERIE F
ZP2084801
74730000.000000
PA
12915994.560000
3.5139431905
Long
DBT
NUSS
BR
N
2
2031-01-01
Fixed
10.0
N
N
N
N
N
N
Indonesia Treasury Bond
529900FWX0GRR7WG5W79
INDONESIA TREASURY BOND
ZQ4375866
37272000000.000000
PA
2594088.450000
0.7057512607
Long
DBT
NUSS
ID
N
2
2040-04-15
Fixed
7.5
N
N
N
N
N
N
Bonos de la Tesoreria de la Republica
549300FLZTJM5YJF8D34
BONOS DE LA TESORERIA DE LA REPUBLICA
AS6618589
1814174040.000000
PA
2314540.220000
0.6296969860
Long
DBT
NUSS
CL
N
2
2030-09-01
Fixed
1.9
N
N
N
N
N
N
Egypt Government Bond
529900GFIVH4086NMH82
EGYPT GOVERNMENT BOND
AZ4234946
38000000.000000
PA
1140838.870000
0.3103781873
Long
DBT
NUSS
EG
N
2
2024-07-02
Fixed
15.9
N
N
N
N
N
N
Malaysia Government Bond
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT BOND
ZQ6789759
29575000.000000
PA
6312984.460000
1.7175192086
Long
DBT
NUSS
MY
N
2
2040-05-22
Fixed
3.757
N
N
N
N
N
N
China Government Bond
300300CHN201808MOF68
CHINA GOVERNMENT BOND
ZQ5976324
39100000.000000
PA
5814210.030000
1.5818219532
Long
DBT
NUSS
CN
N
2
2029-11-21
Fixed
3.13
N
N
N
N
N
N
Ivory Coast Government International Bond
254900ICW11T82O6H590
IVORY COAST GOVERNMENT INTERNATIONAL BOND
ZQ0748892
1665000.000000
PA
1488486.500000
0.4049596782
Long
DBT
NUSS
CI
N
2
2031-10-17
Fixed
5.875
N
N
N
N
N
N
Indonesia Treasury Bond
529900FWX0GRR7WG5W79
INDONESIA TREASURY BOND
BQ3772713
69039000000.000000
PA
4511649.960000
1.2274456745
Long
DBT
NUSS
ID
N
2
2032-04-15
Fixed
6.375
N
N
N
N
N
N
Thailand Government Bond
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND
BK8156469
339965000.000000
PA
8876181.830000
2.4148661997
Long
DBT
NUSS
TH
N
2
2035-12-17
Fixed
1.585
N
N
N
N
N
N
Thailand Government Bond
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND
ZO8401234
9500000.000000
PA
244220.770000
0.0664430376
Long
DBT
NUSS
TH
N
2
2042-06-17
Fixed
2.0
N
N
N
N
N
N
Serbia Treasury Bonds
254900W94OCY91V32O78
SERBIA TREASURY BONDS
BG1390940
185990000.000000
PA
1463691.330000
0.3982138703
Long
DBT
NUSS
RS
N
2
2032-08-20
Fixed
4.5
N
N
N
N
N
N
Romania Government Bond
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND
ZP8252477
14760000.000000
PA
2842049.100000
0.7732117752
Long
DBT
NUSS
RO
N
2
2028-01-26
Fixed
4.15
N
N
N
N
N
N
Agile Group Holdings Ltd
549300ZRISRT38EEYY07
AGILE GROUP HOLDINGS LTD
BK1999766
540000.000000
PA
USD
296630.340000
0.0807016570
Long
DBT
CORP
KY
N
2
2025-01-02
Fixed
5.75
N
N
N
N
N
N
China Government Bond
300300CHN201808MOF68
CHINA GOVERNMENT BOND
ZO3452687
7350000.000000
PA
1180792.920000
0.3212481409
Long
DBT
NUSS
CN
N
2
2050-09-14
Fixed
3.81
N
N
N
N
N
N
Colombian TES
549300MHDRBVRF6B9117
COLOMBIAN TES
BR7105587
19383400000.000000
PA
3204627.720000
0.8718554117
Long
DBT
NUSS
CO
N
2
2031-03-26
Fixed
7.0
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT
BN9307099
90700000.000000
PA
1045854.630000
0.2845366447
Long
DBT
NUSS
N/A
N
2
2026-02-12
Fixed
4.9
N
N
N
N
N
N
Malaysia Government Bond
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT BOND
BJ9810216
16045000.000000
PA
3424687.050000
0.9317250548
Long
DBT
NUSS
MY
N
2
2050-06-15
Fixed
4.065
N
N
N
N
N
N
Romania Government Bond
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND
BP3061523
14915000.000000
PA
2399234.540000
0.6527390388
Long
DBT
NUSS
RO
N
2
2036-04-28
Fixed
4.25
N
N
N
N
N
N
Hungary Government Bond
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND
ZO9985268
967000000.000000
PA
1655801.830000
0.4504797163
Long
DBT
NUSS
HU
N
2
2033-04-20
Fixed
2.25
N
N
N
N
N
N
Egypt Government Bond
529900GFIVH4086NMH82
EGYPT GOVERNMENT BOND
BM0257337
28100000.000000
PA
750075.050000
0.2040664466
Long
DBT
NUSS
EG
N
2
2025-10-20
Fixed
14.369
N
N
N
N
N
N
China Government Bond
300300CHN201808MOF68
CHINA GOVERNMENT BOND
BP4356674
25000000.000000
PA
3692782.880000
1.0046635739
Long
DBT
NUSS
CN
N
2
2028-05-13
Fixed
3.01
N
N
N
N
N
N
Uruguay Government International Bond
549300RDR012H2V82H43
URUGUAY GOVERNMENT INTERNATIONAL BOND
917288BM3
106300000.000000
PA
2433112.030000
0.6619557952
Long
DBT
NUSS
UY
N
2
2031-05-21
Fixed
8.25
N
N
N
N
N
N
Malaysia Government Bond
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT BOND
BW1368149
14730000.000000
PA
3456304.350000
0.9403269008
Long
DBT
NUSS
MY
N
2
2029-04-30
Fixed
4.504
N
N
N
N
N
N
Colombian TES
549300MHDRBVRF6B9117
COLOMBIAN TES
BQ2333632
8497000000.000000
PA
1404795.950000
0.3821907124
Long
DBT
NUSS
CO
N
2
2031-03-26
Fixed
7.0
N
N
N
N
N
N
Republic of South Africa Government Bond
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND
EJ7500097
176028000.000000
PA
8630858.970000
2.3481233261
Long
DBT
NUSS
ZA
N
2
2032-03-31
Fixed
8.25
N
N
N
N
N
N
Indonesia Treasury Bond
529900FWX0GRR7WG5W79
INDONESIA TREASURY BOND
BQ3771400
86200000000.000000
PA
5514454.500000
1.5002700527
Long
DBT
NUSS
ID
N
2
2027-04-15
Fixed
5.125
N
N
N
N
N
N
India Government Bond
335800IV7VCDQGIOI391
INDIA GOVERNMENT BOND
BY4725150
285000000.000000
PA
3467024.610000
0.9432434694
Long
DBT
NUSS
IN
N
2
2032-08-22
Fixed
7.26
N
N
N
N
N
N
Colombian TES
549300MHDRBVRF6B9117
COLOMBIAN TES
ZM3975335
115400000.000000
PA
26901.830000
0.0073189488
Long
DBT
NUSS
CO
N
2
2033-02-09
Fixed
13.25
N
N
N
N
N
N
Republic of Poland Government Bond
259400R9L8QEP0TPXS31
REPUBLIC OF POLAND GOVERNMENT BOND
ZN9554595
6471000.000000
PA
1506626.900000
0.4098949803
Long
DBT
NUSS
PL
N
2
2033-10-25
Fixed
6.0
N
N
N
N
N
N
Republic of South Africa Government Bond
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND
EJ7498649
99090000.000000
PA
4315604.630000
1.1741093132
Long
DBT
NUSS
ZA
N
2
2044-01-31
Fixed
8.75
N
N
N
N
N
N
Mexican Bonos
254900EGTWEU67VP6075
MEXICAN BONOS
BX4963407
29430000.000000
PA
1447810.650000
0.3938933507
Long
DBT
NUSS
MX
N
2
2053-07-31
Fixed
8.0
N
N
N
N
N
N
Empresas Publicas de Medellin ESP
549300SU25TO8EMXB434
EMPRESAS PUBLICAS DE MEDELLIN ESP
EK4750254
4371000000.000000
PA
846906.160000
0.2304104512
Long
DBT
CORP
CO
N
2
2024-09-10
Fixed
7.625
N
N
N
N
N
N
Empresas Publicas de Medellin ESP
549300SU25TO8EMXB434
EMPRESAS PUBLICAS DE MEDELLIN ESP
29246BAC2
1862000000.000000
PA
360773.110000
0.0981524270
Long
DBT
CORP
CO
N
2
2024-09-10
Fixed
7.625
N
N
N
N
N
N
Bonos de la Tesoreria de la Republica en pesos
549300FLZTJM5YJF8D34
BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS
BZ8640485
1330000000.000000
PA
1939333.570000
0.5276177503
Long
DBT
NUSS
CL
N
2
2034-05-01
Fixed
7.0
N
N
N
N
N
N
Brazil Notas do Tesouro Nacional Serie F
254900ZFY40OYEADAP90
BRAZIL NOTAS DO TESOURO NACIONAL SERIE F
BT2749815
11090000.000000
PA
1865395.760000
0.5075021283
Long
DBT
NUSS
BR
N
2
2033-01-01
Fixed
10.0
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
THB/USD FWD 20230609 BNPAFRPP
000000000
1.000000
NC
USD
5721.760000
0.0015566699
N/A
DFE
CORP
TH
N
2
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
-1619459.940000
USD
55175000.000000
THB
2023-06-09
5721.760000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS
EK6310859
12010000.000000
PA
574213.560000
0.1562213285
Long
DBT
CORP
MX
N
2
2026-11-12
Fixed
7.47
N
N
N
N
N
N
Hungary Government Bond
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND
EK8567308
832000000.000000
PA
1638134.430000
0.4456730992
Long
DBT
NUSS
HU
N
2
2031-10-22
Fixed
3.25
N
N
N
N
N
N
Indonesia Treasury Bond
529900FWX0GRR7WG5W79
INDONESIA TREASURY BOND
AF1743877
77804000000.000000
PA
5737295.860000
1.5608965787
Long
DBT
NUSS
ID
N
2
2036-05-15
Fixed
8.25
N
N
N
N
N
N
Indonesia Treasury Bond
529900FWX0GRR7WG5W79
INDONESIA TREASURY BOND
UV4168299
119457000000.000000
PA
8963357.940000
2.4385834518
Long
DBT
NUSS
ID
N
2
2031-05-15
Fixed
8.75
N
N
N
N
N
N
Republic of South Africa Government Bond
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND
EK7732887
176624000.000000
PA
8514258.870000
2.3164009430
Long
DBT
NUSS
ZA
N
2
2035-02-28
Fixed
8.875
N
N
N
N
N
N
Brazil Notas do Tesouro Nacional Serie F
254900ZFY40OYEADAP90
BRAZIL NOTAS DO TESOURO NACIONAL SERIE F
JV5341526
50625000.000000
PA
9380199.370000
2.5519899028
Long
DBT
NUSS
BR
N
2
2027-01-01
Fixed
10.0
N
N
N
N
N
N
Senegal Government International Bond
549300NP14ZLQGWIUZ97
SENEGAL GOVERNMENT INTERNATIONAL BOND
AN6331648
2163000.000000
PA
USD
1725849.050000
0.4695368590
Long
DBT
NUSS
SN
N
2
2033-05-23
Fixed
6.25
N
N
N
N
N
N
Angolan Government International Bond
549300QHR2R3J8JSGK83
ANGOLAN GOVERNMENT INTERNATIONAL BOND
QJ6558358
2305000.000000
PA
USD
2292460.800000
0.6236900287
Long
DBT
NUSS
AO
N
2
2025-11-12
Fixed
9.5
N
N
N
N
N
N
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
UYU/USD FWD 20230609 MRMDUS33
000000000
1.000000
NC
USD
-21030.940000
-0.0057217064
N/A
DFE
CORP
UY
N
2
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
-48009000.000000
UYU
1205644.240000
USD
2023-06-09
-21030.940000
N
N
N
STANDARD CHARTERED SECURITIES
5493003GCX71N8988W38
INR/USD FWD 20230406 SCBLGB2L
000000000
1.000000
NC
USD
2116.050000
0.0005756955
N/A
DFE
CORP
IN
N
2
STANDARD CHARTERED SECURITIES
5493003GCX71N8988W38
-84447000.000000
INR
1029339.350000
USD
2023-04-06
2116.050000
N
N
N
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
PHP/USD FWD 20230609 MRMDUS33
000000000
1.000000
NC
USD
-22074.890000
-0.0060057248
N/A
DFE
CORP
PH
N
2
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
-105350000.000000
PHP
1917197.450000
USD
2023-06-09
-22074.890000
N
N
N
STANDARD CHARTERED SECURITIES
5493003GCX71N8988W38
MYR/USD FWD 20230609 SCBLGB2L
000000000
1.000000
NC
USD
73544.690000
0.0200086692
N/A
DFE
CORP
MY
N
2
STANDARD CHARTERED SECURITIES
5493003GCX71N8988W38
-4913715.090000
USD
21875368.210000
MYR
2023-06-09
73544.690000
N
N
N
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
GBP/USD FWD 20230519 SBOSGB2X
000000000
1.000000
NC
USD
-101539.830000
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N/A
DFE
CORP
GB
N
2
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
-2992000.000000
GBP
3593122.720000
USD
2023-05-19
-101539.830000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
CLP/USD FWD 20230505 UBSWGB2L
000000000
1.000000
NC
USD
11909.510000
0.0032401176
N/A
DFE
CORP
CL
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-1989897.120000
USD
1597370013.000000
CLP
2023-05-05
11909.510000
N
N
N
DEUTSCHE BANK
7LTWFZYICNSX8D621K86
IDR/USD FWD 20230406 DEUTGB2L
000000000
1.000000
NC
USD
7312.260000
0.0019893835
N/A
DFE
CORP
ID
N
2
DEUTSCHE BANK
7LTWFZYICNSX8D621K86
-609250.660000
USD
9241723200.000000
IDR
2023-04-06
7312.260000
N
N
N
DEUTSCHE BANK
7LTWFZYICNSX8D621K86
USD/IDR FWD 20230406 DEUTGB2L
000000000
1.000000
NC
USD
-50389.170000
-0.0137089467
N/A
DFE
CORP
US
N
2
DEUTSCHE BANK
7LTWFZYICNSX8D621K86
-29379881000.000000
IDR
1909693.890000
USD
2023-04-06
-50389.170000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
CLP/USD FWD 20230505 GSILGB2X
000000000
1.000000
NC
USD
17941.120000
0.0048810857
N/A
DFE
CORP
CL
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
-561056.040000
USD
462019000.000000
CLP
2023-05-05
17941.120000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
IDR/USD FWD 20230406 GSILGB2X
000000000
1.000000
NC
USD
37138.020000
0.0101038206
N/A
DFE
CORP
ID
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
-2448942.130000
USD
37264104010.000000
IDR
2023-04-06
37138.020000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
COP/USD FWD 20230609 CITIGB2L
000000000
1.000000
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USD
28118.570000
0.0076499767
N/A
DFE
CORP
CO
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
-1331405.840000
USD
6422502056.000000
COP
2023-06-09
28118.570000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
USD/KRW FWD 20230707 BOFAUS6N
000000000
1.000000
NC
USD
-18706.810000
-0.0050894004
N/A
DFE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
-3637839.900000
USD
4700700000.000000
KRW
2023-07-07
-18706.810000
N
N
N
STANDARD CHARTERED SECURITIES
5493003GCX71N8988W38
USD/CLP FWD 20230505 SCBLGB2L
000000000
1.000000
NC
USD
-5767.440000
-0.0015690976
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES
5493003GCX71N8988W38
-153007000.000000
CLP
185979.260000
USD
2023-05-05
-5767.440000
N
N
N
RBC DOMINION SECURITIES INC
549300QJJX6CVVUXLE15
USD/ZAR FWD 20230414 ROYCGB2L
000000000
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USD
-7468.600000
-0.0020319176
N/A
DFE
CORP
US
N
2
RBC DOMINION SECURITIES INC
549300QJJX6CVVUXLE15
-1649181.390000
USD
29267177.230000
ZAR
2023-04-14
-7468.600000
N
N
N
N/A
N/A
US 5YR NOTE (CBT) JUN23
000000000
-50.000000
NC
USD
-17861.166667
-0.0048593335
N/A
DIR
CORP
US
N
1
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Short
United States Treasury Note/Bond
US TREASURY N/B
2023-06-30
-5457529.333333
USD
-17861.166667
N
N
N
N/A
N/A
US 5YR NOTE (CBT) JUN23
000000000
-10.000000
NC
USD
-3572.233333
-0.0009718667
N/A
DIR
CORP
US
N
1
MERRILL LYNCH PIERCE FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
Short
United States Treasury Note/Bond
US TREASURY N/B
2023-06-30
-1091505.866667
USD
-3572.233333
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
ZAR/USD FWD 20230414 CHASGB2L
000000000
1.000000
NC
USD
1936.190000
0.0005267625
N/A
DFE
CORP
ZA
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
-3471526.230000
USD
61922183.050000
ZAR
2023-04-14
1936.190000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
USD/ZAR FWD 20230414 CHASGB2L
000000000
1.000000
NC
USD
-105363.650000
-0.0286653791
N/A
DFE
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
-118127437.010000
ZAR
6520875.810000
USD
2023-04-14
-105363.650000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
USD/INR FWD 20230406 BOFAUS6N
000000000
1.000000
NC
USD
17626.590000
0.0047955142
N/A
DFE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
-9005528.820000
USD
741784583.290000
INR
2023-04-06
17626.590000
N
N
N
STANDARD CHARTERED SECURITIES
5493003GCX71N8988W38
HUF/USD FWD 20230414 SCBLGB2L
000000000
1.000000
NC
USD
-33066.400000
-0.0089960901
N/A
DFE
CORP
HU
N
2
STANDARD CHARTERED SECURITIES
5493003GCX71N8988W38
-153028000.000000
HUF
401697.950000
USD
2023-04-14
-33066.400000
N
N
N
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
INR/USD FWD 20230406 SBOSGB2X
000000000
1.000000
NC
USD
148.530000
0.0000404093
N/A
DFE
CORP
IN
N
2
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
-244439.360000
USD
20107325.500000
INR
2023-04-06
148.530000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
MXN/USD FWD 20230414 GSILGB2X
000000000
1.000000
NC
USD
80028.080000
0.0217725492
N/A
DFE
CORP
MX
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
-5705424.800000
USD
104539238.000000
MXN
2023-04-14
80028.080000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
USD/MXN FWD 20230414 GSILGB2X
000000000
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NC
USD
-33627.820000
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N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
-65179405.180000
MXN
3573557.240000
USD
2023-04-14
-33627.820000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
MXN/USD FWD 20230414 UBSWGB2L
000000000
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NC
USD
10142.270000
0.0027593199
N/A
DFE
CORP
MX
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-1877005.800000
USD
34099494.870000
MXN
2023-04-14
10142.270000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
USD/CNH FWD 20230414 UBSWGB2L
000000000
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NC
USD
-25342.260000
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N/A
DFE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-937927.070000
USD
6265363.160000
CNY
2023-04-14
-25342.260000
N
N
N
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
SGD/USD FWD 20230616 MRMDUS33
000000000
1.000000
NC
USD
-20661.280000
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N/A
DFE
CORP
SG
N
2
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
-1814679.000000
SGD
1346350.860000
USD
2023-06-16
-20661.280000
N
N
N
Hungary Government Bond
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND
BT5726414
1159000000.000000
PA
2482935.740000
0.6755109020
Long
DBT
NUSS
HU
N
2
2032-05-27
Fixed
4.5
N
N
N
N
N
N
Hungary Government Bond
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND
BT4398900
1185660000.000000
PA
2752410.220000
0.7488244986
Long
DBT
NUSS
HU
N
2
2028-03-23
Fixed
4.5
N
N
N
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
PLN/USD FWD 20230512 BOFAUS6N
000000000
1.000000
NC
USD
44702.340000
0.0121617799
N/A
DFE
CORP
PL
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
-1847715.740000
USD
8190000.000000
PLN
2023-05-12
44702.340000
N
N
N
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
MYR/USD FWD 20230609 MRMDUS33
000000000
1.000000
NC
USD
55608.890000
0.0151290309
N/A
DFE
CORP
MY
N
2
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
-3508265.240000
USD
15632042.900000
MYR
2023-06-09
55608.890000
N
N
N
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
IDR/USD FWD 20230406 MRMDUS33
000000000
1.000000
NC
USD
9305.780000
0.0025317433
N/A
DFE
CORP
ID
N
2
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
-1494869.720000
USD
22546236962.000000
IDR
2023-04-06
9305.780000
N
N
N
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
USD/IDR FWD 20230406 MRMDUS33
000000000
1.000000
NC
USD
193.100000
0.0000525351
N/A
DFE
CORP
US
N
2
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
-7986886000.000000
IDR
533039.370000
USD
2023-04-06
193.100000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
HUF/USD FWD 20230414 CITIGB2L
000000000
1.000000
NC
USD
104073.890000
0.0283144852
N/A
DFE
CORP
HU
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
-2740341.240000
USD
1001174904.000000
HUF
2023-04-14
104073.890000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
USD/CZK FWD 20230414 GSILGB2X
000000000
1.000000
NC
USD
-36521.260000
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N/A
DFE
CORP
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N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
-42264000.000000
CZK
1915084.510000
USD
2023-04-14
-36521.260000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
CZK/USD FWD 20230414 GSILGB2X
000000000
1.000000
NC
USD
569085.880000
0.1548262848
N/A
DFE
CORP
CZ
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
-11604786.170000
USD
263637532.140000
CZK
2023-04-14
569085.880000
N
N
N
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
COP/USD FWD 20230609 BNPAFRPP
000000000
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NC
USD
-17534.110000
-0.0047703540
N/A
DFE
CORP
CO
N
2
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
-4859537156.000000
COP
1011139.650000
USD
2023-06-09
-17534.110000
N
N
N
WELLS FARGO SECURITIES, LLC.
VYVVCKR63DVZZN70PB21
ZAR/USD FWD 20230414 WFBIUS6W
000000000
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NC
USD
25569.900000
0.0069565821
N/A
DFE
CORP
ZA
N
2
WELLS FARGO SECURITIES, LLC.
VYVVCKR63DVZZN70PB21
-1726806.400000
USD
31240000.000000
ZAR
2023-04-14
25569.900000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
CLP/USD FWD 20230505 BOFAUS6N
000000000
1.000000
NC
USD
13123.090000
0.0035702859
N/A
DFE
CORP
CL
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
-2079459.530000
USD
1669806000.000000
CLP
2023-05-05
13123.090000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
USD/CLP FWD 20230505 BOFAUS6N
000000000
1.000000
NC
USD
-78879.450000
-0.0214600513
N/A
DFE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
-1463727000.000000
CLP
1755447.220000
USD
2023-05-05
-78879.450000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
USD/TWD FWD 20230707 GSILGB2X
000000000
1.000000
NC
USD
52014.660000
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DO
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70BA_USA-CPI-U
Y
2028-02-17
85.710000
USD
0.000000
USD
-960000.000000
USD
1107.200000
N
N
N
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
FXO_USD_OTC_E_PUT_KRW_USD_K_1285_EFF_2023-03-03_MAT_2023-04-05
000000000
1.000000
NC
USD
3982.410000
0.0010834599
N/A
DFE
CORP
US
N
2
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
Put
Purchased
HSBC SECURITIES INC
70BA_FXO_USD_OTC_E_PUT_KRW_USD_K_1285_EFF_2023-03-03_MAT_2023-04-05
5500000.0
1285
USD
2023-04-05
XXXX
-43482.590000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
FXO_USD_OTC_E_PUT_KRW_USD_K_1285_EFF_2023-03-15_MAT_2023-04-05
000000000
1.000000
NC
USD
2686.320000
0.0007308439
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Put
Purchased
GOLDMAN SACHS & CO
70BA_FXO_USD_OTC_E_PUT_KRW_USD_K_1285_EFF_2023-03-15_MAT_2023-04-05
3710000.00
1285
USD
2023-04-05
XXXX
-15900.780000
N
N
N
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
FXO_USD_OTC_E_PUT_JPY_USD_K_128_EFF_2023-03-16_MAT_2023-04-13
000000000
1.000000
NC
USD
3816.610000
0.0010383521
N/A
DFE
CORP
US
N
2
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
Put
Purchased
HSBC SECURITIES INC
70BA_FXO_USD_OTC_E_PUT_JPY_USD_K_128_EFF_2023-03-16_MAT_2023-04-13
3700000.0
128
USD
2023-04-13
XXXX
-16163.390000
N
N
N
DEUTSCHE BANK
7LTWFZYICNSX8D621K86
FXO_USD_OTC_E_PUT_MXN_USD_K_18.45_EFF_2023-03-16_MAT_2023-04-19
000000000
1.000000
NC
USD
92583.330000
0.0251883477
N/A
DFE
CORP
US
N
2
DEUTSCHE BANK
7LTWFZYICNSX8D621K86
Put
Purchased
DEUTSCHE BANK
70BA_FXO_USD_OTC_E_PUT_MXN_USD_K_18.45_EFF_2023-03-16_MAT_2023-04-19
3680000.00
18.45
USD
2023-04-19
XXXX
62657.570000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
FXO_USD_OTC_E_PUT_JPY_USD_K_128_EFF_2023-03-17_MAT_2023-04-13
000000000
1.000000
NC
USD
3816.610000
0.0010383521
N/A
DFE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Put
Purchased
BANK OF AMERICA
70BA_FXO_USD_OTC_E_PUT_JPY_USD_K_128_EFF_2023-03-17_MAT_2023-04-13
3700000.0
128
USD
2023-04-13
XXXX
-16755.390000
N
N
N
DEUTSCHE BANK
7LTWFZYICNSX8D621K86
FXO_USD_OTC_E_CALL_EUR_USD_K_1.065_EFF_2023-03-21_MAT_2023-04-20
000000000
1.000000
NC
USD
5049.320000
0.0013737249
N/A
DFE
CORP
US
N
2
DEUTSCHE BANK
7LTWFZYICNSX8D621K86
Call
Purchased
DEUTSCHE BANK
70BA_FXO_USD_OTC_E_CALL_EUR_USD_K_1.065_EFF_2023-03-21_MAT_2023-04-20
2740000.00
1.065
USD
2023-04-20
XXXX
-11185.180000
N
N
N
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
FXO_EUR_OTC2_E_PUT_CZK_EUR_K_23.75_EFF_2023-03-21_MAT_2023-05-19
000000000
1.000000
NC
45223.700000
0.0123036218
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
Put
Purchased
BNP PARIBAS SECURITIES CORP
70BA_FXO_EUR_OTC2_E_PUT_CZK_EUR_K_23.75_EFF_2023-03-21_MAT_2023-05-19
3365000.000
23.75
EUR
2023-05-19
XXXX
26558.690000
N
N
N
N/A
N/A
LCH - USD ZCIS 3/24/33 REC CPI
000000000
1.000000
NC
USD
8321.430000
0.0022639397
N/A
DO
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70BA_USA-CPI-U
Y
2033-03-24
0.000000
USD
0.000000
USD
-1800000.000000
USD
8321.430000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
FXO_USD_OTC_E_PUT_MXN_USD_K_18.45_EFF_2023-03-24_MAT_2023-04-19
000000000
1.000000
NC
USD
92583.330000
0.0251883477
N/A
DFE
CORP
US
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
Put
Purchased
CITIBANK N A
70BA_FXO_USD_OTC_E_PUT_MXN_USD_K_18.45_EFF_2023-03-24_MAT_2023-04-19
3680000.00
18.45
USD
2023-04-19
XXXX
48000.130000
N
N
N
N/A
N/A
CME - MXN IRS 3/21/2030 REC FIX
000000000
1.000000
NC
9151.290000
0.0024897125
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70BA_MXN-TIIE-BANXICO
Y
2030-03-21
0.000000
USD
0.000000
USD
30000000.000000
MXN
9151.290000
N
N
N
DEUTSCHE BANK
7LTWFZYICNSX8D621K86
RON/USD FWD 20230413 DEUTGB2L
000000000
1.000000
NC
USD
-19671.820000
-0.0053519423
N/A
DFE
CORP
RO
N
2
DEUTSCHE BANK
7LTWFZYICNSX8D621K86
-8574000.000000
RON
1858821.490000
USD
2023-04-13
-19671.820000
N
N
N
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
USD/CNH FWD 20230414 MRMDUS33
000000000
1.000000
NC
USD
-9391.790000
-0.0025551433
N/A
DFE
CORP
US
N
2
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
-1868247.690000
USD
12762000.000000
CNY
2023-04-14
-9391.790000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
USD/JPY FWD 20230421 MSLNGB2X
000000000
1.000000
NC
USD
20013.620000
0.0054449329
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
-1925002.940000
USD
257365000.000000
JPY
2023-04-21
20013.620000
N
N
N
Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
USD/RON FWD 20230413 BARCGB5G
000000000
1.000000
NC
USD
-16935.520000
-0.0046075008
N/A
DFE
CORP
US
N
2
Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
-6914291.890000
RON
1497929.310000
USD
2023-04-13
-16935.520000
N
N
N
Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
RON/USD FWD 20230413 BARCGB5G
000000000
1.000000
NC
USD
3991.190000
0.0010858486
N/A
DFE
CORP
RO
N
2
Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
-499043.640000
USD
2296000.000000
RON
2023-04-13
3991.190000
N
N
N
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
CNH/USD FWD 20230414 SBOSGB2X
000000000
1.000000
NC
USD
-408082.540000
-0.1110234954
N/A
DFE
CORP
CN
N
2
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
-24275324.140000
USD
163860865.450000
CNY
2023-04-14
-408082.540000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
EUR/USD FWD 20230519 GSILGB2X
000000000
1.000000
NC
USD
860.320000
0.0002340598
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
-340616.440000
EUR
371292.360000
USD
2023-05-19
860.320000
N
N
N
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
IDR/USD FWD 20230707 MRMDUS33
000000000
1.000000
NC
USD
-12117.740000
-0.0032967690
N/A
DFE
CORP
ID
N
2
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
-22546236962.000000
IDR
1492961.740000
USD
2023-07-07
-12117.740000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
INR/USD FWD 20230707 BOFAUS6N
000000000
1.000000
NC
USD
-2312.520000
-0.0006291474
N/A
DFE
CORP
IN
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
-139509885.890000
INR
1686990.370000
USD
2023-07-07
-2312.520000
N
N
N
N/A
N/A
EURO-BOBL FUTURE JUN23
000000000
-78.000000
NC
-148862.458333
-0.0404997245
N/A
DIR
CORP
DE
N
1
JP MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Short
Bundesobligation
GERMANY
2023-06-08
-9651332.527778
USD
-148862.458333
N
N
N
N/A
N/A
EURO-BOBL FUTURE JUN23
000000000
-30.000000
NC
-57254.791667
-0.0155768171
N/A
DIR
CORP
DE
N
1
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Short
Bundesobligation
GERMANY
2023-06-08
-3712050.972222
USD
-57254.791667
N
N
N
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
ZAR/USD FWD 20230414 IRVTGB2X
000000000
1.000000
NC
USD
2627.180000
0.0007147542
N/A
DFE
CORP
ZA
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
-1788172.710000
USD
31924985.900000
ZAR
2023-04-14
2627.180000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
COP/USD FWD 20230609 BOFAUS6N
000000000
1.000000
NC
USD
-68076.980000
-0.0185211165
N/A
DFE
CORP
CO
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
-11026712000.000000
COP
2266073.160000
USD
2023-06-09
-68076.980000
N
N
N
Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
USD/ILS FWD 20230420 BARCGB5G
000000000
1.000000
NC
USD
-15142.580000
-0.0041197111
N/A
DFE
CORP
US
N
2
Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
-6496000.000000
ILS
1792146.340000
USD
2023-04-20
-15142.580000
N
N
N
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
USD/EGP FWD 20230412 BNPAFRPP
000000000
1.000000
NC
USD
-44644.130000
-0.0121459432
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
-920284.970000
USD
27584437.630000
EGP
2023-04-12
-44644.130000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
GBP/USD FWD 20230519 BOFAUS6N
000000000
1.000000
NC
USD
7138.030000
0.0019419822
N/A
DFE
CORP
GB
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
-1903170.450000
USD
1547000.000000
GBP
2023-05-19
7138.030000
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
USD/GBP FWD 20230519 CIBCCATT
000000000
1.000000
NC
USD
19955.770000
0.0054291941
N/A
DFE
CORP
US
N
2
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
-1970617.770000
USD
1612000.000000
GBP
2023-05-19
19955.770000
N
N
N
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
MXN/USD FWD 20230414 MRMDUS33
000000000
1.000000
NC
USD
-79079.230000
-0.0215144037
N/A
DFE
CORP
MX
N
2
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
-26655268.350000
MXN
1396087.430000
USD
2023-04-14
-79079.230000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
PLN/USD FWD 20230512 MSLNGB2X
000000000
1.000000
NC
USD
96706.450000
0.0263100894
N/A
DFE
CORP
PL
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
-2678757.490000
USD
12011642.620000
PLN
2023-05-12
96706.450000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
COP/USD FWD 20230609 MSLNGB2X
000000000
1.000000
NC
USD
25683.750000
0.0069875562
N/A
DFE
CORP
CO
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
-521141.230000
USD
2583244944.370000
COP
2023-06-09
25683.750000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
USD/CZK FWD 20230414 BOFAUS6N
000000000
1.000000
NC
USD
-46751.390000
-0.0127192473
N/A
DFE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
-38751000.000000
CZK
1742636.150000
USD
2023-04-14
-46751.390000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
CZK/USD FWD 20230414 BOFAUS6N
000000000
1.000000
NC
USD
16963.260000
0.0046150478
N/A
DFE
CORP
CZ
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
-645133.650000
USD
14338379.280000
CZK
2023-04-14
16963.260000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
USD/TRY FWD 20230818 CITIGB2L
000000000
1.000000
NC
USD
-86727.990000
-0.0235953359
N/A
DFE
CORP
US
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
-1236494.320000
USD
26665000.000000
TRY
2023-08-18
-86727.990000
N
N
N
STANDARD CHARTERED SECURITIES
5493003GCX71N8988W38
IDR/USD FWD 20230406 SCBLGB2L
000000000
1.000000
NC
USD
170410.510000
0.0463621170
N/A
DFE
CORP
ID
N
2
STANDARD CHARTERED SECURITIES
5493003GCX71N8988W38
-5182187.390000
USD
80230625228.000000
IDR
2023-04-06
170410.510000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
INR/USD FWD 20230406 GSILGB2X
000000000
1.000000
NC
USD
-20971.900000
-0.0057056439
N/A
DFE
CORP
IN
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
-172283340.750000
INR
2074703.040000
USD
2023-04-06
-20971.900000
N
N
N
Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
USD/ZAR FWD 20230414 BARCGB5G
000000000
1.000000
NC
USD
-3151.120000
-0.0008572980
N/A
DFE
CORP
US
N
2
Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
-131591369.210000
ZAR
7378334.040000
USD
2023-04-14
-3151.120000
N
N
N
Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
ZAR/USD FWD 20230414 BARCGB5G
000000000
1.000000
NC
USD
11569.220000
0.0031475379
N/A
DFE
CORP
ZA
N
2
Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
-2601840.090000
USD
46589825.950000
ZAR
2023-04-14
11569.220000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
MXN/USD FWD 20230414 CITIGB2L
000000000
1.000000
NC
USD
-25697.530000
-0.0069913052
N/A
DFE
CORP
MX
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
-16898085.500000
MXN
909483.170000
USD
2023-04-14
-25697.530000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
THB/USD FWD 20230609 CHASGB2L
000000000
1.000000
NC
USD
-15907.140000
-0.0043277183
N/A
DFE
CORP
TH
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
-63675563.480000
THB
1859658.980000
USD
2023-06-09
-15907.140000
N
N
N
Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
SGD/USD FWD 20230616 BARCGB5G
000000000
1.000000
NC
USD
-8827.880000
-0.0024017251
N/A
DFE
CORP
SG
N
2
Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
-659321.000000
SGD
487843.880000
USD
2023-06-16
-8827.880000
N
N
N
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
BRL/USD FWD 20230602 BNPAFRPP
000000000
1.000000
NC
USD
31860.790000
0.0086680902
N/A
DFE
CORP
BR
N
2
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
-1423742.600000
USD
7463116.320000
BRL
2023-06-02
31860.790000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
CHF/USD FWD 20230421 BOFAUS6N
000000000
1.000000
NC
USD
-27311.090000
-0.0074302926
N/A
DFE
CORP
CH
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
-3419000.000000
CHF
3717958.030000
USD
2023-04-21
-27311.090000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
IDR/USD FWD 20230406 CHASGB2L
000000000
1.000000
NC
USD
-24612.530000
-0.0066961187
N/A
DFE
CORP
ID
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
-17929329000.000000
IDR
1171545.280000
USD
2023-04-06
-24612.530000
N
N
N
N/A
N/A
BONA FIDE INVSTMNT HLDNG LLC A
TC1FCHS82
0.000000
NS
USD
206999.750000
0.0563166358
Long
EC
CORP
US
Y
N/A
N
N
N
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
BRL/USD FWD 20230602 MRMDUS33
000000000
1.000000
NC
USD
46957.780000
0.0127753980
N/A
DFE
CORP
BR
N
2
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
-1304673.940000
USD
6930036.590000
BRL
2023-06-02
46957.780000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
USD/INR FWD 20230406 BOFAUS6N
000000000
1.000000
NC
USD
505.500000
0.0001375270
N/A
DFE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
-28667497.950000
INR
349220.340000
USD
2023-04-06
505.500000
N
N
N
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
USD/MXN FWD 20230414 BNPAFRPP
000000000
1.000000
NC
USD
-2844.030000
-0.0007737507
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
-23456937.240000
MXN
1295319.300000
USD
2023-04-14
-2844.030000
N
N
N
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
EUR/USD FWD 20230519 BNPAFRPP
000000000
1.000000
NC
USD
-89876.360000
-0.0244518857
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
-6566911.700000
EUR
7051865.000000
USD
2023-05-19
-89876.360000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
ZAR/USD FWD 20230414 GSILGB2X
000000000
1.000000
NC
USD
-9247.370000
-0.0025158522
N/A
DFE
CORP
ZA
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
-6861096.360000
ZAR
375618.910000
USD
2023-04-14
-9247.370000
N
N
N
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
PLN/USD FWD 20230512 BNPAFRPP
000000000
1.000000
NC
USD
17080.420000
0.0046469225
N/A
DFE
CORP
PL
N
2
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
-641684.410000
USD
2851000.000000
PLN
2023-05-12
17080.420000
N
N
N
Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
USD/IDR FWD 20230406 BARCGB5G
000000000
1.000000
NC
USD
-24691.440000
-0.0067175870
N/A
DFE
CORP
US
N
2
Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
-18806469000.000000
IDR
1229984.890000
USD
2023-04-06
-24691.440000
N
N
N
Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
IDR/USD FWD 20230406 BARCGB5G
000000000
1.000000
NC
USD
13720.800000
0.0037328997
N/A
DFE
CORP
ID
N
2
Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
-2313413.520000
USD
34881649000.000000
IDR
2023-04-06
13720.800000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
HUF/USD FWD 20230414 UBSWGB2L
000000000
1.000000
NC
USD
-84825.660000
-0.0230777854
N/A
DFE
CORP
HU
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-309278044.000000
HUF
793857.120000
USD
2023-04-14
-84825.660000
N
N
N
N/A
N/A
US LONG BOND(CBT) JUN23
000000000
-25.000000
NC
USD
-135387.000000
-0.0368335729
N/A
DIR
CORP
US
N
1
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Short
United States Treasury Note/Bond
US TREASURY N/B
2023-06-21
-3143519.250000
USD
-135387.000000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
USD/BRL FWD 20230602 GSILGB2X
000000000
1.000000
NC
USD
-26418.900000
-0.0071875622
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
-9630007.850000
BRL
1851814.190000
USD
2023-06-02
-26418.900000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
BRL/USD FWD 20230602 GSILGB2X
000000000
1.000000
NC
USD
47446.380000
0.0129083272
N/A
DFE
CORP
BR
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
-1304185.340000
USD
6930036.590000
BRL
2023-06-02
47446.380000
N
N
N
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
USD/TWD FWD 20230407 MRMDUS33
000000000
1.000000
NC
USD
21304.820000
0.0057962185
N/A
DFE
CORP
US
N
2
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
-62101000.000000
TWD
2060742.060000
USD
2023-04-07
21304.820000
N
N
N
N/A
N/A
US 10YR ULTRA FUT JUN23
000000000
-9.000000
NC
USD
3101.014286
0.0008436662
N/A
DIR
CORP
US
N
1
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Short
United States Treasury Note/Bond
US TREASURY N/B
2023-06-21
-1093366.684286
USD
3101.014286
N
N
N
N/A
N/A
US 10YR ULTRA FUT JUN23
000000000
-12.000000
NC
USD
4134.685714
0.0011248883
N/A
DIR
CORP
US
N
1
MERRILL LYNCH PIERCE FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
Short
United States Treasury Note/Bond
US TREASURY N/B
2023-06-21
-1457822.245714
USD
4134.685714
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
USD/JPY FWD 20230421 CHASGB2L
000000000
1.000000
NC
USD
93551.730000
0.0254518119
N/A
DFE
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
-553383000.000000
JPY
4275701.990000
USD
2023-04-21
93551.730000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
EGP/USD FWD 20230412 CITIGB2L
000000000
1.000000
NC
USD
-13134.150000
-0.0035732949
N/A
DFE
CORP
EG
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
-678615.710000
USD
20964000.000000
EGP
2023-04-12
-13134.150000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
USD/EGP FWD 20230412 CITIGB2L
000000000
1.000000
NC
USD
-772.770000
-0.0002102409
N/A
DFE
CORP
US
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
-11302000.000000
EGP
357998.100000
USD
2023-04-12
-772.770000
N
N
N
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
BRL/USD FWD 20230602 BNPAFRPP
000000000
1.000000
NC
USD
-47996.690000
-0.0130580453
N/A
DFE
CORP
BR
N
2
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
-6836000.000000
BRL
1285294.170000
USD
2023-06-02
-47996.690000
N
N
N
Times China Holdings Ltd
2549000KTINB9ZPZP710
TIMES CHINA HOLDINGS LTD
BK2863672
1000000.000000
PA
USD
155893.990000
0.0424127327
Long
DBT
CORP
KY
N
2
2025-07-08
Fixed
6.75
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
STANDARD CHARTERED BANK
BM6823504
63100000000.000000
PA
4718244.690000
1.2836521200
Long
DBT
CORP
GB
N
2
2029-03-20
Fixed
9.0
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT
BN8716951
22000000000.000000
PA
1416640.970000
0.3854132848
Long
DBT
NUSS
N/A
N
2
2026-02-09
Fixed
4.6
N
N
N
N
N
N
North Macedonia Government International Bond
635400RD1N6RVNCE4958
NORTH MACEDONIA GOVERNMENT INTERNATIONAL BOND
ZM8877007
1420000.000000
PA
1549376.240000
0.4215254244
Long
DBT
NUSS
MK
N
2
2027-03-13
Fixed
6.25
N
N
N
N
N
N
2023-03-31
T. ROWE PRICE INTERNATIONAL FUNDS, INC.
/s/ Alan Dupski
Alan Dupski
Treasurer & Vice President
XXXX
NPORT-EX
2
70BATRP033123.htm
T. ROWE PRICE INTERNATIONAL FUNDS, INC.
T.
ROWE
PRICE
Emerging
Markets
Local
Currency
Bond
Fund
March
31,
2023
(Unaudited)
Portfolio
of
Investments
‡
Par/Shares
$
Value
(
Cost
and
value
in
$000s)
‡
ANGOLA
0.6%
Government
Bonds
0.6%
Republic
of
Angola,
9.50%,
11/12/25
(USD)
2,305,000
2,292
Total
Angola
(Cost
$2,369
)
2,292
BAHAMAS
0.1%
Government
Bonds
0.1%
Commonwealth
of
Bahamas,
5.75%,
1/16/24
(USD)
470,000
446
Total
Bahamas
(Cost
$463
)
446
BRAZIL
7.9%
Corporate
Bonds
0.3%
Sitios
Latinoamerica,
5.375%,
4/4/32
(USD) (1)
1,430,000
1,279
1,279
Government
Bonds
7.6%
Brazil
Notas
do
Tesouro
Nacional,
Series
NTNF,
10.00%,
1/1/25
20,285,000
3,881
Brazil
Notas
do
Tesouro
Nacional,
Series
NTNF,
10.00%,
1/1/27
50,625,000
9,380
Brazil
Notas
do
Tesouro
Nacional,
Series
NTNF,
10.00%,
1/1/31
74,730,000
12,916
Brazil
Notas
do
Tesouro
Nacional,
Series
NTNF,
10.00%,
1/1/33
11,090,000
1,866
28,043
Total
Brazil
(Cost
$28,396
)
29,322
CHILE
1.2%
Government
Bonds
1.2%
Bonos
de
la
Tesoreria
de
la
Republica,
Inflation-Indexed,
1.90%,
9/1/30
1,814,290,830
2,315
Bonos
de
la
Tesoreria
de
la
Republica
en
pesos,
7.00%,
5/1/34 (1)
1,330,000,000
1,939
Total
Chile
(Cost
$3,942
)
4,254
CHINA
3.3%
Corporate
Bonds
0.2%
Agile
Group
Holdings,
5.75%,
1/2/25
(USD)
540,000
296
Longfor
Group
Holdings,
3.375%,
4/13/27
(USD)
300,000
246
Times
China
Holdings,
6.75%,
7/8/25
(USD) (2)(3)
1,000,000
156
698
Government
Bonds
3.1%
China
Development
Bank,
Series
1904,
3.68%,
2/26/26
5,900,000
882
T.
ROWE
PRICE
Emerging
Markets
Local
Currency
Bond
Fund
Par/Shares
$
Value
(Cost
and
value
in
$000s)
People's
Republic
of
China,
Series
INBK,
3.01%,
5/13/28
25,000,000
3,693
People's
Republic
of
China,
Series
INBK,
3.81%,
9/14/50
7,350,000
1,181
People's
Republic
of
China,
Series
1915,
3.13%,
11/21/29
39,100,000
5,814
11,570
Total
China
(Cost
$13,381
)
12,268
COLOMBIA
5.1%
Corporate
Bonds
0.3%
Empresas
Publicas
de
Medellin,
7.625%,
9/10/24 (1)
1,862,000,000
361
Empresas
Publicas
de
Medellin,
7.625%,
9/10/24
4,371,000,000
847
1,208
Government
Bonds
4.7%
Republic
of
Colombia,
Series
B,
6.00%,
4/28/28
43,473,800,000
7,489
Republic
of
Colombia,
Series
B,
7.00%,
3/26/31
8,497,000,000
1,405
Republic
of
Colombia,
Series
B,
7.00%,
6/30/32
13,800,000,000
2,198
Republic
of
Colombia,
Series
B,
7.25%,
10/18/34
20,901,300,000
3,225
Republic
of
Colombia,
Series
B,
13.25%,
2/9/33
161,600,000
38
Republic
of
Colombia,
Series
G,
7.00%,
3/26/31
19,383,400,000
3,204
17,559
Private
Investment
Company
0.1%
Bona
Fide
Investments
Feeder
LLC,
Acquisition
date:
6/1/22,
Cost $197
(USD) (3)(4)
†
207
207
Total
Colombia
(Cost
$24,502
)
18,974
CZECH
REPUBLIC
2.3%
Government
Bonds
2.3%
Czech
Republic,
Series
49,
4.20%,
12/4/36
45,000,000
1,996
Czech
Republic,
Series
78,
2.50%,
8/25/28
109,590,000
4,525
Czech
Republic,
Series
103,
2.00%,
10/13/33
50,170,000
1,825
Total
Czech
Republic
(Cost
$7,466
)
8,346
DOMINICAN
REPUBLIC
0.4%
Government
Bonds
0.4%
Dominican
Republic,
9.75%,
6/5/26 (1)
48,250,000
863
Dominican
Republic,
13.625%,
2/3/33 (1)
32,350,000
672
Total
Dominican
Republic
(Cost
$1,392
)
1,535
T.
ROWE
PRICE
Emerging
Markets
Local
Currency
Bond
Fund
Par/Shares
$
Value
(Cost
and
value
in
$000s)
EGYPT
0.5%
Government
Bonds
0.5%
Arab
Republic
of
Egypt,
Series
5YR,
14.369%,
10/20/25
28,100,000
750
Arab
Republic
of
Egypt,
Series
5YR,
15.90%,
7/2/24
38,000,000
1,141
Total
Egypt
(Cost
$3,975
)
1,891
HUNGARY
2.8%
Government
Bonds
2.8%
Republic
of
Hungary,
Series
25/B,
5.50%,
6/24/25
609,120,000
1,538
Republic
of
Hungary,
Series
28/B,
4.50%,
3/23/28
1,185,660,000
2,752
Republic
of
Hungary,
Series
31/A,
3.25%,
10/22/31
832,000,000
1,638
Republic
of
Hungary,
Series
32/G,
4.50%,
5/27/32
1,159,000,000
2,483
Republic
of
Hungary,
Series
33/A,
2.25%,
4/20/33
967,000,000
1,656
Republic
of
Hungary,
Series
38/A,
3.00%,
10/27/38
217,910,000
346
Total
Hungary
(Cost
$12,077
)
10,413
INDIA
2.7%
Corporate
Bonds
0.4%
HDFC
Bank,
8.10%,
3/22/25
130,000,000
1,570
1,570
Government
Bonds
2.3%
Republic
of
India,
6.79%,
12/26/29
430,430,000
5,123
Republic
of
India,
7.26%,
8/22/32
285,000,000
3,467
8,590
Total
India
(Cost
$10,668
)
10,160
INDONESIA
9.9%
Corporate
Bonds
1.3%
Standard
Chartered
Bank,
Series
emtN,
CLN
(Reference:
Republic
of
Indonesia),
9.00%,
3/20/29 (1)
63,100,000,000
4,718
4,718
Government
Bonds
8.6%
Republic
of
Indonesia,
Series
FR65,
6.625%,
5/15/33
14,280,000,000
937
Republic
of
Indonesia,
Series
FR72,
8.25%,
5/15/36
77,804,000,000
5,737
Republic
of
Indonesia,
Series
FR73,
8.75%,
5/15/31
119,457,000,000
8,963
Republic
of
Indonesia,
Series
FR78,
8.25%,
5/15/29
22,100,000,000
1,607
Republic
of
Indonesia,
Series
FR82,
7.00%,
9/15/30
27,300,000,000
1,863
Republic
of
Indonesia,
Series
FR83,
7.50%,
4/15/40
37,272,000,000
2,594
Republic
of
Indonesia,
Series
FR90,
5.125%,
4/15/27
86,200,000,000
5,515
T.
ROWE
PRICE
Emerging
Markets
Local
Currency
Bond
Fund
Par/Shares
$
Value
(Cost
and
value
in
$000s)
Republic
of
Indonesia,
Series
FR91,
6.375%,
4/15/32
69,039,000,000
4,512
31,728
Total
Indonesia
(Cost
$36,137
)
36,446
IVORY
COAST
0.4%
Government
Bonds
0.4%
Republic
of
Ivory
Coast,
5.875%,
10/17/31
(EUR)
1,665,000
1,488
Total
Ivory
Coast
(Cost
$1,442
)
1,488
MALAYSIA
6.7%
Government
Bonds
6.7%
Government
of
Malaysia,
Series
0120,
4.065%,
6/15/50
16,045,000
3,425
Government
of
Malaysia,
Series
0311,
4.392%,
4/15/26
3,650,000
849
Government
of
Malaysia,
Series
0322,
4.504%,
4/30/29
14,730,000
3,456
Government
of
Malaysia,
Series
0411,
4.232%,
6/30/31
35,969,000
8,325
Government
of
Malaysia,
Series
0519,
3.757%,
5/22/40
29,575,000
6,313
Government
of
Malaysia,
Series
0713,
4.935%,
9/30/43
9,040,000
2,217
Total
Malaysia
(Cost
$24,671
)
24,585
MEXICO
10.6%
Government
Bonds
10.6%
Petroleos
Mexicanos,
6.50%,
3/13/27
(USD)
1,805,000
1,642
Petroleos
Mexicanos,
Series
14-2,
7.47%,
11/12/26
12,010,000
574
Republic
of
Mexico,
6.35%,
2/9/35
(USD)
550,000
586
United
Mexican
States,
Series
M,
7.75%,
5/29/31
147,535,000
7,687
United
Mexican
States,
Series
M,
8.00%,
7/31/53
29,430,000
1,448
United
Mexican
States,
Series
M
20,
7.50%,
6/3/27
140,981,800
7,423
United
Mexican
States,
Series
M
20,
8.50%,
5/31/29
130,115,000
7,111
United
Mexican
States,
Series
M
30,
8.50%,
11/18/38
238,360,000
12,638
Total
Mexico
(Cost
$36,968
)
39,109
MOROCCO
0.4%
Government
Bonds
0.4%
Kingdom
of
Morocco,
5.95%,
3/8/28
(USD) (1)
1,450,000
1,489
Total
Morocco
(Cost
$1,434
)
1,489
T.
ROWE
PRICE
Emerging
Markets
Local
Currency
Bond
Fund
Par/Shares
$
Value
(Cost
and
value
in
$000s)
NORTH
MACEDONIA
0.4%
Government
Bonds
0.4%
Republic
of
North
Macedonia,
6.96%,
3/13/27
(EUR) (1)
1,420,000
1,549
Total
North
Macedonia
(Cost
$1,502
)
1,549
PANAMA
0.2%
Government
Bonds
0.2%
Republic
of
Panama,
8.875%,
9/30/27
(USD)
720,000
838
Total
Panama
(Cost
$839
)
838
PERU
3.8%
Government
Bonds
3.8%
Republic
of
Peru,
6.15%,
8/12/32
13,534,000
3,290
Republic
of
Peru,
6.35%,
8/12/28 (1)
14,869,000
3,856
Republic
of
Peru,
6.35%,
8/12/28
16,700,000
4,331
Republic
of
Peru,
6.90%,
8/12/37
924,000
230
Republic
of
Peru,
8.20%,
8/12/26
7,900,000
2,200
Total
Peru
(Cost
$15,350
)
13,907
PHILIPPINES
0.1%
Government
Bonds
0.1%
Republic
of
Philippines,
Series
25-6,
9.25%,
11/5/34
14,060,000
323
Total
Philippines
(Cost
$285
)
323
POLAND
2.8%
Government
Bonds
2.8%
Republic
of
Poland,
Series
0727,
2.50%,
7/25/27
34,200,000
6,899
Republic
of
Poland,
Series
1029,
2.75%,
10/25/29
10,037,000
1,932
Republic
of
Poland,
Series
1033,
6.00%,
10/25/33
6,471,000
1,507
Total
Poland
(Cost
$9,437
)
10,338
ROMANIA
4.5%
Government
Bonds
4.5%
Republic
of
Romania,
Series
10Y,
5.00%,
2/12/29
45,920,000
8,982
Republic
of
Romania,
Series
15YR,
5.80%,
7/26/27
12,100,000
2,515
Republic
of
Romania,
Series
5Y,
4.25%,
4/28/36
14,915,000
2,399
Republic
of
Romania,
Series
8Y,
4.15%,
1/26/28
14,760,000
2,842
Total
Romania
(Cost
$15,501
)
16,738
T.
ROWE
PRICE
Emerging
Markets
Local
Currency
Bond
Fund
Par/Shares
$
Value
(Cost
and
value
in
$000s)
SENEGAL
0.5%
Government
Bonds
0.5%
Republic
of
Senegal,
6.25%,
5/23/33
(USD)
2,163,000
1,726
Total
Senegal
(Cost
$2,008
)
1,726
SERBIA
0.4%
Government
Bonds
0.4%
Republic
of
Serbia,
Series
12.5,
4.50%,
8/20/32
185,990,000
1,464
Total
Serbia
(Cost
$1,949
)
1,464
SOUTH
AFRICA
9.2%
Government
Bonds
9.2%
Republic
of
South
Africa,
Series
R186,
10.50%,
12/21/26
109,800,000
6,566
Republic
of
South
Africa,
Series
2032,
8.25%,
3/31/32
176,028,000
8,631
Republic
of
South
Africa,
Series
2035,
8.875%,
2/28/35
176,624,000
8,514
Republic
of
South
Africa,
Series
2044,
8.75%,
1/31/44
99,090,000
4,316
Republic
of
South
Africa,
Series
2048,
8.75%,
2/28/48
141,124,000
6,102
Total
South
Africa
(Cost
$37,530
)
34,129
SOUTH
KOREA
0.2%
Corporate
Bonds
0.2%
POSCO,
5.625%,
1/17/26
(USD) (1)
660,000
668
Total
South
Korea
(Cost
$656
)
668
SUPRANATIONAL
1.4%
Government
Bonds
1.4%
European
Bank
for
Reconstruction
&
Development,
Series
GMTN,
5.60%,
1/30/25
(IDR)
40,230,000,000
2,648
International
Bank
for
Reconstruction
&
Development,
Series
GDIF,
4.60%,
2/9/26
(IDR)
22,000,000,000
1,417
International
Bank
for
Reconstruction
&
Development,
Series
GMTN,
4.90%,
2/12/26
(INR)
90,700,000
1,046
Total
Supranational
(Cost
$5,611
)
5,111
THAILAND
6.4%
Government
Bonds
6.4%
Kingdom
of
Thailand,
1.585%,
12/17/35
339,965,000
8,876
Kingdom
of
Thailand,
2.00%,
6/17/42
9,500,000
244
T.
ROWE
PRICE
Emerging
Markets
Local
Currency
Bond
Fund
Par/Shares
$
Value
(Cost
and
value
in
$000s)
Kingdom
of
Thailand,
3.40%,
6/17/36
58,213,000
1,846
Kingdom
of
Thailand,
3.65%,
6/20/31
120,030,000
3,871
Kingdom
of
Thailand,
3.775%,
6/25/32
194,525,000
6,383
Kingdom
of
Thailand,
Series
ILB,
Inflation-Indexed,
1.25%,
3/12/28
90,619,533
2,572
Total
Thailand
(Cost
$24,907
)
23,792
TURKEY
0.3%
Government
Bonds
0.3%
Republic
of
Turkey,
9.875%,
1/15/28
(USD)
1,030,000
1,075
Total
Turkey
(Cost
$1,076
)
1,075
UKRAINE
0.8%
Government
Bonds
0.8%
Government
of
Ukraine,
11.67%,
11/22/23
130,100,000
3,048
Total
Ukraine
(Cost
$4,944
)
3,048
UNITED
STATES
2.2%
U.S.
Treasury
Obligations
2.2%
U.S.
Treasury
Inflation-Indexed
Notes,
0.625%,
7/15/32
8,460,798
8,076
Total
United
States
(Cost
$7,936
)
8,076
URUGUAY
1.4%
Government
Bonds
1.4%
Republic
of
Uruguay,
8.25%,
5/21/31
106,300,000
2,433
Republic
of
Uruguay,
8.50%,
3/15/28 (1)
115,100,000
2,759
Total
Uruguay
(Cost
$5,261
)
5,192
SHORT-TERM
INVESTMENTS
5.4%
Money
Market
Funds
4.8%
T.
Rowe
Price
Government
Reserve
Fund,
4.82% (5)(6)
17,673,716
17,674
17,674
U.S.
Treasury
Obligations
0.6%
U.S.
Treasury
Bills,
4.434%,
4/4/23
375,000
375
U.S.
Treasury
Bills,
4.597%,
6/22/23
1,000,000
990
U.S.
Treasury
Bills,
4.854%,
8/10/23 (7)
920,000
904
2,269
Total
Short-Term
Investments
(Cost
$19,943)
19,943
T.
ROWE
PRICE
Emerging
Markets
Local
Currency
Bond
Fund
(Amounts
in
000s,
except
for
contracts)
OPTIONS
PURCHASED
0.1%
OTC
Options
Purchased
0.1%
Counterparty
Description
Contracts
Notional
Amount
$
Value
Bank
of
America
USD
/
EUR
Call,
4/4/23
@
EUR1.07 (3)
2
5,620
—
Bank
of
America
USD
/
JPY
Put,
4/13/23
@
JPY128.00 (3)
1
3,700
4
BNP
Paribas
EUR
/
CZK
Put,
5/19/23
@
CZK23.75 (3)
1
3,365
45
Citibank
USD
/
MXN
Put,
4/19/23
@
MXN18.45 (3)
1
3,680
93
Deutsche
Bank
USD
/
EUR
Call,
4/20/23
@
EUR1.07 (3)
1
2,740
5
Deutsche
Bank
USD
/
MXN
Put,
4/19/23
@
MXN18.45 (3)
1
3,680
92
Goldman
Sachs
USD
/
KRW
Put,
4/5/23
@
KRW1,285.00 (3)
1
3,710
3
HSBC
Bank
USD
/
JPY
Put,
4/13/23
@
JPY128.00 (3)
1
3,700
4
HSBC
Bank
USD
/
KRW
Put,
4/5/23
@
KRW1,285.00 (3)
1
5,500
4
Total
Options
Purchased
(Cost
$268)
250
Total
Investments
in
Securities
95.0%
(Cost
$364,286)
$
351,185
Other
Assets
Less
Liabilities
5.0%
18,617
Net
Assets
100.0%
$
369,802
‡
Country
classifications
are
generally
based
on
MSCI
categories
or
another
unaffiliated
third
party
data
provider;
Par/Shares
and
Notional
Amount
are
denominated
in
the
currency
of
the
country
presented
unless
otherwise
noted.
†
Investment
fund
is
not
unitized.
(1)
Security
was
purchased
pursuant
to
Rule
144A
under
the
Securities
Act
of
1933
and
may
be
resold
in
transactions
exempt
from
registration
only
to
qualified
institutional
buyers.
Total
value
of
such
securities
at
period-end
amounts
to
$20,153
and
represents
5.4%
of
net
assets.
T.
ROWE
PRICE
Emerging
Markets
Local
Currency
Bond
Fund
.
.
.
.
.
.
.
.
.
.
(2)
Security
is
in
default
or
has
failed
to
make
a
scheduled
interest
and/or
principal
payment.
(3)
Non-income
producing
(4)
Security
cannot
be
offered
for
public
resale
without
first
being
registered
under
the
Securities
Act
of
1933
and
related
rules
("restricted
security").
Acquisition
date
represents
the
day
on
which
an
enforceable
right
to
acquire
such
security
is
obtained
and
is
presented
along
with
related
cost
in
the
security
description.
The
fund
may
have
registration
rights
for
certain
restricted
securities.
Any
costs
related
to
such
registration
are
generally
borne
by
the
issuer.
The
aggregate
value
of
restricted
securities
(excluding
144A
holdings)
at
period
end
amounts
to
$207
and
represents
0.1%
of
net
assets.
(5)
Seven-day
yield
(6)
Affiliated
Companies
(7)
At
March
31,
2023,
all
or
a
portion
of
this
security
is
pledged
as
collateral
and/or
margin
deposit
to
cover
future
funding
obligations.
6M
HUF
BUBOR
Six
month
HUF
BUBOR
(Budapest
interbank
offered
rate)
6M
PLN
WIBOR
Six
month
PLN
WIBOR
(Warsaw
interbank
offered
rate)
BRL
Brazilian
Real
BRL
CDI
One
day
Brazilian
interbank
deposit
rate
CHF
Swiss
Franc
CLN
Credit-Linked
Note
CLP
Chilean
Peso
CNH
Offshore
China
Renminbi
COP
Colombian
Peso
CPI
Consumer
Price
Index
CZK
Czech
Koruna
EGP
Egyptian
Pound
EUR
Euro
GBP
British
Pound
HUF
Hungarian
Forint
IDR
Indonesian
Rupiah
ILS
Israeli
Shekel
INR
Indian
Rupee
JPY
Japanese
Yen
KRW
South
Korean
Won
KZT
Kazakhstan
Tenge
MXIBTIIE
Mexican
Interbank
28
day
interest
rate
MXN
Mexican
Peso
MYR
Malaysian
Ringgit
OTC
Over-the-counter
PEN
Peruvian
New
Sol
PHP
Philippines
Peso
PLN
Polish
Zloty
RON
New
Romanian
Leu
RSD
Serbian
Dinar
SGD
Singapore
Dollar
T.
ROWE
PRICE
Emerging
Markets
Local
Currency
Bond
Fund
.
.
.
.
.
.
.
.
.
.
THB
Thai
Baht
TRY
Turkish
Lira
TWD
Taiwan
Dollar
USD
U.S.
Dollar
UYU
Uruguayan
Peso
ZAR
South
African
Rand
T.
ROWE
PRICE
Emerging
Markets
Local
Currency
Bond
Fund
(Amounts
in
000s)
SWAPS
(0.0)%
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
BILATERAL
SWAPS
0.0%
Interest
Rate
Swaps
0.0%
Brazil
0.0%
Barclays
Bank,
2
Year
Interest
Rate
Swap,
Receive
Fixed
12.635%
at
Maturity,
Pay
Variable
13.65%,
(BRL
CDI)
at
Maturity,
1/2/25
11,000
15
—
15
Goldman
Sachs,
2
Year
Interest
Rate
Swap,
Receive
Fixed
13.310%
at
Maturity,
Pay
Variable
13.65%,
(BRL
CDI)
at
Maturity,
1/2/25
30,000
97
—
97
Goldman
Sachs,
3
Year
Interest
Rate
Swap,
Receive
Fixed
10.840%
at
Maturity,
Pay
Variable
13.65%,
(BRL
CDI)
at
Maturity,
7/1/24
11,000
(72)
—
(72)
Morgan
Stanley,
5
Year
Interest
Rate
Swap,
Receive
Fixed
12.170%
at
Maturity,
Pay
Variable
13.65%,
(BRL
CDI)
at
Maturity,
1/4/27
11,510
(4)
—
(4)
Total
Brazil
—
36
Total
Bilateral
Interest
Rate
Swaps
—
36
Total
Bilateral
Swaps
—
36
Description
Notional
Amount
$
Value
Initial
$
Value
Unrealized
$
Gain/(Loss)
CENTRALLY
CLEARED
SWAPS
(0.0)%
Credit
Default
Swaps,
Protection
Bought
0.0%
Brazil
0.0%
Protection
Bought
(Relevant
Credit:
Republic
of
Brazil),
Pay
1.00%
Quarterly,
Receive
upon
credit
default,
6/20/27
(USD)
850
26
55
(29)
Protection
Bought
(Relevant
Credit:
Republic
of
Brazil),
Pay
1.00%
Quarterly,
Receive
upon
credit
default,
12/20/27
(USD)
880
38
68
(30)
Total
Brazil
(59)
T.
ROWE
PRICE
Emerging
Markets
Local
Currency
Bond
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Initial
$
Value
Unrealized
$
Gain/(Loss)
United
States
0.0%
Protection
Bought
(Relevant
Credit:
Markit
CDX.EM-S38,
5
Year
Index),
Pay
1.00%
Quarterly,
Receive
upon
credit
default,
12/20/27
2,755
136
179
(43)
Total
United
States
(43)
Total
Centrally
Cleared
Credit
Default
Swaps,
Protection
Bought
(102)
Interest
Rate
Swaps
(0.0)%
China
(0.0)%
5
Year
Interest
Rate
Swap,
Receive
Fixed
2.510%
Quarterly,
Pay
Variable
3.100%
(7
Day
Interbank
Repo)
Quarterly,
6/24/27
6,000
(8)
—
(8)
5
Year
Interest
Rate
Swap,
Receive
Fixed
2.710%
Quarterly,
Pay
Variable
2.850%
(7
Day
Interbank
Repo)
Quarterly,
12/27/27
27,200
(13)
—
(13)
5
Year
Interest
Rate
Swap,
Receive
Fixed
2.765%
Quarterly,
Pay
Variable
3.100%
(7
Day
Interbank
Repo)
Quarterly,
12/16/27
41,200
(3)
1
(4)
5
Year
Interest
Rate
Swap,
Receive
Fixed
2.790%
Quarterly,
Pay
Variable
3.100%
(7
Day
Interbank
Repo)
Quarterly,
12/9/27
4,300
—
—
—
Total
China
(25)
Hungary
(0.0)%
5
Year
Interest
Rate
Swap,
Receive
Fixed
6.309%
Annually,
Pay
Variable
16.000%
(6M
HUF
BUBOR)
Semi-Annually,
3/18/27
320,000
(114)
—
(114)
5
Year
Interest
Rate
Swap,
Receive
Fixed
9.584%
Annually,
Pay
Variable
15.600%
(6M
HUF
BUBOR)
Semi-Annually,
7/27/27
440,000
32
—
32
Total
Hungary
(82)
Mexico
(0.1)%
5
Year
Interest
Rate
Swap,
Pay
Fixed
8.850%
28
Days,
Receive
Variable
11.337%
(MXIBTIIE)
28
Days,
7/1/27
61,000
(14)
—
(14)
5
Year
Interest
Rate
Swap,
Receive
Fixed
6.540%
28
Days,
Pay
Variable
11.399%
(MXIBTIIE)
28
Days,
12/3/24
27,500
(92)
—
(92)
5
Year
Interest
Rate
Swap,
Receive
Fixed
6.575%
28
Days,
Pay
Variable
11.415%
(MXIBTIIE)
28
Days,
9/13/24
56,500
(175)
1
(176)
T.
ROWE
PRICE
Emerging
Markets
Local
Currency
Bond
Fund
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Initial
$
Value
Unrealized
$
Gain/(Loss)
7
Year
Interest
Rate
Swap,
Receive
Fixed
8.530%
28
Days,
Pay
Variable
11.415%
(MXIBTIIE)
28
Days,
3/21/30
30,000
9
—
9
Total
Mexico
(273)
Poland
0.1%
5
Year
Interest
Rate
Swap,
Receive
Fixed
6.530%
Annually,
Pay
Variable
7.110%
(6M
PLN
WIBOR)
Semi-Annually,
7/7/27
7,100
109
—
109
Total
Poland
109
Total
Centrally
Cleared
Interest
Rate
Swaps
(271)
Zero-Coupon
Inflation
Swaps
(0.0)%
United
States
(0.0)%
5
Year
Zero-Coupon
Inflation
Swap
Pay
Fixed
2.349%
at
Maturity,
Receive
Variable
(Change
in
CPI)
at
Maturity,
1/24/28
1,010
12
—
12
5
Year
Zero-Coupon
Inflation
Swap
Pay
Fixed
2.608%
at
Maturity,
Receive
Variable
(Change
in
CPI)
at
Maturity,
2/17/28
960
1
—
1
5
Year
Zero-Coupon
Inflation
Swap
Pay
Fixed
2.915%
at
Maturity,
Receive
Variable
(Change
in
CPI)
at
Maturity,
11/9/27
2,280
(27)
—
(27)
10
Year
Zero-Coupon
Inflation
Swap
Pay
Fixed
2.536%
at
Maturity,
Receive
Variable
(Change
in
CPI)
at
Maturity,
3/24/33
1,800
8
—
8
Total
United
States
(6)
Total
Centrally
Cleared
Zero-Coupon
Inflation
Swaps
(6)
Total
Centrally
Cleared
Swaps
(379)
Net
payments
(receipts)
of
variation
margin
to
date
345
Variation
margin
receivable
(payable)
on
centrally
cleared
swaps
$
(34)
T.
ROWE
PRICE
Emerging
Markets
Local
Currency
Bond
Fund
(Amounts
in
000s)
FORWARD
CURRENCY
EXCHANGE
CONTRACTS
Counterparty
Settlement
Receive
Deliver
Unrealized
Gain/(Loss)
Bank
of
America
4/6/23
INR
741,785
USD
9,006
$
18
Bank
of
America
4/6/23
USD
1,642
IDR
24,477,827
9
Bank
of
America
4/6/23
USD
995
IDR
15,250,242
(23)
Bank
of
America
4/6/23
USD
349
INR
28,667
—
Bank
of
America
4/7/23
KZT
1,788,805
USD
3,796
114
Bank
of
America
4/7/23
KZT
417,814
USD
938
(25)
Bank
of
America
4/7/23
TWD
165,985
USD
5,480
(29)
Bank
of
America
4/7/23
USD
2,113
KZT
963,231
8
Bank
of
America
4/7/23
USD
5,456
TWD
165,985
5
Bank
of
America
4/13/23
RON
7,107
USD
1,535
22
Bank
of
America
4/13/23
USD
851
RON
3,930
(10)
Bank
of
America
4/14/23
CNH
8,234
USD
1,198
1
Bank
of
America
4/14/23
CZK
14,338
USD
645
17
Bank
of
America
4/14/23
HUF
589,819
USD
1,613
63
Bank
of
America
4/14/23
USD
1,743
CZK
38,751
(47)
Bank
of
America
4/14/23
USD
1,787
HUF
653,107
(69)
Bank
of
America
4/14/23
ZAR
22,141
USD
1,297
(55)
Bank
of
America
4/21/23
USD
3,718
CHF
3,419
(27)
Bank
of
America
5/5/23
CLP
1,669,806
USD
2,079
13
Bank
of
America
5/5/23
USD
1,755
CLP
1,463,727
(79)
Bank
of
America
5/12/23
PLN
8,190
USD
1,848
45
Bank
of
America
5/12/23
USD
944
TRY
19,095
10
Bank
of
America
5/19/23
EUR
1,665
USD
1,770
41
Bank
of
America
5/19/23
GBP
1,547
USD
1,903
7
Bank
of
America
6/9/23
USD
2,266
COP
11,026,712
(68)
Bank
of
America
7/7/23
KRW
4,700,700
USD
3,638
(19)
Bank
of
America
7/7/23
USD
7,050
INR
582,992
(10)
Bank
of
America
7/7/23
USD
5,551
TWD
165,985
56
Barclays
Bank
4/6/23
IDR
34,881,649
USD
2,313
14
Barclays
Bank
4/6/23
USD
1,230
IDR
18,806,469
(25)
Barclays
Bank
4/13/23
RON
2,296
USD
499
4
Barclays
Bank
4/13/23
USD
1,498
RON
6,914
(17)
Barclays
Bank
4/14/23
USD
2,352
ZAR
40,226
96
Barclays
Bank
4/14/23
USD
5,026
ZAR
91,366
(99)
Barclays
Bank
4/14/23
ZAR
46,590
USD
2,602
12
Barclays
Bank
4/20/23
USD
1,792
ILS
6,496
(15)
Barclays
Bank
5/12/23
TRY
35,938
USD
1,805
(46)
Barclays
Bank
5/12/23
USD
921
PLN
4,149
(37)
Barclays
Bank
5/19/23
EUR
1,862
USD
1,997
28
Barclays
Bank
6/9/23
USD
1,858
PHP
102,106
(22)
Barclays
Bank
6/16/23
USD
488
SGD
659
(9)
BNP
Paribas
4/5/23
USD
5,156
PEN
19,565
(41)
BNP
Paribas
4/7/23
USD
908
KZT
411,705
8
T.
ROWE
PRICE
Emerging
Markets
Local
Currency
Bond
Fund
(Amounts
in
000s)
FORWARD
CURRENCY
EXCHANGE
CONTRACTS
(CONTINUED)
Counterparty
Settlement
Receive
Deliver
Unrealized
Gain/(Loss)
BNP
Paribas
4/12/23
EGP
27,584
USD
920
$
(45)
BNP
Paribas
4/13/23
USD
1,442
RON
6,669
(19)
BNP
Paribas
4/14/23
USD
1,295
MXN
23,457
(3)
BNP
Paribas
4/21/23
JPY
131,236
USD
1,031
(39)
BNP
Paribas
5/12/23
PLN
2,851
USD
642
17
BNP
Paribas
5/19/23
USD
7,052
EUR
6,567
(90)
BNP
Paribas
6/2/23
BRL
7,463
USD
1,424
32
BNP
Paribas
6/2/23
USD
1,285
BRL
6,836
(48)
BNP
Paribas
6/9/23
THB
55,175
USD
1,619
6
BNP
Paribas
6/9/23
USD
1,011
COP
4,859,537
(18)
BNP
Paribas
7/7/23
IDR
10,810,381
USD
722
—
BNY
Mellon
4/14/23
HUF
1,098,859
USD
2,938
184
BNY
Mellon
4/14/23
ZAR
31,925
USD
1,788
3
Canadian
Imperial
Bank
of
Commerce
5/19/23
GBP
1,612
USD
1,971
20
Citibank
4/5/23
PEN
21,005
USD
5,594
(14)
Citibank
4/5/23
USD
3,997
PEN
15,207
(43)
Citibank
4/6/23
USD
5,896
INR
484,396
4
Citibank
4/12/23
EGP
20,964
USD
679
(13)
Citibank
4/12/23
USD
1,198
EGP
37,246
15
Citibank
4/12/23
USD
358
EGP
11,302
(1)
Citibank
4/14/23
HUF
1,001,175
USD
2,740
104
Citibank
4/14/23
USD
909
MXN
16,898
(26)
Citibank
4/20/23
USD
7,318
ILS
25,237
297
Citibank
4/21/23
JPY
286,167
USD
2,264
(101)
Citibank
5/12/23
RSD
61,818
USD
561
11
Citibank
6/2/23
BRL
11,585
USD
2,230
29
Citibank
6/9/23
COP
6,422,502
USD
1,331
28
Citibank
7/7/23
USD
5,561
PEN
21,005
14
Citibank
7/12/23
EGP
37,246
USD
1,090
(22)
Citibank
8/18/23
TRY
26,665
USD
1,236
(87)
Deutsche
Bank
4/6/23
IDR
9,241,723
USD
609
7
Deutsche
Bank
4/6/23
USD
1,910
IDR
29,379,881
(50)
Deutsche
Bank
4/13/23
USD
1,859
RON
8,574
(20)
Deutsche
Bank
4/14/23
CZK
45,006
USD
2,013
66
Deutsche
Bank
4/20/23
ILS
6,165
USD
1,815
(99)
Deutsche
Bank
4/21/23
JPY
108,192
USD
848
(31)
Deutsche
Bank
5/12/23
USD
1,470
PLN
6,522
(37)
Deutsche
Bank
6/9/23
MYR
16,093
USD
3,651
18
Deutsche
Bank
6/9/23
THB
361,057
USD
10,470
165
Goldman
Sachs
4/6/23
IDR
37,264,104
USD
2,449
37
Goldman
Sachs
4/6/23
USD
2,075
INR
172,283
(21)
Goldman
Sachs
4/7/23
TWD
582,245
USD
19,242
(121)
T.
ROWE
PRICE
Emerging
Markets
Local
Currency
Bond
Fund
(Amounts
in
000s)
FORWARD
CURRENCY
EXCHANGE
CONTRACTS
(CONTINUED)
Counterparty
Settlement
Receive
Deliver
Unrealized
Gain/(Loss)
Goldman
Sachs
4/7/23
USD
17,371
TWD
525,262
$
121
Goldman
Sachs
4/7/23
USD
1,867
TWD
56,983
(5)
Goldman
Sachs
4/14/23
CZK
263,638
USD
11,605
569
Goldman
Sachs
4/14/23
HUF
300,811
USD
847
8
Goldman
Sachs
4/14/23
MXN
104,539
USD
5,705
80
Goldman
Sachs
4/14/23
USD
1,915
CZK
42,264
(37)
Goldman
Sachs
4/14/23
USD
3,574
MXN
65,179
(34)
Goldman
Sachs
4/14/23
USD
376
ZAR
6,861
(9)
Goldman
Sachs
4/21/23
USD
1,267
JPY
167,425
2
Goldman
Sachs
5/5/23
CLP
462,019
USD
561
18
Goldman
Sachs
5/19/23
USD
371
EUR
341
1
Goldman
Sachs
6/2/23
BRL
39,183
USD
7,387
255
Goldman
Sachs
6/2/23
USD
1,852
BRL
9,630
(26)
Goldman
Sachs
6/9/23
THB
345,690
USD
10,011
171
Goldman
Sachs
6/9/23
USD
3,928
THB
133,531
(5)
Goldman
Sachs
7/7/23
USD
5,429
TWD
162,398
52
HSBC
Bank
4/6/23
IDR
22,546,237
USD
1,495
9
HSBC
Bank
4/6/23
INR
227,512
USD
2,770
(2)
HSBC
Bank
4/6/23
USD
533
IDR
7,986,886
—
HSBC
Bank
4/6/23
USD
562
INR
46,110
1
HSBC
Bank
4/7/23
TWD
62,101
USD
2,041
(2)
HSBC
Bank
4/7/23
USD
2,061
TWD
62,101
21
HSBC
Bank
4/14/23
CNH
12,762
USD
1,868
(9)
HSBC
Bank
4/14/23
MXN
58,551
USD
3,126
115
HSBC
Bank
4/14/23
USD
1,396
MXN
26,655
(79)
HSBC
Bank
4/20/23
USD
1,833
ILS
6,509
22
HSBC
Bank
5/19/23
USD
1,120
EUR
1,041
(12)
HSBC
Bank
6/2/23
BRL
26,711
USD
5,091
118
HSBC
Bank
6/2/23
USD
658
BRL
3,496
(24)
HSBC
Bank
6/9/23
MYR
15,632
USD
3,508
56
HSBC
Bank
6/9/23
USD
1,932
MYR
8,597
(28)
HSBC
Bank
6/9/23
USD
1,917
PHP
105,350
(22)
HSBC
Bank
6/9/23
USD
1,206
UYU
48,009
(21)
HSBC
Bank
6/16/23
USD
1,346
SGD
1,815
(21)
HSBC
Bank
7/7/23
USD
1,493
IDR
22,546,237
(12)
HSBC
Bank
8/18/23
TRY
20,500
USD
956
(72)
JPMorgan
Chase
4/5/23
PEN
1,752
USD
454
12
JPMorgan
Chase
4/6/23
USD
1,172
IDR
17,929,329
(25)
JPMorgan
Chase
4/6/23
USD
2,108
INR
173,500
(2)
JPMorgan
Chase
4/7/23
TWD
35,705
USD
1,174
(1)
JPMorgan
Chase
4/7/23
USD
288
TWD
8,757
—
JPMorgan
Chase
4/7/23
USD
877
TWD
26,948
(8)
JPMorgan
Chase
4/13/23
RON
6,860
USD
1,499
4
T.
ROWE
PRICE
Emerging
Markets
Local
Currency
Bond
Fund
(Amounts
in
000s)
FORWARD
CURRENCY
EXCHANGE
CONTRACTS
(CONTINUED)
Counterparty
Settlement
Receive
Deliver
Unrealized
Gain/(Loss)
JPMorgan
Chase
4/13/23
RON
4,808
USD
1,058
$
(4)
JPMorgan
Chase
4/13/23
USD
1,856
RON
8,432
9
JPMorgan
Chase
4/13/23
USD
2,489
RON
11,409
(11)
JPMorgan
Chase
4/14/23
CNH
29,804
USD
4,325
16
JPMorgan
Chase
4/14/23
CNH
5,361
USD
799
(18)
JPMorgan
Chase
4/14/23
CZK
88,999
USD
4,039
71
JPMorgan
Chase
4/14/23
CZK
86,709
USD
4,005
(1)
JPMorgan
Chase
4/14/23
HUF
936,267
USD
2,531
129
JPMorgan
Chase
4/14/23
MXN
56,966
USD
3,021
132
JPMorgan
Chase
4/14/23
USD
2,468
CNH
16,926
2
JPMorgan
Chase
4/14/23
USD
812
CZK
17,565
1
JPMorgan
Chase
4/14/23
USD
2,137
CZK
47,122
(38)
JPMorgan
Chase
4/14/23
USD
406
HUF
148,712
(16)
JPMorgan
Chase
4/14/23
USD
5,862
MXN
111,664
(318)
JPMorgan
Chase
4/14/23
USD
1,459
ZAR
25,521
27
JPMorgan
Chase
4/14/23
USD
5,062
ZAR
92,607
(133)
JPMorgan
Chase
4/14/23
ZAR
23,595
USD
1,273
50
JPMorgan
Chase
4/14/23
ZAR
38,327
USD
2,198
(48)
JPMorgan
Chase
4/20/23
ILS
14,644
USD
4,006
68
JPMorgan
Chase
4/20/23
ILS
6,017
USD
1,727
(53)
JPMorgan
Chase
4/21/23
USD
4,276
JPY
553,383
94
JPMorgan
Chase
5/12/23
PLN
1,226
USD
276
7
JPMorgan
Chase
5/12/23
TRY
16,957
USD
864
(34)
JPMorgan
Chase
5/12/23
USD
955
PLN
4,126
2
JPMorgan
Chase
5/12/23
USD
447
PLN
1,953
(5)
JPMorgan
Chase
5/12/23
USD
968
RSD
105,696
(9)
JPMorgan
Chase
5/12/23
USD
499
TRY
9,986
10
JPMorgan
Chase
5/19/23
USD
1,436
EUR
1,316
4
JPMorgan
Chase
5/19/23
USD
1,947
GBP
1,641
(79)
JPMorgan
Chase
6/9/23
USD
1,860
THB
63,676
(16)
JPMorgan
Chase
6/16/23
SGD
2,474
USD
1,839
25
Morgan
Stanley
4/5/23
PEN
12,015
USD
3,071
121
Morgan
Stanley
4/14/23
MXN
108,373
USD
5,654
343
Morgan
Stanley
4/14/23
USD
526
MXN
9,499
—
Morgan
Stanley
4/14/23
USD
1,448
MXN
27,763
(89)
Morgan
Stanley
4/14/23
USD
1,936
ZAR
33,110
79
Morgan
Stanley
4/14/23
USD
1,887
ZAR
33,761
(7)
Morgan
Stanley
4/14/23
ZAR
102,325
USD
5,662
78
Morgan
Stanley
4/20/23
ILS
8,080
USD
2,277
(29)
Morgan
Stanley
4/21/23
JPY
257,365
USD
1,925
20
Morgan
Stanley
4/21/23
USD
1,797
CHF
1,665
(27)
Morgan
Stanley
5/12/23
PLN
12,012
USD
2,679
97
Morgan
Stanley
6/2/23
BRL
8,071
USD
1,510
64
T.
ROWE
PRICE
Emerging
Markets
Local
Currency
Bond
Fund
(Amounts
in
000s)
FORWARD
CURRENCY
EXCHANGE
CONTRACTS
(CONTINUED)
Counterparty
Settlement
Receive
Deliver
Unrealized
Gain/(Loss)
Morgan
Stanley
6/9/23
COP
2,583,245
USD
521
$
26
Morgan
Stanley
6/9/23
USD
1,534
COP
7,232,696
3
Morgan
Stanley
7/14/23
MXN
9,499
USD
517
—
NatWest
4/14/23
ZAR
18,472
USD
1,003
33
RBC
Dominion
Securities
4/14/23
USD
1,082
MXN
19,657
(6)
RBC
Dominion
Securities
4/14/23
ZAR
17,889
USD
986
18
RBC
Dominion
Securities
4/14/23
ZAR
11,378
USD
663
(25)
RBC
Dominion
Securities
5/19/23
EUR
1,728
USD
1,851
29
Standard
Chartered
4/6/23
IDR
80,230,625
USD
5,182
170
Standard
Chartered
4/6/23
USD
1,029
INR
84,447
2
Standard
Chartered
4/14/23
USD
402
HUF
153,028
(33)
Standard
Chartered
5/5/23
USD
186
CLP
153,007
(6)
Standard
Chartered
6/9/23
MYR
53,917
USD
12,120
172
Standard
Chartered
6/9/23
USD
650
COP
3,166,794
(21)
State
Street
4/6/23
INR
20,107
USD
244
—
State
Street
4/14/23
CNH
163,861
USD
24,275
(408)
State
Street
4/14/23
USD
407
HUF
155,802
(36)
State
Street
5/19/23
USD
1,488
EUR
1,406
(41)
State
Street
5/19/23
USD
3,593
GBP
2,992
(102)
UBS
Investment
Bank
4/6/23
USD
4,620
IDR
70,333,704
(72)
UBS
Investment
Bank
4/13/23
RON
13,866
USD
3,034
4
UBS
Investment
Bank
4/13/23
USD
1,837
RON
8,315
15
UBS
Investment
Bank
4/14/23
CNH
6,265
USD
938
(25)
UBS
Investment
Bank
4/14/23
MXN
34,099
USD
1,877
10
UBS
Investment
Bank
4/14/23
USD
794
HUF
309,278
(85)
UBS
Investment
Bank
4/20/23
ILS
3,336
USD
921
7
UBS
Investment
Bank
4/21/23
JPY
79,941
USD
629
(25)
UBS
Investment
Bank
5/5/23
CLP
1,597,370
USD
1,990
12
UBS
Investment
Bank
5/12/23
PLN
55,588
USD
12,616
229
UBS
Investment
Bank
6/9/23
COP
2,563,179
USD
543
—
Wells
Fargo
4/14/23
USD
2,220
MXN
41,570
(81)
Wells
Fargo
4/14/23
ZAR
31,240
USD
1,727
26
Wells
Fargo
6/9/23
COP
2,641,379
USD
565
(5)
Net
unrealized
gain
(loss)
on
open
forward
currency
exchange
contracts
$
1,406
T.
ROWE
PRICE
Emerging
Markets
Local
Currency
Bond
Fund
FUTURES
CONTRACTS
($000s)
Expiration
Date
Notional
Amount
Value
and
Unrealized
Gain
(Loss)
Short,
108
Euro
BOBL
contracts
6/23
(13,807)
$
(206)
Short,
46
Mini
ten
year
JGB
contracts
6/23
(5,121)
(65)
Short,
25
U.S.
Treasury
Long
Bond
contracts
6/23
(3,279)
(135)
Short,
60
U.S.
Treasury
Notes
five
year
contracts
6/23
(6,570)
(21)
Short,
21
Ultra
U.S.
Treasury
Notes
ten
year
contracts
6/23
(2,544)
7
Net
payments
(receipts)
of
variation
margin
to
date
348
Variation
margin
receivable
(payable)
on
open
futures
contracts
$
(72)
T.
ROWE
PRICE
Emerging
Markets
Local
Currency
Bond
Fund
The
accompanying
notes
are
an
integral
part
of
this
Portfolio
of
Investments.
AFFILIATED
COMPANIES
($000s)
The
fund
may
invest
in
certain
securities
that
are
considered
affiliated
companies.
As
defined
by
the
1940
Act,
an
affiliated
company
is
one
in
which
the
fund
owns
5%
or
more
of
the
outstanding
voting
securities,
or
a
company
that
is
under
common
ownership
or
control.
The
following
securities
were
considered
affiliated
companies
for
all
or
some
portion
of
the
three
months
ended
March
31,
2023.
Net
realized
gain
(loss),
investment
income,
change
in
net
unrealized
gain/loss,
and
purchase
and
sales
cost
reflect
all
activity
for
the
period
then
ended.
Affiliate
Net
Realized
Gain
(Loss)
Change
in
Net
Unrealized
Gain/Loss
Investment
Income
T.
Rowe
Price
Government
Reserve
Fund,
4.82%
$
—#
$
—
$
133+
Supplementary
Investment
Schedule
Affiliate
Value
12/31/22
Purchase
Cost
Sales
Cost
Value
03/31/23
T.
Rowe
Price
Government
Reserve
Fund,
4.82%
$
19,382
¤
¤
$
17,674^
#
Capital
gain
distributions
from
underlying
Price
funds
represented
$0
of
the
net
realized
gain
(loss).
+
Investment
income
comprised
$133
of
dividend
income
and
$0
of
interest
income.
¤
Purchase
and
sale
information
not
shown
for
cash
management
funds.
^
The
cost
basis
of
investments
in
affiliated
companies
was
$17,674.
T.
ROWE
PRICE
Emerging
Markets
Local
Currency
Bond
Fund
Unaudited
Notes
to
Portfolio
of
Investments
T.
Rowe
Price
Emerging
Markets
Local
Currency
Bond
Fund (the
fund) is
registered
under
the
Investment
Company
Act
of
1940
(the
1940
Act)
as
an
open-end
management
investment
company
and
follows
accounting
and
reporting
guidance
of
the
Financial
Accounting
Standards
Board
Accounting
Standards
Codification
Topic
946.
The
accompanying
Portfolio
of
Investments
was
prepared
in
accordance
with
accounting
principles
generally
accepted
in
the
United
States
of
America
(GAAP).
For
additional
information
on
the
fund’s
significant
accounting
policies
and
investment
related
disclosures,
please
refer
to
the
fund’s most
recent
semiannual
or
annual
shareholder
report
and
its
prospectus.
VALUATION
Fair
Value
The
fund’s
financial
instruments
are
valued
at
the
close
of
the
New
York
Stock
Exchange
(NYSE),
normally
4
p.m.
ET,
each
day
the
NYSE
is
open
for
business,
and
are
reported
at
fair
value,
which
GAAP
defines
as
the
price
that
would
be
received
to
sell
an
asset
or
paid
to
transfer
a
liability
in
an
orderly
transaction
between
market
participants
at
the
measurement
date. The fund’s
Board
of
Directors
(the
Board)
has
designated
T.
Rowe
Price
Associates,
Inc.
as
the
fund’s
valuation
designee
(Valuation
Designee).
Subject
to
oversight
by
the
Board,
the
Valuation
Designee
performs
the
following
functions
in
performing
fair
value
determinations:
assesses
and
manages
valuation
risks;
establishes
and
applies
fair
value
methodologies;
tests
fair
value
methodologies;
and
evaluates
pricing
vendors
and
pricing
agents.
The
duties
and
responsibilities
of
the
Valuation
Designee
are
performed
by
its
Valuation
Committee. The
Valuation
Designee provides
periodic
reporting
to
the
Board
on
valuation
matters.
Various
valuation
techniques
and
inputs
are
used
to
determine
the
fair
value
of
financial
instruments.
GAAP
establishes
the
following
fair
value
hierarchy
that
categorizes
the
inputs
used
to
measure
fair
value:
Level
1
–
quoted
prices
(unadjusted)
in
active
markets
for
identical
financial
instruments
that
the
fund
can
access
at
the
reporting
date
Level
2
–
inputs
other
than
Level
1
quoted
prices
that
are
observable,
either
directly
or
indirectly
(including,
but
not
limited
to,
quoted
prices
for
similar
financial
instruments
in
active
markets,
quoted
prices
for
identical
or
similar
financial
instruments
in
inactive
markets,
interest
rates
and
yield
curves,
implied
volatilities,
and
credit
spreads)
T.
ROWE
PRICE
Emerging
Markets
Local
Currency
Bond
Fund
Level
3
–
unobservable
inputs
(including
the Valuation
Designee’s assumptions
in
determining
fair
value)
Observable
inputs
are
developed
using
market
data,
such
as
publicly
available
information
about
actual
events
or
transactions,
and
reflect
the
assumptions
that
market
participants
would
use
to
price
the
financial
instrument.
Unobservable
inputs
are
those
for
which
market
data
are
not
available
and
are
developed
using
the
best
information
available
about
the
assumptions
that
market
participants
would
use
to
price
the
financial
instrument.
GAAP
requires
valuation
techniques
to
maximize
the
use
of
relevant
observable
inputs
and
minimize
the
use
of
unobservable
inputs.
When
multiple
inputs
are
used
to
derive
fair
value,
the
financial
instrument
is
assigned
to
the
level
within
the
fair
value
hierarchy
based
on
the
lowest-level
input
that
is
significant
to
the
fair
value
of
the
financial
instrument.
Input
levels
are
not
necessarily
an
indication
of
the
risk
or
liquidity
associated
with
financial
instruments
at
that
level
but
rather
the
degree
of
judgment
used
in
determining
those
values.
Valuation
Techniques
Debt
securities
generally
are
traded
in
the over-the-counter
(OTC)
market
and
are
valued
at
prices
furnished
by
independent
pricing
services
or
by
broker
dealers
who
make
markets
in
such
securities.
When
valuing
securities,
the
independent
pricing
services
consider
factors
such
as,
but
not
limited
to,
the
yield
or
price
of
bonds
of
comparable
quality,
coupon,
maturity,
and
type,
as
well
as
prices
quoted
by
dealers
who
make
markets
in
such
securities.
Investments
denominated
in
foreign
currencies
are
translated
into
U.S.
dollar
values
each
day
at
the
prevailing
exchange
rate,
using
the
mean
of
the
bid
and
asked
prices
of
such
currencies
against
U.S.
dollars
as
provided
by
an
outside
pricing
service.
Investments
in
mutual
funds
are
valued
at
the
mutual
fund’s
closing
NAV
per
share
on
the
day
of
valuation.
Investments
in
private
investment
companies
are
valued
at
the
investee’s
NAV
per
share
as
of
the
valuation
date,
if
available.
If
the
investee’s
NAV
is
not
available
as
of
the
valuation
date
or
is
not
calculated
in
accordance
with
GAAP,
the
Valuation Designee
may
adjust
the
investee’s
NAV
to
reflect
fair
value
at
the
valuation
date.
Listed
options,
and
OTC
options
with
a
listed
equivalent,
are
valued
at
the
mean
of
the
closing
bid
and
asked
prices
and
exchange-traded
options
on
futures
contracts
are
valued
at
closing
settlement
prices.
Futures
contracts
are
valued
at
closing
settlement
prices.
Forward
currency
exchange
contracts
are
valued
using
the
prevailing
forward
exchange
rate.
Swaps
are
valued
at
prices
furnished
by
an
independent
pricing
service
or
independent
swap
dealers.
Investments
for
which
market
quotations are
not
readily
available
or
deemed
unreliable
are
valued
at
fair
value
as
determined
in
good
faith
by
the
Valuation
Designee.
The
Valuation
Designee
has
adopted
methodologies
for
determining
the
fair
value
of
T.
ROWE
PRICE
Emerging
Markets
Local
Currency
Bond
Fund
investments
for
which
market
quotations
are
not
readily
available
or
deemed
unreliable,
including
the
use
of
other
pricing
sources.
Factors
used
in
determining
fair
value
vary
by
type
of
investment
and
may
include
market
or
investment
specific
considerations.
The
Valuation
Designee typically
will
afford
greatest
weight
to
actual
prices
in
arm’s
length
transactions,
to
the
extent
they
represent
orderly
transactions
between
market
participants,
transaction
information
can
be
reliably
obtained,
and
prices
are
deemed
representative
of
fair
value.
However,
the
Valuation
Designee may
also
consider
other
valuation
methods
such
as
market-based
valuation
multiples;
a
discount
or
premium
from
market
value
of
a
similar,
freely
traded
security
of
the
same
issuer;
discounted
cash
flows;
yield
to
maturity;
or
some
combination.
Fair
value
determinations
are
reviewed
on
a
regular
basis.
Because
any
fair
value
determination
involves
a
significant
amount
of
judgment,
there
is
a
degree
of
subjectivity
inherent
in
such
pricing
decisions. Fair
value
prices
determined
by
the
Valuation
Designee could
differ
from
those
of
other
market
participants,
and
it
is
possible
that
the
fair
value
determined
for
a
security
may
be
materially
different
from
the
value
that
could
be
realized
upon
the
sale
of
that
security.
T.
ROWE
PRICE
Emerging
Markets
Local
Currency
Bond
Fund
Valuation
Inputs
The
following
table
summarizes
the
fund’s
financial
instruments,
based
on
the
inputs
used
to
determine
their
fair
values
on
March
31,
2023
(for
further
detail
by
category,
please
refer
to
the
accompanying
Portfolio
of
Investments):
($000s)
Level
1
Level
2
Level
3
Total
Value
Assets
Fixed
Income
Securities
1
$
—
$
330,785
$
—
$
330,785
Private
Investment
Company
2
—
—
—
207
Short-Term
Investments
17,674
2,269
—
19,943
Options
Purchased
—
250
—
250
Total
Securities
17,674
333,304
—
351,185
Swaps*
—
283
—
283
Forward
Currency
Exchange
Contracts
—
5,488
—
5,488
Futures
Contracts*
7
—
—
7
Total
$
17,681
$
339,075
$
—
$
356,963
Liabilities
Swaps*
$
—
$
626
$
—
$
626
Forward
Currency
Exchange
Contracts
—
4,082
—
4,082
Futures
Contracts*
427
—
—
427
Total
$
427
$
4,708
$
—
$
5,135
1
Includes
Corporate
Bonds,
Government
Bonds
and
U.S.
Treasury
Obligations.
2
In
accordance
with
Subtopic
820-10,
certain
investments
that
are
measured
at
fair
value
using
the
net
asset
value
per
unit
(or
its
equivalent)
practical
expedient
have
not
been
classified
in
the
fair
value
hierarchy.
The
fair
value
amounts
presented
in
this
table
are
intended
to
permit
reconciliation
of
the
fair
value
hierarchy
to
the
amounts
presented
in
the
Portfolio
of
Investments.
*
The
fair
value
presented
includes
cumulative
gain
(loss)
on
open
futures
contracts
and
centrally
cleared
swaps;
however,
the
net
value
reflected
on
the
accompanying
Portfolio
of
Investments
is
only
the
unsettled
variation
margin
receivable
(payable)
at
that
date.
T.
ROWE
PRICE
Emerging
Markets
Local
Currency
Bond
Fund
OTHER
MATTERS
Unpredictable
events
such
as
environmental
or
natural
disasters,
war,
terrorism,
pandemics,
outbreaks
of
infectious
diseases,
and
similar
public
health
threats
may
significantly
affect
the
economy
and
the
markets
and
issuers
in
which
the fund
invests.
Certain
events
may
cause
instability
across
global
markets,
including
reduced
liquidity
and
disruptions
in
trading
markets,
while
some
events
may
affect
certain
geographic
regions,
countries,
sectors,
and
industries
more
significantly
than
others,
and
exacerbate
other
pre-existing
political,
social,
and
economic
risks.
Since
2020,
a
novel
strain
of
coronavirus
(COVID-19)
has
resulted
in
disruptions
to
global
business
activity
and
caused
significant
volatility
and
declines
in
global
financial
markets.
In
February
2022,
Russian
forces
entered
Ukraine
and
commenced
an
armed
conflict
leading
to
economic
sanctions
being
imposed
on
Russia
and
certain
of
its
citizens,
creating
impacts
on
Russian-related
stocks
and
debt
and
greater
volatility
in
global
markets.
In
March
2023,
the
collapse
of
some
US
regional
and
global
banks
as
well
as
overall
concerns
around
the
soundness
and
stability
of
the
global
banking
sector
has
sparked
concerns
of
a
broader
financial
crisis
impacting
the
overall
global
banking
sector.
In
certain
cases,
government
agencies
have
assumed
control
or
otherwise
intervened
in
the
operations
of
certain
banks
due
to
liquidity
and
solvency
concerns.
The
extent
of
impact
of
these
events
on
the
US
and
global
markets
is
highly
uncertain.
These
are
recent
examples
of
global
events
which
may
have
a
negative
impact
on
the
values
of
certain
portfolio
holdings
or
the
fund’s
overall
performance.
Management
is
actively
monitoring
the
risks
and
financial
impacts
arising
from
these
events.
F192-054Q1
03/23