The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, DC 20549

FORM NPORT-P
Monthly Portfolio Investments Report

NPORT-P: Filer Information

Confidential
Filer CIK
0000909112
Filer CCC
********
Filer Investment Company Type
Is this a LIVE or TEST Filing? LIVE TEST
Would you like a Return Copy?
Is this an electronic copy of an official filing submitted in paper format?

Submission Contact Information

Name
Phone
E-Mail Address

Notification Information

Notify via Filing Website only?
Notification E-mail Address
Series ID
Class (Contract) ID

NPORT-P: Part A: General Information

Item A.1. Information about the Registrant.

a. Name of Registrant
Templeton Emerging Markets Income Fund
b. Investment Company Act file number for Registrant: (e.g., 811-______)
811-07866
c. CIK number of Registrant
0000909112
d. LEI of Registrant
HM42X4Y58XQ0M2JYZW07
e. Address and telephone number of Registrant:
i. Street Address 1
300 S.E. 2nd Street
ii. Street Address 2
iii. City
Fort Lauderdale
iv. State, if applicable
v. Foreign country, if applicable
vi. Zip / Postal Code
33301-1923
vii. Telephone number
954-527-7500

Item A.2. Information about the Series.

a. Name of Series.
Templeton Emerging Markets Income Fund
b. EDGAR series identifier (if any).
c. LEI of Series.
HM42X4Y58XQ0M2JYZW07

Item A.3. Reporting period.

a. Date of fiscal year-end.
2021-12-31
b. Date as of which information is reported.
2021-12-31

Item A.4. Final filing

a. Does the Fund anticipate that this will be its final filing on Form N PORT? Yes No

NPORT-P: Part B: Information About the Fund

Report the following information for the Fund and its consolidated subsidiaries.

Item B.1. Assets and liabilities. Report amounts in U.S. dollars.

a. Total assets, including assets attributable to miscellaneous securities reported in Part D.
409048887.89
b. Total liabilities.
44262911.09
c. Net assets.
364785976.80

Item B.2. Certain assets and liabilities. Report amounts in U.S. dollars.

a. Assets attributable to miscellaneous securities reported in Part D.
0.00000000
b. Assets invested in a Controlled Foreign Corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities.
0.00000000
c. Borrowings attributable to amounts payable for notes payable, bonds, and similar debt, as reported pursuant to rule 6-04(13)(a) of Regulation S-X [17 CFR 210.6-04(13)(a)].
Amounts payable within one year.
Banks or other financial institutions for borrowings.
0.00000000
Controlled companies.
0.00000000
Other affiliates.
0.00000000
Others.
36000000.00000000
Amounts payable after one year.
Banks or other financial institutions for borrowings.
0.00000000
Controlled companies.
0.00000000
Other affiliates.
0.00000000
Others.
0.00000000
d. Payables for investments purchased either (i) on a delayed delivery, when-issued, or other firm commitment basis, or (ii) on a standby commitment basis.
(i) On a delayed delivery, when-issued, or other firm commitment basis:
0.00000000
(ii) On a standby commitment basis:
0.00000000
e. Liquidation preference of outstanding preferred stock issued by the Fund.
0.00000000
f. Cash and cash equivalents not reported in Parts C and D.
1067010.17000000

Item B.3. Portfolio level risk metrics.

If the average value of the Fund's debt securities positions for the previous three months, in the aggregate, exceeds 25% or more of the Fund's net asset value, provide:
a. Interest Rate Risk (DV01). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 1 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
b. Interest Rate Risk (DV100). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 100 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.

Currency Metric Record ISO Currency code 3 month 1 year 5 years 10 years 30 years
#1 Argentina Peso
Interest Rate Risk (DV01)
-6.15000000 -261.83000000 -181.87000000 0.00000000 0.00000000
Interest Rate Risk (DV100)
-614.94000000 -26182.92000000 -18187.22000000 0.00000000 0.00000000
#2 Australia Dollar
Interest Rate Risk (DV01)
0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Interest Rate Risk (DV100)
0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
#3 Brazil Real
Interest Rate Risk (DV01)
0.00000000 -2608.03000000 -6067.90000000 -3410.72000000 0.00000000
Interest Rate Risk (DV100)
0.00000000 -260802.75000000 -606789.78000000 -341071.60000000 0.00000000
#4 Chile Peso
Interest Rate Risk (DV01)
0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Interest Rate Risk (DV100)
0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
#5 China Yuan Renminbi
Interest Rate Risk (DV01)
0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Interest Rate Risk (DV100)
0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
#6 Colombia Peso
Interest Rate Risk (DV01)
-28.81000000 -631.10000000 -3501.31000000 -3509.81000000 0.00000000
Interest Rate Risk (DV100)
-2881.10000000 -63109.58000000 -350131.17000000 -350980.95000000 0.00000000
#7 Egypt Pound
Interest Rate Risk (DV01)
-815.12000000 -23.13000000 0.00000000 0.00000000 0.00000000
Interest Rate Risk (DV100)
-81511.83000000 -2313.19000000 0.00000000 0.00000000 0.00000000
#8 Euro Member Countries
Interest Rate Risk (DV01)
0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Interest Rate Risk (DV100)
0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
#9 Ghana Cedi
Interest Rate Risk (DV01)
0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Interest Rate Risk (DV100)
0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
#10 Indonesia Rupiah
Interest Rate Risk (DV01)
-81.19000000 -4934.30000000 -11457.92000000 -3.65000000 0.00000000
Interest Rate Risk (DV100)
-8118.79000000 -493430.45000000 -1145791.95000000 -364.67000000 0.00000000
#11 India Rupee
Interest Rate Risk (DV01)
0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Interest Rate Risk (DV100)
0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
#12 Korea (South) Won
Interest Rate Risk (DV01)
0.00000000 -529.84000000 -6315.83000000 0.00000000 0.00000000
Interest Rate Risk (DV100)
0.00000000 -52983.59000000 -631583.20000000 0.00000000 0.00000000
#13 Mexico Peso
Interest Rate Risk (DV01)
0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Interest Rate Risk (DV100)
0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
#14 Peru Sol
Interest Rate Risk (DV01)
0.00000000 -1035.23000000 -698.84000000 0.00000000 0.00000000
Interest Rate Risk (DV100)
0.00000000 -103522.88000000 -69883.88000000 0.00000000 0.00000000
#15 Russia Ruble
Interest Rate Risk (DV01)
0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Interest Rate Risk (DV100)
0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
#16 Thailand Baht
Interest Rate Risk (DV01)
-211.20000000 -866.42000000 -145.82000000 0.00000000 0.00000000
Interest Rate Risk (DV100)
-21120.35000000 -86642.45000000 -14581.64000000 0.00000000 0.00000000
#17 Turkey Lira
Interest Rate Risk (DV01)
-52.32000000 -581.37000000 -128.37000000 0.00000000 0.00000000
Interest Rate Risk (DV100)
-5231.85000000 -58137.03000000 -12836.61000000 0.00000000 0.00000000
#18 United States Dollar
Interest Rate Risk (DV01)
-130.28000000 -2967.38000000 -11342.54000000 -44107.71000000 -21225.54000000
Interest Rate Risk (DV100)
-13027.75000000 -296737.96000000 -1134254.38000000 -4410771.17000000 -2122554.22000000
#19 South Africa Rand
Interest Rate Risk (DV01)
0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Interest Rate Risk (DV100)
0.00000000 0.00000000 0.00000000 0.00000000 0.00000000

c. Credit Spread Risk (SDV01, CR01 or CS01). Provide the change in value of the portfolio resulting from a 1 basis point change in credit spreads where the shift is applied to the option adjusted spread, aggregated by investment grade and non-investment grade exposures, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.

Credit Spread Risk 3 month 1 year 5 years 10 years 30 years
Investment grade -319.99000000 -7931.16000000 -21879.74000000 -3419.09000000 0.00000000
Non-Investment grade -1000.33000000 -7904.33000000 -18639.83000000 -47034.53000000 -20790.88000000

For purposes of Item B.3., calculate value as the sum of the absolute values of:
(i) the value of each debt security,
(ii) the notional value of each swap, including, but not limited to, total return swaps, interest rate swaps, and credit default swaps, for which the underlying reference asset or assets are debt securities or an interest rate;
(iii) the notional value of each futures contract for which the underlying reference asset or assets are debt securities or an interest rate; and
(iv) the delta-adjusted notional value of any option for which the underlying reference asset is an asset described in clause (i),(ii), or (iii).

Report zero for maturities to which the Fund has no exposure. For exposures that fall between any of the listed maturities in (a) and (b), use linear interpolation to approximate exposure to each maturity listed above. For exposures outside of the range of maturities listed above, include those exposures in the nearest maturity.

Item B.4. Securities lending.

a. For each borrower in any securities lending transaction, provide the following information:

Borrower Information Record Name of borrower LEI (if any) of borrower Aggregate value of all securities on loan to the borrower

b. Did any securities lending counterparty provide any non-cash collateral? Yes No

Item B.5. Return information.

a. Monthly total returns of the Fund for each of the preceding three months. If the Fund is a Multiple Class Fund, report returns for each class. Such returns shall be calculated in accordance with the methodologies outlined in Item 26(b) (1) of Form N-1A, Instruction 13 to sub-Item 1 of Item 4 of Form N-2, or Item 26(b) (i) of Form N-3, as applicable.

Monthly Total Return Record Monthly total returns of the Fund for each of the preceding three months Class identification number(s) (if any) of the Class(es) for which returns are reported
Month 1 Month 2 Month 3
#1 -0.89373160 -2.69205330 1.13852000

b. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation (or depreciation) attributable to derivatives for each of the following categories: commodity contracts, credit contracts, equity contracts, foreign exchange contracts, interest rate contracts, and other contracts. Within each such asset category, further report the same information for each of the following types of derivatives instrument: forward, future, option, swaption, swap, warrant, and other. Report in U.S. dollars. Losses and depreciation shall be reported as negative numbers.

Asset category Instrument type Month 1 Month 2 Month 3
Monthly net realized gain(loss) Monthly net change in unrealized appreciation (or depreciation) Monthly net realized gain(loss) Monthly net change in unrealized appreciation (or depreciation) Monthly net realized gain(loss) Monthly net change in unrealized appreciation (or depreciation)
Commodity Contracts 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Forward 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Future 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Option 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Swaption 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Swap 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Warrant 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Other 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Credit Contracts 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Forward 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Future 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Option 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Swaption 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Swap 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Warrant 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Other 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Equity Contracts 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Forward 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Future 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Option 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Swaption 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Swap 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Warrant 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Other 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Foreign Exchange Contracts -2847206.61000000 3112530.12000000 -1119667.32000000 -1405710.73000000 -681433.30000000 -330300.29000000
Forward -2847206.61000000 3112530.12000000 -1119667.32000000 -1405710.73000000 -681433.30000000 -330300.29000000
Future 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Option 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Swaption 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Swap 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Warrant 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Other 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Interest Rate Contracts 31959.68000000 -868230.42000000 -1308.65000000 710163.69000000 -13409.74000000 719694.47000000
Forward 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Future 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Option 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Swaption 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Swap 31959.68000000 -868230.42000000 -1308.65000000 710163.69000000 -13409.74000000 719694.47000000
Warrant 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Other 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Other Contracts 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Forward 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Future 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Option 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Swaption 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Swap 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Warrant 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Other 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000

c. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation (or depreciation) attributable to investment other than derivatives. Report in U.S. dollars. Losses and depreciation shall be reported as negative numbers.

Month Monthly net realized gain(loss) Monthly net change in unrealized appreciation (or depreciation)
Month 1 967068.20000000 -6624457.63000000
Month 2 -241611.38000000 -11310138.09000000
Month 3 -9138924.16000000 17203121.30000000

Item B.6. Flow information.

a. Provide the aggregate dollar amounts for sales and redemptions/repurchases of Fund shares during each of the preceding three months. If shares of the Fund are held in omnibus accounts, for purposes of calculating the Fund's sales, redemptions, and repurchases, use net sales or redemptions/repurchases from such omnibus accounts. The amounts to be reported under this Item should be after any front-end sales load has been deducted and before any deferred or contingent deferred sales load or charge has been deducted. Shares sold shall include shares sold by the Fund to a registered unit investment trust. For mergers and other acquisitions, include in the value of shares sold any transaction in which the Fund acquired the assets of another investment company or of a personal holding company in exchange for its own shares. For liquidations, include in the value of shares redeemed any transaction in which the Fund liquidated all or part of its assets. Exchanges are defined as the redemption or repurchase of shares of one Fund or series and the investment of all or part of the proceeds in shares of another Fund or series in the same family of investment companies.

Month Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions) Total net asset value of shares sold in connection with reinvestments of dividends and distributions Total net asset value of shares redeemed or repurchased, including exchanges
Month 1 0.00000000 0.00000000 0.00000000
Month 2 0.00000000 0.00000000 0.00000000
Month 3 0.00000000 0.00000000 0.00000000

Item B.7. Highly Liquid Investment Minimum information.

a. If applicable, provide the Fund's current Highly Liquid Investment Minimum.
b. If applicable, provide the number of days that the Fund's holdings in Highly Liquid Investments fell below the Fund's Highly Liquid Investment Minimum during the reporting period.
c. Did the Fund's Highly Liquid Investment Minimum change during the reporting period? Yes No N/A

Item B.8. Derivatives Transactions.

For portfolio investments of open-end management investment companies, provide the percentage of the Fund's Highly Liquid Investments that it has pledged as margin or collateral in connection with derivatives transactions that are classified among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]:
(1) Moderately Liquid Investments
(2) Less Liquid Investments
(3) Illiquid Investments
For purposes of Item B.8, when computing the required percentage, the denominator should only include assets (and exclude liabilities) that are categorized by the Fund as Highly Liquid Investments.
Classification

Item B.9. Derivatives Exposure for limited derivatives users.

If the Fund is excepted from the rule 18f-4 [17 CFR 270.18f-4] program requirement and limit on fund leverage risk under rule 18f-4(c)(4) [17 CFR 270.18f-4(c)(4)], provide the following information:
a. Derivatives exposure (as defined in rule 18f-4(a) [17 CFR 270.18f-4(a)]), reported as a percentage of the Fund’s net asset value.
b. Exposure from currency derivatives that hedge currency risks, as provided in rule 18f-4(c)(4)(i)(B) [17 CFR 270.18f-4(c)(4)(i)(B)], reported as a percentage of the Fund's net asset value.
c. Exposure from interest rate derivatives that hedge interest rate risks, as provided in rule 18f-4(c)(4)(i)(B) [17 CFR 270.18f-4(c)(4)(i)(B)], reported as a percentage of the Fund's net asset value.
d. The number of business days, if any, in excess of the five-business-day period described in rule 18f-4(c)(4)(ii) [17 CFR 270.18f-4(c)(4)(ii)], that the Fund’s derivatives exposure exceeded 10 percent of its net assets during the reporting period.

Item B.10. VaR information.

For Funds subject to the limit on fund leverage risk described in rule 18f-4(c)(2) [17 CFR 270.18f-4(c)(2)], provide the following information, as determined in accordance with the requirement under rule 18f-4(c)(2)(ii) to determine the fund’s compliance with the applicable VaR test at least once each business day:
a. Median daily VaR during the reporting period, reported as a percentage of the Fund's net asset value.
b. For Funds that were subject to the Relative VaR Test during the reporting period, provide:
i. As applicable, the name of the Fund’s Designated Index, or a statement that the Fund's Designated Reference Portfolio is the Fund’s Securities Portfolio.
ii. As applicable, the index identifier for the Fund’s Designated Index.
iii. Median VaR Ratio during the reporting period, reported as a percentage of the VaRof the Fund's Designated Reference Portfolio.
c. Backtesting Results. Number of exceptions that the Fund identified as a result of its backtesting of its VaR calculation model (as described in rule 18f-4(c)(1)(iv) [17 CFR 270.18f-4(c)(1)(iv)] during the reporting period.

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.
Schedule of Portfolio Investments Record: 1

Item C.1. Identification of investment.

a. Name of issuer (if any).
Republic of Colombia
b. LEI (if any) of issuer. (1)
549300MHDRBVRF6B9117
c. Title of the issue or description of the investment.
Titulos de Tesoreria
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- ISIN
COL17CT02864
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
627611
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
3760700000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
Colombia Peso
e. Value. (4)
934107.58000000
f. Exchange rate.
4070.00000000
g. Percentage value compared to net assets of the Fund.
0.256070035420

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
COLOMBIA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2022-05-04
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
7.00000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 2

Item C.1. Identification of investment.

a. Name of issuer (if any).
Digicel Group Holdings Ltd.
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
Digicel Group Holdings Ltd.
d. CUSIP (if any).
25381YAC5
At least one of the following other identifiers:
- ISIN
US25381YAC57
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
1087026
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
551751.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
480572.36000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.131740908522

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
BERMUDA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2022-01-18
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
7.00000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated
#1 Digicel Group Holdings Ltd. Digicel Group Holdings Ltd. United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP N/A

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 0.00000000 United States Dollar

v. Delta (if applicable).
XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 3

Item C.1. Identification of investment.

a. Name of issuer (if any).
Platinum Group Metals Ltd.
b. LEI (if any) of issuer. (1)
529900YSNVVJI7YJAG63
c. Title of the issue or description of the investment.
Platinum Group Metals Ltd.
d. CUSIP (if any).
72765Q882
At least one of the following other identifiers:
- ISIN
CA72765Q8829
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
349543
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
469750.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
742205.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.203463139266

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
CANADA (FEDERAL LEVEL)
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 4

Item C.1. Identification of investment.

a. Name of issuer (if any).
Arab Republic of Egypt
b. LEI (if any) of issuer. (1)
529900GFIVH4086NMH82
c. Title of the issue or description of the investment.
Arab Republic of Egypt Treasury Bills
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- ISIN
EGT9980V5M12
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
1170224
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
5500000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
Egypt Pound
e. Value. (4)
335040.40000000
f. Exchange rate.
15.71000000
g. Percentage value compared to net assets of the Fund.
0.091845745535

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle)
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
EGYPT
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2022-05-31
b. Coupon.
i. Coupon category. (13)
None
ii. Annualized rate.
0.00000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 5

Item C.1. Identification of investment.

a. Name of issuer (if any).
N/A
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
Forward Foreign Currency Contract
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
41910
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
N/A
e. Value. (4)
79047.69000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.021669607667

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Derivative-foreign exchange
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
N/A
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Forward
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 Citibank MBNUM2BPBDO7JBLYG310

i. Amount and description of currency sold.
Amount of currency sold.
17472284.92000000
Description of currency sold.
United States Dollar
ii. Amount and description of currency purchased.
Amount of currency purchased.
112858730.00000000
Description of currency purchased.
China Yuan Renminbi
iii. Settlement date.
2022-06-09
iv. Unrealized appreciation or depreciation. (24)
79047.69000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 6

Item C.1. Identification of investment.

a. Name of issuer (if any).
N/A
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
Forward Foreign Currency Contract
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
40285
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
N/A
e. Value. (4)
-158140.23000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.04335151021

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Derivative-foreign exchange
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
N/A
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Forward
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97

i. Amount and description of currency sold.
Amount of currency sold.
20793620.39000000
Description of currency sold.
United States Dollar
ii. Amount and description of currency purchased.
Amount of currency purchased.
24565375190.00000000
Description of currency purchased.
Korea (South) Won
iii. Settlement date.
2022-02-14
iv. Unrealized appreciation or depreciation. (24)
-158140.23000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 7

Item C.1. Identification of investment.

a. Name of issuer (if any).
N/A
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
Forward Foreign Currency Contract
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
41473
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
N/A
e. Value. (4)
-23771.40000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.00651653339

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Derivative-foreign exchange
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
N/A
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Forward
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02

i. Amount and description of currency sold.
Amount of currency sold.
1461601.72000000
Description of currency sold.
United States Dollar
ii. Amount and description of currency purchased.
Amount of currency purchased.
1238488215.00000000
Description of currency purchased.
Chile Peso
iii. Settlement date.
2022-03-16
iv. Unrealized appreciation or depreciation. (24)
-23771.40000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 8

Item C.1. Identification of investment.

a. Name of issuer (if any).
Arab Republic of Egypt
b. LEI (if any) of issuer. (1)
529900GFIVH4086NMH82
c. Title of the issue or description of the investment.
Arab Republic of Egypt Treasury Bills
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- ISIN
EGT998012M16
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
1134617
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
147500000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
Egypt Pound
e. Value. (4)
9322842.28000000
f. Exchange rate.
15.71000000
g. Percentage value compared to net assets of the Fund.
2.555701938375

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle)
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
EGYPT
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2022-02-01
b. Coupon.
i. Coupon category. (13)
None
ii. Annualized rate.
0.00000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 9

Item C.1. Identification of investment.

a. Name of issuer (if any).
N/A
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
Forward Foreign Currency Contract
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
34366
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
N/A
e. Value. (4)
-308787.02000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.08464881866

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Derivative-foreign exchange
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
N/A
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Forward
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02

i. Amount and description of currency sold.
Amount of currency sold.
3940306.34000000
Description of currency sold.
United States Dollar
ii. Amount and description of currency purchased.
Amount of currency purchased.
3111265884.00000000
Description of currency purchased.
Chile Peso
iii. Settlement date.
2022-02-11
iv. Unrealized appreciation or depreciation. (24)
-308787.02000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 10

Item C.1. Identification of investment.

a. Name of issuer (if any).
Argentine Republic (The)
b. LEI (if any) of issuer. (1)
549300KPBYGYF7HCHO27
c. Title of the issue or description of the investment.
Argentine Republic
d. CUSIP (if any).
040114HX1
At least one of the following other identifiers:
- ISIN
US040114HX11
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
1105886
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2693610.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
983194.59000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.269526421663

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
ARGENTINA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2029-07-09
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
1.00000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 11

Item C.1. Identification of investment.

a. Name of issuer (if any).
N/A
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
Forward Foreign Currency Contract
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
38209
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
N/A
e. Value. (4)
16251.06000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.004454957436

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Derivative-foreign exchange
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
N/A
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Forward
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97

i. Amount and description of currency sold.
Amount of currency sold.
2393061.12000000
Description of currency sold.
United States Dollar
ii. Amount and description of currency purchased.
Amount of currency purchased.
181681200.00000000
Description of currency purchased.
India Rupee
iii. Settlement date.
2022-04-07
iv. Unrealized appreciation or depreciation. (24)
16251.06000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 12

Item C.1. Identification of investment.

a. Name of issuer (if any).
N/A
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
Forward Foreign Currency Contract
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
38384
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
N/A
e. Value. (4)
219742.59000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.060238771218

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Derivative-foreign exchange
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
N/A
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Forward
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 HSBC Bank MP6I5ZYZBEU3UXPYFY54

i. Amount and description of currency sold.
Amount of currency sold.
18108893.54000000
Description of currency sold.
United States Dollar
ii. Amount and description of currency purchased.
Amount of currency purchased.
1382976200.00000000
Description of currency purchased.
India Rupee
iii. Settlement date.
2022-04-12
iv. Unrealized appreciation or depreciation. (24)
219742.59000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 13

Item C.1. Identification of investment.

a. Name of issuer (if any).
Bank of Thailand
b. LEI (if any) of issuer. (1)
549300HJD00HOXYCA262
c. Title of the issue or description of the investment.
Bank of Thailand
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- ISIN
TH0655033B02
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
1182104
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
110370000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
Thailand Baht
e. Value. (4)
3326086.46000000
f. Exchange rate.
33.21000000
g. Percentage value compared to net assets of the Fund.
0.911791206772

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
THAILAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2023-11-22
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
0.66000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 14

Item C.1. Identification of investment.

a. Name of issuer (if any).
Bank of Thailand
b. LEI (if any) of issuer. (1)
549300HJD00HOXYCA262
c. Title of the issue or description of the investment.
Bank of Thailand
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- ISIN
TH0655032207
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
1046617
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
278090000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
Thailand Baht
e. Value. (4)
8378504.69000000
f. Exchange rate.
33.21000000
g. Percentage value compared to net assets of the Fund.
2.296827516095

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
THAILAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2022-02-24
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
0.90000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 15

Item C.1. Identification of investment.

a. Name of issuer (if any).
N/A
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
Forward Foreign Currency Contract
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
41067
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
N/A
e. Value. (4)
27901.65000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.007648772643

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Derivative-foreign exchange
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
N/A
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Forward
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 Deutsche Bank 7LTWFZYICNSX8D621K86

i. Amount and description of currency sold.
Amount of currency sold.
3227542.54000000
Description of currency sold.
United States Dollar
ii. Amount and description of currency purchased.
Amount of currency purchased.
253328200.00000000
Description of currency purchased.
Russia Ruble
iii. Settlement date.
2022-06-10
iv. Unrealized appreciation or depreciation. (24)
27901.65000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 16

Item C.1. Identification of investment.

a. Name of issuer (if any).
N/A
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
Forward Foreign Currency Contract
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
36274
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
N/A
e. Value. (4)
-66608.12000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.01825950673

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Derivative-foreign exchange
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
N/A
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Forward
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54

i. Amount and description of currency sold.
Amount of currency sold.
6343373.70000000
Description of currency sold.
United States Dollar
ii. Amount and description of currency purchased.
Amount of currency purchased.
476641100.00000000
Description of currency purchased.
Russia Ruble
iii. Settlement date.
2022-03-03
iv. Unrealized appreciation or depreciation. (24)
-66608.12000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 17

Item C.1. Identification of investment.

a. Name of issuer (if any).
N/A
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
Forward Foreign Currency Contract
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
42012
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
N/A
e. Value. (4)
53858.66000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.014764454618

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Derivative-foreign exchange
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
N/A
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Forward
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 Citibank MBNUM2BPBDO7JBLYG310

i. Amount and description of currency sold.
Amount of currency sold.
3545059.73000000
Description of currency sold.
United States Dollar
ii. Amount and description of currency purchased.
Amount of currency purchased.
273714061.53000000
Description of currency purchased.
India Rupee
iii. Settlement date.
2022-06-15
iv. Unrealized appreciation or depreciation. (24)
53858.66000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 18

Item C.1. Identification of investment.

a. Name of issuer (if any).
Republic of Colombia
b. LEI (if any) of issuer. (1)
549300MHDRBVRF6B9117
c. Title of the issue or description of the investment.
Republic of Colombia
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- ISIN
XS0306322065
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
452850
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
262000000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
Colombia Peso
e. Value. (4)
73404.02000000
f. Exchange rate.
4070.00000000
g. Percentage value compared to net assets of the Fund.
0.020122489533

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
COLOMBIA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2027-06-28
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
9.85000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 19

Item C.1. Identification of investment.

a. Name of issuer (if any).
N/A
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
Forward Foreign Currency Contract
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
38481
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
N/A
e. Value. (4)
61439.17000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.016842525181

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Derivative-foreign exchange
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
N/A
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Forward
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97

i. Amount and description of currency sold.
Amount of currency sold.
17356828.30000000
Description of currency sold.
Australia Dollar
ii. Amount and description of currency purchased.
Amount of currency purchased.
12677295.48000000
Description of currency purchased.
United States Dollar
iii. Settlement date.
2022-04-12
iv. Unrealized appreciation or depreciation. (24)
61439.17000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 20

Item C.1. Identification of investment.

a. Name of issuer (if any).
Reventazon Finance Trust
b. LEI (if any) of issuer. (1)
549300K7NNLS7T24IM40
c. Title of the issue or description of the investment.
Reventazon Finance Trust
d. CUSIP (if any).
76138QAA5
At least one of the following other identifiers:
- ISIN
US76138QAA58
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
567115
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
12070080.01000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
12959305.25000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
3.552577696018

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
CAYMAN ISLANDS
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2033-11-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
8.00000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 21

Item C.1. Identification of investment.

a. Name of issuer (if any).
Argentine Republic (The)
b. LEI (if any) of issuer. (1)
549300KPBYGYF7HCHO27
c. Title of the issue or description of the investment.
Argentine Republic
d. CUSIP (if any).
040114HT0
At least one of the following other identifiers:
- ISIN
US040114HT09
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
1105887
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
34512222.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
11087396.44000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
3.039425072548

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
ARGENTINA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2035-07-09
b. Coupon.
i. Coupon category. (13)
Variable
ii. Annualized rate.
1.12500000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 22

Item C.1. Identification of investment.

a. Name of issuer (if any).
N/A
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
OIS
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
698008
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1795371.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
Brazil Real
e. Value. (4)
-14781.82000000
f. Exchange rate.
5.57135000
g. Percentage value compared to net assets of the Fund.
-0.00405218976

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Derivative-interest rate
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Swap
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 CME Group Inc. LCZ7XYGSLJUHFXXNXD88

Custom swap Flag Yes No

1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
Receipts: fixed, floating or other. Fixed Floating Other
Receipts: Fixed rate.
8.45000000
Receipts: Base currency.
United States Dollar
Receipts: Amount.
0.00000000
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index.
Payments: fixed, floating or other. Fixed Floating Other
Payments: fixed or floating
Floating
Payments: Floating rate Index.
CDI
Payments: Floating rate Spread.
0.00000000
Payment: Floating Rate Reset Dates.
Day
Payment: Floating Rate Reset Dates Unit.
1
Payment: Floating Rate Tenor.
Month
Payment: Floating Rate Tenor Unit.
0
Payments: Base currency
United States Dollar
Payments: Amount
0.00000000

ii. Termination or maturity date.
2029-01-02
iii. Upfront payments or receipts
Upfront payments.
0.00000000
ISO Currency Code.
United States Dollar
Upfront receipts.
0.00000000
ISO Currency Code.
United States Dollar
iv. Notional amount.
1795371.00000000
ISO Currency Code.
BRL
v. Unrealized appreciation or depreciation. (24)
-14781.82000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 23

Item C.1. Identification of investment.

a. Name of issuer (if any).
Argentine Republic (The)
b. LEI (if any) of issuer. (1)
549300KPBYGYF7HCHO27
c. Title of the issue or description of the investment.
Argentine Republic
d. CUSIP (if any).
040114HS2
At least one of the following other identifiers:
- ISIN
US040114HS26
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
1105888
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
18837775.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
6640504.07000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.820383592662

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
ARGENTINA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2030-07-09
b. Coupon.
i. Coupon category. (13)
Variable
ii. Annualized rate.
0.50000040
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 24

Item C.1. Identification of investment.

a. Name of issuer (if any).
N/A
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
Forward Foreign Currency Contract
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
28554
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
N/A
e. Value. (4)
-2494308.65000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.68377317348

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Derivative-foreign exchange
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
N/A
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Forward
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02

i. Amount and description of currency sold.
Amount of currency sold.
22129277.57000000
Description of currency sold.
United States Dollar
ii. Amount and description of currency purchased.
Amount of currency purchased.
81480000000.00000000
Description of currency purchased.
Colombia Peso
iii. Settlement date.
2022-06-13
iv. Unrealized appreciation or depreciation. (24)
-2494308.65000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 25

Item C.1. Identification of investment.

a. Name of issuer (if any).
N/A
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
Forward Foreign Currency Contract
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
42192
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
N/A
e. Value. (4)
11517.18000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.003157243077

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Derivative-foreign exchange
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
N/A
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Forward
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 HSBC Bank MP6I5ZYZBEU3UXPYFY54

i. Amount and description of currency sold.
Amount of currency sold.
8747367.52000000
Description of currency sold.
United States Dollar
ii. Amount and description of currency purchased.
Amount of currency purchased.
56006770.00000000
Description of currency purchased.
China Yuan Renminbi
iii. Settlement date.
2022-03-15
iv. Unrealized appreciation or depreciation. (24)
11517.18000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 26

Item C.1. Identification of investment.

a. Name of issuer (if any).
Federal Democratic Republic of Ethiopia
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
Federal Democratic Republic of Ethiopia
d. CUSIP (if any).
29766LAA4
At least one of the following other identifiers:
- ISIN
US29766LAA44
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
593386
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
10520000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
7175166.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.966952255934

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
ETHIOPIA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2024-12-11
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
6.62500000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 27

Item C.1. Identification of investment.

a. Name of issuer (if any).
N/A
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
Forward Foreign Currency Contract
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
38272
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
N/A
e. Value. (4)
18596.83000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.005098011212

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Derivative-foreign exchange
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
N/A
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Forward
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97

i. Amount and description of currency sold.
Amount of currency sold.
3097469.36000000
Description of currency sold.
United States Dollar
ii. Amount and description of currency purchased.
Amount of currency purchased.
235005000.00000000
Description of currency purchased.
India Rupee
iii. Settlement date.
2022-04-08
iv. Unrealized appreciation or depreciation. (24)
18596.83000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 28

Item C.1. Identification of investment.

a. Name of issuer (if any).
Democratic Socialist Republic of Sri Lanka
b. LEI (if any) of issuer. (1)
254900HXCCIOHM74FA02
c. Title of the issue or description of the investment.
Democratic Socialist Republic of Sri Lanka
d. CUSIP (if any).
85227SAQ9
At least one of the following other identifiers:
- ISIN
US85227SAQ93
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
1138930
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
940000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
488969.20000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.134042762358

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
SRI LANKA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2025-11-03
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
6.85000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 29

Item C.1. Identification of investment.

a. Name of issuer (if any).
N/A
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
Forward Foreign Currency Contract
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
29358
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
N/A
e. Value. (4)
388943.08000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.106622267503

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Derivative-foreign exchange
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
N/A
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Forward
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 Standard Chartered Bank U4LOSYZ7YG4W3S5F2G91

i. Amount and description of currency sold.
Amount of currency sold.
9852546.92000000
Description of currency sold.
United States Dollar
ii. Amount and description of currency purchased.
Amount of currency purchased.
147000000000.00000000
Description of currency purchased.
Indonesia Rupiah
iii. Settlement date.
2022-03-22
iv. Unrealized appreciation or depreciation. (24)
388943.08000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 30

Item C.1. Identification of investment.

a. Name of issuer (if any).
Digicel Group Holdings Ltd.
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
Digicel Group Holdings Ltd.
d. CUSIP (if any).
25381YAB7
At least one of the following other identifiers:
- ISIN
US25381YAB74
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
1087030
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
364639.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
338142.51000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.092696137325

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
BERMUDA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2025-04-01
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
8.00000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 31

Item C.1. Identification of investment.

a. Name of issuer (if any).
N/A
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
Forward Foreign Currency Contract
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
41950
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
N/A
e. Value. (4)
76252.60000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.020903380296

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Derivative-foreign exchange
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
N/A
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Forward
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 HSBC Bank MP6I5ZYZBEU3UXPYFY54

i. Amount and description of currency sold.
Amount of currency sold.
4673786.91000000
Description of currency sold.
United States Dollar
ii. Amount and description of currency purchased.
Amount of currency purchased.
356808577.00000000
Description of currency purchased.
India Rupee
iii. Settlement date.
2022-03-16
iv. Unrealized appreciation or depreciation. (24)
76252.60000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 32

Item C.1. Identification of investment.

a. Name of issuer (if any).
Bank of Thailand
b. LEI (if any) of issuer. (1)
549300HJD00HOXYCA262
c. Title of the issue or description of the investment.
Bank of Thailand
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- ISIN
TH0655072880
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
1182231
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
31980000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
Thailand Baht
e. Value. (4)
960252.67000000
f. Exchange rate.
33.21000000
g. Percentage value compared to net assets of the Fund.
0.263237276395

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle)
b. Issuer type. (7)
U.S. Treasury

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
THAILAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2022-08-04
b. Coupon.
i. Coupon category. (13)
None
ii. Annualized rate.
0.00000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 33

Item C.1. Identification of investment.

a. Name of issuer (if any).
Bank of Thailand
b. LEI (if any) of issuer. (1)
549300HJD00HOXYCA262
c. Title of the issue or description of the investment.
Bank of Thailand
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- ISIN
TH0655072C86
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
1182230
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
31980000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
Thailand Baht
e. Value. (4)
958588.93000000
f. Exchange rate.
33.21000000
g. Percentage value compared to net assets of the Fund.
0.262781189783

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle)
b. Issuer type. (7)
U.S. Treasury

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
THAILAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2022-12-08
b. Coupon.
i. Coupon category. (13)
None
ii. Annualized rate.
0.00000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 34

Item C.1. Identification of investment.

a. Name of issuer (if any).
Republic of Indonesia
b. LEI (if any) of issuer. (1)
529900FWX0GRR7WG5W79
c. Title of the issue or description of the investment.
Republic of Indonesia
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- ISIN
IDG000013707
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
1019725
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
304846000000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
Indonesia Rupiah
e. Value. (4)
22543952.57000000
f. Exchange rate.
14252.50000000
g. Percentage value compared to net assets of the Fund.
6.180049125726

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
INDONESIA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2025-06-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
6.50000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 35

Item C.1. Identification of investment.

a. Name of issuer (if any).
Republic of Indonesia
b. LEI (if any) of issuer. (1)
529900FWX0GRR7WG5W79
c. Title of the issue or description of the investment.
Republic of Indonesia
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- ISIN
IDG000007204
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
376248
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
26450000000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
Indonesia Rupiah
e. Value. (4)
2237888.00000000
f. Exchange rate.
14252.50000000
g. Percentage value compared to net assets of the Fund.
0.613479722995

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
INDONESIA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2025-09-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
11.00000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 36

Item C.1. Identification of investment.

a. Name of issuer (if any).
Arab Republic of Egypt
b. LEI (if any) of issuer. (1)
529900GFIVH4086NMH82
c. Title of the issue or description of the investment.
Arab Republic of Egypt
d. CUSIP (if any).
03846JW22
At least one of the following other identifiers:
- ISIN
US03846JW222
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
1133502
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2930000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
3019300.54000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.827690956348

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
EGYPT
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2025-06-11
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
5.87500000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 37

Item C.1. Identification of investment.

a. Name of issuer (if any).
N/A
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
Forward Foreign Currency Contract
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
39969
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
N/A
e. Value. (4)
13718.98000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.003760829876

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Derivative-foreign exchange
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
N/A
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Forward
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97

i. Amount and description of currency sold.
Amount of currency sold.
1661934.07000000
Description of currency sold.
United States Dollar
ii. Amount and description of currency purchased.
Amount of currency purchased.
6695600.00000000
Description of currency purchased.
Peru Sol
iii. Settlement date.
2022-02-08
iv. Unrealized appreciation or depreciation. (24)
13718.98000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 38

Item C.1. Identification of investment.

a. Name of issuer (if any).
Republic of Turkey
b. LEI (if any) of issuer. (1)
5493000PCHOG3B6S3Q85
c. Title of the issue or description of the investment.
Republic of Turkey
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- ISIN
TRT091122T10
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
1137953
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
50270000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
Turkey Lira
e. Value. (4)
3564952.83000000
f. Exchange rate.
13.27625000
g. Percentage value compared to net assets of the Fund.
0.977272443769

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
TURKEY
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2022-11-09
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
13.89999935
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 39

Item C.1. Identification of investment.

a. Name of issuer (if any).
Argentine Republic
b. LEI (if any) of issuer. (1)
549300KPBYGYF7HCHO27
c. Title of the issue or description of the investment.
Argentine Republic
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- ISIN
ARARGE4502K0
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
648398
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
354647000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
Argentina Peso
e. Value. (4)
677044.59000000
f. Exchange rate.
203.95690000
g. Percentage value compared to net assets of the Fund.
0.185600498116

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
ARGENTINA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2026-10-17
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
15.50000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 40

Item C.1. Identification of investment.

a. Name of issuer (if any).
N/A
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
Forward Foreign Currency Contract
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
39559
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
N/A
e. Value. (4)
200472.58000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.054956218920

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Derivative-foreign exchange
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
N/A
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Forward
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54

i. Amount and description of currency sold.
Amount of currency sold.
7840666.46000000
Description of currency sold.
United States Dollar
ii. Amount and description of currency purchased.
Amount of currency purchased.
44800000.00000000
Description of currency purchased.
Brazil Real
iii. Settlement date.
2022-01-04
iv. Unrealized appreciation or depreciation. (24)
200472.58000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 41

Item C.1. Identification of investment.

a. Name of issuer (if any).
Republic of Colombia
b. LEI (if any) of issuer. (1)
549300MHDRBVRF6B9117
c. Title of the issue or description of the investment.
Titulos de Tesoreria
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- ISIN
COL17CT02914
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
627612
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
3627000000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
Colombia Peso
e. Value. (4)
806108.16000000
f. Exchange rate.
4070.00000000
g. Percentage value compared to net assets of the Fund.
0.220981126267

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
COLOMBIA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2028-04-28
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
6.00000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 42

Item C.1. Identification of investment.

a. Name of issuer (if any).
N/A
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
OIS
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
697979
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
20057000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
Brazil Real
e. Value. (4)
-58637.81000000
f. Exchange rate.
5.57135000
g. Percentage value compared to net assets of the Fund.
-0.01607457899

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Derivative-interest rate
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Swap
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 CME Group Inc. LCZ7XYGSLJUHFXXNXD88

Custom swap Flag Yes No

1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
Receipts: fixed, floating or other. Fixed Floating Other
Receipts: Fixed rate.
7.07500000
Receipts: Base currency.
United States Dollar
Receipts: Amount.
0.00000000
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index.
Payments: fixed, floating or other. Fixed Floating Other
Payments: fixed or floating
Floating
Payments: Floating rate Index.
CDI
Payments: Floating rate Spread.
0.00000000
Payment: Floating Rate Reset Dates.
Day
Payment: Floating Rate Reset Dates Unit.
1
Payment: Floating Rate Tenor.
Month
Payment: Floating Rate Tenor Unit.
0
Payments: Base currency
United States Dollar
Payments: Amount
0.00000000

ii. Termination or maturity date.
2024-01-02
iii. Upfront payments or receipts
Upfront payments.
0.00000000
ISO Currency Code.
United States Dollar
Upfront receipts.
0.00000000
ISO Currency Code.
United States Dollar
iv. Notional amount.
20057000.00000000
ISO Currency Code.
BRL
v. Unrealized appreciation or depreciation. (24)
-58637.81000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 43

Item C.1. Identification of investment.

a. Name of issuer (if any).
Platinum Group Metals Ltd.
b. LEI (if any) of issuer. (1)
529900YSNVVJI7YJAG63
c. Title of the issue or description of the investment.
Platinum Group Metals Ltd.
d. CUSIP (if any).
72765Q148
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
820865
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
48837.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
76856.96000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.021069055525

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
CANADA (FEDERAL LEVEL)
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 44

Item C.1. Identification of investment.

a. Name of issuer (if any).
Letras de la Nacion Argentina con Ajuste por CER
b. LEI (if any) of issuer. (1)
549300KPBYGYF7HCHO27
c. Title of the issue or description of the investment.
Argentine Republic
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- ISIN
ARARGE520AJ6
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
1139292
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
62760806.91700000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
Argentina Peso
e. Value. (4)
305228.63000000
f. Exchange rate.
203.95690000
g. Percentage value compared to net assets of the Fund.
0.083673345307

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle)
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
ARGENTINA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2022-02-28
b. Coupon.
i. Coupon category. (13)
None
ii. Annualized rate.
0.00000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 45

Item C.1. Identification of investment.

a. Name of issuer (if any).
Republic of Indonesia
b. LEI (if any) of issuer. (1)
529900FWX0GRR7WG5W79
c. Title of the issue or description of the investment.
Republic of Indonesia
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- ISIN
IDG000009804
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
615220
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1445000000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
Indonesia Rupiah
e. Value. (4)
108884.79000000
f. Exchange rate.
14252.50000000
g. Percentage value compared to net assets of the Fund.
0.029848951693

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
INDONESIA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2027-05-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
7.00000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 46

Item C.1. Identification of investment.

a. Name of issuer (if any).
Argentine Republic
b. LEI (if any) of issuer. (1)
549300KPBYGYF7HCHO27
c. Title of the issue or description of the investment.
Boncer Government Bond
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- ISIN
ARARGE3208U4
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
1057674
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
179698628.49000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
Argentina Peso
e. Value. (4)
860081.69000000
f. Exchange rate.
203.95690000
g. Percentage value compared to net assets of the Fund.
0.235777070583

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
ARGENTINA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2024-03-25
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
1.50000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 47

Item C.1. Identification of investment.

a. Name of issuer (if any).
N/A
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
Forward Foreign Currency Contract
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
36576
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
N/A
e. Value. (4)
259312.01000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.071086068679

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Derivative-foreign exchange
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
N/A
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Forward
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 Bank of America B4TYDEB6GKMZO031MB27

i. Amount and description of currency sold.
Amount of currency sold.
11163297.76000000
Description of currency sold.
United States Dollar
ii. Amount and description of currency purchased.
Amount of currency purchased.
73010200.00000000
Description of currency purchased.
China Yuan Renminbi
iii. Settlement date.
2022-03-09
iv. Unrealized appreciation or depreciation. (24)
259312.01000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 48

Item C.1. Identification of investment.

a. Name of issuer (if any).
N/A
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
Forward Foreign Currency Contract
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
38258
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
N/A
e. Value. (4)
10282.84000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.002818869324

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Derivative-foreign exchange
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
N/A
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Forward
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 Citibank MBNUM2BPBDO7JBLYG310

i. Amount and description of currency sold.
Amount of currency sold.
2330266.67000000
Description of currency sold.
United States Dollar
ii. Amount and description of currency purchased.
Amount of currency purchased.
176517700.00000000
Description of currency purchased.
India Rupee
iii. Settlement date.
2022-04-08
iv. Unrealized appreciation or depreciation. (24)
10282.84000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 49

Item C.1. Identification of investment.

a. Name of issuer (if any).
Republic of Uzbekistan International Bond
b. LEI (if any) of issuer. (1)
213800L6VDKUM3TCM927
c. Title of the issue or description of the investment.
Republic of Uzbekistan
d. CUSIP (if any).
91822Q2F3
At least one of the following other identifiers:
- ISIN
US91822Q2F39
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
1154921
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
107400000000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
Uzbekistan Som
e. Value. (4)
10100970.56000000
f. Exchange rate.
10820.67000000
g. Percentage value compared to net assets of the Fund.
2.769012846548

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UZBEKISTAN
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2024-07-19
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
14.00000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 50

Item C.1. Identification of investment.

a. Name of issuer (if any).
Republic of Ecuador
b. LEI (if any) of issuer. (1)
5299003Y2U5XK0A35H71
c. Title of the issue or description of the investment.
Republic of Ecuador
d. CUSIP (if any).
27927IAF0
At least one of the following other identifiers:
- ISIN
XS2214238524
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
1113704
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
30733500.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
20322526.88000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
5.571082270835

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
ECUADOR
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2035-07-31
b. Coupon.
i. Coupon category. (13)
Variable
ii. Annualized rate.
1.00000080
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 51

Item C.1. Identification of investment.

a. Name of issuer (if any).
Argentine Republic
b. LEI (if any) of issuer. (1)
549300KPBYGYF7HCHO27
c. Title of the issue or description of the investment.
Boncer Government Bond
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- ISIN
ARARGE3208S8
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
1056361
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
7430102.07000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
Argentina Peso
e. Value. (4)
36370.16000000
f. Exchange rate.
203.95690000
g. Percentage value compared to net assets of the Fund.
0.009970273616

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
ARGENTINA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2022-03-18
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
1.20000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 52

Item C.1. Identification of investment.

a. Name of issuer (if any).
Republic of Ghana
b. LEI (if any) of issuer. (1)
213800PP4399SNNXZ126
c. Title of the issue or description of the investment.
Republic of Ghana
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- ISIN
GHGGOG045980
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
671123
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
5499000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
Ghana Cedi
e. Value. (4)
902627.91000000
f. Exchange rate.
6.15000000
g. Percentage value compared to net assets of the Fund.
0.247440408186

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
GHANA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2022-07-25
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
18.25000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 53

Item C.1. Identification of investment.

a. Name of issuer (if any).
N/A
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
OIS
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
698021
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
7486434.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
Brazil Real
e. Value. (4)
-26307.08000000
f. Exchange rate.
5.57135000
g. Percentage value compared to net assets of the Fund.
-0.00721164783

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Derivative-interest rate
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Swap
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 CME Group Inc. LCZ7XYGSLJUHFXXNXD88

Custom swap Flag Yes No

1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
Receipts: fixed, floating or other. Fixed Floating Other
Receipts: Fixed rate.
7.62000000
Receipts: Base currency.
United States Dollar
Receipts: Amount.
0.00000000
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index.
Payments: fixed, floating or other. Fixed Floating Other
Payments: fixed or floating
Floating
Payments: Floating rate Index.
CDI
Payments: Floating rate Spread.
0.00000000
Payment: Floating Rate Reset Dates.
Day
Payment: Floating Rate Reset Dates Unit.
1
Payment: Floating Rate Tenor.
Month
Payment: Floating Rate Tenor Unit.
0
Payments: Base currency
United States Dollar
Payments: Amount
0.00000000

ii. Termination or maturity date.
2025-01-02
iii. Upfront payments or receipts
Upfront payments.
0.00000000
ISO Currency Code.
United States Dollar
Upfront receipts.
0.00000000
ISO Currency Code.
United States Dollar
iv. Notional amount.
7486434.00000000
ISO Currency Code.
BRL
v. Unrealized appreciation or depreciation. (24)
-26307.08000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 54

Item C.1. Identification of investment.

a. Name of issuer (if any).
N/A
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
Forward Foreign Currency Contract
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
39142
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
N/A
e. Value. (4)
-172728.62000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.04735067436

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Derivative-foreign exchange
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
N/A
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Forward
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97

i. Amount and description of currency sold.
Amount of currency sold.
3877781.86000000
Description of currency sold.
United States Dollar
ii. Amount and description of currency purchased.
Amount of currency purchased.
3164270000.00000000
Description of currency purchased.
Chile Peso
iii. Settlement date.
2022-01-21
iv. Unrealized appreciation or depreciation. (24)
-172728.62000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 55

Item C.1. Identification of investment.

a. Name of issuer (if any).
Republic of Ghana
b. LEI (if any) of issuer. (1)
213800PP4399SNNXZ126
c. Title of the issue or description of the investment.
Republic of Ghana
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- ISIN
GHGGOG063942
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
1157543
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1530000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
Ghana Cedi
e. Value. (4)
242122.33000000
f. Exchange rate.
6.15000000
g. Percentage value compared to net assets of the Fund.
0.066373804202

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
GHANA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2023-07-31
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
17.24999855
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 56

Item C.1. Identification of investment.

a. Name of issuer (if any).
Republic of Ghana
b. LEI (if any) of issuer. (1)
213800PP4399SNNXZ126
c. Title of the issue or description of the investment.
Republic of Ghana
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- ISIN
GHGGOG049263
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
871545
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1660000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
Ghana Cedi
e. Value. (4)
245005.91000000
f. Exchange rate.
6.15000000
g. Percentage value compared to net assets of the Fund.
0.067164289633

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
GHANA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2025-04-07
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
16.25000075
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 57

Item C.1. Identification of investment.

a. Name of issuer (if any).
N/A
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
Forward Foreign Currency Contract
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
23505
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
N/A
e. Value. (4)
78989.74000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.021653721640

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Derivative-foreign exchange
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
N/A
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Forward
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97

i. Amount and description of currency sold.
Amount of currency sold.
2347043.66000000
Description of currency sold.
United States Dollar
ii. Amount and description of currency purchased.
Amount of currency purchased.
181168300.00000000
Description of currency purchased.
India Rupee
iii. Settlement date.
2022-01-27
iv. Unrealized appreciation or depreciation. (24)
78989.74000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 58

Item C.1. Identification of investment.

a. Name of issuer (if any).
N/A
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
Forward Foreign Currency Contract
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
41079
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
N/A
e. Value. (4)
18038.84000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.004945047547

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Derivative-foreign exchange
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
N/A
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Forward
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 Deutsche Bank 7LTWFZYICNSX8D621K86

i. Amount and description of currency sold.
Amount of currency sold.
2068209.01000000
Description of currency sold.
United States Dollar
ii. Amount and description of currency purchased.
Amount of currency purchased.
162345100.00000000
Description of currency purchased.
Russia Ruble
iii. Settlement date.
2022-06-10
iv. Unrealized appreciation or depreciation. (24)
18038.84000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 59

Item C.1. Identification of investment.

a. Name of issuer (if any).
Bank of Thailand
b. LEI (if any) of issuer. (1)
549300HJD00HOXYCA262
c. Title of the issue or description of the investment.
Bank of Thailand
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- ISIN
TH0655032B03
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
1172920
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
38940000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
Thailand Baht
e. Value. (4)
1173310.92000000
f. Exchange rate.
33.21000000
g. Percentage value compared to net assets of the Fund.
0.321643647130

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
THAILAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2022-11-23
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
0.56000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 60

Item C.1. Identification of investment.

a. Name of issuer (if any).
Republic of Ecuador
b. LEI (if any) of issuer. (1)
5299003Y2U5XK0A35H71
c. Title of the issue or description of the investment.
Republic of Ecuador
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- ISIN
XS2214239258
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
1114072
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
14045250.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
8260362.66000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
2.264440846235

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
ECUADOR
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2040-07-31
b. Coupon.
i. Coupon category. (13)
Variable
ii. Annualized rate.
0.50000040
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 61

Item C.1. Identification of investment.

a. Name of issuer (if any).
Federative Republic of Brazil
b. LEI (if any) of issuer. (1)
254900ZFY40OYEADAP90
c. Title of the issue or description of the investment.
Notas do Tesouro Nacional
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- ISIN
BRSTNCNTF1Q6
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
876697
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
4730000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
Brazil Real
e. Value. (4)
822588.01000000
f. Exchange rate.
5.57135000
g. Percentage value compared to net assets of the Fund.
0.225498802672

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
BRAZIL
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2029-01-01
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
9.99999990
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 62

Item C.1. Identification of investment.

a. Name of issuer (if any).
K2016470219 SA Ltd.
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
K2016470219 SA Ltd.
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
1157355
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1140749.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
South Africa Rand
e. Value. (4)
0.00000000
f. Exchange rate.
15.95195000
g. Percentage value compared to net assets of the Fund.
0.000000

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
SOUTH AFRICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 63

Item C.1. Identification of investment.

a. Name of issuer (if any).
Democratic Socialist Republic of Sri Lanka
b. LEI (if any) of issuer. (1)
254900HXCCIOHM74FA02
c. Title of the issue or description of the investment.
Democratic Socialist Republic of Sri Lanka
d. CUSIP (if any).
85227SAW6
At least one of the following other identifiers:
- ISIN
US85227SAW61
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
1138932
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
200000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
101892.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.027931994780

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
SRI LANKA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2028-04-18
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
6.75000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 64

Item C.1. Identification of investment.

a. Name of issuer (if any).
Federative Republic of Brazil
b. LEI (if any) of issuer. (1)
254900ZFY40OYEADAP90
c. Title of the issue or description of the investment.
Notas do Tesouro Nacional
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- ISIN
BRSTNCNTF170
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
594402
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
19050000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
Brazil Real
e. Value. (4)
3370941.67000000
f. Exchange rate.
5.57135000
g. Percentage value compared to net assets of the Fund.
0.924087515526

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
BRAZIL
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2025-01-01
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
9.99999990
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 65

Item C.1. Identification of investment.

a. Name of issuer (if any).
Dominican Republic
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
Dominican Republic Government Bond
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- ISIN
USP3579EBE60
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
620041
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
14000000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
15470000.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
4.240842845908

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
DOMINICAN REPUBLIC
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2045-01-27
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
6.85000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 66

Item C.1. Identification of investment.

a. Name of issuer (if any).
N/A
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
Forward Foreign Currency Contract
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
42809
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
N/A
e. Value. (4)
252194.39000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.069134891700

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Derivative-foreign exchange
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
N/A
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Forward
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54

i. Amount and description of currency sold.
Amount of currency sold.
7667425.42000000
Description of currency sold.
United States Dollar
ii. Amount and description of currency purchased.
Amount of currency purchased.
44800000.00000000
Description of currency purchased.
Brazil Real
iii. Settlement date.
2022-03-03
iv. Unrealized appreciation or depreciation. (24)
252194.39000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 67

Item C.1. Identification of investment.

a. Name of issuer (if any).
N/A
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
Forward Foreign Currency Contract
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
41918
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
N/A
e. Value. (4)
-1818.78000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.00049858824

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Derivative-foreign exchange
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
N/A
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Forward
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02

i. Amount and description of currency sold.
Amount of currency sold.
131074.71000000
Description of currency sold.
United States Dollar
ii. Amount and description of currency purchased.
Amount of currency purchased.
111230000.00000000
Description of currency purchased.
Chile Peso
iii. Settlement date.
2022-03-10
iv. Unrealized appreciation or depreciation. (24)
-1818.78000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 68

Item C.1. Identification of investment.

a. Name of issuer (if any).
Republic of Ghana
b. LEI (if any) of issuer. (1)
213800PP4399SNNXZ126
c. Title of the issue or description of the investment.
Republic of Ghana
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- ISIN
GHGGOG048331
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
684497
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
11530000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
Ghana Cedi
e. Value. (4)
1833779.03000000
f. Exchange rate.
6.15000000
g. Percentage value compared to net assets of the Fund.
0.502699979337

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
GHANA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2023-02-06
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
16.50000020
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 69

Item C.1. Identification of investment.

a. Name of issuer (if any).
Arab Republic of Egypt
b. LEI (if any) of issuer. (1)
529900GFIVH4086NMH82
c. Title of the issue or description of the investment.
Arab Republic of Egypt Treasury Bills
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- ISIN
EGT998013M15
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
1136797
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
172900000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
Egypt Pound
e. Value. (4)
10841493.76000000
f. Exchange rate.
15.71000000
g. Percentage value compared to net assets of the Fund.
2.972014948355

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle)
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
EGYPT
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2022-03-01
b. Coupon.
i. Coupon category. (13)
None
ii. Annualized rate.
0.00000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 70

Item C.1. Identification of investment.

a. Name of issuer (if any).
N/A
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
OIS
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
698001
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1443981.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
Brazil Real
e. Value. (4)
-13235.44000000
f. Exchange rate.
5.57135000
g. Percentage value compared to net assets of the Fund.
-0.00362827543

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Derivative-interest rate
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Swap
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 CME Group Inc. LCZ7XYGSLJUHFXXNXD88

Custom swap Flag Yes No

1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
Receipts: fixed, floating or other. Fixed Floating Other
Receipts: Fixed rate.
8.37000000
Receipts: Base currency.
United States Dollar
Receipts: Amount.
0.00000000
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index.
Payments: fixed, floating or other. Fixed Floating Other
Payments: fixed or floating
Floating
Payments: Floating rate Index.
CDI
Payments: Floating rate Spread.
0.00000000
Payment: Floating Rate Reset Dates.
Day
Payment: Floating Rate Reset Dates Unit.
1
Payment: Floating Rate Tenor.
Month
Payment: Floating Rate Tenor Unit.
0
Payments: Base currency
United States Dollar
Payments: Amount
0.00000000

ii. Termination or maturity date.
2029-01-02
iii. Upfront payments or receipts
Upfront payments.
0.00000000
ISO Currency Code.
United States Dollar
Upfront receipts.
0.00000000
ISO Currency Code.
United States Dollar
iv. Notional amount.
1443981.00000000
ISO Currency Code.
BRL
v. Unrealized appreciation or depreciation. (24)
-13235.44000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 71

Item C.1. Identification of investment.

a. Name of issuer (if any).
Republic of Indonesia
b. LEI (if any) of issuer. (1)
529900FWX0GRR7WG5W79
c. Title of the issue or description of the investment.
Republic of Indonesia
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- ISIN
IDG000015108
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
1135165
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
285349000000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
Indonesia Rupiah
e. Value. (4)
20343316.53000000
f. Exchange rate.
14252.50000000
g. Percentage value compared to net assets of the Fund.
5.576781407130

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
INDONESIA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2026-04-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
5.50000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 72

Item C.1. Identification of investment.

a. Name of issuer (if any).
N/A
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
OIS
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
697970
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
900000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
Brazil Real
e. Value. (4)
-4615.86000000
f. Exchange rate.
5.57135000
g. Percentage value compared to net assets of the Fund.
-0.00126536114

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Derivative-interest rate
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Swap
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 CME Group Inc. LCZ7XYGSLJUHFXXNXD88

Custom swap Flag Yes No

1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
Receipts: fixed, floating or other. Fixed Floating Other
Receipts: Fixed rate.
8.19000000
Receipts: Base currency.
United States Dollar
Receipts: Amount.
0.00000000
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index.
Payments: fixed, floating or other. Fixed Floating Other
Payments: fixed or floating
Floating
Payments: Floating rate Index.
CDI
Payments: Floating rate Spread.
0.00000000
Payment: Floating Rate Reset Dates.
Day
Payment: Floating Rate Reset Dates Unit.
1
Payment: Floating Rate Tenor.
Month
Payment: Floating Rate Tenor Unit.
0
Payments: Base currency
United States Dollar
Payments: Amount
0.00000000

ii. Termination or maturity date.
2027-01-04
iii. Upfront payments or receipts
Upfront payments.
0.00000000
ISO Currency Code.
United States Dollar
Upfront receipts.
0.00000000
ISO Currency Code.
United States Dollar
iv. Notional amount.
900000.00000000
ISO Currency Code.
BRL
v. Unrealized appreciation or depreciation. (24)
-4615.86000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 73

Item C.1. Identification of investment.

a. Name of issuer (if any).
N/A
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
Forward Foreign Currency Contract
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
28634
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
N/A
e. Value. (4)
-23983.37000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.00657464144

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Derivative-foreign exchange
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
N/A
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Forward
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 Deutsche Bank 7LTWFZYICNSX8D621K86

i. Amount and description of currency sold.
Amount of currency sold.
2137215.34000000
Description of currency sold.
United States Dollar
ii. Amount and description of currency purchased.
Amount of currency purchased.
160802800.00000000
Description of currency purchased.
Russia Ruble
iii. Settlement date.
2022-03-11
iv. Unrealized appreciation or depreciation. (24)
-23983.37000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 74

Item C.1. Identification of investment.

a. Name of issuer (if any).
N/A
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
OIS
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
698156
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
30914651.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
Brazil Real
e. Value. (4)
-236709.19000000
f. Exchange rate.
5.57135000
g. Percentage value compared to net assets of the Fund.
-0.06488988202

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Derivative-interest rate
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Swap
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 CME Group Inc. LCZ7XYGSLJUHFXXNXD88

Custom swap Flag Yes No

1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
Receipts: fixed, floating or other. Fixed Floating Other
Receipts: Fixed rate.
8.13000000
Receipts: Base currency.
United States Dollar
Receipts: Amount.
0.00000000
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index.
Payments: fixed, floating or other. Fixed Floating Other
Payments: fixed or floating
Floating
Payments: Floating rate Index.
CDI
Payments: Floating rate Spread.
0.00000000
Payment: Floating Rate Reset Dates.
Day
Payment: Floating Rate Reset Dates Unit.
1
Payment: Floating Rate Tenor.
Month
Payment: Floating Rate Tenor Unit.
0
Payments: Base currency
United States Dollar
Payments: Amount
0.00000000

ii. Termination or maturity date.
2027-01-04
iii. Upfront payments or receipts
Upfront payments.
0.00000000
ISO Currency Code.
United States Dollar
Upfront receipts.
0.00000000
ISO Currency Code.
United States Dollar
iv. Notional amount.
30914651.00000000
ISO Currency Code.
BRL
v. Unrealized appreciation or depreciation. (24)
-236709.19000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 75

Item C.1. Identification of investment.

a. Name of issuer (if any).
Arab Republic of Egypt
b. LEI (if any) of issuer. (1)
529900GFIVH4086NMH82
c. Title of the issue or description of the investment.
Arab Republic of Egypt Treasury Bills
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- ISIN
EGT9980C4M13
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
1171141
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
344500000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
Egypt Pound
e. Value. (4)
21301319.82000000
f. Exchange rate.
15.71000000
g. Percentage value compared to net assets of the Fund.
5.839402053461

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle)
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
EGYPT
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2022-04-12
b. Coupon.
i. Coupon category. (13)
None
ii. Annualized rate.
0.00000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 76

Item C.1. Identification of investment.

a. Name of issuer (if any).
Republic of Colombia
b. LEI (if any) of issuer. (1)
549300MHDRBVRF6B9117
c. Title of the issue or description of the investment.
Titulos de Tesoreria
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- ISIN
COL17CT02625
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
627609
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
18845000000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
Colombia Peso
e. Value. (4)
4600401.86000000
f. Exchange rate.
4070.00000000
g. Percentage value compared to net assets of the Fund.
1.261123549856

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
COLOMBIA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2026-08-26
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
7.50000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 77

Item C.1. Identification of investment.

a. Name of issuer (if any).
Republic of Ghana
b. LEI (if any) of issuer. (1)
213800PP4399SNNXZ126
c. Title of the issue or description of the investment.
Republic of Ghana
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- ISIN
GHGGOG047440
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
681215
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
670000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
Ghana Cedi
e. Value. (4)
108371.80000000
f. Exchange rate.
6.15000000
g. Percentage value compared to net assets of the Fund.
0.029708324028

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
GHANA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2022-11-28
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
17.60000070
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 78

Item C.1. Identification of investment.

a. Name of issuer (if any).
Democratic Socialist Republic of Sri Lanka
b. LEI (if any) of issuer. (1)
254900HXCCIOHM74FA02
c. Title of the issue or description of the investment.
Democratic Socialist Republic of Sri Lanka
d. CUSIP (if any).
85227SAV8
At least one of the following other identifiers:
- ISIN
US85227SAV88
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
1120558
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
200000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
112904.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.030950751174

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
SRI LANKA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2023-04-18
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
5.75000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 79

Item C.1. Identification of investment.

a. Name of issuer (if any).
N/A
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
Forward Foreign Currency Contract
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
38534
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
N/A
e. Value. (4)
182829.86000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.050119761073

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Derivative-foreign exchange
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
N/A
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Forward
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 HSBC Bank MP6I5ZYZBEU3UXPYFY54

i. Amount and description of currency sold.
Amount of currency sold.
8549152.34000000
Description of currency sold.
United States Dollar
ii. Amount and description of currency purchased.
Amount of currency purchased.
55642500.00000000
Description of currency purchased.
China Yuan Renminbi
iii. Settlement date.
2022-01-18
iv. Unrealized appreciation or depreciation. (24)
182829.86000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 80

Item C.1. Identification of investment.

a. Name of issuer (if any).
Republic of Colombia
b. LEI (if any) of issuer. (1)
549300MHDRBVRF6B9117
c. Title of the issue or description of the investment.
Titulos de Tesoreria
d. CUSIP (if any).
N/A
At least one of the following other identifiers:
- ISIN
COL17CT03342
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
627613
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
29302000000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
Colombia Peso
e. Value.