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.
2022-12-31
b. Date as of which information is reported.
2022-06-30

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.
337325983.28
b. Total liabilities.
57539633.66
c. Net assets.
279786349.62

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.
2400769.88000000

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)
-54.58000000 -226.96000000 -94.59000000 0.00000000 0.00000000
Interest Rate Risk (DV100)
-5457.66000000 -22695.79000000 -9459.19000000 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)
-326.46000000 -1695.33000000 -2062.95000000 -554.90000000 0.00000000
Interest Rate Risk (DV100)
-32645.91000000 -169532.85000000 -206295.02000000 -55490.13000000 0.00000000
#4 Canada 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
#5 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
#6 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
#7 Colombia Peso
Interest Rate Risk (DV01)
-0.98000000 -790.33000000 -2983.70000000 -2243.19000000 0.00000000
Interest Rate Risk (DV100)
-97.58000000 -79033.30000000 -298370.00000000 -224318.73000000 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)
0.00000000 -2244.39000000 -4867.04000000 0.00000000 0.00000000
Interest Rate Risk (DV100)
0.00000000 -224439.44000000 -486703.55000000 0.00000000 0.00000000
#11 India Rupee
Interest Rate Risk (DV01)
0.00000000 0.00000000 -5497.30000000 -2437.86000000 0.00000000
Interest Rate Risk (DV100)
0.00000000 0.00000000 -549730.07000000 -243785.64000000 0.00000000
#12 Korea (South) Won
Interest Rate Risk (DV01)
0.00000000 -4279.04000000 -6779.35000000 0.00000000 0.00000000
Interest Rate Risk (DV100)
0.00000000 -427903.65000000 -677934.81000000 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 -1018.38000000 -393.46000000 0.00000000 0.00000000
Interest Rate Risk (DV100)
0.00000000 -101837.72000000 -39346.39000000 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)
-123.90000000 -1501.47000000 -7987.31000000 0.00000000 0.00000000
Interest Rate Risk (DV100)
-12389.86000000 -150146.60000000 -798731.48000000 0.00000000 0.00000000
#17 United States Dollar
Interest Rate Risk (DV01)
-43.15000000 -2209.77000000 3604.03000000 -10518.30000000 -19186.21000000
Interest Rate Risk (DV100)
-4315.16000000 -220977.36000000 360403.19000000 -1051830.13000000 -1918621.00000000
#18 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 -167.78000000 -9798.70000000 -28301.36000000 -4619.85000000 0.00000000
Non-Investment grade -405.16000000 -5626.91000000 884.90000000 -11025.74000000 -18971.77000000

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 -6.94789100 1.19045080 -12.32932600

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 -8111.21000000 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 -8111.21000000 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 4343185.40000000 -16233638.78000000 -6556456.79999999 11899036.58000000 -6614073.01999999 -6194576.28000000
Forward 4343185.40000000 -16233638.78000000 -6556456.79999999 11899036.58000000 -6614073.01999999 -6194576.28000000
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 5540.51000000 1113552.34000000 -2170.00000000 -762585.33000000 -1924098.39000000 2246216.27000000
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 5540.51000000 1113552.34000000 -2170.00000000 -762585.33000000 -1924098.39000000 2246216.27000000
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 -3647079.86000000 -13632783.18000000
Month 2 -238322.61000000 -3210613.68000000
Month 3 -745801.83000000 -22355322.83000000

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 298984.20000000
Month 3 0.00000000 0.00000000 444072.35000000

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).
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
571062.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
266971.51000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.095419776684

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.
2022-07-21
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: 2

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)
620070.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.221622677747

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: 3

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
54110
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)
18940.58000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.006769658357

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.
8344268.22000000
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.
2022-09-21
iv. Unrealized appreciation or depreciation. (24)
18940.58000000

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: 4

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
43890
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)
-295971.69000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.10578489279

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.
7973749.38000000
Description of currency sold.
United States Dollar
ii. Amount and description of currency purchased.
Amount of currency purchased.
51389220.00000000
Description of currency purchased.
China Yuan Renminbi
iii. Settlement date.
2022-07-12
iv. Unrealized appreciation or depreciation. (24)
-295971.69000000

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: 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
53528
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)
-288068.48000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.10296016242

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.
3019511.14000000
Description of currency sold.
United States Dollar
ii. Amount and description of currency purchased.
Amount of currency purchased.
2540465695.00000000
Description of currency purchased.
Chile Peso
iii. Settlement date.
2022-09-06
iv. Unrealized appreciation or depreciation. (24)
-288068.48000000

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
47665
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)
-47588.39000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.01700883194

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.
4900000.00000000
Description of currency sold.
Russia Ruble
ii. Amount and description of currency purchased.
Amount of currency purchased.
30672.93000000
Description of currency purchased.
United States Dollar
iii. Settlement date.
2022-09-15
iv. Unrealized appreciation or depreciation. (24)
-47588.39000000

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: 7

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)
619246.72000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.221328424650

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: 8

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
55067
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)
46419.74000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.016591138224

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.
45660000.00000000
Description of currency sold.
Brazil Real
ii. Amount and description of currency purchased.
Amount of currency purchased.
8770649.25000000
Description of currency purchased.
United States Dollar
iii. Settlement date.
2022-07-05
iv. Unrealized appreciation or depreciation. (24)
46419.74000000

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: 9

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
389070000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
Thailand Baht
e. Value. (4)
10912190.96000000
f. Exchange rate.
35.30000000
g. Percentage value compared to net assets of the Fund.
3.900187044443

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: 10

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
47984
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)
-1098256.76000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.39253407519

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.
116926000.00000000
Description of currency sold.
Russia Ruble
ii. Amount and description of currency purchased.
Amount of currency purchased.
769250.00000000
Description of currency purchased.
United States Dollar
iii. Settlement date.
2022-09-15
iv. Unrealized appreciation or depreciation. (24)
-1098256.76000000

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).
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)
62200.36000000
f. Exchange rate.
4151.37000000
g. Percentage value compared to net assets of the Fund.
0.022231377651

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: 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
47321
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)
-10177.16000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.00363747552

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.
85176.41000000
Description of currency sold.
United States Dollar
ii. Amount and description of currency purchased.
Amount of currency purchased.
71940000.00000000
Description of currency purchased.
Chile Peso
iii. Settlement date.
2023-03-07
iv. Unrealized appreciation or depreciation. (24)
-10177.16000000

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).
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
11776320.01000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
11798324.89000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
4.216905115644

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: 14

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).
03846JX54
At least one of the following other identifiers:
- ISIN
US03846JX543
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
1073536
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1080000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
710332.20000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.253883794175

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.
2032-05-29
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
7.62500000
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: 15

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
16852222.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
3650595.06000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.304779545163

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: 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.
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)
-79356.23000000
f. Exchange rate.
5.23370000
g. Percentage value compared to net assets of the Fund.
-0.02836315285

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)
-79356.23000000

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: 17

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)
4468010.91000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.596936704048

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: 18

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
51610
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)
-401043.76000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.14333928747

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.
11362028.08000000
Description of currency sold.
United States Dollar
ii. Amount and description of currency purchased.
Amount of currency purchased.
45760000000.00000000
Description of currency purchased.
Colombia Peso
iii. Settlement date.
2022-08-03
iv. Unrealized appreciation or depreciation. (24)
-401043.76000000

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
51434
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)
-378781.45000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.13538239106

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.
16545606.35000000
Description of currency sold.
United States Dollar
ii. Amount and description of currency purchased.
Amount of currency purchased.
1292046400.00000000
Description of currency purchased.
India Rupee
iii. Settlement date.
2022-11-10
iv. Unrealized appreciation or depreciation. (24)
-378781.45000000

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).
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
53862
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)
-24658.08000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.00881318192

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.
13105254.96000000
Description of currency sold.
United States Dollar
ii. Amount and description of currency purchased.
Amount of currency purchased.
87535240.00000000
Description of currency purchased.
China Yuan Renminbi
iii. Settlement date.
2022-12-08
iv. Unrealized appreciation or depreciation. (24)
-24658.08000000

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: 21

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)
6021648.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
2.152230803317

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: 22

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)
309996.61000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.110797617689

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: 23

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
370108.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
261067.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.093309412826

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: 24

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)
905530.17000000
f. Exchange rate.
35.30000000
g. Percentage value compared to net assets of the Fund.
0.323650589540

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: 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
53652
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)
-325218.06000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.11623800104

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.
3058964.48000000
Description of currency sold.
United States Dollar
ii. Amount and description of currency purchased.
Amount of currency purchased.
2540470000.00000000
Description of currency purchased.
Chile Peso
iii. Settlement date.
2022-09-02
iv. Unrealized appreciation or depreciation. (24)
-325218.06000000

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: 26

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)
903178.34000000
f. Exchange rate.
35.30000000
g. Percentage value compared to net assets of the Fund.
0.322810008860

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: 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
53955
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)
-44972.65000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.01607392571

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.
3458605.76000000
Description of currency sold.
United States Dollar
ii. Amount and description of currency purchased.
Amount of currency purchased.
273714060.00000000
Description of currency purchased.
India Rupee
iii. Settlement date.
2022-12-15
iv. Unrealized appreciation or depreciation. (24)
-44972.65000000

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: 28

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
5558000000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
Indonesia Rupiah
e. Value. (4)
382969.42000000
f. Exchange rate.
14897.50000000
g. Percentage value compared to net assets of the Fund.
0.136879236789

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: 29

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)
2027191.21000000
f. Exchange rate.
14897.50000000
g. Percentage value compared to net assets of the Fund.
0.724549719009

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: 30

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
700635
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
3600000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
23096.97000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.008255216893

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 KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
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 LCH Clearnet 549300TXTCI7WVVJS380

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: Floating rate Index.
SOFR
Receipts: Floating rate Spread.
0.00000000
Receipt: Floating Rate Reset Dates.
Day
Receipt: Floating Rate Reset Dates Unit.
1
Receipts: Floating Rate Tenor.
Month
Receipts: Floating Rate Tenor Unit.
12
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 rate.
2.67000000
Payments: Base currency
United States Dollar
Payments: Amount
0.00000000

ii. Termination or maturity date.
2032-04-21
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.
3600000.00000000
ISO Currency Code.
USD
v. Unrealized appreciation or depreciation. (24)
23096.97000000

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).
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)
2487763.38000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.889165387581

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: 32

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)
414944.47000000
f. Exchange rate.
253.71100000
g. Percentage value compared to net assets of the Fund.
0.148307617781

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: 33

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
51441
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)
-262394.73000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.09378396421

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.
8185937.73000000
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.
2023-05-04
iv. Unrealized appreciation or depreciation. (24)
-262394.73000000

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 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)
687074.61000000
f. Exchange rate.
4151.37000000
g. Percentage value compared to net assets of the Fund.
0.245571169191

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: 35

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)
-358515.25000000
f. Exchange rate.
5.23370000
g. Percentage value compared to net assets of the Fund.
-0.12813893547

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)
-358515.25000000

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).
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
49937
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)
-157360.02000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.05624292257

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.
5301732.01000000
Description of currency sold.
United States Dollar
ii. Amount and description of currency purchased.
Amount of currency purchased.
406505000.00000000
Description of currency purchased.
India Rupee
iii. Settlement date.
2022-07-12
iv. Unrealized appreciation or depreciation. (24)
-157360.02000000

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: 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
53924
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)
-6597.51000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.00235805285

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.
6478826.05000000
Description of currency sold.
United States Dollar
ii. Amount and description of currency purchased.
Amount of currency purchased.
43311600.00000000
Description of currency purchased.
China Yuan Renminbi
iii. Settlement date.
2022-12-09
iv. Unrealized appreciation or depreciation. (24)
-6597.51000000

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).
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)
63740.02000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.022781676120

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: 39

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)
99663.53000000
f. Exchange rate.
14897.50000000
g. Percentage value compared to net assets of the Fund.
0.035621298228

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: 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
53450
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)
-229452.55000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.08200991589

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.
2271788.81000000
Description of currency sold.
United States Dollar
ii. Amount and description of currency purchased.
Amount of currency purchased.
1905349271.00000000
Description of currency purchased.
Chile Peso
iii. Settlement date.
2022-09-21
iv. Unrealized appreciation or depreciation. (24)
-229452.55000000

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).
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
235248488.31000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
Argentina Peso
e. Value. (4)
738689.70000000
f. Exchange rate.
253.71100000
g. Percentage value compared to net assets of the Fund.
0.264019206442

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: 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.
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
53444
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)
-1815626.03000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.64893302781

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.
21234509.99000000
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.
2022-09-02
iv. Unrealized appreciation or depreciation. (24)
-1815626.03000000

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).
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)
9542584.11000000
f. Exchange rate.
10865.94000000
g. Percentage value compared to net assets of the Fund.
3.410668219861

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: 44

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
53155
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)
-76873.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.02747578647

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.
1822427.87000000
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.
2022-07-27
iv. Unrealized appreciation or depreciation. (24)
-76873.50000000

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 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)
14874440.51000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
5.316356759435

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: 46

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).
03846JW89
At least one of the following other identifiers:
- ISIN
US03846JW891
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
964629
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
540000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
324010.80000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.115806507515

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.
2049-03-01
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
8.70020000
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
55064
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)
-51522.05000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.01841478330

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.
8620950.08000000
Description of currency sold.
United States Dollar
ii. Amount and description of currency purchased.
Amount of currency purchased.
45660000.00000000
Description of currency purchased.
Brazil Real
iii. Settlement date.
2022-09-02
iv. Unrealized appreciation or depreciation. (24)
-51522.05000000

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
48840
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)
81826.65000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.029246119444

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.
1860000000.00000000
Description of currency sold.
Korea (South) Won
ii. Amount and description of currency purchased.
Amount of currency purchased.
1525277.79000000
Description of currency purchased.
United States Dollar
iii. Settlement date.
2022-07-21
iv. Unrealized appreciation or depreciation. (24)
81826.65000000

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: 49

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)
685914.92000000
f. Exchange rate.
8.02500000
g. Percentage value compared to net assets of the Fund.
0.245156677919

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: 50

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)
-165996.09000000
f. Exchange rate.
5.23370000
g. Percentage value compared to net assets of the Fund.
-0.05932958853

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)
-165996.09000000

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).
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
700395
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
650000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
26717.69000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.009549318626

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 KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
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 LCH Clearnet 549300TXTCI7WVVJS380

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: Floating rate Index.
SOFR
Receipts: Floating rate Spread.
0.00000000
Receipt: Floating Rate Reset Dates.
Day
Receipt: Floating Rate Reset Dates Unit.
1
Receipts: Floating Rate Tenor.
Month
Receipts: Floating Rate Tenor Unit.
12
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 rate.
2.25700000
Payments: Base currency
United States Dollar
Payments: Amount
0.00000000

ii. Termination or maturity date.
2032-03-30
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.
650000.00000000
ISO Currency Code.
USD
v. Unrealized appreciation or depreciation. (24)
26717.69000000

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: 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
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)
173062.29000000
f. Exchange rate.
8.02500000
g. Percentage value compared to net assets of the Fund.
0.061855158493

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: 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.
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
53522
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)
979513.37000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.350093337766

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.
62000000.00000000
Description of currency sold.
Brazil Real
ii. Amount and description of currency purchased.
Amount of currency purchased.
12825817.13000000
Description of currency purchased.
United States Dollar
iii. Settlement date.
2022-07-05
iv. Unrealized appreciation or depreciation. (24)
979513.37000000

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: 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.
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
700420
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
640000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
28416.52000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.010156506934

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 KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
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 LCH Clearnet 549300TXTCI7WVVJS380

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: Floating rate Index.
SOFR
Receipts: Floating rate Spread.
0.00000000
Receipt: Floating Rate Reset Dates.
Day
Receipt: Floating Rate Reset Dates Unit.
1
Receipts: Floating Rate Tenor.
Month
Receipts: Floating Rate Tenor Unit.
12
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 rate.
2.25300000
Payments: Base currency
United States Dollar
Payments: Amount
0.00000000

ii. Termination or maturity date.
2032-03-31
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.
640000.00000000
ISO Currency Code.
USD
v. Unrealized appreciation or depreciation. (24)
28416.52000000

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).
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).
03846JW55
At least one of the following other identifiers:
- ISIN
US03846JW552
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
1191726
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
290000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
166697.80000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.059580390618

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.
2048-02-21
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
7.90300000
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).
Government of Mongolia
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
State of Mongolia
d. CUSIP (if any).
60937LAC9
At least one of the following other identifiers:
- ISIN
US60937LAC90
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
1193351
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)
180486.03000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.064508518819

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)
MONGOLIA
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.
2026-04-07
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
5.12500000
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: 57

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)
157067.58000000
f. Exchange rate.
8.02500000
g. Percentage value compared to net assets of the Fund.
0.056138399966

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: 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
52593
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)
-296481.21000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.10596700318

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.
4631466.44000000
Description of currency sold.
United States Dollar
ii. Amount and description of currency purchased.
Amount of currency purchased.
4015481406.00000000
Description of currency purchased.
Chile Peso
iii. Settlement date.
2022-08-19
iv. Unrealized appreciation or depreciation. (24)
-296481.21000000

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)
1103475.59000000
f. Exchange rate.
35.30000000
g. Percentage value compared to net assets of the Fund.
0.394399366337

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)
5770921.45000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
2.062617228409

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
16530000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
Brazil Real
e. Value. (4)
2777809.63341421
f. Exchange rate.
5.23370000
g. Percentage value compared to net assets of the Fund.
0.992832437031

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).
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
49556
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)
-69231.05000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.02474425578

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.
2284131.73000000
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.
2022-10-11
iv. Unrealized appreciation or depreciation. (24)
-69231.05000000

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).
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.
16.26415000
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: 64

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)
64548.80000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.023070746692

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: 65

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
10150000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
Brazil Real
e. Value. (4)
1830990.80382903
f. Exchange rate.
5.23370000
g. Percentage value compared to net assets of the Fund.
0.654424637340

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: 66

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)
11110398.60000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
3.971029542752

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: 67

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
12180000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
Ghana Cedi
e. Value. (4)
1442227.85000000
f. Exchange rate.
8.02500000
g. Percentage value compared to net assets of the Fund.
0.515474701306

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: 68

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)
-65113.09000000
f. Exchange rate.
5.23370000
g. Percentage value compared to net assets of the Fund.
-0.02327243272

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)
-65113.09000000

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).
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
46841
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)
2409650.51000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.861246630964

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.
5513488.72000000
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.
2022-08-24
iv. Unrealized appreciation or depreciation. (24)
2409650.51000000

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).
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)
18818955.70000000
f. Exchange rate.
14897.50000000
g. Percentage value compared to net assets of the Fund.
6.726187937888

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: 71

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)
-29023.62000000
f. Exchange rate.
5.23370000
g. Percentage value compared to net assets of the Fund.
-0.01037349393

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)
-29023.62000000

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: 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.
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
47987
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)
-1882824.43000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.67295078282

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.
188400000.00000000
Description of currency sold.
Russia Ruble
ii. Amount and description of currency purchased.
Amount of currency purchased.
1248922.77000000
Description of currency purchased.
United States Dollar
iii. Settlement date.
2022-08-24
iv. Unrealized appreciation or depreciation. (24)
-1882824.43000000

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
46533
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)
-233397.12000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.08341976666

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.
5178141.69000000
Description of currency sold.
United States Dollar
ii. Amount and description of currency purchased.
Amount of currency purchased.
33109970.00000000
Description of currency purchased.
China Yuan Renminbi
iii. Settlement date.
2022-08-22
iv. Unrealized appreciation or depreciation. (24)
-233397.12000000

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: 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
700618
Description of other unique identifier.
Inhouse Asset ID

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1400000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
24638.11000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.008806044338

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 KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
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 LCH Clearnet 549300TXTCI7WVVJS380

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: Floating rate Index.
SOFR
Receipts: Floating rate Spread.
0.00000000
Receipt: Floating Rate Reset Dates.
Day
Receipt: Floating Rate Reset Dates Unit.
1
Receipts: Floating Rate Tenor.
Month
Receipts: Floating Rate Tenor Unit.
12
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 rate.
2.54100000
Payments: Base currency
United States Dollar
Payments: Amount
0.00000000

ii. Termination or maturity date.
2032-04-19
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.
1400000.00000000
ISO Currency Code.
USD
v. Unrealized appreciation or depreciation. (24)
24638.11000000

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).
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
21350200000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
Colombia Peso
e. Value. (4)
4596396.83000000
f. Exchange rate.
4151.37000000
g. Percentage value compared to net assets of the Fund.
1.642823831914

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: 76

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
54679
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)
-341647.54000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.12211015314

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.
10575748.34000000
Description of currency sold.
United States Dollar
ii. Amount and description of currency purchased.
Amount of currency purchased.
9715940000.00000000
Description of currency purchased.
Chile Peso
iii. Settlement date.
2022-12-27
iv. Unrealized appreciation or depreciation. (24)
-341647.54000000

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).
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
47391
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)
-335192.03000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.11980285330

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.
40200000.00000000
Description of currency sold.
Russia Ruble
ii. Amount and description of currency purchased.
Amount of currency purchased.
306870.23000000
Description of currency purchased.
United States Dollar
iii. Settlement date.
2022-09-15
iv. Unrealized appreciation or depreciation. (24)
-335192.03000000

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).
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)
81222.56000000
f. Exchange rate.
8.02500000
g. Percentage value compared to net assets of the Fund.
0.029030208267

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: 79

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)
64903.63000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.023197568461

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: 80

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
53854
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)
-50278.18000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.01797020478

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