Holdings of the Fund as of 9/23/2022
Total Number of Holdings (excluding cash): 51
| NOTA DO TESOURO NACIONAL N/C, 10%, due 01/01/2027 |
BYYCKC1 |
|
45,450 |
$8,210,408.45 |
5.98% |
| INDONESIA GOVERNMENT N/C, 8.375%, due 09/15/2026 |
|
Y20721AS8 |
113,890,000,000 |
$8,031,238.07 |
5.85% |
| REPUBLIC OF SOUTH AFRICA N/C, 10.50%, due 12/21/2026 |
|
S69124FF7 |
124,605,000 |
$7,219,961.57 |
5.26% |
| NOTA DO TESOURO NACIONAL 10%, due 01/01/2025 |
BJ0X0K1 |
|
33,150 |
$6,104,891.26 |
4.44% |
| MEX BONOS DESARR FIX RT N/C, 7.50%, due 06/03/2027 |
|
P4R086AF1 |
131,650,000 |
$6,030,877.93 |
4.39% |
| INDONESIA GOVERNMENT 9%, due 03/15/2029 |
BDZCRY4 |
|
69,702,000,000 |
$5,088,002.05 |
3.70% |
| MALAYSIA GOVERNMENT N/C, 3.885%, due 08/15/2029 |
BDVLNF8 |
|
22,540,000 |
$4,799,345.83 |
3.49% |
| US Dollar |
$USD |
|
4,794,632 |
$4,794,631.90 |
3.49% |
| POLAND GOVERNMENT BOND N/C, 2.75%, due 04/25/2028 |
|
X8T024JZ9 |
28,350,000 |
$4,786,667.46 |
3.48% |
| TITULOS DE TESORERIA B N/C, 7.75%, due 09/18/2030 |
BVFPYD7 |
|
25,920,000,000 |
$4,466,381.32 |
3.25% |
| ASIAN DEVELOPMENT BANK N/C, 6.20%, due 10/06/2026 |
BYVQYB3 |
|
357,520,000 |
$4,271,180.61 |
3.11% |
| BONOS DE TESORERIA N/C, 6.95%, due 08/12/2031 |
|
P87324BH4 |
17,510,000 |
$4,121,895.73 |
3.00% |
| THAILAND GOVERNMENT BOND N/C, 2.125%, due 12/17/2026 |
BZC0S75 |
|
153,100,000 |
$4,061,564.50 |
2.96% |
| ROMANIA GOVERNMENT BOND N/C, 4.50%, due 06/17/2024 |
BKLC5N2 |
|
21,680,000 |
$4,018,050.38 |
2.93% |
| THAILAND GOVERNMENT BOND N/C, 3.65%, due 06/20/2031 |
|
Y6065ANG0 |
129,760,000 |
$3,654,501.10 |
2.66% |
| MALAYSIA GOVERNMENT N/C, 3.90%, due 11/30/2026 |
BD6RZ22 |
|
16,750,000 |
$3,644,309.17 |
2.65% |
| REPUBLIC OF PHILIPPINES N/C, 6.25%, due 01/14/2036 |
|
718286BM8 |
226,000,000 |
$3,630,962.36 |
2.64% |
| REPUBLIC OF SOUTH AFRICA N/C, 8.25%, due 03/31/2032 |
BP4JP79 |
|
76,010,000 |
$3,509,574.07 |
2.56% |
| HUNGARY GOVERNMENT BOND N/C, 6.75%, due 10/22/2028 |
|
X9379QRH5 |
1,695,000,000 |
$3,475,293.79 |
2.53% |
| POLAND GOVERNMENT BOND 2.50%, due 07/25/2026 |
BYZTNT9 |
|
18,910,000 |
$3,328,016.06 |
2.42% |
| INDONESIA GOVERNMENT N/C, 7%, due 09/15/2030 |
BK5HHR1 |
|
43,540,000,000 |
$2,874,880.89 |
2.09% |
| MALAYSIA GOVERNMENT N/C, 2.632%, due 04/15/2031 |
BMD9C89 |
|
13,660,000 |
$2,605,897.55 |
1.90% |
| BONOS TESORERIA PESOS N/C, 4.50%, due 03/01/2026 |
BWWC438 |
|
2,705,000,000 |
$2,566,409.55 |
1.87% |
| REPUBLIC OF SOUTH AFRICA N/C, 8.875%, due 02/28/2035 |
BYY9RY3 |
|
50,320,000 |
$2,314,987.69 |
1.69% |
| ROMANIA GOVERNMENT BOND N/C, 4.75%, due 02/24/2025 |
BP85164 |
|
12,680,000 |
$2,303,704.66 |
1.68% |
| INTL FINANCE CORP N/C, 6.30%, due 11/25/2024 |
|
45950VEM4 |
167,000,000 |
$2,018,296.03 |
1.47% |
| TITULOS DE TESORERIA N/C, 6%, due 04/28/2028 |
B8CLGQ4 |
|
10,850,000,000 |
$1,832,800.50 |
1.33% |
| BONOS DE TESORERIA N/C, 8.20%, due 08/12/2026 |
|
P87324BD3 |
6,670,000 |
$1,777,738.56 |
1.29% |
| HUNGARY GOVERNMENT BOND N/C, 5.50%, due 06/24/2025 |
BJYRQ12 |
|
806,000,000 |
$1,637,930.99 |
1.19% |
| NOTA DO TESOURO NACIONAL N/C, 10%, due 01/01/2029 |
BF4LY56 |
|
9,200 |
$1,626,186.62 |
1.18% |
| CZECH REPUBLIC 2.40%, due 09/17/2025 |
BMMV220 |
|
39,700,000 |
$1,441,045.36 |
1.05% |
| ISRAEL FIXED BOND 6.25%, due 10/30/2026 |
|
M8489CJQ6 |
4,100,000 |
$1,311,867.32 |
0.96% |
| THAILAND GOVERNMENT BOND N/C, 1.60%, due 12/17/2029 |
BKY55V6 |
|
53,400,000 |
$1,306,468.13 |
0.95% |
| TURKEY GOVERNMENT BOND N/C, 10.60%, due 02/11/2026 |
BDGP106 |
|
23,800,000 |
$1,287,935.62 |
0.94% |
| BONOS DE TESORERIA N/C, 6.90%, due 08/12/2037 |
|
P87324BF8 |
5,590,000 |
$1,236,439.19 |
0.90% |
| MALAYSIA GOVERNMENT N/C, 3.478%, due 06/14/2024 |
BK8M353 |
|
5,500,000 |
$1,200,191.68 |
0.87% |
| TITULOS DE TESORERIA B N/C, 7.50%, due 08/26/2026 |
|
P3107FAR6 |
6,062,000,000 |
$1,168,924.02 |
0.85% |
| HUNGARY GOVERNMENT BOND N/C, 3%, due 08/21/2030 |
BJH5419 |
|
700,000,000 |
$1,092,827.08 |
0.80% |
| INDONESIA GOVERNMENT N/C, 8.375%, due 03/15/2034 |
|
Y39814JF9 |
14,485,000,000 |
$1,036,003.41 |
0.75% |
| REPUBLIC OF PHILIPPINES N/C, 3.90%, due 11/26/2022 |
|
718286BX4 |
60,000,000 |
$1,015,706.09 |
0.74% |
| INTL FINANCE CORP 0%, due 02/22/2038 |
BDRTCZ9 |
|
83,500,000 |
$980,017.52 |
0.71% |
| MEX BONOS DESARR FIX RT N/C, 8.50%, due 05/31/2029 |
|
P9767G6N6 |
207,600 |
$981,149.67 |
0.71% |
| INDONESIA GOVERNMENT N/C, 8.25%, due 05/15/2036 |
BYPGH98 |
|
12,986,000,000 |
$919,220.50 |
0.67% |
| AFRICAN DEVELOPMENT BANK N/C, 0%, due 04/05/2046 |
BK8T4L7 |
|
100,000,000 |
$645,434.46 |
0.47% |
| INTL FINANCE CORP N/C, 5.85%, due 11/25/2022 |
|
45950VLJ3 |
51,050,000 |
$628,257.20 |
0.46% |
| NOTA DO TESOURO NACIONAL N/C, 10%, due 01/01/2023 |
B4Q5YM6 |
|
3,000 |
$566,124.27 |
0.41% |
| INDIA GOVERNMENT BOND N/C, 6.10%, due 07/12/2031 |
BNLYQW5 |
|
40,000,000 |
$453,566.74 |
0.33% |
| BONOS DE TESORERIA N/C, 6.15%, due 08/12/2032 |
BF8F0J0 |
|
1,950,000 |
$426,185.33 |
0.31% |
| REPUBLIC OF SOUTH AFRICA N/C, 9%, due 01/31/2040 |
BYM2NZ7 |
|
7,492,000 |
$332,833.42 |
0.24% |
| BONOS TESORERIA PESOS N/C, 4.70%, due 09/01/2030 |
BG7P9X5 |
|
270,000,000 |
$245,324.84 |
0.18% |
| THAILAND GOVERNMENT BOND N/C, 3.625%, due 06/16/2023 |
|
Y6065ALN7 |
6,100,000 |
$165,629.58 |
0.12% |
| POLAND GOVERNMENT BOND N/C, 4%, due 10/25/2023 |
B9275T5 |
|
545,000 |
$107,704.62 |
0.08% |
Currency Forward Positions
| USD->BRL 10-21-2022 |
-8,800,000.00 BRL |
$1,661,049.09 |
$5,875.53 |
| USD->CNH 10-21-2022 |
20,000,000.00 CNH |
($2,877,145.85) |
$72,389.08 |
| USD->COP 10-21-2022 |
20,000,000,000.00 COP |
($4,529,293.20) |
$45,592.99 |
| USD->HUF 10-21-2022 |
471,000,000.00 HUF |
($1,162,157.01) |
$43,818.41 |
| USD->IDR 10-21-2022 |
-32,000,000,000.00 IDR |
$2,143,335.57 |
($16,635.08) |
| USD->ILS 10-21-2022 |
-7,320,000.00 ILS |
$2,149,161.30 |
($56,310.98) |
| USD->KRW 10-21-2022 |
4,000,000,000.00 KRW |
($2,875,215.64) |
$35,401.82 |
| USD->MXN 10-21-2022 |
57,600,000.00 MXN |
($2,858,833.77) |
$17,670.13 |
| USD->PHP 10-21-2022 |
101,920,000.00 PHP |
($1,781,818.18) |
$40,896.95 |
| USD->PLN 10-21-2022 |
-12,000,000.00 PLN |
$2,519,279.84 |
($82,742.76) |
| USD->RON 10-21-2022 |
-7,080,000.00 RON |
$1,428,170.58 |
($43,221.44) |
| USD->THB 10-21-2022 |
-71,300,000.00 THB |
$1,936,598.31 |
($31,515.59) |
| USD->ZAR 10-21-2022 |
-34,600,000.00 ZAR |
$1,968,044.98 |
($43,780.37) |
Holdings are subject to change.
The holdings information set forth above for the date indicated reflects creation and redemption transactions from the prior business day and may differ from the holdings information currently available from the Fund's custodian and accounting agent. With respect to the market value of the Fund's holdings set forth above, the pricing sources are generally third party vendors. The Fund ultimately relies on pricing information provided by the Fund's accounting agent.
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