0001752724-22-187922.txt : 20220823
0001752724-22-187922.hdr.sgml : 20220823
20220823163922
ACCESSION NUMBER: 0001752724-22-187922
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220630
FILED AS OF DATE: 20220823
DATE AS OF CHANGE: 20220823
PERIOD START: 20221231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: TEMPLETON EMERGING MARKETS INCOME FUND
CENTRAL INDEX KEY: 0000909112
IRS NUMBER: 593192205
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-07866
FILM NUMBER: 221188008
BUSINESS ADDRESS:
STREET 1: 300 S.E. 2ND STREET
CITY: FORT LAUDERDALE
STATE: FL
ZIP: 33301-1923
BUSINESS PHONE: 9545277500
MAIL ADDRESS:
STREET 1: 300 S.E. 2ND STREET
CITY: FORT LAUDERDALE
STATE: FL
ZIP: 33301-1923
FORMER COMPANY:
FORMER CONFORMED NAME: TEMPLETON EMERGING MARKETS INCOME FUND INC
DATE OF NAME CHANGE: 19930825
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0.56000000
N
N
N
N
N
N
Republic of Ecuador
5299003Y2U5XK0A35H71
Republic of Ecuador
N/A
14045250.00000000
PA
USD
5770921.45000000
2.062617228409
Long
DBT
NUSS
EC
N
2
2040-07-31
Variable
0.50000040
N
N
N
N
N
N
Federative Republic of Brazil
254900ZFY40OYEADAP90
Notas do Tesouro Nacional
N/A
16530000.00000000
PA
2777809.63341421
0.992832437031
Long
DBT
NUSS
BR
N
2
2029-01-01
Fixed
9.99999990
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-69231.05000000
-0.02474425578
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
2284131.73000000
USD
176517700.00000000
INR
2022-10-11
-69231.05000000
N
N
N
K2016470219 SA Ltd.
N/A
K2016470219 SA Ltd.
N/A
1140749.00000000
NS
0.00000000
0.000000
Long
EC
CORP
ZA
N
3
N
N
N
Democratic Socialist Republic of Sri Lanka
254900HXCCIOHM74FA02
Democratic Socialist Republic of Sri Lanka
85227SAW6
200000.00000000
PA
USD
64548.80000000
0.023070746692
Long
DBT
NUSS
LK
N
2
2028-04-18
Fixed
6.75000000
Y
N
N
N
N
N
Federative Republic of Brazil
254900ZFY40OYEADAP90
Notas do Tesouro Nacional
N/A
10150000.00000000
PA
1830990.80382903
0.654424637340
Long
DBT
NUSS
BR
N
2
2025-01-01
Fixed
9.99999990
N
N
N
N
N
N
Dominican Republic
N/A
Dominican Republic Government Bond
N/A
14000000.00000000
PA
USD
11110398.60000000
3.971029542752
Long
DBT
NUSS
DO
N
2
2045-01-27
Fixed
6.85000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Republic of Ghana
N/A
12180000.00000000
PA
1442227.85000000
0.515474701306
Long
DBT
NUSS
GH
N
2
2023-02-06
Fixed
16.50000020
N
N
N
N
N
N
N/A
N/A
OIS
N/A
1443981.00000000
PA
-65113.09000000
-0.02327243272
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2029-01-02
0.00000000
USD
0.00000000
USD
1443981.00000000
BRL
-65113.09000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2409650.51000000
0.861246630964
N/A
DFE
N/A
N
2
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
5513488.72000000
USD
476641100.00000000
RUB
2022-08-24
2409650.51000000
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Republic of Indonesia
N/A
285349000000.00000000
PA
18818955.70000000
6.726187937888
Long
DBT
NUSS
ID
N
2
2026-04-15
Fixed
5.50000000
N
N
N
N
N
N
N/A
N/A
OIS
N/A
900000.00000000
PA
-29023.62000000
-0.01037349393
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2027-01-04
0.00000000
USD
0.00000000
USD
900000.00000000
BRL
-29023.62000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1882824.43000000
-0.67295078282
N/A
DFE
N/A
N
2
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
188400000.00000000
RUB
1248922.77000000
USD
2022-08-24
-1882824.43000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-233397.12000000
-0.08341976666
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
5178141.69000000
USD
33109970.00000000
CNY
2022-08-22
-233397.12000000
N
N
N
N/A
N/A
OIS
N/A
1400000.00000000
PA
USD
24638.11000000
0.008806044338
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2032-04-19
0.00000000
USD
0.00000000
USD
1400000.00000000
USD
24638.11000000
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Titulos de Tesoreria
N/A
21350200000.00000000
PA
4596396.83000000
1.642823831914
Long
DBT
NUSS
CO
N
2
2026-08-26
Fixed
7.50000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-341647.54000000
-0.12211015314
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
10575748.34000000
USD
9715940000.00000000
CLP
2022-12-27
-341647.54000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-335192.03000000
-0.11980285330
N/A
DFE
N/A
N
2
Deutsche Bank
7LTWFZYICNSX8D621K86
40200000.00000000
RUB
306870.23000000
USD
2022-09-15
-335192.03000000
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Republic of Ghana
N/A
670000.00000000
PA
81222.56000000
0.029030208267
Long
DBT
NUSS
GH
N
2
2022-11-28
Fixed
17.60000070
N
N
N
N
N
N
Democratic Socialist Republic of Sri Lanka
254900HXCCIOHM74FA02
Democratic Socialist Republic of Sri Lanka
85227SAV8
200000.00000000
PA
USD
64903.63000000
0.023197568461
Long
DBT
NUSS
LK
N
2
2023-04-18
Fixed
5.75000000
Y
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-50278.18000000
-0.01797020478
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
16915023.76000000
USD
112858730.00000000
CNY
2022-12-08
-50278.18000000
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Titulos de Tesoreria
N/A
29302000000.00000000
PA
5739699.65000000
2.051458070701
Long
DBT
NUSS
CO
N
2
2030-09-18
Fixed
7.75000000
N
N
N
N
N
N
K2016470219 South Africa Ltd.
378900DECAC8CFA88345
K2016470219 South Africa Ltd., Class A
N/A
93760463.00000000
NS
0.00000000
0.000000
Long
EC
CORP
ZA
Y
3
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Republic of Ghana
N/A
2128000.00000000
PA
238122.71000000
0.085108766143
Long
DBT
NUSS
GH
N
2
2023-12-18
Fixed
19.25000145
N
N
N
N
N
N
Republic of Korea
549300O0QCVSQGPGDT58
Republic of Korea
N/A
21970000000.00000000
PA
15933151.31000000
5.694756492459
Long
DBT
NUSS
KR
N
2
2026-09-10
Fixed
1.75000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1008070.38000000
-0.36030005801
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
10560069.55000000
USD
8813962054.00000000
CLP
2022-08-02
-1008070.38000000
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Republic of Ghana
N/A
14470000.00000000
PA
1550053.00000000
0.554013089668
Long
DBT
NUSS
GH
N
2
2025-03-17
Fixed
21.69999825
N
N
N
N
N
N
N/A
N/A
OIS
N/A
3200000.00000000
PA
USD
54069.00000000
0.019325102912
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2032-04-19
0.00000000
USD
0.00000000
USD
3200000.00000000
USD
54069.00000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796S42
3500000.00000000
PA
USD
3498036.12000000
1.250252603370
Long
STIV
UST
US
N
2
2022-07-21
None
0.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
188581.32000000
0.067401901578
N/A
DFE
N/A
N
2
Standard Chartered Bank
U4LOSYZ7YG4W3S5F2G91
147000000000.00000000
IDR
9989806.32000000
USD
2022-09-22
188581.32000000
N
N
N
Kingdom of Thailand
N/A
Kingdom of Thailand
N/A
26750000.00000000
PA
761958.43000000
0.272335813035
Long
DBT
NUSS
TH
N
2
2022-12-17
Fixed
2.00000000
N
N
N
N
N
N
N/A
N/A
OIS
N/A
13200000.00000000
PA
USD
1046629.22000000
0.374081588119
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2032-03-15
0.00000000
USD
0.00000000
USD
13200000.00000000
USD
1046629.22000000
N
N
N
N/A
N/A
OIS
N/A
9180972.00000000
PA
-202686.74000000
-0.07244339842
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2025-01-02
0.00000000
USD
0.00000000
USD
9180972.00000000
BRL
-202686.74000000
N
N
N
N/A
N/A
OIS
N/A
2006000.00000000
PA
-89580.06000000
-0.03201730896
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2029-01-02
0.00000000
USD
0.00000000
USD
2006000.00000000
BRL
-89580.06000000
N
N
N
Corporacion GEO SAB de CV
N/A
Corporacion GEO SAB de CV
N/A
346196.00000000
NS
0.00000000
0.000000
Long
CORP
MX
N
3
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-122011.11000000
-0.04360867146
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
15698773.11000000
USD
65129500000.00000000
COP
2022-08-12
-122011.11000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-126598.33000000
-0.04524821535
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
12123983.74000000
USD
954400000.00000000
INR
2022-09-21
-126598.33000000
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Republic of Ghana
N/A
690000.00000000
PA
78441.26000000
0.028036128319
Long
DBT
NUSS
GH
N
2
2023-09-18
Fixed
18.99999835
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1315139.20000000
-0.47005123794
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
21885672.47000000
USD
107660000.00000000
BRL
2022-07-05
-1315139.20000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
853327.04000000
0.304992377633
N/A
DFE
N/A
N
2
Deutsche Bank
7LTWFZYICNSX8D621K86
3018627.82000000
USD
242426000.00000000
RUB
2022-09-15
853327.04000000
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Republic of Colombia
N/A
164000000.00000000
PA
37758.52000000
0.013495483268
Long
DBT
NUSS
CO
N
2
2023-03-21
Fixed
4.37500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-66027.28000000
-0.02359917847
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
4528947.21000000
USD
356808577.00000000
INR
2022-11-14
-66027.28000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-327999.76000000
-0.11723222396
N/A
DFE
N/A
N
2
Deutsche Bank
7LTWFZYICNSX8D621K86
40200000.00000000
RUB
314062.50000000
USD
2022-09-15
-327999.76000000
N
N
N
N/A
N/A
OIS
N/A
8093521.00000000
PA
-181375.24000000
-0.06482633632
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2025-01-02
0.00000000
USD
0.00000000
USD
8093521.00000000
BRL
-181375.24000000
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Bonos de la Tesoreria
N/A
27600000.00000000
PA
7172192.42000000
2.563453302758
Long
DBT
NUSS
PE
N
2
2024-08-12
Fixed
5.70000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Arab Republic of Egypt
038461AS8
4820000.00000000
PA
USD
3956198.16000000
1.414006853934
Long
DBT
NUSS
EG
N
2
2025-10-06
Fixed
5.25000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-268940.57000000
-0.09612354940
N/A
DFE
N/A
N
2
Goldman Sachs Bank
KD3XUN7C6T14HNAYLU02
4135854.52000000
USD
3565313390.00000000
CLP
2022-07-29
-268940.57000000
N
N
N
Bank of Thailand
549300HJD00HOXYCA262
Bank of Thailand
N/A
7990000.00000000
PA
226206.49000000
0.080849723479
Long
DBT
NUSS
TH
N
2
2023-03-23
Fixed
0.92000000
N
N
N
N
N
N
Bank of Thailand
549300HJD00HOXYCA262
Bank of Thailand
N/A
31980000.00000000
PA
905119.14000000
0.323503681015
Long
STIV
UST
TH
N
2
2022-09-01
None
0.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-392242.86000000
-0.14019370871
N/A
DFE
N/A
N
2
Standard Chartered Bank
U4LOSYZ7YG4W3S5F2G91
10193467.86000000
USD
147000000000.00000000
IDR
2022-09-22
-392242.86000000
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Republic of Ghana
N/A
58090000.00000000
PA
6223179.96000000
2.224261465383
Long
DBT
NUSS
GH
N
2
2024-03-18
Fixed
17.69999975
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-77574.89000000
-0.02772647418
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
2358117.98000000
USD
181681200.00000000
INR
2022-10-07
-77574.89000000
N
N
N
K2016470219 South Africa Ltd.
378900DECAC8CFA88345
K2016470219 South Africa Ltd., Class B
N/A
161018517.00000000
NS
0.00000000
0.000000
Long
EC
CORP
ZA
Y
3
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-112123.00000000
-0.04007450690
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1555574.14000000
USD
1860000000.00000000
KRW
2022-07-21
-112123.00000000
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Republic of Ghana
N/A
420000.00000000
PA
50728.49000000
0.018131152598
Long
DBT
NUSS
GH
N
2
2023-01-02
Fixed
18.49999945
N
N
N
N
N
N
Argentine Republic
549300KPBYGYF7HCHO27
Boncer Government Bond
N/A
220954680.10160000
PA
826251.33000000
0.295315097081
Long
DBT
NUSS
AR
N
2
2023-03-25
Fixed
1.40000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-89772.22000000
-0.03208598994
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
2379097.83000000
USD
181168300.00000000
INR
2022-07-27
-89772.22000000
N
N
N
K2016470260 South Africa Ltd.
3789003E1C22310B3356
K2016470260 South Africa Ltd.
N/A
54905868.60560000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
ZA
N
3
2022-12-31
Fixed
25.00000000
N
N
Y
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Arab Republic of Egypt
03846JAC4
1130000.00000000
PA
USD
632094.88000000
0.225920557188
Long
DBT
NUSS
EG
N
2
2061-02-16
Fixed
7.50000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
186834.00000000
0.066777382189
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
4503000.00000000
AUD
3297060.58000000
USD
2022-09-21
186834.00000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2843817.03000000
-1.01642450886
N/A
DFE
N/A
N
2
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
288241100.00000000
RUB
1947575.00000000
USD
2022-08-24
-2843817.03000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1593074.03000000
-0.56938947599
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
159301900.00000000
RUB
1054979.47000000
USD
2022-08-24
-1593074.03000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-4140.81000000
-0.00147999000
N/A
DFE
N/A
N
2
Goldman Sachs Bank
KD3XUN7C6T14HNAYLU02
76467.97000000
USD
66950000.00000000
CLP
2022-08-16
-4140.81000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-342773.24000000
-0.12251249586
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
8655326.89000000
USD
55642500.00000000
CNY
2022-07-18
-342773.24000000
N
N
N
Dominican Republic
N/A
Dominican Republic Government Bond
25714PEF1
2150000.00000000
PA
USD
1659664.59000000
0.593189979516
Long
DBT
NUSS
DO
N
2
2032-09-23
Fixed
4.87500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796T58
1600000.00000000
PA
USD
1596504.45000000
0.570615561541
Long
STIV
UST
US
N
2
2022-08-25
None
0.00000000
N
N
N
N
N
N
N/A
N/A
OIS
N/A
7983000.00000000
PA
-175696.03000000
-0.06279649819
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2025-01-02
0.00000000
USD
0.00000000
USD
7983000.00000000
BRL
-175696.03000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-953915.49000000
-0.34094425667
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
8902685.01000000
USD
7344270000.00000000
CLP
2022-08-08
-953915.49000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Arab Republic of Egypt
03846JX62
2270000.00000000
PA
USD
1385573.95000000
0.495225714864
Long
DBT
NUSS
EG
N
2
2050-05-29
Fixed
8.87500000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Titulos de Tesoreria
N/A
12633000000.00000000
PA
3038348.01000000
1.085952911615
Long
DBT
NUSS
CO
N
2
2024-07-24
Fixed
10.00000000
N
N
N
N
N
N
K2016470219 South Africa Ltd.
378900DECAC8CFA88345
K2016470219 South Africa Ltd.
N/A
8005169.50740000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
ZA
N
3
2022-12-31
Fixed
3.00000000
N
N
Y
N
N
N
Republic of Zambia
213800DMLAZ6LGMMD849
Republic of Zambia
N/A
182000000.00000000
PA
7326687.19000000
2.618672140349
Long
DBT
NUSS
ZM
N
2
2027-11-23
Fixed
14.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-548231.77000000
-0.19594657521
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
18051691.64000000
USD
1382976200.00000000
INR
2022-07-11
-548231.77000000
N
N
N
K2016470219 South Africa Ltd.
378900DECAC8CFA88345
K2016470219 South Africa Ltd.
N/A
2775095.29000000
PA
0.00000000
0.000000
Long
DBT
CORP
ZA
N
3
2022-12-31
Fixed
8.00000000
N
N
Y
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-333543.46000000
-0.11921362870
N/A
DFE
N/A
N
2
Deutsche Bank
7LTWFZYICNSX8D621K86
40200000.00000000
RUB
308518.80000000
USD
2022-09-15
-333543.46000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Arab Republic of Egypt
03846JAE0
6170000.00000000
PA
USD
3978126.01000000
1.421844209127
Long
DBT
NUSS
EG
N
2
2033-09-30
Fixed
7.30000000
N
N
N
N
N
N
Argentine Republic (The)
549300KPBYGYF7HCHO27
Boncer Government Bond
N/A
34055022.74000000
PA
133515.75000000
0.047720609022
Long
DBT
NUSS
AR
N
2
2022-09-20
Fixed
1.30000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Republic of Ghana
N/A
1540000.00000000
PA
173006.16000000
0.061835096756
Long
DBT
NUSS
GH
N
2
2023-11-27
Fixed
19.25000145
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-339626.03000000
-0.12138763397
N/A
DFE
N/A
N
2
Goldman Sachs Bank
KD3XUN7C6T14HNAYLU02
3706977.10000000
USD
3111265884.00000000
CLP
2022-08-08
-339626.03000000
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Republic of Ghana
N/A
12970000.00000000
PA
1538795.05000000
0.549989322956
Long
DBT
NUSS
GH
N
2
2023-02-20
Fixed
17.60000070
N
N
N
N
N
N
N/A
N/A
OIS
N/A
650000.00000000
PA
USD
33182.37000000
0.011859895968
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2032-03-28
0.00000000
USD
0.00000000
USD
650000.00000000
USD
33182.37000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-324650.80000000
-0.11603525348
N/A
DFE
N/A
N
2
Goldman Sachs Bank
KD3XUN7C6T14HNAYLU02
3047760.78000000
USD
2540461000.00000000
CLP
2022-09-21
-324650.80000000
N
N
N
Kingdom of Thailand
N/A
Kingdom of Thailand
N/A
620000000.00000000
PA
16374151.00000000
5.852376651769
Long
DBT
NUSS
TH
N
2
2027-06-17
Fixed
1.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-94431.16000000
-0.03375116767
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
2764038.71000000
USD
212775700.00000000
INR
2022-10-12
-94431.16000000
N
N
N
Democratic Socialist Republic of Sri Lanka
254900HXCCIOHM74FA02
Democratic Socialist Republic of Sri Lanka
85227SAT3
2670000.00000000
PA
USD
868592.04000000
0.310448326438
Long
DBT
NUSS
LK
N
2
2027-05-11
Fixed
6.20000000
Y
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-105806.61000000
-0.03781693072
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
3054591.54000000
USD
235005000.00000000
INR
2022-10-11
-105806.61000000
N
N
N
Federative Republic of Brazil
254900ZFY40OYEADAP90
Letras do Tesouro Nacional
N/A
58465000.00000000
PA
9900895.66000000
3.538734349780
Long
STIV
NUSS
BR
N
2
2023-01-01
None
0.00000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Arab Republic of Egypt
038461AM1
8950000.00000000
PA
USD
5329161.15000000
1.904725215235
Long
DBT
NUSS
EG
N
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
Republic of El Salvador
283875AN2
2650000.00000000
PA
USD
869753.66000000
0.310863507523
Long
DBT
NUSS
SV
N
2
2035-06-15
Fixed
7.65000000
N
N
N
N
N
N
Democratic Socialist Republic of Sri Lanka
254900HXCCIOHM74FA02
Democratic Socialist Republic of Sri Lanka
85227SAZ9
291000.00000000
PA
USD
95526.63000000
0.034142705721
Long
DBT
NUSS
LK
N
2
2029-03-14
Fixed
7.85000000
Y
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Republic of Ghana
N/A
2930000.00000000
PA
267690.81000000
0.095676865709
Long
DBT
NUSS
GH
N
2
2026-11-02
Fixed
18.99999835
N
N
N
N
N
N
Republic of India
335800IV7VCDQGIOI391
Republic of India
N/A
1220000000.00000000
PA
15374178.43000000
5.494970877200
Long
DBT
NUSS
IN
N
2
2029-01-14
Fixed
7.26000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-219696.89000000
-0.07852309102
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
3329923.47000000
USD
4503000.00000000
AUD
2022-09-21
-219696.89000000
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Titulos de Tesoreria
N/A
1058000000.00000000
PA
223950.67000000
0.080043458268
Long
DBT
NUSS
CO
N
2
2025-11-26
Fixed
6.25000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Republic of Ghana
N/A
13500000.00000000
PA
1257424.87000000
0.449423237305
Long
DBT
NUSS
GH
N
2
2026-03-02
Fixed
18.30000135
N
N
N
N
N
N
Oman Government International Bond
549300SZ20F0QTKNQC75
Sultanate of Oman Government Bond
682051AC1
15970000.00000000
PA
USD
15257658.15000000
5.453324713919
Long
DBT
NUSS
OM
N
2
2026-06-15
Fixed
4.75000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Arab Republic of Egypt
03846JAF7
7950000.00000000
PA
USD
4811284.35000000
1.719627979182
Long
DBT
NUSS
EG
N
2
2051-09-30
Fixed
8.75000000
N
N
N
N
N
N
Platinum Group Metals Ltd.
529900YSNVVJI7YJAG63
Platinum Group Metals Ltd.
N/A
2359882.00000000
NS
3080020.01000000
1.100847133601
Long
EC
CORP
CA
N
1
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Republic of Ghana
N/A
700000.00000000
PA
85161.85000000
0.030438171882
Long
DBT
NUSS
GH
N
2
2023-01-16
Fixed
20.75000180
N
N
N
N
N
N
Institutional Fiduciary Trust - Money Market Portfolio
549300M4TP89K77LG374
Institutional Fiduciary Trust - Money Market Portfolio
457756500
10294907.97100000
NS
USD
10294907.96000000
3.679560483912
Long
STIV
RF
US
N
1
N
N
N
N/A
N/A
OIS
N/A
2570000.00000000
PA
USD
62703.45000000
0.022411189854
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2032-04-18
0.00000000
USD
0.00000000
USD
2570000.00000000
USD
62703.45000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-318406.84000000
-0.11380356491
N/A
DFE
N/A
N
2
Goldman Sachs Bank
KD3XUN7C6T14HNAYLU02
2792404.85000000
USD
2316970000.00000000
CLP
2022-10-11
-318406.84000000
N
N
N
Democratic Socialist Republic of Sri Lanka
254900HXCCIOHM74FA02
Democratic Socialist Republic of Sri Lanka
85227SBA3
400000.00000000
PA
USD
129952.06000000
0.046446890699
Long
DBT
NUSS
LK
N
2
2024-06-28
Fixed
6.35000000
Y
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
229662.30000000
0.082084883809
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
699657.09000000
USD
55906100.00000000
RUB
2022-08-24
229662.30000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
44095.43000000
0.015760393621
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
10858149.91000000
USD
73010200.00000000
CNY
2022-09-21
44095.43000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
77375.48000000
0.027655201944
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
11487166.02000000
USD
77431540.00000000
CNY
2022-08-11
77375.48000000
N
N
N
N/A
N/A
OIS
N/A
2670000.00000000
PA
USD
74563.87000000
0.026650288729
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2032-04-11
0.00000000
USD
0.00000000
USD
2670000.00000000
USD
74563.87000000
N
N
N
Republic of Ecuador
5299003Y2U5XK0A35H71
Republic of Ecuador
N/A
4972000.00000000
PA
USD
3230224.22000000
1.154532458208
Long
DBT
NUSS
EC
N
2
2030-07-31
Variable
5.00000040
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Republic of Ghana
N/A
360000.00000000
PA
39675.89000000
0.014180781176
Long
DBT
NUSS
GH
N
2
2024-03-25
Fixed
19.75000035
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Republic of Ghana
N/A
24835000.00000000
PA
2812433.00000000
1.005207367628
Long
DBT
NUSS
GH
N
2
2023-09-28
Fixed
18.85000160
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Republic of Ghana
N/A
8770000.00000000
PA
876881.01000000
0.313410933446
Long
DBT
NUSS
GH
N
2
2025-06-23
Fixed
19.25000145
N
N
N
N
N
N
N/A
N/A
OIS
N/A
25800000.00000000
PA
USD
1061682.23000000
0.379461768396
N/A
DIR
GB
N
2
LCH Clearnet
549300TXTCI7WVVJS380
Y
2027-03-15
0.00000000
USD
0.00000000
USD
25800000.00000000
USD
1061682.23000000
N
N
N
Government of Mongolia
N/A
State of Mongolia
60937LAF2
1380000.00000000
PA
USD
1121167.90000000
0.400722873550
Long
DBT
NUSS
MN
N
2
2027-07-07
Fixed
3.50000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
424507.05000000
0.151725432844
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1294227.06000000
USD
103395800.00000000
RUB
2022-08-24
424507.05000000
N
N
N
Republic of Korea
549300O0QCVSQGPGDT58
Republic of Korea
N/A
26600000000.00000000
PA
19828455.07000000
7.086998739191
Long
DBT
NUSS
KR
N
2
2024-12-10
Fixed
1.87500000
N
N
N
N
N
N
Bank of Thailand
549300HJD00HOXYCA262
Bank of Thailand
N/A
12150000.00000000
PA
342277.43000000
0.122335285643
Long
DBT
NUSS
TH
N
2
2023-05-24
Fixed
0.51000000
N
N
N
N
N
N
Government of Mongolia
N/A
State of Mongolia
60937LAE5
5570000.00000000
PA
USD
4288515.84000000
1.532782369770
Long
DBT
NUSS
MN
N
2
2031-07-07
Fixed
4.45000000
N
N
N
N
N
N
N/A
N/A
OIS
N/A
955784.00000000
PA
-41921.76000000
-0.01498349010
N/A
DIR
US
N
2
CME Group Inc.
LCZ7XYGSLJUHFXXNXD88
Y
2029-01-02
0.00000000
USD
0.00000000
USD
955784.00000000
BRL
-41921.76000000
N
N
N
2022-08-01
Templeton Emerging Markets Income Fund
Jeffrey W. White
Jeffrey W. White
Assistant Treasurer