0001752724-22-040039.txt : 20220223
0001752724-22-040039.hdr.sgml : 20220223
20220223110920
ACCESSION NUMBER: 0001752724-22-040039
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20211231
FILED AS OF DATE: 20220223
PERIOD START: 20211231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: TEMPLETON GLOBAL INCOME FUND
CENTRAL INDEX KEY: 0000828803
IRS NUMBER: 222864496
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05459
FILM NUMBER: 22661518
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 GLOBAL INCOME FUND INC
DATE OF NAME CHANGE: 19920703
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1.00000000
NC
N/A
58380.19000000
0.010403420842
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
2800000000.00000000
CLP
3336908.59000000
USD
2022-01-21
58380.19000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
50899.37000000
0.009070329622
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
35351000.00000000
NOK
3550682.03000000
EUR
2022-05-19
50899.37000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
311709.52000000
0.055547015469
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
13418993.30000000
USD
87762900.00000000
CNY
2022-03-09
311709.52000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
8329.95000000
0.001484407218
N/A
DFE
N/A
N
2
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
1170425.77000000
USD
1590000.00000000
SGD
2022-01-24
8329.95000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
58874.36000000
0.010491482536
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
7190000.00000000
AUD
5284110.75000000
USD
2022-02-17
58874.36000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-105827.76000000
-0.01885863550
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
2231735.42000000
USD
244569190.00000000
JPY
2022-03-09
-105827.76000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1064.14000000
-0.00018963104
N/A
DFE
N/A
N
2
Deutsche Bank
7LTWFZYICNSX8D621K86
10535920.51000000
SEK
1022767.87000000
EUR
2022-01-18
-1064.14000000
N
N
N
Republic of Ecuador
5299003Y2U5XK0A35H71
Republic of Ecuador
N/A
3051000.00000000
PA
USD
1794369.38000000
0.319758805275
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
9230000.00000000
PA
1605177.03000000
0.286044498468
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
-13713.62000000
-0.00244378375
N/A
DFE
N/A
N
2
Deutsche Bank
7LTWFZYICNSX8D621K86
1035121.77000000
EUR
10535883.45000000
SEK
2022-03-16
-13713.62000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
34001.94000000
0.006059187050
N/A
DFE
N/A
N
2
Goldman Sachs Bank
KD3XUN7C6T14HNAYLU02
1761394822.00000000
CLP
2099623.11000000
USD
2022-01-10
34001.94000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-111917.48000000
-0.01994383101
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
2801631.73000000
USD
2292603265.00000000
CLP
2022-01-07
-111917.48000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
70655.42000000
0.012590881753
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1252807790.00000000
JPY
9620000.00000000
EUR
2022-03-31
70655.42000000
N
N
N
Federative Republic of Brazil
254900ZFY40OYEADAP90
Notas do Tesouro Nacional
N/A
50000000.00000000
PA
8847615.93000000
1.576655916473
Long
DBT
NUSS
BR
N
2
2025-01-01
Fixed
9.99999990
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
41717.32000000
0.007434077147
N/A
DFE
N/A
N
2
Deutsche Bank
7LTWFZYICNSX8D621K86
26731500.00000000
NOK
2695803.65000000
EUR
2022-03-15
41717.32000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Arab Republic of Egypt Treasury Bills
N/A
12600000.00000000
PA
763970.56000000
0.136140482697
Long
STIV
NUSS
EG
N
2
2022-06-14
None
0.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-115537.62000000
-0.02058894436
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
2793260.80000000
USD
2292596735.00000000
CLP
2022-02-07
-115537.62000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
30237.79000000
0.005388410943
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
2537128.70000000
USD
192009900.00000000
INR
2022-02-10
30237.79000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-16248.44000000
-0.00289549176
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
192009900.00000000
INR
2551118.05000000
USD
2022-02-10
-16248.44000000
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Republic of Indonesia
N/A
180818000000.00000000
PA
12891013.49000000
2.297194278001
Long
DBT
NUSS
ID
N
2
2026-04-15
Fixed
5.50000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-11423.29000000
-0.00203564416
N/A
DFE
N/A
N
2
Standard Chartered Bank
U4LOSYZ7YG4W3S5F2G91
200900000.00000000
INR
2672608.75000000
USD
2022-02-18
-11423.29000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
56820.90000000
0.010125553468
N/A
DFE
N/A
N
2
Deutsche Bank
7LTWFZYICNSX8D621K86
2609308.06000000
EUR
26731500.00000000
NOK
2022-03-15
56820.90000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-254008.92000000
-0.04526469839
N/A
DFE
N/A
N
2
Goldman Sachs Bank
KD3XUN7C6T14HNAYLU02
2889719.24000000
USD
2292067510.00000000
CLP
2022-05-11
-254008.92000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
38867.43000000
0.006926223284
N/A
DFE
N/A
N
2
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
5158000.00000000
AUD
3787374.98000000
USD
2022-02-17
38867.43000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
448871.28000000
0.079989407875
N/A
DFE
N/A
N
2
Deutsche Bank
7LTWFZYICNSX8D621K86
35274890.38000000
EUR
360170000.00000000
NOK
2022-06-20
448871.28000000
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Titulos de Tesoreria
N/A
44184300000.00000000
PA
10786178.60000000
1.922110141351
Long
DBT
NUSS
CO
N
2
2026-08-26
Fixed
7.50000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mex Bonos Desarr Fix Rt
N/A
334550000.00000000
PA
16529979.94000000
2.945662523982
Long
DBT
NUSS
MX
N
2
2023-12-07
Fixed
7.99999920
N
N
N
N
N
N
People's Republic of China
300300CHN201808MOF68
People's Republic of China
N/A
68250000.00000000
PA
10806171.29000000
1.925672863018
Long
DBT
NUSS
CN
N
2
2022-12-10
Fixed
2.93000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
26167.43000000
0.004663067842
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
700204.32000000
EUR
1043549.51000000
CAD
2022-05-03
26167.43000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-91427.27000000
-0.01629245067
N/A
DFE
N/A
N
2
Deutsche Bank
7LTWFZYICNSX8D621K86
26395276.19000000
EUR
271250000.00000000
SEK
2022-05-18
-91427.27000000
N
N
N
Kingdom of Norway
549300L0BT3FJTN9MX24
Kingdom of Norway
N/A
83183000.00000000
PA
9553231.42000000
1.702397454744
Long
DBT
NUSS
NO
N
2
2023-05-24
Fixed
2.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
991117.56000000
0.176618354284
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
21977540.74000000
EUR
230351000.00000000
NOK
2022-05-19
991117.56000000
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Titulos de Tesoreria
N/A
9129700000.00000000
PA
2190056.64000000
0.390270756120
Long
DBT
NUSS
CO
N
2
2030-09-18
Fixed
7.75000000
N
N
N
N
N
N
Kingdom of Norway
549300L0BT3FJTN9MX24
Kingdom of Norway
N/A
85878000.00000000
PA
10083585.32000000
1.796907164577
Long
DBT
NUSS
NO
N
2
2024-03-14
Fixed
3.00000000
N
N
N
N
N
N
Republic of Korea
549300O0QCVSQGPGDT58
Republic of Korea
N/A
12000000000.00000000
PA
10277845.82000000
1.831524621877
Long
DBT
NUSS
KR
N
2
2023-03-10
Fixed
3.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
92931.61000000
0.016560525896
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
2101395.95000000
EUR
21921200.00000000
NOK
2022-02-16
92931.61000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2109.72000000
-0.00037595466
N/A
DFE
N/A
N
2
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
1491817.27000000
USD
2010000.00000000
SGD
2022-04-21
-2109.72000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1479588.05000000
-0.26366438952
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
44879701.21000000
USD
51670000000.00000000
KRW
2022-02-18
-1479588.05000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-241858.40000000
-0.04309946095
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
5429754.90000000
USD
4430680000.00000000
CLP
2022-01-21
-241858.40000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
49964.92000000
0.008903809495
N/A
DFE
N/A
N
2
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
1215000.00000000
EUR
1433657.48000000
USD
2022-02-28
49964.92000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Arab Republic of Egypt Treasury Bills
N/A
46300000.00000000
PA
2849862.85000000
0.507849024996
Long
STIV
NUSS
EG
N
2
2022-04-26
None
0.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
23381.28000000
0.004166572525
N/A
DFE
N/A
N
2
Goldman Sachs Bank
KD3XUN7C6T14HNAYLU02
1220596866.00000000
CLP
1453991.60000000
USD
2022-01-14
23381.28000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-43533.96000000
-0.00775780460
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
44380340.00000000
CNY
6923826.02000000
USD
2022-01-12
-43533.96000000
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Republic of Indonesia
N/A
1618000000.00000000
PA
129576.00000000
0.023090600750
Long
DBT
NUSS
ID
N
2
2024-09-15
Fixed
10.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-31528.79000000
-0.00561846871
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
12678158.35000000
EUR
18320445.94000000
CAD
2022-08-03
-31528.79000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
178052.73000000
0.031729212978
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
10967977.18000000
EUR
111598400.00000000
NOK
2022-01-21
178052.73000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-73124.08000000
-0.01303079996
N/A
DFE
N/A
N
2
Deutsche Bank
7LTWFZYICNSX8D621K86
2786173.56000000
EUR
28058680.76000000
SEK
2022-05-18
-73124.08000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-260393.36000000
-0.04640241336
N/A
DFE
N/A
N
2
Banco Santander
549300T3TP2IYV4PHY98
19335508.24000000
USD
16891500000.00000000
CLP
2022-09-06
-260393.36000000
N
N
N
Kingdom of Thailand
N/A
Kingdom of Thailand
N/A
389060000.00000000
PA
11688961.63000000
2.082987174984
Long
STIV
NUSS
TH
N
2
2022-06-22
None
0.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-9817.32000000
-0.00174945836
N/A
DFE
N/A
N
2
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
1923330.26000000
USD
146000000.00000000
RUB
2022-03-21
-9817.32000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-11853.31000000
-0.00211227425
N/A
DFE
N/A
N
2
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
2010000.00000000
SGD
1477854.24000000
USD
2022-04-21
-11853.31000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
24883.24000000
0.004434223623
N/A
DFE
N/A
N
2
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
146000000.00000000
RUB
1938396.18000000
USD
2022-03-21
24883.24000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
129745.64000000
0.023120830804
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
187000000.00000000
NOK
18660186.63000000
EUR
2022-05-19
129745.64000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
52733.87000000
0.009397239752
N/A
DFE
N/A
N
2
Deutsche Bank
7LTWFZYICNSX8D621K86
35735000.00000000
NOK
3585026.58000000
EUR
2022-06-20
52733.87000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
50525.57000000
0.009003718007
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
29198400.00000000
NOK
2954976.38000000
EUR
2022-01-21
50525.57000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
8453.56000000
0.001506434670
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1408016.34000000
USD
106826200.00000000
INR
2022-04-08
8453.56000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
92023.88000000
0.016398767307
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
2300000.00000000
EUR
2710761.60000000
USD
2022-02-16
92023.88000000
N
N
N
Monetary Authority of Singapore Bill
54930035WQZLGC45RZ35
Monetary Authority of Singapore Bill
N/A
19600000.00000000
PA
14518555.04000000
2.587224161126
Long
STIV
UST
SG
N
2
2022-03-11
None
0.00000000
N
N
N
N
N
N
Kingdom of Thailand
N/A
Kingdom of Thailand
N/A
44520000.00000000
PA
1338331.87000000
0.238492366501
Long
STIV
NUSS
TH
N
2
2022-05-11
None
0.00000000
N
N
N
N
N
N
Republic of India
335800IV7VCDQGIOI391
Republic of India
N/A
1650000000.00000000
PA
21298968.93000000
3.795502160577
Long
DBT
NUSS
IN
N
2
2030-08-03
Fixed
5.77000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-80029.37000000
-0.01426133104
N/A
DFE
N/A
N
2
Goldman Sachs Bank
KD3XUN7C6T14HNAYLU02
1510639.69000000
USD
1220596866.00000000
CLP
2022-01-14
-80029.37000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
165030.76000000
0.029408682091
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
4932432.71000000
EUR
7326635.55000000
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2022-05-03
165030.76000000
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N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-610.45000000
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DFE
N/A
N
2
Deutsche Bank
7LTWFZYICNSX8D621K86
158231.56000000
EUR
1625497.00000000
SEK
2022-05-18
-610.45000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-112694.27000000
-0.02008225593
N/A
DFE
N/A
N
2
Deutsche Bank
7LTWFZYICNSX8D621K86
21127184.47000000
EUR
23977875.47000000
USD
2022-04-19
-112694.27000000
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Republic of Ghana
N/A
15680000.00000000
PA
2413794.24000000
0.430141068481
Long
DBT
NUSS
GH
N
2
2032-03-15
Fixed
19.75000035
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-30649.33000000
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N/A
DFE
N/A
N
2
Deutsche Bank
7LTWFZYICNSX8D621K86
1663173.53000000
EUR
16857449.76000000
SEK
2022-04-14
-30649.33000000
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N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
206100.56000000
0.036727370388
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
23241559.43000000
EUR
33800000.00000000
CAD
2022-05-03
206100.56000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3502.30000000
0.000624114118
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
997762800.00000000
JPY
7620000.00000000
EUR
2022-02-07
3502.30000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2121.25000000
-0.00037800932
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
722234.62000000
EUR
1043246.24000000
CAD
2022-08-03
-2121.25000000
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government Bond
N/A
20020000.00000000
PA
1395638.85000000
0.248704540016
Long
DBT
NUSS
TR
N
2
2023-06-14
Fixed
16.19999940
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-851.81000000
-0.00015179357
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1187005.26000000
USD
1600000.00000000
SGD
2022-01-26
-851.81000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
25800.57000000
0.004597692944
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
460730424.00000000
JPY
3539152.60000000
EUR
2022-02-24
25800.57000000
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Titulos de Tesoreria
N/A
4422000000.00000000
PA
1164227.77000000
0.207466804189
Long
DBT
NUSS
CO
N
2
2024-07-24
Fixed
10.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
134633.91000000
0.023991926462
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1930600000.00000000
JPY
16939694.13000000
USD
2022-06-07
134633.91000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-129022.65000000
-0.02299199310
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
10419411.96000000
EUR
1350022368.00000000
JPY
2022-02-07
-129022.65000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-52290.92000000
-0.00931830552
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
11903968.43000000
EUR
1554289253.00000000
JPY
2022-03-31
-52290.92000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-90497.45000000
-0.01612675562
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
3436969.88000000
EUR
34610000.00000000
SEK
2022-05-18
-90497.45000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
113880.05000000
0.020293563375
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
37041053.45000000
USD
239100000.00000000
CNY
2022-06-21
113880.05000000
N
N
N
Federative Republic of Brazil
254900ZFY40OYEADAP90
Notas do Tesouro Nacional
N/A
36560000.00000000
PA
6418281.36000000
1.143745542290
Long
DBT
NUSS
BR
N
2
2027-01-01
Fixed
9.99999990
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
206186.91000000
0.036742758063
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
6761173.07000000
USD
44380340.00000000
CNY
2022-01-12
206186.91000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-392875.15000000
-0.07001082942
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
61878690.74000000
USD
73351000000.00000000
KRW
2022-06-21
-392875.15000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
15382.64000000
0.002741205151
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
1267677.10000000
USD
96812500.00000000
INR
2022-04-12
15382.64000000
N
N
N
Republic of Korea
549300O0QCVSQGPGDT58
Republic of Korea
N/A
5310000000.00000000
PA
4605622.70000000
0.820727565081
Long
DBT
NUSS
KR
N
2
2024-09-10
Fixed
3.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
22372.11000000
0.003986737204
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
513907.00000000
EUR
607232.51000000
USD
2022-01-24
22372.11000000
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government Bond
N/A
9710000.00000000
PA
535371.06000000
0.095403773845
Long
DBT
NUSS
TR
N
2
2025-10-01
Fixed
12.60000075
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
39180.66000000
0.006982041251
N/A
DFE
N/A
N
2
Deutsche Bank
7LTWFZYICNSX8D621K86
26672700.00000000
NOK
2676339.04000000
EUR
2022-06-15
39180.66000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
97376.31000000
0.017352576841
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
64197700.00000000
NOK
6471418.52000000
EUR
2022-03-16
97376.31000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
286891.69000000
0.051124447987
N/A
DFE
N/A
N
2
Standard Chartered Bank
U4LOSYZ7YG4W3S5F2G91
19352367.11000000
USD
1470000000.00000000
INR
2022-02-18
286891.69000000
N
N
N
Federative Republic of Brazil
254900ZFY40OYEADAP90
Notas do Tesouro Nacional
N/A
246560000.00000000
PA
42476134.12000000
7.569298746587
Long
DBT
NUSS
BR
N
2
2031-01-01
Fixed
9.99999990
N
N
N
N
N
N
Democratic Socialist Republic of Sri Lanka
254900HXCCIOHM74FA02
Democratic Socialist Republic of Sri Lanka
85227SAT3
1520000.00000000
PA
USD
779547.20000000
0.138916258885
Long
DBT
NUSS
LK
N
2
2027-05-11
Fixed
6.20000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
22689.46000000
0.004043289359
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
2834989.00000000
AUD
2082979.82000000
USD
2022-02-17
22689.46000000
N
N
N
People's Republic of China
300300CHN201808MOF68
People's Republic of China
N/A
92200000.00000000
PA
14562452.78000000
2.595046791769
Long
DBT
NUSS
CN
N
2
2023-10-21
Fixed
2.56000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
23630.84000000
0.004211044420
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
3479774.76000000
USD
264184500.00000000
INR
2022-04-07
23630.84000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
505826.72000000
0.090138936534
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
17618000000.00000000
KRW
15304030.58000000
USD
2022-02-18
505826.72000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Arab Republic of Egypt Treasury Bills
N/A
142000000.00000000
PA
8438575.25000000
1.503764369948
Long
STIV
NUSS
EG
N
2
2022-08-09
None
0.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1857.03000000
-0.00033092500
N/A
DFE
N/A
N
2
Deutsche Bank
7LTWFZYICNSX8D621K86
16857449.76000000
SEK
1634661.79000000
EUR
2022-04-14
-1857.03000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-19592.92000000
-0.00349148216
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
5800000.00000000
CAD
4012187.92000000
EUR
2022-02-03
-19592.92000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-13820.07000000
-0.00246275327
N/A
DFE
N/A
N
2
Deutsche Bank
7LTWFZYICNSX8D621K86
1035847.98000000
EUR
10535920.51000000
SEK
2022-01-18
-13820.07000000
N
N
N
Republic of India
335800IV7VCDQGIOI391
Republic of India
N/A
1500000000.00000000
PA
21088526.70000000
3.758001099316
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
77106.26000000
0.013740429284
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
3782900000.00000000
CLP
4511508.65000000
USD
2022-01-13
77106.26000000
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Titulos de Tesoreria
N/A
20320000000.00000000
PA
4803575.46000000
0.856002987602
Long
DBT
NUSS
CO
N
2
2025-11-26
Fixed
6.25000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-89731.22000000
-0.01599021250
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
81300000.00000000
CNY
12641301.14000000
USD
2022-02-22
-89731.22000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-3536.46000000
-0.00063020147
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1043246.25000000
CAD
721661.63000000
EUR
2022-02-03
-3536.46000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-80301.54000000
-0.01430983206
N/A
DFE
N/A
N
2
Goldman Sachs Bank
KD3XUN7C6T14HNAYLU02
2145922.71000000
USD
1761394822.00000000
CLP
2022-01-10
-80301.54000000
N
N
N
Kingdom of Sweden
ERE94C0BSULG2RM19605
Kingdom of Sweden
N/A
224000000.00000000
PA
25153325.08000000
4.482353112989
Long
DBT
NUSS
SE
N
2
2022-06-01
Fixed
3.50000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
20384.25000000
0.003632498135
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
364357463.00000000
JPY
2799411.96000000
EUR
2022-02-07
20384.25000000
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Republic of Ghana
N/A
11230000.00000000
PA
1719630.25000000
0.306440201435
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
4190000.00000000
PA
USD
4320715.43000000
0.769956743150
Long
DBT
NUSS
OM
N
2
2026-06-15
Fixed
4.75000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
7189.51000000
0.001281179423
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1043549.51000000
CAD
729446.55000000
EUR
2022-05-03
7189.51000000
N
N
N
Bank of Thailand
549300HJD00HOXYCA262
Bank of Thailand
N/A
409390000.00000000
PA
12314622.67000000
2.194480733048
Long
STIV
UST
TH
N
2
2022-03-24
None
0.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
31488.34000000
0.005611260474
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
3024346.80000000
USD
230576200.00000000
INR
2022-04-12
31488.34000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
66260.67000000
0.011807731959
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
7928996.40000000
USD
11700000.00000000
NZD
2022-03-21
66260.67000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-6280.85000000
-0.00111925510
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1062782.84000000
EUR
10890000.00000000
SEK
2022-03-31
-6280.85000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-50151.00000000
-0.00893696917
N/A
DFE
N/A
N
2
Standard Chartered Bank
U4LOSYZ7YG4W3S5F2G91
882000000.00000000
INR
11733404.28000000
USD
2022-02-18
-50151.00000000
N
N
N
Institutional Fiduciary Trust - Money Market Portfolio
549300M4TP89K77LG374
Institutional Fiduciary Trust - Money Market Portfolio
457756500
58884584.56200000
NS
USD
58884584.56000000
10.49330456590
Long
STIV
RF
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-76862.92000000
-0.01369706580
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
3539152.60000000
EUR
454855431.00000000
JPY
2022-02-24
-76862.92000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-237642.96000000
-0.04234826442
N/A
DFE
N/A
N
2
Goldman Sachs Bank
KD3XUN7C6T14HNAYLU02
3032465.75000000
USD
2394434956.00000000
CLP
2022-02-11
-237642.96000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-9362.92000000
-0.00166848372
N/A
DFE
N/A
N
2
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
1590000.00000000
SGD
1169392.80000000
USD
2022-01-24
-9362.92000000
N
N
N
Republic of Ecuador
5299003Y2U5XK0A35H71
Republic of Ecuador
N/A
1733000.00000000
PA
USD
1440556.25000000
0.256708875311
Long
DBT
NUSS
EC
N
2
2030-07-31
Variable
5.00000040
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Republic of Indonesia
N/A
32677000000.00000000
PA
2497184.25000000
0.445001269657
Long
DBT
NUSS
ID
N
2
2024-03-15
Fixed
8.37500000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Republic of Ghana
N/A
8520000.00000000
PA
1382584.41000000
0.246378222935
Long
DBT
NUSS
GH
N
2
2024-03-25
Fixed
19.75000035
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
835.93000000
0.000148963742
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
33330.00000000
EUR
38849.45000000
USD
2022-04-27
835.93000000
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Republic of Ghana
N/A
10970000.00000000
PA
1767068.26000000
0.314893712496
Long
DBT
NUSS
GH
N
2
2023-09-28
Fixed
18.85000160
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
273649.54000000
0.048764680756
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
7220456.59000000
EUR
10739310.00000000
CAD
2022-02-03
273649.54000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-9466.56000000
-0.00168695250
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1600000.00000000
SGD
1176686.89000000
USD
2022-01-26
-9466.56000000
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Republic of Ghana
N/A
7340000.00000000
PA
1164544.39000000
0.207523226258
Long
DBT
NUSS
GH
N
2
2025-06-23
Fixed
19.25000145
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
670890.07000000
0.119553426204
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
22968429.06000000
USD
150960000.00000000
CNY
2022-02-22
670890.07000000
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government Bond
N/A
8431981.00000000
PA
542708.05000000
0.096711234384
Long
DBT
NUSS
TR
N
2
2023-03-08
Fixed
7.09999825
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-3358.58000000
-0.00059850303
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1056276.55000000
EUR
1201345.57000000
USD
2022-04-27
-3358.58000000
N
N
N
Russian Federation
5493004EHVGF71PDBU58
Russian Federation
N/A
863700000.00000000
PA
11325725.08000000
2.018257980117
Long
DBT
NUSS
RU
N
2
2023-08-16
Fixed
6.99999920
N
N
N
N
N
N
Kingdom of Norway
549300L0BT3FJTN9MX24
Kingdom of Norway
N/A
17165000.00000000
PA
1941256.98000000
0.345934354195
Long
DBT
NUSS
NO
N
2
2026-02-19
Fixed
1.50000000
N
N
N
N
N
N
Republic of India
335800IV7VCDQGIOI391
Republic of India
N/A
79000000.00000000
PA
1117132.08000000
0.199074294968
Long
DBT
NUSS
IN
N
2
2026-04-08
Fixed
7.27000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
25774.58000000
0.004593061495
N/A
DFE
N/A
N
2
Deutsche Bank
7LTWFZYICNSX8D621K86
2619464.77000000
EUR
26672700.00000000
NOK
2022-06-15
25774.58000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-20815.33000000
-0.00370931711
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
263438700.00000000
INR
3506904.95000000
USD
2022-01-27
-20815.33000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
69678.11000000
0.012416723923
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
3111991.69000000
EUR
32042000.00000000
NOK
2022-06-21
69678.11000000
N
N
N
Russian Federation
5493004EHVGF71PDBU58
Russian Federation
N/A
1024000000.00000000
PA
13320398.61000000
2.373711228471
Long
DBT
NUSS
RU
N
2
2024-10-16
Fixed
7.09999825
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-55556.43000000
-0.00990022337
N/A
DFE
N/A
N
2
Deutsche Bank
7LTWFZYICNSX8D621K86
2498422.59000000
EUR
25262800.00000000
SEK
2022-06-15
-55556.43000000
N
N
N
Republic of Korea
549300O0QCVSQGPGDT58
Republic of Korea
N/A
32940000000.00000000
PA
27768305.85000000
4.948345865738
Long
DBT
NUSS
KR
N
2
2024-12-10
Fixed
1.87500000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Republic of Indonesia
N/A
237200000000.00000000
PA
19279714.19000000
3.435668510713
Long
DBT
NUSS
ID
N
2
2029-03-15
Fixed
9.00000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Arab Republic of Egypt Treasury Bills
N/A
8700000.00000000
PA
509004.51000000
0.090705222576
Long
STIV
NUSS
EG
N
2
2022-09-20
None
0.00000000
N
N
N
N
N
N
Monetary Authority of Singapore Bill
54930035WQZLGC45RZ35
Monetary Authority of Singapore Bill
N/A
5380000.00000000
PA
3984807.87000000
0.710097607531
Long
STIV
UST
SG
N
2
2022-03-18
None
0.00000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Arab Republic of Egypt Treasury Bills
N/A
22500000.00000000
PA
1413765.01000000
0.251934643767
Long
STIV
NUSS
EG
N
2
2022-02-22
None
0.00000000
N
N
N
N
N
N
2022-01-31
Templeton Global Income Fund
Jeffrey W. White
Jeffrey W. White
Assistant Treasurer