0001752724-23-033150.txt : 20230222 0001752724-23-033150.hdr.sgml : 20230222 20230222122044 ACCESSION NUMBER: 0001752724-23-033150 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20221231 FILED AS OF DATE: 20230222 DATE AS OF CHANGE: 20230222 PERIOD START: 20221231 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: 23651814 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 NPORT-P 1 primary_doc.xml NPORT-P false 0000828803 XXXXXXXX Templeton Global Income Fund 811-05459 0000828803 QU1AAXOSV5K4OVMXJP19 300 S.E. 2nd Street Fort Lauderdale 33301-1923 954-527-7500 Templeton Global Income Fund QU1AAXOSV5K4OVMXJP19 2022-12-31 2022-12-31 N 490227318.91 10021242.32 480206076.59 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 705929.60000000 0.00000000 0.00000000 988104.78000000 ARS BRL CAD CLP CNY COP EUR GBP GHS HUF IDR INR JPY KRW MXN MYR NOK NZD SEK SGD THB USD N VaR_FoF_256_JGBIBroard50_EMBIGglobal25_JGBIEM25 HBVAR0001 Japan 353800WZS8AXZXFUC241 Japan Treasury Bills N/A 627900000.00000000 PA 4786127.47000000 0.996681987863 Long STIV NUSS JP N 2 2023-10-20 None 0.00000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 Colombia Titulos de Tesoreria, Series B N/A 4714000000.00000000 PA 562327.09000000 0.117101202465 Long DBT NUSS CO N 2 2036-07-09 Fixed 6.25000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 6790242.10000000 1.414026692085 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 66778138.76000000 USD 92494400000.00000000 KRW 2023-03-15 6790242.10000000 N N N Republic of India 335800IV7VCDQGIOI391 India Government Bond N/A 624000000.00000000 PA 7797690.48000000 1.623821700752 Long DBT NUSS IN N 2 2026-07-09 Fixed 8.33000000 N N N N N N Bank of Thailand 549300HJD00HOXYCA262 Thailand Government Bond N/A 98890000.00000000 PA 2839949.23000000 0.591402185113 Long DBT NUSS TH N 2 2023-11-22 Fixed 0.66000000 N N N N N N N/A N/A OIS N/A 940000.00000000 PA USD 79730.27000000 0.016603344665 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2032-04-18 0.00000000 USD 0.00000000 USD 940000.00000000 USD 79730.27000000 N N N Japan 353800WZS8AXZXFUC241 Japan Treasury Bills N/A 466800000.00000000 PA 3557281.75000000 0.740782327300 Long STIV NUSS JP N 2 2023-04-10 None 0.00000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -17851.27000000 -0.00371741859 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 2387836.74000000 EUR 2110000.00000000 GBP 2023-04-25 -17851.27000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 328637.72000000 0.068436809949 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 8059223.08000000 USD 10560000000.00000000 KRW 2023-01-17 328637.72000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 Egypt Government Bond 03846JX54 1030000.00000000 PA USD 765777.19000000 0.159468450594 Long DBT NUSS EG N 2 2032-05-29 Fixed 7.62500000 N N N N N N Kingdom of Norway 549300L0BT3FJTN9MX24 Norway Government Bond N/A 28937000.00000000 PA 2871079.82000000 0.597884941479 Long DBT NUSS NO N 2 2025-03-13 Fixed 1.75000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 325008.25000000 0.067680994857 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4197347.79000000 USD 588073610.00000000 JPY 2023-03-15 325008.25000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -1909737.50000000 -0.39769123988 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 26183348.93000000 EUR 35626635.55000000 CAD 2023-05-03 -1909737.50000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 228591.91000000 0.047602877419 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 1590790.87000000 USD 1587609292.00000000 CLP 2023-07-26 228591.91000000 N N N Japan 353800WZS8AXZXFUC241 Japan Treasury Bills N/A 822000000.00000000 PA 6261882.29000000 1.303998969456 Long STIV NUSS JP N 2 2023-01-25 None 0.00000000 N N N N N N N/A N/A OIS N/A 8400000.00000000 PA USD 687880.66000000 0.143246971151 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2027-03-15 0.00000000 USD 0.00000000 USD 8400000.00000000 USD 687880.66000000 N N N Kingdom of Thailand N/A Thailand Government Bond N/A 433040000.00000000 PA 12358878.94000000 2.573661505444 Long DBT NUSS TH N 2 2024-09-17 Fixed 0.75000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 91609.27000000 0.019077074294 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1636420.00000000 USD 2720000.00000000 NZD 2023-03-15 91609.27000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 61698.46000000 0.012848329708 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 2110000.00000000 GBP 2428491.29000000 EUR 2023-04-25 61698.46000000 N N N N/A N/A OIS N/A 1250000.00000000 PA USD 96907.29000000 0.020180354794 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2032-04-19 0.00000000 USD 0.00000000 USD 1250000.00000000 USD 96907.29000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 29965.72000000 0.006240179260 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 1916982.31000000 USD 1816000.00000000 EUR 2023-01-25 29965.72000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 3816.01000000 0.000794660914 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 546383.99000000 USD 513000.00000000 EUR 2023-01-30 3816.01000000 N N N Republic of Colombia 549300MHDRBVRF6B9117 Colombia Titulos de Tesoreria, Series B N/A 38035000000.00000000 PA 5871585.18000000 1.222721965889 Long DBT NUSS CO N 2 2028-04-28 Fixed 6.00000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -979873.48000000 -0.20405270315 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 14237184.47000000 EUR 14283925.15000000 USD 2023-01-25 -979873.48000000 N N N Republic of Indonesia 529900FWX0GRR7WG5W79 Indonesia Government Bond, Series FR64 N/A 162800000000.00000000 PA 10247539.10000000 2.133987802230 Long DBT NUSS ID N 2 2028-05-15 Fixed 6.12500000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 13326.08000000 0.002775075254 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 41000000.00000000 INR 508643.84000000 USD 2023-01-11 13326.08000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 20801.54000000 0.004331794413 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 740395.10000000 USD 710000.00000000 EUR 2023-01-25 20801.54000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 877515.25000000 0.182737223200 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 19330132.80000000 USD 2592748780.00000000 JPY 2023-06-15 877515.25000000 N N N Republic of Korea 549300O0QCVSQGPGDT58 Korea Treasury Bonds N/A 15749000000.00000000 PA 11747435.88000000 2.446332200421 Long DBT NUSS KR N 2 2026-06-10 Fixed 1.87500000 N N N N N N Federative Republic of Brazil 254900ZFY40OYEADAP90 Brazil Letras do Tesouro Nacional N/A 58000000.00000000 PA 8641883.36000000 1.799619742708 Long STIV NUSS BR N 2 2025-01-01 None 0.00000000 N N N N N N N/A N/A OIS N/A 1840000.00000000 PA USD 198397.70000000 0.041315116503 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2032-03-28 0.00000000 USD 0.00000000 USD 1840000.00000000 USD 198397.70000000 N N N N/A N/A OIS N/A 1840000.00000000 PA USD 185508.06000000 0.038630927229 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2032-03-30 0.00000000 USD 0.00000000 USD 1840000.00000000 USD 185508.06000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 28955.92000000 0.006029894541 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 4426922.48000000 USD 4156184.47000000 EUR 2023-01-25 28955.92000000 N N N United Mexican States 254900EGTWEU67VP6075 Mexican Bonos Desarr Fixed Rate, Series M N/A 155700000.00000000 PA 7147244.85000000 1.488370347321 Long DBT NUSS MX N 2 2033-05-26 Fixed 7.49999880 N N N N N N Republic of Ecuador 5299003Y2U5XK0A35H71 Ecuador Government Bond 27927IAF0 21006000.00000000 PA USD 9771113.36000000 2.034775034373 Long DBT NUSS EC N 2 2035-07-31 Fixed 2.49999840 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 Egypt Government Bond 03846JW89 510000.00000000 PA USD 341933.07000000 0.071205485867 Long DBT NUSS EG N 2 2049-03-01 Fixed 8.70020000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 107746.05000000 0.022437460759 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 3945000.00000000 EUR 4337211.90000000 USD 2023-01-25 107746.05000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -60027.44000000 -0.01250034993 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 1187636.21000000 EUR 12643100.00000000 SEK 2023-01-19 -60027.44000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 50502.71000000 0.010516882743 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 1812820.90000000 USD 1738000.00000000 EUR 2023-01-25 50502.71000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 176443.09000000 0.036743202262 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 12071318.11000000 USD 11424000.00000000 EUR 2023-01-25 176443.09000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 164985.18000000 0.034357162069 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 2364325.01000000 USD 2160520195.00000000 CLP 2023-02-21 164985.18000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 333071.29000000 0.069360073984 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 8434333.78000000 USD 11030000000.00000000 KRW 2023-02-22 333071.29000000 N N N Dominican Republic N/A Dominican Republic Government Bond 25714PEE4 5735000.00000000 PA USD 4227670.47000000 0.880386708144 Long DBT NUSS DO N 2 2060-01-30 Fixed 5.87500000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 Egypt Government Bond 03846JW55 670000.00000000 PA USD 425791.70000000 0.088668536438 Long DBT NUSS EG N 2 2048-02-21 Fixed 7.90300000 N N N N N N Government of Mongolia N/A Mongolia Government Bond 60937LAC9 600000.00000000 PA USD 519043.63000000 0.108087684705 Long DBT NUSS MN N 2 2026-04-07 Fixed 5.12500000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 127157.10000000 0.026479694072 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 1781871.82000000 USD 1630680000.00000000 CLP 2023-02-21 127157.10000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 112373.76000000 0.023401153271 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 3418000.00000000 EUR 3776838.73000000 USD 2023-01-25 112373.76000000 N N N Republic of Ecuador 5299003Y2U5XK0A35H71 Ecuador Government Bond N/A 10051000.00000000 PA USD 4139316.90000000 0.861987613608 Long DBT NUSS EC N 2 2040-07-31 Fixed 1.50000120 N N N N N N Federative Republic of Brazil 254900ZFY40OYEADAP90 Brazil Notas do Tesouro Nacional N/A 9230000.00000000 PA 1567967.58000000 0.326519729015 Long DBT NUSS BR N 2 2029-01-01 Fixed 9.99999990 N N N N N N Federative Republic of Brazil 254900ZFY40OYEADAP90 Brazil Notas do Tesouro Nacional N/A 50000000.00000000 PA 9060403.80000000 1.886774083397 Long DBT NUSS BR N 2 2025-01-01 Fixed 9.99999990 N N N N N N N/A N/A OIS N/A 520000.00000000 PA USD 40668.61000000 0.008468991123 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2032-04-19 0.00000000 USD 0.00000000 USD 520000.00000000 USD 40668.61000000 N N N Federation of Malaysia 254900GSIL471JOBYY43 Malaysia Government Bond N/A 45880000.00000000 PA 10435230.92000000 2.173073484221 Long DBT NUSS MY N 2 2027-11-16 Fixed 3.89900000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 Indonesia Government Bond, Series FR86 N/A 169102000000.00000000 PA 10656114.47000000 2.219071142470 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 1095943.67000000 0.228223615532 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 14222166.40000000 USD 1991921070.00000000 JPY 2023-03-15 1095943.67000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -48585.34000000 -0.01011760208 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 1215000.00000000 EUR 1255170.33000000 USD 2023-02-06 -48585.34000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 8479.40000000 0.001765783569 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 1295276.27000000 USD 1215000.00000000 EUR 2023-02-06 8479.40000000 N N N N/A N/A OIS N/A 1240000.00000000 PA USD 83516.89000000 0.017391885290 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2032-04-21 0.00000000 USD 0.00000000 USD 1240000.00000000 USD 83516.89000000 N N N Republic of Colombia 549300MHDRBVRF6B9117 Colombia Titulos de Tesoreria, Series B N/A 8119500000.00000000 PA 1186264.46000000 0.247032371690 Long DBT NUSS CO N 2 2031-03-26 Fixed 7.00000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 183326.75000000 0.038176682665 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 6270763.10000000 USD 6020000.00000000 EUR 2023-01-25 183326.75000000 N N N Republic of Colombia 549300MHDRBVRF6B9117 Colombia Titulos de Tesoreria, Series B N/A 55340300000.00000000 PA 9767598.91000000 2.034043171498 Long DBT NUSS CO N 2 2026-08-26 Fixed 7.50000000 N N N N N N N/A N/A OIS N/A 1197000.00000000 PA USD 92755.68000000 0.019315807217 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2032-07-07 0.00000000 USD 0.00000000 USD 1197000.00000000 USD 92755.68000000 N N N Republic of Colombia 549300MHDRBVRF6B9117 Colombia Titulos de Tesoreria, Series B N/A 26363700000.00000000 PA 4099997.19000000 0.853799522720 Long DBT NUSS CO N 2 2030-09-18 Fixed 7.75000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 189198.53000000 0.039399445201 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 7310103.26000000 USD 7002349.98000000 EUR 2023-01-11 189198.53000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 371824.99000000 0.077430296726 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2323381.54000000 USD 2292596735.00000000 CLP 2023-01-24 371824.99000000 N N N Kingdom of Norway 549300L0BT3FJTN9MX24 Norway Government Bond N/A 30878000.00000000 PA 3146160.15000000 0.655168750121 Long DBT NUSS NO N 2 2024-03-14 Fixed 3.00000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -32100.22000000 -0.00668467592 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 1201684.38000000 USD 96812500.00000000 INR 2023-01-11 -32100.22000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 397440.85000000 0.082764644050 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 10890000.00000000 CAD 7830806.83000000 EUR 2023-05-03 397440.85000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 124975.33000000 0.026025353716 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 6215000.00000000 CAD 4374710.00000000 EUR 2023-05-03 124975.33000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -611720.33000000 -0.12738704481 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 7002349.98000000 EUR 6887581.46000000 USD 2023-01-11 -611720.33000000 N N N N/A N/A OIS N/A 1175000.00000000 PA USD 74540.95000000 0.015522700280 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2032-05-19 0.00000000 USD 0.00000000 USD 1175000.00000000 USD 74540.95000000 N N N Japan 353800WZS8AXZXFUC241 Japan Treasury Bills N/A 1254500000.00000000 PA 9558262.49000000 1.990450132966 Long STIV NUSS JP N 2 2023-02-27 None 0.00000000 N N N N N N Hungary 5299003F3UFKGCCMAP43 Hungary Government Bond N/A 3157100000.00000000 PA 6480956.04000000 1.349619747842 Long DBT NUSS HU N 2 2025-11-26 Fixed 1.00000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -597567.87000000 -0.12443988094 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 7327000.00000000 EUR 7304828.50000000 USD 2023-04-25 -597567.87000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 122511.81000000 0.025512340632 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 6215000.00000000 CAD 4372426.93000000 EUR 2023-05-03 122511.81000000 N N N Japan 353800WZS8AXZXFUC241 Japan Treasury Bills N/A 2101200000.00000000 PA 16016258.19000000 3.335288529402 Long STIV NUSS JP N 2 2023-09-20 None 0.00000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -39713.40000000 -0.00827007444 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 4630664.46000000 USD 6215000.00000000 CAD 2023-02-03 -39713.40000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 129792.38000000 0.027028475133 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 986476.09000000 USD 948990000.00000000 CLP 2023-01-20 129792.38000000 N N N Hungary 5299003F3UFKGCCMAP43 Hungary Government Bond N/A 3564200000.00000000 PA 6932763.76000000 1.443705962496 Long DBT NUSS HU N 2 2032-11-24 Fixed 4.75000000 N N N N N N Dominican Republic N/A Dominican Republic Government Bond 25714PEB0 1220000.00000000 PA USD 990918.86000000 0.206352836481 Long DBT NUSS DO N 2 2049-06-05 Fixed 6.40000000 N N N N N N Republic of India 335800IV7VCDQGIOI391 India Government Bond N/A 1650000000.00000000 PA 18181326.96000000 3.786150956086 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 34069.17000000 0.007094697810 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 5326229.72000000 USD 4970000.00000000 EUR 2023-04-25 34069.17000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -29385.86000000 -0.00611942693 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 4620336.92000000 USD 6215000.00000000 CAD 2023-02-03 -29385.86000000 N N N Republic of Ghana 213800PP4399SNNXZ126 Ghana Government Bond N/A 15680000.00000000 PA 665023.53000000 0.138487112600 Long DBT NUSS GH N 2 2032-03-15 Fixed 19.75000035 N N N N N N N/A N/A OIS N/A 4300000.00000000 PA USD 592776.63000000 0.123442134303 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2032-03-15 0.00000000 USD 0.00000000 USD 4300000.00000000 USD 592776.63000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 35088.48000000 0.007306962929 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 748647.95000000 USD 671911539.00000000 CLP 2023-03-15 35088.48000000 N N N Republic of Colombia 549300MHDRBVRF6B9117 Colombia Titulos de Tesoreria, Series B N/A 14091000000.00000000 PA 1983136.33000000 0.412976100611 Long DBT NUSS CO N 2 2032-06-30 Fixed 7.00000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 Egypt Government Bond 03846JAC4 1470000.00000000 PA USD 912723.00000000 0.190069023382 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 -23369.52000000 -0.00486656065 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 513000.00000000 EUR 526830.48000000 USD 2023-01-30 -23369.52000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 77220.94000000 0.016080791927 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 12643100.00000000 SEK 1203680.61000000 EUR 2023-01-19 77220.94000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 Egypt Government Bond 03846JX62 2150000.00000000 PA USD 1461185.15000000 0.304282936271 Long DBT NUSS EG N 2 2050-05-29 Fixed 8.87500000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 Colombia Titulos de Tesoreria, Series B N/A 3818900000.00000000 PA 767602.63000000 0.159848587392 Long DBT NUSS CO N 2 2024-07-24 Fixed 10.00000000 N N N N N N Federation of Malaysia 254900GSIL471JOBYY43 Malaysia Government Bond N/A 20960000.00000000 PA 4782840.18000000 0.995997429679 Long DBT NUSS MY N 2 2025-09-15 Fixed 3.95500000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 17724.27000000 0.003690971619 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 2818812.17000000 USD 2630000.00000000 EUR 2023-04-25 17724.27000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 98487.31000000 0.020509384366 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 674621.44000000 USD 674621440.00000000 CLP 2023-07-26 98487.31000000 N N N United Mexican States 254900EGTWEU67VP6075 Mexican Bonos Desarr Fixed Rate, Series M 20 N/A 35600000.00000000 PA 1778049.88000000 0.370268092529 Long DBT NUSS MX N 2 2029-05-31 Fixed 8.49999960 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 Colombia Titulos de Tesoreria, Series B N/A 11877000000.00000000 PA 1858328.75000000 0.386985679814 Long DBT NUSS CO N 2 2027-11-03 Fixed 5.75000000 N N N N N N Japan 353800WZS8AXZXFUC241 Japan Treasury Bills N/A 1258000000.00000000 PA 9587462.11000000 1.996530776553 Long STIV NUSS JP N 2 2023-05-10 None 0.00000000 N N N N N N Federative Republic of Brazil 254900ZFY40OYEADAP90 Brazil Notas do Tesouro Nacional N/A 36560000.00000000 PA 6403071.67000000 1.333400800645 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 484066.52000000 0.100803913902 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 8153066.09000000 USD 1126346080.00000000 JPY 2023-02-22 484066.52000000 N N N Republic of Korea 549300O0QCVSQGPGDT58 Korea Treasury Bonds N/A 4610000000.00000000 PA 3617007.64000000 0.753219881281 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 -1310809.37000000 -0.27296809305 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 13836097.55000000 EUR 18320445.94000000 CAD 2023-02-03 -1310809.37000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 Egypt Government Bond 03846JAE0 4630000.00000000 PA USD 3298782.40000000 0.686951407076 Long DBT NUSS EG N 2 2033-09-30 Fixed 7.30000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -68827.43000000 -0.01433289442 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 782906.38000000 EUR 1043246.24000000 CAD 2023-01-26 -68827.43000000 N N N Kingdom of Thailand N/A Thailand Government Bond N/A 224500000.00000000 PA 6228672.57000000 1.297083246890 Long DBT NUSS TH N 2 2027-06-17 Fixed 1.00000000 N N N N N N Federative Republic of Brazil 254900ZFY40OYEADAP90 Brazil Notas do Tesouro Nacional N/A 181760000.00000000 PA 30126910.92000000 6.273746291162 Long DBT NUSS BR N 2 2031-01-01 Fixed 9.99999990 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -296991.22000000 -0.06184661845 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 21874421.28000000 USD 29210445.94000000 CAD 2023-02-03 -296991.22000000 N N N N/A N/A OIS N/A 350000.00000000 PA USD 25040.63000000 0.005214559169 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2032-05-16 0.00000000 USD 0.00000000 USD 350000.00000000 USD 25040.63000000 N N N Republic of Singapore 549300ZSV6VOGFH1ER70 Singapore Treasury Bills N/A 20580000.00000000 PA 15350997.83000000 3.196752098392 Long STIV NUSS SG N 2 2023-01-10 None 0.00000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 Egypt Government Bond 038461AM1 5360000.00000000 PA USD 3589302.56000000 0.747450466576 Long DBT NUSS EG N 2 2047-01-31 Fixed 8.50000000 N N N N N N N/A N/A OIS N/A 1536000.00000000 PA USD 114145.35000000 0.023770076132 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2032-06-02 0.00000000 USD 0.00000000 USD 1536000.00000000 USD 114145.35000000 N N N N/A N/A OIS N/A 1190000.00000000 PA USD 58057.80000000 0.012090184366 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2032-06-30 0.00000000 USD 0.00000000 USD 1190000.00000000 USD 58057.80000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -4367.21000000 -0.00090944496 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 56985.57000000 EUR 57122.39000000 USD 2023-05-03 -4367.21000000 N N N Republic of India 335800IV7VCDQGIOI391 India Government Bond N/A 1500000000.00000000 PA 18111777.82000000 3.771667769931 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 1718783.72000000 0.357926274528 N/A DFE N/A N 2 Banco Santander 549300T3TP2IYV4PHY98 17782959.77000000 USD 16891500000.00000000 CLP 2023-05-22 1718783.72000000 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Bills 912796XR5 28335000.00000000 PA USD 28310436.96000000 5.895476617254 Long STIV UST US N 2 2023-01-12 None 0.00000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 Colombia Titulos de Tesoreria, Series B N/A 36550000000.00000000 PA 6461300.93000000 1.345526690516 Long DBT NUSS CO N 2 2025-11-26 Fixed 6.25000000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 Ghana Government Bond N/A 11230000.00000000 PA 662022.59000000 0.137862185064 Long DBT NUSS GH N 2 2026-03-02 Fixed 18.30000135 N N N N N N Oman Government International Bond 549300SZ20F0QTKNQC75 Oman Government Bond 682051AC1 4190000.00000000 PA USD 4059464.74000000 0.845358886090 Long DBT NUSS OM N 2 2026-06-15 Fixed 4.75000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 Egypt Government Bond 03846JAF7 4310000.00000000 PA USD 2910112.00000000 0.606013155990 Long DBT NUSS EG N 2 2051-09-30 Fixed 8.75000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 668898.44000000 0.139294039082 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 18320445.94000000 CAD 13237768.85000000 EUR 2023-02-03 668898.44000000 N N N N/A N/A OIS N/A 1850000.00000000 PA USD 192519.54000000 0.040091025371 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2032-03-31 0.00000000 USD 0.00000000 USD 1850000.00000000 USD 192519.54000000 N N N Institutional Fiduciary Trust - Money Market Portfolio 549300M4TP89K77LG374 Institutional Fiduciary Trust - Money Market Portfolio 457756500 27854297.94200000 NS USD 27854297.94000000 5.800488435672 Long STIV RF US N 1 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 251936.14000000 0.052464171588 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 33840496.11000000 USD 234650000.00000000 CNY 2023-03-15 251936.14000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -10447.24000000 -0.00217557430 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 781043.64000000 USD 1043246.24000000 CAD 2023-01-26 -10447.24000000 N N N Republic of Ecuador 5299003Y2U5XK0A35H71 Ecuador Government Bond N/A 1733000.00000000 PA USD 1122155.16000000 0.233681999188 Long DBT NUSS EC N 2 2030-07-31 Fixed 5.50000080 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 Ghana Government Bond N/A 8520000.00000000 PA 693511.49000000 0.144419557312 Long DBT NUSS GH N 2 2024-03-25 Fixed 19.75000035 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 Ghana Government Bond N/A 10970000.00000000 PA 965478.82000000 0.201055102604 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 38022.92000000 0.007918042243 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1043246.24000000 CAD 754175.90000000 EUR 2023-01-26 38022.92000000 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CFX4 38480000.00000000 PA USD 38484509.47000000 8.014165448151 Long DBT UST US N 2 2024-11-30 Fixed 4.50000000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 Ghana Government Bond N/A 7340000.00000000 PA 487304.72000000 0.101478249392 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 309670.95000000 0.064487095248 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 3997645.14000000 USD 560110460.00000000 JPY 2023-03-15 309670.95000000 N N N Federation of Malaysia 254900GSIL471JOBYY43 Malaysia Government Bond N/A 9350000.00000000 PA 2132563.39000000 0.444093378647 Long DBT NUSS MY N 2 2025-03-14 Fixed 3.88200000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -83730.76000000 -0.01743642241 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10274021.00000000 USD 16040000.00000000 NZD 2023-03-15 -83730.76000000 N N N Kingdom of Norway 549300L0BT3FJTN9MX24 Norway Government Bond N/A 17165000.00000000 PA 1671541.09000000 0.348088283653 Long DBT NUSS NO N 2 2026-02-19 Fixed 1.50000000 N N N N N N Republic of Singapore 549300ZSV6VOGFH1ER70 Singapore Treasury Bills N/A 8350000.00000000 PA 6218280.60000000 1.294919182230 Long STIV NUSS SG N 2 2023-01-24 None 0.00000000 N N N N N N Republic of India 335800IV7VCDQGIOI391 India Government Bond N/A 79000000.00000000 PA 957763.44000000 0.199448421561 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 84591.41000000 0.017615647557 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 2630000.00000000 EUR 2921127.85000000 USD 2023-04-25 84591.41000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 23283.56000000 0.004848660009 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 732984.29000000 USD 952000000.00000000 KRW 2023-01-25 23283.56000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 41949.70000000 0.008735770337 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 1394674.95000000 USD 1340000.00000000 EUR 2023-01-25 41949.70000000 N N N Government of Mongolia N/A Mongolia Government Bond 60937LAF2 1690000.00000000 PA USD 1364855.14000000 0.284222796531 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 -450718.22000000 -0.09385933289 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 5604000.00000000 EUR 5557374.72000000 USD 2023-01-25 -450718.22000000 N N N Republic of Korea 549300O0QCVSQGPGDT58 Korea Treasury Bonds N/A 506000000.00000000 PA 387489.16000000 0.080692265027 Long DBT NUSS KR N 2 2024-12-10 Fixed 1.87500000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 Indonesia Government Bond, Series FR71 N/A 237200000000.00000000 PA 16979816.53000000 3.535943703706 Long DBT NUSS ID N 2 2029-03-15 Fixed 9.00000000 N N N N N N Government of Mongolia N/A Mongolia Government Bond 60937LAE5 3790000.00000000 PA USD 2957027.17000000 0.615782955309 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 2560000.00000000 PA USD 225666.91000000 0.046993763927 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2032-04-11 0.00000000 USD 0.00000000 USD 2560000.00000000 USD 225666.91000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -803313.88000000 -0.16728523839 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 19148030.03000000 EUR 193330000.00000000 NOK 2023-03-15 -803313.88000000 N N N Dominican Republic N/A Dominican Republic Government Bond 25714PEG9 5430000.00000000 PA USD 4210278.32000000 0.876764898498 Long DBT NUSS DO N 2 2041-01-21 Fixed 5.30000000 N N N N N N 2023-01-30 Templeton Global Income Fund Ryan Wheeler Ryan Wheeler Assistant Treasurer