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Share Name | Share Symbol | Market | Type |
---|---|---|---|
Western Asset Emerging Markets Debt Fund Inc | NYSE:EMD | NYSE | Common Stock |
Price Change | % Change | Share Price | High Price | Low Price | Open Price | Shares Traded | Last Trade | |
---|---|---|---|---|---|---|---|---|
0.09 | 0.98% | 9.25 | 9.26 | 9.18 | 9.26 | 182,264 | 01:00:00 |
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION WASHINGTON, DC 20549 FORM NPORT-P Monthly Portfolio Investments Report |
Confidential | ☐ |
Filer CIK | 0001227862 |
Filer CCC | ******** |
Filer Investment Company Type | |
Is this a LIVE or TEST Filing? | ☐ LIVE ☐ TEST |
Would you like a Return Copy? | ☐ |
Is this an electronic copy of an official filing submitted in paper format? | ☐ |
Name | |
Phone | |
E-Mail Address |
Notify via Filing Website only? | ☐ |
Notification E-mail Address | |
Series ID |
Class (Contract) ID |
a. Name of Registrant | Western Asset Emerging Markets Debt Fund Inc. |
b. Investment Company Act file number for Registrant: (e.g., 811-______) | 811-21343 |
c. CIK number of Registrant | 0001227862 |
d. LEI of Registrant | 549300F68574RU1BKP84 |
e. Address and telephone number of Registrant: |
i. Street Address 1 | 620 Eighth Avenue |
ii. Street Address 2 | 49th Floor |
iii. City | New York |
iv. State, if applicable | |
v. Foreign country, if applicable | |
vi. Zip / Postal Code | 10018 |
vii. Telephone number | 1-888-777-0102 |
a. Name of Series. | Western Asset Emerging Markets Debt Fund Inc. |
b. EDGAR series identifier (if any). | |
c. LEI of Series. | 549300F68574RU1BKP84 |
a. Date of fiscal year-end. | 2020-12-31 |
b. Date as of which information is reported. | 2020-12-31 |
a. Does the Fund anticipate that this will be its final filing on Form N PORT? | ☐ Yes ☒ No |
Report the following information for the Fund and its consolidated subsidiaries. |
a. Total assets, including assets attributable to miscellaneous securities reported in Part D. | 1240406827.13 |
b. Total liabilities. | 306249552.01 |
c. Net assets. | 934157275.12 |
a. Assets attributable to miscellaneous securities reported in Part D. | 0.00000000 |
b. Assets invested in a Controlled Foreign Corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities. | 0.00000000 |
c. Borrowings attributable to amounts payable for notes payable, bonds, and similar debt, as reported pursuant to rule 6-04(13)(a) of Regulation S-X [17 CFR 210.6-04(13)(a)]. |
Amounts payable within one year. | |
Banks or other financial institutions for borrowings. | 295000000.00000000 |
Controlled companies. | 0.00000000 |
Other affiliates. | 0.00000000 |
Others. | 0.00000000 |
Amounts payable after one year. | |
Banks or other financial institutions for borrowings. | 0.00000000 |
Controlled companies. | 0.00000000 |
Other affiliates. | 0.00000000 |
Others. | 0.00000000 |
d. Payables for investments purchased either (i) on a delayed delivery, when-issued, or other firm commitment basis, or (ii) on a standby commitment basis. |
(i) On a delayed delivery, when-issued, or other firm commitment basis: | 0.00000000 |
(ii) On a standby commitment basis: | 0.00000000 |
e. Liquidation preference of outstanding preferred stock issued by the Fund. | 0.00000000 |
f. Cash and cash equivalents not reported in Parts C and D. | 2291000.00000000 |
If the average value of the Fund's debt securities positions for the previous three months, in the aggregate, exceeds 25% or more of the Fund's net asset value, provide: |
a. Interest Rate Risk (DV01). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 1 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years. |
b. Interest Rate Risk (DV100). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 100 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years. |
Currency Metric Record | ISO Currency code | 3 month | 1 year | 5 years | 10 years | 30 years |
---|---|---|---|---|---|---|
#1 | United States Dollar | |||||
Interest Rate Risk (DV01) | ||||||
-1365.18000000 | 53714.58000000 | 204857.66000000 | 475072.95000000 | 138734.44000000 | ||
Interest Rate Risk (DV100) | ||||||
-136517.92000000 | 5371457.51000000 | 20485765.74000000 | 47507294.70000000 | 13873444.23000000 |
c. Credit Spread Risk (SDV01, CR01 or CS01). Provide the change in value of the portfolio resulting from a 1 basis point change in credit spreads where the shift is applied to the option adjusted spread, aggregated by investment grade and non-investment grade exposures, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years. |
Credit Spread Risk | 3 month | 1 year | 5 years | 10 years | 30 years |
---|---|---|---|---|---|
Investment grade | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 |
Non-Investment grade | -8884.97000000 | 39255.30000000 | 208553.34000000 | 511072.18000000 | 124672.08000000 |
For purposes of Item B.3., calculate value as the sum of the absolute values of: (i) the value of each debt security, (ii) the notional value of each swap, including, but not limited to, total return swaps, interest rate swaps, and credit default swaps, for which the underlying reference asset or assets are debt securities or an interest rate; (iii) the notional value of each futures contract for which the underlying reference asset or assets are debt securities or an interest rate; and (iv) the delta-adjusted notional value of any option for which the underlying reference asset is an asset described in clause (i),(ii), or (iii). Report zero for maturities to which the Fund has no exposure. For exposures that fall between any of the listed maturities in (a) and (b), use linear interpolation to approximate exposure to each maturity listed above. For exposures outside of the range of maturities listed above, include those exposures in the nearest maturity. |
a. For each borrower in any securities lending transaction, provide the following information: |
Borrower Information Record | Name of borrower | LEI (if any) of borrower | Aggregate value of all securities on loan to the borrower |
---|---|---|---|
— | — | — | — |
b. Did any securities lending counterparty provide any non-cash collateral? | ☐ Yes ☒ No |
a. Monthly total returns of the Fund for each of the preceding three months. If the Fund is a Multiple Class Fund, report returns for each class. Such returns shall be calculated in accordance with the methodologies outlined in Item 26(b) (1) of Form N-1A, Instruction 13 to sub-Item 1 of Item 4 of Form N-2, or Item 26(b) (i) of Form N-3, as applicable. |
Monthly Total Return Record | Monthly total returns of the Fund for each of the preceding three months | Class identification number(s) (if any) of the Class(es) for which returns are reported | ||
Month 1 | Month 2 | Month 3 | ||
#1 | -1.84000000 | 12.44000000 | 4.41000000 | C000000000 |
b. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation (or depreciation) attributable to derivatives for each of the following categories: commodity contracts, credit contracts, equity contracts, foreign exchange contracts, interest rate contracts, and other contracts. Within each such asset category, further report the same information for each of the following types of derivatives instrument: forward, future, option, swaption, swap, warrant, and other. Report in U.S. dollars. Losses and depreciation shall be reported as negative numbers. |
Asset category | Instrument type | Month 1 | Month 2 | Month 3 | |||
Monthly net realized gain(loss) | Monthly net change in unrealized appreciation (or depreciation) | Monthly net realized gain(loss) | Monthly net change in unrealized appreciation (or depreciation) | Monthly net realized gain(loss) | Monthly net change in unrealized appreciation (or depreciation) | ||
Commodity Contracts | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Forward | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Future | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Option | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Swaption | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Swap | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Warrant | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Other | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Credit Contracts | 0.00000000 | -74519.49000000 | 0.00000000 | -138485.47000000 | 0.00000000 | 70861.82000000 | |
Forward | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Future | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Option | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Swaption | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Swap | 0.00000000 | -74519.49000000 | 0.00000000 | -138485.47000000 | 0.00000000 | 70861.82000000 | |
Warrant | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Other | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Equity Contracts | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Forward | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Future | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Option | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Swaption | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Swap | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Warrant | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Other | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Foreign Exchange Contracts | 819136.51000000 | -1263597.30000000 | 0.00000000 | -3144606.95000000 | -1498291.80000000 | 272190.05000000 | |
Forward | 819136.51000000 | -1131901.89000000 | 0.00000000 | -3617759.29000000 | -1510875.79000000 | 14133.38000000 | |
Future | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Option | 0.00000000 | -131695.41000000 | 0.00000000 | 473152.34000000 | 12583.99000000 | 258056.67000000 | |
Swaption | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Swap | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Warrant | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Other | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Interest Rate Contracts | 0.00000000 | 1488315.55000000 | 1205172.70000000 | -1768928.91000000 | 0.00000000 | 658250.00000000 | |
Forward | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Future | 0.00000000 | 1488315.55000000 | 1205172.70000000 | -1768928.91000000 | 0.00000000 | 658250.00000000 | |
Option | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Swaption | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Swap | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Warrant | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Other | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Other Contracts | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Forward | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Future | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Option | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Swaption | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Swap | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Warrant | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Other | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 |
c. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation (or depreciation) attributable to investment other than derivatives. Report in U.S. dollars. Losses and depreciation shall be reported as negative numbers. |
Month | Monthly net realized gain(loss) | Monthly net change in unrealized appreciation (or depreciation) |
---|---|---|
Month 1 | 115222.00000000 | -3722552.01000000 |
Month 2 | -1943554.47000000 | 47678131.00000000 |
Month 3 | -916241.59000000 | 23391465.47000000 |
a. Provide the aggregate dollar amounts for sales and redemptions/repurchases of Fund shares during each of the preceding three months. If shares of the Fund are held in omnibus accounts, for purposes of calculating the Fund's sales, redemptions, and repurchases, use net sales or redemptions/repurchases from such omnibus accounts. The amounts to be reported under this Item should be after any front-end sales load has been deducted and before any deferred or contingent deferred sales load or charge has been deducted. Shares sold shall include shares sold by the Fund to a registered unit investment trust. For mergers and other acquisitions, include in the value of shares sold any transaction in which the Fund acquired the assets of another investment company or of a personal holding company in exchange for its own shares. For liquidations, include in the value of shares redeemed any transaction in which the Fund liquidated all or part of its assets. Exchanges are defined as the redemption or repurchase of shares of one Fund or series and the investment of all or part of the proceeds in shares of another Fund or series in the same family of investment companies. |
Month | Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions) | Total net asset value of shares sold in connection with reinvestments of dividends and distributions | Total net asset value of shares redeemed or repurchased, including exchanges |
---|---|---|---|
Month 1 | 0.00000000 | 0.00000000 | 0.00000000 |
Month 2 | 0.00000000 | 0.00000000 | 0.00000000 |
Month 3 | 0.00000000 | 0.00000000 | 0.00000000 |
a. If applicable, provide the Fund's current Highly Liquid Investment Minimum. |
—
|
b. If applicable, provide the number of days that the Fund's holdings in Highly Liquid Investments fell below the Fund's Highly Liquid Investment Minimum during the reporting period. |
—
|
c. Did the Fund's Highly Liquid Investment Minimum change during the reporting period? | ☐ Yes ☐ No ☐ N/A |
For portfolio investments of open-end management investment companies, provide the percentage of the Fund's Highly Liquid Investments that it has segregated to cover or pledged to satisfy margin requirements in connection with derivatives transactions that are classified among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]: |
(1) Moderately Liquid Investments | |
(2) Less Liquid Investments | |
(3) Illiquid Investments | |
Classification |
—
|
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Schedule of Portfolio Investments Record: 1 |
a. Name of issuer (if any). | STATE OF QATAR |
b. LEI (if any) of issuer. (1) | 52990074F6OJOAXK4P65 |
c. Title of the issue or description of the investment. | Qatar Government International Bond |
d. CUSIP (if any). | 74727PBE0 |
At least one of the following other identifiers: |
- ISIN | US74727PBE07 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BL96P22 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 2900000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3787110.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.405403897273 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
QATAR
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2050-04-16 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.40000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 2 |
a. Name of issuer (if any). | JPMORGAN CHASE BANK, NATIONAL ASSOCIATION |
b. LEI (if any) of issuer. (1) | 7H6GLXDRUGQFU57RNE97 |
c. Title of the issue or description of the investment. | IDR CALL VERSUS USD PUT |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | FXUSIDP0028 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | 18500000.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 175933.11000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.018833350088 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-foreign exchange
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | JPMORGAN CHASE BANK, NATIONAL ASSOCIATION | 7H6GLXDRUGQFU57RNE97 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☒ Put ☐ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☐ Written ☒ Purchased |
1. The reference instrument is a derivative. (25) |
Start of Nested Derivatives |
a. Type of derivative instrument (21) |
Forward
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | JPMORGAN CHASE BANK, NATIONAL ASSOCIATION | 7H6GLXDRUGQFU57RNE97 |
Identification of investment. |
Name of issuer (if any). | JPMORGAN CHASE BANK, NATIONAL ASSOCIATION |
LEI (if any) of issuer. (22) | 7H6GLXDRUGQFU57RNE97 |
Title of the issue or description of the investment. | IDR CALL VERSUS USD PUT |
CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | LMF2400_FXUSIDP0028_2467_S |
Description of other unique identifier. | INTERNAL |
Amount of each investment. |
Balance. (2) |
Balance | 0.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. (3) |
United States Dollar
|
Value. (4) | 0.00000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.00000000 |
Asset and issuer type. Select the category that most closely identifies the instrument among each of the following: |
Asset type. (6) |
Derivative-foreign exchange
|
Issuer type. (7) |
Corporate
|
Country of investment or issuer. |
ISO country code. (8) |
UNITED STATES OF AMERICA
|
Investment ISO country code. (9) |
i. Amount and description of currency sold. |
Amount of currency sold. | N/A |
Description of currency sold. |
United States Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | N/A |
Description of currency purchased. |
Indonesia Rupiah
|
iii. Settlement date. | 2021-03-05 |
End of Nested Derivatives |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Principal amount of underlying reference instrument per contract. | 18500000.00000000 |
ISO Currency Code. |
United States Dollar
|
v. Exercise price or rate. | 13800.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-03-05 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 68362.82000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 3 |
a. Name of issuer (if any). | PETROLEOS DE VENEZUELA S |
b. LEI (if any) of issuer. (1) | 549300YWR8TN1OFD4P06 |
c. Title of the issue or description of the investment. | Petroleos de Venezuela SA |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | USP7807HAT25 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BN77SX3 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 8145000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 325800.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.034876354194 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
VENEZUELA (BOLIVARIAN REPUBLIC OF)
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-05-16 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.00000000 |
c. Currently in default? | ☒ Yes ☐ No |
d. Are there any interest payments in arrears? (14) | ☒ Yes ☐ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 4 |
a. Name of issuer (if any). | JPMORGAN CHASE BANK, NATIONAL ASSOCIATION |
b. LEI (if any) of issuer. (1) | 7H6GLXDRUGQFU57RNE97 |
c. Title of the issue or description of the investment. | USD CALL VERSUS IDR PUT |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | FXUSIDC0013 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -18500000.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -57532.71000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00615878198 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-foreign exchange
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | JPMORGAN CHASE BANK, NATIONAL ASSOCIATION | 7H6GLXDRUGQFU57RNE97 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
1. The reference instrument is a derivative. (25) |
Start of Nested Derivatives |
a. Type of derivative instrument (21) |
Forward
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | JPMORGAN CHASE BANK, NATIONAL ASSOCIATION | 7H6GLXDRUGQFU57RNE97 |
Identification of investment. |
Name of issuer (if any). | JPMORGAN CHASE BANK, NATIONAL ASSOCIATION |
LEI (if any) of issuer. (22) | 7H6GLXDRUGQFU57RNE97 |
Title of the issue or description of the investment. | USD CALL VERSUS IDR PUT |
CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | LMF2400_FXUSIDC0013_2467_S |
Description of other unique identifier. | INTERNAL |
Amount of each investment. |
Balance. (2) |
Balance | 0.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. (3) |
Indonesia Rupiah
|
Value. (4) | 0.00000000 |
Exchange rate. | 0.00000000 |
Percentage value compared to net assets of the Fund. | 0.00000000 |
Asset and issuer type. Select the category that most closely identifies the instrument among each of the following: |
Asset type. (6) |
Derivative-foreign exchange
|
Issuer type. (7) |
Corporate
|
Country of investment or issuer. |
ISO country code. (8) |
UNITED STATES OF AMERICA
|
Investment ISO country code. (9) |
UNITED STATES OF AMERICA
|
i. Amount and description of currency sold. |
Amount of currency sold. | N/A |
Description of currency sold. |
Indonesia Rupiah
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | N/A |
Description of currency purchased. |
China Yuan Renminbi
|
iii. Settlement date. | 2021-03-05 |
End of Nested Derivatives |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Principal amount of underlying reference instrument per contract. | -18500000.00000000 |
ISO Currency Code. |
United States Dollar
|
v. Exercise price or rate. | 14800.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-03-05 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 62405.56000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 5 |
a. Name of issuer (if any). | UKRAINE GOVERNMENT |
b. LEI (if any) of issuer. (1) | 6354001WLTJXOMEXPY07 |
c. Title of the issue or description of the investment. | Ukraine Government International Bond |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | XS1902171757 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BG4T0F9 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 15080000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 18595902.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.990660726547 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UKRAINE
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2028-11-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 9.75000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 6 |
a. Name of issuer (if any). | MEX BONOS DESARR FIX RT |
b. LEI (if any) of issuer. (1) | 254900EGTWEU67VP6075 |
c. Title of the issue or description of the investment. | Mexican Bonos |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | MX0MGO0000U2 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BLT1SS4 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 84080000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Mexico Peso
|
e. Value. (4) | 4980449.72000000 |
f. Exchange rate. | 19.89950000 |
g. Percentage value compared to net assets of the Fund. | 0.533148951750 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
MEXICO
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2034-11-23 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 7.75000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 7 |
a. Name of issuer (if any). | ECOPETROL SA |
b. LEI (if any) of issuer. (1) | 254900IDGKCJICKBPA66 |
c. Title of the issue or description of the investment. | Ecopetrol SA |
d. CUSIP (if any). | 279158AJ8 |
At least one of the following other identifiers: |
- ISIN | US279158AJ82 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMQXLW5 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 7160000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 8679710.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.929148680973 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
COLOMBIA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2045-05-28 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.87500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 8 |
a. Name of issuer (if any). | MINEJESA CAPITAL BV |
b. LEI (if any) of issuer. (1) | 549300KS7ERCP10BKC35 |
c. Title of the issue or description of the investment. | Minejesa Capital BV |
d. CUSIP (if any). | 602736AB6 |
At least one of the following other identifiers: |
- ISIN | US602736AB68 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BDFB462 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 3100000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3415564.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.365630562536 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
NETHERLANDS
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2037-08-10 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.62500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 9 |
a. Name of issuer (if any). | REPUBLIC OF GHANA |
b. LEI (if any) of issuer. (1) | 213800PP4399SNNXZ126 |
c. Title of the issue or description of the investment. | Ghana Government International Bond |
d. CUSIP (if any). | 374422AC7 |
At least one of the following other identifiers: |
- ISIN | US374422AC70 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BQT3VQ4 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 1620000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1819452.78000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.194769427853 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
GHANA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-01-18 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 8.12500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 10 |
a. Name of issuer (if any). | KAZMUNAYGAS NATIONAL CO |
b. LEI (if any) of issuer. (1) | 2138001H1M69RFJCSH88 |
c. Title of the issue or description of the investment. | KazMunayGas National Co JSC |
d. CUSIP (if any). | 48667QAP0 |
At least one of the following other identifiers: |
- ISIN | US48667QAP00 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BZ0X434 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 4970000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6678561.75000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.714929051871 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
KAZAKHSTAN
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2047-04-19 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.75000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 11 |
a. Name of issuer (if any). | REPUBLIC OF TURKEY |
b. LEI (if any) of issuer. (1) | 5493000PCHOG3B6S3Q85 |
c. Title of the issue or description of the investment. | Turkey Government International Bond |
d. CUSIP (if any). | 900123CF5 |
At least one of the following other identifiers: |
- ISIN | US900123CF53 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BJ7WCZ0 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 450000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 474875.55000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.050834646654 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
TURKEY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-03-22 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.75000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 12 |
a. Name of issuer (if any). | REPUBLIC OF SENEGAL |
b. LEI (if any) of issuer. (1) | 549300NP14ZLQGWIUZ97 |
c. Title of the issue or description of the investment. | Senegal Government International Bond |
d. CUSIP (if any). | 81720TAC9 |
At least one of the following other identifiers: |
- ISIN | US81720TAC99 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BZ11Z23 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 6600000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 7428009.60000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.795156211682 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
SENEGAL
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2033-05-23 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.25000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 13 |
a. Name of issuer (if any). | PROSUS NV |
b. LEI (if any) of issuer. (1) | 635400Z5LQ5F9OLVT688 |
c. Title of the issue or description of the investment. | Prosus NV |
d. CUSIP (if any). | 62856RAC9 |
At least one of the following other identifiers: |
- ISIN | US62856RAC97 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BYNP2N6 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 2750000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3167587.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.339085032506 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
NETHERLANDS
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-07-21 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.50000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 14 |
a. Name of issuer (if any). | UBS GROUP AG |
b. LEI (if any) of issuer. (1) | 549300SZJ9VS8SGXAN81 |
c. Title of the issue or description of the investment. | UBS Group AG |
d. CUSIP (if any). | 90352JAF0 |
At least one of the following other identifiers: |
- ISIN | US90352JAF03 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BJJH9C9 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 2340000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2566851.30000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.274777210258 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
SWITZERLAND
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | N/A |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 7.00000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 15 |
a. Name of issuer (if any). | TRANSPRTDRA DE GAS INTL |
b. LEI (if any) of issuer. (1) | 529900780HCVLCEM2440 |
c. Title of the issue or description of the investment. | Transportadora de Gas Internacional SA ESP |
d. CUSIP (if any). | 89387YAC5 |
At least one of the following other identifiers: |
- ISIN | US89387YAC57 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BGT3SC9 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 2300000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2719773.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.291147226750 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
COLOMBIA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2028-11-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.55000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 16 |
a. Name of issuer (if any). | AFRICAN EXPORT-IMPORT BA |
b. LEI (if any) of issuer. (1) | 21380068LJCDYA42GJ76 |
c. Title of the issue or description of the investment. | African Export-Import Bank/The |
d. CUSIP (if any). | 00831TAA9 |
At least one of the following other identifiers: |
- ISIN | US00831TAA97 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BKT7885 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 5900000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6340140.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.678701560097 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) | N/A |
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2029-09-21 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 3.99400000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 17 |
a. Name of issuer (if any). | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. |
b. LEI (if any) of issuer. (1) | 549300EX04Q2QBFQTQ27 |
c. Title of the issue or description of the investment. | CBOT 10 Year US Treasury Note |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | TYH1 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00VFLL326 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -403.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -42205.38000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00451801651 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-interest rate
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Future
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 549300EX04Q2QBFQTQ27 |
c. For futures and forwards (other than forward foreign currency contracts), provide: |
i. Payoff profile, selected from among the following (long, short). | Short |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii. |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | US TREASURY N/B |
Title of issue. | United States Treasury Note/Bond |
At least one of the following other identifiers: |
- CUSIP. | 9128283F5 |
- ISIN (if CUSIP is not available). | US9128283F58 |
- Other identifier (if CUSIP, ISIN, and ticker are not available). | BF92XX5 |
If other identifier provided, indicate the type of identifier used. | SEDOL |
iii. Expiration date. | 2021-03-22 |
iv. Aggregate notional amount or contract value on trade date. | -55603281.01000000 |
ISO Currency Code. |
United States Dollar
|
v. Unrealized appreciation or depreciation. (24) | -42205.38000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 18 |
a. Name of issuer (if any). | REPUBLIC OF KENYA |
b. LEI (if any) of issuer. (1) | 549300VVURQQYU45PR87 |
c. Title of the issue or description of the investment. | Kenya Government International Bond |
d. CUSIP (if any). | 491798AE4 |
At least one of the following other identifiers: |
- ISIN | US491798AE43 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BNG7Y70 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 200000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 219602.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.023508032945 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
KENYA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-06-24 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.87500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 19 |
a. Name of issuer (if any). | GOVERNMENT OF JAMAICA |
b. LEI (if any) of issuer. (1) | 529900Y93KNSXZI8KK56 |
c. Title of the issue or description of the investment. | Jamaica Government International Bond |
d. CUSIP (if any). | 470160CB6 |
At least one of the following other identifiers: |
- ISIN | US470160CB63 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BYZRKT2 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 4700000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6756250.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.723245451268 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
JAMAICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2045-07-28 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 7.87500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 20 |
a. Name of issuer (if any). | BBVA BANCO CONTINENTAL |
b. LEI (if any) of issuer. (1) | 549300H1JNU0HLNFU552 |
c. Title of the issue or description of the investment. | Banco BBVA Peru SA |
d. CUSIP (if any). | 05537GAD7 |
At least one of the following other identifiers: |
- ISIN | US05537GAD79 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BQZJCV8 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 980000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1079038.80000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.115509328968 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
PERU
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2029-09-22 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.25000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 21 |
a. Name of issuer (if any). | PARK AEROSPACE HOLDINGS |
b. LEI (if any) of issuer. (1) | 635400CPI3EOIFF6OC33 |
c. Title of the issue or description of the investment. | Park Aerospace Holdings Ltd |
d. CUSIP (if any). | 70014LAA8 |
At least one of the following other identifiers: |
- ISIN | US70014LAA89 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BYYHBL2 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 68000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 71392.99000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.007642502167 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
CAYMAN ISLANDS
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2022-08-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.25000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 22 |
a. Name of issuer (if any). | ARAB REPUBLIC OF EGYPT |
b. LEI (if any) of issuer. (1) | 529900GFIVH4086NMH82 |
c. Title of the issue or description of the investment. | Egypt Government International Bond |
d. CUSIP (if any). | 03846JX54 |
At least one of the following other identifiers: |
- ISIN | US03846JX543 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMQC4V2 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 5800000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6585900.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.705009763923 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
EGYPT
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2032-05-29 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 7.62500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 23 |
a. Name of issuer (if any). | YPF SOCIEDAD ANONIMA |
b. LEI (if any) of issuer. (1) | 5493003N7447U18U5U53 |
c. Title of the issue or description of the investment. | YPF SA |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | USP989MJBK63 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BDVJZ90 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 39570000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Argentina Peso
|
e. Value. (4) | 198139.50000000 |
f. Exchange rate. | 143.78960000 |
g. Percentage value compared to net assets of the Fund. | 0.021210507617 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
ARGENTINA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2022-05-09 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 16.50000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 24 |
a. Name of issuer (if any). | REPUBLIC OF VENEZUELA |
b. LEI (if any) of issuer. (1) | 529900XM8PJTJK5OJI77 |
c. Title of the issue or description of the investment. | Venezuela Government International Bond |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | USP97475AP55 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B4ZW6H7 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 7000000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 679000.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.072685833326 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
VENEZUELA (BOLIVARIAN REPUBLIC OF)
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-10-13 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 8.25000000 |
c. Currently in default? | ☒ Yes ☐ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 25 |
a. Name of issuer (if any). | REPUBLIC OF COLOMBIA |
b. LEI (if any) of issuer. (1) | 549300MHDRBVRF6B9117 |
c. Title of the issue or description of the investment. | Colombia Government International Bond |
d. CUSIP (if any). | 195325BM6 |
At least one of the following other identifiers: |
- ISIN | US195325BM66 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B512BZ1 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 2080000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2797600.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.299478479107 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
COLOMBIA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2041-01-18 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.12500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 26 |
a. Name of issuer (if any). | JPMORGAN CHASE BANK, NATIONAL ASSOCIATION |
b. LEI (if any) of issuer. (1) | 7H6GLXDRUGQFU57RNE97 |
c. Title of the issue or description of the investment. | USD CALL VERSUS CNY PUT |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | FXUSCNC0017 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -27170000.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -197536.73000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.02114598208 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-foreign exchange
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | JPMORGAN CHASE BANK, NATIONAL ASSOCIATION | 7H6GLXDRUGQFU57RNE97 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
1. The reference instrument is a derivative. (25) |
Start of Nested Derivatives |
a. Type of derivative instrument (21) |
Forward
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | JPMORGAN CHASE BANK, NATIONAL ASSOCIATION | 7H6GLXDRUGQFU57RNE97 |
Identification of investment. |
Name of issuer (if any). | JPMORGAN CHASE BANK, NATIONAL ASSOCIATION |
LEI (if any) of issuer. (22) | 7H6GLXDRUGQFU57RNE97 |
Title of the issue or description of the investment. | USD CALL VERSUS CNY PUT |
CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | LMF2400_FXUSCNC0017_2467_S |
Description of other unique identifier. | INTERNAL |
Amount of each investment. |
Balance. (2) |
Balance | 0.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. (3) |
China Yuan Renminbi
|
Value. (4) | 0.00000000 |
Exchange rate. | 0.00000000 |
Percentage value compared to net assets of the Fund. | 0.00000000 |
Asset and issuer type. Select the category that most closely identifies the instrument among each of the following: |
Asset type. (6) |
Derivative-foreign exchange
|
Issuer type. (7) |
Corporate
|
Country of investment or issuer. |
ISO country code. (8) |
UNITED STATES OF AMERICA
|
Investment ISO country code. (9) |
UNITED STATES OF AMERICA
|
i. Amount and description of currency sold. |
Amount of currency sold. | N/A |
Description of currency sold. |
China Yuan Renminbi
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | N/A |
Description of currency purchased. |
United States Dollar
|
iii. Settlement date. | 2021-11-13 |
End of Nested Derivatives |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Principal amount of underlying reference instrument per contract. | -27170000.00000000 |
ISO Currency Code. |
United States Dollar
|
v. Exercise price or rate. | 7.11000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-11-13 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 85049.75000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 27 |
a. Name of issuer (if any). | REPUBLICA ORIENT URUGUAY |
b. LEI (if any) of issuer. (1) | 549300RDR012H2V82H43 |
c. Title of the issue or description of the investment. | Uruguay Government International Bond |
d. CUSIP (if any). | 760942BA9 |
At least one of the following other identifiers: |
- ISIN | US760942BA98 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BNB7S17 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 4341000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6090661.76000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.651995324793 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
URUGUAY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2050-06-18 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.10000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 28 |
a. Name of issuer (if any). | RUSSIAN FEDERATION |
b. LEI (if any) of issuer. (1) | 5493004EHVGF71PDBU58 |
c. Title of the issue or description of the investment. | Russian Foreign Bond - Eurobond |
d. CUSIP (if any). | 78307ADH3 |
At least one of the following other identifiers: |
- ISIN | US78307ADH32 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BCRXP99 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 3400000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4915244.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.526168786660 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
RUSSIAN FEDERATION
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2043-09-16 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.87500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 29 |
a. Name of issuer (if any). | VTR COMUNICACIONES SPA |
b. LEI (if any) of issuer. (1) | 213800XDZJKMC1AEUV94 |
c. Title of the issue or description of the investment. | VTR Comunicaciones SpA |
d. CUSIP (if any). | 918367AA1 |
At least one of the following other identifiers: |
- ISIN | US918367AA16 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMB3MW7 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 2110000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2250526.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.240915107117 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
CHILE
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2028-01-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.12500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 30 |
a. Name of issuer (if any). | SOCIALIST REP OF VIETNAM |
b. LEI (if any) of issuer. (1) | 5493008AE7RS4XK4BZ08 |
c. Title of the issue or description of the investment. | Vietnam Government International Bond |
d. CUSIP (if any). | 92671CAA6 |
At least one of the following other identifiers: |
- ISIN | US92671CAA62 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BSLVG87 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 8700000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 9787751.17000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.047762665953 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
VIET NAM
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-11-19 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.80000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 31 |
a. Name of issuer (if any). | REPUBLIC OF SOUTH AFRICA |
b. LEI (if any) of issuer. (1) | 378900AAFB4F17004C49 |
c. Title of the issue or description of the investment. | Republic of South Africa Government International Bond |
d. CUSIP (if any). | 836205AS3 |
At least one of the following other identifiers: |
- ISIN | US836205AS32 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BP8VMW5 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 5000000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4916185.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.526269519162 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
SOUTH AFRICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2044-07-24 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.37500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 32 |
a. Name of issuer (if any). | PETROBRAS GLOBAL FINANCE |
b. LEI (if any) of issuer. (1) | 549300FNENFFSMO3GT38 |
c. Title of the issue or description of the investment. | Petrobras Global Finance BV |
d. CUSIP (if any). | 71647NAZ2 |
At least one of the following other identifiers: |
- ISIN | US71647NAZ24 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BFY3Z60 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 6000000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 7003500.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.749713157144 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
NETHERLANDS
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2029-02-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.75000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 33 |
a. Name of issuer (if any). | UNITED OVERSEAS BANK LTD |
b. LEI (if any) of issuer. (1) | IO66REGK3RCBAMA8HR66 |
c. Title of the issue or description of the investment. | United Overseas Bank Ltd |
d. CUSIP (if any). | 91127KAC6 |
At least one of the following other identifiers: |
- ISIN | US91127KAC62 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BJHQ2V8 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 4600000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4938894.65000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.528700549847 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
SINGAPORE
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2029-04-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 3.75000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 34 |
a. Name of issuer (if any). | HSBC HOLDINGS PLC |
b. LEI (if any) of issuer. (1) | MLU0ZO3ML4LN2LL2TL39 |
c. Title of the issue or description of the investment. | HSBC Holdings PLC |
d. CUSIP (if any). | 404280CN7 |
At least one of the following other identifiers: |
- ISIN | US404280CN71 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BN78029 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 970000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 989516.40000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.105926103275 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | N/A |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.60000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 35 |
a. Name of issuer (if any). | UKRAINE GOVERNMENT |
b. LEI (if any) of issuer. (1) | 6354001WLTJXOMEXPY07 |
c. Title of the issue or description of the investment. | Ukraine Government International Bond |
d. CUSIP (if any). | 903724BY7 |
At least one of the following other identifiers: |
- ISIN | US903724BY74 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMQ6696 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 3500000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3832290.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.410240341971 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UKRAINE
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2033-03-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 7.25300000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 36 |
a. Name of issuer (if any). | J.P. MORGAN SECURITIES LLC |
b. LEI (if any) of issuer. (1) | ZBUT11V806EZRVTWT807 |
c. Title of the issue or description of the investment. | J.P. MORGAN SECURITIES LLC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | RP840515 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -18165895.47000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -18165895.47000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -1.94462923469 |
a. Payoff profile. (5) | ☐ Long ☒ Short ☐ N/A |
a. Asset type. (6) |
Repurchase agreement
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
a. Transaction category. (18) | ☐ Repurchase ☒ Reverse repurchase |
b. Counterparty. |
i. Cleared by central counterparty? If Yes, provide the name of the central counterparty. | ☐ Yes ☒ No |
ii. If No, provide the name and LEI (if any) of counterparty. |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | J.P. MORGAN SECURITIES LLC | ZBUT11V806EZRVTWT807 |
c. Tri-party? | ☐ Yes ☒ No |
d. Repurchase rate. | 0.30000000 |
e. Maturity date. | 2049-03-14 |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). (19) |
Repurchase Collateral Record | Principal amount | Principal ISO currency code | Value of collateral | Collateral ISO currency code | Category of investments (20) |
---|---|---|---|---|---|
#1 | 14100000.00000000 | United States Dollar | 19277379.00000000 | United States Dollar | |
#2 | 125063.00000000 | United States Dollar | 125063.00000000 | United States Dollar |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 37 |
a. Name of issuer (if any). | ARAB REPUBLIC OF EGYPT |
b. LEI (if any) of issuer. (1) | 529900GFIVH4086NMH82 |
c. Title of the issue or description of the investment. | Egypt Government International Bond |
d. CUSIP (if any). | 038461AK5 |
At least one of the following other identifiers: |
- ISIN | US038461AK57 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BD31J58 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 3430000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3586552.06000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.383934499631 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
EGYPT
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2022-01-31 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.12500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 38 |
a. Name of issuer (if any). | REPUBLIC OF PERU |
b. LEI (if any) of issuer. (1) | 254900STKLK2DBJJZ530 |
c. Title of the issue or description of the investment. | Peruvian Government International Bond |
d. CUSIP (if any). | 715638AP7 |
At least one of the following other identifiers: |
- ISIN | US715638AP79 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 2172833 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 19998000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 34240575.60000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 3.665397306422 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
PERU
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2033-11-21 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 8.75000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 39 |
a. Name of issuer (if any). | REPUBLIC OF POLAND |
b. LEI (if any) of issuer. (1) | 259400R9L8QEP0TPXS31 |
c. Title of the issue or description of the investment. | Republic of Poland Government International Bond |
d. CUSIP (if any). | 857524AB8 |
At least one of the following other identifiers: |
- ISIN | US857524AB80 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B73NWF3 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 14784000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 15661324.99000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.676519083790 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
POLAND
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2022-03-23 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.00000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 40 |
a. Name of issuer (if any). | ARAB REPUBLIC OF EGYPT |
b. LEI (if any) of issuer. (1) | 529900GFIVH4086NMH82 |
c. Title of the issue or description of the investment. | Egypt Government International Bond |
d. CUSIP (if any). | 03846JW89 |
At least one of the following other identifiers: |
- ISIN | US03846JW891 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BGSGVZ3 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 13180000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 15280562.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.635759085432 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
EGYPT
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2049-03-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 8.70020000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 41 |
a. Name of issuer (if any). | INVERSIONES CMPC CI |
b. LEI (if any) of issuer. (1) | 549300G475ACIABB4385 |
c. Title of the issue or description of the investment. | Inversiones CMPC SA/Cayman Islands Branch |
d. CUSIP (if any). | 46128MAF8 |
At least one of the following other identifiers: |
- ISIN | US46128MAF86 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B97B5C5 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 2070000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2205916.20000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.236139701391 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
CHILE
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-05-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.37500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 42 |
a. Name of issuer (if any). | GENERAL ELECTRIC CO |
b. LEI (if any) of issuer. (1) | 3C7474T6CDKPR9K6YT90 |
c. Title of the issue or description of the investment. | General Electric Co |
d. CUSIP (if any). | 369604BV4 |
At least one of the following other identifiers: |
- ISIN | US369604BV43 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BLD2065 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 810000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 916660.43000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.098126991504 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2027-05-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 3.45000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 43 |
a. Name of issuer (if any). | PROVINCIA DE BUENOS AIRE |
b. LEI (if any) of issuer. (1) | 549300L6AYROPOTQ4L07 |
c. Title of the issue or description of the investment. | Provincia de Buenos Aires/Government Bonds |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | XS1380274735 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BZ3CH95 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 3350000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1402812.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.150168771079 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
ARGENTINA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-03-16 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 9.12500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 44 |
a. Name of issuer (if any). | KINGDOM OF JORDAN |
b. LEI (if any) of issuer. (1) | 5493000JZ4MYPVMBVN50 |
c. Title of the issue or description of the investment. | Jordan Government International Bond |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | XS1577950311 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BF032N0 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 2000000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2338083.14000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.250287954959 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
JORDAN
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2047-10-10 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 7.37500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 45 |
a. Name of issuer (if any). | IVORY COAST |
b. LEI (if any) of issuer. (1) | 254900ICW11T82O6H590 |
c. Title of the issue or description of the investment. | Ivory Coast Government International Bond |
d. CUSIP (if any). | 221625AM8 |
At least one of the following other identifiers: |
- ISIN | US221625AM84 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BW1YMJ7 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 2680000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3072928.20000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.328951910116 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
COTE D'IVOIRE
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2028-03-03 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.37500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 46 |
a. Name of issuer (if any). | REPUBLIC OF PANAMA |
b. LEI (if any) of issuer. (1) | 549300SHS4T08CL0LP14 |
c. Title of the issue or description of the investment. | Panama Government International Bond |
d. CUSIP (if any). | 698299BM5 |
At least one of the following other identifiers: |
- ISIN | US698299BM53 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BK8TZM5 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 4200000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5428500.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.581111997367 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
PANAMA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2056-04-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.50000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 47 |
a. Name of issuer (if any). | STATE OF QATAR |
b. LEI (if any) of issuer. (1) | 52990074F6OJOAXK4P65 |
c. Title of the issue or description of the investment. | Qatar Government International Bond |
d. CUSIP (if any). | 74727PBB6 |
At least one of the following other identifiers: |
- ISIN | US74727PBB67 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BH3JGL5 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 14100000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 19277379.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 2.063611718650 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
QATAR
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2049-03-14 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.81700000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 48 |
a. Name of issuer (if any). | SANDS CHINA LTD |
b. LEI (if any) of issuer. (1) | 549300EVO6UZDGY05787 |
c. Title of the issue or description of the investment. | Sands China Ltd |
d. CUSIP (if any). | 80007RAF2 |
At least one of the following other identifiers: |
- ISIN | US80007RAF29 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BHNG069 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 1700000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1911029.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.204572565123 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
CAYMAN ISLANDS
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-08-08 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.12500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 49 |
a. Name of issuer (if any). | J.P. MORGAN SECURITIES LLC |
b. LEI (if any) of issuer. (1) | ZBUT11V806EZRVTWT807 |
c. Title of the issue or description of the investment. | J.P. MORGAN SECURITIES LLC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | RP839625 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -3488371.88000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -3488371.88000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.37342447282 |
a. Payoff profile. (5) | ☐ Long ☒ Short ☐ N/A |
a. Asset type. (6) |
Repurchase agreement
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
a. Transaction category. (18) | ☐ Repurchase ☒ Reverse repurchase |
b. Counterparty. |
i. Cleared by central counterparty? If Yes, provide the name of the central counterparty. | ☐ Yes ☒ No |
ii. If No, provide the name and LEI (if any) of counterparty. |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | J.P. MORGAN SECURITIES LLC | ZBUT11V806EZRVTWT807 |
c. Tri-party? | ☐ Yes ☒ No |
d. Repurchase rate. | 0.30000000 |
e. Maturity date. | 2030-04-23 |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). (19) |
Repurchase Collateral Record | Principal amount | Principal ISO currency code | Value of collateral | Collateral ISO currency code | Category of investments (20) |
---|---|---|---|---|---|
#1 | 3000000.00000000 | United States Dollar | 3758105.59500000 | United States Dollar | Corporate debt securities |
#2 | 24016.00000000 | United States Dollar | 24016.00000000 | United States Dollar |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 50 |
a. Name of issuer (if any). | REPUBLIC OF TURKEY |
b. LEI (if any) of issuer. (1) | 5493000PCHOG3B6S3Q85 |
c. Title of the issue or description of the investment. | Turkey Government International Bond |
d. CUSIP (if any). | 900123CB4 |
At least one of the following other identifiers: |
- ISIN | US900123CB40 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B8T2WV7 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 6160000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5410020.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.579133743759 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
TURKEY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2043-04-16 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.87500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 51 |
a. Name of issuer (if any). | UKRAINE GOVERNMENT |
b. LEI (if any) of issuer. (1) | 6354001WLTJXOMEXPY07 |
c. Title of the issue or description of the investment. | Ukraine Government International Bond |
d. CUSIP (if any). | 903724AR3 |
At least one of the following other identifiers: |
- ISIN | US903724AR33 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BYSRKC2 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 5640000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6284110.56000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.672703700690 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UKRAINE
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-09-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 7.75000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 52 |
a. Name of issuer (if any). | GOHL CAPITAL LTD |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Gohl Capital Ltd |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | XS1551355149 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BDRW0R6 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 3130000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3332523.83000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.356741195380 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
ISLE OF MAN
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2027-01-24 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.25000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 53 |
a. Name of issuer (if any). | RUSSIAN FEDERATION |
b. LEI (if any) of issuer. (1) | 5493004EHVGF71PDBU58 |
c. Title of the issue or description of the investment. | Russian Foreign Bond - Eurobond |
d. CUSIP (if any). | 78307ADE0 |
At least one of the following other identifiers: |
- ISIN | US78307ADE01 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B7JQSD6 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 3400000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4736625.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.507047916464 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
RUSSIAN FEDERATION
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2042-04-04 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.62500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 54 |
a. Name of issuer (if any). | BARCLAYS CAPITAL INC. |
b. LEI (if any) of issuer. (1) | AC28XWWI3WIBK2824319 |
c. Title of the issue or description of the investment. | USD CALL VERSUS INR PUT |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | FXUSINC0011 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -8770000.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -14250.03000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00152544227 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-foreign exchange
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | BARCLAYS CAPITAL INC. | AC28XWWI3WIBK2824319 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
1. The reference instrument is a derivative. (25) |
Start of Nested Derivatives |
a. Type of derivative instrument (21) |
Forward
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | BARCLAYS CAPITAL INC. | AC28XWWI3WIBK2824319 |
Identification of investment. |
Name of issuer (if any). | BARCLAYS CAPITAL INC. |
LEI (if any) of issuer. (22) | AC28XWWI3WIBK2824319 |
Title of the issue or description of the investment. | USD CALL VERSUS INR PUT |
CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | LMF2500_FXUSINC0011_50518_S |
Description of other unique identifier. | INTERNAL |
Amount of each investment. |
Balance. (2) |
Balance | 0.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. (3) |
India Rupee
|
Value. (4) | 0.00000000 |
Exchange rate. | 0.00000000 |
Percentage value compared to net assets of the Fund. | 0.00000000 |
Asset and issuer type. Select the category that most closely identifies the instrument among each of the following: |
Asset type. (6) |
Derivative-foreign exchange
|
Issuer type. (7) |
Corporate
|
Country of investment or issuer. |
ISO country code. (8) |
UNITED STATES OF AMERICA
|
Investment ISO country code. (9) |
UNITED STATES OF AMERICA
|
i. Amount and description of currency sold. |
Amount of currency sold. | N/A |
Description of currency sold. |
India Rupee
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | N/A |
Description of currency purchased. |
United States Dollar
|
iii. Settlement date. | 2021-04-06 |
End of Nested Derivatives |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Principal amount of underlying reference instrument per contract. | -8770000.00000000 |
ISO Currency Code. |
United States Dollar
|
v. Exercise price or rate. | 78.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-04-06 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 47578.47000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 55 |
a. Name of issuer (if any). | REPUBLIC OF KENYA |
b. LEI (if any) of issuer. (1) | 549300VVURQQYU45PR87 |
c. Title of the issue or description of the investment. | Kenya Government International Bond |
d. CUSIP (if any). | 491798AK0 |
At least one of the following other identifiers: |
- ISIN | US491798AK03 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BK5XMZ2 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 2380000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2779111.72000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.297499339138 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
KENYA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2032-05-22 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 8.00000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 56 |
a. Name of issuer (if any). | YPF SOCIEDAD ANONIMA |
b. LEI (if any) of issuer. (1) | 5493003N7447U18U5U53 |
c. Title of the issue or description of the investment. | YPF SA |
d. CUSIP (if any). | 984245AP5 |
At least one of the following other identifiers: |
- ISIN | US984245AP50 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BDVJZC3 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 78563600.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Argentina Peso
|
e. Value. (4) | 393392.79000000 |
f. Exchange rate. | 143.78960000 |
g. Percentage value compared to net assets of the Fund. | 0.042112051201 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
ARGENTINA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2022-05-09 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 16.50000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 57 |
a. Name of issuer (if any). | STATE OF ISRAEL |
b. LEI (if any) of issuer. (1) | 213800T8ZHTFZIBYPE21 |
c. Title of the issue or description of the investment. | Israel Government International Bond |
d. CUSIP (if any). | 46513JB42 |
At least one of the following other identifiers: |
- ISIN | US46513JB429 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BM7SWY8 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 3500000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4215953.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.451310835154 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
ISRAEL
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2050-07-03 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 3.87500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 58 |
a. Name of issuer (if any). | EMPRESA DE TRANSPORTE ME |
b. LEI (if any) of issuer. (1) | 959800T4M5QUPYMSCH69 |
c. Title of the issue or description of the investment. | Empresa de Transporte de Pasajeros Metro SA |
d. CUSIP (if any). | 29246QAB1 |
At least one of the following other identifiers: |
- ISIN | US29246QAB14 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BYX8967 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 2560000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3274995.20000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.350582850150 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
CHILE
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2047-01-25 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.00000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 59 |
a. Name of issuer (if any). | J.P. MORGAN SECURITIES LLC |
b. LEI (if any) of issuer. (1) | ZBUT11V806EZRVTWT807 |
c. Title of the issue or description of the investment. | USD/MXN FORWARD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | N/A |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | C01LGJ40D4SSKJXP |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | 1.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 47430.38000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.005077344175 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-foreign exchange
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Forward
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | J.P. MORGAN SECURITIES LLC | ZBUT11V806EZRVTWT807 |
i. Amount and description of currency sold. |
Amount of currency sold. | -5600109.44000000 |
Description of currency sold. |
United States Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 112579000.00000000 |
Description of currency purchased. |
Mexico Peso
|
iii. Settlement date. | 2021-01-15 |
iv. Unrealized appreciation or depreciation. (24) | 47430.38000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 60 |
a. Name of issuer (if any). | GOLDMAN SACHS & CO. LLC |
b. LEI (if any) of issuer. (1) | FOR8UP27PHTHYVLBNG30 |
c. Title of the issue or description of the investment. | MXN CALL VERSUS USD PUT |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | FXUSMXP0283 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | 18600000.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 190892.28000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.020434704635 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-foreign exchange
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | GOLDMAN SACHS & CO. LLC | FOR8UP27PHTHYVLBNG30 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☒ Put ☐ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☐ Written ☒ Purchased |
1. The reference instrument is a derivative. (25) |
Start of Nested Derivatives |
a. Type of derivative instrument (21) |
Forward
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | GOLDMAN SACHS & CO. LLC | FOR8UP27PHTHYVLBNG30 |
Identification of investment. |
Name of issuer (if any). | GOLDMAN SACHS & CO. LLC |
LEI (if any) of issuer. (22) | FOR8UP27PHTHYVLBNG30 |
Title of the issue or description of the investment. | MXN CALL VERSUS USD PUT |
CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | LMF2400_FXUSMXP0283_5_S |
Description of other unique identifier. | INTERNAL |
Amount of each investment. |
Balance. (2) |
Balance | 0.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. (3) |
United States Dollar
|
Value. (4) | 0.00000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.00000000 |
Asset and issuer type. Select the category that most closely identifies the instrument among each of the following: |
Asset type. (6) |
Derivative-foreign exchange
|
Issuer type. (7) |
Corporate
|
Country of investment or issuer. |
ISO country code. (8) |
UNITED STATES OF AMERICA
|
Investment ISO country code. (9) |
i. Amount and description of currency sold. |
Amount of currency sold. | N/A |
Description of currency sold. |
United States Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | N/A |
Description of currency purchased. |
Mexico Peso
|
iii. Settlement date. | 2021-03-06 |
End of Nested Derivatives |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Principal amount of underlying reference instrument per contract. | 18600000.00000000 |
ISO Currency Code. |
United States Dollar
|
v. Exercise price or rate. | 19.40000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-03-06 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -41812.32000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 61 |
a. Name of issuer (if any). | REPUBLIC OF SENEGAL |
b. LEI (if any) of issuer. (1) | 549300NP14ZLQGWIUZ97 |
c. Title of the issue or description of the investment. | Senegal Government International Bond |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | XS1090161875 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BPDBQB7 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 2170000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2397170.79000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.256613190716 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
SENEGAL
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-07-30 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.25000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 62 |
a. Name of issuer (if any). | BRASKEM FINANCE LTD |
b. LEI (if any) of issuer. (1) | 254900HEUOOGBXNXZM03 |
c. Title of the issue or description of the investment. | Braskem Finance Ltd |
d. CUSIP (if any). | 10553YAF2 |
At least one of the following other identifiers: |
- ISIN | US10553YAF25 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BJ4QPZ6 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 2350000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2576211.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.275779150750 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
CAYMAN ISLANDS
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-02-03 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.45000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 63 |
a. Name of issuer (if any). | ABU DHABI GOVT INT'L |
b. LEI (if any) of issuer. (1) | 213800FER4348CINTA77 |
c. Title of the issue or description of the investment. | Abu Dhabi Government International Bond |
d. CUSIP (if any). | 29135LAG5 |
At least one of the following other identifiers: |
- ISIN | US29135LAG59 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BLGWDP2 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 1800000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1926162.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.206192474361 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED ARAB EMIRATES
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-04-16 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 2.50000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 64 |
a. Name of issuer (if any). | KINGDOM OF JORDAN |
b. LEI (if any) of issuer. (1) | 5493000JZ4MYPVMBVN50 |
c. Title of the issue or description of the investment. | Jordan Government International Bond |
d. CUSIP (if any). | 418097AJ0 |
At least one of the following other identifiers: |
- ISIN | US418097AJ07 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BF032R4 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 5020000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5868588.68000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.628222766797 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
JORDAN
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2047-10-10 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 7.37500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 65 |
a. Name of issuer (if any). | UNICREDIT SPA |
b. LEI (if any) of issuer. (1) | 549300TRUWO2CD2G5692 |
c. Title of the issue or description of the investment. | UniCredit SpA |
d. CUSIP (if any). | 904678AQ2 |
At least one of the following other identifiers: |
- ISIN | US904678AQ20 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BJ0CMN5 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 3410000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4124429.10000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.441513352178 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
ITALY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2034-04-02 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 7.29600000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 66 |
a. Name of issuer (if any). | CROATIA |
b. LEI (if any) of issuer. (1) | 74780000O00QGQ7CER13 |
c. Title of the issue or description of the investment. | Croatia Government International Bond |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | XS0908769887 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B946QT7 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 5640000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6221061.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.665954348982 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
CROATIA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-04-04 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.50000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 67 |
a. Name of issuer (if any). | RUSSIA GOVT BOND - OFZ |
b. LEI (if any) of issuer. (1) | 5493004EHVGF71PDBU58 |
c. Title of the issue or description of the investment. | Russian Federal Bond - OFZ |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | RU000A100EF5 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BJXXZL4 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 1007670000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Russia Ruble
|
e. Value. (4) | 15570551.52000000 |
f. Exchange rate. | 73.94625000 |
g. Percentage value compared to net assets of the Fund. | 1.666801933111 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
RUSSIAN FEDERATION
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2039-03-16 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 7.70000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 68 |
a. Name of issuer (if any). | OFFICE CHERIFIEN DES PHO |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | OCP SA |
d. CUSIP (if any). | 67091TAA3 |
At least one of the following other identifiers: |
- ISIN | US67091TAA34 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BLT2G05 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 4900000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5432713.30000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.581563024202 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
MOROCCO
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-04-25 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.62500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 69 |
a. Name of issuer (if any). | CHINA OVERSEA FIN KY III |
b. LEI (if any) of issuer. (1) | 3003008OZB358QMM8W92 |
c. Title of the issue or description of the investment. | China Overseas Finance Cayman III Ltd |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | XS0972980097 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BFZ1MV7 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 2460000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2720403.05000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.291214672566 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
CAYMAN ISLANDS
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-10-29 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.37500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 70 |
a. Name of issuer (if any). | BANK OF AMERICA CALIFORNIA, NATIONAL ASSOCIATION |
b. LEI (if any) of issuer. (1) | 549300H041M8GSCMYP92 |
c. Title of the issue or description of the investment. | RUB CALL VERSUS USD PUT |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | FXUSRUP0079 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -8780000.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -62579.79000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00669906360 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-foreign exchange
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | BANK OF AMERICA CALIFORNIA, NATIONAL ASSOCIATION | 549300H041M8GSCMYP92 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☒ Put ☐ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
1. The reference instrument is a derivative. (25) |
Start of Nested Derivatives |
a. Type of derivative instrument (21) |
Forward
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | BANK OF AMERICA CALIFORNIA, NATIONAL ASSOCIATION | 549300H041M8GSCMYP92 |
Identification of investment. |
Name of issuer (if any). | BANK OF AMERICA CALIFORNIA, NATIONAL ASSOCIATION |
LEI (if any) of issuer. (22) | 549300H041M8GSCMYP92 |
Title of the issue or description of the investment. | RUB CALL VERSUS USD PUT |
CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | LMF2500_FXUSRUP0079_955_S |
Description of other unique identifier. | INTERNAL |
Amount of each investment. |
Balance. (2) |
Balance | 0.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. (3) |
United States Dollar
|
Value. (4) | 0.00000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.00000000 |
Asset and issuer type. Select the category that most closely identifies the instrument among each of the following: |
Asset type. (6) |
Derivative-foreign exchange
|
Issuer type. (7) |
Corporate
|
Country of investment or issuer. |
ISO country code. (8) |
UNITED STATES OF AMERICA
|
Investment ISO country code. (9) |
i. Amount and description of currency sold. |
Amount of currency sold. | N/A |
Description of currency sold. |
United States Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | N/A |
Description of currency purchased. |
Russia Ruble
|
iii. Settlement date. | 2021-01-23 |
End of Nested Derivatives |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Principal amount of underlying reference instrument per contract. | -8780000.00000000 |
ISO Currency Code. |
United States Dollar
|
v. Exercise price or rate. | 73.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-23 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 15175.89000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 71 |
a. Name of issuer (if any). | EQUATE PETROCHEMICAL BV |
b. LEI (if any) of issuer. (1) | 635400Y3Z5R4NJSMQ630 |
c. Title of the issue or description of the investment. | Equate Petrochemical BV |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | XS1513739927 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BD3CXN7 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 492000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 502774.80000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.053821215483 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
NETHERLANDS
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2022-03-03 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 3.00000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 72 |
a. Name of issuer (if any). | REPUBLICA ORIENT URUGUAY |
b. LEI (if any) of issuer. (1) | 549300RDR012H2V82H43 |
c. Title of the issue or description of the investment. | Uruguay Government International Bond |
d. CUSIP (if any). | 760942BD3 |
At least one of the following other identifiers: |
- ISIN | US760942BD38 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BDR8F57 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 1180000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1641675.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.175738608874 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
URUGUAY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2055-04-20 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.97500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 73 |
a. Name of issuer (if any). | PROVINCIA DE BUENOS AIRE |
b. LEI (if any) of issuer. (1) | 549300L6AYROPOTQ4L07 |
c. Title of the issue or description of the investment. | Provincia de Buenos Aires/Government Bonds |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | XS1566193378 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BZ14MN2 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 3920000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1617000.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.173097190705 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
ARGENTINA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-02-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.50000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 74 |
a. Name of issuer (if any). | CABLE ONDA SA |
b. LEI (if any) of issuer. (1) | 5299008Q5GONPYNF9J32 |
c. Title of the issue or description of the investment. | Cable Onda SA |
d. CUSIP (if any). | 12686LAA7 |
At least one of the following other identifiers: |
- ISIN | US12686LAA70 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BKFVX31 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 3290000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3629445.75000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.388526198603 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
PANAMA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2030-01-30 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.50000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 75 |
a. Name of issuer (if any). | BANCOLOMBIA SA |
b. LEI (if any) of issuer. (1) | 54930052NWJRPNMP1W58 |
c. Title of the issue or description of the investment. | Bancolombia SA |
d. CUSIP (if any). | 05968LAM4 |
At least one of the following other identifiers: |
- ISIN | US05968LAM46 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BJV2XG4 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 2000000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2081900.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.222863971137 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
COLOMBIA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-01-29 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 3.00000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 76 |
a. Name of issuer (if any). | LUKOIL INTL FINANCE BV |
b. LEI (if any) of issuer. (1) | 724500LG1GUKJ5TOIW61 |
c. Title of the issue or description of the investment. | Lukoil International Finance BV |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | XS0304274599 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B1YC5G9 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 3524000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3815152.88000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.408405841458 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
NETHERLANDS
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2022-06-07 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.65600000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 77 |
a. Name of issuer (if any). | INDONESIA GOVERNMENT |
b. LEI (if any) of issuer. (1) | 529900FWX0GRR7WG5W79 |
c. Title of the issue or description of the investment. | Indonesia Treasury Bond |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | IDG000010802 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BCV7LV1 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 126438000000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Indonesia Rupiah
|
e. Value. (4) | 10513360.74000000 |
f. Exchange rate. | 14050.00000000 |
g. Percentage value compared to net assets of the Fund. | 1.125437977095 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
INDONESIA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2034-03-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 8.37500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 78 |
a. Name of issuer (if any). | REPUBLIC OF NIGERIA |
b. LEI (if any) of issuer. (1) | 549300GSBZD84TNEQ285 |
c. Title of the issue or description of the investment. | Nigeria Government International Bond |
d. CUSIP (if any). | 65412JAD5 |
At least one of the following other identifiers: |
- ISIN | US65412JAD54 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BF5G825 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 2000000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2162644.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.231507483546 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
NIGERIA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2030-02-23 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 7.14300000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 79 |
a. Name of issuer (if any). | SUZANO AUSTRIA GMBH |
b. LEI (if any) of issuer. (1) | 254900287ZNSGVP1R341 |
c. Title of the issue or description of the investment. | Suzano Austria GmbH |
d. CUSIP (if any). | 86964WAF9 |
At least one of the following other identifiers: |
- ISIN | US86964WAF95 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BK777M4 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 3940000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4745276.90000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.507974088130 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
AUSTRIA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2029-01-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.00000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 80 |
a. Name of issuer (if any). | BBVA BANCOMER SA TEXAS |
b. LEI (if any) of issuer. (1) | 549300WIWQK5Q9MCUN92 |
c. Title of the issue or description of the investment. | BBVA Bancomer SA/Texas |
d. CUSIP (if any). | 05533UAE8 |
At least one of the following other identifiers: |
- ISIN | US05533UAE82 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BSLJBB9 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 1350000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1441125.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.154270061196 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
MEXICO
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2029-11-12 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.35000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 81 |
a. Name of issuer (if any). | REPUBLIC OF INDONESIA |
b. LEI (if any) of issuer. (1) | 529900FWX0GRR7WG5W79 |
c. Title of the issue or description of the investment. | Indonesia Government International Bond |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | USY20721AJ83 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B1R98F7 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 3210000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4580381.10000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.490322263926 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
INDONESIA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2037-02-17 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.62500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 82 |
a. Name of issuer (if any). | BANCO NACIONAL DE PANAMA |
b. LEI (if any) of issuer. (1) | 529900H2Q7WMDKKIW109 |
c. Title of the issue or description of the investment. | Banco Nacional de Panama |
d. CUSIP (if any). | 059626AC5 |
At least one of the following other identifiers: |
- ISIN | US059626AC55 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMF3TD3 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 4300000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4310750.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.461458698102 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
PANAMA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2030-08-11 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 2.50000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 83 |
a. Name of issuer (if any). | PARK AEROSPACE HOLDINGS |
b. LEI (if any) of issuer. (1) | 635400CPI3EOIFF6OC33 |
c. Title of the issue or description of the investment. | Park Aerospace Holdings Ltd |
d. CUSIP (if any). | 70014LAB6 |
At least one of the following other identifiers: |
- ISIN | US70014LAB62 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BYYHBM3 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 1980000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2160973.72000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.231328682819 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
CAYMAN ISLANDS
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-02-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.50000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 84 |
a. Name of issuer (if any). | REPUBLIC OF COLOMBIA |
b. LEI (if any) of issuer. (1) | 549300MHDRBVRF6B9117 |
c. Title of the issue or description of the investment. | Colombia Government International Bond |
d. CUSIP (if any). | 195325BK0 |
At least one of the following other identifiers: |
- ISIN | US195325BK01 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B1DW3T9 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 16567000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 24250111.92000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 2.595934599651 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
COLOMBIA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2037-09-18 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 7.37500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 85 |
a. Name of issuer (if any). | ESKOM HOLDINGS SOC LTD |
b. LEI (if any) of issuer. (1) | 3789001900ED06F65111 |
c. Title of the issue or description of the investment. | Eskom Holdings SOC Ltd |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | XS1864523300 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BF2F610 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 6340000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 7014259.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.750864890400 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
SOUTH AFRICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2028-08-10 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.35000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 86 |
a. Name of issuer (if any). | REPUBLIC OF VENEZUELA |
b. LEI (if any) of issuer. (1) | 529900XM8PJTJK5OJI77 |
c. Title of the issue or description of the investment. | Venezuela Government International Bond |
d. CUSIP (if any). | 922646AS3 |
At least one of the following other identifiers: |
- ISIN | US922646AS37 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 5331062 |
Description of other unique identifier. | Sedol |
Balance. (2) |
a. Balance | 4205000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 409987.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.043888487615 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
VENEZUELA (BOLIVARIAN REPUBLIC OF)
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2027-09-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 9.25000000 |
c. Currently in default? | ☒ Yes ☐ No |
d. Are there any interest payments in arrears? (14) | ☒ Yes ☐ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 87 |
a. Name of issuer (if any). | DAE FUNDING LLC |
b. LEI (if any) of issuer. (1) | 635400SZTPQL3Y1P2C76 |
c. Title of the issue or description of the investment. | DAE Funding LLC |
d. CUSIP (if any). | 23371DAB0 |
At least one of the following other identifiers: |
- ISIN | US23371DAB01 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BF4CPQ7 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 2880000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2957400.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.316584806302 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-08-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.00000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 88 |
a. Name of issuer (if any). | REPUBLIC OF PARAGUAY |
b. LEI (if any) of issuer. (1) | 529900UXKJTJPCU0HK83 |
c. Title of the issue or description of the investment. | Paraguay Government International Bond |
d. CUSIP (if any). | 699149AC4 |
At least one of the following other identifiers: |
- ISIN | US699149AC49 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BD2MTJ6 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 2110000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2479271.10000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.265401893881 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
PARAGUAY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-04-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.00000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 89 |
a. Name of issuer (if any). | GNL QUINTERO SA |
b. LEI (if any) of issuer. (1) | 549300JJJIQXE6E1QY27 |
c. Title of the issue or description of the investment. | GNL Quintero SA |
d. CUSIP (if any). | 36190CAA5 |
At least one of the following other identifiers: |
- ISIN | US36190CAA53 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BPH3K62 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 1877000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2093793.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.224137150752 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
CHILE
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2029-07-31 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.63400000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 90 |
a. Name of issuer (if any). | COMMONWEALTH OF BAHAMAS |
b. LEI (if any) of issuer. (1) | 549300W13SXC7EKNJC20 |
c. Title of the issue or description of the investment. | Bahamas Government International Bond |
d. CUSIP (if any). | 056732AH3 |
At least one of the following other identifiers: |
- ISIN | US056732AH32 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BJ38BL1 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 5770000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5733995.20000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.613814756114 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
BAHAMAS
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-01-16 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.75000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 91 |
a. Name of issuer (if any). | STATE OF QATAR |
b. LEI (if any) of issuer. (1) | 52990074F6OJOAXK4P65 |
c. Title of the issue or description of the investment. | Qatar Government International Bond |
d. CUSIP (if any). | 74727PAY7 |
At least one of the following other identifiers: |
- ISIN | US74727PAY79 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BDRV8P7 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 7920000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 11157775.20000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.194421485243 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
QATAR
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2048-04-23 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.10300000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 92 |
a. Name of issuer (if any). | RUSSIAN FEDERATION |
b. LEI (if any) of issuer. (1) | 5493004EHVGF71PDBU58 |
c. Title of the issue or description of the investment. | Russian Foreign Bond - Eurobond |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | XS0088543193 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 5485743 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 790000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1353609.70000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.144901692257 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
RUSSIAN FEDERATION
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2028-06-24 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 12.75000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 93 |
a. Name of issuer (if any). | HONDURAS GOVERNMENT |
b. LEI (if any) of issuer. (1) | 5493002DW1JNBNG17615 |
c. Title of the issue or description of the investment. | Honduras Government International Bond |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | XS0905659230 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B91RGF9 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 960000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1075209.60000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.115099419405 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
HONDURAS
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-03-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 7.50000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 94 |
a. Name of issuer (if any). | REPUBLIC OF PERU |
b. LEI (if any) of issuer. (1) | 254900STKLK2DBJJZ530 |
c. Title of the issue or description of the investment. | Peruvian Government International Bond |
d. CUSIP (if any). | 715638AS1 |
At least one of the following other identifiers: |
- ISIN | US715638AS19 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B0DJQ49 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 10300000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 13221646.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.415355513695 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
PERU
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-07-21 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 7.35000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 95 |
a. Name of issuer (if any). | ORBIA ADVANCE CORP SAB |
b. LEI (if any) of issuer. (1) | 549300MVHZ20SBIOEQ79 |
c. Title of the issue or description of the investment. | Orbia Advance Corp SAB de CV |
d. CUSIP (if any). | 59284BAE8 |
At least one of the following other identifiers: |
- ISIN | US59284BAE83 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BQSV727 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 4960000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6181449.60000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.661714013757 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
MEXICO
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2044-09-17 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.87500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 96 |
a. Name of issuer (if any). | HUNGARY |
b. LEI (if any) of issuer. (1) | 5299008DH62LEB10JK83 |
c. Title of the issue or description of the investment. | Hungary Government International Bond |
d. CUSIP (if any). | 445545AJ5 |
At least one of the following other identifiers: |
- ISIN | US445545AJ57 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BGM1BT8 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 12608000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 14394906.62000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.540951080014 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
HUNGARY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-11-22 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.75000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 97 |
a. Name of issuer (if any). | PROVINCIA DE CORDOBA |
b. LEI (if any) of issuer. (1) | 5299006CLM2Z97AATT29 |
c. Title of the issue or description of the investment. | Provincia de Cordoba |
d. CUSIP (if any). | 74408DAD6 |
At least one of the following other identifiers: |
- ISIN | US74408DAD66 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BDT5G75 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 8250000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5156250.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.551968082605 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
ARGENTINA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-09-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 7.45000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 98 |
a. Name of issuer (if any). | PROSUS NV |
b. LEI (if any) of issuer. (1) | 635400Z5LQ5F9OLVT688 |
c. Title of the issue or description of the investment. | Prosus NV |
d. CUSIP (if any). | 62856RAD7 |
At least one of the following other identifiers: |
- ISIN | US62856RAD70 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BYVTMJ6 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 2250000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2596702.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.277972732125 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
NETHERLANDS
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2027-07-06 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.85000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 99 |
a. Name of issuer (if any). | EQUATE PETROCHEMICAL BV |
b. LEI (if any) of issuer. (1) | 635400Y3Z5R4NJSMQ630 |
c. Title of the issue or description of the investment. | Equate Petrochemical BV |
d. CUSIP (if any). | 29441WAC9 |
At least one of the following other identifiers: |
- ISIN | US29441WAC91 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BYMS5S2 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 1300000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1452795.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.155519369028 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
NETHERLANDS
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-11-03 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.25000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 100 |
a. Name of issuer (if any). | COSTA RICA GOVERNMENT |
b. LEI (if any) of issuer. (1) | 549300S1EK2VN6XVJP58 |
c. Title of the issue or description of the investment. | Costa Rica Government International Bond |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | USP3699PGK77 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BJLPZ01 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 1050000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 983073.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.105236347902 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
COSTA RICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2031-02-19 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.12500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 101 |
a. Name of issuer (if any). | BARCLAYS CAPITAL INC. |
b. LEI (if any) of issuer. (1) | AC28XWWI3WIBK2824319 |
c. Title of the issue or description of the investment. | INR CALL VERSUS USD PUT |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | FXUSINP0029 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | 8770000.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 31195.27000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.003339402350 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-foreign exchange
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | BARCLAYS CAPITAL INC. | AC28XWWI3WIBK2824319 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☒ Put ☐ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☐ Written ☒ Purchased |
1. The reference instrument is a derivative. (25) |
Start of Nested Derivatives |
a. Type of derivative instrument (21) |
Forward
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | BARCLAYS CAPITAL INC. | AC28XWWI3WIBK2824319 |
Identification of investment. |
Name of issuer (if any). | BARCLAYS CAPITAL INC. |
LEI (if any) of issuer. (22) | AC28XWWI3WIBK2824319 |
Title of the issue or description of the investment. | INR CALL VERSUS USD PUT |
CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | LMF2500_FXUSINP0029_50518_S |
Description of other unique identifier. | INTERNAL |
Amount of each investment. |
Balance. (2) |
Balance | 0.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. (3) |
United States Dollar
|
Value. (4) | 0.00000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.00000000 |
Asset and issuer type. Select the category that most closely identifies the instrument among each of the following: |
Asset type. (6) |
Derivative-foreign exchange
|
Issuer type. (7) |
Corporate
|
Country of investment or issuer. |
ISO country code. (8) |
UNITED STATES OF AMERICA
|
Investment ISO country code. (9) |
i. Amount and description of currency sold. |
Amount of currency sold. | N/A |
Description of currency sold. |
United States Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | N/A |
Description of currency purchased. |
India Rupee
|
iii. Settlement date. | 2021-04-06 |
End of Nested Derivatives |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Principal amount of underlying reference instrument per contract. | 8770000.00000000 |
ISO Currency Code. |
United States Dollar
|
v. Exercise price or rate. | 72.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-04-06 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -20810.83000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 102 |
a. Name of issuer (if any). | GOLDMAN SACHS & CO. LLC |
b. LEI (if any) of issuer. (1) | FOR8UP27PHTHYVLBNG30 |
c. Title of the issue or description of the investment. | USD CALL VERSUS MXN PUT |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | FXUSMXC0155 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -18600000.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -201175.07000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.02153546039 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-foreign exchange
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | GOLDMAN SACHS & CO. LLC | FOR8UP27PHTHYVLBNG30 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
1. The reference instrument is a derivative. (25) |
Start of Nested Derivatives |
a. Type of derivative instrument (21) |
Forward
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | GOLDMAN SACHS & CO. LLC | FOR8UP27PHTHYVLBNG30 |
Identification of investment. |
Name of issuer (if any). | GOLDMAN SACHS & CO. LLC |
LEI (if any) of issuer. (22) | FOR8UP27PHTHYVLBNG30 |
Title of the issue or description of the investment. | USD CALL VERSUS MXN PUT |
CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | LMF2400_FXUSMXC0155_5_S |
Description of other unique identifier. | INTERNAL |
Amount of each investment. |
Balance. (2) |
Balance | 0.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. (3) |
Mexico Peso
|
Value. (4) | 0.00000000 |
Exchange rate. | 0.00000000 |
Percentage value compared to net assets of the Fund. | 0.00000000 |
Asset and issuer type. Select the category that most closely identifies the instrument among each of the following: |
Asset type. (6) |
Derivative-foreign exchange
|
Issuer type. (7) |
Corporate
|
Country of investment or issuer. |
ISO country code. (8) |
UNITED STATES OF AMERICA
|
Investment ISO country code. (9) |
UNITED STATES OF AMERICA
|
i. Amount and description of currency sold. |
Amount of currency sold. | N/A |
Description of currency sold. |
Mexico Peso
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | N/A |
Description of currency purchased. |
United States Dollar
|
iii. Settlement date. | 2021-03-06 |
End of Nested Derivatives |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Principal amount of underlying reference instrument per contract. | -18600000.00000000 |
ISO Currency Code. |
United States Dollar
|
v. Exercise price or rate. | 21.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-03-06 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 31529.53000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 103 |
a. Name of issuer (if any). | INTL FINANCE CORP |
b. LEI (if any) of issuer. (1) | QKL54NQY28TCDAI75F60 |
c. Title of the issue or description of the investment. | International Finance Corp |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | XS2030556687 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BK77LN3 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 127000000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Ukraine Hryvnia
|
e. Value. (4) | 4510069.18000000 |
f. Exchange rate. | 28.33500000 |
g. Percentage value compared to net assets of the Fund. | 0.482795488524 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) | N/A |
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2021-01-29 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 15.50000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 104 |
a. Name of issuer (if any). | INTER-AMERICAN DEVEL BK |
b. LEI (if any) of issuer. (1) | VKU1UKDS9E7LYLMACP54 |
c. Title of the issue or description of the investment. | Inter-American Development Bank |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | XS1377496457 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BYSXRG3 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 56960000000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Indonesia Rupiah
|
e. Value. (4) | 4356730.53000000 |
f. Exchange rate. | 14050.00000000 |
g. Percentage value compared to net assets of the Fund. | 0.466380838220 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) | N/A |
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-03-14 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 7.87500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 105 |
a. Name of issuer (if any). | JPMORGAN CHASE BANK, NATIONAL ASSOCIATION |
b. LEI (if any) of issuer. (1) | 7H6GLXDRUGQFU57RNE97 |
c. Title of the issue or description of the investment. | CNY CALL VERSUS USD PUT |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | FXUSCNP0005 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | 27170000.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 443847.63000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.047513158846 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-foreign exchange
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | JPMORGAN CHASE BANK, NATIONAL ASSOCIATION | 7H6GLXDRUGQFU57RNE97 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☒ Put ☐ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☐ Written ☒ Purchased |
1. The reference instrument is a derivative. (25) |
Start of Nested Derivatives |
a. Type of derivative instrument (21) |
Forward
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | JPMORGAN CHASE BANK, NATIONAL ASSOCIATION | 7H6GLXDRUGQFU57RNE97 |
Identification of investment. |
Name of issuer (if any). | JPMORGAN CHASE BANK, NATIONAL ASSOCIATION |
LEI (if any) of issuer. (22) | 7H6GLXDRUGQFU57RNE97 |
Title of the issue or description of the investment. | CNY CALL VERSUS USD PUT |
CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | LMF2400_FXUSCNP0005_2467_S |
Description of other unique identifier. | INTERNAL |
Amount of each investment. |
Balance. (2) |
Balance | 0.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. (3) |
United States Dollar
|
Value. (4) | 0.00000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.00000000 |
Asset and issuer type. Select the category that most closely identifies the instrument among each of the following: |
Asset type. (6) |
Derivative-foreign exchange
|
Issuer type. (7) |
Corporate
|
Country of investment or issuer. |
ISO country code. (8) |
UNITED STATES OF AMERICA
|
Investment ISO country code. (9) |
i. Amount and description of currency sold. |
Amount of currency sold. | N/A |
Description of currency sold. |
United States Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | N/A |
Description of currency purchased. |
China Yuan Renminbi
|
iii. Settlement date. | 2021-11-13 |
End of Nested Derivatives |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Principal amount of underlying reference instrument per contract. | 27170000.00000000 |
ISO Currency Code. |
United States Dollar
|
v. Exercise price or rate. | 6.55000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-11-13 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 192071.93000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 106 |
a. Name of issuer (if any). | FIN DEPT GOVT SHARJAH |
b. LEI (if any) of issuer. (1) | 254900ZNL8O3F1CLJO24 |
c. Title of the issue or description of the investment. | Finance Department Government of Sharjah |
d. CUSIP (if any). | 38381CAB8 |
At least one of the following other identifiers: |
- ISIN | US38381CAB81 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BLC9VX1 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 4430000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4517492.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.483590142721 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED ARAB EMIRATES
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2050-07-28 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.00000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 107 |
a. Name of issuer (if any). | REPUBLIC OF ANGOLA |
b. LEI (if any) of issuer. (1) | 549300QHR2R3J8JSGK83 |
c. Title of the issue or description of the investment. | Angolan Government International Bond |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | XS1819680288 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BG206C3 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 9650000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 9282566.60000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.993683488554 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
ANGOLA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2028-05-09 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 8.25000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 108 |
a. Name of issuer (if any). | RUSSIA GOVT BOND - OFZ |
b. LEI (if any) of issuer. (1) | 5493004EHVGF71PDBU58 |
c. Title of the issue or description of the investment. | Russian Federal Bond - OFZ |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | RU000A0JS3W6 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B87PXW6 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 289580000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Russia Ruble
|
e. Value. (4) | 4454264.39000000 |
f. Exchange rate. | 73.94625000 |
g. Percentage value compared to net assets of the Fund. | 0.476821677530 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
RUSSIAN FEDERATION
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2027-02-03 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 8.15000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 109 |
a. Name of issuer (if any). | ALFA S.A. |
b. LEI (if any) of issuer. (1) | 549300ZCGJ6T8YDJ4M34 |
c. Title of the issue or description of the investment. | Alfa SAB de CV |
d. CUSIP (if any). | 015398AC4 |
At least one of the following other identifiers: |
- ISIN | US015398AC46 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BKXNSX4 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 1000000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1330645.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.142443358890 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
MEXICO
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2044-03-25 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.87500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 110 |
a. Name of issuer (if any). | INTERCONTINENTAL EXCHANGE, INC. |
b. LEI (if any) of issuer. (1) | 5493000F4ZO33MV32P92 |
c. Title of the issue or description of the investment. | CDS REPUBLIC OF CHILE |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | SW0WS034868 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | 1.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -546343.63000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.05848518708 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-credit
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Swap
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | INTERCONTINENTAL EXCHANGE, INC. | 5493000F4ZO33MV32P92 |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | CHILE GOVERNMENT INTERNATIONAL BOND |
Title of issue. | CHILE GOVERNMENT INTERNATIONAL BOND |
At least one of the following other identifiers: |
- CUSIP. | 168863AV0 |
- ISIN (if CUSIP is not available). | US168863AV04 |
- Other identifier (if CUSIP, ISIN, and ticker are not available). | B5257P1 |
If other identifier provided, indicate the type of identifier used. | SEDOL |
Custom swap Flag | ☒ Yes ☐ No |
1. Description and terms of payments to be received from another party. |
Receipts: Reference Asset, Instrument or Index. |
Receipts: fixed, floating or other. | ☐ Fixed ☐ Floating ☒ Other |
Description of Other Receipts | Default Event |
2. Description and terms of payments to be paid to another party. |
Payments: Reference Asset, Instrument or Index. |
Payments: fixed, floating or other. | ☒ Fixed ☐ Floating ☐ Other |
Payments: Fixed rate. | 1.00000000 |
Payments: Base currency |
United States Dollar
|
Payments: Amount | N/A |
ii. Termination or maturity date. | 2024-12-20 |
iii. Upfront payments or receipts | |
Upfront payments. | 517194.76000000 |
ISO Currency Code. |
United States Dollar
|
Upfront receipts. | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Notional amount. | -19700000.00000000 |
ISO Currency Code. | USD |
v. Unrealized appreciation or depreciation. (24) | -1063538.39000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 111 |
a. Name of issuer (if any). | J.P. MORGAN SECURITIES PLC |
b. LEI (if any) of issuer. (1) | K6Q0W1PS1L1O4IQL9C32 |
c. Title of the issue or description of the investment. | J.P. MORGAN SECURITIES PLC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | RP826907 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -11896851.59000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -11896851.59000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -1.27353839731 |
a. Payoff profile. (5) | ☐ Long ☒ Short ☐ N/A |
a. Asset type. (6) |
Repurchase agreement
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
a. Transaction category. (18) | ☐ Repurchase ☒ Reverse repurchase |
b. Counterparty. |
i. Cleared by central counterparty? If Yes, provide the name of the central counterparty. | ☐ Yes ☒ No |
ii. If No, provide the name and LEI (if any) of counterparty. |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | J.P. MORGAN SECURITIES PLC | K6Q0W1PS1L1O4IQL9C32 |
c. Tri-party? | ☐ Yes ☒ No |
d. Repurchase rate. | 0.55000000 |
e. Maturity date. | 2022-03-23 |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). (19) |
Repurchase Collateral Record | Principal amount | Principal ISO currency code | Value of collateral | Collateral ISO currency code | Category of investments (20) |
---|---|---|---|---|---|
#1 | 81904.00000000 | United States Dollar | 81904.00000000 | United States Dollar | |
#2 | 11500000.00000000 | United States Dollar | 12215833.49000000 | United States Dollar |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 112 |
a. Name of issuer (if any). | TRANSPORT DE GAS PERU |
b. LEI (if any) of issuer. (1) | 529900SKHHNI5HVI0Y66 |
c. Title of the issue or description of the investment. | Transportadora de Gas del Peru SA |
d. CUSIP (if any). | 89388AAA0 |
At least one of the following other identifiers: |
- ISIN | US89388AAA07 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B8CHNW7 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 5420000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6089749.40000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.651897658155 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
PERU
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2028-04-30 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.25000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 113 |
a. Name of issuer (if any). | IVORY COAST |
b. LEI (if any) of issuer. (1) | 254900ICW11T82O6H590 |
c. Title of the issue or description of the investment. | Ivory Coast Government International Bond |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | XS2264968665 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMYD8X7 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 5130000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 6460591.45000000 |
f. Exchange rate. | 0.81856505 |
g. Percentage value compared to net assets of the Fund. | 0.691595689726 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
COTE D'IVOIRE
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2032-01-30 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.87500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 114 |
a. Name of issuer (if any). | BRASKEM AMERICA FINANCE |
b. LEI (if any) of issuer. (1) | 254900QMQAJ26H49CL75 |
c. Title of the issue or description of the investment. | Braskem America Finance Co |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | USU1065PAA94 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B4YZG44 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 210000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 242287.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.025936478412 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2041-07-22 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 7.12500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 115 |
a. Name of issuer (if any). | KAZTRANSGAS JSC |
b. LEI (if any) of issuer. (1) | 635400YGLXBBSVHONW39 |
c. Title of the issue or description of the investment. | KazTransGas JSC |
d. CUSIP (if any). | 48668NAA9 |
At least one of the following other identifiers: |
- ISIN | US48668NAA90 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BD35XN6 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 5900000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6799455.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.727870475464 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
KAZAKHSTAN
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2027-09-26 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.37500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 116 |
a. Name of issuer (if any). | REPUBLIC OF NIGERIA |
b. LEI (if any) of issuer. (1) | 549300GSBZD84TNEQ285 |
c. Title of the issue or description of the investment. | Nigeria Government International Bond |
d. CUSIP (if any). | 65412JAH6 |
At least one of the following other identifiers: |
- ISIN | US65412JAH68 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BF5J620 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 2960000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3165350.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.338845511810 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
NIGERIA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2038-02-23 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 7.69600000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 117 |
a. Name of issuer (if any). | EQUATE PETROCHEMICAL BV |
b. LEI (if any) of issuer. (1) | 635400Y3Z5R4NJSMQ630 |
c. Title of the issue or description of the investment. | Equate Petrochemical BV |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | XS1513739760 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BYNCF38 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 200000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 223507.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.023926056773 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
NETHERLANDS
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-11-03 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.25000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 118 |
a. Name of issuer (if any). | Dreyfus Government Cash Management |
b. LEI (if any) of issuer. (1) | 5493000Q69I5Q3QZIA91 |
c. Title of the issue or description of the investment. | Dreyfus Government Cash Management |
d. CUSIP (if any). | 262006208 |
At least one of the following other identifiers: |
- ISIN | US2620062081 |
- Ticker (if ISIN is not available). | DGCXX |
Balance. (2) |
a. Balance | 20092797.86000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 20092797.86000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 2.150900966587 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle)
|
b. Issuer type. (7) |
Registered fund
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 119 |
a. Name of issuer (if any). | PANTHER VENTURES LTD |
b. LEI (if any) of issuer. (1) | 2549002Y472ADOL5ED56 |
c. Title of the issue or description of the investment. | Panther Ventures Ltd |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | XS2227047151 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BNC1BH5 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 2000000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2020199.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.216258980559 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
VIRGIN ISLANDS (BRITISH)
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | N/A |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 3.80000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 120 |
a. Name of issuer (if any). | OMAN GOV INTERNTL BOND |
b. LEI (if any) of issuer. (1) | 549300SZ20F0QTKNQC75 |
c. Title of the issue or description of the investment. | Oman Government International Bond |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | XS1750114396 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BFWM9T0 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 6500000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6455514.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.691052157054 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
OMAN
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2048-01-17 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.75000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 121 |
a. Name of issuer (if any). | COMMONWEALTH OF BAHAMAS |
b. LEI (if any) of issuer. (1) | 549300W13SXC7EKNJC20 |
c. Title of the issue or description of the investment. | Bahamas Government International Bond |
d. CUSIP (if any). | 056732AJ9 |
At least one of the following other identifiers: |
- ISIN | US056732AJ97 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BFN4F19 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 2000000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1930020.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.206605466916 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
BAHAMAS
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2028-11-21 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.00000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 122 |
a. Name of issuer (if any). | ABU DHABI NATIONAL ENERG |
b. LEI (if any) of issuer. (1) | 213800UNJSVQFNUYYW03 |
c. Title of the issue or description of the investment. | Abu Dhabi National Energy Co PJSC |
d. CUSIP (if any). | 00388WAG6 |
At least one of the following other identifiers: |
- ISIN | US00388WAG69 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BFZYKG7 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 5100000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6369670.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.681862751556 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED ARAB EMIRATES
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2030-04-23 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.87500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 123 |
a. Name of issuer (if any). | IVORY COAST |
b. LEI (if any) of issuer. (1) | 254900ICW11T82O6H590 |
c. Title of the issue or description of the investment. | Ivory Coast Government International Bond |
d. CUSIP (if any). | 221625AL0 |
At least one of the following other identifiers: |
- ISIN | US221625AL02 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BPBFX09 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 1350000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1431240.30000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.153211920317 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
COTE D'IVOIRE
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-07-23 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.37500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 124 |
a. Name of issuer (if any). | OMAN GOV INTERNTL BOND |
b. LEI (if any) of issuer. (1) | 549300SZ20F0QTKNQC75 |
c. Title of the issue or description of the investment. | Oman Government International Bond |
d. CUSIP (if any). | 682051AH0 |
At least one of the following other identifiers: |
- ISIN | US682051AH04 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BFWMB49 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 9000000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 9203364.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.985204980480 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
OMAN
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2028-01-17 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.62500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 125 |
a. Name of issuer (if any). | RUSSIA GOVT BOND - OFZ |
b. LEI (if any) of issuer. (1) | 5493004EHVGF71PDBU58 |
c. Title of the issue or description of the investment. | Russian Federal Bond - OFZ |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | RU000A0JTJL3 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B8X9HQ4 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 964000000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Russia Ruble
|
e. Value. (4) | 13696273.17000000 |
f. Exchange rate. | 73.94625000 |
g. Percentage value compared to net assets of the Fund. | 1.466163518154 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
RUSSIAN FEDERATION
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-01-25 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 7.00000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 126 |
a. Name of issuer (if any). | ENA MASTER TRUST |
b. LEI (if any) of issuer. (1) | 549300CBCHB6Q73VG753 |
c. Title of the issue or description of the investment. | ENA Master Trust |
d. CUSIP (if any). | 29249BAA3 |
At least one of the following other identifiers: |
- ISIN | US29249BAA35 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMFHW47 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 2850000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3074437.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.329113478199 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
PANAMA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2048-05-19 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.00000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 127 |
a. Name of issuer (if any). | IVORY COAST |
b. LEI (if any) of issuer. (1) | 254900ICW11T82O6H590 |
c. Title of the issue or description of the investment. | Ivory Coast Government International Bond |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | XS1632632037 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BYW6508 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 3540000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3998426.46000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.428024976788 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
COTE D'IVOIRE
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2033-06-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.12500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 128 |
a. Name of issuer (if any). | REPUBLIC OF PARAGUAY |
b. LEI (if any) of issuer. (1) | 529900UXKJTJPCU0HK83 |
c. Title of the issue or description of the investment. | Paraguay Government International Bond |
d. CUSIP (if any). | 699149AJ9 |
At least one of the following other identifiers: |
- ISIN | US699149AJ91 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BLF0C94 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 3950000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4794352.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.513227496877 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
PARAGUAY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2031-04-28 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.95000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 129 |
a. Name of issuer (if any). | PROVINCIA DE BUENOS AIRE |
b. LEI (if any) of issuer. (1) | 549300L6AYROPOTQ4L07 |
c. Title of the issue or description of the investment. | Provincia de Buenos Aires/Government Bonds |
d. CUSIP (if any). | 744080AK8 |
At least one of the following other identifiers: |
- ISIN | XS1380327368 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BZ3SZT9 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 3500000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1465625.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.156892745904 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
ARGENTINA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-03-16 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 9.12500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 130 |
a. Name of issuer (if any). | COSTA RICA GOVERNMENT |
b. LEI (if any) of issuer. (1) | 549300S1EK2VN6XVJP58 |
c. Title of the issue or description of the investment. | Costa Rica Government International Bond |
d. CUSIP (if any). | 221597BV8 |
At least one of the following other identifiers: |
- ISIN | US221597BV86 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BWBQQC4 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 4200000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3911292.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.418697376145 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
COSTA RICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2045-03-12 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 7.15800000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 131 |
a. Name of issuer (if any). | J.P. MORGAN SECURITIES LLC |
b. LEI (if any) of issuer. (1) | ZBUT11V806EZRVTWT807 |
c. Title of the issue or description of the investment. | J.P. MORGAN SECURITIES LLC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | RP835309 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -21775937.50000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -21775937.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -2.33107829698 |
a. Payoff profile. (5) | ☐ Long ☒ Short ☐ N/A |
a. Asset type. (6) |
Repurchase agreement
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
a. Transaction category. (18) | ☐ Repurchase ☒ Reverse repurchase |
b. Counterparty. |
i. Cleared by central counterparty? If Yes, provide the name of the central counterparty. | ☐ Yes ☒ No |
ii. If No, provide the name and LEI (if any) of counterparty. |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | J.P. MORGAN SECURITIES LLC | ZBUT11V806EZRVTWT807 |
c. Tri-party? | ☐ Yes ☒ No |
d. Repurchase rate. | 1.40000000 |
e. Maturity date. | 2042-01-17 |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). (19) |
Repurchase Collateral Record | Principal amount | Principal ISO currency code | Value of collateral | Collateral ISO currency code | Category of investments (20) |
---|---|---|---|---|---|
#1 | 20000000.00000000 | United States Dollar | 25878570.00000000 | United States Dollar | |
#2 | 149917.00000000 | United States Dollar | 149917.00000000 | United States Dollar |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 132 |
a. Name of issuer (if any). | ORBIA ADVANCE CORP SAB |
b. LEI (if any) of issuer. (1) | 549300MVHZ20SBIOEQ79 |
c. Title of the issue or description of the investment. | Orbia Advance Corp SAB de CV |
d. CUSIP (if any). | 59284BAB4 |
At least one of the following other identifiers: |
- ISIN | US59284BAB45 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B7Z5W91 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 2101000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2239140.75000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.239696334828 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
MEXICO
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2022-09-19 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.87500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 133 |
a. Name of issuer (if any). | ENEL CHILE SA |
b. LEI (if any) of issuer. (1) | 549300YM5CWCAUVOPB53 |
c. Title of the issue or description of the investment. | Enel Chile SA |
d. CUSIP (if any). | 29278DAA3 |
At least one of the following other identifiers: |
- ISIN | US29278DAA37 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BF5C4C5 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 5150000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6077000.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.650532855853 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
CHILE
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2028-06-12 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.87500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 134 |
a. Name of issuer (if any). | REPUBLIC OF EL SALVADOR |
b. LEI (if any) of issuer. (1) | 529900AKDMUSFSDOM949 |
c. Title of the issue or description of the investment. | El Salvador Government International Bond |
d. CUSIP (if any). | 283875BZ4 |
At least one of the following other identifiers: |
- ISIN | US283875BZ44 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BJBLT29 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 3200000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2872000.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.307442876750 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
EL SALVADOR
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2050-01-20 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 7.12460000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 135 |
a. Name of issuer (if any). | LETRA TESOURO NACIONAL |
b. LEI (if any) of issuer. (1) | 254900ZFY40OYEADAP90 |
c. Title of the issue or description of the investment. | Brazil Letras do Tesouro Nacional |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | BRSTNCLTN7S1 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BL1GQH2 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 38133000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Brazil Real
|
e. Value. (4) | 6288402.01000000 |
f. Exchange rate. | 5.19420000 |
g. Percentage value compared to net assets of the Fund. | 0.673163093355 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
BRAZIL
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-01-01 |
b. Coupon. |
i. Coupon category. (13) | None |
ii. Annualized rate. | 0.00000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 136 |
a. Name of issuer (if any). | Bank of America, National Association |
b. LEI (if any) of issuer. (1) | B4TYDEB6GKMZO031MB27 |
c. Title of the issue or description of the investment. | USD/RUB FORWARD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | N/A |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | C012UI25JXPDUDCD |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | 1.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -159203.72000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01704249640 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-foreign exchange
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Forward
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Bank of America, National Association | B4TYDEB6GKMZO031MB27 |
i. Amount and description of currency sold. |
Amount of currency sold. | -293536700.00000000 |
Description of currency sold. |
Russia Ruble
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 3800000.00000000 |
Description of currency purchased. |
United States Dollar
|
iii. Settlement date. | 2021-01-25 |
iv. Unrealized appreciation or depreciation. (24) | -159203.72000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 137 |
a. Name of issuer (if any). | CHINA AOYUAN GROUP LTD |
b. LEI (if any) of issuer. (1) | 549300YSOKQO5QD6MP25 |
c. Title of the issue or description of the investment. | China Aoyuan Group Ltd |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | XS1876052025 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BDRNKC4 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 4000000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4088000.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.437613676934 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
CAYMAN ISLANDS
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2021-09-07 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 7.95000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 138 |
a. Name of issuer (if any). | REPUBLIC OF SENEGAL |
b. LEI (if any) of issuer. (1) | 549300NP14ZLQGWIUZ97 |
c. Title of the issue or description of the investment. | Senegal Government International Bond |
d. CUSIP (if any). | 81720TAD7 |
At least one of the following other identifiers: |
- ISIN | US81720TAD72 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BF4JKV8 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 1650000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1820227.20000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.194852328240 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
SENEGAL
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2048-03-13 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.75000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 139 |
a. Name of issuer (if any). | PHOSAGRO(PHOS BOND FUND) |
b. LEI (if any) of issuer. (1) | 635400F8A3KGJIIBIK95 |
c. Title of the issue or description of the investment. | Phosagro OAO Via Phosagro Bond Funding DAC |
d. CUSIP (if any). | 71922LAA7 |
At least one of the following other identifiers: |
- ISIN | US71922LAA70 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BZ4DFM6 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 2779000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2848700.10000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.304948660773 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
IRELAND
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2021-11-03 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 3.95000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 140 |
a. Name of issuer (if any). | KAZMUNAYGAS NATIONAL CO |
b. LEI (if any) of issuer. (1) | 2138001H1M69RFJCSH88 |
c. Title of the issue or description of the investment. | KazMunayGas National Co JSC |
d. CUSIP (if any). | 48667QAN5 |
At least one of the following other identifiers: |
- ISIN | US48667QAN51 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BZ0X445 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 5160000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5998887.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.642170987666 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
KAZAKHSTAN
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2027-04-19 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.75000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 141 |
a. Name of issuer (if any). | REPUBLIC OF SENEGAL |
b. LEI (if any) of issuer. (1) | 549300NP14ZLQGWIUZ97 |
c. Title of the issue or description of the investment. | Senegal Government International Bond |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | XS1790105180 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BF4JKR4 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 4800000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 6267856.13000000 |
f. Exchange rate. | 0.81856505 |
g. Percentage value compared to net assets of the Fund. | 0.670963690690 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
SENEGAL
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2028-03-13 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.75000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 142 |
a. Name of issuer (if any). | REPUBLIC OF SRI LANKA |
b. LEI (if any) of issuer. (1) | 254900HXCCIOHM74FA02 |
c. Title of the issue or description of the investment. | Sri Lanka Government International Bond |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | USY8137FAF54 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BD0G4F1 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 2400000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1392432.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.149057555626 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
SRI LANKA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-07-18 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.82500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 143 |
a. Name of issuer (if any). | PETROBRAS GLOBAL FINANCE |
b. LEI (if any) of issuer. (1) | 549300FNENFFSMO3GT38 |
c. Title of the issue or description of the investment. | Petrobras Global Finance BV |
d. CUSIP (if any). | 71647NAS8 |
At least one of the following other identifiers: |
- ISIN | US71647NAS80 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BD8PKY1 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 5600000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6941704.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.743097996973 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
NETHERLANDS
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2027-01-17 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 7.37500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 144 |
a. Name of issuer (if any). | UKRAINE GOVERNMENT |
b. LEI (if any) of issuer. (1) | 6354001WLTJXOMEXPY07 |
c. Title of the issue or description of the investment. | Ukraine Government International Bond |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | XS2010033186 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BL3GRL1 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 2000000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 2343149.13000000 |
f. Exchange rate. | 0.81856505 |
g. Percentage value compared to net assets of the Fund. | 0.250830260857 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UKRAINE
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2030-01-27 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.37500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 145 |
a. Name of issuer (if any). | PETROLEOS DEL PERU SA |
b. LEI (if any) of issuer. (1) | 549300ZMGDLC9JT2OR80 |
c. Title of the issue or description of the investment. | Petroleos del Peru SA |
d. CUSIP (if any). | 716564AA7 |
At least one of the following other identifiers: |
- ISIN | US716564AA72 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BZ03070 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 10800000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 12468600.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.334743124320 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
PERU
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2032-06-19 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.75000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 146 |
a. Name of issuer (if any). | EMPRESA DE TRANSPORTE ME |
b. LEI (if any) of issuer. (1) | 959800T4M5QUPYMSCH69 |
c. Title of the issue or description of the investment. | Empresa de Transporte de Pasajeros Metro SA |
d. CUSIP (if any). | 29246QAE5 |
At least one of the following other identifiers: |
- ISIN | US29246QAE52 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BM9D0S1 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 4000000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5040520.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.539579376433 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
CHILE
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2050-05-07 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.70000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 147 |
a. Name of issuer (if any). | BNQ CEN TUNISIA INT BOND |
b. LEI (if any) of issuer. (1) | 254900B5LFB16S9T2T11 |
c. Title of the issue or description of the investment. | Banque Centrale de Tunisie International Bond |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | XS1175223699 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BVRZKH1 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 3760000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3440684.93000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.368319663255 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
TUNISIA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-01-30 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.75000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 148 |
a. Name of issuer (if any). | INVERSIONES CMPC CI |
b. LEI (if any) of issuer. (1) | 549300G475ACIABB4385 |
c. Title of the issue or description of the investment. | Inversiones CMPC SA/Cayman Islands Branch |
d. CUSIP (if any). | 46131NAD6 |
At least one of the following other identifiers: |
- ISIN | US46131NAD66 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B563256 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 2350000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2452260.25000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.262510426810 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
CHILE
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2022-04-25 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.50000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 149 |
a. Name of issuer (if any). | REPUBLIC OF ANGOLA |
b. LEI (if any) of issuer. (1) | 549300QHR2R3J8JSGK83 |
c. Title of the issue or description of the investment. | Angolan Government International Bond |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | XS2083302500 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BKWCW07 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 3000000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2778750.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.297460617607 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
ANGOLA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2049-11-26 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 9.12500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 150 |
a. Name of issuer (if any). | REPUBLIC OF PHILIPPINES |
b. LEI (if any) of issuer. (1) | 529900RAHBALMYIJ3T08 |
c. Title of the issue or description of the investment. | Philippine Government International Bond |
d. CUSIP (if any). | 718286BZ9 |
At least one of the following other identifiers: |
- ISIN | US718286BZ91 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BV8NTQ6 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 4600000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5485803.19000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.587246209616 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
PHILIPPINES
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2040-01-20 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 3.95000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 151 |
a. Name of issuer (if any). | REPUBLIC OF ARGENTINA |
b. LEI (if any) of issuer. (1) | 549300KPBYGYF7HCHO27 |
c. Title of the issue or description of the investment. | Argentine Bonos del Tesoro |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | ARARGE4502J2 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BYNF407 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 82130000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Argentina Peso
|
e. Value. (4) | 258478.78000000 |
f. Exchange rate. | 143.78960000 |
g. Percentage value compared to net assets of the Fund. | 0.027669728308 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
ARGENTINA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-10-17 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 16.00000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 152 |
a. Name of issuer (if any). | REPUBLIC OF ECUADOR |
b. LEI (if any) of issuer. (1) | 5299003Y2U5XK0A35H71 |
c. Title of the issue or description of the investment. | Ecuador Government International Bond |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | XS2214238102 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMGR2B3 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 4244940.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2732680.13000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.292528913790 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
ECUADOR
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2030-07-31 |
b. Coupon. |
i. Coupon category. (13) | Variable |
ii. Annualized rate. | 0.50000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 153 |
a. Name of issuer (if any). | ULTRAPAR INTERNATIONL SA |
b. LEI (if any) of issuer. (1) | 222100CXHWBP3H3SK244 |
c. Title of the issue or description of the investment. | Ultrapar International SA |
d. CUSIP (if any). | 90401CAA7 |
At least one of the following other identifiers: |
- ISIN | US90401CAA71 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BDB48F2 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 3190000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3560263.30000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.381120331107 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
LUXEMBOURG
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-10-06 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.25000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 154 |
a. Name of issuer (if any). | REPUBLIC OF KAZAKHSTAN |
b. LEI (if any) of issuer. (1) | 5493007OEK8EF02UO833 |
c. Title of the issue or description of the investment. | Kazakhstan Government International Bond |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | XS1120709669 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRJ3KR5 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 9890000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 11013968.83000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.179027249837 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
KAZAKHSTAN
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-10-14 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 3.87500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 155 |
a. Name of issuer (if any). | OLEODUCTO CENTRAL SA |
b. LEI (if any) of issuer. (1) | 254900W4CPYCQFVH5E92 |
c. Title of the issue or description of the investment. | Oleoducto Central SA |
d. CUSIP (if any). | 680617AC1 |
At least one of the following other identifiers: |
- ISIN | US680617AC18 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BN4CG48 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 7400000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 8040174.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.860687403945 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
COLOMBIA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2027-07-14 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.00000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 156 |
a. Name of issuer (if any). | REPUBLIC OF ARGENTINA |
b. LEI (if any) of issuer. (1) | 549300KPBYGYF7HCHO27 |
c. Title of the issue or description of the investment. | Argentine Republic Government International Bond |
d. CUSIP (if any). | 040114HT0 |
At least one of the following other identifiers: |
- ISIN | US040114HT09 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BNC1788 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 6023951.90400000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2210790.35000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.236661471133 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
ARGENTINA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2035-07-09 |
b. Coupon. |
i. Coupon category. (13) | Variable |
ii. Annualized rate. | 0.12500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 157 |
a. Name of issuer (if any). | RUSSIAN FEDERATION |
b. LEI (if any) of issuer. (1) | 5493004EHVGF71PDBU58 |
c. Title of the issue or description of the investment. | Russian Foreign Bond - Eurobond |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | XS0114288789 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 4230814 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 13708035.01000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 15943404.28000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.706715207881 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
RUSSIAN FEDERATION
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2030-03-31 |
b. Coupon. |
i. Coupon category. (13) | Variable |
ii. Annualized rate. | 7.50000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 158 |
a. Name of issuer (if any). | REPUBLIC OF TURKEY |
b. LEI (if any) of issuer. (1) | 5493000PCHOG3B6S3Q85 |
c. Title of the issue or description of the investment. | Turkey Government International Bond |
d. CUSIP (if any). | 900123CJ7 |
At least one of the following other identifiers: |
- ISIN | US900123CJ75 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BVYNZS4 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 5400000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5366752.20000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.574501996926 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
TURKEY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-04-14 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.25000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 159 |
a. Name of issuer (if any). | COUNTRY GARDEN HLDGS |
b. LEI (if any) of issuer. (1) | 549300MGHLPT1EFHGF84 |
c. Title of the issue or description of the investment. | Country Garden Holdings Co Ltd |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | XS1637076164 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BDZ7S91 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 10000000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 10240000.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.096175159443 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
CAYMAN ISLANDS
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2022-07-25 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.75000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 160 |
a. Name of issuer (if any). | EUROPEAN BK RECON & DEV |
b. LEI (if any) of issuer. (1) | 549300HTGDOVDU6OGK19 |
c. Title of the issue or description of the investment. | European Bank for Reconstruction & Development |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | XS1734550897 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BF2QTC5 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 134803200000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Indonesia Rupiah
|
e. Value. (4) | 9994625.87000000 |
f. Exchange rate. | 14050.00000000 |
g. Percentage value compared to net assets of the Fund. | 1.069908262365 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) | N/A |
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2022-12-13 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.45000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 161 |
a. Name of issuer (if any). | MEGLOBAL CANADA ULC |
b. LEI (if any) of issuer. (1) | 635400MHHHT7LMKMQL03 |
c. Title of the issue or description of the investment. | MEGlobal Canada ULC |
d. CUSIP (if any). | 58518N2A9 |
At least one of the following other identifiers: |
- ISIN | US58518N2A93 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMFH571 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 4100000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5125000.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.548622821498 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
CANADA (FEDERAL LEVEL)
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2030-05-18 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.87500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 162 |
a. Name of issuer (if any). | REPUBLIC OF NIGERIA |
b. LEI (if any) of issuer. (1) | 549300GSBZD84TNEQ285 |
c. Title of the issue or description of the investment. | Nigeria Government International Bond |
d. CUSIP (if any). | 65412JAJ2 |
At least one of the following other identifiers: |
- ISIN | US65412JAJ25 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BFY66X3 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 3000000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3456393.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.370001186315 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
NIGERIA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-11-21 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 7.62500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 163 |
a. Name of issuer (if any). | PROVINCIA DE BUENOS AIRE |
b. LEI (if any) of issuer. (1) | 549300L6AYROPOTQ4L07 |
c. Title of the issue or description of the investment. | Provincia de Buenos Aires/Government Bonds |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | XS1244682487 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BYZFYL6 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 3400000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1411000.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.151045229489 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
ARGENTINA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2021-06-09 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 9.95000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 164 |
a. Name of issuer (if any). | REPUBLIC OF SRI LANKA |
b. LEI (if any) of issuer. (1) | 254900HXCCIOHM74FA02 |
c. Title of the issue or description of the investment. | Sri Lanka Government International Bond |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | USY2029SAH77 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B744FZ6 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 2460000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1714177.20000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.183499850148 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
SRI LANKA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2022-07-25 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.87500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 165 |
a. Name of issuer (if any). | REPUBLIC OF NIGERIA |
b. LEI (if any) of issuer. (1) | 549300GSBZD84TNEQ285 |
c. Title of the issue or description of the investment. | Nigeria Government International Bond |
d. CUSIP (if any). | 65412JAA1 |
At least one of the following other identifiers: |
- ISIN | US65412JAA16 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BYQ2MJ0 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 1890000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2084065.20000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.223095752236 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
NIGERIA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2032-02-16 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 7.87500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 166 |
a. Name of issuer (if any). | SOUTHERN COPPER CORP |
b. LEI (if any) of issuer. (1) | 2549007U6NAP46Q9TU15 |
c. Title of the issue or description of the investment. | Southern Copper Corp |
d. CUSIP (if any). | 84265VAE5 |
At least one of the following other identifiers: |
- ISIN | US84265VAE56 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B57GT08 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 5490000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 8273706.37000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.885686660090 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2040-04-16 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.75000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 167 |
a. Name of issuer (if any). | VEON HOLDINGS BV |
b. LEI (if any) of issuer. (1) | 5493000XDKGUH5NQGE22 |
c. Title of the issue or description of the investment. | VEON Holdings BV |
d. CUSIP (if any). | 91823N2A0 |
At least one of the following other identifiers: |
- ISIN | US91823N2A05 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BLH34R3 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 7290000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 7498566.90000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.802709254609 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
NETHERLANDS
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2027-11-25 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 3.37500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 168 |
a. Name of issuer (if any). | ABU DHABI GOVT INT'L |
b. LEI (if any) of issuer. (1) | 213800FER4348CINTA77 |
c. Title of the issue or description of the investment. | Abu Dhabi Government International Bond |
d. CUSIP (if any). | 29135LAN0 |
At least one of the following other identifiers: |
- ISIN | US29135LAN01 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMZMQY0 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 4300000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4023101.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.430666399240 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED ARAB EMIRATES
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2070-09-02 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 2.70000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 169 |
a. Name of issuer (if any). | REPUBLIC OF EL SALVADOR |
b. LEI (if any) of issuer. (1) | 529900AKDMUSFSDOM949 |
c. Title of the issue or description of the investment. | El Salvador Government International Bond |
d. CUSIP (if any). | 283875AS1 |
At least one of the following other identifiers: |
- ISIN | US283875AS10 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BQT47R0 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 6380000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6053088.80000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.647973201217 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
EL SALVADOR
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2027-01-18 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.37500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 170 |
a. Name of issuer (if any). | OJSC RUSS AGRIC BK(RSHB) |
b. LEI (if any) of issuer. (1) | 549300HJLYSVPSG9BG79 |
c. Title of the issue or description of the investment. | Russian Agricultural Bank OJSC Via RSHB Capital SA |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | XS0979891925 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BFMFN53 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 16770000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 18970056.30000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 2.030713329033 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
LUXEMBOURG
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-10-16 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 8.50000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 171 |
a. Name of issuer (if any). | REPUBLIC OF ECUADOR |
b. LEI (if any) of issuer. (1) | 5299003Y2U5XK0A35H71 |
c. Title of the issue or description of the investment. | Ecuador Government International Bond |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | XS2214238524 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMGR2F7 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 14164438.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 7737465.90000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.828282999670 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
ECUADOR
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2035-07-31 |
b. Coupon. |
i. Coupon category. (13) | Variable |
ii. Annualized rate. | 0.50000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 172 |
a. Name of issuer (if any). | SOCIEDAD QUIMICA Y MINER |
b. LEI (if any) of issuer. (1) | TJ88LXZZW5PWIN93ZC81 |
c. Title of the issue or description of the investment. | Sociedad Quimica y Minera de Chile SA |
d. CUSIP (if any). | 833636AJ2 |
At least one of the following other identifiers: |
- ISIN | US833636AJ21 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BKRZ836 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 2100000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2409750.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.257959774459 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
CHILE
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2050-01-22 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.25000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 173 |
a. Name of issuer (if any). | TURK IHRACAT KR BK |
b. LEI (if any) of issuer. (1) | 789000JVRVYLAXGDWR11 |
c. Title of the issue or description of the investment. | Turkiye Ihracat Kredi Bankasi AS |
d. CUSIP (if any). | 90015LAC1 |
At least one of the following other identifiers: |
- ISIN | US90015LAC19 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BDR55L4 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 2000000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1992510.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.213294918646 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
TURKEY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2022-09-18 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.25000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 174 |
a. Name of issuer (if any). | OMAN GOV INTERNTL BOND |
b. LEI (if any) of issuer. (1) | 549300SZ20F0QTKNQC75 |
c. Title of the issue or description of the investment. | Oman Government International Bond |
d. CUSIP (if any). | 68205LAB9 |
At least one of the following other identifiers: |
- ISIN | US68205LAB99 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BK77CY1 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 6000000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6207900.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.664545485577 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
OMAN
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2029-08-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.00000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 175 |
a. Name of issuer (if any). | KINGDOM OF MOROCCO |
b. LEI (if any) of issuer. (1) | 529900F3MBW9XY5K1X07 |
c. Title of the issue or description of the investment. | Morocco Government International Bond |
d. CUSIP (if any). | 617726AM6 |
At least one of the following other identifiers: |
- ISIN | US617726AM65 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMQ84B0 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 2400000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2482101.60000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.265704894251 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
MOROCCO
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2050-12-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.00000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 176 |
a. Name of issuer (if any). | NOTA DO TESOURO NACIONAL |
b. LEI (if any) of issuer. (1) | 254900ZFY40OYEADAP90 |
c. Title of the issue or description of the investment. | Brazil Notas do Tesouro Nacional Serie F |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | BRSTNCNTF1P8 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BYYCKC1 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 2163000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Brazil Real
|
e. Value. (4) | 491991.51000000 |
f. Exchange rate. | 5.19420000 |
g. Percentage value compared to net assets of the Fund. | 0.052666882023 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
BRAZIL
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2027-01-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 10.00000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 177 |
a. Name of issuer (if any). | J.P. MORGAN SECURITIES LLC |
b. LEI (if any) of issuer. (1) | ZBUT11V806EZRVTWT807 |
c. Title of the issue or description of the investment. | USD/BRL FORWARD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | N/A |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | C010I001BIYHALJO |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | 1.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -1047750.70000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.11215998931 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-foreign exchange
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Forward
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | J.P. MORGAN SECURITIES LLC | ZBUT11V806EZRVTWT807 |
i. Amount and description of currency sold. |
Amount of currency sold. | -77480337.00000000 |
Description of currency sold. |
Brazil Real
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 13868712.66000000 |
Description of currency purchased. |
United States Dollar
|
iii. Settlement date. | 2021-01-15 |
iv. Unrealized appreciation or depreciation. (24) | -1047750.70000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 178 |
a. Name of issuer (if any). | CNAC HK FINBRIDGE CO LTD |
b. LEI (if any) of issuer. (1) | 549300US1UQ7R7WABI28 |
c. Title of the issue or description of the investment. | CNAC HK Finbridge Co Ltd |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | XS1788513494 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BFWJWS1 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 10700000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 11098109.87000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.188034409791 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
HONG KONG
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-03-14 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.62500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 179 |
a. Name of issuer (if any). | MILLICOM INTL CELLULAR |
b. LEI (if any) of issuer. (1) | 549300CTHC1CP86P2G96 |
c. Title of the issue or description of the investment. | Millicom International Cellular SA |
d. CUSIP (if any). | 600814AQ0 |
At least one of the following other identifiers: |
- ISIN | US600814AQ03 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BJQ1YH4 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 4710000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5309653.65000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.568389691052 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
LUXEMBOURG
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2029-03-25 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.25000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 180 |
a. Name of issuer (if any). | MEX BONOS DESARR FIX RT |
b. LEI (if any) of issuer. (1) | 254900EGTWEU67VP6075 |
c. Title of the issue or description of the investment. | Mexican Bonos |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | MX0MGO0000R8 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B7V21L1 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 83140000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Mexico Peso
|
e. Value. (4) | 4816099.51000000 |
f. Exchange rate. | 19.89950000 |
g. Percentage value compared to net assets of the Fund. | 0.515555532057 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
MEXICO
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2042-11-13 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 7.75000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 181 |
a. Name of issuer (if any). | J.P. MORGAN SECURITIES LLC |
b. LEI (if any) of issuer. (1) | ZBUT11V806EZRVTWT807 |
c. Title of the issue or description of the investment. | IDR/USD FORWARD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | N/A |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | C010HJ53DLORJBAR |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | 1.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -1254227.28000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.13426296763 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-foreign exchange
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Forward
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | J.P. MORGAN SECURITIES LLC | ZBUT11V806EZRVTWT807 |
i. Amount and description of currency sold. |
Amount of currency sold. | -306458572494.00000000 |
Description of currency sold. |
Indonesia Rupiah
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 20527436.63000000 |
Description of currency purchased. |
United States Dollar
|
iii. Settlement date. | 2021-01-15 |
iv. Unrealized appreciation or depreciation. (24) | -1254227.28000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 182 |
a. Name of issuer (if any). | ROMANIA |
b. LEI (if any) of issuer. (1) | 315700IASY927EDWBK92 |
c. Title of the issue or description of the investment. | Romanian Government International Bond |
d. CUSIP (if any). | 77586RAD2 |
At least one of the following other identifiers: |
- ISIN | US77586RAD26 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BJ3VGQ0 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 1570000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1755952.37000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.187971813394 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
ROMANIA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-01-22 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.87500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 183 |
a. Name of issuer (if any). | REPUBLIC OF PARAGUAY |
b. LEI (if any) of issuer. (1) | 529900UXKJTJPCU0HK83 |
c. Title of the issue or description of the investment. | Paraguay Government International Bond |
d. CUSIP (if any). | 699149AH3 |
At least one of the following other identifiers: |
- ISIN | US699149AH36 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BJDQ2F6 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 1910000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2423331.60000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.259413662403 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
PARAGUAY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2050-03-30 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.40000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 184 |
a. Name of issuer (if any). | REPUBLIC OF VENEZUELA |
b. LEI (if any) of issuer. (1) | 529900XM8PJTJK5OJI77 |
c. Title of the issue or description of the investment. | Venezuela Government International Bond |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | USP97475AN08 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B4W0DJ5 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 22130000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2146610.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.229791070216 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
VENEZUELA (BOLIVARIAN REPUBLIC OF)
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2019-10-13 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 7.75000000 |
c. Currently in default? | ☒ Yes ☐ No |
d. Are there any interest payments in arrears? (14) | ☒ Yes ☐ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 185 |
a. Name of issuer (if any). | REPUBLIC OF PANAMA |
b. LEI (if any) of issuer. (1) | 549300SHS4T08CL0LP14 |
c. Title of the issue or description of the investment. | Panama Government International Bond |
d. CUSIP (if any). | 698299AK0 |
At least one of the following other identifiers: |
- ISIN | US698299AK07 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B849NX2 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 910000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1420573.70000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.152070078329 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
PANAMA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2029-04-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 9.37500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 186 |
a. Name of issuer (if any). | REPUBLIC OF ECUADOR |
b. LEI (if any) of issuer. (1) | 5299003Y2U5XK0A35H71 |
c. Title of the issue or description of the investment. | Ecuador Government International Bond |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | XS2214239688 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMGR2M4 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 1010708.60000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 483876.74000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.051798209240 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
ECUADOR
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2030-07-31 |
b. Coupon. |
i. Coupon category. (13) | None |
ii. Annualized rate. | 0.00000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 187 |
a. Name of issuer (if any). | TC ZIRAAT BANKASI AS |
b. LEI (if any) of issuer. (1) | 213800K5KTZFSUS8MR51 |
c. Title of the issue or description of the investment. | TC Ziraat Bankasi AS |
d. CUSIP (if any). | 90014TAC5 |
At least one of the following other identifiers: |
- ISIN | US90014TAC53 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BF8NVP7 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 10810000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 10845835.15000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.161028815903 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
TURKEY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-09-29 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.12500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 188 |
a. Name of issuer (if any). | REPUBLIC OF ARMENIA |
b. LEI (if any) of issuer. (1) | 5299000H77JSW90G7935 |
c. Title of the issue or description of the investment. | Republic of Armenia International Bond |
d. CUSIP (if any). | 042207AC4 |
At least one of the following other identifiers: |
- ISIN | US042207AC41 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BKBQB47 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 7700000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 7804335.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.835441226853 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
ARMENIA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2029-09-26 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 3.95000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 189 |
a. Name of issuer (if any). | REPUBLIC OF SRI LANKA |
b. LEI (if any) of issuer. (1) | 254900HXCCIOHM74FA02 |
c. Title of the issue or description of the investment. | Sri Lanka Government International Bond |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | USY8137FAH11 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BD3N0V7 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 2630000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1511040.20000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.161754368375 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
SRI LANKA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2027-05-11 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.20000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 190 |
a. Name of issuer (if any). | SHINHAN BANK |
b. LEI (if any) of issuer. (1) | 5493003P813VL21KG928 |
c. Title of the issue or description of the investment. | Shinhan Bank Co Ltd |
d. CUSIP (if any). | 82460CAJ3 |
At least one of the following other identifiers: |
- ISIN | US82460CAJ36 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BD0QFY7 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 1260000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1405720.92000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.150480112657 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
KOREA (THE REPUBLIC OF)
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-03-24 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 3.87500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 191 |
a. Name of issuer (if any). | SUZANO AUSTRIA GMBH |
b. LEI (if any) of issuer. (1) | 254900287ZNSGVP1R341 |
c. Title of the issue or description of the investment. | Suzano Austria GmbH |
d. CUSIP (if any). | 05674XAA9 |
At least one of the following other identifiers: |
- ISIN | US05674XAA90 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BYP5W01 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 3450000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4053784.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.433950963929 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
AUSTRIA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-07-14 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.75000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 192 |
a. Name of issuer (if any). | GRUPO TELEVISA SAB |
b. LEI (if any) of issuer. (1) | 549300O4AF0C816ILN62 |
c. Title of the issue or description of the investment. | Grupo Televisa SAB |
d. CUSIP (if any). | 40049JAZ0 |
At least one of the following other identifiers: |
- ISIN | US40049JAZ03 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B51YP22 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 1480000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2079203.75000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.222575342008 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
MEXICO
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2040-01-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.62500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 193 |
a. Name of issuer (if any). | SOUTHERN COPPER CORP |
b. LEI (if any) of issuer. (1) | 2549007U6NAP46Q9TU15 |
c. Title of the issue or description of the investment. | Southern Copper Corp |
d. CUSIP (if any). | 84265VAA3 |
At least one of the following other identifiers: |
- ISIN | US84265VAA35 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B0W5M84 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 310000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 473971.51000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.050737870658 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2035-07-27 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 7.50000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 194 |
a. Name of issuer (if any). | J.P. MORGAN SECURITIES LLC |
b. LEI (if any) of issuer. (1) | ZBUT11V806EZRVTWT807 |
c. Title of the issue or description of the investment. | J.P. MORGAN SECURITIES LLC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | RP835404 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -11344254.74000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -11344254.74000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -1.21438381331 |
a. Payoff profile. (5) | ☐ Long ☒ Short ☐ N/A |
a. Asset type. (6) |
Repurchase agreement
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
a. Transaction category. (18) | ☐ Repurchase ☒ Reverse repurchase |
b. Counterparty. |
i. Cleared by central counterparty? If Yes, provide the name of the central counterparty. | ☐ Yes ☒ No |
ii. If No, provide the name and LEI (if any) of counterparty. |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | J.P. MORGAN SECURITIES LLC | ZBUT11V806EZRVTWT807 |
c. Tri-party? | ☐ Yes ☒ No |
d. Repurchase rate. | 0.80000000 |
e. Maturity date. | 2025-07-21 |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). (19) |
Repurchase Collateral Record | Principal amount | Principal ISO currency code | Value of collateral | Collateral ISO currency code | Category of investments (20) |
---|---|---|---|---|---|
#1 | 78100.00000000 | United States Dollar | 78100.00000000 | United States Dollar | |
#2 | 10300000.00000000 | United States Dollar | 13221646.50000000 | United States Dollar |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 195 |
a. Name of issuer (if any). | DOMINICAN REPUBLIC |
b. LEI (if any) of issuer. (1) | 254900EHU7Q8FGVPI369 |
c. Title of the issue or description of the investment. | Dominican Republic International Bond |
d. CUSIP (if any). | 25714PDZ8 |
At least one of the following other identifiers: |
- ISIN | US25714PDZ80 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BF4P3P1 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 7300000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 8750948.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.936774591716 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
DOMINICAN REPUBLIC
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2028-07-19 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.00000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 196 |
a. Name of issuer (if any). | DOMINICAN REPUBLIC |
b. LEI (if any) of issuer. (1) | 254900EHU7Q8FGVPI369 |
c. Title of the issue or description of the investment. | Dominican Republic International Bond |
d. CUSIP (if any). | 25714PCW6 |
At least one of the following other identifiers: |
- ISIN | US25714PCW68 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BVGCM00 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 4200000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5139792.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.550206280772 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
DOMINICAN REPUBLIC
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2045-01-27 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.85000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 197 |
a. Name of issuer (if any). | J.P. MORGAN SECURITIES LLC |
b. LEI (if any) of issuer. (1) | ZBUT11V806EZRVTWT807 |
c. Title of the issue or description of the investment. | USD/MXN FORWARD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | N/A |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | C010HJ53EQFXLLFG |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | 1.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -1219333.54000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.13052765015 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-foreign exchange
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Forward
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | J.P. MORGAN SECURITIES LLC | ZBUT11V806EZRVTWT807 |
i. Amount and description of currency sold. |
Amount of currency sold. | -304569267.00000000 |
Description of currency sold. |
Mexico Peso
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 14059422.38000000 |
Description of currency purchased. |
United States Dollar
|
iii. Settlement date. | 2021-01-15 |
iv. Unrealized appreciation or depreciation. (24) | -1219333.54000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 198 |
a. Name of issuer (if any). | SINOPEC GRP OVERSEAS DEV |
b. LEI (if any) of issuer. (1) | 5493001IPW8ZGQ181Z16 |
c. Title of the issue or description of the investment. | Sinopec Group Overseas Development 2017 Ltd |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | USG8201NAJ12 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BD5ZWV5 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 10060000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 11900929.70000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.273974952287 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
VIRGIN ISLANDS (BRITISH)
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2047-09-13 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.00000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 199 |
a. Name of issuer (if any). | PETROLEOS MEXICANOS |
b. LEI (if any) of issuer. (1) | 549300CAZKPF4HKMPX17 |
c. Title of the issue or description of the investment. | Petroleos Mexicanos |
d. CUSIP (if any). | 71654QDD1 |
At least one of the following other identifiers: |
- ISIN | US71654QDD16 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMYVTL6 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 4930000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4979300.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.533025876114 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
MEXICO
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2050-01-23 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 7.69000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 200 |
a. Name of issuer (if any). | BBVA COLOMBIA SA |
b. LEI (if any) of issuer. (1) | 5493009W53901OCHI065 |
c. Title of the issue or description of the investment. | Banco Bilbao Vizcaya Argentaria Colombia SA |
d. CUSIP (if any). | 05890JAA8 |
At least one of the following other identifiers: |
- ISIN | US05890JAA88 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BWXS929 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 2450000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2658887.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.284629480582 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
COLOMBIA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-04-21 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.87500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 201 |
a. Name of issuer (if any). | REPUBLIC OF INDONESIA |
b. LEI (if any) of issuer. (1) | 529900FWX0GRR7WG5W79 |
c. Title of the issue or description of the investment. | Indonesia Government International Bond |
d. CUSIP (if any). | 455780CB0 |
At least one of the following other identifiers: |
- ISIN | US455780CB07 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BF41TL7 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 1920000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2411942.40000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.258194467274 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
INDONESIA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2047-07-18 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.75000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 202 |
a. Name of issuer (if any). | REPUBLIC OF KENYA |
b. LEI (if any) of issuer. (1) | 549300VVURQQYU45PR87 |
c. Title of the issue or description of the investment. | Kenya Government International Bond |
d. CUSIP (if any). | 491798AG9 |
At least one of the following other identifiers: |
- ISIN | US491798AG90 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BDR5VK5 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 5300000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5959383.60000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.637942213663 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
KENYA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2028-02-28 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 7.25000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 203 |
a. Name of issuer (if any). | INDONESIA GOVERNMENT |
b. LEI (if any) of issuer. (1) | 529900FWX0GRR7WG5W79 |
c. Title of the issue or description of the investment. | Indonesia Treasury Bond |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | IDG000009507 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B4NPD22 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 131422000000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Indonesia Rupiah
|
e. Value. (4) | 10725216.22000000 |
f. Exchange rate. | 14050.00000000 |
g. Percentage value compared to net assets of the Fund. | 1.148116757814 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
INDONESIA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-09-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 8.37500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 204 |
a. Name of issuer (if any). | REPUBLIC OF PANAMA |
b. LEI (if any) of issuer. (1) | 549300SHS4T08CL0LP14 |
c. Title of the issue or description of the investment. | Panama Government International Bond |
d. CUSIP (if any). | 698299AW4 |
At least one of the following other identifiers: |
- ISIN | US698299AW45 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B0XNWS7 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 159000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 236799.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.025348997037 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
PANAMA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2036-01-26 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.70000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 205 |
a. Name of issuer (if any). | BONCER |
b. LEI (if any) of issuer. (1) | 549300KPBYGYF7HCHO27 |
c. Title of the issue or description of the investment. | Argentina Treasury Bond BONCER |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | ARARGE3208K5 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BKTZQX0 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 68607354.81257220 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Argentina Peso
|
e. Value. (4) | 482542.84000000 |
f. Exchange rate. | 143.78960000 |
g. Percentage value compared to net assets of the Fund. | 0.051655417438 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
ARGENTINA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2021-08-05 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 1.00000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 206 |
a. Name of issuer (if any). | REPUBLIC OF KENYA |
b. LEI (if any) of issuer. (1) | 549300VVURQQYU45PR87 |
c. Title of the issue or description of the investment. | Kenya Government International Bond |
d. CUSIP (if any). | 491798AJ3 |
At least one of the following other identifiers: |
- ISIN | US491798AJ30 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BK5XNB5 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 2310000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2551972.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.273184459187 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
KENYA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2027-05-22 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 7.00000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 207 |
a. Name of issuer (if any). | BANCO MERCANTIL DE NORTE |
b. LEI (if any) of issuer. (1) | 549300QTVYRPFHS0J362 |
c. Title of the issue or description of the investment. | Banco Mercantil del Norte SA/Grand Cayman |
d. CUSIP (if any). | 05962GAJ8 |
At least one of the following other identifiers: |
- ISIN | US05962GAJ85 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BYVX878 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 5900000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6703934.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.717645109506 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
MEXICO
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | N/A |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 7.62500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 208 |
a. Name of issuer (if any). | MILLICOM INTL CELLULAR |
b. LEI (if any) of issuer. (1) | 549300CTHC1CP86P2G96 |
c. Title of the issue or description of the investment. | Millicom International Cellular SA |
d. CUSIP (if any). | 600814AN7 |
At least one of the following other identifiers: |
- ISIN | US600814AN71 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BFB5M68 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 2650000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2820660.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.301947014183 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
LUXEMBOURG
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2028-01-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.12500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 209 |
a. Name of issuer (if any). | KINGDOM OF JORDAN |
b. LEI (if any) of issuer. (1) | 5493000JZ4MYPVMBVN50 |
c. Title of the issue or description of the investment. | Jordan Government International Bond |
d. CUSIP (if any). | 418097AG6 |
At least one of the following other identifiers: |
- ISIN | US418097AG67 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BZ026R9 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 440000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 490624.36000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.052520530864 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
JORDAN
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-01-29 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.12500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 210 |
a. Name of issuer (if any). | AVOLON HOLDINGS FNDG LTD |
b. LEI (if any) of issuer. (1) | 635400ZRKEX9L1BKCH30 |
c. Title of the issue or description of the investment. | Avolon Holdings Funding Ltd |
d. CUSIP (if any). | 05401AAL5 |
At least one of the following other identifiers: |
- ISIN | US05401AAL52 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BN4MRX4 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 1820000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1962644.87000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.210097905596 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
CAYMAN ISLANDS
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-04-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.25000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 211 |
a. Name of issuer (if any). | REPUBLIC OF SOUTH AFRICA |
b. LEI (if any) of issuer. (1) | 378900AAFB4F17004C49 |
c. Title of the issue or description of the investment. | Republic of South Africa Government Bond |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | ZAG000107012 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BFDTGL1 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 81280000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
South Africa Rand
|
e. Value. (4) | 4585545.08000000 |
f. Exchange rate. | 14.69500000 |
g. Percentage value compared to net assets of the Fund. | 0.490875059492 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
SOUTH AFRICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2037-01-31 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 8.50000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 212 |
a. Name of issuer (if any). | REPUBLIC OF GUATEMALA |
b. LEI (if any) of issuer. (1) | 529900QKDFFU9UWW5315 |
c. Title of the issue or description of the investment. | Guatemala Government Bond |
d. CUSIP (if any). | 401494AS8 |
At least one of the following other identifiers: |
- ISIN | US401494AS84 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMWWJK0 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 8450000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 10340687.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.106953590729 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
GUATEMALA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2032-04-24 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.37500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 213 |
a. Name of issuer (if any). | FEDERAL REP OF ETHIOPIA |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Ethiopia International Bond |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | XS1151974877 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BTC34Z2 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 2500000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2550425.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.273018801857 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
ETHIOPIA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-12-11 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.62500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 214 |
a. Name of issuer (if any). | BANK OF AMERICA CALIFORNIA, NATIONAL ASSOCIATION |
b. LEI (if any) of issuer. (1) | 549300H041M8GSCMYP92 |
c. Title of the issue or description of the investment. | RUB CALL VERSUS USD PUT |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | FXUSRUP0078 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | 8780000.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 246370.35000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.026373540790 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-foreign exchange
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | BANK OF AMERICA CALIFORNIA, NATIONAL ASSOCIATION | 549300H041M8GSCMYP92 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☒ Put ☐ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☐ Written ☒ Purchased |
1. The reference instrument is a derivative. (25) |
Start of Nested Derivatives |
a. Type of derivative instrument (21) |
Forward
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | BANK OF AMERICA CALIFORNIA, NATIONAL ASSOCIATION | 549300H041M8GSCMYP92 |
Identification of investment. |
Name of issuer (if any). | BANK OF AMERICA CALIFORNIA, NATIONAL ASSOCIATION |
LEI (if any) of issuer. (22) | 549300H041M8GSCMYP92 |
Title of the issue or description of the investment. | RUB CALL VERSUS USD PUT |
CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | LMF2500_FXUSRUP0078_955_S |
Description of other unique identifier. | INTERNAL |
Amount of each investment. |
Balance. (2) |
Balance | 0.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. (3) |
United States Dollar
|
Value. (4) | 0.00000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.00000000 |
Asset and issuer type. Select the category that most closely identifies the instrument among each of the following: |
Asset type. (6) |
Derivative-foreign exchange
|
Issuer type. (7) |
Corporate
|
Country of investment or issuer. |
ISO country code. (8) |
UNITED STATES OF AMERICA
|
Investment ISO country code. (9) |
i. Amount and description of currency sold. |
Amount of currency sold. | N/A |
Description of currency sold. |
United States Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | N/A |
Description of currency purchased. |
Russia Ruble
|
iii. Settlement date. | 2021-01-23 |
End of Nested Derivatives |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Principal amount of underlying reference instrument per contract. | 8780000.00000000 |
ISO Currency Code. |
United States Dollar
|
v. Exercise price or rate. | 75.90000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-23 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 45940.51000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 215 |
a. Name of issuer (if any). | Bank of America, National Association |
b. LEI (if any) of issuer. (1) | B4TYDEB6GKMZO031MB27 |
c. Title of the issue or description of the investment. | USD/SAR FORWARD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | N/A |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | C00IHJ45IE6YFAUY |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | 1.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -76151.83000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00815192816 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-foreign exchange
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Forward
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Bank of America, National Association | B4TYDEB6GKMZO031MB27 |
i. Amount and description of currency sold. |
Amount of currency sold. | -143116000.00000000 |
Description of currency sold. |
Saudi Arabia Riyal
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 38082009.53000000 |
Description of currency purchased. |
United States Dollar
|
iii. Settlement date. | 2021-03-15 |
iv. Unrealized appreciation or depreciation. (24) | -76151.83000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 216 |
a. Name of issuer (if any). | NOTA DO TESOURO NACIONAL |
b. LEI (if any) of issuer. (1) | 254900ZFY40OYEADAP90 |
c. Title of the issue or description of the investment. | Brazil Notas do Tesouro Nacional Serie F |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | BRSTNCNTF147 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B4Q5YM6 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 59682000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Brazil Real
|
e. Value. (4) | 12693060.32000000 |
f. Exchange rate. | 5.19420000 |
g. Percentage value compared to net assets of the Fund. | 1.358771232431 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
BRAZIL
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-01-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 10.00000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 217 |
a. Name of issuer (if any). | REPUBLIC OF INDONESIA |
b. LEI (if any) of issuer. (1) | 529900FWX0GRR7WG5W79 |
c. Title of the issue or description of the investment. | Indonesia Government International Bond |
d. CUSIP (if any). | 455780BQ8 |
At least one of the following other identifiers: |
- ISIN | US455780BQ84 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BHZY6C9 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 7049000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 8111566.26000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.868329827967 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
INDONESIA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-01-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.87500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 218 |
a. Name of issuer (if any). | DOMINICAN REPUBLIC |
b. LEI (if any) of issuer. (1) | 254900EHU7Q8FGVPI369 |
c. Title of the issue or description of the investment. | Dominican Republic International Bond |
d. CUSIP (if any). | 25714PEE4 |
At least one of the following other identifiers: |
- ISIN | US25714PEE43 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BK94CJ5 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 3950000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4364789.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.467243537705 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
DOMINICAN REPUBLIC
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2060-01-30 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.87500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 219 |
a. Name of issuer (if any). | ITAU UNIBANCO HLDG SA/KY |
b. LEI (if any) of issuer. (1) | 5493002W2IVG62O3ZJ94 |
c. Title of the issue or description of the investment. | Itau Unibanco Holding SA/Cayman Island |
d. CUSIP (if any). | 46556UAC8 |
At least one of the following other identifiers: |
- ISIN | US46556UAC80 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BFMDF40 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 6970000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 7254097.20000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.776539175276 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
BRAZIL
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | N/A |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.50000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 220 |
a. Name of issuer (if any). | GOVERNMENT OF JAMAICA |
b. LEI (if any) of issuer. (1) | 529900Y93KNSXZI8KK56 |
c. Title of the issue or description of the investment. | Jamaica Government International Bond |
d. CUSIP (if any). | 470160AV4 |
At least one of the following other identifiers: |
- ISIN | US470160AV46 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B1V2P06 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 1760000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2578400.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.276013479600 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
JAMAICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2039-03-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 8.00000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 221 |
a. Name of issuer (if any). | OFFICE CHERIFIEN DES PHO |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | OCP SA |
d. CUSIP (if any). | 67091TAC9 |
At least one of the following other identifiers: |
- ISIN | US67091TAC99 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BWX1XP9 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 5590000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6102876.91000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.653302936512 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
MOROCCO
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-10-22 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.50000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 222 |
a. Name of issuer (if any). | OMAN GOV INTERNTL BOND |
b. LEI (if any) of issuer. (1) | 549300SZ20F0QTKNQC75 |
c. Title of the issue or description of the investment. | Oman Government International Bond |
d. CUSIP (if any). | 682051AC1 |
At least one of the following other identifiers: |
- ISIN | US682051AC17 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BYVFQ03 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 5270000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5285968.10000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.565854191878 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
OMAN
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-06-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.75000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 223 |
a. Name of issuer (if any). | REPUBLIC OF GHANA |
b. LEI (if any) of issuer. (1) | 213800PP4399SNNXZ126 |
c. Title of the issue or description of the investment. | Ghana Government International Bond |
d. CUSIP (if any). | 374422AD5 |
At least one of the following other identifiers: |
- ISIN | US374422AD53 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BYX44L5 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 9400000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 12609066.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.349779778611 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
GHANA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2030-10-14 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 10.75000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 224 |
a. Name of issuer (if any). | WYNN MACAU LTD |
b. LEI (if any) of issuer. (1) | 254900NMDQ8ENTHU1I31 |
c. Title of the issue or description of the investment. | Wynn Macau Ltd |
d. CUSIP (if any). | 98313RAH9 |
At least one of the following other identifiers: |
- ISIN | US98313RAH93 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMV9TV3 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 3300000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3479437.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.372468062142 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
CAYMAN ISLANDS
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2028-08-26 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.62500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 225 |
a. Name of issuer (if any). | DP WORLD PLC |
b. LEI (if any) of issuer. (1) | 549300M3U2DNF4QVSS04 |
c. Title of the issue or description of the investment. | DP World PLC |
d. CUSIP (if any). | 23330JAB7 |
At least one of the following other identifiers: |
- ISIN | US23330JAB70 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BFXC1B5 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 3400000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4345880.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.465219306828 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED ARAB EMIRATES
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2048-09-25 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.62500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 226 |
a. Name of issuer (if any). | PETROBRAS GLOBAL FINANCE |
b. LEI (if any) of issuer. (1) | 549300FNENFFSMO3GT38 |
c. Title of the issue or description of the investment. | Petrobras Global Finance BV |
d. CUSIP (if any). | 71647NAN9 |
At least one of the following other identifiers: |
- ISIN | US71647NAN93 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BYYG250 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 13800000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 17234820.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.844959136863 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
NETHERLANDS
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2115-06-05 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.85000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 227 |
a. Name of issuer (if any). | ARAB REPUBLIC OF EGYPT |
b. LEI (if any) of issuer. (1) | 529900GFIVH4086NMH82 |
c. Title of the issue or description of the investment. | Egypt Government International Bond |
d. CUSIP (if any). | 03846JX62 |
At least one of the following other identifiers: |
- ISIN | US03846JX626 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMQC3X7 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 5700000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6704796.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.717737385189 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
EGYPT
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2050-05-29 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 8.87500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 228 |
a. Name of issuer (if any). | PROVINCIA DE BUENOS AIRE |
b. LEI (if any) of issuer. (1) | 549300L6AYROPOTQ4L07 |
c. Title of the issue or description of the investment. | Provincia de Buenos Aires/Government Bonds |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | XS0584493349 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B3Z2CM7 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 490098.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 209516.90000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.022428439576 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
ARGENTINA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2021-01-26 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 10.87500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 229 |
a. Name of issuer (if any). | TRANSPORT DE GAS PERU |
b. LEI (if any) of issuer. (1) | 529900SKHHNI5HVI0Y66 |
c. Title of the issue or description of the investment. | Transportadora de Gas del Peru SA |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | USP9367RAG67 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B7ZRB45 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 1080000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1213455.60000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.129898426348 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
PERU
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2028-04-30 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.25000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 230 |
a. Name of issuer (if any). | YUZHOU GROUP |
b. LEI (if any) of issuer. (1) | 213800MP59KHGJSPHE82 |
c. Title of the issue or description of the investment. | Yuzhou Group Holdings Co Ltd |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | XS1508493498 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BD0DSP0 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 2000000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2048750.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.219315318155 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
CAYMAN ISLANDS
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-10-25 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.00000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 231 |
a. Name of issuer (if any). | REPUBLIC OF SRI LANKA |
b. LEI (if any) of issuer. (1) | 254900HXCCIOHM74FA02 |
c. Title of the issue or description of the investment. | Sri Lanka Government International Bond |
d. CUSIP (if any). | 85227SBB1 |
At least one of the following other identifiers: |
- ISIN | US85227SBB16 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BKFHSP6 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 3600000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2078460.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.222495724794 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
SRI LANKA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2030-03-28 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 7.55000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 232 |
a. Name of issuer (if any). | KAZMUNAYGAS NATIONAL CO |
b. LEI (if any) of issuer. (1) | 2138001H1M69RFJCSH88 |
c. Title of the issue or description of the investment. | KazMunayGas National Co JSC |
d. CUSIP (if any). | 48667QAS4 |
At least one of the following other identifiers: |
- ISIN | US48667QAS49 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BFXTLQ1 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 5300000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 7637056.20000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.817534306417 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
KAZAKHSTAN
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2048-10-24 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.37500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 233 |
a. Name of issuer (if any). | REPUBLIC OF ARGENTINA |
b. LEI (if any) of issuer. (1) | 549300KPBYGYF7HCHO27 |
c. Title of the issue or description of the investment. | Argentine Republic Government International Bond |
d. CUSIP (if any). | 040114HS2 |
At least one of the following other identifiers: |
- ISIN | US040114HS26 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BNC1818 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 25413747.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 10343395.03000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.107243427363 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
ARGENTINA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2030-07-09 |
b. Coupon. |
i. Coupon category. (13) | Variable |
ii. Annualized rate. | 0.12500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 234 |
a. Name of issuer (if any). | GOLDMAN SACHS & CO. LLC |
b. LEI (if any) of issuer. (1) | FOR8UP27PHTHYVLBNG30 |
c. Title of the issue or description of the investment. | SAR/USD FORWARD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | N/A |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | C00J1270HMNJJJTP |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | 1.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -1006.89000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00010778591 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-foreign exchange
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Forward
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | GOLDMAN SACHS & CO. LLC | FOR8UP27PHTHYVLBNG30 |
i. Amount and description of currency sold. |
Amount of currency sold. | -4430000.00000000 |
Description of currency sold. |
Saudi Arabia Riyal
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 1180137.46000000 |
Description of currency purchased. |
United States Dollar
|
iii. Settlement date. | 2021-03-15 |
iv. Unrealized appreciation or depreciation. (24) | -1006.89000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 235 |
a. Name of issuer (if any). | TURK TELEKOMUNIKASYON AS |
b. LEI (if any) of issuer. (1) | 789000A2TXOI10JZLF90 |
c. Title of the issue or description of the investment. | Turk Telekomunikasyon AS |
d. CUSIP (if any). | 90011QAC4 |
At least one of the following other identifiers: |
- ISIN | US90011QAC42 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BJ1FP12 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 4680000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5179122.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.554416492590 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
TURKEY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-02-28 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.87500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 236 |
a. Name of issuer (if any). | KINGDOM OF BAHRAIN |
b. LEI (if any) of issuer. (1) | 549300RODM1WN85LFQ95 |
c. Title of the issue or description of the investment. | Bahrain Government International Bond |
d. CUSIP (if any). | 05674RAD6 |
At least one of the following other identifiers: |
- ISIN | US05674RAD61 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BQSTMV5 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 8400000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 8726857.10000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.934195700491 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
BAHRAIN
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2044-09-19 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.00000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 237 |
a. Name of issuer (if any). | BANCO NAL COSTA RICA |
b. LEI (if any) of issuer. (1) | 549300BH267R4KQVKV59 |
c. Title of the issue or description of the investment. | Banco Nacional de Costa Rica |
d. CUSIP (if any). | 059613AB5 |
At least one of the following other identifiers: |
- ISIN | US059613AB51 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BG103Y5 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 2220000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2286622.20000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.244779145964 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
COSTA RICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-11-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.25000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 238 |
a. Name of issuer (if any). | REPUBLIC OF NIGERIA |
b. LEI (if any) of issuer. (1) | 549300GSBZD84TNEQ285 |
c. Title of the issue or description of the investment. | Nigeria Government International Bond |
d. CUSIP (if any). | 65412JAL7 |
At least one of the following other identifiers: |
- ISIN | US65412JAL70 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BFD1S66 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 6200000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 7305801.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.782073982034 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
NIGERIA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2049-01-21 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 9.24800000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 239 |
a. Name of issuer (if any). | YPF SOCIEDAD ANONIMA |
b. LEI (if any) of issuer. (1) | 5493003N7447U18U5U53 |
c. Title of the issue or description of the investment. | YPF SA |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | USP989MJBQ34 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMYGH84 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 2000000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1632320.52000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.174737227175 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
ARGENTINA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-03-23 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 8.50000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 240 |
a. Name of issuer (if any). | ECOPETROL SA |
b. LEI (if any) of issuer. (1) | 254900IDGKCJICKBPA66 |
c. Title of the issue or description of the investment. | Ecopetrol SA |
d. CUSIP (if any). | 279158AC3 |
At least one of the following other identifiers: |
- ISIN | US279158AC30 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BDV82X0 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 3010000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3364457.60000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.360159652941 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
COLOMBIA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-09-18 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.87500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 241 |
a. Name of issuer (if any). | PETROLEOS DE VENEZUELA S |
b. LEI (if any) of issuer. (1) | 549300YWR8TN1OFD4P06 |
c. Title of the issue or description of the investment. | Petroleos de Venezuela SA |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | USP7807HAP03 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B7LZ6B5 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 16630000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 665200.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.071208566021 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
VENEZUELA (BOLIVARIAN REPUBLIC OF)
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2021-11-17 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 9.00000000 |
c. Currently in default? | ☒ Yes ☐ No |
d. Are there any interest payments in arrears? (14) | ☒ Yes ☐ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 242 |
a. Name of issuer (if any). | CHINA OVERSEAS FIN |
b. LEI (if any) of issuer. (1) | 3003003EQA2BE4U94Y86 |
c. Title of the issue or description of the investment. | China Overseas Finance Cayman VII Ltd |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | XS1811821054 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BG0WP13 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 6000000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6373628.64000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.682286463934 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
CAYMAN ISLANDS
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-04-26 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.25000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 243 |
a. Name of issuer (if any). | PROVINCIA DE CORDOBA |
b. LEI (if any) of issuer. (1) | 5299006CLM2Z97AATT29 |
c. Title of the issue or description of the investment. | Provincia de Cordoba |
d. CUSIP (if any). | 74408DAC8 |
At least one of the following other identifiers: |
- ISIN | US74408DAC83 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BYQLS77 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 500000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 337505.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.036129355194 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
ARGENTINA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2021-06-10 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 7.12500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 244 |
a. Name of issuer (if any). | PERUSAHAAN LISTRIK NEGAR |
b. LEI (if any) of issuer. (1) | 254900OYVDRYS9J51J61 |
c. Title of the issue or description of the investment. | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara |
d. CUSIP (if any). | 71568QAD9 |
At least one of the following other identifiers: |
- ISIN | US71568QAD97 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BF3W9Z5 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 5810000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6895278.95000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.738128271721 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
INDONESIA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2047-05-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.25000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 245 |
a. Name of issuer (if any). | J.P. MORGAN SECURITIES LLC |
b. LEI (if any) of issuer. (1) | ZBUT11V806EZRVTWT807 |
c. Title of the issue or description of the investment. | IDR/USD FORWARD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | N/A |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | C01MUJ32HFGHJJPR |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | 1.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 632882.84000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.067749067191 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-foreign exchange
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Forward
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | J.P. MORGAN SECURITIES LLC | ZBUT11V806EZRVTWT807 |
i. Amount and description of currency sold. |
Amount of currency sold. | -17774539.32000000 |
Description of currency sold. |
United States Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 258720000000.00000000 |
Description of currency purchased. |
Indonesia Rupiah
|
iii. Settlement date. | 2021-01-04 |
iv. Unrealized appreciation or depreciation. (24) | 632882.84000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 246 |
a. Name of issuer (if any). | RUSSIA GOVT BOND - OFZ |
b. LEI (if any) of issuer. (1) | 5493004EHVGF71PDBU58 |
c. Title of the issue or description of the investment. | Russian Federal Bond - OFZ |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | RU000A0JTK38 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B98G057 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 83026000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Russia Ruble
|
e. Value. (4) | 1213274.04000000 |
f. Exchange rate. | 73.94625000 |
g. Percentage value compared to net assets of the Fund. | 0.129878990648 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
RUSSIAN FEDERATION
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2028-01-19 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 7.05000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 247 |
a. Name of issuer (if any). | YPF SOCIEDAD ANONIMA |
b. LEI (if any) of issuer. (1) | 5493003N7447U18U5U53 |
c. Title of the issue or description of the investment. | YPF SA |
d. CUSIP (if any). | 984245AL4 |
At least one of the following other identifiers: |
- ISIN | US984245AL47 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BX1N815 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 3000000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2313750.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.247683132340 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
ARGENTINA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-07-28 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 8.50000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 248 |
a. Name of issuer (if any). | Bank of America, National Association |
b. LEI (if any) of issuer. (1) | B4TYDEB6GKMZO031MB27 |
c. Title of the issue or description of the investment. | USD/RUB FORWARD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | N/A |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | C01KJI65HMHIRQDI |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | 1.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 176450.04000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.018888686594 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-foreign exchange
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Forward
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Bank of America, National Association | B4TYDEB6GKMZO031MB27 |
i. Amount and description of currency sold. |
Amount of currency sold. | -1620090944.00000000 |
Description of currency sold. |
Russia Ruble
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 21915628.81000000 |
Description of currency purchased. |
United States Dollar
|
iii. Settlement date. | 2021-03-15 |
iv. Unrealized appreciation or depreciation. (24) | 176450.04000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 249 |
a. Name of issuer (if any). | GOLDMAN SACHS BANK USA |
b. LEI (if any) of issuer. (1) | KD3XUN7C6T14HNAYLU02 |
c. Title of the issue or description of the investment. | CDS STATE OF QATAR |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | SW0WS034884 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | 1.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -582085.51000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.06231129655 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-credit
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Swap
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | GOLDMAN SACHS BANK USA | KD3XUN7C6T14HNAYLU02 |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | QATAR GOVERNMENT INTERNATIONAL BOND |
Title of issue. | QATAR GOVERNMENT INTERNATIONAL BOND |
At least one of the following other identifiers: |
- CUSIP. | 000000000 |
- ISIN (if CUSIP is not available). | XS0113419690 |
- Other identifier (if CUSIP, ISIN, and ticker are not available). | 4009735 |
If other identifier provided, indicate the type of identifier used. | SEDOL |
Custom swap Flag | ☒ Yes ☐ No |
1. Description and terms of payments to be received from another party. |
Receipts: Reference Asset, Instrument or Index. |
Receipts: fixed, floating or other. | ☐ Fixed ☐ Floating ☒ Other |
Description of Other Receipts | Default Event |
2. Description and terms of payments to be paid to another party. |
Payments: Reference Asset, Instrument or Index. |
Payments: fixed, floating or other. | ☒ Fixed ☐ Floating ☐ Other |
Payments: Fixed rate. | 1.00000000 |
Payments: Base currency |
United States Dollar
|
Payments: Amount | N/A |
ii. Termination or maturity date. | 2024-12-20 |
iii. Upfront payments or receipts | |
Upfront payments. | 531638.18000000 |
ISO Currency Code. |
United States Dollar
|
Upfront receipts. | 0.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Notional amount. | -19700000.00000000 |
ISO Currency Code. | USD |
v. Unrealized appreciation or depreciation. (24) | -1113723.69000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 250 |
a. Name of issuer (if any). | CNAC HK FINBRIDGE CO LTD |
b. LEI (if any) of issuer. (1) | 549300US1UQ7R7WABI28 |
c. Title of the issue or description of the investment. | CNAC HK Finbridge Co Ltd |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | XS1644429935 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BYZ6D45 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 3950000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4087341.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.437543185592 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
HONG KONG
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2027-07-19 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.12500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 251 |
a. Name of issuer (if any). | KALLPA GENERACION SA |
b. LEI (if any) of issuer. (1) | 549300NG1PWEI5BZG095 |
c. Title of the issue or description of the investment. | Kallpa Generacion SA |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | USP6040KAB37 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BYSYR00 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 2270000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2507941.40000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.268471002345 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
PERU
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-05-24 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.87500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 252 |
a. Name of issuer (if any). | REPUBLIC OF ARGENTINA |
b. LEI (if any) of issuer. (1) | 549300KPBYGYF7HCHO27 |
c. Title of the issue or description of the investment. | Argentine Republic Government International Bond |
d. CUSIP (if any). | 040114HX1 |
At least one of the following other identifiers: |
- ISIN | US040114HX11 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BNC18N0 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 1036760.00198000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 451778.54000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.048362149718 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
ARGENTINA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2029-07-09 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 1.00000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 253 |
a. Name of issuer (if any). | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. |
b. LEI (if any) of issuer. (1) | 549300EX04Q2QBFQTQ27 |
c. Title of the issue or description of the investment. | US TREASURY LONG BOND |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | USH1 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00VFLL2D6 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -361.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 563876.58000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.060362060545 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-interest rate
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Future
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 549300EX04Q2QBFQTQ27 |
c. For futures and forwards (other than forward foreign currency contracts), provide: |
i. Payoff profile, selected from among the following (long, short). | Short |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii. |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | US TREASURY N/B |
Title of issue. | United States Treasury Note/Bond |
At least one of the following other identifiers: |
- CUSIP. | 912810PT9 |
- ISIN (if CUSIP is not available). | US912810PT97 |
- Other identifier (if CUSIP, ISIN, and ticker are not available). | B1RDG66 |
If other identifier provided, indicate the type of identifier used. | SEDOL |
iii. Expiration date. | 2021-03-22 |
iv. Aggregate notional amount or contract value on trade date. | -63084564.08000000 |
ISO Currency Code. |
United States Dollar
|
v. Unrealized appreciation or depreciation. (24) | 563876.58000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 254 |
a. Name of issuer (if any). | REPUBLIC OF TURKEY |
b. LEI (if any) of issuer. (1) | 5493000PCHOG3B6S3Q85 |
c. Title of the issue or description of the investment. | Turkey Government International Bond |
d. CUSIP (if any). | 900123CQ1 |
At least one of the following other identifiers: |
- ISIN | US900123CQ19 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BFZYKC3 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 1000000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1068725.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.114405253640 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
TURKEY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2028-10-24 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.12500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 255 |
a. Name of issuer (if any). | BANK LEUMI LE-ISRAEL |
b. LEI (if any) of issuer. (1) | 7JDSZWRGUQY2DSTWCR57 |
c. Title of the issue or description of the investment. | Bank Leumi Le-Israel BM |
d. CUSIP (if any). | 06326BAA7 |
At least one of the following other identifiers: |
- ISIN | IL0060404899 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BKMH6C2 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 4760000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4928831.25000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.527623279427 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
ISRAEL
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2031-01-29 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 3.27500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 256 |
a. Name of issuer (if any). | PETROLEOS MEXICANOS |
b. LEI (if any) of issuer. (1) | 549300CAZKPF4HKMPX17 |
c. Title of the issue or description of the investment. | Petroleos Mexicanos |
d. CUSIP (if any). | 71654QCL4 |
At least one of the following other identifiers: |
- ISIN | US71654QCL41 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BGPYW91 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 3400000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3088050.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.330570673937 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
MEXICO
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2048-02-12 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.35000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 257 |
a. Name of issuer (if any). | DOMINICAN REPUBLIC |
b. LEI (if any) of issuer. (1) | 254900EHU7Q8FGVPI369 |
c. Title of the issue or description of the investment. | Dominican Republic International Bond |
d. CUSIP (if any). | 25714PCV8 |
At least one of the following other identifiers: |
- ISIN | US25714PCV85 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BVHFBF6 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 8210000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 9267119.60000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.992029912608 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
DOMINICAN REPUBLIC
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-01-27 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.50000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 258 |
a. Name of issuer (if any). | REPUBLIC OF PERU |
b. LEI (if any) of issuer. (1) | 254900STKLK2DBJJZ530 |
c. Title of the issue or description of the investment. | Peruvian Government International Bond |
d. CUSIP (if any). | 715638DF6 |
At least one of the following other identifiers: |
- ISIN | US715638DF60 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMGFFR4 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 3000000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3299280.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.353182498051 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
PERU
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2031-01-23 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 2.78300000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 259 |
a. Name of issuer (if any). | LUKOIL INTL FINANCE BV |
b. LEI (if any) of issuer. (1) | 724500LG1GUKJ5TOIW61 |
c. Title of the issue or description of the investment. | Lukoil International Finance BV |
d. CUSIP (if any). | 549876AL4 |
At least one of the following other identifiers: |
- ISIN | US549876AL44 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BD8NWF0 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 3500000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3995754.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.427738894340 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
NETHERLANDS
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-11-02 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.75000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 260 |
a. Name of issuer (if any). | PERTAMINA PERSERO PT |
b. LEI (if any) of issuer. (1) | 254900NDAKGNZ2IBBL45 |
c. Title of the issue or description of the investment. | Pertamina Persero PT |
d. CUSIP (if any). | 69369EAC3 |
At least one of the following other identifiers: |
- ISIN | US69369EAC30 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B82TFQ1 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 2540000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2674643.57000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.286316195488 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
INDONESIA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2022-05-03 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.87500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 261 |
a. Name of issuer (if any). | REPUBLIC OF GEORGIA |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Georgia Government International Bond |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | XS0617134092 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B6753L1 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 2360000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2400592.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.256979425620 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
GEORGIA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2021-04-12 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.87500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 262 |
a. Name of issuer (if any). | PETROLEOS MEXICANOS |
b. LEI (if any) of issuer. (1) | 549300CAZKPF4HKMPX17 |
c. Title of the issue or description of the investment. | Petroleos Mexicanos |
d. CUSIP (if any). | 706451BG5 |
At least one of the following other identifiers: |
- ISIN | US706451BG56 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B0Z2BX0 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 9060000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 8983488.30000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.961667648399 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
MEXICO
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2035-06-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.62500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 263 |
a. Name of issuer (if any). | ABU DHABI GOVT INT'L |
b. LEI (if any) of issuer. (1) | 213800FER4348CINTA77 |
c. Title of the issue or description of the investment. | Abu Dhabi Government International Bond |
d. CUSIP (if any). | 29135LAB6 |
At least one of the following other identifiers: |
- ISIN | US29135LAB62 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BD353P8 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 5400000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6801980.40000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.728140815381 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED ARAB EMIRATES
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2047-10-11 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.12500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 264 |
a. Name of issuer (if any). | BANK OF AMERICA CALIFORNIA, NATIONAL ASSOCIATION |
b. LEI (if any) of issuer. (1) | 549300H041M8GSCMYP92 |
c. Title of the issue or description of the investment. | USD CALL VERSUS RUB PUT |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | FXUSRUC0035 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -8780000.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -12813.59000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00137167373 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-foreign exchange
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | BANK OF AMERICA CALIFORNIA, NATIONAL ASSOCIATION | 549300H041M8GSCMYP92 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
1. The reference instrument is a derivative. (25) |
Start of Nested Derivatives |
a. Type of derivative instrument (21) |
Forward
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | BANK OF AMERICA CALIFORNIA, NATIONAL ASSOCIATION | 549300H041M8GSCMYP92 |
Identification of investment. |
Name of issuer (if any). | BANK OF AMERICA CALIFORNIA, NATIONAL ASSOCIATION |
LEI (if any) of issuer. (22) | 549300H041M8GSCMYP92 |
Title of the issue or description of the investment. | USD CALL VERSUS RUB PUT |
CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | LMF2500_FXUSRUC0035_955_S |
Description of other unique identifier. | INTERNAL |
Amount of each investment. |
Balance. (2) |
Balance | 0.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. (3) |
Russia Ruble
|
Value. (4) | 0.00000000 |
Exchange rate. | 0.00000000 |
Percentage value compared to net assets of the Fund. | 0.00000000 |
Asset and issuer type. Select the category that most closely identifies the instrument among each of the following: |
Asset type. (6) |
Derivative-foreign exchange
|
Issuer type. (7) |
Corporate
|
Country of investment or issuer. |
ISO country code. (8) |
UNITED STATES OF AMERICA
|
Investment ISO country code. (9) |
UNITED STATES OF AMERICA
|
i. Amount and description of currency sold. |
Amount of currency sold. | N/A |
Description of currency sold. |
Russia Ruble
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | N/A |
Description of currency purchased. |
United States Dollar
|
iii. Settlement date. | 2021-01-23 |
End of Nested Derivatives |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Principal amount of underlying reference instrument per contract. | -8780000.00000000 |
ISO Currency Code. |
United States Dollar
|
v. Exercise price or rate. | 82.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-23 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 114022.29000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 265 |
a. Name of issuer (if any). | REPUBLIC OF INDONESIA |
b. LEI (if any) of issuer. (1) | 529900FWX0GRR7WG5W79 |
c. Title of the issue or description of the investment. | Indonesia Government International Bond |
d. CUSIP (if any). | 455780BJ4 |
At least one of the following other identifiers: |
- ISIN | US455780BJ42 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B7H0NW4 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 20750000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 26956843.75000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 2.885685790600 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
INDONESIA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2042-01-17 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.25000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 266 |
a. Name of issuer (if any). | REPUBLIC OF ECUADOR |
b. LEI (if any) of issuer. (1) | 5299003Y2U5XK0A35H71 |
c. Title of the issue or description of the investment. | Ecuador Government International Bond |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | XS2214239258 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMGR2J1 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 5098420.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2612991.23000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.279716413883 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
ECUADOR
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2040-07-31 |
b. Coupon. |
i. Coupon category. (13) | Variable |
ii. Annualized rate. | 0.50000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 267 |
a. Name of issuer (if any). | FRESNILLO PLC |
b. LEI (if any) of issuer. (1) | 549300JXWH1UV5J0XV81 |
c. Title of the issue or description of the investment. | Fresnillo PLC |
d. CUSIP (if any). | 358070AB6 |
At least one of the following other identifiers: |
- ISIN | US358070AB61 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMCM2L2 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 8000000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 8798000.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.941811430935 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2050-10-02 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.25000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 268 |
a. Name of issuer (if any). | GOVERNMENT OF JAMAICA |
b. LEI (if any) of issuer. (1) | 529900Y93KNSXZI8KK56 |
c. Title of the issue or description of the investment. | Jamaica Government International Bond |
d. CUSIP (if any). | 470160CA8 |
At least one of the following other identifiers: |
- ISIN | US470160CA80 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BYZ7VR7 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 3390000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4140071.40000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.443187834668 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
JAMAICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2028-04-28 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.75000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 269 |
a. Name of issuer (if any). | PETRONAS CAPITAL LTD |
b. LEI (if any) of issuer. (1) | 549300G7YFX3540OYR85 |
c. Title of the issue or description of the investment. | Petronas Capital Ltd |
d. CUSIP (if any). | 716743AS8 |
At least one of the following other identifiers: |
- ISIN | US716743AS84 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMDSC64 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 7000000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 10151225.35000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.086671979158 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
MALAYSIA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2060-04-21 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.80000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 270 |
a. Name of issuer (if any). | J.P. MORGAN SECURITIES LLC |
b. LEI (if any) of issuer. (1) | ZBUT11V806EZRVTWT807 |
c. Title of the issue or description of the investment. | USD/IDR FORWARD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | N/A |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | C01MUJ32GL9TPVPI |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | 1.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -385309.35000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.04124673224 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-foreign exchange
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Forward
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | J.P. MORGAN SECURITIES LLC | ZBUT11V806EZRVTWT807 |
i. Amount and description of currency sold. |
Amount of currency sold. | -258720000000.00000000 |
Description of currency sold. |
Indonesia Rupiah
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 18022112.81000000 |
Description of currency purchased. |
United States Dollar
|
iii. Settlement date. | 2021-01-04 |
iv. Unrealized appreciation or depreciation. (24) | -385309.35000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 271 |
a. Name of issuer (if any). | REPUBLICA ORIENT URUGUAY |
b. LEI (if any) of issuer. (1) | 549300RDR012H2V82H43 |
c. Title of the issue or description of the investment. | Uruguay Government International Bond |
d. CUSIP (if any). | 760942BB7 |
At least one of the following other identifiers: |
- ISIN | US760942BB71 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BYRPDX9 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 2943154.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3490786.66000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.373682971055 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
URUGUAY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2027-10-27 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.37500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 272 |
a. Name of issuer (if any). | CNOOC CURTIS FUNDING NO1 |
b. LEI (if any) of issuer. (1) | 5299001NILZF0ECHTS51 |
c. Title of the issue or description of the investment. | CNOOC Curtis Funding No 1 Pty Ltd |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | USQ25738AA54 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BF7QW21 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 2750000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2987568.46000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.319814290330 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
AUSTRALIA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-10-03 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.50000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 273 |
a. Name of issuer (if any). | VIMPEL COM (VIP FIN IRL) |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Vimpel Communications Via VIP Finance Ireland Ltd OJSC |
d. CUSIP (if any). | 918242AD0 |
At least one of the following other identifiers: |
- ISIN | US918242AD06 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B63L4J8 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 440000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 443524.40000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.047478557606 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
IRELAND
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2021-02-02 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 7.74800000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 274 |
a. Name of issuer (if any). | OOREDOO INTL FINANCE |
b. LEI (if any) of issuer. (1) | 549300BHXCDJ03WU7N77 |
c. Title of the issue or description of the investment. | Ooredoo International Finance Ltd |
d. CUSIP (if any). | 74733LAD4 |
At least one of the following other identifiers: |
- ISIN | US74733LAD47 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B40JKF9 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 2710000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2725674.64000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.291778987606 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
BERMUDA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2021-02-16 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.75000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 275 |
a. Name of issuer (if any). | INDONESIA ASAHAN ALUMINI |
b. LEI (if any) of issuer. (1) | 2549008P48EB9SN2OI80 |
c. Title of the issue or description of the investment. | Indonesia Asahan Aluminium Persero PT |
d. CUSIP (if any). | 74445PAB8 |
At least one of the following other identifiers: |
- ISIN | US74445PAB85 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BGPMCB7 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 10120000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 11197780.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.198703933292 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
INDONESIA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-11-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.71000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 276 |
a. Name of issuer (if any). | J.P. MORGAN SECURITIES LLC |
b. LEI (if any) of issuer. (1) | ZBUT11V806EZRVTWT807 |
c. Title of the issue or description of the investment. | CNY/USD FORWARD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | N/A |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | C01CHI21HC8IPHXG |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | 1.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 27293.76000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.002921752121 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-foreign exchange
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Forward
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | J.P. MORGAN SECURITIES LLC | ZBUT11V806EZRVTWT807 |
i. Amount and description of currency sold. |
Amount of currency sold. | -3530070.49000000 |
Description of currency sold. |
United States Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 23389188.00000000 |
Description of currency purchased. |
China Yuan Renminbi
|
iii. Settlement date. | 2021-03-15 |
iv. Unrealized appreciation or depreciation. (24) | 27293.76000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 277 |
a. Name of issuer (if any). | REPUBLIC OF GHANA |
b. LEI (if any) of issuer. (1) | 213800PP4399SNNXZ126 |
c. Title of the issue or description of the investment. | Ghana Government International Bond |
d. CUSIP (if any). | 37443GAH4 |
At least one of the following other identifiers: |
- ISIN | US37443GAH48 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BKT61Q1 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 2000000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2063420.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.220885717529 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
GHANA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2035-02-11 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 7.87500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 278 |
a. Name of issuer (if any). | PETROLEOS MEXICANOS |
b. LEI (if any) of issuer. (1) | 549300CAZKPF4HKMPX17 |
c. Title of the issue or description of the investment. | Petroleos Mexicanos |
d. CUSIP (if any). | 71654QBW1 |
At least one of the following other identifiers: |
- ISIN | US71654QBW15 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BZ8TPF3 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 6000000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5987940.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.640999129320 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
MEXICO
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-01-23 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.50000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 279 |
a. Name of issuer (if any). | REPUBLIC OF ARGENTINA |
b. LEI (if any) of issuer. (1) | 549300KPBYGYF7HCHO27 |
c. Title of the issue or description of the investment. | Argentine Bonos del Tesoro |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | ARARGE4502K0 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BYNF3Y4 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 157160000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Argentina Peso
|
e. Value. (4) | 351959.70000000 |
f. Exchange rate. | 143.78960000 |
g. Percentage value compared to net assets of the Fund. | 0.037676707057 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
ARGENTINA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-10-17 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 15.50000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 280 |
a. Name of issuer (if any). | KINGDOM OF BAHRAIN |
b. LEI (if any) of issuer. (1) | 549300RODM1WN85LFQ95 |
c. Title of the issue or description of the investment. | Bahrain Government International Bond |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | XS1675862012 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BFB5LX8 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 4100000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4722629.20000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.505549689092 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
BAHRAIN
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2029-09-20 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.75000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 281 |
a. Name of issuer (if any). | DAE FUNDING LLC |
b. LEI (if any) of issuer. (1) | 635400SZTPQL3Y1P2C76 |
c. Title of the issue or description of the investment. | DAE Funding LLC |
d. CUSIP (if any). | 23371DAA2 |
At least one of the following other identifiers: |
- ISIN | US23371DAA28 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BF4CPN4 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 4700000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4766740.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.510271677688 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2022-08-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.50000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 282 |
a. Name of issuer (if any). | ENEL GENERACION CHILE SA |
b. LEI (if any) of issuer. (1) | 549300PVHXUFEIE6LY50 |
c. Title of the issue or description of the investment. | Enel Generacion Chile SA |
d. CUSIP (if any). | 29246RAA1 |
At least one of the following other identifiers: |
- ISIN | US29246RAA14 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BLP5QM0 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 500000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 544475.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.058285153314 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
CHILE
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-04-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.25000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 283 |
a. Name of issuer (if any). | BANCO DE CREDITO DEL PER |
b. LEI (if any) of issuer. (1) | 549300EQYQ8SCQZ4BY14 |
c. Title of the issue or description of the investment. | Banco de Credito del Peru |
d. CUSIP (if any). | 05971U2C0 |
At least one of the following other identifiers: |
- ISIN | US05971U2C00 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BL57J72 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 3310000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3392783.10000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.363191851132 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
PERU
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2030-07-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 3.12500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 284 |
a. Name of issuer (if any). | PETROLEOS MEXICANOS |
b. LEI (if any) of issuer. (1) | 549300CAZKPF4HKMPX17 |
c. Title of the issue or description of the investment. | Petroleos Mexicanos |
d. CUSIP (if any). | 71654QCB6 |
At least one of the following other identifiers: |
- ISIN | US71654QCB68 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BYWD0M6 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 2561000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2801734.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.299921017008 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
MEXICO
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-08-04 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.87500000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 285 |
a. Name of issuer (if any). | HONDURAS GOVERNMENT |
b. LEI (if any) of issuer. (1) | 5493002DW1JNBNG17615 |
c. Title of the issue or description of the investment. | Honduras Government International Bond |
d. CUSIP (if any). | 438180AH4 |
At least one of the following other identifiers: |
- ISIN | US438180AH47 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BYV2819 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 3500000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4068750.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.435552996092 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
HONDURAS
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2027-01-19 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.25000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
The Fund may provide any information it believes would be helpful in understanding the information reported in response to any Item of this Form. The Fund may also explain any assumptions that it made in responding to any Item of this Form. To the extent responses relate to a particular Item, provide the Item number(s), as applicable. |
The Registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. |
Registrant: | Western Asset Emerging Markets Debt Fund Inc. | |
By (Signature): | Christopher Berarducci | |
Name: | Christopher Berarducci | |
Title: | Principal Financial Officer | |
Date:
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