# EDGAR Filing Document

**Accession Number:** 0000795402
**File Stem:** 0001752724-23-033185
**Filing Date:** 2023-2
**Character Count:** 64745
**Document Hash:** 7ee7ccdea8611022fdb2c5ab1fe26cf4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-033185.hdr.sgml**: 20230222

**ACCESSION NUMBER**: 0001752724-23-033185

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230222

**DATE AS OF CHANGE**: 20230222

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TEMPLETON INCOME TRUST
- **CENTRAL INDEX KEY:** 0000795402
- **IRS NUMBER:** 596865210
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04706
- **FILM NUMBER:** 23651852

**BUSINESS ADDRESS:**
- **STREET 1:** 300 S.E. 2ND STREET
- **CITY:** FORT LAUDERDALE
- **STATE:** FL
- **ZIP:** 33301-1923
- **BUSINESS PHONE:** 9545277500

**MAIL ADDRESS:**
- **STREET 1:** 300 S.E. 2ND STREET
- **CITY:** FORT LAUDERDALE
- **STATE:** FL
- **ZIP:** 33301-1923

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TEMPLETON INCOME FUND
- **DATE OF NAME CHANGE:** 19871006

## Series and Classes Contracts Data

### Templeton Global Total Return Fund (Series ID: S000023539)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000069254 | Class A       | TGTRX           |
| C000069255 | Class C       | TTRCX           |
| C000069256 | Class R       | FRRGX           |
| C000069257 | Advisor Class | TTRZX           |
| C000128751 | Class R6      | FTTRX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Templeton Income Trust

- **b. Investment Company Act file number:** 811-04706

- **c. CIK number of Registrant:** 0000795402

- **d. LEI of Registrant:** 549300DPTR6CMWVWRC18

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 300 S.E. 2nd Street

  - **City:** Fort Lauderdale

  - **State:** FL

  - **Foreign country:** US

  - **Zip / Postal Code:** 33301-1923

  - **Telephone number:** 954-527-7500

**Item A.2. Information about the Series.**

- **a. Name of Series:** Templeton Global Total Return Fund

- **b. EDGAR series identifier (if any):** S000023539

- **c. LEI of Series:** NMESL20JHN7JIFQ0PC46

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $492630351.73

**Total Liabilities:** $15701484.02

**Net Assets:** $476928867.71

**Delayed Delivery Securities:** $493949.47

**Cash Not Reported:** $38854.43

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -1375.59000000 | **1-Year:** -23497.19000000 | **5-Year:** -30207.90000000 | **10-Year:** -13240.57000000 | **30-Year:** -127.30000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** -6616.38000000 | **5-Year:** -1997.04000000 | **10-Year:** -3005.73000000 | **30-Year:** -22352.66000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000069257 | -0.20%               | 7.47%                | 3.81%                |
| Class ID C000069255 | -0.26%               | 7.44%                | 3.62%                |
| Class ID C000069254 | -0.23%               | 7.31%                | 3.80%                |
| Class ID C000128751 | -0.19%               | 7.50%                | 3.69%                |
| Class ID C000069256 | -0.40%               | 7.44%                | 3.77%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-20748000.05            | $15141989.12                               |
| Month 2  | $-12666059.60            | $34680583.57                               |
| Month 3  | $-9851922.53             | $22109148.91                               |

**Designated Index Information**

- **Index Name:** VaR_FoF_4819_MV50_GloHY25_EMBIGglobal12.5_JGBIEM12.5

- **Index Identifier:** HBVAR0002

### Schedule of Portfolio Investments

| Name                                                   | Title                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |      Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                    | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      1421000 | PA      | $110113.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                   | Colombia Titulos de Tesoreria, Series B                | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   1849000000 | PA      | $220564.87    | 0.05%             | 2036-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $95033.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-261849.89   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $76741.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $80976.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1119063.21   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $114643.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $173031.93    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                 | Egypt Government Bond                                  | CUSIP: 03846JX54<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      1330000 | PA      | $988819.09    | 0.21%             | 2032-05-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $415720.92    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      1824000 | PA      | $135547.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $147555.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-64133.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $958304.99    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $651980.24    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                  | Japan Treasury Bills                                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | STIV             | NUSS              | JP        |   1039000000 | PA      | $7914958.28   | 1.66%             | 2023-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                    | Thailand Government Bond                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    356560000 | PA      | $10176154.34  | 2.13%             | 2024-09-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka             | Sri Lanka Government Bond                              | CUSIP: 85227SAQ9<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |      2100000 | PA      | $677444.78    | 0.14%             | 2025-11-03      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      3330000 | PA      | $359056.72    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                  | Indonesia Government Bond, Series FR81                 | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  14790000000 | PA      | $959531.72    | 0.20%             | 2025-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-29093.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                   | Colombia Titulos de Tesoreria, Series B                | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   3883000000 | PA      | $599431.19    | 0.13%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $12462.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $317685.34    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $96759.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                  | Indonesia Government Bond, Series FR59                 | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 150718000000 | PA      | $9936431.45   | 2.08%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $130200.02    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $926215.59    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-6158549.27  | -1.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                          | Brazil Letras do Tesouro Nacional                      | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | STIV             | NUSS              | BR        |    275720000 | PA      | $41081725.54  | 8.61%             | 2025-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                  | Mexican Bonos Desarr Fixed Rate, Series M              | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    155700000 | PA      | $7147244.85   | 1.50%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                    | Ecuador Government Bond                                | CUSIP: 27927IAF0<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     33616000 | PA      | $15636758.39  | 3.28%             | 2035-07-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $26294.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                 | Egypt Government Bond                                  | CUSIP: 03846JW89<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       820000 | PA      | $549774.74    | 0.12%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-91236.96    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $453292.29    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $38926.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ghana                                      | Ghana Government Bond                                  | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |      7010000 | PA      | $630791.40    | 0.13%             | 2023-07-31      | Fixed         | 17.25%                | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $165838.78    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic                                     | Dominican Republic Government Bond                     | CUSIP: 25714PEE4<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |      8320000 | PA      | $6133255.15   | 1.29%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                 | Egypt Government Bond                                  | CUSIP: 03846JW55<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      1080000 | PA      | $686350.80    | 0.14%             | 2048-02-21      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| Government of Mongolia                                 | Mongolia Government Bond                               | CUSIP: 60937LAC9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |       200000 | PA      | $173014.54    | 0.04%             | 2026-04-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $45227.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      1720000 | PA      | $115846.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| K2016470219 SA Ltd.                                    | K2016470219 South Africa Ltd., Escrow Account, Class D | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ZA        |      2168033 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Republic of Indonesia                                  | Indonesia Government Bond, Series FR46                 | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 121516000000 | PA      | $7985733.18   | 1.67%             | 2023-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka             | Sri Lanka Government Bond                              | CUSIP: 85227SAW6<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |       460000 | PA      | $147315.90    | 0.03%             | 2028-04-18      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federation of Malaysia                                 | Malaysia Government Bond                               | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     56630000 | PA      | $12880277.39  | 2.70%             | 2027-11-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                      | Ghana Government Bond                                  | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |      5060000 | PA      | $499592.71    | 0.10%             | 2023-02-06      | Fixed         | 16.50%                | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $319555.69    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      1400000 | PA      | $88814.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-807023.21   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                  | Indonesia Government Bond, Series FR86                 | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 315285000000 | PA      | $19867967.56  | 4.17%             | 2026-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                          | Brazil Letras do Tesouro Nacional                      | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | STIV             | NUSS              | BR        |     30950000 | PA      | $4883280.17   | 1.02%             | 2024-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-423.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      1421000 | PA      | $69327.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                   | Colombia Titulos de Tesoreria, Series B                | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   4593500000 | PA      | $671113.47    | 0.14%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-163341.06   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1083336.94  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $69565.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                   | Colombia Titulos de Tesoreria, Series B                | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 131496000000 | PA      | $23209129.44  | 4.87%             | 2026-08-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $266343.95    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      3320000 | PA      | $345494.53    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Norway                                      | Norway Government Bond                                 | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |      2361000 | PA      | $239943.24    | 0.05%             | 2023-05-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka             | Sri Lanka Government Bond                              | CUSIP: 85227SAV8<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |       200000 | PA      | $63491.38     | 0.01%             | 2023-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                   | Colombia Titulos de Tesoreria, Series B                | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   8382000000 | PA      | $1303541.48   | 0.27%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Republic of India                                      | India Government Bond                                  | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |    124600000 | PA      | $1524060.93   | 0.32%             | 2026-01-11      | Fixed         | 7.59%                 | No            |                  2 | On Loan: No      |
| K2016470219 South Africa Ltd.                          | K2016470219 South Africa Ltd., Class A                 | CUSIP: N/A<br>LEI: 378900DECAC8CFA88345       | Long             | EC               | CORP              | ZA        |    434200485 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Republic of Ghana                                      | Ghana Government Bond                                  | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |      2890000 | PA      | $245652.81    | 0.05%             | 2023-12-18      | Fixed         | 19.25%                | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $48912.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Norway                                      | Norway Government Bond                                 | CUSIP: N/A<br>LEI: 549300L0BT3FJTN9MX24       | Long             | DBT              | NUSS              | NO        |    205560000 | PA      | $20944513.25  | 4.39%             | 2024-03-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-311627.59   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $66064.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                  | Japan Treasury Bills                                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | STIV             | NUSS              | JP        |   1450400000 | PA      | $11050860.04  | 2.32%             | 2023-02-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2709885.21  | -0.57%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Korea                                      | Korea Treasury Bonds                                   | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |  12890900000 | PA      | $9845147.25   | 2.06%             | 2024-09-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Hungary                                                | Hungary Government Bond                                | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   3174900000 | PA      | $6517496.22   | 1.37%             | 2025-11-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                  | Indonesia Government Bond, Series FR44                 | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  15790000000 | PA      | $1080899.16   | 0.23%             | 2024-09-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-74091.13    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $409709.78    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $26816.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      4260000 | PA      | $375523.83    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $11813.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                  | Japan Treasury Bills                                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | STIV             | NUSS              | JP        |   2655700000 | PA      | $20242897.82  | 4.24%             | 2023-09-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Hungary                                                | Hungary Government Bond                                | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   3584400000 | PA      | $6972055.00   | 1.46%             | 2032-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                     | Dominican Republic Government Bond                     | CUSIP: 25714PEB0<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |      1460000 | PA      | $1185853.71   | 0.25%             | 2049-06-05      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      3330000 | PA      | $335729.25    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-42541.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| K2016470219 South Africa Ltd.                          | K2016470219 South Africa Ltd., Class B                 | CUSIP: N/A<br>LEI: 378900DECAC8CFA88345       | Long             | EC               | CORP              | ZA        |     50014925 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $235545.94    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $24751.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ghana                                      | Ghana Government Bond                                  | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |    106234000 | PA      | $4505619.27   | 0.94%             | 2032-03-15      | Fixed         | 19.75%                | No            |                  2 | On Loan: No      |
| Republic of Ghana                                      | Ghana Government Bond                                  | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |      1920000 | PA      | $192192.19    | 0.04%             | 2023-01-02      | Fixed         | 18.50%                | No            |                  2 | On Loan: No      |
| N/A                                                    | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       425000 | PA      | $30406.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $9041.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| K2016470260 South Africa Ltd.                          | K2016470260 South Africa Ltd.                          | CUSIP: N/A<br>LEI: 3789003E1C22310B3356       | Long             | DBT              | CORP              | ZA        |     19186470 | PA      | $0.00         | 0.00%             | 2022-12-31      | Fixed         | 25.00%                | No            |                  3 | On Loan: No      |
| Republic of Colombia                                   | Colombia Titulos de Tesoreria, Series B                | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  23937000000 | PA      | $3368840.70   | 0.71%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                 | Egypt Government Bond                                  | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      2370000 | PA      | $1471533.00   | 0.31%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $54342.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $484500.26    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                 | Egypt Government Bond                                  | CUSIP: 03846JX62<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      3120000 | PA      | $2120417.52   | 0.44%             | 2050-05-29      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $390375.38    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-693851.91   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                   | Colombia Titulos de Tesoreria, Series B                | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   7694100000 | PA      | $1546521.61   | 0.32%             | 2024-07-24      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| K2016470219 South Africa Ltd.                          | K2016470219 South Africa Ltd.                          | CUSIP: N/A<br>LEI: 378900DECAC8CFA88345       | Long             | DBT              | CORP              | ZA        |     37627701 | PA      | $0.00         | 0.00%             | 2022-12-31      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                    | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     13000000 | PA      | $1064577.22   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-34958.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $323509.34    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Federation of Malaysia                                 | Malaysia Government Bond                               | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     13570000 | PA      | $3096523.91   | 0.65%             | 2025-09-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                  | Mexican Bonos Desarr Fixed Rate, Series M 20           | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     35600000 | PA      | $1778049.88   | 0.37%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                   | Colombia Titulos de Tesoreria, Series B                | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   6893000000 | PA      | $1078509.73   | 0.23%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Japan                                                  | Japan Treasury Bills                                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | STIV             | NUSS              | JP        |   1454000000 | PA      | $11081216.14  | 2.32%             | 2023-05-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                          | Brazil Notas do Tesouro Nacional                       | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     81500000 | PA      | $14273805.82  | 2.99%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| K2016470219 South Africa Ltd.                          | K2016470219 South Africa Ltd.                          | CUSIP: N/A<br>LEI: 378900DECAC8CFA88345       | Long             | DBT              | CORP              | ZA        |     14528882 | PA      | $0.00         | 0.00%             | 2022-12-31      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Republic of Korea                                      | Korea Treasury Bonds                                   | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   9675000000 | PA      | $7591008.43   | 1.59%             | 2024-09-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                 | Egypt Government Bond                                  | CUSIP: 03846JAE0<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      7530000 | PA      | $5364974.40   | 1.12%             | 2033-09-30      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       710000 | PA      | $55528.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ghana                                      | Ghana Government Bond                                  | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |       480000 | PA      | $47066.75     | 0.01%             | 2023-02-20      | Fixed         | 17.60%                | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                    | Thailand Government Bond                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    402200000 | PA      | $11158895.80  | 2.34%             | 2027-06-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                          | Brazil Notas do Tesouro Nacional                       | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |      8440000 | PA      | $1398938.87   | 0.29%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka             | Sri Lanka Government Bond                              | CUSIP: 85227SAT3<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |      5300000 | PA      | $1691122.83   | 0.35%             | 2027-05-11      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $306711.46    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                 | Egypt Government Bond                                  | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      8190000 | PA      | $5484400.74   | 1.15%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $363139.27    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka             | Sri Lanka Government Bond                              | CUSIP: 85227SAZ9<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |       659000 | PA      | $211046.04    | 0.04%             | 2029-03-14      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-264303.82   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ghana                                      | Ghana Government Bond                                  | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |    107020000 | PA      | $5968771.18   | 1.25%             | 2026-11-02      | Fixed         | 19.00%                | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-43225.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      1330000 | PA      | $112809.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                   | Colombia Titulos de Tesoreria, Series B                | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   9412000000 | PA      | $1663851.28   | 0.35%             | 2025-11-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                      | Ghana Government Bond                                  | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |       990000 | PA      | $58361.74     | 0.01%             | 2026-03-02      | Fixed         | 18.30%                | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-144100.55   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                 | Egypt Government Bond                                  | CUSIP: 03846JAF7<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      6580000 | PA      | $4442816.00   | 0.93%             | 2051-09-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Institutional Fiduciary Trust - Money Market Portfolio | Institutional Fiduciary Trust - Money Market Portfolio | CUSIP: 457756500<br>LEI: 549300M4TP89K77LG374 | Long             | STIV             | RF                | US        |     38971348 | NS      | $38971348.48  | 8.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka             | Sri Lanka Government Bond                              | CUSIP: 85227SBA3<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |       620000 | PA      | $197622.83    | 0.04%             | 2024-06-28      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $321206.51    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-100130.17   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                    | Ecuador Government Bond                                | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |     19217000 | PA      | $12443425.09  | 2.61%             | 2030-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $42490.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $197794.88    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $76993.82     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      6700000 | PA      | $923628.72    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ghana                                      | Ghana Government Bond                                  | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |      8700000 | PA      | $765694.24    | 0.16%             | 2023-09-28      | Fixed         | 18.85%                | No            |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                    | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     35265000 | PA      | $35269132.71  | 7.40%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federation of Malaysia                                 | Malaysia Government Bond                               | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     11540000 | PA      | $2632062.19   | 0.55%             | 2025-03-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1991561.49   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $162243.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      1750000 | PA      | $135670.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1381561.37   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of India                                      | India Government Bond                                  | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |   1473200000 | PA      | $17860469.53  | 3.74%             | 2026-04-08      | Fixed         | 7.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $16263.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9753.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $597933.38    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Government of Mongolia                                 | Mongolia Government Bond                               | CUSIP: 60937LAF2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |      1380000 | PA      | $1114497.09   | 0.23%             | 2027-07-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-27496.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-32565.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Government of Mongolia                                 | Mongolia Government Bond                               | CUSIP: 60937LAE5<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |      5570000 | PA      | $4345815.65   | 0.91%             | 2031-07-07      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                     | Dominican Republic Government Bond                     | CUSIP: 25714PEG9<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |      8400000 | PA      | $6513137.74   | 1.37%             | 2041-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $23118.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** Templeton Income Trust

**Signature:** Ryan Wheeler

**Name of Signer:** Ryan Wheeler

**Title:** Assistant Treasurer