Page 1 of 10. T. Rowe Price Emerging Markets Local Currency Bond Fund 03/31/2018 (Unaudited) Portfolio of Investments

Transcription

1 T. Rowe Price Emerging Markets Local Currency Bond Fund 03/31/2018 (Unaudited) Portfolio of Investments Investments in Securities Coupon % Maturity Shares/Par Value ($) % of Net Assets 1MDB GLOBAL INVESTMENTS 4.4 3/9/23 1,000, , % ARGENTINA 16 10/17/23 48,830,000 2,375, % ARGENTINA /3/21 25,329,000 1,261, % ARGENTINA /15/28 650, , % ARGENTINA INFL INDX 4 3/6/20 41,600,000 2,180, % ARGENTINA INFL INDX 2.5 7/22/21 15,400,000 1,070, % BANCO DE CREDITO DEL PER 144A /30/20 6,300,000 1,954, % BANCO MACRO SA 144A /8/22 6,900, , % BONOS TESORERIA PESOS 6 1/1/43 25,000,000 46, % BONOS TESORERIA PESOS 5 3/1/35 5,000,000 8, % BRAZIL /5/22 91,000 32, % BRAZIL NTN B INFL INDX 6 5/15/23 94,000 93, % BRAZIL NTN B INFL INDX 6 5/15/45 3,875,000 4,011, % BRAZIL NTN-F 10 1/1/21 83,420,000 26,516, % BRAZIL NTN-F 10 1/1/23 12,624,000 3,991, % BRAZIL NTN-F 10 1/1/25 56,500,000 17,749, % BRAZIL NTN-F 10 1/1/27 3,400,000 1,062, % BRF SA /22/18 1,000, , % CHILE 4.5 3/1/26 10,375,000,000 17,253, % CHINA /13/22 10,410,000 1,617, % CHINA /22/24 27,850,000 4,377, % COLOMBIA 6 4/28/28 49,010,600,000 16,952, % COLOMBIA 7 5/4/22 721,000, , % COLOMBIA 7.5 8/26/26 31,518,000,000 12,155, % CZECH REPUBLIC 1 6/26/26 38,000,000 1,763, % CZECH REPUBLIC 2.5 8/25/28 35,890,000 1,846, % CZECH REPUBLIC 2.4 9/17/25 58,850,000 3,027, % EGYPT /9/24 60,020,000 3,487, % EGYPT /9/23 40,000,000 2,487, % EGYPT T BILL /5/18 22,000,000 1,207, % EGYPT T BILL /11/18 12,000, , % EMPRESAS PUBLIC MEDELLIN /10/24 4,371,000,000 1,589, % EMPRESAS PUBLIC MEDELLIN 144A /10/24 1,862,000, , % EUROPEAN INVESTMENT BANK 8 4/1/20 2,300, , % EUROPEAN INVESTMENT BANK 144A /6/20 10,930,000, , % EXPORT-IMPORT BK INDIA /22/19 53,000, , % HDFC BANK LTD 8.1 3/22/25 130,000,000 2,017, % HOUSING DEV FINANCE CORP /30/20 120,000,000 1,822, % HUNGARY /27/21 3,250,000 13, % HUNGARY 3 10/27/27 2,475,550,000 10,272, % HUNGARY 3.5 6/24/20 55,750, , % HUNGARY 7 6/24/22 116,350, , % HUNGARY 5.5 6/24/25 429,000,000 2,093, % INDIA /10/20 138,750,000 2,185, % INDIA 7.8 4/11/21 190,000,000 2,970, % INDIA /20/23 160,000,000 2,429, % INDIA 8.6 6/2/28 192,000,000 3,122, % INDIA 8.4 7/28/24 90,000,000 1,439, % INDONESIA 9 3/15/29 34,000,000,000 2,841, % INDONESIA /15/19 1,487,000, , % INDONESIA /15/23 636,000,000 45, % INDONESIA /15/28 190,028,000,000 13,312, % INDONESIA /15/31 189,760,000,000 15,595, % INDONESIA /15/33 14,280,000,000 1,015, % INDONESIA /15/36 43,344,000,000 3,399, % INDONESIA 9.5 5/15/41 24,238,000,000 2,147, % INDONESIA /15/21 750,000,000 58, % INDONESIA 9.5 7/15/31 65,667,000,000 5,723, % INDONESIA /15/30 360,000,000 33, % INDONESIA /15/20 1,290,000,000 99, % INDONESIA 10 9/15/24 3,183,000, , % INDONESIA 11 9/15/25 1,377,000, , % INTER-AMERICAN DEVEL BK 7 2/4/19 7,200,000, , % ISRAEL /17/48 1,670,000 1,611, % JASA MARGA (PERSERO) 144A /11/20 30,000,000,000 2,206, % Page 1 of 10

2 LEBANON /22/24 900, , % MALAYSIA /31/19 240,000 62, % MALAYSIA /15/19 275,000 71, % MALAYSIA /31/20 120,000 31, % MALAYSIA /15/20 92,000 23, % MALAYSIA /15/26 54,932,000 14,541, % MALAYSIA 4.5 4/15/30 9,320,000 2,446, % MALAYSIA /15/32 5,863,000 1,472, % MALAYSIA /31/35 375,000 93, % MALAYSIA /30/31 3,370, , % MALAYSIA /7/23 251,000 66, % MALAYSIA /26/21 240,000 62, % MALAYSIA /30/43 7,643,000 2,011, % MEXICO /13/42 1,800, , % MEXICO /18/38 73,710,000 4,432, % MEXICO 5 12/11/19 404,000 21, % MEXICO /13/18 1, % MEXICO 10 12/5/24 101,908,000 6,436, % MEXICO /29/31 269,020,000 15,156, % MEXICO 8.5 5/31/29 66,460,000 3,968, % MEXICO 6.5 6/10/21 366,690,000 19,774, % MEXICO 7.5 6/3/27 261,605,800 14,578, % MEXICO UDI INFL INDX /10/20 901,103 48, % NATL HIGHWAYS AUTH OF INDIA 7.3 5/18/22 80,000,000 1,223, % NIGERIA T-BILL /31/18 1,659,000,000 4,495, % NIGERIA T-BILL /20/18 575,000,000 1,493, % PERU 6.9 8/12/37 9,004,000 3,222, % PERU 144A /12/28 13,391,000 4,664, % PERU 144A /12/32 13,130,000 4,493, % PETROBRAS GLOBAL FINANCE /23/26 1,000,000 1,176, % PETROLEOS MEXICANOS SR /12/26 42,410,000 2,066, % PHILIPPINES /14/36 35,000, , % POLAND /25/21 830, , % POLAND 4 10/25/23 75,361,000 23,717, % POLAND 1.5 4/25/20 663, , % POLAND 2 4/25/21 8,000,000 2,355, % POLAND /25/22 3,045, , % POLAND 2.5 7/25/26 940, , % POLAND 2.5 7/25/27 119,000 33, % RED CARRETERAS OCCIDE 144A 9 6/10/28 5,240, , % REPUBLIC OF ARGENTINA /26/22 2,400,000 2,440, % REPUBLIC OF ARGENTINA /22/21 1,150,000 1,221, % ROMANIA /24/25 19,380,000 5,281, % ROMANIA /26/23 24,240,000 6,929, % ROMANIA 5.8 7/26/27 20,000 5, % RUSSIA /16/24 334,500,000 5,980, % RUSSIA /7/22 2,142,000 38, % RUSSIA /3/27 590,529,000 11,191, % RUSSIA 7.6 7/20/22 579,544,000 10,576, % RUSSIA 7 8/16/23 1,324,000 23, % RUSSIA /16/26 165,850,000 3,065, % RUSSIA 8.5 9/17/31 670,800,000 13,161, % SERBIA 10 2/5/22 526,060,000 6,630, % SERBIA /21/23 687,300,000 7,695, % SOUTH AFRICA 8 12/21/18 61,000 5, % SOUTH AFRICA /21/26 82,741,000 8,086, % SOUTH AFRICA 8 1/31/30 310,905,000 25,573, % SOUTH AFRICA /28/23 216,891,000 18,610, % SOUTH AFRICA 7 2/28/31 174,046,000 13,078, % SOUTH AFRICA 6.5 2/28/41 1,245,000 81, % SOUTH AFRICA /31/32 63,121,000 5,243, % SOUTH AFRICA /31/36 1,930, , % SRI LANKA /15/21 790,000,000 5,318, % SRI LANKA 11 8/1/24 1,435,000,000 9,446, % STANDARD CHARTERED BK/SG 144A 9 3/19/29 63,100,000,000 5,273, % THAILAND /12/25 232,532,000 8,256, % THAILAND /17/21 2,500,000 85, % THAILAND /17/26 1,486,000 46, % THAILAND /17/27 81,910,000 2,852, % THAILAND 3.4 6/17/36 114,325,000 3,771, % THAILAND /20/31 96,260,000 3,328, % THAILAND /22/29 91,000,000 3,525, % Page 2 of 10

3 THAILAND /25/32 17,268, , % THAILAND GOVERNMENT BOND /17/22 2,334,000 75, % THAILAND INFL INDX /12/28 194,933,060 6,048, % TRP Government Reserve ,817,567 17,817, % TURKEY 9.5 1/12/22 260,000 58, % TURKEY /11/26 89,663,000 20,624, % TURKEY /17/21 375,000 88, % TURKEY 11 2/24/27 105,000 24, % TURKEY 7.4 2/5/20 370,000 84, % TURKEY 8 3/12/25 175,000 35, % TURKEY /20/24 23,076,000 5,310, % TURKEY INFL INDX 3 2/23/ % URUGUAY /20/22 14,110, , % URUGUAY 144A 8.5 3/15/28 14,500, , % U S TREASURY BILL /21/18 430, , % Total Investments in Securities 592,389,147 Forwards Contracts Currency Bought Receive Currency Sold Deliver Settlement Unrealized G/L % of Net Assets CHASE MANHATTAN BANK BRL 8,000 USD 2,388 07/03/ % CHASE MANHATTAN BANK BRL 8,468 USD 2,528 07/03/ % CHASE MANHATTAN BANK USD 2,547 BRL 8,468 04/06/2018 (18) 0.000% CHASE MANHATTAN BANK USD 2,406 BRL 8,000 04/06/2018 (17) 0.000% HSBC SECURITIES INC USD 3,317 MYR 12,862 07/13/ % HSBC SECURITIES INC MYR 12,862 USD 3,326 04/13/2018 (2) 0.000% CITIBANK NA USD 558,375 PLN 1,909,000 05/11/ % HSBC SECURITIES INC USD 895,706 IDR 12,342,835,000 05/04/2018 1, % CHASE MANHATTAN BANK HUF 107,554,000 USD 424,063 04/13/2018 (157) 0.000% HSBC SECURITIES INC MYR 14,080,020 USD 3,631,304 07/13/2018 (1,408) 0.000% HSBC SECURITIES INC USD 3,640,600 MYR 14,080,020 04/13/2018 1, % MORGAN STANLEY & CO INC BRL 12,212,534 USD 3,644,336 07/03/ , % BNP SECURITIES LONDON BRL 12,212,000 USD 3,641,677 07/03/ , % UBS INVESTMENT BANK MXN 55,285,000 USD 3,009,932 05/18/2018 9, % GOLDMAN SACHS & CO CZK 7,601,000 USD 368,174 04/13/ % HSBC SECURITIES INC LKR 61,016,000 USD 390,527 05/04/2018 (679) 0.000% BANK OF AMERICA MERRILL LYNCH USD 1,058,125 RON 4,003,000 04/13/2018 1, % CITIBANK NA USD 1,156,061 MXN 21,296,000 05/18/2018 (7,214) % CHASE MANHATTAN BANK USD 3,688,853 HUF 937,667,280 04/13/2018 (6,803) % DEUTSCHE BANK AG TRY 2,502,000 USD 624,813 04/06/2018 8, % BNP SECURITIES LONDON BRL 5,564,000 USD 1,674,139 04/06/ , % MORGAN STANLEY & CO INC USD 3,671,838 BRL 12,212,534 04/06/2018 (26,368) % BNP SECURITIES LONDON USD 3,669,471 BRL 12,212,000 04/06/2018 (28,573) % JPMorgan USD 10,274 ZAR 123,202 05/11/2018 (79) 0.000% JPMorgan USD 1,243 ZAR 14,756 05/11/ % JPMorgan ZAR 10,000 USD /11/ % JPMorgan ZAR 56,000 USD 4,670 05/11/ % JPMorgan ZAR 96,000 USD 7,885 05/11/ % JPMorgan ZAR 95,815 USD 7,867 05/11/ % BANK OF AMERICA MERRILL LYNCH USD 305,634 PHP 16,003,000 04/06/2018 (1,019) 0.000% BANK OF AMERICA MERRILL LYNCH USD 305,868 PHP 16,003,000 04/06/2018 (785) 0.000% BANK OF AMERICA MERRILL LYNCH USD 305,907 PHP 16,002,000 04/06/2018 (726) 0.000% BANK OF AMERICA MERRILL LYNCH USD 6,150 PHP 322,000 04/06/2018 (21) 0.000% BANK OF AMERICA MERRILL LYNCH USD 6,154 PHP 322,000 04/06/2018 (16) 0.000% BANK OF AMERICA MERRILL LYNCH USD 6,175 PHP 323,000 04/06/2018 (15) 0.000% BANK OF AMERICA MERRILL LYNCH HUF 365,959,683 USD 1,475,078 04/13/2018 (32,710) % BANK OF AMERICA MERRILL LYNCH RUB 154,728,000 USD 2,724,559 04/13/2018 (26,774) % BANK OF AMERICA MERRILL LYNCH RON 10,907,633 USD 2,893,348 04/13/2018 (13,003) % BANK OF AMERICA MERRILL LYNCH RON 11,240,000 USD 2,968,683 04/13/2018 (570) 0.000% BANK OF AMERICA MERRILL LYNCH CZK 3,561,464 USD 171,629 04/13/ % BANK OF AMERICA MERRILL LYNCH CZK 543,697,773 USD 26,201,040 04/13/ , % BANK OF AMERICA MERRILL LYNCH USD 5,858 THB 184,000 05/04/2018 (32) 0.000% BANK OF AMERICA MERRILL LYNCH IDR 46,690,718,528 USD 3,376,534 05/04/2018 6, % BANK OF AMERICA MERRILL LYNCH USD 9,369,032 ZAR 110,980,785 05/11/ , % BANK OF AMERICA MERRILL LYNCH USD 59,101 EUR 48,000 05/18/2018 (146) 0.000% BANK OF AMERICA MERRILL LYNCH PHP 322,000 USD 6,094 07/06/ % BANK OF AMERICA MERRILL LYNCH PHP 323,000 USD 6,113 07/06/ % BANK OF AMERICA MERRILL LYNCH PHP 322,000 USD 6,093 07/06/ % BANK OF AMERICA MERRILL LYNCH PHP 16,002,000 USD 302,867 07/06/2018 2, % BANK OF AMERICA MERRILL LYNCH PHP 16,003,000 USD 302,886 07/06/2018 2, % BANK OF AMERICA MERRILL LYNCH PHP 16,003,000 USD 302,829 07/06/2018 2, % BARCLAYS BANK USD 2,197 TRY 9,000 04/06/2018 (81) 0.000% BARCLAYS BANK USD 7,253 BRL 24,000 04/06/2018 (15) 0.000% Page 3 of 10

4 BARCLAYS BANK USD 3,186 PHP 162,000 04/06/ % BARCLAYS BANK USD 3,186 PHP 162,000 04/06/ % BARCLAYS BANK USD 3,205 PHP 163,000 04/06/ % BARCLAYS BANK BRL 8,401,000 USD 2,538,910 04/06/2018 5, % BARCLAYS BANK CLP 741,309,000 USD 1,221,569 04/06/2018 5, % BARCLAYS BANK CLP 741,309,000 USD 1,221,569 04/06/2018 5, % BARCLAYS BANK CLP 741,309,000 USD 1,221,569 04/06/2018 5, % BARCLAYS BANK PHP 149,544,000 USD 2,856,073 04/06/2018 9, % BARCLAYS BANK TRY 2,267,000 USD 553,447 04/06/ , % BARCLAYS BANK USD 1,520,077 PHP 77,302,000 04/06/ , % BARCLAYS BANK USD 1,520,077 PHP 77,302,000 04/06/ , % BARCLAYS BANK USD 1,520,097 PHP 77,303,000 04/06/ , % BARCLAYS BANK USD 1,189,312 IDR 16,313,786,000 05/04/2018 7, % BARCLAYS BANK USD 3,758,060 ZAR 45,773,546 05/11/2018 (88,341) % BARCLAYS BANK USD 1,221,046 CLP 741,309,000 06/08/2018 (6,372) % BARCLAYS BANK USD 1,221,046 CLP 741,309,000 06/08/2018 (6,372) % BARCLAYS BANK USD 1,221,046 CLP 741,309,000 06/08/2018 (6,372) % BNP SECURITIES LONDON USD 988,630 CLP 647,849,000 04/06/2018 (84,161) % BNP SECURITIES LONDON USD 27,244 CLP 16,894,000 04/06/2018 (731) 0.000% BNP SECURITIES LONDON USD 2,182 TRY 9,000 04/06/2018 (97) 0.000% BNP SECURITIES LONDON USD 7,580 BRL 25,000 04/06/ % BNP SECURITIES LONDON CLP 741,308,000 USD 1,223,381 04/06/2018 4, % BNP SECURITIES LONDON TRY 2,268,000 USD 549,858 04/06/ , % BNP SECURITIES LONDON TRY 4,989,000 USD 1,226,318 04/06/ , % BNP SECURITIES LONDON PLN 194,000 USD 56,855 04/13/2018 (180) 0.000% BNP SECURITIES LONDON USD 2,874,632 RUB 163,214,400 04/13/ , % BNP SECURITIES LONDON BRL 9,943,514 USD 3,036,558 05/03/2018 (31,976) % BNP SECURITIES LONDON THB 160,031,522 USD 5,145,692 05/04/2018 (22,784) % BNP SECURITIES LONDON IDR 41,421,957,000 USD 3,005,293 05/04/2018 (3,869) % BNP SECURITIES LONDON USD 4,656,027 IDR 64,220,585,000 05/04/2018 2, % BNP SECURITIES LONDON PLN 13,652,496 USD 4,110,566 05/11/2018 (119,991) % BNP SECURITIES LONDON USD 987,379 CLP 647,869,000 05/11/2018 (85,547) % BNP SECURITIES LONDON USD 987,376 CLP 647,867,000 05/11/2018 (85,546) % BNP SECURITIES LONDON MXN 270,000 USD 14,375 05/18/ % BNP SECURITIES LONDON USD 2,622,537 PEN 8,518,000 06/08/2018 (12,253) % BNP SECURITIES LONDON USD 17,418 PEN 57,000 06/08/2018 (213) 0.000% BNP SECURITIES LONDON ARS 83,000 USD 3,947 06/08/ % BNP SECURITIES LONDON ARS 129,000 USD 6,086 06/08/ % BNP SECURITIES LONDON ARS 274,000 USD 12,952 06/08/ % BNP SECURITIES LONDON ARS 405,000 USD 18,987 06/08/ % BNP SECURITIES LONDON ARS 20,135,000 USD 957,442 06/08/2018 9, % BNP SECURITIES LONDON ARS 21,372,444 USD 1,010,995 06/08/ , % BNP SECURITIES LONDON ARS 33,357,000 USD 1,563,854 06/08/ , % BNP SECURITIES LONDON USD 1,223,200 CLP 741,308,000 07/06/2018 (3,896) % JPMorgan TRY 6,319,000 USD 1,665,160 04/06/2018 (65,387) % JPMorgan BRL 212,802 USD 65,088 04/06/2018 (647) 0.000% JPMorgan BRL 54,000 USD 16,699 04/06/2018 (346) 0.000% JPMorgan CLP 5,562,771 USD 9,324 04/06/2018 (112) 0.000% JPMorgan USD 24,204 CLP 14,652,000 04/06/2018 (58) 0.000% JPMorgan USD 7,246 BRL 24,000 04/06/2018 (22) 0.000% JPMorgan USD 6,958 BRL 23,000 04/06/2018 (7) 0.000% JPMorgan CLP 1,219,152 USD 2,012 04/06/ % JPMorgan CLP 1,218,000 USD 2,007 04/06/ % JPMorgan CLP 1,218,000 USD 2,007 04/06/ % JPMorgan CLP 1,218,000 USD 2,007 04/06/ % JPMorgan CLP 1,218,000 USD 2,003 04/06/ % JPMorgan CLP 1,218,000 USD 2,003 04/06/ % JPMorgan TRY 15,000 USD 3,773 04/06/ % JPMorgan CLP 3,629,000 USD 5,969 04/06/ % JPMorgan CLP 3,629,000 USD 5,957 04/06/ % JPMorgan CLP 3,629,000 USD 5,957 04/06/ % JPMorgan USD 10,336 TRY 40,000 04/06/ % JPMorgan USD 11,486 TRY 43,977 04/06/ % JPMorgan CLP 3,629,000 USD 5,545 04/06/ % JPMorgan CLP 3,629,000 USD 5,545 04/06/ % JPMorgan USD 15,411 TRY 59,000 04/06/ % JPMorgan CLP 8,868,000 USD 13,725 04/06/ % JPMorgan USD 392,240 BRL 1,288,000 04/06/2018 2, % JPMorgan BRL 8,399,534 USD 2,541,155 04/06/2018 2, % JPMorgan CLP 381,361,000 USD 627,238 04/06/2018 4, % JPMorgan USD 418,640 TRY 1,627,000 04/06/2018 6, % JPMorgan USD 884,721 TRY 3,404,000 04/06/ , % Page 4 of 10

5 JPMorgan USD 1,381,823 EGP 25,391,000 04/10/2018 (55,546) % JPMorgan HUF 327,744,000 USD 1,323,721 04/13/2018 (31,974) % JPMorgan USD 5,284,541 RON 20,080,961 04/13/2018 (18,177) % JPMorgan CZK 14,196,000 USD 702,853 04/13/2018 (14,898) % JPMorgan RUB 24,904,000 USD 440,346 04/13/2018 (6,129) % JPMorgan RUB 26,570,000 USD 468,205 04/13/2018 (4,940) % JPMorgan HUF 9,267,470 USD 37,362 04/13/2018 (836) 0.000% JPMorgan USD 65,923 HUF 16,926,633 04/13/2018 (790) 0.000% JPMorgan USD 28,239 RUB 1,631,452 04/13/2018 (206) 0.000% JPMorgan PLN 31,000 USD 9,194 04/13/2018 (137) 0.000% JPMorgan CZK 139,000 USD 6,807 04/13/2018 (71) 0.000% JPMorgan HUF 1,599,000 USD 6,317 04/13/2018 (15) 0.000% JPMorgan USD 58,606 PLN 200,506 04/13/ % JPMorgan USD 5,973 RON 22,476 04/13/ % JPMorgan USD 5,007 CZK 102,489 04/13/ % JPMorgan USD 6,179 PLN 21,000 04/13/ % JPMorgan RUB 550,000 USD 9,532 04/13/ % JPMorgan USD 9,311 RON 35,000 04/13/ % JPMorgan USD 11,022 RUB 627,408 04/13/ % JPMorgan USD 23,401 PLN 79,315 04/13/ % JPMorgan USD 18,296 PLN 61,674 04/13/ % JPMorgan USD 62,730 HUF 15,766,301 04/13/ % JPMorgan RON 1,336,000 USD 350,392 04/13/2018 2, % JPMorgan CZK 15,814,000 USD 761,469 04/13/2018 4, % JPMorgan USD 2,615,949 RUB 149,688,000 04/13/2018 6, % JPMorgan USD 1,336,867 RUB 75,743,898 04/13/ , % JPMorgan USD 2,698,345 JPY 292,053,000 04/20/2018 (49,065) % JPMorgan USD 391,692 EUR 320,000 04/20/2018 (2,498) 0.000% JPMorgan JPY 618,678,000 USD 5,620,031 04/20/ , % JPMorgan IDR 21,805,983,000 USD 1,625,493 05/04/2018 (45,437) % JPMorgan USD 874,538 THB 27,494,000 05/04/2018 (5,596) % JPMorgan THB 19,214,000 USD 615,512 05/04/2018 (436) 0.000% JPMorgan USD 11,250 COP 32,298,722 05/04/2018 (305) 0.000% JPMorgan THB 1,011,315 USD 32,489 05/04/2018 (115) 0.000% JPMorgan IDR 220,944,000 USD 15,978 05/04/ % JPMorgan USD 41,994 THB 1,308,371 05/04/ % JPMorgan USD 84,646 IDR 1,137,985,260 05/04/2018 2, % JPMorgan USD 359,691 RSD 34,721,000 05/11/2018 (1,201) 0.000% JPMorgan PLN 3,968,000 USD 1,160,006 05/11/2018 (174) 0.000% JPMorgan CLP 3,631,193 USD 5,987 05/11/ % JPMorgan CLP 3,629,000 USD 5,965 05/11/ % JPMorgan CLP 3,629,000 USD 5,527 05/11/ % JPMorgan CLP 3,629,000 USD 5,527 05/11/ % JPMorgan CLP 3,629,000 USD 5,526 05/11/ % JPMorgan USD 1,128,512 RSD 108,055,000 05/11/2018 5, % JPMorgan USD 1,128,748 RSD 108,055,000 05/11/2018 5, % JPMorgan USD 452,917 ZAR 5,306,000 05/11/2018 7, % JPMorgan USD 2,973,628 GBP 2,149,000 05/18/2018 (46,858) % JPMorgan USD 407,216 MXN 7,702,000 05/18/2018 (13,499) % JPMorgan USD 45,863 MXN 876,831 05/18/2018 (2,034) 0.000% JPMorgan USD 39,932 MXN 757,000 05/18/2018 (1,419) 0.000% JPMorgan USD 24,098 MXN 459,483 05/18/2018 (1,001) 0.000% JPMorgan EUR 8,000 USD 9,973 05/18/2018 (98) 0.000% JPMorgan MXN 86,000 USD 4,569 05/18/ % JPMorgan MXN 268,000 USD 14,062 05/18/ % JPMorgan MXN 592,853 USD 30,160 05/18/2018 2, % JPMorgan MXN 592,000 USD 29,907 05/18/2018 2, % JPMorgan MXN 13,907,000 USD 728,215 05/18/ , % JPMorgan USD 6,069,627 CHF 5,637,000 05/18/ , % JPMorgan USD 13,751 PEN 45,000 06/08/2018 (168) 0.000% JPMorgan USD 2,006 CLP 1,218,000 06/08/2018 (11) 0.000% JPMorgan USD 2,006 CLP 1,218,000 06/08/2018 (11) 0.000% JPMorgan USD 2,006 CLP 1,218,000 06/08/2018 (11) 0.000% JPMorgan PEN 65,000 USD 19,878 06/08/ % JPMorgan AUD 3,393,000 USD 2,674,179 06/15/2018 (67,781) % JPMorgan USD 2,002 CLP 1,218,000 07/06/2018 (14) 0.000% JPMorgan USD 2,002 CLP 1,218,000 07/06/2018 (14) 0.000% JPMorgan USD 2,012 CLP 1,219,152 07/06/2018 (6) 0.000% CIBC World Markets USD 1,732,739 AUD 2,208,000 06/15/ , % CITIBANK NA USD 822,828 TRY 3,284,345 04/06/2018 (8,666) % CITIBANK NA USD 2,949,103 TRY 11,674,000 04/06/2018 (6,389) % CITIBANK NA USD 1,984 TRY 8,187 04/06/2018 (89) 0.000% Page 5 of 10

6 CITIBANK NA CLP 741,309,000 USD 1,219,058 04/06/2018 8, % CITIBANK NA CLP 741,309,000 USD 1,218,256 04/06/2018 9, % CITIBANK NA TRY 2,267,236 USD 549,420 04/06/ , % CITIBANK NA USD 2,476,615 TRY 9,601,000 04/06/ , % CITIBANK NA EGP 19,828,184 USD 1,119,288 04/10/2018 3, % CITIBANK NA HUF 3,895,387,807 USD 15,502,797 04/13/2018 (149,789) % CITIBANK NA RUB 163,726,000 USD 2,886,820 04/13/2018 (32,149) % CITIBANK NA USD 29,575 HUF 7,431,236 04/13/ % CITIBANK NA RON 384,956 USD 98,530 04/13/2018 3, % CITIBANK NA RON 10,868,000 USD 2,795,267 04/13/ , % CITIBANK NA RON 9,987,570 USD 2,556,327 04/13/ , % CITIBANK NA USD 9,630,413 EUR 7,853,621 04/20/2018 (44,017) % CITIBANK NA THB 1,691,627 USD 53,287 05/04/ % CITIBANK NA THB 1,692,000 USD 53,299 05/04/ % CITIBANK NA USD 1,177,940 INR 75,556,000 05/04/ , % CITIBANK NA USD 1,177,940 INR 75,556,000 05/04/ , % CITIBANK NA USD 1,177,940 INR 75,556,000 05/04/ , % CITIBANK NA USD 1,177,940 INR 75,556,000 05/04/ , % CITIBANK NA USD 1,177,967 INR 75,557,742 05/04/ , % CITIBANK NA THB 122,464,767 USD 3,857,705 05/04/ , % CITIBANK NA THB 122,464,767 USD 3,857,705 05/04/ , % CITIBANK NA PLN 60,339,018 USD 17,868,168 05/11/2018 (231,296) % CITIBANK NA USD 3,759,517 ZAR 45,774,000 05/11/2018 (86,922) % CITIBANK NA USD 986,533 CLP 647,856,000 05/11/2018 (86,372) % CITIBANK NA USD 1,466,116 CNH 9,371,000 05/11/2018 (25,453) % CITIBANK NA USD 2,654,635 ZAR 31,869,000 05/11/2018 (23,352) % CITIBANK NA USD 1,118,003 RSD 108,055,000 05/11/2018 (5,128) % CITIBANK NA USD 1,122,533 RSD 108,055,000 05/11/2018 (598) 0.000% CITIBANK NA USD 2,376,155 PLN 8,129,120 05/11/ % CITIBANK NA USD 2,966,118 PLN 10,147,000 05/11/ % CITIBANK NA USD 1,126,629 RSD 108,055,000 05/11/2018 3, % CITIBANK NA USD 1,126,629 RSD 108,055,000 05/11/2018 3, % CITIBANK NA RSD 52,579,697 USD 542,985 05/11/2018 3, % CITIBANK NA USD 1,127,099 RSD 108,055,000 05/11/2018 3, % CITIBANK NA USD 1,127,900 RSD 108,052,784 05/11/2018 4, % CITIBANK NA USD 1,142,471 TWD 33,006,000 05/11/2018 7, % CITIBANK NA USD 1,142,471 TWD 33,006,000 05/11/2018 7, % CITIBANK NA USD 802,314 MXN 15,868,000 05/18/2018 (64,461) % CITIBANK NA MXN 57,873,000 USD 3,094,068 05/18/ , % CITIBANK NA USD 2,946,237 ARS 63,020,000 06/08/2018 (79,281) % CITIBANK NA USD 1,141,706 TWD 33,001,000 06/08/2018 4, % CITIBANK NA USD 1,141,879 TWD 33,006,000 06/08/2018 4, % CITIBANK NA USD 1,141,879 TWD 33,006,000 06/08/2018 4, % CITIBANK NA USD 1,141,879 TWD 33,006,000 06/08/2018 4, % CITIBANK NA USD 1,144,651 TWD 33,006,000 06/08/2018 7, % CITIBANK NA AUD 3,767,000 USD 2,927,347 06/15/2018 (33,653) % CITIBANK NA USD 1,734,733 AUD 2,208,000 06/15/ , % CITIBANK NA USD 1,217,876 CLP 741,309,000 07/06/2018 (9,221) % CITIBANK NA USD 1,218,717 CLP 741,309,000 07/06/2018 (8,380) % CREDIT SUISSE USD 13,061 CLP 8,338,923 04/06/2018 (747) 0.000% CREDIT SUISSE BRL 135,000 USD 40,516 04/06/ % CREDIT SUISSE USD 5,064,422 COP 14,432,842,710 05/04/2018 (98,927) % CREDIT SUISSE USD 13,054 CLP 8,338,922 05/11/2018 (756) 0.000% CREDIT SUISSE USD 2,801,029 CLP 1,674,231,162 05/11/ , % CREDIT SUISSE USD 774,969 MXN 14,531,542 05/18/2018 (18,804) % DEUTSCHE BANK AG BRL 10,070,000 USD 3,167,513 04/06/2018 (118,110) % DEUTSCHE BANK AG BRL 260,520 USD 79,711 04/06/2018 (820) 0.000% DEUTSCHE BANK AG BRL 8,401,000 USD 2,536,993 04/06/2018 7, % DEUTSCHE BANK AG TRY 2,298,000 USD 556,084 04/06/ , % DEUTSCHE BANK AG USD 2,935,540 BRL 9,559,000 04/06/ , % DEUTSCHE BANK AG TRY 11,275,000 USD 2,792,916 04/06/ , % DEUTSCHE BANK AG USD 1,080,449 MYR 4,252,000 04/13/2018 (18,405) % DEUTSCHE BANK AG USD 3,631,932 MYR 14,081,000 04/13/2018 (7,054) % DEUTSCHE BANK AG USD 3,633,806 MYR 14,081,000 04/13/2018 (5,179) % DEUTSCHE BANK AG RUB 23,707,112 USD 415,914 04/13/2018 (2,565) 0.000% DEUTSCHE BANK AG USD 7,208 MYR 29,000 04/13/2018 (286) 0.000% DEUTSCHE BANK AG MYR 12,000 USD 3,097 04/13/ % DEUTSCHE BANK AG MYR 12,000 USD 3,095 04/13/ % DEUTSCHE BANK AG RON 5,718,000 USD 1,493,819 04/13/ , % DEUTSCHE BANK AG MYR 5,431,434 USD 1,383,981 04/13/ , % DEUTSCHE BANK AG RON 11,412,000 USD 2,992,550 04/13/ , % DEUTSCHE BANK AG EUR 2,476,000 USD 3,058,058 04/20/2018 (8,014) % Page 6 of 10

7 DEUTSCHE BANK AG USD 1,276,543 EGP 22,965,000 05/03/2018 (15,106) % DEUTSCHE BANK AG USD 2,967,438 KRW 3,209,284,000 05/11/2018 (47,390) % DEUTSCHE BANK AG MYR 2,708,000 USD 688,340 05/11/ , % DEUTSCHE BANK AG MYR 2,708,000 USD 688,340 05/11/ , % DEUTSCHE BANK AG MYR 2,708,000 USD 688,340 05/11/ , % DEUTSCHE BANK AG MYR 2,708,000 USD 688,340 05/11/ , % DEUTSCHE BANK AG MYR 2,709,272 USD 688,664 05/11/ , % DEUTSCHE BANK AG ZAR 17,200,595 USD 1,428,814 05/11/ , % DEUTSCHE BANK AG ZAR 64,294,205 USD 5,340,771 05/11/ , % DEUTSCHE BANK AG USD 3,088 MYR 12,000 07/13/2018 (6) 0.000% DEUTSCHE BANK AG USD 3,089 MYR 12,000 07/13/2018 (4) 0.000% DEUTSCHE BANK AG MYR 14,081,000 USD 3,624,920 07/13/2018 5, % DEUTSCHE BANK AG MYR 14,081,000 USD 3,623,520 07/13/2018 6, % GOLDMAN SACHS & CO USD 968,903 TRY 3,710,096 04/06/ , % GOLDMAN SACHS & CO USD 1,757,756 CZK 36,407,935 04/13/2018 (6,617) % GOLDMAN SACHS & CO USD 3,090,052 JPY 326,625,000 04/20/ , % GOLDMAN SACHS & CO USD 1,547,775 EUR 1,240,000 04/20/ , % GOLDMAN SACHS & CO USD 9,279 THB 290,000 05/04/2018 (5) 0.000% GOLDMAN SACHS & CO INR 194,946,000 USD 2,970,832 05/04/2018 6, % GOLDMAN SACHS & CO ZAR 35,365,000 USD 2,971,645 05/11/ % GOLDMAN SACHS & CO CHF 2,809,000 USD 2,961,341 05/18/2018 (12,510) % GOLDMAN SACHS & CO MXN 59,489,000 USD 3,045,397 05/18/ , % HSBC SECURITIES INC USD 990,907 CLP 647,855,000 04/06/2018 (81,893) % HSBC SECURITIES INC PHP 147,391,000 USD 2,877,326 04/06/2018 (52,990) % HSBC SECURITIES INC USD 5,829,913 CLP 3,533,510,000 04/06/2018 (21,321) % HSBC SECURITIES INC USD 2,187 TRY 9,000 04/06/2018 (92) 0.000% HSBC SECURITIES INC PHP 1,454,000 USD 27,759 04/06/ % HSBC SECURITIES INC USD 333,268 PHP 17,020,000 04/06/2018 7, % HSBC SECURITIES INC TRY 2,267,000 USD 550,846 04/06/ , % HSBC SECURITIES INC TRY 11,191,000 USD 2,805,509 04/06/ , % HSBC SECURITIES INC USD 3,059,815 TRY 11,872,000 04/06/ , % HSBC SECURITIES INC RUB 456,850,668 USD 8,001,027 04/13/2018 (35,534) % HSBC SECURITIES INC USD 652,348 MYR 2,555,900 04/13/2018 (8,179) % HSBC SECURITIES INC USD 32,507 MYR 127,000 04/13/2018 (313) 0.000% HSBC SECURITIES INC RUB 3,712,133 USD 65,012 04/13/2018 (289) 0.000% HSBC SECURITIES INC USD 6,645 MYR 26,000 04/13/2018 (75) 0.000% HSBC SECURITIES INC MYR 12,000 USD 3,108 04/13/2018 (7) 0.000% HSBC SECURITIES INC MYR 24,000 USD 6,103 04/13/ % HSBC SECURITIES INC MYR 17,000 USD 4,159 04/13/ % HSBC SECURITIES INC MYR 17,000 USD 4,159 04/13/ % HSBC SECURITIES INC MYR 18,484 USD 4,522 04/13/ % HSBC SECURITIES INC USD 3,647,172 MYR 14,081,000 04/13/2018 8, % HSBC SECURITIES INC MYR 4,770,000 USD 1,223,486 04/13/2018 9, % HSBC SECURITIES INC MYR 12,454,000 USD 3,046,776 04/13/ , % HSBC SECURITIES INC MYR 12,454,000 USD 3,046,776 04/13/ , % HSBC SECURITIES INC MYR 12,454,485 USD 3,046,894 04/13/ , % HSBC SECURITIES INC USD 1,450,759 EUR 1,170,000 04/20/2018 9, % HSBC SECURITIES INC BRL 9,943,514 USD 3,026,484 05/03/2018 (21,902) % HSBC SECURITIES INC IDR 196,495,888,391 USD 14,711,079 05/04/2018 (473,037) % HSBC SECURITIES INC USD 4,089,812 LKR 646,681,000 05/04/2018 (42,018) % HSBC SECURITIES INC USD 4,435,696 IDR 61,509,793,000 05/04/2018 (21,288) % HSBC SECURITIES INC IDR 1,136,150,641 USD 83,929 05/04/2018 (1,604) 0.000% HSBC SECURITIES INC USD 13,657 IDR 188,267,000 05/04/ % HSBC SECURITIES INC THB 1,692,000 USD 53,283 05/04/ % HSBC SECURITIES INC THB 1,692,000 USD 53,283 05/04/ % HSBC SECURITIES INC USD 86,562 IDR 1,156,204,414 05/04/2018 2, % HSBC SECURITIES INC IDR 22,976,939,000 USD 1,654,445 05/04/ , % HSBC SECURITIES INC USD 1,373,760 IDR 18,596,595,000 05/04/ , % HSBC SECURITIES INC USD 2,836,590 INR 183,811,000 05/04/ , % HSBC SECURITIES INC THB 122,464,767 USD 3,856,551 05/04/ , % HSBC SECURITIES INC THB 122,464,767 USD 3,856,551 05/04/ , % HSBC SECURITIES INC COP 47,626,092,084 USD 16,545,455 05/04/ , % HSBC SECURITIES INC USD 3,091,605 CLP 1,872,276,000 05/11/2018 (9,043) % HSBC SECURITIES INC USD 2,356,161 CNH 14,824,000 05/11/2018 (3,355) % HSBC SECURITIES INC USD 423,207 KRW 453,179,000 05/11/2018 (2,513) 0.000% HSBC SECURITIES INC USD 1,135,397 TWD 33,006,000 05/11/ % Page 7 of 10

8 HSBC SECURITIES INC USD 1,135,397 TWD 33,006,000 05/11/ % HSBC SECURITIES INC USD 437,288 TWD 12,607,000 05/11/2018 3, % HSBC SECURITIES INC USD 1,142,076 TWD 33,006,000 05/11/2018 7, % HSBC SECURITIES INC USD 2,153,131 ZAR 25,345,128 05/11/ , % HSBC SECURITIES INC CLP 2,505,004,122 USD 4,122,446 05/11/ , % HSBC SECURITIES INC CNH 18,793,000 USD 2,962,138 05/11/ , % HSBC SECURITIES INC CLP 366,084,000 USD 571,105 05/11/ , % HSBC SECURITIES INC SGD 5,727,000 USD 4,321,579 05/11/ , % HSBC SECURITIES INC USD 5,225,606 MXN 98,103,974 05/18/2018 (133,235) % HSBC SECURITIES INC USD 806,729 MXN 15,867,959 05/18/2018 (60,044) % HSBC SECURITIES INC USD 1,993,075 MXN 37,556,639 05/18/2018 (58,423) % HSBC SECURITIES INC USD 2,965,352 GBP 2,132,000 05/18/2018 (31,240) % HSBC SECURITIES INC MXN 54,207,000 USD 2,883,822 05/18/ , % HSBC SECURITIES INC PEN 13,441,000 USD 4,107,257 06/08/ , % HSBC SECURITIES INC MYR 14,081,000 USD 3,638,031 07/13/2018 (7,882) % HSBC SECURITIES INC USD 3,100 MYR 12,000 07/13/ % MORGAN STANLEY & CO INC USD 62,508 BRL 211,376 04/06/2018 (1,501) 0.000% MORGAN STANLEY & CO INC USD 1,730,703 AUD 2,208,000 06/15/ , % MORGAN STANLEY & CO INC USD 1,737,807 AUD 2,207,000 06/15/ , % MORGAN STANLEY & CO INC USD 1,738,595 AUD 2,208,000 06/15/ , % SOCIETE GENERAL TRY 6,270,433 USD 1,583,610 04/06/2018 3, % STANDARD CHARTERED GLOBAL MARKET TRY 4,748,832 USD 1,221,762 04/06/2018 (19,506) % STANDARD CHARTERED GLOBAL MARKET TRY 29,866 USD 7,684 04/06/2018 (123) 0.000% STANDARD CHARTERED GLOBAL MARKET USD 13,020 BRL 43,000 04/06/2018 (2) 0.000% STANDARD CHARTERED GLOBAL MARKET USD 90,701 BRL 295,477 04/06/2018 1, % STANDARD CHARTERED GLOBAL MARKET USD 52,702 MYR 209,131 04/13/2018 (1,344) 0.000% STANDARD CHARTERED GLOBAL MARKET MYR 22,000 USD 5,374 04/13/ % STANDARD CHARTERED GLOBAL MARKET MYR 243,785 USD 61,466 04/13/2018 1, % STANDARD CHARTERED GLOBAL MARKET MYR 15,567,000 USD 3,802,394 04/13/ , % STANDARD CHARTERED GLOBAL MARKET BRL 10,043,733 USD 3,045,401 05/03/2018 (10,536) % STANDARD CHARTERED GLOBAL MARKET USD 1,479,375 COP 4,228,794,000 05/04/2018 (33,476) % STANDARD CHARTERED GLOBAL MARKET USD 2,668,071 THB 83,620,013 05/04/2018 (8,762) % STANDARD CHARTERED GLOBAL MARKET COP 10,501,118,838 USD 3,765,191 05/04/2018 (8,417) % STANDARD CHARTERED GLOBAL MARKET THB 16,229,000 USD 511,472 05/04/2018 8, % STANDARD CHARTERED GLOBAL MARKET MYR 13,956,000 USD 3,567,211 05/11/ , % STATE STREET BANK & TRUST EUR 2,465,000 USD 3,051,608 04/20/2018 (15,115) % STATE STREET BANK & TRUST USD 2,641,860 EUR 2,144,000 04/20/ % STATE STREET BANK & TRUST USD 2,105,693 INR 137,965,000 05/04/2018 (1,714) 0.000% STATE STREET BANK & TRUST USD 2,084,695 INR 136,141,000 05/04/2018 5, % STATE STREET BANK & TRUST USD 2,955,492 SGD 3,874,000 05/11/2018 (1,669) 0.000% STATE STREET BANK & TRUST USD 2,955,492 SGD 3,874,000 05/11/2018 (1,669) 0.000% STATE STREET BANK & TRUST USD 2,954,729 SGD 3,873,000 05/11/2018 (1,669) 0.000% STATE STREET BANK & TRUST USD 2,954,729 SGD 3,873,000 05/11/2018 (1,669) 0.000% Total Forward Currency Exchange Contracts 914,548 Options Strike Price($) Exercise Date Shares/Par Value ($) % of Net Assets FXO EUR PUT/USD CALL /04/ /4/2018 8,990,000 76, % Total Options 76,541 Swap Contracts Notional Amount Market Value % of Net Assets CZK IRS 02/13/2023 REC FIX 113,200,000 31, % CZK IRS 10/19/2022 REC FIX 22,050,000 (10,304) (0.002%) BRAZIL CDS 06/20/2022 (200,000) 2, % BRAZIL CDS 12/20/2022 (500,000) 10, % BRAZIL CDS 12/20/2022 (2,750,000) 58, % BRAZIL CDS 06/20/2022 (2,940,000) 36, % BRL IRS 07/01/2021 REC FIX ,000,000 70, % BRL IRS 01/03/2022 REC FIX ,870, , % BRL IRS 07/01/2021 REC FIX ,050,000 40, % BRL IRS 07/01/2020 REC FIX ,000, , % BRL IRS 07/01/2021 REC FIX ,450, , % BRL IRS 07/01/2020 REC FIX ,000, , % INR IRS 11/09/2021 REC FIX 60,000,000 (8,671) (0.001%) TURKEY CDS 06/20/2023 (3,570,000) 163, % TURKEY CDS 12/20/2022 (1,400,000) 47, % TURKEY CDS 12/20/2022 (2,000,000) 68, % TURKEY CDS 12/20/2022 (2,200,000) 75, % TURKEY CDS 12/20/2021 (2,600,000) 43, % UNITED MEXICAN STATES CDS 12/20/2022 (5,800,000) (6,229) (0.001%) Total Swap Contracts 1,306,362 Futures Contracts Contracts Expiration Contract Value Unrealized G/L % of Net Assets OEM8 EURO BOBL FUT JUN18 (12) 6/7/2018 (1,937,958) (8,036) (0.320%) TYM8 UST 10YR FUT JUN 18 (63) 6/20/2018 (7,631,859) (96,080) (1.259%) Page 8 of 10

9 UBM8 EURO BUXL 30Y FUT JUN18 (20) 6/7/2018 (4,069,835) (91,743) (0.671%) USM8 US LONG BOND FUT JUN 18 (3) 6/20/2018 (439,875) (11,255) (0.073%) WNM8 ULTRA US BOND FUT JUN18 5 6/20/ ,344 26, % Total Futures Contracts (180,325) NET ASSETS 606,237,733 NET ASSET VALUE PER SHARE Emerging Markets Local Currency Bond Fund Shares 7.17 ($425,509,222 / 59,376,814 Shares Outstanding) Emerging Markets Local Currency Bond Fund - Advisor Class Shares 7.16 ($268,439 / 37,478 Shares Outstanding) Emerging Markets Local Currency Bond Fund - I Class Shares 7.17 ($180,460,073 / 25,172,484 Shares Outstanding) ADR American Depository Receipts ADS American Depository Shares AR Auction Rate security with an interest rate reset feature through a modified Dutch auction at predetermined short-term intervals; rate shown is effective rate at period end ARM Adjustable Rate Mortgage BAN Bond Anticipation Note CDA Community Development Administration CLN Credit Linked Note CMO Collateralized Mortgage Obligation COP Certificate of Participation DOT Department of Transportation EFA Educational Facility Authority ETC Equipment Trust Certificate FDR Fiduciary Depository Receipt FRN Floating Rate Note GDR Global Depository Receipts GDS Global Depository Shares GO General Obligation HDA Housing Development Authority HEFA Health & Education Facility Authority HFA Health Facility Authority HFC Housing Finance Corp HFFA Health Facility Financing Authority HHEFA Health & Higher Education Facility Authority IDA Industrial Development Authority/Agency IDB Industrial Development Bond IDC Industrial Development Corp IDRB Industrial Development Revenue Bond IO Interest Only security for which the fund receives interest on notional principal (par) PCR Pollution Control Revenue PFA Public Finance Authority PIK Payment-in-kind PTC Pass-Through Certificate RAC Revenue Anticipation Certificate RAN Revenue Anticipation Note RAW Revenue Anticipation Warrant REIT Real Estate Investment Trust RIB Residual interest bond issued by a third party securitization trust and purchased directly through a cash transaction that involved no exchange of previously held securities; rate varies inversely to short-term rates and the rate presented is the effective rate at period-end STEP Stepped coupon bond for which the coupon rate of interest will adjust on specified future dates(s) TAN Tax Anticipation Note TAW Tax Anticipation Warrant TBA To Be Announced purchase commitment TDFA Trade & Deposit Facility Agreement TECP Tax-Exempt Commercial Paper TRAN Tax Revenue Anticipation Note VR Variable Rate; rate shown is effective rate at period end VRDN Variable Rate Demand Note under which the holder has the right to sell the security to the issuer or the issuer's agent at a predetermined price (generally par) on specified dates upon required notification; rate shown is effective rate at period-end ADP Andorran Peseta DOP Dominican Peso LBP Lebanese Pound QAR Qatari Rial AED United Arab Emirates Dirham DZD Algerian Dinar LKR Sri Lanka Rupee RON Romanian Leu AFA Afghanistan Afghani ECS Ecuador Sucre LRD Liberian Dollar RSD Serbian Dinar ALL Albania Lek EEK Estonian Kroon LTL Lithuanian Litas RUB Russian Rouble AMD Armenian Dram EGP Egyptian Pound LVL Latvian Lats RWF Rwandan Franc ANG Netherlands Antillian Guilder ETB Ethiopian Birr LYD Libyan Dinar SAR Saudi Riyal AOA Angolan Kwanza EUR Euro MAD Moroccan Dirham SDD Sudanese Dinar ARS Argentine Peso FJD Fiji Dollar MDL Moldavan Leu SEK Swedish Krona AUD Australian Dollar FKP Falkland Islands Pound MGA Malagasy Franc SGD Singapore Dollar AZM Azerbaijan Manat GBP British Pound MOP Macau Pataca SIT Slovenian Tolar BAM Bosnia and Herzegovina Convertible Mark GHC Ghanaian Cedi MRO Mauritanian Ouguiya SKK Slovak Koruna BBD Bardados Dollar GIP Gibraltar Pound MTL Maltese Lira SLL Sierra Leonean Leone BDT Bandladesh Taka GTQ Guatemalan Quetzal MUR Mauritius Rupee SOS Somali Shilling BGN Bulgarian Lev GYD Guyanan Dollar MWK Malawi Kwacha SVC El Salvador Colon BHD Bahraini Dinar HKD Hong Kong Dollar MXN Mexican Peso SZL Swazi Lilangeni BMD Bermudian Dollar HNL Honduran Lempira MYR Malaysian Ringgit THB Thai Baht BOB Bolivian Boliviano HRK Croatian Kuna MZM Mozambican Metical TND Tunisian Dinar BRL Brazilian Real HTG Haitian Gourde NAD Namibian Dollar TRY Turkish Lira BSD Bahamian Dollar HUF Hungarian Forint NGN Nigerian Naira TTD Trinidad and Tobago Dollar BWP Botswana Pula IDR Indonesian Rupiah NIO Nicarguan Cordoba Oro TWD Taiwan Dollar BYR Belarusian Ruble ILS Israeli New Shekel NOK Norwegian Kroner TZS Tanzanian Shilling BZD Belize Dollar INR Indian Rupee NPR Nepalese Rupee UAG Ukrainian Hryvnai CAD Canadian Dollar IQD Iraqi Dinar NZD New Zealand Dollar UGX Uganda Shilling CHF Swiss Franc IRR Iranian Rial OMR Omani Rial USD U.S. Dollar CLP Chilean Peso ISK Iceland Krona PAB Panamanian Balboa UYU Uruguayan Peso CNY China Yuan Renminbi JMD Jamaican Dollar PEN Peruvian Nuevo Sol VEB Venezuelan Bolivar Page 9 of 10

10 COP Columbian Peso JOD Jordanian Dinar PGK Papua New Guinea Kina VND Vietnamese Dong CRC Costa Rican Colon JPY Japanese Yen PHP Philippine Peso XAF CFA Franc BEAC CUP Cuban Peso KES Kenyan Shilling PKR Pakistan Rupee XCD East Caribbean Dollar CYP Cyprus Pound KHR Cambodian Riel PLN Polish Zloty XOF CFA Franc BCEAO CZK Czech Koruna KPW North Korean Won PYG Guarani YER Yemeni Rial ADP Andorran Peseta DOP Dominican Peso LBP Lebanese Pound QAR Qatari Rial AED United Arab Emirates Dirham DZD Algerian Dinar LKR Sri Lanka Rupee RON Romanian Leu AFA Afghanistan Afghani ECS Ecuador Sucre LRD Liberian Dollar RSD Serbian Dinar ALL Albania Lek EEK Estonian Kroon LTL Lithuanian Litas RUB Russian Rouble AMD Armenian Dram EGP Egyptian Pound LVL Latvian Lats RWF Rwandan Franc ANG Netherlands Antillian Guilder ETB Ethiopian Birr LYD Libyan Dinar SAR Saudi Riyal AOA Angolan Kwanza EUR Euro MAD Moroccan Dirham SDD Sudanese Dinar ARS Argentine Peso FJD Fiji Dollar MDL Moldavan Leu SEK Swedish Krona AUD Australian Dollar FKP Falkland Islands Pound MGA Malagasy Franc SGD Singapore Dollar AZM Azerbaijan Manat GBP British Pound MOP Macau Pataca SIT Slovenian Tolar BAM Bosnia and Herzegovina Convertible Mark GHC Ghanaian Cedi MRO Mauritanian Ouguiya SKK Slovak Koruna BBD Bardados Dollar GIP Gibraltar Pound MTL Maltese Lira SLL Sierra Leonean Leone BDT Bandladesh Taka GTQ Guatemalan Quetzal MUR Mauritius Rupee SOS Somali Shilling BGN Bulgarian Lev GYD Guyanan Dollar MWK Malawi Kwacha SVC El Salvador Colon BHD Bahraini Dinar HKD Hong Kong Dollar MXN Mexican Peso SZL Swazi Lilangeni BMD Bermudian Dollar HNL Honduran Lempira MYR Malaysian Ringgit THB Thai Baht BOB Bolivian Boliviano HRK Croatian Kuna MZM Mozambican Metical TND Tunisian Dinar BRL Brazilian Real HTG Haitian Gourde NAD Namibian Dollar TRY Turkish Lira BSD Bahamian Dollar HUF Hungarian Forint NGN Nigerian Naira TTD Trinidad and Tobago Dollar BWP Botswana Pula IDR Indonesian Rupiah NIO Nicarguan Cordoba Oro TWD Taiwan Dollar BYR Belarusian Ruble ILS Israeli New Shekel NOK Norwegian Kroner TZS Tanzanian Shilling BZD Belize Dollar INR Indian Rupee NPR Nepalese Rupee UAG Ukrainian Hryvnai CAD Canadian Dollar IQD Iraqi Dinar NZD New Zealand Dollar UGX Uganda Shilling CHF Swiss Franc IRR Iranian Rial OMR Omani Rial USD U.S. Dollar CLP Chilean Peso ISK Iceland Krona PAB Panamanian Balboa UYU Uruguayan Peso CNY China Yuan Renminbi JMD Jamaican Dollar PEN Peruvian Nuevo Sol VEB Venezuelan Bolivar COP Columbian Peso JOD Jordanian Dinar PGK Papua New Guinea Kina VND Vietnamese Dong CRC Costa Rican Colon JPY Japanese Yen PHP Philippine Peso XAF CFA Franc BEAC CUP Cuban Peso KES Kenyan Shilling PKR Pakistan Rupee XCD East Caribbean Dollar CYP Cyprus Pound KHR Cambodian Riel PLN Polish Zloty XOF CFA Franc BCEAO CZK Czech Koruna KPW North Korean Won PYG Guarani YER Yemeni Rial ADP Andorran Peseta DOP Dominican Peso LBP Lebanese Pound QAR Qatari Rial AED United Arab Emirates Dirham DZD Algerian Dinar LKR Sri Lanka Rupee RON Romanian Leu AFA Afghanistan Afghani ECS Ecuador Sucre LRD Liberian Dollar RSD Serbian Dinar ALL Albania Lek EEK Estonian Kroon LTL Lithuanian Litas RUB Russian Rouble AMD Armenian Dram EGP Egyptian Pound LVL Latvian Lats RWF Rwandan Franc ANG Netherlands Antillian Guilder ETB Ethiopian Birr LYD Libyan Dinar SAR Saudi Riyal AOA Angolan Kwanza EUR Euro MAD Moroccan Dirham SDD Sudanese Dinar ARS Argentine Peso FJD Fiji Dollar MDL Moldavan Leu SEK Swedish Krona AUD Australian Dollar FKP Falkland Islands Pound MGA Malagasy Franc SGD Singapore Dollar AZM Azerbaijan Manat GBP British Pound MOP Macau Pataca SIT Slovenian Tolar BAM Bosnia and Herzegovina Convertible Mark GHC Ghanaian Cedi MRO Mauritanian Ouguiya SKK Slovak Koruna BBD Bardados Dollar GIP Gibraltar Pound MTL Maltese Lira SLL Sierra Leonean Leone BDT Bandladesh Taka GTQ Guatemalan Quetzal MUR Mauritius Rupee SOS Somali Shilling BGN Bulgarian Lev GYD Guyanan Dollar MWK Malawi Kwacha SVC El Salvador Colon BHD Bahraini Dinar HKD Hong Kong Dollar MXN Mexican Peso SZL Swazi Lilangeni BMD Bermudian Dollar HNL Honduran Lempira MYR Malaysian Ringgit THB Thai Baht BOB Bolivian Boliviano HRK Croatian Kuna MZM Mozambican Metical TND Tunisian Dinar BRL Brazilian Real HTG Haitian Gourde NAD Namibian Dollar TRY Turkish Lira BSD Bahamian Dollar HUF Hungarian Forint NGN Nigerian Naira TTD Trinidad and Tobago Dollar BWP Botswana Pula IDR Indonesian Rupiah NIO Nicarguan Cordoba Oro TWD Taiwan Dollar BYR Belarusian Ruble ILS Israeli New Shekel NOK Norwegian Kroner TZS Tanzanian Shilling BZD Belize Dollar INR Indian Rupee NPR Nepalese Rupee UAG Ukrainian Hryvnai CAD Canadian Dollar IQD Iraqi Dinar NZD New Zealand Dollar UGX Uganda Shilling CHF Swiss Franc IRR Iranian Rial OMR Omani Rial USD U.S. Dollar CLP Chilean Peso ISK Iceland Krona PAB Panamanian Balboa UYU Uruguayan Peso CNY China Yuan Renminbi JMD Jamaican Dollar PEN Peruvian Nuevo Sol VEB Venezuelan Bolivar COP Columbian Peso JOD Jordanian Dinar PGK Papua New Guinea Kina VND Vietnamese Dong CRC Costa Rican Colon JPY Japanese Yen PHP Philippine Peso XAF CFA Franc BEAC CUP Cuban Peso KES Kenyan Shilling PKR Pakistan Rupee XCD East Caribbean Dollar CYP Cyprus Pound KHR Cambodian Riel PLN Polish Zloty XOF CFA Franc BCEAO CZK Czech Koruna KPW North Korean Won PYG Guarani YER Yemeni Rial Important Information The portfolio data contained herein is for informational purposes only and does not constitute a recommendation or an offer for a particular security or investment. Unlike the fund's regulatory filings, the portfolio data and its presentation in this document do not conform to Generally Accepted Accounting Principles (GAAP) and Securities and Exchange Commission (SEC) presentation requirements. The holdings are not audited and the information may differ in certain respects, such as derivatives exposure and security name, from the information found in the complete list of portfolio investments in the semiannual and annual shareholder reports and Form N-Q. Page 10 of 10