Templeton Global Total Return Fund

Transcription

1 Templeton Global Total Return Fund March 31, 2018 Portfolio Holdings The following portfolio data for the Franklin Templeton funds is made available to the public under our Portfolio Holdings Release Policy and is "as of" the date indicated. This portfolio data should not be relied upon as a complete listing of a fund's holdings (or of a fund's top holdings) as information on particular holdings may be withheld if it is in the fund's interest to do so. Additionally, foreign currency forwards are not included in the portfolio data. Instead, the net market value of all currency forward contracts is included in cash and other net assets of the fund. Further, portfolio holdings data of over-the-counter derivative investments such as Credit Default Swaps, Interest Swaps or other Swap contracts list only the name of counterparty to the derivative contract, not the details of the derivative. Complete portfolio data can be found in the semi- and annual financial statements of the fund. BD37815 ARGENTINA BONAR BONDS 9,178,000 $468, % 24.94% 04/03/22 BD3S539 ARGENTINE BONOS DEL TESORO 1,498,325,000 $74,829, % 18.20% 10/03/21 BD7XYV1 ARGENTINE BONOS DEL TESORO 115,050,000 $5,640, % 21.20% 09/19/18 P8S090LU8 ARGENTINE BONOS DEL TESORO 1,691,237,600 $82,676, % 15.50% 10/17/26 P8S090LV6 ARGENTINE BONOS DEL TESORO 631,308,400 $30,477, % 16.00% 10/17/ QAB6 B2GOLD CORP 53,860,000 $54,425, % 3.25% 10/01/18 BFZBBW1 BONOS DE LA NACION ARGENTINA CON AJUSTE POR CER 57,489,000 $3,005, % 3.75% 02/08/ BOSNIA & HERZEGOVINA 116,666 $64, %.50% 12/20/21 DDD CEVA HOLDINGS LLC 37 $33, % N/A 02/20/49 DDD CEVA HOLDINGS LLC 1,990 $1,214, % N/A 02/20/49 DDD CEVA HOLDINGS LLC 919 $560, % N/A N/A DDD CITIBANK NA -53,800,000 $2,657, % N/A 07/27/47 SL514IJL CITIBANK NA -52,462,000 -$1,862, % N/A 02/20/48 SLL00W8X CITIBANK NA -55,500,000 $356, % N/A 03/13/47 DDD CITIGROUP INC -107,950,000 $5,072, % N/A 01/27/25 DDD CITIGROUP INC -22,850,000 $1,119, % N/A 01/30/25 DDD CITIGROUP INC -36,010,000 $2,050, % N/A 02/03/25 DDD CITIGROUP INC -37,700,000 $1,815, % N/A 03/27/25 DDD CITIGROUP INC -37,700,000 $1,797, % N/A 03/27/25 DDD CITIGROUP INC -100,600,000 $1,537, % N/A 07/29/45 DDD CITIGROUP INC -347,500,000 $31,952, % N/A 11/18/46 SL472PWU CITIGROUP INC -26,990,000 $1,328, % N/A 01/29/25 SL4Q2C2O CITIGROUP INC -29,610,000 -$698, % N/A 04/21/21 SL602H5J CITIGROUP INC -4,680,000 -$1,232, % N/A 02/25/41 SLMH1CEK CITIGROUP INC -73,168,000 $3,452, % N/A 01/23/25 DDD COLLATERAL CASH - BANK OF AMERICA N.A. - USD 4,540,000 $4,540, % N/A 02/20/49 1

2 DDD COLLATERAL CASH - BARCLAYS BANK PLC - USD 11,310,000 $11,310, % N/A 02/20/49 DDD COLLATERAL CASH - CITIBANK NA -USD 32,180,000 $32,180, % N/A 02/20/49 99E DDD DDD DDD DDD DDD COLLATERAL CASH - DEUTSCHE BANK AG - USD COLLATERAL CASH - GOLDMAN SACHS BANK USA - USD COLLATERAL CASH - HSBC BANK PLC - USD COLLATERAL CASH - JPMORGAN CHASE BANK N.A - USD COLLATERAL CASH - MORGAN STANLEY AND CO LLC - US COLLATERAL CASH - STANDARD CHARTERED BANK - USD 10,650,000 $10,650, %.00% 02/20/49 6,720,000 $6,720, % N/A 02/20/49 13,180,000 $13,180, % N/A 02/20/49 15,640,000 $15,640, % N/A 02/20/49 2,060,000 $2,060, % N/A 02/20/49 2,970,000 $2,970, % N/A 02/20/49 DDD COLLATERAL CASH - UBS AG - USD 1,170,000 $1,170, %.00% 02/20/49 DDD DEUTSCHE BANK AG -50,300,000 -$7,913, % N/A 10/04/43 SL471X8L DEUTSCHE BANK AG -10,830,000 -$274, % N/A 03/28/21 DDD EDCON HOLDINGS LTD 394,125,656 $0 0.00% N/A 02/20/49 DDD EDCON HOLDINGS LTD 22,026 $0 0.00% N/A 02/20/49 DDD EDCON HOLDINGS LTD 31,916,299 $0 0.00% N/A 02/20/49 AN EGYPT TREASURY BILLS 109,900,000 $6,134, % N/A 05/01/18 AP EGYPT TREASURY BILLS 611,800,000 $32,728, % N/A 07/31/18 BDVJQC0 EGYPT TREASURY BILLS 815,700,000 $42,084, % N/A 10/23/18 BF4KCC6 EGYPT TREASURY BILLS 611,800,000 $34,522, % N/A 04/24/18 AO GHANA GOVT 22,820,000 $5,569, % 18.25% 07/25/22 BD07LS6 GHANA GOVT 23,280,000 $5,708, % 24.50% 04/22/19 BD3FG37 GHANA GOVT 380,000 $93, % 21.50% 03/09/20 BD4GKY8 GHANA GOVT 50,930,000 $13,959, % 24.50% 06/21/21 BDGMYF3 GHANA GOVT 39,180,000 $10,803, % 24.75% 07/19/21 BDHSPH9 GHANA GOVT 51,790,000 $12,705, % 18.75% 01/24/22 BF0V9R7 GHANA GOVT 5,210,000 $1,204, % 16.50% 02/06/23 BF1QMW7 GHANA GOVT 14,680,000 $3,471, % 18.25% 09/21/20 BF5G6W1 GHANA GOVT 1,250,000 $298, % 17.60% 11/28/22 BGHQD69 GHANA GOVT 43,190,000 $9,925, % 19.04% 09/24/18 BWT65D0 GHANA GOVT 3,716,000 $910, % 21.00% 03/23/20 BYQBHL4 GHANA GOVT 152,324,000 $41,767, % 19.75% 03/15/32 BYQBHM5 GHANA GOVT 50,640,000 $13,336, % 19.75% 03/25/24 BYQDNX4 GHANA GOVT 94,380,000 $24,929, % 24.00% 11/23/20 BYXSSG0 GHANA GOVT 166,050,000 $43,779, % 19.00% 11/02/26 BZ3CN42 GHANA GOVT 71,467,000 $16,924, % 24.50% 10/22/18 DDD GHANA GOVT 13,490,000 $3,327, % 24.50% 05/27/19 BD1FTD0 GHANA TREASURY NOTE 27,720,000 $6,550, % 22.50% 12/10/18 BFZ0WL4 GHANA TREASURY NOTE 11,380,000 $2,601, % 16.50% 02/17/20 2

3 BYW2L19 GHANA TREASURY NOTE 87,130,000 $20,486, % 21.00% 01/07/19 DDD GHANA TREASURY NOTE 28,190,000 $6,469, % 24.25% 06/11/18 DDD GHANA TREASURY NOTE 8,280,000 $1,952, % 19.95% 05/06/19 DDD GHANA TREASURY NOTE 2,000,000 $460, % 17.24% 11/11/19 DDD GHANA TREASURY NOTE 4,880,000 $1,124, % 17.18% 01/06/20 DDD GHANA TREASURY NOTE 2,870,000 $653, % 16.50% 03/16/20 DDD GOLDMAN SACHS INTERNATIONAL -34,200,000 $2,048, % N/A 04/13/47 DDD HOLDCO 2 434,200,485 $366, % N/A N/A DDD HOLDCO 2 50,014,925 $42, % N/A N/A SL604PM7 HSBC BANK USA NA -52,462,000 -$2,229, % N/A 02/23/48 SL6Q4DCS HSBC BANK USA NA -52,462,000 -$2,041, % N/A 02/22/ C3 IFT-MONEY MARKET PORTFOLIO 1,100,403,920 $1,100,403, % N/A N/A B05HF33 INDIA GOVERNMENT BOND 527,100,000 $8,400, % 8.35% 05/14/22 B1TQXW8 INDIA GOVERNMENT BOND 1,582,000,000 $25,076, % 8.20% 02/15/22 B23YGP9 INDIA GOVERNMENT BOND 3,850,000,000 $60,912, % 8.08% 08/02/22 B2889K2 INDIA GOVERNMENT BOND 805,000,000 $12,744, % 8.13% 09/21/22 B3TS4T2 INDIA GOVERNMENT BOND 4,542,700,000 $71,097, % 7.80% 04/11/21 B40G812 INDIA GOVERNMENT BOND 1,786,600,000 $27,923, % 7.80% 05/03/20 B6QNQR3 INDIA GOVERNMENT BOND 2,781,000,000 $44,859, % 8.79% 11/08/21 B78QRT6 INDIA GOVERNMENT BOND 2,349,000,000 $38,816, % 9.15% 11/14/24 B7XH6N1 INDIA GOVERNMENT BOND 4,125,000,000 $65,219, % 8.15% 06/11/22 B8VZ7M0 INDIA GOVERNMENT BOND 1,324,500,000 $20,896, % 8.12% 12/10/20 BBGB069 INDIA GOVERNMENT BOND 69,400,000 $1,073, % 7.28% 06/03/19 BBGB6Y9 INDIA GOVERNMENT BOND 2,481,400,000 $37,729, % 7.16% 05/20/23 BDB48D0 INDIA GOVERNMENT BOND 631,000,000 $9,515, % 6.84% 12/19/22 BLRX796 INDIA GOVERNMENT BOND 2,786,900,000 $45,503, % 8.83% 11/25/23 BNHL705 INDIA GOVERNMENT BOND 878,000,000 $13,861, % 8.27% 06/09/20 BYZ9CX6 INDIA GOVERNMENT BOND 7,744,000,000 $120,407, % 7.68% 12/15/23 B0Y51T6 INDONESIA GOVERNMENT 34,970,000,000 $3,031, % 12.80% 06/15/21 B114G54 INDONESIA GOVERNMENT 95,624,000,000 $8,638, % 12.90% 06/15/22 B1377F8 INDONESIA GOVERNMENT 33,165,000,000 $2,615, % 11.50% 09/15/19 B1P8MS7 INDONESIA GOVERNMENT 21,121,000,000 $1,893, % 10.25% 07/15/27 B1SDSD6 INDONESIA GOVERNMENT 3,593,000,000 $299, % 10.25% 07/15/22 B1W6P30 INDONESIA GOVERNMENT 15,790,000,000 $1,356, % 10.00% 09/15/24 B23GK97 INDONESIA GOVERNMENT 651,100,000,000 $53,710, % 9.50% 07/15/23 B2490L7 INDONESIA GOVERNMENT 33,169,000,000 $2,933, % 10.00% 02/15/28 B INDONESIA GOVERNMENT 23,719,000,000 $1,760, % 9.00% 09/15/18 B3ZR761 INDONESIA GOVERNMENT 455,512,000,000 $33,803, % 7.00% 05/15/27 B44K553 INDONESIA GOVERNMENT 1,014,313,000,000 $78,530, % 8.25% 07/15/21 B45ZFW4 INDONESIA GOVERNMENT 27,140,000,000 $2,529, % 10.50% 08/15/30 3

4 B4NPD22 INDONESIA GOVERNMENT 624,244,000,000 $50,565, % 8.38% 09/15/26 B4QWH17 INDONESIA GOVERNMENT 18,838,000,000 $1,319, % 6.13% 05/15/28 B71C1X3 INDONESIA GOVERNMENT 79,931,000,000 $5,985, % 7.00% 05/15/22 B894X65 INDONESIA GOVERNMENT 86,004,000,000 $6,180, % 5.63% 05/15/23 B8JVD55 INDONESIA GOVERNMENT 28,467,000,000 $2,072, % 5.25% 05/15/18 BDZCRY4 INDONESIA GOVERNMENT 624,606,000,000 $52,387, % 9.00% 03/15/29 BYRK9M5 INDONESIA GOVERNMENT 122,117,000,000 $10,069, % 8.75% 05/15/31 Y39814DS7 INDONESIA GOVERNMENT 20,613,000,000 $1,855, % 11.75% 08/15/23 Y39814DU2 INDONESIA GOVERNMENT 110,250,000,000 $10,013, % 11.00% 09/15/25 Y39814JK8 INDONESIA GOVERNMENT 1,022,875,000,000 $81,367, % 8.38% 03/15/24 DDD JPMORGAN CHASE & CO -50,330,000 $2,229, % N/A 03/23/25 SL5Z1Y2E JPMORGAN CHASE & CO -11,000,000 -$145, % N/A 06/14/21 SL602H6G JPMORGAN CHASE & CO -4,680,000 -$1,245, % N/A 02/25/41 SL8M17NV JPMORGAN CHASE & CO -24,190,000 -$543, % N/A 05/04/21 SLF0149C JPMORGAN CHASE & CO -1,170,000 -$298, % N/A 03/01/41 SLFI0TBB JPMORGAN CHASE & CO -3,510,000 -$908, % N/A 02/28/41 BD3F7Q7 K SA LTD 32,908,895 $658, % N/A 12/31/22 BD89BY0 K SA LTD 10,207,800 $376, % N/A 12/31/22 BD89C36 K SA LTD 6,646,950 $2,326, % N/A 12/31/ AE4 KENYA GOVERNMENT INTERNATIONAL BOND 19,534,000 $20,494, % 6.88% 06/24/24 BD60FY3 KOREA MONETARY STAB BOND 46,780,000,000 $43,945, % 1.33% 10/02/18 BFB44J2 KOREA MONETARY STAB BOND 117,660,000,000 $110,644, % 2.06% 12/02/19 DDD KOREA MONETARY STAB BOND 79,100,000,000 $74,398, % 1.61% 10/08/18 BD8CNX2 KOREA TREASURY BOND 24,100,000,000 $22,368, % 1.25% 12/10/19 AP AP AQ AQ AQ ,011,817 $11,756, % N/A 06/21/18 286,611,000 $13,176, % N/A 07/18/18 112,775,000 $5,091, % N/A 08/15/18 241,262,000 $10,648, % N/A 09/19/18 203,941,000 $8,904, % N/A 10/17/18 BD0Q9M3 LETRA TESOURO NACIONAL 128,850 $33,104, % N/A 07/01/20 BVCXGN8 LETRA TESOURO NACIONAL 35,100 $10,157, % N/A 01/01/19 BYML774 LETRA TESOURO NACIONAL 471,390 $131,963, % N/A 07/01/19 P8T60MYN7 LETRA TESOURO NACIONAL 510 $119, % N/A 07/01/21 BF8P6Y7 MEXICAN CETES 36,507,990 $19,845, % N/A 05/24/18 BYVZW50 MEXICAN CETES 61,837,000 $33,511, % N/A 06/07/18 BYVZW61 MEXICAN CETES 67,214,000 $35,072, % N/A 12/06/18 DDD MEXICAN CETES 900 $ % N/A 04/26/18 4

5 P4R07XSB3 MEXICAN CETES 39,138,260 $21,147, % N/A 06/21/18 P4R07XSJ6 MEXICAN CETES 11,360,050 $6,066, % N/A 08/16/18 P4R07XST4 MEXICAN CETES 22,391,430 $11,818, % N/A 10/11/18 B3SRS09 MEXICAN FIXED RATE BONDS 37,301,100 $206,434, % 8.50% 12/13/18 B3ZD2V9 MEXICAN FIXED RATE BONDS 34,131,210 $184,057, % 6.50% 06/10/21 B615Y14 MEXICAN FIXED RATE BONDS 9,077,230 $50,753, % 8.00% 06/11/20 BDC7KX2 MEXICAN FIXED RATE BONDS 8,255,100 $45,149, % 4.75% 06/14/18 BSM42M1 MEXICAN FIXED RATE BONDS 34,266,500 $181,611, % 5.00% 12/11/19 B57K9Y4 MEXICAN UDIBONOS 514,513 $2,744, % 2.50% 12/10/20 B59ZFP0 MEXICAN UDIBONOS 652,591 $3,572, % 4.00% 06/13/19 DDD NAVISTAR INC 128,548 $129, % FLOATER 11/06/24 DDD NEWPAGE CORP 2,500,000 $0 0.00% N/A N/A B7QMXZ4 NOTA DO TESOURO NACIONAL NTNB 19,212 $18,949, % 6.00% 08/15/22 BKRCXK9 NOTA DO TESOURO NACIONAL NTNB 17,935 $17,336, % 6.00% 05/15/19 BKXH223 NOTA DO TESOURO NACIONAL NTNB 105,138 $105,063, % 6.00% 05/15/23 B4Q5YM6 NOTA DO TESOURO NACIONAL NTNF 373,872 $117,952, % 9.92% 01/01/23 B62L3V4 NOTA DO TESOURO NACIONAL NTNF 207,870 $66,013, % 9.92% 01/01/21 BJ0X0K1 NOTA DO TESOURO NACIONAL NTNF 669,104 $209,361, % 9.92% 01/01/25 VMGNUSD OTC SECURITIZED MARGIN CASH - USD 66,974,330 $66,974, % N/A 02/20/49 B55GGM1 PHILIPPINE GOVERNMENT 441,600,000 $8,511, % 5.00% 08/18/18 BBBSDF5 PHILIPPINE GOVERNMENT 1,118,640,000 $21,421, % 2.13% 05/23/18 BZ1J7W1 PHILIPPINE GOVERNMENT 215,350,000 $4,055, % 3.38% 08/20/20 Y6972FSZ4 PHILIPPINE GOVERNMENT 4,951,340,000 $94,558, % 3.88% 11/22/ BP9 REPUBLIC OF COLOMBIA 1,916,000,000 $645, % 4.38% 03/21/23 B1YXLB9 REPUBLIC OF COLOMBIA 3,053,000,000 $1,379, % 9.85% 06/28/27 B5W0TD8 REPUBLIC OF COLOMBIA 12,635,000,000 $4,766, % 7.75% 04/14/21 B5KRFR7 TITULOS DE TESORERIA B 59,139,000,000 $25,444, % 10.00% 07/24/24 B5V9HQ5 TITULOS DE TESORERIA B 176,576,000,000 $67,857, % 7.50% 08/26/26 B7RQ430 TITULOS DE TESORERIA B 30,519,000,000 $11,516, % 7.00% 05/04/22 B8CLGQ4 TITULOS DE TESORERIA B 75,595,000,000 $26,147, % 6.00% 04/28/28 B9483F8 TITULOS DE TESORERIA B 6,334,000,000 $2,276, % 5.00% 11/21/18 BD446H7 TITULOS DE TESORERIA B 11,774,000,000 $4,275, % 7.00% 06/30/32 BJH0210 TITULOS DE TESORERIA B 18,368,000,000 $6,784, % 7.00% 09/11/19 BVFPYD7 TITULOS DE TESORERIA B 179,020,000,000 $70,082, % 7.75% 09/18/30 P3772NAZ5 TITULOS DE TESORERIA B 19,102,000,000 $7,694, % 11.00% 07/24/20 P3772NBU5 TITULOS DE TESORERIA B 27,187,000,000 $10,114, % 11.25% 10/24/ AW2 UKRAINE GOVERNMENT 60,577,000 $42,411, % N/A 05/31/ NV7 UNITED STATES TREASURY BILL 56,008,000 $55,534, % N/A 09/13/ PP8 UNITED STATES TREASURY BILL 62,329,000 $61,285, % N/A 01/31/ PT0 UNITED STATES TREASURY BILL 91,853,000 $90,177, % N/A 02/28/19 5

6 912796PZ6 UNITED STATES TREASURY BILL 60,670,000 $60,130, % N/A 09/20/ KD1 U S TREASURY NOTE/BOND 29,405,000 $29,567, % 2.75% 02/15/ RE2 U S TREASURY NOTE/BOND 30,335,000 $30,287, % 1.50% 08/31/18 6

7 Important Legal Information Portfolio holdings are subject to change without notice and may not represent current or future portfolio composition. The portfolio data is as of the date indicated and we disclaim any responsibility to update the information. The net market value of all currency forward contracts is included in cash and other net assets, reflected in the base currency of the fund. The net market value of any Credit Default, Interest and/or other Swap contract positions are displayed as exposure to the issuing counterparty (i.e. "Citibank"). Unlike the fund s regulatory filings, the portfolio data and its presentation in this document are not required to conform to Generally Accepted Accounting Principles (GAAP) and Securities and Exchange Commission (SEC) presentation requirements. Therefore, it differs from that in the complete statement of investments in the annual and semiannual report to shareholders filed with the SEC on Form N-CSR, and the complete statement of investments provided in the first and third quarter SEC Form N-Q filings for each fiscal year. The portfolio data is for information only. It does not constitute a recommendation or an offer for a particular security or fund, nor should it be taken as a solicitation or a recommendation to buy or sell securities or other investments. Investors should carefully consider a fund s investment goals, risks, charges and expenses before investing. To obtain a prospectus, which contains this and other information, talk to your financial advisor, call us at 1-800/DIAL BEN (1-800/ ) or visit our website at. Please read the prospectus carefully before investing. Franklin Templeton Distributors Inc., One Franklin Parkway, San Mateo, CA Franklin Templeton Distributors, Inc. One Franklin Parkway San Mateo, CA (800) DIAL BEN/ Franklin Templeton Investments. All rights reserved. 7