Voya Emerging Markets Local Currency Debt Fund Portfolio Holdings as of June 29, 2018 (Unaudited)

Transcription

1 Argentina Peso ARS Argentina ,942,139 $67,144 Argentine Bonos del Tesoro ARS Argentina ,936,000 $104,346 Argentine Bonos del Tesoro ARS Argentina ,200,000 $271,942 Argentine Bonos del Tesoro ARS Argentina ,500,000 $248,487 Bank of New York Institutional Cash Reserves Deposit USD United States ,296 $1,296 BERKSHIRE HTWAY CP 7/2/18 USD United States ,200,000 $1,199,778 Bonos de la Tesoreria de la Republica en pesos CLP Chile ,000,000 $1,363,345 Bonos de la Tesoreria de la Republica en pesos CLP Chile ,195,000,000 $1,857,056 Bonos de la Tesoreria de la Republica en pesos CLP Chile ,000,000 $774,628 Brazil Notas do Tesouro Nacional Serie F BRL Brazil ,188,000 $835,438 Brazil Notas do Tesouro Nacional Serie F BRL Brazil ,282,000 $2,010,301 Brazil Notas do Tesouro Nacional Serie F BRL Brazil ,718,000 $2,953,616 Brazil Notas do Tesouro Nacional Serie F BRL Brazil ,176,000 $1,218,471 Brazil Notas do Tesouro Nacional Serie F BRL Brazil ,666,000 $383,987 Brazil Real Spot BRL Brazil ,465,730 $378,180 CELGENE CORP CP 02JUL18 USD United States ,200,000 $1,199,777 CHILEAN PESO CLP Chile ,747,336 $7,266 Colombian TES COP Colombia ,743,500,000 $1,228,132 Colombian TES COP Colombia ,200,000,000 $1,302,046 Colombian TES COP Colombia ,332,000,000 $1,572,937 Colombian TES COP Colombia ,700,000,000 $4,178,689 Colombian TES COP Colombia ,971,000,000 $1,889,981 CONCORD MINUTE 07/02/2018 USD United States ,000 $733,881 CONSOLIDATED E 07/06/2018 USD United States ,200,000 $1,199,491 CURRENCY CONTRACT - BRL BRL Brazil ,590,692 $1,179,179 CURRENCY CONTRACT - BRL BRL Brazil ,509,099 $1,158,221 CURRENCY CONTRACT - BRL BRL Brazil ,665,878 $941,628 CURRENCY CONTRACT - BRL BRL Brazil ,665,878 $941,628 CURRENCY CONTRACT - BRL BRL Brazil ,665,878 $941,628 CURRENCY CONTRACT - BRL BRL Brazil ,806,211 $463,949 CURRENCY CONTRACT - BRL USD Brazil 0.26 (479,852) ($479,852) CURRENCY CONTRACT - BRL USD Brazil 0.26 (988,403) ($988,403) CURRENCY CONTRACT - BRL USD Brazil 0.26 (988,512) ($988,512) CURRENCY CONTRACT - BRL USD Brazil 0.26 (990,189) ($990,189) CURRENCY CONTRACT - BRL USD Brazil 0.26 (1,174,000) ($1,174,000) CURRENCY CONTRACT - BRL USD Brazil 0.26 (1,174,000) ($1,174,000) CURRENCY CONTRACT - CLP USD Chile 0.00 (1,303,522) ($1,303,522) CURRENCY CONTRACT - CLP CLP Chile ,058,417 $1,265,896 CURRENCY CONTRACT - COP COP Colombia ,410,964 $323,016 CURRENCY CONTRACT - COP USD Colombia 0.00 (323,981) ($323,981) CURRENCY CONTRACT - CZK USD Czech Republic 0.04 (166,087) ($166,087) CURRENCY CONTRACT - CZK USD Czech Republic 0.04 (204,726) ($204,726) CURRENCY CONTRACT - CZK USD Czech Republic 0.04 (21,481) ($21,481) CURRENCY CONTRACT - CZK USD Czech Republic 0.04 (1,139,000) ($1,139,000) CURRENCY CONTRACT - CZK USD Czech Republic 0.04 (1,081,000) ($1,081,000) CURRENCY CONTRACT - CZK USD Czech Republic 0.04 (1,083,000) ($1,083,000) CURRENCY CONTRACT - CZK USD Czech Republic 0.04 (614,958) ($614,958) CURRENCY CONTRACT - CZK USD Czech Republic 0.04 (8,385,812) ($8,385,812) CURRENCY CONTRACT - CZK CZK Czech Republic ,303,874 $193,946 CURRENCY CONTRACT - CZK CZK Czech Republic ,158,803 $592,978 CURRENCY CONTRACT - CZK CZK Czech Republic ,000 $20,504 CURRENCY CONTRACT - CZK CZK Czech Republic (196,194) ($8,825) CURRENCY CONTRACT - CZK CZK Czech Republic ,658,257 $164,853 CURRENCY CONTRACT - CZK CZK Czech Republic ,226,200 $7,716,001 CURRENCY CONTRACT - CZK CZK Czech Republic ,898,379 $1,031,874 CURRENCY CONTRACT - CZK CZK Czech Republic ,885,974 $1,031,315 CURRENCY CONTRACT - CZK CZK Czech Republic ,086,456 $1,085,413 CURRENCY CONTRACT - EUR USD Eurozone 1.17 (37) ($37) CURRENCY CONTRACT - EUR EUR Eurozone $36 CURRENCY CONTRACT - HUF HUF Hungary ,218,852 $132,302 CURRENCY CONTRACT - HUF HUF Hungary ,949,050 $99,351 CURRENCY CONTRACT - HUF HUF Hungary ,727,007 $55,905 CURRENCY CONTRACT - HUF HUF Hungary ,206,136 $445,072 CURRENCY CONTRACT - HUF HUF Hungary ,901,795 $1,058,956 CURRENCY CONTRACT - HUF HUF Hungary ,400,989 $1,103,387 CURRENCY CONTRACT - HUF HUF Hungary ,400,790 $1,092,723 CURRENCY CONTRACT - HUF USD Hungary 0.00 (1,188,346) ($1,188,346) Page 1 of 7

2 CURRENCY CONTRACT - HUF USD Hungary 0.00 (1,135,000) ($1,135,000) CURRENCY CONTRACT - HUF USD Hungary 0.00 (1,151,000) ($1,151,000) CURRENCY CONTRACT - HUF USD Hungary 0.00 (58,000) ($58,000) CURRENCY CONTRACT - HUF USD Hungary 0.00 (100,131) ($100,131) CURRENCY CONTRACT - HUF USD Hungary 0.00 (144,360) ($144,360) CURRENCY CONTRACT - HUF USD Hungary 0.00 (474,893) ($474,893) CURRENCY CONTRACT - IDR USD Indonesia 0.00 (124,366) ($124,366) CURRENCY CONTRACT - IDR USD Indonesia 0.00 (174,916) ($174,916) CURRENCY CONTRACT - IDR USD Indonesia 0.00 (23,000) ($23,000) CURRENCY CONTRACT - IDR USD Indonesia 0.00 (1,292,585) ($1,292,585) CURRENCY CONTRACT - IDR USD Indonesia 0.00 (1,721,297) ($1,721,297) CURRENCY CONTRACT - IDR USD Indonesia 0.00 (901,644) ($901,644) CURRENCY CONTRACT - IDR IDR Indonesia ,888,997,978 $898,930 CURRENCY CONTRACT - IDR IDR Indonesia ,040,610,292 $1,258,224 CURRENCY CONTRACT - IDR IDR Indonesia ,873,010,965 $1,664,999 CURRENCY CONTRACT - IDR IDR Indonesia ,425,312,794 $169,151 CURRENCY CONTRACT - IDR IDR Indonesia ,767,740,398 $123,289 CURRENCY CONTRACT - IDR IDR Indonesia ,657,000 $22,713 CURRENCY CONTRACT - KRW KRW South Korea ,098,935 $7,270 CURRENCY CONTRACT - KRW USD South Korea 0.00 (7,618) ($7,618) CURRENCY CONTRACT - MXN MXN Mexico ,602,271 $130,223 CURRENCY CONTRACT - MXN MXN Mexico ,302,643 $165,272 CURRENCY CONTRACT - MXN MXN Mexico ,553,836 $378,011 CURRENCY CONTRACT - MXN MXN Mexico ,353,895 $1,468,934 CURRENCY CONTRACT - MXN USD Mexico 0.05 (1,458,170) ($1,458,170) CURRENCY CONTRACT - MXN USD Mexico 0.05 (128,773) ($128,773) CURRENCY CONTRACT - MXN USD Mexico 0.05 (163,922) ($163,922) CURRENCY CONTRACT - MXN USD Mexico 0.05 (361,407) ($361,407) CURRENCY CONTRACT - MYR USD Malaysia 0.25 (289,873) ($289,873) CURRENCY CONTRACT - MYR USD Malaysia 0.25 (4,404,658) ($4,404,658) CURRENCY CONTRACT - MYR USD Malaysia 0.25 (1,232,338) ($1,232,338) CURRENCY CONTRACT - MYR USD Malaysia 0.25 (894,293) ($894,293) CURRENCY CONTRACT - MYR MYR Malaysia ,264,057 $4,273,634 CURRENCY CONTRACT - MYR MYR Malaysia ,590,587 $888,832 CURRENCY CONTRACT - MYR MYR Malaysia ,827,068 $1,194,917 CURRENCY CONTRACT - MYR MYR Malaysia ,131,809 $280,174 CURRENCY CONTRACT - PHP PHP Philippines ,585,821 $291,824 CURRENCY CONTRACT - PHP PHP Philippines ,110,529 $39,517 CURRENCY CONTRACT - PHP USD Philippines 0.02 (296,168) ($296,168) CURRENCY CONTRACT - PHP USD Philippines 0.02 (40,162) ($40,162) CURRENCY CONTRACT - PLN USD Poland 0.27 (59,000) ($59,000) CURRENCY CONTRACT - PLN USD Poland 0.27 (261,263) ($261,263) CURRENCY CONTRACT - PLN USD Poland 0.27 (890,000) ($890,000) CURRENCY CONTRACT - PLN USD Poland 0.27 (890,000) ($890,000) CURRENCY CONTRACT - PLN USD Poland 0.27 (1,015,909) ($1,015,909) CURRENCY CONTRACT - PLN USD Poland 0.27 (5,099,866) ($5,099,866) CURRENCY CONTRACT - PLN PLN Poland ,895 $58,205 CURRENCY CONTRACT - PLN PLN Poland ,054 $257,787 CURRENCY CONTRACT - PLN PLN Poland ,164,613 $845,339 CURRENCY CONTRACT - PLN PLN Poland ,164,430 $845,290 CURRENCY CONTRACT - PLN PLN Poland ,642,577 $973,013 CURRENCY CONTRACT - PLN PLN Poland ,244,992 $4,606,522 CURRENCY CONTRACT - RON RON Romania ,544,950 $1,885,930 CURRENCY CONTRACT - RON RON Romania ,092,455 $273,069 CURRENCY CONTRACT - RON RON Romania ,275 $163,042 CURRENCY CONTRACT - RON RON Romania ,833 $51,700 CURRENCY CONTRACT - RON USD Romania 0.25 (1,895,759) ($1,895,759) CURRENCY CONTRACT - RON USD Romania 0.25 (279,215) ($279,215) CURRENCY CONTRACT - RON USD Romania 0.25 (167,688) ($167,688) CURRENCY CONTRACT - RON USD Romania 0.25 (53,587) ($53,587) CURRENCY CONTRACT - RUB USD Russia 0.02 (721,991) ($721,991) CURRENCY CONTRACT - RUB USD Russia 0.02 (8,440) ($8,440) CURRENCY CONTRACT - RUB RUB Russia ,641 $8,382 CURRENCY CONTRACT - RUB RUB Russia ,634,001 $723,581 CURRENCY CONTRACT - THB THB Thailand ,232,183 $761,805 CURRENCY CONTRACT - THB THB Thailand ,117,535 $1,060,261 CURRENCY CONTRACT - THB THB Thailand ,590,344 $1,768,948 Page 2 of 7

3 CURRENCY CONTRACT - THB THB Thailand ,007,766 $2,294,811 CURRENCY CONTRACT - THB THB Thailand ,039,642 $1,329,636 CURRENCY CONTRACT - THB THB Thailand ,857,259 $56,074 CURRENCY CONTRACT - THB THB Thailand ,493,918 $75,296 CURRENCY CONTRACT - THB USD Thailand 0.03 (788,218) ($788,218) CURRENCY CONTRACT - THB USD Thailand 0.03 (2,403,742) ($2,403,742) CURRENCY CONTRACT - THB USD Thailand 0.03 (1,873,446) ($1,873,446) CURRENCY CONTRACT - THB USD Thailand 0.03 (1,420,799) ($1,420,799) CURRENCY CONTRACT - THB USD Thailand 0.03 (1,132,970) ($1,132,970) CURRENCY CONTRACT - THB USD Thailand 0.03 (76,371) ($76,371) CURRENCY CONTRACT - THB USD Thailand 0.03 (58,000) ($58,000) CURRENCY CONTRACT - TRY USD Turkey 0.22 (14,503) ($14,503) CURRENCY CONTRACT - TRY USD Turkey 0.22 (234,000) ($234,000) CURRENCY CONTRACT - TRY USD Turkey 0.22 (292,718) ($292,718) CURRENCY CONTRACT - TRY USD Turkey 0.22 (471,003) ($471,003) CURRENCY CONTRACT - TRY USD Turkey 0.22 (511,465) ($511,465) CURRENCY CONTRACT - TRY USD Turkey 0.22 (1,711,000) ($1,711,000) CURRENCY CONTRACT - TRY USD Turkey 0.22 (1,712,000) ($1,712,000) CURRENCY CONTRACT - TRY USD Turkey 0.22 (769,211) ($769,211) CURRENCY CONTRACT - TRY USD Turkey 0.22 (640,000) ($640,000) CURRENCY CONTRACT - TRY USD Turkey 0.22 (640,000) ($640,000) CURRENCY CONTRACT - TRY TRL Turkey ,580 $13,612 CURRENCY CONTRACT - TRY TRL Turkey ,137,084 $243,436 CURRENCY CONTRACT - TRY TRL Turkey ,389,042 $297,378 CURRENCY CONTRACT - TRY TRL Turkey ,073,748 $443,965 CURRENCY CONTRACT - TRY TRL Turkey ,169,298 $464,421 CURRENCY CONTRACT - TRY TRL Turkey ,199,312 $1,755,377 CURRENCY CONTRACT - TRY TRL Turkey ,077,378 $1,729,272 CURRENCY CONTRACT - TRY TRL Turkey ,644,102 $780,160 CURRENCY CONTRACT - TRY TRL Turkey ,080,328 $659,462 CURRENCY CONTRACT - TRY TRL Turkey ,049,561 $652,875 CURRENCY CONTRACT - USD USD United States ,254 $697,254 CURRENCY CONTRACT - USD USD United States ,000 $834,000 CURRENCY CONTRACT - USD USD United States ,000 $834,000 CURRENCY CONTRACT - USD USD United States ,000 $789,000 CURRENCY CONTRACT - USD USD United States ,000 $789,000 CURRENCY CONTRACT - USD USD United States ,000 $954,000 CURRENCY CONTRACT - USD USD United States ,000 $954,000 CURRENCY CONTRACT - USD USD United States ,462 $927,462 CURRENCY CONTRACT - USD USD United States ,000 $917,000 CURRENCY CONTRACT - USD USD United States ,000 $917,000 CURRENCY CONTRACT - USD USD United States ,742 $913,742 CURRENCY CONTRACT - USD USD United States ,154,074 $1,154,074 CURRENCY CONTRACT - USD USD United States ,130,000 $1,130,000 CURRENCY CONTRACT - USD USD United States ,119,000 $1,119,000 CURRENCY CONTRACT - USD USD United States ,139,000 $1,139,000 CURRENCY CONTRACT - USD USD United States ,133,000 $1,133,000 CURRENCY CONTRACT - USD USD United States ,723,000 $1,723,000 CURRENCY CONTRACT - USD USD United States ,711,000 $1,711,000 CURRENCY CONTRACT - USD USD United States ,985,000 $2,985,000 CURRENCY CONTRACT - USD USD United States ,957,486 $1,957,486 CURRENCY CONTRACT - USD USD United States ,227,000 $2,227,000 CURRENCY CONTRACT - USD USD United States ,413,000 $2,413,000 CURRENCY CONTRACT - USD USD United States ,341,000 $2,341,000 CURRENCY CONTRACT - USD USD United States ,341,000 $2,341,000 CURRENCY CONTRACT - USD USD United States ,626,359 $1,626,359 CURRENCY CONTRACT - USD USD United States ,626,359 $1,626,359 CURRENCY CONTRACT - USD USD United States ,455,000 $1,455,000 CURRENCY CONTRACT - USD USD United States ,339,673 $1,339,673 CURRENCY CONTRACT - USD USD United States ,280,102 $1,280,102 CURRENCY CONTRACT - USD USD United States ,426 $464,426 CURRENCY CONTRACT - USD USD United States ,347 $407,347 CURRENCY CONTRACT - USD USD United States ,496 $330,496 CURRENCY CONTRACT - USD USD United States ,783 $597,783 CURRENCY CONTRACT - USD USD United States ,045 $596,045 CURRENCY CONTRACT - USD USD United States ,698 $648,698 CURRENCY CONTRACT - USD USD United States ,270 $611,270 Page 3 of 7

4 CURRENCY CONTRACT - USD USD United States ,649 $580,649 CURRENCY CONTRACT - USD USD United States ,648 $514,648 CURRENCY CONTRACT - USD USD United States ,083 $296,083 CURRENCY CONTRACT - USD USD United States ,632 $386,632 CURRENCY CONTRACT - USD USD United States ,284 $144,284 CURRENCY CONTRACT - USD USD United States ,333 $143,333 CURRENCY CONTRACT - USD USD United States ,842 $132,842 CURRENCY CONTRACT - USD USD United States ,822 $132,822 CURRENCY CONTRACT - USD USD United States ,818 $132,818 CURRENCY CONTRACT - USD USD United States ,815 $132,815 CURRENCY CONTRACT - USD USD United States ,565 $132,565 CURRENCY CONTRACT - USD USD United States ,928 $172,928 CURRENCY CONTRACT - USD USD United States ,529 $169,529 CURRENCY CONTRACT - USD USD United States ,958 $196,958 CURRENCY CONTRACT - USD USD United States ,753 $196,753 CURRENCY CONTRACT - USD USD United States ,574 $194,574 CURRENCY CONTRACT - USD USD United States ,701 $6,701 CURRENCY CONTRACT - USD USD United States ,726 $4,726 CURRENCY CONTRACT - USD USD United States ,156 $4,156 CURRENCY CONTRACT - USD USD United States $922 CURRENCY CONTRACT - USD USD United States $31 CURRENCY CONTRACT - USD USD United States ,902 $3,902 CURRENCY CONTRACT - USD ZAR United States (54,000) ($3,917) CURRENCY CONTRACT - USD PHP United States (219,646) ($4,113) CURRENCY CONTRACT - USD PHP United States (245,739) ($4,601) CURRENCY CONTRACT - USD KRW United States (7,227,264) ($6,488) CURRENCY CONTRACT - USD KRW United States (978,977) ($879) CURRENCY CONTRACT - USD USD United States ,907 $74,907 CURRENCY CONTRACT - USD USD United States ,000 $104,000 CURRENCY CONTRACT - USD USD United States ,040 $98,040 CURRENCY CONTRACT - USD USD United States ,000 $94,000 CURRENCY CONTRACT - USD USD United States ,670 $93,670 CURRENCY CONTRACT - USD USD United States ,000 $80,000 CURRENCY CONTRACT - USD USD United States ,589 $127,589 CURRENCY CONTRACT - USD USD United States ,087 $117,087 CURRENCY CONTRACT - USD USD United States ,000 $105,000 CURRENCY CONTRACT - USD USD United States ,796 $104,796 CURRENCY CONTRACT - USD USD United States ,978 $25,978 CURRENCY CONTRACT - USD USD United States ,000 $47,000 CURRENCY CONTRACT - USD USD United States ,000 $46,000 CURRENCY CONTRACT - USD RUB United States (44,008,735) ($697,811) CURRENCY CONTRACT - USD ZAR United States (7,553,182) ($547,859) CURRENCY CONTRACT - USD THB United States (18,944,236) ($571,961) CURRENCY CONTRACT - USD ZAR United States (7,937,397) ($575,728) CURRENCY CONTRACT - USD IDR United States (8,269,465,698) ($576,746) CURRENCY CONTRACT - USD TRL United States 4.67 (3,410,326) ($730,111) CURRENCY CONTRACT - USD TRL United States 4.67 (3,433,672) ($735,109) CURRENCY CONTRACT - USD TRL United States 4.67 (3,993,338) ($854,927) CURRENCY CONTRACT - USD TRL United States 4.67 (4,013,645) ($859,275) CURRENCY CONTRACT - USD ZAR United States (14,547,445) ($1,055,178) CURRENCY CONTRACT - USD CZK United States (24,115,558) ($1,086,724) CURRENCY CONTRACT - USD PLN United States 3.74 (4,147,664) ($1,107,934) CURRENCY CONTRACT - USD PLN United States 3.74 (4,213,691) ($1,125,571) CURRENCY CONTRACT - USD IDR United States (12,873,083,982 ($897,820) ) CURRENCY CONTRACT - USD TRL United States 4.67 (4,273,179) ($914,838) CURRENCY CONTRACT - USD PLN United States 3.74 (3,462,247) ($924,843) CURRENCY CONTRACT - USD PLN United States 3.74 (3,502,154) ($935,503) CURRENCY CONTRACT - USD TRL United States 4.67 (4,371,389) ($935,863) CURRENCY CONTRACT - USD TRL United States 4.67 (4,393,041) ($940,499) CURRENCY CONTRACT - USD MYR United States 4.04 (6,584,315) ($1,629,915) CURRENCY CONTRACT - USD MYR United States 4.04 (6,587,568) ($1,630,721) CURRENCY CONTRACT - USD THB United States (62,558,315) ($1,888,748) CURRENCY CONTRACT - USD PHP United States (91,963,402) ($1,721,894) CURRENCY CONTRACT - USD ZAR United States (23,967,847) ($1,738,473) CURRENCY CONTRACT - USD IDR United States (41,696,569,500 ($2,908,086) ) CURRENCY CONTRACT - USD BRL United States 3.89 (8,214,690) ($2,110,050) Page 4 of 7

5 CURRENCY CONTRACT - USD CZK United States (48,627,580) ($2,191,314) CURRENCY CONTRACT - USD CZK United States (48,666,604) ($2,193,073) CURRENCY CONTRACT - USD HUF United States (646,393,354) ($2,297,745) CURRENCY CONTRACT - USD IDR United States (7,260,653,984) ($506,387) CURRENCY CONTRACT - USD PEN United States 3.29 (3,784,122) ($1,150,516) CURRENCY CONTRACT - USD COP United States (4,243,318,350) ($1,445,219) CURRENCY CONTRACT - USD MYR United States 4.04 (5,252,857) ($1,300,319) CURRENCY CONTRACT - USD RUB United States (80,959,325) ($1,283,706) CURRENCY CONTRACT - USD ZAR United States (7,330,110) ($531,679) CURRENCY CONTRACT - USD RON United States 4.00 (1,318,557) ($329,585) CURRENCY CONTRACT - USD IDR United States (5,390,808,303) ($375,977) CURRENCY CONTRACT - USD THB United States (13,006,022) ($392,675) CURRENCY CONTRACT - USD COP United States (1,344,247,156) ($457,833) CURRENCY CONTRACT - USD MYR United States 4.04 (1,161,828) ($287,605) CURRENCY CONTRACT - USD PLN United States 3.74 (688,168) ($183,825) CURRENCY CONTRACT - USD THB United States (6,197,716) ($187,120) CURRENCY CONTRACT - USD IDR United States (2,726,754,571) ($190,175) CURRENCY CONTRACT - USD RUB United States (9,189,191) ($145,706) CURRENCY CONTRACT - USD ZAR United States (2,140,031) ($155,224) CURRENCY CONTRACT - USD THB United States (5,392,293) ($162,803) CURRENCY CONTRACT - USD RON United States 4.00 (497,758) ($124,419) CURRENCY CONTRACT - USD ZAR United States (392) ($28) CURRENCY CONTRACT - USD TRL United States 4.67 (120,633) ($25,826) CURRENCY CONTRACT - USD TRL United States 4.67 (313,473) ($67,111) CURRENCY CONTRACT - USD TRL United States 4.67 (212,558) ($45,506) CURRENCY CONTRACT - USD CZK United States (1,026,253) ($46,246) CURRENCY CONTRACT - USD HUF United States (34,748,724) ($123,522) CURRENCY CONTRACT - USD MYR United States 4.04 (556,880) ($137,853) CURRENCY CONTRACT - USD IDR United States (1,454,145,400) ($101,418) CURRENCY CONTRACT - USD RUB United States (6,586,638) ($104,439) CURRENCY CONTRACT - USD ZAR United States (1,496,585) ($108,553) CURRENCY CONTRACT - USD RUB United States (4,999,547) ($79,274) CURRENCY CONTRACT - USD CLP United States (58,722,175) ($89,880) CURRENCY CONTRACT - USD PLN United States 3.74 (344,839) ($92,114) CURRENCY CONTRACT - USD BRL United States 3.89 (367,503) ($94,398) CURRENCY CONTRACT - USD BRL United States 3.89 (385,674) ($99,065) CURRENCY CONTRACT - ZAR USD South Africa 0.07 (29,562) ($29,562) CURRENCY CONTRACT - ZAR USD South Africa 0.07 (34,856) ($34,856) CURRENCY CONTRACT - ZAR USD South Africa 0.07 (493,000) ($493,000) CURRENCY CONTRACT - ZAR USD South Africa 0.07 (1,228,000) ($1,228,000) CURRENCY CONTRACT - ZAR USD South Africa 0.07 (947,591) ($947,591) CURRENCY CONTRACT - ZAR USD South Africa 0.07 (870,000) ($870,000) CURRENCY CONTRACT - ZAR USD South Africa 0.07 (870,000) ($870,000) CURRENCY CONTRACT - ZAR ZAR South Africa ,629 $32,178 CURRENCY CONTRACT - ZAR ZAR South Africa ,132 $29,676 CURRENCY CONTRACT - ZAR USD South Africa 0.07 (3,902) ($3,902) CURRENCY CONTRACT - ZAR ZAR South Africa ,000 $3,917 CURRENCY CONTRACT - ZAR ZAR South Africa ,084,783 $441,351 CURRENCY CONTRACT - ZAR ZAR South Africa ,624,068 $1,133,269 CURRENCY CONTRACT - ZAR ZAR South Africa ,531,577 $836,426 CURRENCY CONTRACT - ZAR ZAR South Africa ,050,233 $874,046 CURRENCY CONTRACT - ZAR ZAR South Africa ,717,845 $849,937 Czech Republic Government Bond CZK Czech Republic ,090,000 $976,447 DERIVATIVES COLLAT HSBC USD United States ,320,000 $1,320,000 DERIVATIVES COLLATERAL MS USD United States ,000 $245,000 Dominican Republic International Bond DOP Dominican Republic ,000,000 $163,960 DU PONT CP JUL18 USD United States ,200,000 $1,199,778 DUKE ENERGY CO 7/11/2018 USD United States ,070,000 $1,069,189 ENTERPRISE 0% 07/13/18 USD United States ,000 $652,420 European Investment Bank ZAR Supranational ,460,000 $930,547 European Investment Bank ZAR Supranational ,750,000 $275,041 European Investment Bank ZAR Supranational ,190,000 $454,165 European Investment Bank TRL Supranational ,000,000 $370,131 Page 5 of 7

6 European Investment Bank ZAR Supranational ,900,000 $493,108 FORD MOTOR 0% 07/11/18 USD United States ,000 $749,477 GENERAL MLS 0% 07/03/18 USD United States ,200,000 $1,199,702 GENERAL MLS IN 07/05/2018 USD United States ,200,000 $1,199,551 HARLEY DAVIDSO 07/09/2018 USD United States ,416,000 $2,414,480 HEWLETT 0% 7/10/18 USD United States ,200,000 $1,199,289 Hungary Government Bond HUF Hungary ,060,000 $1,083,490 Hungary Government Bond HUF Hungary ,000,000 $1,144,754 Hungary Government Bond HUF Hungary ,710,000 $660,437 Hungary Government Bond HUF Hungary ,860,000 $626,610 Indonesia Treasury Bond IDR Indonesia ,248,000,000 $605,024 Indonesia Treasury Bond IDR Indonesia ,000,000,000 $1,193,022 Indonesia Treasury Bond IDR Indonesia ,300,000,000 $1,185,527 Indonesia Treasury Bond IDR Indonesia ,000,000,000 $1,047,081 Indonesia Treasury Bond IDR Indonesia ,970,000,000 $994,619 Indonesia Treasury Bond IDR Indonesia ,481,000,000 $768,305 Indonesia Treasury Bond IDR Indonesia ,700,000,000 $835,293 Indonesia Treasury Bond IDR Indonesia ,137,000,000 $1,268,831 Indonesia Treasury Bond IDR Indonesia ,087,000,000 $1,223,992 Indonesia Treasury Bond IDR Indonesia ,781,000,000 $2,089,717 INDONESIAN RUPIAH IDR Indonesia ,000,000 $34,543 KELLOGG CO DIS 07/03/2018 USD United States ,200,000 $1,199,702 Malaysia Government Bond MYR Malaysia ,747,000 $1,373,303 Malaysia Government Bond MYR Malaysia ,149,000 $2,708,935 Malaysia Government Bond MYR Malaysia ,000,000 $496,497 Mex Bonos De Desarrollo MXN Mexico ,220,000 $1,131,552 Mexican Bonos MXN Mexico ,000,000 $1,039,725 Mexican Bonos MXN Mexico ,282,200 $2,527,784 Mexican Bonos MXN Mexico ,912,700 $1,929,591 Mexican Bonos MXN Mexico ,118,400 $1,761,113 Mexican Bonos MXN Mexico ,931,000 $1,509,308 MEXICAN NUEVO PESO MXN Mexico (1,563,369) ($78,718) Nordic Investment Bank ZAR Supranational ,500,000 $545,599 PAY FLT JIBA3M, REC FIX 7.43% 01/20/2019 ZAR South Africa ,000,000 $7,772 PAY FLT JIBA3M, REC FIX 7.43% 01/20/2019 ZAR South Africa 0.00 (50,000,000) $0 PAYB IRS PLN Poland 0.00 (2,200,000) $0 PAYB IRS /7/2022 MXN Mexico (0.18) (33,000,000) $59,919 PAYB IRS /1/2019 MXN Mexico 0.00 (75,000,000) $0 PAYB IRS MXN Mexico 0.00 (14,000,000) $0 PAYB IRS MXN Mexico (0.29) 14,000,000 ($40,861) Peru Government Bond PEN Peru ,797,000 $590,650 Peru Government Bond PEN Peru ,200,000 $435,914 Peru Government Bond PEN Peru ,979,000 $1,307,844 Peru Government Bond PEN Peru ,148,000 $985,702 Peruvian Government International Bond PEN Peru ,650,000 $1,482,414 PERUVIAN NUEVO SOL PEN Peru ,951 $594 POLISH ZLOTY PLN Poland ,907 $62,982 REC FIX 2.54, PAY FLT WIBR6M 03/21/2022 PLN Poland ,700,000 $35,764 REC FIX 2.54, PAY FLT WIBR6M 03/21/2022 PLN Poland 0.00 (12,700,000) $0 REC FIX %, PAY FLT ZAR 3M JIBAR 09/30/2024 ZAR South Africa ,500,000 $555,538 REC FIX %, PAY FLT ZAR 3M JIBAR 09/30/2024 ZAR South Africa 7.29 (7,500,000) ($546,747) RECV IRS PLN Poland (0.41) 2,200,000 ($8,970) RECV IRS /7/2022 MXN Mexico ,000,000 $0 RECV IRS /1/2019 MXN Mexico (0.06) 75,000,000 ($48,387) Republic of Poland Government Bond PLN Poland ,200,000 $1,774,514 Republic of Poland Government Bond PLN Poland ,571,000 $2,057,560 Republic of Poland Government Bond PLN Poland ,497,000 $894,264 Republic of South Africa Government Bond ZAR South Africa ,235,000 $1,114,111 Republic of South Africa Government Bond ZAR South Africa ,439,000 $1,683,779 Republic of South Africa Government Bond ZAR South Africa ,030,122 $1,322,165 Republic of South Africa Government Bond ZAR South Africa ,980,000 $1,197,579 Republic of South Africa Government Bond ZAR South Africa ,345,000 $221,976 Republic of South Africa Government Bond ZAR South Africa ,463,000 $564,492 Republic of South Africa Government Bond ZAR South Africa ,793,000 $622,808 Romania Government Bond RON Romania ,040,000 $1,056,547 Russian Federal Bond - OFZ RUB Russia ,718,000 $672,471 Russian Federal Bond - OFZ RUB Russia ,670,000 $1,251,235 Page 6 of 7

7 Russian Federal Bond - OFZ RUB Russia ,964,000 $1,662,688 Russian Federal Bond - OFZ RUB Russia ,420,000 $1,909,051 Russian Federal Bond - OFZ RUB Russia ,780,000 $1,829,800 Russian Federal Bond - OFZ RUB Russia ,632,000 $3,190,213 RUSSIAN RUBLE RUB Russia $0 SOUTH AFRICAN RAND ZAR South Africa (624,758) ($45,545) THAILAND BAHT THB Thailand $0 Thailand Government Bond THB Thailand ,122,000 $2,413,375 Thailand Government Bond THB Thailand ,440,000 $1,207,654 Thailand Government Bond THB Thailand ,755,000 $1,180,919 Turkey Government Bond TRL Turkey ,665,000 $683,423 Turkey Government Bond TRL Turkey ,491,000 $913,204 Turkey Government Bond TRL Turkey ,000,000 $1,752,343 Turkey Government Bond TRL Turkey ,242,000 $356,272 Turkey Government Bond TRL Turkey ,342,000 $356,104 Turkey Government Bond TRL Turkey ,987,000 $329,592 Turkey Government Bond TRL Turkey ,020,000 $397,505 Turkey Government Bond TRL Turkey ,445,000 $230,251 Turkey Government Bond TRL Turkey ,082,000 $189,132 TYSON FOOD INC 7/11/2018 USD United States ,000 $857,348 Uruguay Government International Bond UYU Uruguay ,000,000 $314,327 US 10YR NOTE FUT SEP18 USD United States (1) ($120,188) US 10YR ULTRA FUT SEP18 USD United States (6) ($769,406) US 2YR NOTE (CBT) SEP18 USD United States $3,389,250 US 5YR NOTE CBT SEP18 USD United States $340,852 US LONG BOND(CBT) SEP18 USD United States (1) ($145,000) US ULTRA BOND CBT SEP18 USD United States $319,125 WASTE MGMT 0% 7/10/2018 USD United States ,200,000 $1,199,166 Important Legal Information: Portfolio holdings are subject to change without notice and may not represent current or future portfolio composition. Portfolio holdings subject to change daily. 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 may differ from that in the complete portfolio of investments in the annual and semi-annual report to shareholders filed with the SEC on Form N-CSR, and the complete portfolio of investments provided in the first and third quarter SEC Form N-Q filings for each fiscal year. The portfolio data is for informational purposes 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 for retail funds, which contains this and other information, talk to your financial advisor, call us at or visit our website at Please read the prospectus carefully before investing. The portfolio data is "as of" the date indicated and we disclaim any responsibility to update the information. Not FDIC Insured. Not NCUA/NCUSIF Insured. No Bank Guarantee. No Credit Union Guarantee. Page 7 of 7