|
|
Face
Amount
(000)
|
Value
(000)
|
|
|
Fixed Income Securities (84.4%)
|
|
||
|
Albania (2.2%)
|
|
|
|
|
Sovereign (2.2%)
|
|
|
|
|
Albanian Government Bond,
|
|
|
|
|
3.70%, 1/10/28
|
ALL
|
1,800
|
$22
|
|
3.85%, 10/7/26
|
|
8,900
|
110
|
|
3.90%, 1/22/30
|
|
75,900
|
940
|
|
4.05%, 2/7/32
|
|
43,200
|
524
|
|
4.30%, 7/10/27
|
|
114,500
|
1,423
|
|
4.70%, 2/23/27
|
|
37,000
|
460
|
|
4.95%, 7/22/29
|
|
132,400
|
1,693
|
|
5.25%, 1/26/29 - 1/23/35
|
|
254,100
|
3,253
|
|
5.59%, 2/19/40
|
|
6,100
|
75
|
|
6.13%, 7/25/34
|
|
17,100
|
226
|
|
|
|
|
8,726
|
|
Angola (0.1%)
|
|
|
|
|
Sovereign (0.1%)
|
|
|
|
|
Angolan Government International
Bond,
|
|
|
|
|
9.24%, 1/15/31
|
$
|
209
|
219
|
|
Armenia (4.3%)
|
|
|
|
|
Sovereign (4.3%)
|
|
|
|
|
Republic of Armenia Treasury Bond,
|
|
|
|
|
7.40%, 4/29/29
|
AMD
|
541,680
|
1,481
|
|
8.60%, 4/29/30
|
|
408,526
|
1,155
|
|
9.00%, 10/29/35
|
|
795,693
|
2,287
|
|
9.25%, 4/29/28
|
|
786,700
|
2,220
|
|
9.60%, 10/29/33
|
|
2,652,886
|
7,876
|
|
9.75%, 10/29/50 - 10/29/52
|
|
757,312
|
2,239
|
|
|
|
|
17,258
|
|
Barbados (0.3%)
|
|
|
|
|
Sovereign (0.3%)
|
|
|
|
|
Barbados Government International
Bond,
|
|
|
|
|
8.00%, 6/26/35
|
$
|
926
|
983
|
|
Brazil (1.8%)
|
|
|
|
|
Sovereign (1.8%)
|
|
|
|
|
Brazil Notas do Tesouro Nacional,
|
|
|
|
|
6.00%, 5/15/35
|
BRL
|
8,913
|
7,374
|
|
|
Face
Amount
(000)
|
Value
(000)
|
|
|
Colombia (10.2%)
|
|
|
|
|
Corporate Bond (0.4%)
|
|
|
|
|
Fideicomiso PA Costera,
|
|
|
|
|
6.25%, 1/15/34 (a)
|
COP
|
5,351,594
|
$1,561
|
|
Sovereign (9.8%)
|
|
|
|
|
Colombian TES,
|
|
|
|
|
3.00%, 3/25/33
|
|
1,125,917
|
295
|
|
5.00%, 3/20/41
|
|
2,354,304
|
663
|
|
6.50%, 1/22/31
|
|
6,955,027
|
2,225
|
|
7.00%, 3/26/31
|
|
8,467,300
|
2,198
|
|
7.25%, 10/18/34
|
|
247,000
|
59
|
|
11.75%, 1/24/35
|
|
73,005,400
|
22,624
|
|
12.50%, 2/27/30
|
|
15,996,600
|
5,056
|
|
13.25%, 2/9/33
|
|
18,166,900
|
6,013
|
|
Colombian TES, Series B
|
|
|
|
|
7.00%, 6/30/32
|
|
535,000
|
134
|
|
|
|
|
39,267
|
|
|
|
|
40,828
|
|
Congo, Democratic Republic Of The (0.2%)
|
|
|
|
|
Sovereign (0.2%)
|
|
|
|
|
DRC International Bond,
|
|
|
|
|
9.50%, 4/16/37
|
$
|
631
|
660
|
|
Dominican Republic (0.2%)
|
|
|
|
|
Sovereign (0.2%)
|
|
|
|
|
Dominican Republic International
Bond,
|
|
|
|
|
11.25%, 9/15/35
|
DOP
|
49,350
|
955
|
|
Egypt (2.6%)
|
|
|
|
|
Sovereign (2.6%)
|
|
|
|
|
Egypt Government Bond,
|
|
|
|
|
19.98%, 5/20/30
|
EGP
|
505,088
|
9,372
|
|
24.46%, 10/1/27
|
|
49,086
|
942
|
|
|
|
|
10,314
|
|
Ethiopia (1.3%)
|
|
|
|
|
Sovereign (1.3%)
|
|
|
|
|
Ethiopia International Bond,
|
|
|
|
|
6.63%, 12/11/24 (a)
|
$
|
290
|
314
|
|
6.63%, 12/11/24
|
|
4,412
|
4,772
|
|
|
|
|
5,086
|
|
|
Face
Amount
(000)
|
Value
(000)
|
|
|
Gabon (0.1%)
|
|
|
|
|
Sovereign (0.1%)
|
|
|
|
|
Gabon Government International
Bond,
|
|
|
|
|
9.38%, 8/5/33 (b)
|
$
|
377
|
$347
|
|
Ghana (0.1%)
|
|
|
|
|
Sovereign (0.1%)
|
|
|
|
|
5.00% Cash, 3.50% PIK
|
|
|
|
|
8.50%, 2/15/28 (c)
|
GHS
|
1,017
|
83
|
|
5.00% Cash, 3.65% PIK
|
|
|
|
|
8.65%, 2/13/29 (c)
|
|
3,842
|
307
|
|
5.00% Cash, 4.10% PIK
|
|
|
|
|
9.10%, 2/10/32 (c)
|
|
1,503
|
104
|
|
|
|
|
494
|
|
Guatemala (0.1%)
|
|
|
|
|
Sovereign (0.1%)
|
|
|
|
|
Guatemala Government Bond,
|
|
|
|
|
6.60%, 6/13/36
|
$
|
283
|
294
|
|
Hungary (2.6%)
|
|
|
|
|
Sovereign (2.6%)
|
|
|
|
|
Hungary Government Bond,
|
|
|
|
|
3.00%, 10/27/38 - 4/25/41
|
HUF
|
3,723,210
|
9,042
|
|
4.00%, 4/28/51
|
|
80,770
|
199
|
|
7.00%, 10/24/35
|
|
396,980
|
1,383
|
|
|
|
|
10,624
|
|
India (0.9%)
|
|
|
|
|
Sovereign (0.9%)
|
|
|
|
|
India Government Bond,
|
|
|
|
|
7.24%, 8/18/55
|
INR
|
261,790
|
2,688
|
|
7.30%, 6/19/53
|
|
101,620
|
1,047
|
|
|
|
|
3,735
|
|
Indonesia (3.7%)
|
|
|
|
|
Sovereign (3.7%)
|
|
|
|
|
Indonesia Treasury Bond,
|
|
|
|
|
6.38%, 4/15/32
|
IDR
|
6,661,000
|
352
|
|
6.50%, 4/15/36
|
|
131,947,000
|
6,928
|
|
7.00%, 9/15/30 - 2/15/33
|
|
77,374,000
|
4,245
|
|
8.75%, 5/15/31
|
|
58,978,000
|
3,467
|
|
|
|
|
14,992
|
|
|
Face
Amount
(000)
|
Value
(000)
|
|
|
Kazakhstan (6.0%)
|
|
|
|
|
Sovereign (6.0%)
|
|
|
|
|
Development Bank of Kazakhstan
JSC,
|
|
|
|
|
13.00%, 4/15/27 (a)
|
KZT
|
1,922,000
|
$3,959
|
|
Kazakhstan Government Bond -
MEOKAM,
|
|
|
|
|
14.94%, 6/18/31
|
|
324,519
|
700
|
|
16.95%, 10/9/30
|
|
811,122
|
1,843
|
|
Kazakhstan Government Bond -
MEUKAM,
|
|
|
|
|
5.00%, 4/18/28
|
|
230,760
|
414
|
|
5.50%, 9/20/28
|
|
209,238
|
365
|
|
7.90%, 12/20/38
|
|
129,807
|
179
|
|
8.66%, 4/4/33
|
|
921,667
|
1,496
|
|
10.55%, 7/28/29
|
|
540,706
|
1,029
|
|
10.69%, 8/23/33
|
|
133,290
|
237
|
|
11.05%, 1/28/37
|
|
45,014
|
80
|
|
14.00%, 5/12/31 - 2/13/35
|
|
2,367,070
|
4,890
|
|
14.10%, 5/22/38
|
|
1,743,687
|
3,696
|
|
14.45%, 6/5/33
|
|
15,935
|
34
|
|
14.60%, 3/6/32
|
|
11,275
|
24
|
|
15.10%, 3/12/34
|
|
867,098
|
1,919
|
|
15.18%, 2/5/32
|
|
1,497,500
|
3,262
|
|
|
|
|
24,127
|
|
Lebanon (0.7%)
|
|
|
|
|
Sovereign (0.7%)
|
|
|
|
|
Lebanon Government International
Bond,
|
|
|
|
|
5.80%, 4/14/20 (d)(e)
|
$
|
812
|
218
|
|
6.00%, 1/27/23 (d)(e)
|
|
707
|
190
|
|
6.10%, 10/4/22 (d)(e)
|
|
1,447
|
388
|
|
6.15%, 6/19/20 (d)(e)
|
|
129
|
35
|
|
6.20%, 2/26/25 (d)(e)
|
|
241
|
65
|
|
6.25%, 5/27/22 - 6/12/25 (d)(e)
|
|
834
|
224
|
|
6.38%, 3/9/20 (d)(e)
|
|
637
|
171
|
|
6.40%, 5/26/23 (d)(e)
|
|
2,275
|
612
|
|
6.60%, 11/27/26 (d)(e)
|
|
192
|
52
|
|
6.65%, 4/22/24 - 2/26/30 (d)(e)
|
|
555
|
151
|
|
6.75%, 11/29/27 (d)(e)
|
|
117
|
32
|
|
6.85%, 3/23/27 - 5/25/29 (d)(e)
|
|
621
|
171
|
|
7.00%, 12/3/24 - 3/23/32 (d)(e)
|
|
888
|
243
|
|
|
Face
Amount
(000)
|
Value
(000)
|
|
|
Sovereign (cont’d)
|
|
|
|
|
7.05%, 11/2/35 (d)(e)
|
$
|
13
|
$4
|
|
7.25%, 3/23/37 (d)(e)
|
|
279
|
79
|
|
8.20%, 5/17/33 (d)(e)
|
|
70
|
20
|
|
8.25%, 4/12/21 (d)(e)
|
|
531
|
153
|
|
|
|
|
2,808
|
|
Malaysia (0.9%)
|
|
|
|
|
Sovereign (0.9%)
|
|
|
|
|
Malaysia Government Bond,
|
|
|
|
|
3.76%, 5/22/40
|
MYR
|
11,420
|
2,737
|
|
4.70%, 10/15/42
|
|
3,900
|
1,038
|
|
|
|
|
3,775
|
|
Mexico (8.5%)
|
|
|
|
|
Sovereign (8.5%)
|
|
|
|
|
Mexican Bonos,
|
|
|
|
|
7.75%, 5/29/31 - 11/23/34
|
MXN
|
154,520
|
8,389
|
|
8.00%, 2/21/36 - 7/31/53
|
|
346,892
|
17,721
|
|
8.50%, 3/1/29 - 11/18/38
|
|
140,699
|
8,090
|
|
|
|
|
34,200
|
|
Mongolia (0.2%)
|
|
|
|
|
Sovereign (0.2%)
|
|
|
|
|
Mongolia Government International
Bond,
|
|
|
|
|
6.63%, 2/25/30 (a)
|
$
|
200
|
205
|
|
6.63%, 2/25/30
|
|
500
|
513
|
|
|
|
|
718
|
|
Mozambique (0.1%)
|
|
|
|
|
Sovereign (0.1%)
|
|
|
|
|
Mozambique International Bond,
|
|
|
|
|
9.00%, 9/15/31 (f)
|
|
499
|
454
|
|
Paraguay (0.1%)
|
|
|
|
|
Sovereign (0.1%)
|
|
|
|
|
Paraguay Government International
Bond,
|
|
|
|
|
7.90%, 2/9/31
|
PYG
|
1,616,000
|
261
|
|
8.50%, 3/4/35 (a)
|
|
590,000
|
96
|
|
|
|
|
357
|
|
Peru (3.4%)
|
|
|
|
|
Sovereign (3.4%)
|
|
|
|
|
Peru Government Bond,
|
|
|
|
|
6.85%, 8/12/35
|
PEN
|
2,172
|
672
|
|
|
Face
Amount
(000)
|
Value
(000)
|
|
|
|
|
|
|
|
6.90%, 8/12/37
|
PEN
|
12,368
|
$3,729
|
|
7.60%, 8/12/39
|
|
29,371
|
9,272
|
|
|
|
|
13,673
|
|
Poland (3.5%)
|
|
|
|
|
Sovereign (3.5%)
|
|
|
|
|
Republic of Poland Government
Bond,
|
|
|
|
|
2.00%, 8/25/36
|
PLN
|
58,191
|
14,047
|
|
Romania (1.8%)
|
|
|
|
|
Sovereign (1.8%)
|
|
|
|
|
Romania Government Bond,
|
|
|
|
|
4.25%, 4/28/36
|
RON
|
1,555
|
282
|
|
4.75%, 10/11/34
|
|
6,715
|
1,293
|
|
6.70%, 2/25/32
|
|
3,915
|
858
|
|
6.75%, 4/25/35
|
|
2,410
|
528
|
|
7.10%, 7/31/34
|
|
7,375
|
1,651
|
|
7.20%, 10/30/33
|
|
4,905
|
1,101
|
|
7.25%, 7/30/40
|
|
1,205
|
269
|
|
7.90%, 2/24/38
|
|
1,510
|
355
|
|
8.25%, 9/29/32
|
|
4,230
|
997
|
|
|
|
|
7,334
|
|
Serbia (0.2%)
|
|
|
|
|
Sovereign (0.2%)
|
|
|
|
|
Serbia Treasury Bond,
|
|
|
|
|
4.50%, 8/20/32
|
RSD
|
45,030
|
423
|
|
7.00%, 10/26/31
|
|
44,730
|
473
|
|
|
|
|
896
|
|
South Africa (10.5%)
|
|
|
|
|
Sovereign (10.5%)
|
|
|
|
|
Republic of South Africa
Government Bond,
|
|
|
|
|
8.00%, 1/31/30
|
ZAR
|
17,350
|
1,053
|
|
8.50%, 1/31/37
|
|
152,690
|
9,004
|
|
8.75%, 1/31/44 - 2/28/48
|
|
123,499
|
7,120
|
|
8.88%, 2/28/35
|
|
113,980
|
7,019
|
|
9.00%, 1/31/40
|
|
303,519
|
18,081
|
|
|
|
|
42,277
|
|
Sri Lanka (1.2%)
|
|
|
|
|
Sovereign (1.2%)
|
|
|
|
|
Sri Lanka Government Bond,
|
|
|
|
|
9.00%, 6/1/33 - 11/1/33
|
LKR
|
115,000
|
294
|
|
10.25%, 9/15/34
|
|
535,000
|
1,444
|
|
|
Face
Amount
(000)
|
Value
(000)
|
|
|
Sovereign (cont’d)
|
|
|
|
|
10.35%, 10/15/29
|
LKR
|
14,000
|
$41
|
|
11.00%, 10/15/28 - 5/15/30
|
|
674,000
|
2,012
|
|
11.25%, 3/15/31
|
|
6,000
|
17
|
|
11.50%, 12/15/32
|
|
311,000
|
910
|
|
|
|
|
4,718
|
|
Supranational (0.6%)
|
|
|
|
|
Sovereign (0.6%)
|
|
|
|
|
Corp. Andina de Fomento,
|
|
|
|
|
7.50%, 4/4/34
|
INR
|
132,000
|
1,326
|
|
8.25%, 4/26/34
|
|
107,000
|
1,122
|
|
|
|
|
2,448
|
|
Suriname (0.9%)
|
|
|
|
|
Sovereign (0.9%)
|
|
|
|
|
Suriname Government International
Bond,
|
|
|
|
|
7.70%, 11/6/30
|
$
|
419
|
431
|
|
7.70%, 11/6/30 (a)
|
|
672
|
691
|
|
8.50%, 11/6/35
|
|
283
|
304
|
|
8.50%, 11/6/35 (a)
|
|
2,153
|
2,314
|
|
|
|
|
3,740
|
|
Tanzania, United Republic Of (0.1%)
|
|
|
|
|
Corporate Bond (0.1%)
|
|
|
|
|
Absa Bank Ltd.,
|
|
|
|
|
13.50%, 8/2/35
|
TZS
|
964,000
|
432
|
|
Thailand (2.0%)
|
|
|
|
|
Sovereign (2.0%)
|
|
|
|
|
Thailand Government Bond,
|
|
|
|
|
1.60%, 6/17/35
|
THB
|
30,700
|
887
|
|
1.88%, 6/17/49
|
|
50,000
|
1,193
|
|
2.00%, 6/17/42
|
|
158,500
|
4,312
|
|
3.30%, 6/17/38
|
|
50,000
|
1,640
|
|
|
|
|
8,032
|
|
Turkey (0.7%)
|
|
|
|
|
Sovereign (0.7%)
|
|
|
|
|
Turkiye Government Bond,
|
|
|
|
|
17.30%, 7/19/28
|
TRY
|
50,000
|
765
|
|
17.80%, 7/13/33
|
|
3,000
|
37
|
|
27.70%, 9/27/34
|
|
56,793
|
1,018
|
|
|
Face
Amount
(000)
|
Value
(000)
|
|
|
|
|
|
|
|
30.00%, 9/12/29
|
TRY
|
44,155
|
$813
|
|
31.08%, 11/8/28
|
|
3,000
|
57
|
|
|
|
|
2,690
|
|
Uruguay (0.0%)‡
|
|
|
|
|
Sovereign (0.0%)‡
|
|
|
|
|
Uruguay Government International
Bond,
|
|
|
|
|
3.40%, 5/16/45
|
UYU
|
5,354
|
142
|
|
Uzbekistan (9.4%)
|
|
|
|
|
Corporate Bonds (5.1%)
|
|
|
|
|
European Bank for Reconstruction
& Development,
|
|
|
|
|
17.35%, 3/1/27
|
$
|
280
|
291
|
|
Heritage Lending Group BV,
|
|
|
|
|
19.50%, 5/5/29
|
UZS
|
52,980,000
|
4,435
|
|
Ipoteka-Bank ATIB,
|
|
|
|
|
17.50%, 10/9/28
|
|
10,450,000
|
902
|
|
20.50%, 4/25/27
|
|
15,590,000
|
1,353
|
|
TBC Bank Group PLC,
|
|
|
|
|
22.00%, 6/5/28 (a)
|
|
15,360,000
|
1,291
|
|
Uzbek Industrial & Construction
Bank ATB,
|
|
|
|
|
21.00%, 7/24/27
|
|
141,910,000
|
12,450
|
|
|
|
|
20,722
|
|
Sovereign (4.3%)
|
|
|
|
|
Asian Development Bank,
|
|
|
|
|
14.50%, 6/26/28
|
|
7,716,500
|
662
|
|
National Bank of Uzbekistan,
|
|
|
|
|
19.88%, 7/5/27
|
|
14,170,000
|
1,254
|
|
Republic of Uzbekistan International
Bond,
|
|
|
|
|
12.25%, 4/13/29
|
|
134,900,000
|
11,528
|
|
15.50%, 2/25/28
|
|
42,000,000
|
3,745
|
|
|
|
|
17,189
|
|
|
|
|
37,911
|
|
Venezuela (1.3%)
|
|
|
|
|
Sovereign (1.3%)
|
|
|
|
|
Petroleos de Venezuela SA,
|
|
|
|
|
5.38%, 4/12/27 (d)(e)
|
$
|
826
|
303
|
|
5.50%, 4/12/37 (d)(e)
|
|
414
|
152
|
|
6.00%, 10/28/22
|
|
87
|
32
|
|
|
Face
Amount
(000)
|
Value
(000)
|
|
|
Sovereign (cont’d)
|
|
|
|
|
6.00%,
5/16/24 - 11/15/26 (d)(e)
|
$
|
3,811
|
$1,441
|
|
9.00%, 11/17/21 (d)(e)
|
|
240
|
104
|
|
9.75%, 5/17/35 (d)(e)
|
|
586
|
267
|
|
12.75%, 2/17/22 (d)(e)
|
|
422
|
210
|
|
Venezuela Government International
Bond,
|
|
|
|
|
6.00%, 12/9/20 (d)(e)
|
|
246
|
105
|
|
7.00%, 3/31/38 (d)(e)
|
|
200
|
88
|
|
7.65%, 4/21/25 (d)(e)
|
|
523
|
237
|
|
7.75%, 10/13/19 (d)(e)
|
|
393
|
182
|
|
8.25%, 10/13/24 (d)(e)
|
|
941
|
438
|
|
9.00%, 5/7/23 (d)(e)
|
|
272
|
132
|
|
9.25%, 9/15/27 - 5/7/28 (d)(e)
|
|
2,309
|
1,142
|
|
9.38%, 1/13/34 (d)(e)
|
|
60
|
29
|
|
11.75%, 10/21/26 (d)(e)
|
|
279
|
153
|
|
11.95%, 8/5/31 (d)(e)
|
|
189
|
104
|
|
12.75%, 8/23/22 (d)(e)
|
|
141
|
79
|
|
|
|
|
5,198
|
|
Zambia (1.6%)
|
|
|
|
|
Sovereign (1.6%)
|
|
|
|
|
Zambia Government Bond,
|
|
|
|
|
13.00%, 9/20/31 - 6/26/33
|
ZMW
|
4,005
|
194
|
|
14.00%, 7/24/38
|
|
1,103
|
51
|
|
14.50%, 2/16/28
|
|
6,682
|
363
|
|
14.90%, 2/16/29
|
|
11,000
|
595
|
|
14.98%, 2/16/31
|
|
500
|
27
|
|
16.00%, 11/24/28
|
|
2,558
|
141
|
|
16.49%, 11/24/30
|
|
5,885
|
329
|
|
16.60%, 2/16/36
|
|
2,334
|
126
|
|
16.85%, 1/26/33
|
|
5,662
|
313
|
|
16.95%, 12/22/32
|
|
3,641
|
203
|
|
17.00%, 11/24/32
|
|
5,112
|
283
|
|
17.19%, 1/26/36
|
|
13,766
|
756
|
|
17.50%, 11/24/35 - 12/22/35
|
|
11,374
|
632
|
|
17.59%, 2/16/41
|
|
20,877
|
1,126
|
|
18.49%, 5/27/32
|
|
1,056
|
63
|
|
18.79%, 1/26/41
|
|
1,860
|
105
|
|
18.99%, 10/27/40 - 11/24/40
|
|
12,723
|
727
|
|
19.00%, 6/23/35 - 9/29/35
|
|
6,011
|
349
|
|
|
Face
Amount
(000)
|
Value
(000)
|
|
|
|
|
|
|
|
22.50%, 11/25/34
|
ZMW
|
2,302
|
$159
|
|
26.50%, 4/30/39
|
|
500
|
40
|
|
|
|
|
6,582
|
|
Total Fixed Income Securities (Cost $317,705)
|
339,448
|
||
|
Short-Term Investments (15.4%)
|
|||
|
U.S. Treasury Security (3.3%)
|
|
|
|
|
U.S. Treasury Bill,
|
|
|
|
|
3.78%, 12/3/26 (g)
|
$
|
320
|
$316
|
|
3.79%, 12/3/26 (g)
|
|
1,165
|
$1,150
|
|
3.80%, 12/3/26 (g)
|
|
11,745
|
$11,596
|
|
3.81%, 12/3/26 (g)
|
|
70
|
$69
|
|
TOTAL U.S. TREASURY SECURITY (Cost $13,132)
|
13,131
|
||
|
|
Shares
|
|
|
|
Investment Company (5.4%)
|
|
|
|
|
Morgan Stanley Institutional Liquidity
Funds — Treasury Securities
Portfolio — Institutional Class,
3.57% (Cost $21,823) (h)
|
|
21,823,383
|
21,823
|
|
|
Face
Amount
(000)
|
|
|
|
Sovereign (6.7%)
|
|
|
|
|
Egypt (2.4%)
|
|
|
|
|
Egypt Treasury Bill,
|
|
|
|
|
23.88%, 9/15/26
|
EGP
|
162,550
|
3,107
|
|
24.62%, 10/20/26
|
|
4,775
|
89
|
|
24.75%, 9/22/26
|
|
3,575
|
68
|
|
25.18%, 3/16/27
|
|
358,325
|
6,085
|
|
25.30%, 1/19/27
|
|
9,550
|
168
|
|
25.65%, 4/20/27
|
|
7,150
|
119
|
|
|
|
|
9,636
|
|
Nigeria (4.3%)
|
|
|
|
|
Nigeria OMO Bill,
|
|
|
|
|
18.43%, 1/12/27
|
NGN
|
581,963
|
394
|
|
18.56%, 1/12/27
|
|
387,975
|
263
|
|
18.61%, 1/19/27
|
|
758,104
|
511
|
|
18.62%, 1/19/27
|
|
297,518
|
201
|
|
18.70%, 1/12/27
|
|
299,129
|
202
|
|
19.03%, 1/19/27
|
|
302,984
|
204
|
|
19.26%, 1/12/27
|
|
346,527
|
234
|
|
19.47%, 1/12/27
|
|
470,385
|
318
|
|
|
Face
Amount
(000)
|
Value
(000)
|
|
|
Nigeria (cont’d)
|
|
|
|
|
20.23%, 1/12/27
|
NGN
|
3,898,429
|
$2,638
|
|
20.30%, 1/19/27
|
|
723,701
|
488
|
|
20.79%, 10/13/26
|
|
93,236
|
66
|
|
20.91%, 10/27/26
|
|
140,525
|
99
|
|
20.93%, 9/1/26
|
|
67,333
|
49
|
|
20.98%, 10/27/26
|
|
117,590
|
83
|
|
21.00%, 10/6/26
|
|
232,944
|
166
|
|
21.03%, 9/15/26
|
|
70,966
|
51
|
|
21.08%, 10/27/26
|
|
273,994
|
193
|
|
21.14%, 9/15/26
|
|
20,256
|
15
|
|
21.14%, 9/29/26
|
|
304,724
|
218
|
|
21.16%, 10/6/26
|
|
4,655,357
|
3,309
|
|
21.18%, 10/13/26
|
|
35,300
|
25
|
|
21.20%, 10/13/26
|
|
118,239
|
84
|
|
21.22%, 9/15/26
|
|
2,495,514
|
1,793
|
|
21.25%, 10/20/26
|
|
236,316
|
167
|
|
21.26%, 9/15/26
|
|
118,821
|
85
|
|
21.27%, 10/6/26
|
|
238,189
|
169
|
|
21.30%, 9/29/26
|
|
498,197
|
356
|
|
21.36%, 9/15/26
|
|
33,886
|
24
|
|
21.39%, 9/1/26
|
|
119,810
|
87
|
|
21.40%, 9/29/26
|
|
542,953
|
389
|
|
21.40%, 10/6/26
|
|
72,518
|
52
|
|
21.41%, 9/1/26
|
|
239,658
|
174
|
|
21.41%, 11/3/26
|
|
1,660,537
|
1,163
|
|
21.45%, 11/10/26
|
|
3,792,632
|
2,648
|
|
22.05%, 9/22/26
|
|
832,925
|
596
|
|
|
|
|
17,514
|
|
Total Sovereign (Cost $27,075)
|
|
|
27,150
|
|
Total Short-Term Investments (Cost $62,030)
|
62,104
|
||
|
TOTAL INVESTMENTS EXCLUDING PURCHASED
OPTIONS AND SWAPTIONS
(99.8%) (Cost $379,735)
|
401,552
|
||
|
TOTAL PURCHASED OPTIONS AND SWAPTIONS
OUTSTANDING (0.2%) (Cost $1,128)
|
909
|
||
|
TOTAL INVESTMENTS
(100%) (Cost $380,863)(i)(j)
|
|
402,461
|
|
|
LIABILITIES IN EXCESS OF OTHER ASSETS
|
|
(23,431
)
|
|
|
NET ASSETS
|
|
379,030
|
|
|
‡
|
Amount is less than 0.05%.
|
|
(a)
|
144A security — Certain conditions for public sale
may exist. Unless otherwise noted, these securities
are deemed to be liquid.
|
|
(b)
|
When-issued security.
|
|
(c)
|
Income may be paid in additional securities and/or
cash at the discretion of the issuer.
|
|
(d)
|
Issuer in bankruptcy.
|
|
(e)
|
Non-income producing security; bond in default.
|
|
(f)
|
Multi-step — Coupon rate changes in predetermined
increments to maturity. Rate disclosed is as of
July 31, 2026. Maturity date disclosed is the ultimate
maturity date.
|
|
(g)
|
Rate shown is the yield to maturity at July 31, 2026.
|
|
(h)
|
The Fund invests in the Institutional Class of the
Morgan Stanley Institutional Liquidity Funds - Treasury
Securities Portfolio - (the "Liquidity Fund"), an open-end
management investment company managed by the
Adviser. Advisory fees paid by the Fund are reduced
by an amount equal to its pro-rata share of the
advisory and administration fees paid by the Fund due
to its investment in the Liquidity Fund. For the nine
months ended July 31, 2026, advisory fees paid were
reduced by $29,000 relating to the Fund's investment
in the Liquidity Fund.
|
|
(i)
|
Securities are available for collateral in connection
with purchase of when-issued securities, securities
purchased on a forward commitment basis, open
foreign currency forward exchange contracts, futures
contracts and swap agreements.
|
|
(j)
|
At July 31, 2026, the aggregate cost for federal
income tax purposes approximates the aggregate
cost for book purposes. The aggregate gross
unrealized appreciation is approximately $45,382,000
and the aggregate gross unrealized depreciation is
approximately $26,914,000, resulting in net
unrealized appreciation of approximately
$18,468,000.
|
|
JSC
|
Joint Stock Company.
|
|
PIK
|
Payment-in-Kind.
|
|
Foreign Currency Forward Exchange Contracts:
|
||||||
|
The Fund had the following foreign currency forward exchange contracts open at July
31, 2026:
|
||||||
|
Counterparty
|
Contracts
to Deliver
(000)
|
In
Exchange
For
(000)
|
Delivery
Date
|
Unrealized
Appreciation
(Depreciation)
(000)
|
||
|
Australia & New Zealand Banking Group Ltd.
|
IDR
|
153,232,000
|
$
|
9,010
|
9/17/26
|
$531
|
|
Australia & New Zealand Banking Group Ltd.
|
IDR
|
202,463,566
|
$
|
11,905
|
9/17/26
|
702
|
|
Australia & New Zealand Banking Group Ltd.
|
IDR
|
59,879,866
|
$
|
3,521
|
9/17/26
|
208
|
|
Australia & New Zealand Banking Group Ltd.
|
$
|
7,945
|
IDR
|
135,111,289
|
9/17/26
|
(468
)
|
|
Bank of America NA
|
CLP
|
961,499
|
$
|
1,029
|
1/29/27
|
(7
)
|
|
Bank of America NA
|
CLP
|
1,211,062
|
$
|
1,296
|
10/28/26
|
(8
)
|
|
Bank of America NA
|
CZK
|
9,250
|
EUR
|
382
|
9/16/26
|
1
|
|
Bank of America NA
|
KZT
|
488,734
|
$
|
1,011
|
9/16/26
|
(4
)
|
|
Bank of America NA
|
KZT
|
497,499
|
$
|
1,027
|
9/16/26
|
(6
)
|
|
Bank of America NA
|
RON
|
9,190
|
EUR
|
1,735
|
9/16/26
|
(10
)
|
|
Bank of America NA
|
UGX
|
722,903
|
$
|
185
|
11/16/26
|
(5
)
|
|
Bank of America NA
|
$
|
672
|
KZT
|
367,166
|
11/2/26
|
78
|
|
Bank of America NA
|
$
|
412
|
KZT
|
219,744
|
9/4/26
|
47
|
|
Bank of America NA
|
$
|
412
|
KZT
|
219,477
|
9/4/26
|
46
|
|
Bank of America NA
|
$
|
410
|
KZT
|
218,687
|
9/8/26
|
45
|
|
Bank of America NA
|
UYU
|
15,153
|
$
|
376
|
9/23/26
|
1
|
|
Bank of America NA
|
ZAR
|
83,038
|
$
|
5,023
|
9/16/26
|
13
|
|
Bank of America NA
|
ZAR
|
48,966
|
$
|
2,890
|
9/16/26
|
(64
)
|
|
Barclays Bank PLC
|
EUR
|
3,123
|
HUF
|
1,118,396
|
9/16/26
|
(80
)
|
|
Barclays Bank PLC
|
EUR
|
7,039
|
PLN
|
29,908
|
9/9/26
|
(123
)
|
|
Barclays Bank PLC
|
EUR
|
9,594
|
PLN
|
40,768
|
9/8/26
|
(166
)
|
|
Barclays Bank PLC
|
EUR
|
4,688
|
PLN
|
19,911
|
9/2/26
|
(82
)
|
|
Barclays Bank PLC
|
EUR
|
4,817
|
PLN
|
20,466
|
9/4/26
|
(83
)
|
|
Barclays Bank PLC
|
IDR
|
30,360,918
|
$
|
1,702
|
9/17/26
|
22
|
|
Barclays Bank PLC
|
MYR
|
11,190
|
$
|
2,747
|
9/17/26
|
5
|
|
Barclays Bank PLC
|
MYR
|
35,540
|
$
|
8,817
|
9/15/26
|
109
|
|
Barclays Bank PLC
|
MYR
|
11,372
|
$
|
2,821
|
9/15/26
|
35
|
|
Barclays Bank PLC
|
PLN
|
19,911
|
EUR
|
4,565
|
9/2/26
|
(59
)
|
|
Barclays Bank PLC
|
PLN
|
20,466
|
EUR
|
4,681
|
9/4/26
|
(74
)
|
|
Barclays Bank PLC
|
PLN
|
40,768
|
EUR
|
9,361
|
9/8/26
|
(103
)
|
|
Barclays Bank PLC
|
PLN
|
29,908
|
EUR
|
6,869
|
9/9/26
|
(73
)
|
|
Barclays Bank PLC
|
PLN
|
19,820
|
EUR
|
4,649
|
9/16/26
|
64
|
|
Barclays Bank PLC
|
PLN
|
21,085
|
EUR
|
4,856
|
9/16/26
|
(35
)
|
|
Barclays Bank PLC
|
TRY
|
159,298
|
$
|
2,903
|
11/19/26
|
(160
)
|
|
Barclays Bank PLC
|
$
|
1,300
|
CLP
|
1,211,062
|
8/31/26
|
3
|
|
Barclays Bank PLC
|
$
|
4,973
|
IDR
|
89,597,500
|
9/17/26
|
(15
)
|
|
Barclays Bank PLC
|
$
|
3,577
|
IDR
|
64,513,481
|
9/17/26
|
(7
)
|
|
Barclays Bank PLC
|
$
|
10,680
|
IDR
|
192,644,395
|
9/17/26
|
(21
)
|
|
Barclays Bank PLC
|
$
|
1,683
|
IDR
|
30,360,918
|
9/17/26
|
(3
)
|
|
Foreign Currency Forward Exchange Contracts: (cont'd)
|
||||||
|
|
||||||
|
Counterparty
|
Contracts
to Deliver
(000)
|
In
Exchange
For
(000)
|
Delivery
Date
|
Unrealized
Appreciation
(Depreciation)
(000)
|
||
|
Barclays Bank PLC
|
$
|
687
|
IDR
|
12,387,274
|
9/17/26
|
$(1
)
|
|
Barclays Bank PLC
|
$
|
969
|
MYR
|
4,000
|
12/16/26
|
15
|
|
Barclays Bank PLC
|
$
|
464
|
MYR
|
1,900
|
12/16/26
|
3
|
|
Barclays Bank PLC
|
$
|
2,990
|
MYR
|
12,000
|
9/17/26
|
(49
)
|
|
Barclays Bank PLC
|
$
|
4,983
|
MYR
|
20,000
|
9/17/26
|
(82
)
|
|
Barclays Bank PLC
|
$
|
3,488
|
MYR
|
14,000
|
9/17/26
|
(58
)
|
|
Barclays Bank PLC
|
$
|
5,979
|
MYR
|
24,000
|
9/17/26
|
(99
)
|
|
Barclays Bank PLC
|
$
|
1,495
|
MYR
|
6,000
|
9/17/26
|
(25
)
|
|
Barclays Bank PLC
|
$
|
996
|
MYR
|
4,000
|
9/17/26
|
(16
)
|
|
Barclays Bank PLC
|
$
|
747
|
MYR
|
3,000
|
9/17/26
|
(12
)
|
|
Barclays Bank PLC
|
$
|
1,246
|
MYR
|
5,000
|
9/17/26
|
(20
)
|
|
Barclays Bank PLC
|
$
|
1,238
|
MYR
|
5,000
|
9/17/26
|
(13
)
|
|
Barclays Bank PLC
|
$
|
743
|
MYR
|
3,000
|
9/17/26
|
(8
)
|
|
Barclays Bank PLC
|
$
|
1,486
|
MYR
|
6,000
|
9/17/26
|
(16
)
|
|
Barclays Bank PLC
|
$
|
991
|
MYR
|
4,000
|
9/17/26
|
(10
)
|
|
Barclays Bank PLC
|
$
|
3,728
|
MYR
|
15,039
|
9/17/26
|
(43
)
|
|
Barclays Bank PLC
|
$
|
6,359
|
MYR
|
25,653
|
9/17/26
|
(73
)
|
|
Barclays Bank PLC
|
$
|
3,346
|
MYR
|
13,500
|
9/17/26
|
(39
)
|
|
Barclays Bank PLC
|
$
|
5,374
|
MYR
|
21,681
|
9/17/26
|
(62
)
|
|
Barclays Bank PLC
|
$
|
4,063
|
THB
|
132,884
|
9/16/26
|
(70
)
|
|
Barclays Bank PLC
|
$
|
2,882
|
TRY
|
159,298
|
11/19/26
|
180
|
|
Barclays Bank PLC
|
$
|
6,668
|
TRY
|
317,436
|
8/4/26
|
7
|
|
Barclays Bank PLC
|
$
|
4,153
|
TWD
|
132,550
|
10/8/26
|
(35
)
|
|
Barclays Bank PLC
|
$
|
2,193
|
TWD
|
70,157
|
10/13/26
|
(13
)
|
|
Barclays Bank PLC
|
ZAR
|
17,282
|
$
|
1,047
|
9/16/26
|
5
|
|
Barclays Bank PLC
|
ZAR
|
10,594
|
$
|
629
|
9/16/26
|
(10
)
|
|
BNP Paribas SA
|
CZK
|
101,130
|
EUR
|
4,160
|
9/16/26
|
(12
)
|
|
BNP Paribas SA
|
CZK
|
87,400
|
EUR
|
3,595
|
9/16/26
|
(10
)
|
|
BNP Paribas SA
|
EUR
|
6,565
|
CZK
|
159,598
|
9/16/26
|
18
|
|
BNP Paribas SA
|
EUR
|
9,709
|
CZK
|
236,037
|
9/16/26
|
27
|
|
BNP Paribas SA
|
EUR
|
3,937
|
CZK
|
95,709
|
9/16/26
|
11
|
|
BNP Paribas SA
|
EUR
|
510
|
RON
|
2,699
|
9/16/26
|
3
|
|
BNP Paribas SA
|
EUR
|
3,945
|
RON
|
20,886
|
9/16/26
|
21
|
|
BNP Paribas SA
|
EUR
|
945
|
RON
|
5,000
|
9/16/26
|
5
|
|
BNP Paribas SA
|
INR
|
186,020
|
$
|
1,943
|
9/16/26
|
—@
|
|
BNP Paribas SA
|
RON
|
8,190
|
EUR
|
1,547
|
9/16/26
|
(8
)
|
|
BNP Paribas SA
|
RON
|
12,800
|
EUR
|
2,418
|
9/16/26
|
(13
)
|
|
BNP Paribas SA
|
THB
|
117,250
|
$
|
3,578
|
9/16/26
|
55
|
|
BNP Paribas SA
|
THB
|
4,147
|
$
|
127
|
9/16/26
|
2
|
|
BNP Paribas SA
|
THB
|
34,515
|
$
|
1,053
|
9/16/26
|
16
|
|
Foreign Currency Forward Exchange Contracts: (cont'd)
|
||||||
|
|
||||||
|
Counterparty
|
Contracts
to Deliver
(000)
|
In
Exchange
For
(000)
|
Delivery
Date
|
Unrealized
Appreciation
(Depreciation)
(000)
|
||
|
BNP Paribas SA
|
TWD
|
236,230
|
$
|
7,340
|
9/16/26
|
$12
|
|
BNP Paribas SA
|
$
|
24,113
|
EUR
|
21,150
|
8/7/26
|
279
|
|
BNP Paribas SA
|
$
|
3,410
|
IDR
|
61,680,290
|
9/16/26
|
3
|
|
BNP Paribas SA
|
$
|
8,218
|
THB
|
269,337
|
9/16/26
|
(125
)
|
|
BNP Paribas SA
|
ZAR
|
6,350
|
$
|
385
|
9/16/26
|
2
|
|
BNP Paribas SA
|
ZAR
|
59,614
|
$
|
3,584
|
9/16/26
|
(12
)
|
|
Citibank NA
|
BRL
|
28,980
|
$
|
5,595
|
8/4/26
|
(122
)
|
|
Citibank NA
|
BRL
|
129,093
|
$
|
24,673
|
8/4/26
|
(794
)
|
|
Citibank NA
|
BRL
|
4,120
|
$
|
787
|
8/4/26
|
(25
)
|
|
Citibank NA
|
BRL
|
29,896
|
$
|
5,714
|
8/4/26
|
(184
)
|
|
Citibank NA
|
BRL
|
56,031
|
$
|
10,566
|
10/2/26
|
(339
)
|
|
Citibank NA
|
BRL
|
56,031
|
$
|
11,036
|
8/4/26
|
(18
)
|
|
Citibank NA
|
CNH
|
17,717
|
$
|
2,635
|
9/16/26
|
3
|
|
Citibank NA
|
COP
|
2,495,813
|
$
|
701
|
9/16/26
|
(83
)
|
|
Citibank NA
|
COP
|
694,858
|
$
|
195
|
9/16/26
|
(23
)
|
|
Citibank NA
|
COP
|
988,133
|
$
|
282
|
9/16/26
|
(28
)
|
|
Citibank NA
|
CZK
|
58,510
|
EUR
|
2,408
|
9/16/26
|
(5
)
|
|
Citibank NA
|
IDR
|
30,727,905
|
$
|
1,773
|
9/17/26
|
72
|
|
Citibank NA
|
IDR
|
11,922,000
|
$
|
657
|
9/17/26
|
(3
)
|
|
Citibank NA
|
INR
|
184,230
|
$
|
1,903
|
9/16/26
|
(20
)
|
|
Citibank NA
|
KES
|
32,133
|
$
|
228
|
2/3/27
|
(15
)
|
|
Citibank NA
|
KZT
|
55,026
|
$
|
110
|
9/14/26
|
(4
)
|
|
Citibank NA
|
KZT
|
140,125
|
$
|
280
|
9/14/26
|
(11
)
|
|
Citibank NA
|
KZT
|
652,395
|
$
|
1,369
|
8/10/26
|
(3
)
|
|
Citibank NA
|
KZT
|
652,395
|
$
|
1,377
|
8/3/26
|
1
|
|
Citibank NA
|
LKR
|
277,562
|
$
|
826
|
8/4/26
|
(1
)
|
|
Citibank NA
|
LKR
|
119,628
|
$
|
356
|
8/4/26
|
(—@
)
|
|
Citibank NA
|
MXN
|
101,580
|
$
|
5,827
|
9/17/26
|
(16
)
|
|
Citibank NA
|
NGN
|
714,543
|
$
|
492
|
12/16/26
|
(7
)
|
|
Citibank NA
|
UGX
|
130,655
|
$
|
34
|
10/20/26
|
(—@
)
|
|
Citibank NA
|
UGX
|
429,261
|
$
|
114
|
10/21/26
|
—@
|
|
Citibank NA
|
$
|
24,343
|
BRL
|
129,093
|
10/2/26
|
780
|
|
Citibank NA
|
$
|
5,637
|
BRL
|
29,896
|
10/2/26
|
181
|
|
Citibank NA
|
$
|
10,709
|
BRL
|
56,031
|
8/4/26
|
344
|
|
Citibank NA
|
$
|
777
|
BRL
|
4,120
|
10/2/26
|
25
|
|
Citibank NA
|
$
|
812
|
BRL
|
4,120
|
8/4/26
|
1
|
|
Citibank NA
|
$
|
5,708
|
BRL
|
28,980
|
8/4/26
|
9
|
|
Citibank NA
|
$
|
25,426
|
BRL
|
129,093
|
8/4/26
|
41
|
|
Citibank NA
|
$
|
5,888
|
BRL
|
29,896
|
8/4/26
|
9
|
|
Citibank NA
|
$
|
4,174
|
CNH
|
28,064
|
9/16/26
|
(5
)
|
|
Foreign Currency Forward Exchange Contracts: (cont'd)
|
||||||
|
|
||||||
|
Counterparty
|
Contracts
to Deliver
(000)
|
In
Exchange
For
(000)
|
Delivery
Date
|
Unrealized
Appreciation
(Depreciation)
(000)
|
||
|
Citibank NA
|
$
|
2,194
|
CNH
|
14,755
|
9/16/26
|
$(3
)
|
|
Citibank NA
|
$
|
4,527
|
CNH
|
30,440
|
9/16/26
|
(5
)
|
|
Citibank NA
|
$
|
8,056
|
EGP
|
424,500
|
9/15/26
|
95
|
|
Citibank NA
|
$
|
570
|
KES
|
76,687
|
2/3/27
|
9
|
|
Citibank NA
|
$
|
1,372
|
KZT
|
652,395
|
8/3/26
|
3
|
|
Citibank NA
|
$
|
2,635
|
PEN
|
9,000
|
9/16/26
|
9
|
|
Citibank NA
|
$
|
184
|
UGX
|
696,026
|
11/12/26
|
(1
)
|
|
Citibank NA
|
$
|
114
|
UGX
|
429,261
|
10/21/26
|
(—@
)
|
|
Citibank NA
|
$
|
262
|
VND
|
7,015,116
|
8/12/26
|
4
|
|
Citibank NA
|
$
|
131
|
VND
|
3,492,984
|
10/9/26
|
1
|
|
Citibank NA
|
UYU
|
15,000
|
$
|
371
|
9/16/26
|
—@
|
|
Citibank NA
|
UYU
|
11,248
|
$
|
279
|
8/21/26
|
—@
|
|
Citibank NA
|
ZAR
|
59,614
|
$
|
3,618
|
8/3/26
|
9
|
|
Deutsche Bank AG
|
KES
|
30,538
|
$
|
223
|
2/24/27
|
(7
)
|
|
Deutsche Bank AG
|
KZT
|
325,142
|
$
|
655
|
8/10/26
|
(29
)
|
|
Deutsche Bank AG
|
KZT
|
578,837
|
$
|
1,165
|
8/10/26
|
(52
)
|
|
Deutsche Bank AG
|
KZT
|
181,731
|
$
|
383
|
8/7/26
|
(—@
)
|
|
Deutsche Bank AG
|
KZT
|
396,669
|
$
|
824
|
9/16/26
|
—@
|
|
Deutsche Bank AG
|
KZT
|
89,639
|
$
|
188
|
9/4/26
|
1
|
|
Deutsche Bank AG
|
KZT
|
713,724
|
$
|
1,479
|
10/27/26
|
19
|
|
Deutsche Bank AG
|
KZT
|
357,601
|
$
|
739
|
10/27/26
|
8
|
|
Deutsche Bank AG
|
KZT
|
358,341
|
$
|
739
|
10/27/26
|
6
|
|
Deutsche Bank AG
|
KZT
|
456,438
|
$
|
949
|
8/27/26
|
(5
)
|
|
Deutsche Bank AG
|
KZT
|
456,296
|
$
|
949
|
8/27/26
|
(5
)
|
|
Deutsche Bank AG
|
KZT
|
652,395
|
$
|
1,294
|
8/3/26
|
(82
)
|
|
Deutsche Bank AG
|
KZT
|
224,163
|
$
|
439
|
9/4/26
|
(28
)
|
|
Deutsche Bank AG
|
KZT
|
413,058
|
$
|
845
|
10/15/26
|
(4
)
|
|
Deutsche Bank AG
|
KZT
|
412,383
|
$
|
845
|
10/15/26
|
(2
)
|
|
Deutsche Bank AG
|
KZT
|
2,914,040
|
$
|
6,023
|
9/14/26
|
(30
)
|
|
Deutsche Bank AG
|
KZT
|
918,854
|
$
|
1,894
|
10/15/26
|
6
|
|
Deutsche Bank AG
|
KZT
|
413,143
|
$
|
845
|
10/15/26
|
(4
)
|
|
Deutsche Bank AG
|
KZT
|
410,693
|
$
|
845
|
9/14/26
|
(8
)
|
|
Deutsche Bank AG
|
KZT
|
410,777
|
$
|
845
|
9/14/26
|
(8
)
|
|
Deutsche Bank AG
|
KZT
|
410,946
|
$
|
845
|
9/14/26
|
(9
)
|
|
Deutsche Bank AG
|
KZT
|
410,439
|
$
|
845
|
9/14/26
|
(8
)
|
|
Deutsche Bank AG
|
KZT
|
175,784
|
$
|
359
|
10/15/26
|
(2
)
|
|
Deutsche Bank AG
|
KZT
|
927,000
|
$
|
1,896
|
10/15/26
|
(9
)
|
|
Deutsche Bank AG
|
KZT
|
409,906
|
$
|
851
|
8/31/26
|
(4
)
|
|
Deutsche Bank AG
|
KZT
|
819,811
|
$
|
1,703
|
8/31/26
|
(9
)
|
|
Deutsche Bank AG
|
$
|
1,109
|
KZT
|
677,230
|
10/15/26
|
283
|
|
Foreign Currency Forward Exchange Contracts: (cont'd)
|
||||||
|
|
||||||
|
Counterparty
|
Contracts
to Deliver
(000)
|
In
Exchange
For
(000)
|
Delivery
Date
|
Unrealized
Appreciation
(Depreciation)
(000)
|
||
|
Deutsche Bank AG
|
$
|
1,347
|
KZT
|
821,200
|
10/23/26
|
$335
|
|
Deutsche Bank AG
|
$
|
2,075
|
KZT
|
1,255,519
|
10/27/26
|
494
|
|
Deutsche Bank AG
|
$
|
762
|
KZT
|
450,653
|
11/3/26
|
157
|
|
Deutsche Bank AG
|
$
|
762
|
KZT
|
438,950
|
8/10/26
|
161
|
|
Deutsche Bank AG
|
$
|
763
|
KZT
|
438,806
|
8/7/26
|
161
|
|
Deutsche Bank AG
|
$
|
372
|
KZT
|
205,606
|
3/11/27
|
31
|
|
Deutsche Bank AG
|
$
|
3,968
|
KZT
|
2,135,224
|
12/14/26
|
332
|
|
Deutsche Bank AG
|
$
|
4,084
|
KZT
|
2,135,224
|
9/14/26
|
351
|
|
Deutsche Bank AG
|
$
|
568
|
KZT
|
266,054
|
8/10/26
|
(8
)
|
|
Deutsche Bank AG
|
$
|
1,377
|
KZT
|
652,395
|
8/3/26
|
(1
)
|
|
Deutsche Bank AG
|
$
|
830
|
RUB
|
66,462
|
10/14/26
|
(12
)
|
|
Deutsche Bank AG
|
$
|
107
|
UZS
|
1,393,314
|
3/11/27
|
6
|
|
Deutsche Bank AG
|
$
|
213
|
UZS
|
2,788,760
|
3/11/27
|
12
|
|
Deutsche Bank AG
|
$
|
107
|
UZS
|
1,395,978
|
3/12/27
|
6
|
|
Deutsche Bank AG
|
$
|
107
|
UZS
|
1,393,314
|
3/12/27
|
6
|
|
Deutsche Bank AG
|
$
|
156
|
UZS
|
2,031,887
|
3/17/27
|
8
|
|
Deutsche Bank AG
|
$
|
156
|
UZS
|
2,035,784
|
3/18/27
|
9
|
|
Deutsche Bank AG
|
$
|
78
|
UZS
|
1,017,892
|
3/18/27
|
4
|
|
Deutsche Bank AG
|
$
|
78
|
UZS
|
1,015,164
|
3/17/27
|
4
|
|
Deutsche Bank AG
|
$
|
18,151
|
ZAR
|
301,000
|
9/16/26
|
7
|
|
Deutsche Bank AG
|
ZAR
|
62,960
|
$
|
3,797
|
9/16/26
|
(1
)
|
|
Deutsche Bank AG
|
ZAR
|
110,600
|
$
|
6,669
|
9/16/26
|
(3
)
|
|
Deutsche Bank AG
|
ZAR
|
570
|
$
|
34
|
9/16/26
|
(—@
)
|
|
Deutsche Bank AG
|
ZAR
|
232,244
|
$
|
14,005
|
9/16/26
|
(5
)
|
|
Deutsche Bank AG
|
ZAR
|
91,085
|
$
|
5,493
|
9/16/26
|
(2
)
|
|
Goldman Sachs International
|
BRL
|
15,170
|
$
|
2,898
|
8/4/26
|
(94
)
|
|
Goldman Sachs International
|
CLP
|
883,860
|
$
|
987
|
9/16/26
|
36
|
|
Goldman Sachs International
|
CNH
|
18,525
|
$
|
2,751
|
9/16/26
|
(—@
)
|
|
Goldman Sachs International
|
CNH
|
36,620
|
$
|
5,441
|
9/16/26
|
1
|
|
Goldman Sachs International
|
COP
|
3,134,000
|
$
|
859
|
9/16/26
|
(125
)
|
|
Goldman Sachs International
|
COP
|
6,263,330
|
$
|
1,788
|
9/16/26
|
(178
)
|
|
Goldman Sachs International
|
COP
|
10,833,360
|
$
|
2,968
|
9/16/26
|
(432
)
|
|
Goldman Sachs International
|
EGP
|
155,429
|
$
|
2,586
|
9/15/26
|
(398
)
|
|
Goldman Sachs International
|
EUR
|
23,896
|
HUF
|
8,580,627
|
9/16/26
|
(534
)
|
|
Goldman Sachs International
|
EUR
|
19,210
|
HUF
|
6,842,158
|
8/31/26
|
(578
)
|
|
Goldman Sachs International
|
EUR
|
347
|
PLN
|
1,490
|
9/16/26
|
(2
)
|
|
Goldman Sachs International
|
HUF
|
2,831,885
|
EUR
|
7,886
|
9/16/26
|
176
|
|
Goldman Sachs International
|
HUF
|
673,900
|
EUR
|
1,877
|
9/16/26
|
42
|
|
Goldman Sachs International
|
INR
|
835,500
|
$
|
8,698
|
9/16/26
|
(27
)
|
|
Goldman Sachs International
|
INR
|
14,039
|
$
|
146
|
9/16/26
|
(—@
)
|
|
Foreign Currency Forward Exchange Contracts: (cont'd)
|
||||||
|
|
||||||
|
Counterparty
|
Contracts
to Deliver
(000)
|
In
Exchange
For
(000)
|
Delivery
Date
|
Unrealized
Appreciation
(Depreciation)
(000)
|
||
|
Goldman Sachs International
|
KZT
|
817,404
|
$
|
1,639
|
8/13/26
|
$(79
)
|
|
Goldman Sachs International
|
MXN
|
158,300
|
$
|
9,016
|
9/17/26
|
(90
)
|
|
Goldman Sachs International
|
MXN
|
138,462
|
$
|
7,886
|
9/17/26
|
(79
)
|
|
Goldman Sachs International
|
MYR
|
7,150
|
$
|
1,752
|
9/17/26
|
—@
|
|
Goldman Sachs International
|
MYR
|
20,690
|
$
|
5,130
|
9/15/26
|
61
|
|
Goldman Sachs International
|
PEN
|
17,881
|
$
|
5,239
|
9/16/26
|
(14
)
|
|
Goldman Sachs International
|
PEN
|
6,250
|
$
|
1,831
|
9/16/26
|
(5
)
|
|
Goldman Sachs International
|
PEN
|
4,620
|
$
|
1,352
|
9/16/26
|
(5
)
|
|
Goldman Sachs International
|
PEN
|
25,544
|
$
|
7,487
|
9/16/26
|
(17
)
|
|
Goldman Sachs International
|
PEN
|
4,210
|
$
|
1,227
|
9/16/26
|
(9
)
|
|
Goldman Sachs International
|
THB
|
25,400
|
$
|
764
|
9/16/26
|
1
|
|
Goldman Sachs International
|
THB
|
140,700
|
$
|
4,316
|
9/16/26
|
88
|
|
Goldman Sachs International
|
$
|
2,988
|
BRL
|
15,170
|
8/4/26
|
5
|
|
Goldman Sachs International
|
$
|
2,291
|
CNH
|
15,427
|
9/16/26
|
—@
|
|
Goldman Sachs International
|
$
|
4,727
|
CNH
|
31,827
|
9/16/26
|
1
|
|
Goldman Sachs International
|
$
|
4,358
|
CNH
|
29,343
|
9/16/26
|
—@
|
|
Goldman Sachs International
|
$
|
5,963
|
COP
|
21,336,269
|
9/16/26
|
733
|
|
Goldman Sachs International
|
$
|
2,266
|
EGP
|
123,039
|
9/16/26
|
95
|
|
Goldman Sachs International
|
$
|
703
|
EGP
|
35,259
|
8/25/26
|
(20
)
|
|
Goldman Sachs International
|
$
|
3,020
|
INR
|
290,094
|
9/16/26
|
9
|
|
Goldman Sachs International
|
$
|
993
|
INR
|
95,424
|
9/16/26
|
3
|
|
Goldman Sachs International
|
$
|
34,202
|
INR
|
3,285,411
|
9/16/26
|
105
|
|
Goldman Sachs International
|
$
|
8,420
|
KRW
|
12,819,000
|
9/16/26
|
576
|
|
Goldman Sachs International
|
$
|
141
|
KZT
|
70,099
|
8/7/26
|
6
|
|
Goldman Sachs International
|
$
|
1,386
|
MXN
|
24,341
|
9/17/26
|
14
|
|
Goldman Sachs International
|
$
|
10,168
|
MXN
|
178,538
|
9/17/26
|
102
|
|
Goldman Sachs International
|
$
|
13,637
|
PEN
|
46,541
|
9/16/26
|
35
|
|
Goldman Sachs International
|
$
|
1,683
|
PEN
|
5,744
|
9/16/26
|
4
|
|
Goldman Sachs International
|
$
|
2,995
|
THB
|
97,199
|
9/16/26
|
(75
)
|
|
Goldman Sachs International
|
$
|
470
|
THB
|
15,650
|
9/16/26
|
—@
|
|
Goldman Sachs International
|
$
|
5,403
|
TWD
|
172,772
|
10/13/26
|
(34
)
|
|
Goldman Sachs International
|
$
|
550
|
VND
|
14,621,698
|
10/13/26
|
3
|
|
Goldman Sachs International
|
$
|
184
|
VND
|
4,931,911
|
8/26/26
|
3
|
|
Goldman Sachs International
|
UYU
|
800
|
$
|
20
|
9/28/26
|
(—@
)
|
|
Goldman Sachs International
|
ZAR
|
68,850
|
$
|
4,199
|
9/16/26
|
46
|
|
HSBC Bank PLC
|
BRL
|
56,031
|
$
|
10,759
|
8/4/26
|
(294
)
|
|
HSBC Bank PLC
|
BRL
|
54,500
|
$
|
10,734
|
8/4/26
|
(17
)
|
|
HSBC Bank PLC
|
BRL
|
158,073
|
$
|
31,133
|
8/4/26
|
(50
)
|
|
HSBC Bank PLC
|
BRL
|
29,896
|
$
|
5,888
|
8/4/26
|
(9
)
|
|
HSBC Bank PLC
|
IDR
|
47,507,500
|
$
|
2,795
|
9/17/26
|
166
|
|
Foreign Currency Forward Exchange Contracts: (cont'd)
|
||||||
|
|
||||||
|
Counterparty
|
Contracts
to Deliver
(000)
|
In
Exchange
For
(000)
|
Delivery
Date
|
Unrealized
Appreciation
(Depreciation)
(000)
|
||
|
HSBC Bank PLC
|
THB
|
4,147
|
$
|
126
|
9/16/26
|
$2
|
|
HSBC Bank PLC
|
THB
|
34,515
|
$
|
1,052
|
9/16/26
|
15
|
|
HSBC Bank PLC
|
THB
|
117,250
|
$
|
3,574
|
9/16/26
|
51
|
|
HSBC Bank PLC
|
$
|
10,465
|
BRL
|
54,500
|
8/4/26
|
286
|
|
HSBC Bank PLC
|
$
|
30,354
|
BRL
|
158,073
|
8/4/26
|
829
|
|
HSBC Bank PLC
|
$
|
5,741
|
BRL
|
29,896
|
8/4/26
|
157
|
|
HSBC Bank PLC
|
$
|
11,036
|
BRL
|
56,031
|
8/4/26
|
18
|
|
HSBC Bank PLC
|
$
|
1,152
|
MXN
|
19,960
|
9/17/26
|
(4
)
|
|
HSBC Bank PLC
|
$
|
7,224
|
THB
|
237,017
|
9/16/26
|
(102
)
|
|
HSBC Bank PLC
|
$
|
1,011
|
UYU
|
41,400
|
9/16/26
|
14
|
|
HSBC Bank PLC
|
UYU
|
3,639
|
$
|
89
|
9/8/26
|
(1
)
|
|
HSBC Bank PLC
|
ZAR
|
16,964
|
$
|
1,002
|
9/16/26
|
(22
)
|
|
JPMorgan Chase Bank NA
|
BRL
|
35,210
|
$
|
6,791
|
8/4/26
|
(155
)
|
|
JPMorgan Chase Bank NA
|
CNH
|
26,488
|
$
|
3,934
|
9/16/26
|
(—@
)
|
|
JPMorgan Chase Bank NA
|
COP
|
15,751,829
|
$
|
4,339
|
9/16/26
|
(604
)
|
|
JPMorgan Chase Bank NA
|
COP
|
12,290,200
|
$
|
3,386
|
9/16/26
|
(471
)
|
|
JPMorgan Chase Bank NA
|
COP
|
61,327,336
|
$
|
16,895
|
9/16/26
|
(2,352
)
|
|
JPMorgan Chase Bank NA
|
EUR
|
338
|
CZK
|
8,190
|
9/16/26
|
(—@
)
|
|
JPMorgan Chase Bank NA
|
EUR
|
389
|
HUF
|
138,947
|
9/16/26
|
(11
)
|
|
JPMorgan Chase Bank NA
|
EUR
|
3,719
|
$
|
4,247
|
8/7/26
|
(41
)
|
|
JPMorgan Chase Bank NA
|
EUR
|
19,439
|
$
|
22,204
|
8/7/26
|
(215
)
|
|
JPMorgan Chase Bank NA
|
EUR
|
4,974
|
$
|
5,681
|
8/7/26
|
(55
)
|
|
JPMorgan Chase Bank NA
|
EUR
|
11,345
|
$
|
12,959
|
8/7/26
|
(125
)
|
|
JPMorgan Chase Bank NA
|
EUR
|
4,726
|
$
|
5,398
|
8/7/26
|
(52
)
|
|
JPMorgan Chase Bank NA
|
EUR
|
9,575
|
$
|
10,937
|
8/7/26
|
(106
)
|
|
JPMorgan Chase Bank NA
|
EUR
|
158
|
$
|
181
|
8/7/26
|
(2
)
|
|
JPMorgan Chase Bank NA
|
HUF
|
498,650
|
EUR
|
1,397
|
9/16/26
|
40
|
|
JPMorgan Chase Bank NA
|
IDR
|
18,615,620
|
$
|
1,094
|
9/17/26
|
64
|
|
JPMorgan Chase Bank NA
|
IDR
|
19,341,413
|
$
|
1,076
|
9/17/26
|
6
|
|
JPMorgan Chase Bank NA
|
IDR
|
19,321,365
|
$
|
1,074
|
9/17/26
|
4
|
|
JPMorgan Chase Bank NA
|
IDR
|
26,864,353
|
$
|
1,488
|
9/16/26
|
2
|
|
JPMorgan Chase Bank NA
|
IDR
|
90,247,080
|
$
|
4,961
|
9/16/26
|
(33
)
|
|
JPMorgan Chase Bank NA
|
IDR
|
43,382,210
|
$
|
2,390
|
9/16/26
|
(11
)
|
|
JPMorgan Chase Bank NA
|
KES
|
31,165
|
$
|
228
|
2/3/27
|
(7
)
|
|
JPMorgan Chase Bank NA
|
KES
|
13,389
|
$
|
99
|
2/3/27
|
(2
)
|
|
JPMorgan Chase Bank NA
|
KES
|
30,595
|
$
|
226
|
2/18/27
|
(5
)
|
|
JPMorgan Chase Bank NA
|
KRW
|
3,963,870
|
$
|
2,593
|
9/16/26
|
(189
)
|
|
JPMorgan Chase Bank NA
|
MXN
|
27,070
|
$
|
1,534
|
9/17/26
|
(23
)
|
|
JPMorgan Chase Bank NA
|
PLN
|
23,885
|
EUR
|
5,501
|
9/16/26
|
(39
)
|
|
JPMorgan Chase Bank NA
|
TRY
|
141,811
|
$
|
2,990
|
8/3/26
|
6
|
|
Foreign Currency Forward Exchange Contracts: (cont'd)
|
||||||
|
|
||||||
|
Counterparty
|
Contracts
to Deliver
(000)
|
In
Exchange
For
(000)
|
Delivery
Date
|
Unrealized
Appreciation
(Depreciation)
(000)
|
||
|
JPMorgan Chase Bank NA
|
$
|
6,935
|
BRL
|
35,210
|
8/4/26
|
$11
|
|
JPMorgan Chase Bank NA
|
$
|
6,759
|
CNH
|
45,509
|
9/16/26
|
1
|
|
JPMorgan Chase Bank NA
|
$
|
6,231
|
CNH
|
41,957
|
9/16/26
|
1
|
|
JPMorgan Chase Bank NA
|
$
|
3,276
|
CNH
|
22,059
|
9/16/26
|
—@
|
|
JPMorgan Chase Bank NA
|
$
|
522
|
COP
|
1,893,150
|
9/16/26
|
73
|
|
JPMorgan Chase Bank NA
|
$
|
107
|
COP
|
387,177
|
9/16/26
|
15
|
|
JPMorgan Chase Bank NA
|
$
|
40,538
|
EUR
|
35,490
|
8/7/26
|
392
|
|
JPMorgan Chase Bank NA
|
$
|
6,664
|
EUR
|
5,834
|
8/7/26
|
65
|
|
JPMorgan Chase Bank NA
|
$
|
192
|
EUR
|
168
|
8/7/26
|
2
|
|
JPMorgan Chase Bank NA
|
$
|
18,684
|
EUR
|
16,357
|
8/7/26
|
181
|
|
JPMorgan Chase Bank NA
|
$
|
3,707
|
EUR
|
3,230
|
8/7/26
|
18
|
|
JPMorgan Chase Bank NA
|
$
|
2,370
|
INR
|
225,000
|
9/16/26
|
(21
)
|
|
JPMorgan Chase Bank NA
|
$
|
3,429
|
KZT
|
1,802,434
|
8/13/26
|
358
|
|
JPMorgan Chase Bank NA
|
$
|
138
|
MNT
|
529,927
|
9/28/26
|
7
|
|
JPMorgan Chase Bank NA
|
$
|
582
|
NGN
|
884,557
|
3/15/27
|
20
|
|
JPMorgan Chase Bank NA
|
$
|
482
|
NGN
|
714,543
|
12/16/26
|
18
|
|
JPMorgan Chase Bank NA
|
$
|
2,978
|
TRY
|
141,811
|
8/3/26
|
6
|
|
JPMorgan Chase Bank NA
|
$
|
2,000
|
TRY
|
95,317
|
8/7/26
|
—@
|
|
JPMorgan Chase Bank NA
|
$
|
2,974
|
TRY
|
141,811
|
8/10/26
|
(6
)
|
|
JPMorgan Chase Bank NA
|
$
|
9,174
|
TWD
|
290,710
|
9/16/26
|
(156
)
|
|
JPMorgan Chase Bank NA
|
$
|
1,114
|
TWD
|
35,621
|
10/13/26
|
(7
)
|
|
JPMorgan Chase Bank NA
|
$
|
121
|
UGX
|
450,526
|
10/20/26
|
(2
)
|
|
JPMorgan Chase Bank NA
|
$
|
265
|
VND
|
7,075,279
|
9/16/26
|
3
|
|
JPMorgan Chase Bank NA
|
$
|
337
|
VND
|
8,961,686
|
10/16/26
|
2
|
|
Standard Chartered Bank
|
CLP
|
1,450,460
|
$
|
1,586
|
9/16/26
|
25
|
|
Standard Chartered Bank
|
CLP
|
6,290,209
|
$
|
6,878
|
9/16/26
|
110
|
|
Standard Chartered Bank
|
CLP
|
66,346
|
$
|
73
|
9/16/26
|
1
|
|
Standard Chartered Bank
|
CNH
|
7,684
|
$
|
1,139
|
9/16/26
|
(2
)
|
|
Standard Chartered Bank
|
EUR
|
21,424
|
PLN
|
91,298
|
9/16/26
|
(308
)
|
|
Standard Chartered Bank
|
EUR
|
1,132
|
PLN
|
4,825
|
9/16/26
|
(16
)
|
|
Standard Chartered Bank
|
EUR
|
2,962
|
PLN
|
12,621
|
9/16/26
|
(43
)
|
|
Standard Chartered Bank
|
EUR
|
1,152
|
PLN
|
4,909
|
9/16/26
|
(17
)
|
|
Standard Chartered Bank
|
KES
|
30,196
|
$
|
218
|
11/12/26
|
(12
)
|
|
Standard Chartered Bank
|
NGN
|
884,557
|
$
|
590
|
3/15/27
|
(11
)
|
|
Standard Chartered Bank
|
PLN
|
26,700
|
EUR
|
6,265
|
9/16/26
|
90
|
|
Standard Chartered Bank
|
PLN
|
46,449
|
EUR
|
10,900
|
9/16/26
|
157
|
|
Standard Chartered Bank
|
PLN
|
820
|
EUR
|
192
|
9/16/26
|
3
|
|
Standard Chartered Bank
|
UGX
|
683,978
|
$
|
185
|
10/20/26
|
5
|
|
Standard Chartered Bank
|
UGX
|
688,612
|
$
|
185
|
10/23/26
|
4
|
|
Standard Chartered Bank
|
UGX
|
689,539
|
$
|
185
|
10/21/26
|
3
|
|
Foreign Currency Forward Exchange Contracts: (cont'd)
|
||||||
|
|
||||||
|
Counterparty
|
Contracts
to Deliver
(000)
|
In
Exchange
For
(000)
|
Delivery
Date
|
Unrealized
Appreciation
(Depreciation)
(000)
|
||
|
Standard Chartered Bank
|
UGX
|
1,380,931
|
$
|
371
|
11/3/26
|
$7
|
|
Standard Chartered Bank
|
UGX
|
345,233
|
$
|
93
|
11/6/26
|
2
|
|
Standard Chartered Bank
|
UGX
|
692,690
|
$
|
185
|
11/10/26
|
3
|
|
Standard Chartered Bank
|
UGX
|
692,319
|
$
|
185
|
11/10/26
|
3
|
|
Standard Chartered Bank
|
UGX
|
696,026
|
$
|
185
|
11/12/26
|
2
|
|
Standard Chartered Bank
|
UGX
|
353,111
|
$
|
93
|
11/13/26
|
(—@
)
|
|
Standard Chartered Bank
|
UGX
|
156,749
|
$
|
41
|
11/3/26
|
(—@
)
|
|
Standard Chartered Bank
|
UGX
|
168,651
|
$
|
44
|
11/10/26
|
—@
|
|
Standard Chartered Bank
|
$
|
7,490
|
CLP
|
6,850,494
|
9/16/26
|
(120
)
|
|
Standard Chartered Bank
|
$
|
6,201
|
CLP
|
5,671,800
|
9/16/26
|
(99
)
|
|
Standard Chartered Bank
|
$
|
1,032
|
CLP
|
961,499
|
10/30/26
|
3
|
|
Standard Chartered Bank
|
$
|
1,804
|
IDR
|
30,727,905
|
9/17/26
|
(103
)
|
|
Standard Chartered Bank
|
$
|
228
|
KES
|
30,196
|
11/12/26
|
3
|
|
Standard Chartered Bank
|
$
|
228
|
KES
|
30,595
|
2/18/27
|
3
|
|
Standard Chartered Bank
|
$
|
228
|
KES
|
30,538
|
2/24/27
|
2
|
|
Standard Chartered Bank
|
$
|
419
|
UGX
|
1,553,660
|
11/10/26
|
(11
)
|
|
Standard Chartered Bank
|
$
|
417
|
UGX
|
1,537,680
|
11/3/26
|
(12
)
|
|
Standard Chartered Bank
|
$
|
96
|
UGX
|
364,107
|
10/20/26
|
—@
|
|
Standard Chartered Bank
|
$
|
190
|
UGX
|
722,903
|
11/16/26
|
(1
)
|
|
Standard Chartered Bank
|
$
|
93
|
UGX
|
353,111
|
11/13/26
|
(—@
)
|
|
Standard Chartered Bank
|
$
|
182
|
UGX
|
689,539
|
10/21/26
|
—@
|
|
Standard Chartered Bank
|
$
|
182
|
UGX
|
688,612
|
10/23/26
|
—@
|
|
Standard Chartered Bank
|
$
|
91
|
UGX
|
345,233
|
11/6/26
|
(—@
)
|
|
Standard Chartered Bank
|
$
|
377
|
VND
|
10,000,326
|
10/22/26
|
1
|
|
State Street Bank & Trust Co.
|
COP
|
1,379,053
|
$
|
377
|
9/16/26
|
(56
)
|
|
State Street Bank & Trust Co.
|
COP
|
3,965,378
|
$
|
1,129
|
9/16/26
|
(116
)
|
|
State Street Bank & Trust Co.
|
COP
|
998,824
|
$
|
286
|
9/16/26
|
(28
)
|
|
State Street Bank & Trust Co.
|
EUR
|
429
|
$
|
521
|
1/25/27
|
23
|
|
State Street Bank & Trust Co.
|
INR
|
575,390
|
$
|
6,035
|
9/16/26
|
27
|
|
State Street Bank & Trust Co.
|
$
|
1,455
|
MYR
|
6,000
|
12/16/26
|
20
|
|
State Street Bank & Trust Co.
|
ZAR
|
196,114
|
$
|
11,819
|
9/16/26
|
(11
)
|
|
UBS AG
|
HUF
|
4,082,910
|
EUR
|
11,467
|
9/16/26
|
365
|
|
UBS AG
|
IDR
|
10,862,725
|
$
|
601
|
9/16/26
|
(—@
)
|
|
UBS AG
|
IDR
|
7,085,230
|
$
|
390
|
9/16/26
|
(2
)
|
|
UBS AG
|
$
|
2,190
|
THB
|
71,575
|
9/16/26
|
(39
)
|
|
UBS AG
|
ZAR
|
35,680
|
$
|
2,156
|
9/16/26
|
3
|
|
|
|
|
|
|
|
$(1,213
)
|
|
Call Options Purchased:
|
|||||||||
|
The Fund had the following call options purchased open at July 31, 2026:
|
|||||||||
|
Counterparty
|
Description
|
Strike
Price
|
Expiration
Date
|
Number of
Contracts
|
Notional
Amount
(000)
|
Value (000)
|
Premiums
Paid
(000)
|
Unrealized
Depreciation
(000)
|
|
|
Barclays Bank PLC
|
USD/COP
|
COP
|
3,980.00
|
8/27/26
|
4,300,000
|
$4,300
|
$—
@
|
$70
|
$(70
)
|
|
Put Options Purchased:
|
|||||||||
|
The Fund had the following put options purchased open at July 31, 2026:
|
|
|
|
|
|
||||
|
Counterparty
|
Description
|
Strike
Price
|
Expiration
Date
|
Number of
Contracts
|
Notional
Amount
(000)
|
Value (000)
|
Premiums
Paid
(000)
|
Unrealized
Appreciation
(Depreciation)
(000)
|
|
|
Barclays Bank PLC
|
USD/CNH
|
CNH
|
6.60
|
11/4/26
|
2,000,000
|
$2,000
|
$1
|
$5
|
$(4
)
|
|
Citibank NA
|
USD/CNH
|
CNH
|
6.60
|
11/4/26
|
2,000,000
|
2,000
|
1
|
6
|
(5
)
|
|
Barclays Bank PLC
|
USD/CNH
|
CNH
|
6.60
|
11/10/26
|
2,000,000
|
2,000
|
2
|
7
|
(5
)
|
|
Citibank NA
|
USD/CNH
|
CNH
|
6.60
|
11/10/26
|
2,300,000
|
2,300
|
2
|
8
|
(6
)
|
|
JPMorgan Chase Bank NA
|
USD/INR
|
INR
|
85.50
|
1/25/29
|
9,800,000
|
9,800
|
11
|
80
|
(69
)
|
|
JPMorgan Chase Bank NA
|
USD/INR
|
INR
|
85.50
|
1/30/29
|
11,200,000
|
11,200
|
13
|
95
|
(82
)
|
|
Barclays Bank PLC
|
USD/INR
|
INR
|
92.00
|
9/30/26
|
310,000
|
310
|
11
|
21
|
(10
)
|
|
Barclays Bank PLC
|
USD/INR
|
INR
|
92.00
|
10/1/26
|
218,900
|
219
|
8
|
14
|
(6
)
|
|
Citibank NA
|
USD/INR
|
INR
|
94.00
|
9/10/26
|
9,400,000
|
9,400
|
12
|
42
|
(30
)
|
|
Bank of America NA
|
USD/CLP
|
CLP
|
875.00
|
10/26/26
|
360,800
|
361
|
51
|
44
|
7
|
|
Bank of America NA
|
USD/CLP
|
CLP
|
886.00
|
1/27/27
|
3,325,000
|
3,325
|
45
|
40
|
5
|
|
Barclays Bank PLC
|
USD/KRW
|
KRW
|
1,420.00
|
9/17/26
|
2,000,000
|
2,000
|
18
|
26
|
(8
)
|
|
Citibank NA
|
USD/KRW
|
KRW
|
1,420.00
|
9/21/26
|
2,000,000
|
2,000
|
19
|
21
|
(2
)
|
|
JPMorgan Chase Bank NA
|
USD/KRW
|
KRW
|
1,420.00
|
9/28/26
|
3,000,000
|
3,000
|
31
|
25
|
6
|
|
Barclays Bank PLC
|
USD/KRW
|
KRW
|
1,425.00
|
10/1/26
|
4,000,000
|
4,000
|
49
|
46
|
3
|
|
JPMorgan Chase Bank NA
|
USD/KRW
|
KRW
|
1,440.00
|
9/8/26
|
2,000,000
|
2,000
|
21
|
17
|
4
|
|
Standard Chartered Bank
|
USD/KRW
|
KRW
|
1,440.00
|
9/14/26
|
6,800,000
|
6,800
|
71
|
56
|
15
|
|
JPMorgan Chase Bank NA
|
USD/KRW
|
KRW
|
1,440.00
|
1/20/27
|
5,400,000
|
5,400
|
55
|
40
|
15
|
|
Citibank NA
|
USD/KRW
|
KRW
|
1,440.00
|
1/20/27
|
3,600,000
|
3,600
|
37
|
26
|
11
|
|
Barclays Bank PLC
|
USD/KRW
|
KRW
|
1,450.00
|
12/18/26
|
1,957,000
|
1,957
|
57
|
22
|
35
|
|
|
|
|
|
|
|
|
$515
|
$641
|
$(126
)
|
|
Call Options Written:
|
|||||||||
|
The Fund had the following call options written open at July 31, 2026:
|
|||||||||
|
Counterparty
|
Description
|
Strike
Price
|
Expiration
Date
|
Number of
Contracts
|
Notional
Amount
(000)
|
Value
(000)
|
Premiums
Received
(000)
|
Unrealized
Appreciation
(Depreciation)
(000)
|
|
|
Barclays Bank PLC
|
USD/BRL
|
BRL
|
7.00
|
7/14/27
|
(6,303,000
)
|
$6,303
|
$(41
)
|
$(424
)
|
$383
|
|
Barclays Bank PLC
|
USD/KRW
|
KRW
|
1,600.00
|
12/18/26
|
(1,957,000
)
|
1,957
|
(6
)
|
(19
)
|
13
|
|
BNP Paribas SA
|
EUR/HUF
|
HUF
|
414.70
|
7/18/28
|
(132,000
)
|
132
|
(3
)
|
(2
)
|
(1
)
|
|
Citibank NA
|
USD/INR
|
INR
|
100.00
|
9/10/26
|
(9,400,000
)
|
9,400
|
(3
)
|
(20
)
|
17
|
|
Call Options Written: (cont'd)
|
|||||||||
|
|
|||||||||
|
Counterparty
|
Description
|
Strike
Price
|
Expiration
Date
|
Number of
Contracts
|
Notional
Amount
(000)
|
Value
(000)
|
Premiums
Received
(000)
|
Unrealized
Appreciation
(Depreciation)
(000)
|
|
|
JPMorgan Chase Bank NA
|
EUR/HUF
|
HUF
|
399.60
|
7/13/28
|
(263,000
)
|
$263
|
$(9
)
|
$(7
)
|
$(2
)
|
|
JPMorgan Chase Bank NA
|
EUR/HUF
|
HUF
|
400.76
|
6/8/28
|
(1,099,000
)
|
1,099
|
(35
)
|
(27
)
|
(8
)
|
|
JPMorgan Chase Bank NA
|
EUR/HUF
|
HUF
|
397.40
|
6/7/28
|
(1,099,000
)
|
1,099
|
(37
)
|
(28
)
|
(9
)
|
|
JPMorgan Chase Bank NA
|
EUR/HUF
|
HUF
|
397.40
|
6/29/28
|
(4,972,000
)
|
4,972
|
(174
)
|
(117
)
|
(57
)
|
|
|
|
|
|
|
|
|
$(308
)
|
$(644
)
|
$336
|
|
Put Options Written:
|
|||||||||
|
The Fund had the following put options written open at July 31, 2026:
|
|||||||||
|
Counterparty
|
Description
|
Strike
Price
|
Expiration
Date
|
Number of
Contracts
|
Notional
Amount
(000)
|
Value (000)
|
Premiums
Received
(000)
|
Unrealized
Appreciation
(000)
|
|
|
JPMorgan Chase Bank NA
|
EUR/HUF
|
HUF
|
348.10
|
6/7/28
|
(1,099,000
)
|
$(1,099
)
|
$(12
)
|
$(28
)
|
$16
|
|
JPMorgan Chase Bank NA
|
EUR/HUF
|
HUF
|
350.30
|
6/29/28
|
(4,972,000
)
|
(4,972
)
|
(64
)
|
(116
)
|
52
|
|
JPMorgan Chase Bank NA
|
EUR/HUF
|
HUF
|
350.40
|
6/8/28
|
(1,099,000
)
|
(1,099
)
|
(14
)
|
(27
)
|
13
|
|
BNP Paribas SA
|
EUR/HUF
|
HUF
|
351.90
|
7/18/28
|
(132,000
)
|
(132
)
|
(2
)
|
(3
)
|
1
|
|
JPMorgan Chase Bank NA
|
EUR/HUF
|
HUF
|
353.10
|
7/13/28
|
(263,000
)
|
(263
)
|
(4
)
|
(5
)
|
1
|
|
|
|
|
|
|
|
|
$(96
)
|
$(179
)
|
$83
|
|
Futures Contracts:
|
||||||
|
The Fund had the following futures contracts open at July 31, 2026:
|
||||||
|
|
Number of
Contracts
|
Expiration
Date
|
Notional
Amount
(000)
|
Value
(000)
|
Unrealized
Appreciation
(000)
|
|
|
Short:
|
|
|
|
|
|
|
|
U.S. Treasury 5 yr. Note (United States)
|
12
|
9/30/26
|
$
|
(1,200
)
|
$(1,272
)
|
$10
|
|
U.S. Treasury 10 yr. Note (United States)
|
47
|
9/21/26
|
|
(4,700
)
|
(5,076
)
|
44
|
|
U.S. Treasury Long Bond (United States)
|
1
|
9/21/26
|
|
(100
)
|
(108
)
|
2
|
|
|
|
|
|
|
|
$56
|
|
Interest Rate Swaptions Purchased:
|
|||||
|
The Fund had the following interest rate swaptions purchased open at July 31, 2026:
|
|
|
|
|
|
|
Description
|
Counterparty
|
Notional Amount
|
Expiration
Date
|
Value
(000)
|
|
|
Option to enter into interest rate swap expiring 6/11/27 to
pay 3 Month JIBAR and receive 7.86%
|
JPMorgan Chase Bank NA
|
ZAR
|
68,084,000
|
6/14/27
|
$82
|
|
Option to enter into interest rate swap expiring 6/11/27 to
pay 3 Month JIBAR and receive 8.02%
|
JPMorgan Chase Bank NA
|
ZAR
|
97,473,000
|
6/11/27
|
99
|
|
Interest Rate Swaptions Purchased: (cont'd)
|
|||||
|
The Fund had the following interest rate swaptions purchased open at July 31, 2026:
|
|
|
|
|
|
|
Description
|
Counterparty
|
Notional
Amount
|
Expiration
Date
|
Value
(000)
|
|
|
Option to enter into interest rate swap expiring 6/11/27 to
pay 6 Month WIBOR and receive 4.47%
|
JPMorgan Chase Bank NA
|
PLN
|
10,857,000
|
6/21/27
|
$69
|
|
Option to enter into interest rate swap expiring 6/9/27 to
pay 3 Month JIBAR and receive 8.09%
|
JPMorgan Chase Bank NA
|
ZAR
|
97,133,000
|
6/9/27
|
90
|
|
Option to enter into interest rate swap expiring 6/9/27 to
pay 6 Month WIBOR and receive 4.88%
|
JPMorgan Chase Bank NA
|
PLN
|
18,754,000
|
6/9/27
|
54
|
|
|
|
|
|
|
$394
|
|
Centrally Cleared Interest Rate Swap Agreements:
|
|||||||||
|
The Fund had the following centrally cleared interest rate swap agreements open at
July 31, 2026:
|
|||||||||
|
Floating
Rate
Index
|
Pay/
Receive
Floating
Rate
|
Fixed
Rate
|
Payment
Frequency
Paid/
Received
|
Maturity
Date
|
Notional
Amount
(000)
|
Value
(000)
|
Upfront
Payment
Paid
(000)
|
Unrealized
Appreciation
(Depreciation)
(000)
|
|
|
1 Month TIIE
|
Pay
|
6.93%
|
Monthly/Monthly
|
12/15/27
|
MXN
|
285,000
|
$14
|
$—
|
$14
|
|
1 Month TIIE
|
Pay
|
7.04%
|
Monthly/Monthly
|
3/9/28
|
|
32,630
|
2
|
—
|
2
|
|
1 Month TIIE
|
Pay
|
7.06%
|
Monthly/Monthly
|
3/7/28
|
|
33,000
|
3
|
—
|
3
|
|
1 Month TIIE
|
Pay
|
7.19%
|
Monthly/Monthly
|
7/26/28
|
|
55,000
|
4
|
—
|
4
|
|
1 Month TIIE
|
Pay
|
7.27%
|
Monthly/Monthly
|
5/2/28
|
|
76,005
|
18
|
—
|
18
|
|
1 Month TIIE
|
Pay
|
7.28%
|
Monthly/Monthly
|
9/14/28
|
|
4,400
|
—@
|
—
|
—@
|
|
1 Month TIIE
|
Pay
|
7.30%
|
Monthly/Monthly
|
12/9/27
|
|
300,300
|
102
|
—
|
102
|
|
1 Month TIIE
|
Pay
|
7.34%
|
Monthly/Monthly
|
9/14/28
|
|
25,000
|
3
|
—
|
3
|
|
1 Month TIIE
|
Pay
|
7.40%
|
Monthly/Monthly
|
9/14/28
|
|
49,000
|
10
|
—
|
10
|
|
3 Month KLIBOR
|
Receive
|
3.70%
|
Quarterly/Quarterly
|
9/17/31
|
MYR
|
8,900
|
1
|
—
|
1
|
|
3 Month KLIBOR
|
Receive
|
3.70%
|
Quarterly/Quarterly
|
9/17/31
|
|
7,300
|
1
|
—
|
1
|
|
3 Month KLIBOR
|
Receive
|
3.65%
|
Quarterly/Quarterly
|
6/18/31
|
|
1,610
|
1
|
—
|
1
|
|
3 Month KLIBOR
|
Receive
|
3.64%
|
Quarterly/Quarterly
|
6/18/31
|
|
1,030
|
—@
|
—
|
—@
|
|
3 Month KLIBOR
|
Receive
|
3.64%
|
Quarterly/Quarterly
|
6/18/31
|
|
2,270
|
1
|
—
|
1
|
|
3 Month KLIBOR
|
Receive
|
3.64%
|
Quarterly/Quarterly
|
6/18/31
|
|
1,505
|
1
|
—
|
1
|
|
3 Month KLIBOR
|
Receive
|
3.63%
|
Quarterly/Quarterly
|
6/18/31
|
|
1,880
|
1
|
—
|
1
|
|
3 Month KLIBOR
|
Receive
|
3.63%
|
Quarterly/Quarterly
|
6/18/31
|
|
1,950
|
1
|
—
|
1
|
|
3 Month KLIBOR
|
Receive
|
3.63%
|
Quarterly/Quarterly
|
6/18/31
|
|
1,600
|
1
|
—
|
1
|
|
3 Month KLIBOR
|
Receive
|
3.63%
|
Quarterly/Quarterly
|
6/18/31
|
|
2,430
|
1
|
—
|
1
|
|
3 Month KLIBOR
|
Receive
|
3.63%
|
Quarterly/Quarterly
|
6/18/31
|
|
2,930
|
2
|
—
|
2
|
|
3 Month KLIBOR
|
Receive
|
3.63%
|
Quarterly/Quarterly
|
6/18/31
|
|
1,620
|
1
|
—
|
1
|
|
3 Month KLIBOR
|
Receive
|
3.62%
|
Quarterly/Quarterly
|
6/18/31
|
|
2,210
|
2
|
—
|
2
|
|
3 Month KLIBOR
|
Receive
|
3.61%
|
Quarterly/Quarterly
|
6/18/31
|
|
2,010
|
2
|
—
|
2
|
|
3 Month KLIBOR
|
Receive
|
3.61%
|
Quarterly/Quarterly
|
6/18/31
|
|
6,000
|
5
|
—
|
5
|
|
3 Month KLIBOR
|
Receive
|
3.61%
|
Quarterly/Quarterly
|
6/18/31
|
|
3,000
|
2
|
—
|
2
|
|
3 Month KLIBOR
|
Receive
|
3.61%
|
Quarterly/Quarterly
|
6/18/31
|
|
3,000
|
2
|
—
|
2
|
|
3 Month KLIBOR
|
Receive
|
3.61%
|
Quarterly/Quarterly
|
6/18/31
|
|
3,000
|
2
|
—
|
2
|
|
Centrally Cleared Interest Rate Swap Agreements: (cont'd)
|
|||||||||
|
|
|||||||||
|
Floating
Rate
Index
|
Pay/
Receive
Floating
Rate
|
Fixed
Rate
|
Payment
Frequency
Paid/
Received
|
Maturity
Date
|
Notional
Amount
(000)
|
Value
(000)
|
Upfront
Payment
Paid
(000)
|
Unrealized
Appreciation
(Depreciation)
(000)
|
|
|
3 Month KLIBOR
|
Receive
|
3.61%
|
Quarterly/Quarterly
|
6/18/31
|
|
3,541
|
$3
|
$—
|
$3
|
|
3 Month KLIBOR
|
Receive
|
3.61%
|
Quarterly/Quarterly
|
6/18/31
|
|
4,000
|
3
|
—
|
3
|
|
3 Month KLIBOR
|
Receive
|
3.60%
|
Quarterly/Quarterly
|
6/18/31
|
|
6,000
|
5
|
—
|
5
|
|
3 Month KLIBOR
|
Receive
|
3.59%
|
Quarterly/Quarterly
|
6/18/31
|
|
6,000
|
6
|
—
|
6
|
|
3 Month KLIBOR
|
Receive
|
3.59%
|
Quarterly/Quarterly
|
6/18/31
|
|
4,000
|
4
|
—
|
4
|
|
3 Month KLIBOR
|
Receive
|
3.59%
|
Quarterly/Quarterly
|
6/18/31
|
|
4,764
|
5
|
—
|
5
|
|
3 Month KLIBOR
|
Receive
|
3.58%
|
Quarterly/Quarterly
|
6/18/31
|
|
7,000
|
8
|
—
|
8
|
|
3 Month KLIBOR
|
Receive
|
3.58%
|
Quarterly/Quarterly
|
6/18/31
|
|
3,000
|
3
|
—
|
3
|
|
3 Month KLIBOR
|
Pay
|
3.18%
|
Quarterly/Quarterly
|
9/17/30
|
|
28,000
|
(129
)
|
—
|
(129
)
|
|
3 Month KLIBOR
|
Pay
|
3.18%
|
Quarterly/Quarterly
|
12/17/30
|
|
11,000
|
(55
)
|
—
|
(55
)
|
|
3 Month KLIBOR
|
Pay
|
3.33%
|
Quarterly/Quarterly
|
12/17/30
|
|
6,200
|
(21
)
|
—
|
(21
)
|
|
3 Month KLIBOR
|
Pay
|
3.37%
|
Quarterly/Quarterly
|
3/18/31
|
|
3,800
|
(12
)
|
—
|
(12
)
|
|
3 Month KLIBOR
|
Pay
|
3.40%
|
Quarterly/Quarterly
|
3/18/31
|
|
6,900
|
(20
)
|
—
|
(20
)
|
|
3 Month KLIBOR
|
Pay
|
3.52%
|
Quarterly/Quarterly
|
6/18/31
|
|
5,500
|
(10
)
|
—
|
(10
)
|
|
3 Month KLIBOR
|
Pay
|
3.54%
|
Quarterly/Quarterly
|
3/18/31
|
|
3,800
|
(5
)
|
—
|
(5
)
|
|
3 Month KLIBOR
|
Pay
|
3.54%
|
Quarterly/Quarterly
|
6/18/31
|
|
6,000
|
(10
)
|
—
|
(10
)
|
|
3 Month KLIBOR
|
Pay
|
3.59%
|
Quarterly/Quarterly
|
9/17/31
|
|
7,200
|
(10
)
|
—
|
(10
)
|
|
3 Month KSDA
|
Pay
|
3.38%
|
Quarterly/Quarterly
|
3/18/31
|
KRW
|
9,125,000
|
(148
)
|
—
|
(148
)
|
|
3 Month KSDA
|
Pay
|
3.41%
|
Quarterly/Quarterly
|
3/18/31
|
|
3,049,000
|
(46
)
|
—
|
(46
)
|
|
3 Month KSDA
|
Pay
|
3.44%
|
Quarterly/Quarterly
|
3/18/31
|
|
3,316,000
|
(47
)
|
—
|
(47
)
|
|
3 Month KSDA
|
Pay
|
3.44%
|
Quarterly/Quarterly
|
3/18/31
|
|
1,524,000
|
(21
)
|
—
|
(21
)
|
|
3 Month KSDA
|
Pay
|
3.44%
|
Quarterly/Quarterly
|
3/18/31
|
|
3,659,000
|
(52
)
|
—
|
(52
)
|
|
3 Month KSDA
|
Pay
|
3.45%
|
Quarterly/Quarterly
|
3/18/31
|
|
3,659,000
|
(51
)
|
—
|
(51
)
|
|
3 Month KSDA
|
Pay
|
3.47%
|
Quarterly/Quarterly
|
3/18/31
|
|
2,491,800
|
(33
)
|
—
|
(33
)
|
|
3 Month KSDA
|
Pay
|
3.47%
|
Quarterly/Quarterly
|
3/18/31
|
|
1,524,200
|
(20
)
|
—
|
(20
)
|
|
3 Month KSDA
|
Pay
|
3.99%
|
Quarterly/Quarterly
|
6/17/31
|
|
639,000
|
2
|
—
|
2
|
|
3 Month KSDA
|
Pay
|
4.03%
|
Quarterly/Quarterly
|
6/17/31
|
|
976,000
|
4
|
—
|
4
|
|
3 Month KSDA
|
Pay
|
4.05%
|
Quarterly/Quarterly
|
6/17/31
|
|
1,276,000
|
6
|
—
|
6
|
|
3 Month WIBOR
|
Receive
|
4.61%
|
Annual/Quarterly
|
9/9/32
|
PLN
|
81,200
|
33
|
—
|
33
|
|
3 Month WIBOR
|
Receive
|
4.49%
|
Annual/Quarterly
|
8/12/32
|
|
18,919
|
17
|
—
|
17
|
|
6 Month BIBOR
|
Receive
|
5.16%
|
Annual/Semi-
Annual
|
9/16/31
|
HUF
|
302,000
|
5
|
—
|
5
|
|
6 Month CLICP
|
Receive
|
4.97%
|
Semi-Annual/Semi-
Annual
|
9/16/31
|
CLP
|
1,558,000
|
18
|
—
|
18
|
|
6 Month CLICP
|
Pay
|
4.72%
|
Semi-Annual/Semi-
Annual
|
3/18/31
|
|
711,000
|
(13
)
|
—
|
(13
)
|
|
6 Month CLICP
|
Pay
|
4.75%
|
Semi-Annual/Semi-
Annual
|
6/18/30
|
|
5,150,000
|
(63
)
|
—
|
(63
)
|
|
6 Month CLICP
|
Pay
|
4.79%
|
Semi-Annual/Semi-
Annual
|
6/21/29
|
|
2,750,000
|
(14
)
|
—
|
(14
)
|
|
6 Month PRIBOR
|
Receive
|
4.62%
|
Annual/Semi-
Annual
|
6/17/36
|
CZK
|
47,110
|
(—@
)
|
—
|
(—@
)
|
|
Centrally Cleared Interest Rate Swap Agreements: (cont'd)
|
|||||||||
|
|
|||||||||
|
Floating
Rate
Index
|
Pay/
Receive
Floating
Rate
|
Fixed
Rate
|
Payment
Frequency
Paid/
Received
|
Maturity
Date
|
Notional
Amount
(000)
|
Value
(000)
|
Upfront
Payment
Paid
(000)
|
Unrealized
Appreciation
(Depreciation)
(000)
|
|
|
6 Month PRIBOR
|
Receive
|
4.35%
|
Annual/Semi-
Annual
|
9/16/31
|
|
27,300
|
$11
|
$—
|
$11
|
|
6 Month PRIBOR
|
Pay
|
3.49%
|
Semi-Annual/
Annual
|
6/18/30
|
|
32,140
|
(54
)
|
—
|
(54
)
|
|
6 Month PRIBOR
|
Pay
|
3.60%
|
Semi-Annual/
Annual
|
3/18/31
|
|
20,150
|
(36
)
|
—
|
(36
)
|
|
6 Month PRIBOR
|
Pay
|
3.66%
|
Semi-Annual/
Annual
|
9/17/30
|
|
49,170
|
(29
)
|
—
|
(29
)
|
|
6 Month PRIBOR
|
Pay
|
3.76%
|
Semi-Annual/
Annual
|
9/18/29
|
|
259,000
|
(3
)
|
—
|
(3
)
|
|
6 Month PRIBOR
|
Pay
|
3.83%
|
Semi-Annual/
Annual
|
3/18/31
|
|
19,400
|
(25
)
|
—
|
(25
)
|
|
6 Month PRIBOR
|
Pay
|
3.85%
|
Semi-Annual/
Annual
|
12/17/30
|
|
23,820
|
(6
)
|
—
|
(6
)
|
|
6 Month PRIBOR
|
Pay
|
3.96%
|
Semi-Annual/
Annual
|
9/20/33
|
|
49,943
|
(37
)
|
—
|
(37
)
|
|
6 Month PRIBOR
|
Pay
|
3.96%
|
Semi-Annual/
Annual
|
9/20/33
|
|
20,700
|
(15
)
|
—
|
(15
)
|
|
6 Month PRIBOR
|
Pay
|
4.15%
|
Semi-Annual/
Annual
|
9/20/28
|
|
37,900
|
33
|
—
|
33
|
|
6 Month PRIBOR
|
Pay
|
4.29%
|
Semi-Annual/
Annual
|
6/17/31
|
|
32,500
|
(13
)
|
—
|
(13
)
|
|
6 Month PRIBOR
|
Pay
|
4.33%
|
Semi-Annual/
Annual
|
12/20/33
|
|
30
|
—@
|
—
|
—@
|
|
6 Month WIBOR
|
Receive
|
4.95%
|
Annual/Semi-
Annual
|
6/17/36
|
PLN
|
3,214
|
(17
)
|
—
|
(17
)
|
|
6 Month WIBOR
|
Receive
|
4.91%
|
Annual/Semi-
Annual
|
6/17/36
|
|
5,696
|
(25
)
|
—
|
(25
)
|
|
6 Month WIBOR
|
Receive
|
4.70%
|
Annual/Semi-
Annual
|
6/17/31
|
|
34,133
|
(135
)
|
—
|
(135
)
|
|
6 Month WIBOR
|
Receive
|
4.34%
|
Annual/Semi-
Annual
|
6/18/35
|
|
15,735
|
95
|
—
|
95
|
|
6 Month WIBOR
|
Receive
|
4.31%
|
Annual/Semi-
Annual
|
6/18/35
|
|
3,054
|
20
|
—
|
20
|
|
6 Month WIBOR
|
Receive
|
4.20%
|
Annual/Semi-
Annual
|
9/16/31
|
|
4,800
|
12
|
—
|
12
|
|
6 Month WIBOR
|
Pay
|
4.17%
|
Semi-Annual/
Annual
|
6/17/31
|
|
2,522
|
(6
)
|
—
|
(6
)
|
|
6 Month WIBOR
|
Pay
|
4.18%
|
Semi-Annual/
Annual
|
6/17/31
|
|
4,113
|
(9
)
|
—
|
(9
)
|
|
6 Month WIBOR
|
Pay
|
4.24%
|
Semi-Annual/
Annual
|
6/17/31
|
|
8,424
|
(12
)
|
—
|
(12
)
|
|
6 Month WIBOR
|
Pay
|
4.24%
|
Semi-Annual/
Annual
|
6/17/31
|
|
19,000
|
(30
)
|
—
|
(30
)
|
|
Centrally Cleared Interest Rate Swap Agreements: (cont'd)
|
|||||||||
|
|
|||||||||
|
Floating
Rate
Index
|
Pay/
Receive
Floating
Rate
|
Fixed
Rate
|
Payment
Frequency
Paid/
Received
|
Maturity
Date
|
Notional
Amount
(000)
|
Value
(000)
|
Upfront
Payment
Paid
(000)
|
Unrealized
Appreciation
(Depreciation)
(000)
|
|
|
6 Month WIBOR
|
Pay
|
4.25%
|
Semi-Annual/
Annual
|
6/17/31
|
|
2,841
|
$(4
)
|
$—
|
$(4
)
|
|
6 Month WIBOR
|
Pay
|
4.38%
|
Semi-Annual/
Annual
|
12/17/35
|
|
10,800
|
(—@
)
|
—
|
(—@
)
|
|
6 Month WIBOR
|
Pay
|
4.59%
|
Semi-Annual/
Annual
|
8/12/32
|
|
18,919
|
(15
)
|
—
|
(15
)
|
|
6 Month WIBOR
|
Pay
|
4.71%
|
Semi-Annual/
Annual
|
9/9/32
|
|
81,200
|
(27
)
|
—
|
(27
)
|
|
6 Month WIBOR
|
Pay
|
5.02%
|
Semi-Annual/
Annual
|
9/18/29
|
|
7,600
|
107
|
—
|
107
|
|
6 Month WIBOR
|
Pay
|
5.16%
|
Semi-Annual/
Annual
|
6/21/28
|
|
17,000
|
88
|
—
|
88
|
|
6 Month WIBOR
|
Pay
|
5.26%
|
Semi-Annual/
Annual
|
6/12/28
|
|
40,000
|
228
|
—
|
228
|
|
6 Month WIBOR
|
Pay
|
5.42%
|
Semi-Annual/
Annual
|
6/19/29
|
|
13,500
|
120
|
—
|
120
|
|
BRL-CDI
|
Pay
|
9.70%
|
Maturity/Maturity
|
1/4/27
|
BRL
|
20,700
|
(492
)
|
—
|
(492
)
|
|
BRL-CDI
|
Pay
|
9.88%
|
Maturity/Maturity
|
1/4/27
|
|
15,600
|
(345
)
|
—
|
(345
)
|
|
BRL-CDI
|
Pay
|
10.78%
|
Maturity/Maturity
|
1/4/27
|
|
7,060
|
(110
)
|
—
|
(110
)
|
|
BRL-CDI
|
Pay
|
11.65%
|
Maturity/Maturity
|
1/4/27
|
|
6,800
|
(73
)
|
—
|
(73
)
|
|
BRL-CDI
|
Pay
|
12.75%
|
Maturity/Maturity
|
1/2/29
|
|
6,200
|
(74
)
|
—
|
(74
)
|
|
BRL-CDI
|
Pay
|
12.96%
|
Maturity/Maturity
|
1/2/29
|
|
28,700
|
(188
)
|
—
|
(188
)
|
|
BRL-CDI
|
Pay
|
12.97%
|
Maturity/Maturity
|
1/2/31
|
|
3,064
|
(36
)
|
—
|
(36
)
|
|
BRL-CDI
|
Pay
|
13.02%
|
Maturity/Maturity
|
1/2/29
|
|
10,040
|
(87
)
|
—
|
(87
)
|
|
BRL-CDI
|
Pay
|
13.03%
|
Maturity/Maturity
|
1/2/31
|
|
4,000
|
(45
)
|
—
|
(45
)
|
|
BRL-CDI
|
Pay
|
13.18%
|
Maturity/Maturity
|
1/2/29
|
|
18,380
|
(137
)
|
—
|
(137
)
|
|
BRL-CDI
|
Pay
|
13.19%
|
Maturity/Maturity
|
1/2/31
|
|
6,900
|
(62
)
|
—
|
(62
)
|
|
BRL-CDI
|
Pay
|
13.20%
|
Maturity/Maturity
|
1/2/29
|
|
13,712
|
(93
)
|
—
|
(93
)
|
|
BRL-CDI
|
Pay
|
13.30%
|
Maturity/Maturity
|
1/2/31
|
|
4,982
|
(51
)
|
—
|
(51
)
|
|
BRL-CDI
|
Pay
|
13.51%
|
Maturity/Maturity
|
1/2/29
|
|
13,456
|
(77
)
|
—
|
(77
)
|
|
BRL-CDI
|
Pay
|
13.53%
|
Maturity/Maturity
|
1/2/31
|
|
8,897
|
(51
)
|
—
|
(51
)
|
|
BRL-CDI
|
Pay
|
14.78%
|
Maturity/Maturity
|
1/4/27
|
|
16,670
|
22
|
—
|
22
|
|
BRL-CDI
|
Pay
|
15.23%
|
Maturity/Maturity
|
1/4/27
|
|
16,500
|
63
|
—
|
63
|
|
CNRR
|
Pay
|
1.39%
|
Quarterly/Quarterly
|
6/18/30
|
CNY
|
25,942
|
(7
)
|
—
|
(7
)
|
|
CNRR
|
Pay
|
1.44%
|
Quarterly/Quarterly
|
3/19/30
|
|
15,550
|
—@
|
—
|
—@
|
|
CNRR
|
Pay
|
1.45%
|
Quarterly/Quarterly
|
9/16/31
|
|
3,918
|
(—@
)
|
—
|
(—@
)
|
|
CNRR
|
Pay
|
1.45%
|
Quarterly/Quarterly
|
9/16/31
|
|
5,650
|
(1
)
|
—
|
(1
)
|
|
CNRR
|
Pay
|
1.45%
|
Quarterly/Quarterly
|
9/16/31
|
|
5,410
|
(1
)
|
—
|
(1
)
|
|
CNRR
|
Pay
|
1.46%
|
Quarterly/Quarterly
|
3/19/30
|
|
12,650
|
2
|
—
|
2
|
|
CNRR
|
Pay
|
1.46%
|
Quarterly/Quarterly
|
9/17/30
|
|
20,210
|
2
|
—
|
2
|
|
CNRR
|
Pay
|
1.46%
|
Quarterly/Quarterly
|
9/16/31
|
|
10,582
|
(1
)
|
—
|
(1
)
|
|
CNRR
|
Pay
|
1.48%
|
Quarterly/Quarterly
|
6/18/30
|
|
17,350
|
4
|
—
|
4
|
|
Centrally Cleared Interest Rate Swap Agreements: (cont'd)
|
|||||||||
|
|
|||||||||
|
Floating
Rate
Index
|
Pay/
Receive
Floating
Rate
|
Fixed
Rate
|
Payment
Frequency
Paid/
Received
|
Maturity
Date
|
Notional
Amount
(000)
|
Value
(000)
|
Upfront
Payment
Paid
(000)
|
Unrealized
Appreciation
(Depreciation)
(000)
|
|
|
CNRR
|
Pay
|
1.48%
|
Quarterly/Quarterly
|
9/17/30
|
|
23,940
|
$5
|
$—
|
$5
|
|
CNRR
|
Pay
|
1.50%
|
Quarterly/Quarterly
|
3/19/30
|
|
24,200
|
9
|
—
|
9
|
|
CNRR
|
Pay
|
1.52%
|
Quarterly/Quarterly
|
6/17/31
|
|
32,870
|
14
|
—
|
14
|
|
CNRR
|
Pay
|
1.55%
|
Quarterly/Quarterly
|
6/17/31
|
|
23,796
|
15
|
—
|
15
|
|
CNRR
|
Pay
|
1.56%
|
Quarterly/Quarterly
|
9/17/30
|
|
14,400
|
10
|
—
|
10
|
|
CNRR
|
Pay
|
1.57%
|
Quarterly/Quarterly
|
12/17/30
|
|
9,460
|
7
|
—
|
7
|
|
CNRR
|
Pay
|
1.58%
|
Quarterly/Quarterly
|
12/17/30
|
|
4,990
|
4
|
—
|
4
|
|
CNRR
|
Pay
|
1.59%
|
Quarterly/Quarterly
|
12/17/30
|
|
5,600
|
5
|
—
|
5
|
|
CNRR
|
Pay
|
1.59%
|
Quarterly/Quarterly
|
12/17/30
|
|
126,600
|
112
|
—
|
112
|
|
CNRR
|
Pay
|
1.61%
|
Quarterly/Quarterly
|
9/17/30
|
|
20,750
|
21
|
—
|
21
|
|
CNRR
|
Pay
|
1.62%
|
Quarterly/Quarterly
|
3/18/31
|
|
12,000
|
13
|
—
|
13
|
|
CNRR
|
Pay
|
1.63%
|
Quarterly/Quarterly
|
3/18/31
|
|
84,400
|
97
|
—
|
97
|
|
CNRR
|
Pay
|
1.64%
|
Quarterly/Quarterly
|
12/17/30
|
|
10,448
|
12
|
—
|
12
|
|
CNRR
|
Pay
|
1.73%
|
Quarterly/Quarterly
|
12/18/29
|
|
9,000
|
14
|
—
|
14
|
|
CNRR
|
Pay
|
2.03%
|
Quarterly/Quarterly
|
9/18/29
|
|
14,100
|
40
|
—
|
40
|
|
CNRR
|
Pay
|
2.12%
|
Quarterly/Quarterly
|
6/19/29
|
|
13,600
|
42
|
—
|
42
|
|
CNRR
|
Pay
|
2.39%
|
Quarterly/Quarterly
|
12/20/28
|
|
17,330
|
59
|
—
|
59
|
|
CNRR
|
Pay
|
2.42%
|
Quarterly/Quarterly
|
12/21/27
|
|
134,000
|
275
|
—
|
275
|
|
CNRR
|
Pay
|
2.44%
|
Quarterly/Quarterly
|
12/20/28
|
|
89,100
|
316
|
—
|
316
|
|
CPIBR
|
Receive
|
10.20%
|
Quarterly/Quarterly
|
9/16/31
|
COP
|
2,312,000
|
6
|
—
|
6
|
|
MIBOR
|
Receive
|
6.45%
|
Semi-Annual/Semi-
Annual
|
9/16/31
|
INR
|
101,000
|
(1
)
|
—
|
(1
)
|
|
MIBOR
|
Receive
|
6.44%
|
Semi-Annual/Semi-
Annual
|
9/16/31
|
|
92,740
|
(1
)
|
—
|
(1
)
|
|
MIBOR
|
Pay
|
5.66%
|
Semi-Annual/Semi-
Annual
|
9/17/30
|
|
215,300
|
(48
)
|
—
|
(48
)
|
|
MIBOR
|
Pay
|
5.69%
|
Semi-Annual/Semi-
Annual
|
9/17/30
|
|
280,000
|
(62
)
|
—
|
(62
)
|
|
MIBOR
|
Pay
|
5.71%
|
Semi-Annual/Semi-
Annual
|
9/17/30
|
|
785,000
|
(167
)
|
—
|
(167
)
|
|
MIBOR
|
Pay
|
5.77%
|
Semi-Annual/Semi-
Annual
|
9/17/30
|
|
200,000
|
(38
)
|
—
|
(38
)
|
|
MIBOR
|
Pay
|
5.91%
|
Semi-Annual/Semi-
Annual
|
12/18/29
|
|
400,000
|
(39
)
|
—
|
(39
)
|
|
MIBOR
|
Pay
|
5.93%
|
Semi-Annual/Semi-
Annual
|
3/18/31
|
|
233,010
|
(37
)
|
—
|
(37
)
|
|
MIBOR
|
Pay
|
5.94%
|
Semi-Annual/Semi-
Annual
|
12/18/29
|
|
600,000
|
(54
)
|
—
|
(54
)
|
|
MIBOR
|
Pay
|
5.95%
|
Semi-Annual/Semi-
Annual
|
6/18/30
|
|
390,000
|
(44
)
|
—
|
(44
)
|
|
MIBOR
|
Pay
|
5.98%
|
Semi-Annual/Semi-
Annual
|
3/18/31
|
|
250,000
|
(33
)
|
—
|
(33
)
|
|
Centrally Cleared Interest Rate Swap Agreements: (cont'd)
|
|||||||||
|
|
|||||||||
|
Floating
Rate
Index
|
Pay/
Receive
Floating
Rate
|
Fixed
Rate
|
Payment
Frequency
Paid/
Received
|
Maturity
Date
|
Notional
Amount
(000)
|
Value
(000)
|
Upfront
Payment
Paid
(000)
|
Unrealized
Appreciation
(Depreciation)
(000)
|
|
|
MIBOR
|
Pay
|
6.01%
|
Semi-Annual/Semi-
Annual
|
12/18/29
|
|
334,000
|
$(23
)
|
$—
|
$(23
)
|
|
MIBOR
|
Pay
|
6.03%
|
Semi-Annual/Semi-
Annual
|
12/18/29
|
|
430,000
|
(26
)
|
—
|
(26
)
|
|
MIBOR
|
Pay
|
6.07%
|
Semi-Annual/Semi-
Annual
|
3/19/30
|
|
110,500
|
(4
)
|
—
|
(4
)
|
|
MIBOR
|
Pay
|
6.12%
|
Semi-Annual/Semi-
Annual
|
3/18/31
|
|
295,600
|
(22
)
|
—
|
(22
)
|
|
MIBOR
|
Pay
|
6.26%
|
Semi-Annual/Semi-
Annual
|
3/20/29
|
|
970,400
|
49
|
—
|
49
|
|
MIBOR
|
Pay
|
6.28%
|
Semi-Annual/Semi-
Annual
|
12/18/29
|
|
312,000
|
7
|
—
|
7
|
|
THOR
|
Receive
|
1.75%
|
Quarterly/Quarterly
|
9/16/31
|
THB
|
20,978
|
1
|
—
|
1
|
|
THOR
|
Receive
|
1.75%
|
Quarterly/Quarterly
|
9/16/31
|
|
27,454
|
2
|
—
|
2
|
|
THOR
|
Receive
|
1.74%
|
Quarterly/Quarterly
|
9/16/31
|
|
24,068
|
2
|
—
|
2
|
|
THOR
|
Pay
|
1.26%
|
Quarterly/Quarterly
|
9/17/30
|
|
158,000
|
(70
)
|
—
|
(70
)
|
|
THOR
|
Pay
|
1.41%
|
Quarterly/Quarterly
|
6/18/30
|
|
25,220
|
(5
)
|
—
|
(5
)
|
|
THOR
|
Pay
|
1.45%
|
Quarterly/Quarterly
|
3/18/31
|
|
28,800
|
(9
)
|
—
|
(9
)
|
|
THOR
|
Pay
|
1.47%
|
Quarterly/Quarterly
|
3/18/31
|
|
25,340
|
(8
)
|
—
|
(8
)
|
|
THOR
|
Pay
|
1.48%
|
Quarterly/Quarterly
|
6/17/31
|
|
18,276
|
(6
)
|
—
|
(6
)
|
|
THOR
|
Pay
|
1.75%
|
Quarterly/Quarterly
|
6/17/31
|
|
35,100
|
2
|
—
|
2
|
|
THOR
|
Pay
|
2.68%
|
Quarterly/Quarterly
|
6/21/33
|
|
120,000
|
190
|
—
|
190
|
|
THOR
|
Pay
|
2.70%
|
Quarterly/Quarterly
|
6/19/34
|
|
68,480
|
112
|
—
|
112
|
|
|
|
|
|
|
|
|
$(1,353
)
|
$—
|
$(1,353
)
|
|
Total Return Swap Agreements:
|
||||||||||
|
The Fund had the following total return swap agreements open at July 31, 2026:
|
||||||||||
|
Swap Counterparty
|
Index
|
Pay/
Receive
Total Return
of Reference
Index
|
Floating Rate
|
Payment
Frequency
|
Maturity
Date
|
Notional
Amount
(000)
|
Value
(000)
|
Upfront
Payment
Paid
(000)
|
Unrealized
Depreciation
(000)
|
|
|
Citibank NA
|
Goldman Sachs
International
|
Receive
|
6 Month WIBOR
|
Semi-Annual
|
2/16/27
|
GHS
|
1,191
|
$(4
)
|
$—
|
$(4
)
|
|
JPMorgan Chase
Bank NA
|
Goldman Sachs
International
|
Receive
|
SOFR + 0.75%
|
Annual
|
3/16/27
|
$
|
3,079
|
(63
)
|
24
|
(39
)
|
|
|
|
|
|
|
|
|
|
$(67
)
|
$24
|
$(43
)
|
|
@
|
Value is less than $500.
|
|
BIBOR
|
Bangkok Interbank Offered Rate.
|
|
CDI
|
CHESS Depositary Interest.
|
|
CNH
|
Chinese Yuan Renminbi Offshore
|
|
JIBAR
|
Johannesburg Interbank Agreed Rate.
|
|
KLIBOR
|
Kuala Lumpur Interbank Offered Rate.
|
|
KSDA
|
Korea Securities Dealers Association.
|
|
MIBOR
|
Mumbai Interbank Offered Rate.
|
|
PRIBOR
|
Prague Interbank Offered Rate.
|
|
SOFR
|
Secured Overnight Financing Rate.
|
|
THOR
|
Thai Overnight Repurchase Rate.
|
|
TIIE
|
Interbank Equilibrium Interest Rate.
|
|
WIBOR
|
Warsaw Interbank Offered Rate.
|
|
ALL
|
Albanian Lek
|
|
AMD
|
Armenian Dram
|
|
BRL
|
Brazilian Real
|
|
CLP
|
Chilean Peso
|
|
CNH
|
Chinese Yuan Renminbi Offshore
|
|
CNY
|
Chinese Yuan Renminbi
|
|
COP
|
Colombian Peso
|
|
CZK
|
Czech Koruna
|
|
DOP
|
Dominican Peso
|
|
EGP
|
Egyptian Pound
|
|
EUR
|
Euro
|
|
GHS
|
Ghanaian Cedi
|
|
HUF
|
Hungarian Forint
|
|
IDR
|
Indonesian Rupiah
|
|
INR
|
Indian Rupee
|
|
KES
|
Kenyan Shilling
|
|
KRW
|
South Korean Won
|
|
KZT
|
Kazakhstan Tenge
|
|
LKR
|
Sri Lankan Rupee
|
|
MNT
|
Mongolian Tugrik
|
|
MXN
|
Mexican Peso
|
|
MYR
|
Malaysian Ringgit
|
|
NGN
|
Nigerian Naira
|
|
PEN
|
Peruvian Nuevo Sol
|
|
PLN
|
Polish Zloty
|
|
PYG
|
Paraguay Guarani
|
|
RON
|
Romanian New Leu
|
|
RSD
|
Serbia Dinar
|
|
RUB
|
Russian Ruble
|
|
THB
|
Thai Baht
|
|
TRY
|
Turkish Lira
|
|
TWD
|
Taiwan Dollar
|
|
TZS
|
Tanzanian Schilling
|
|
UGX
|
Ugandan shilling
|
|
USD
|
United States Dollar
|
|
UYU
|
Uruguay Peso
|
|
UZS
|
Uzbekistan Som
|
|
VND
|
Viet Nam Dong
|
|
ZAR
|
South African Rand
|
|
ZMW
|
Zambian Kwacha
|
|
Portfolio Composition
|
|
|
Classification
|
Percentage of
Total Investments
|
|
Sovereign
|
78.9%
|
|
Short-Term Investments
|
15.5
|
|
Corporate Bonds
|
5.6
|
|
Total Investments
|
100.0%*
|
|
*
|
Does not include open futures contracts with a value of approximately
$6,456,000 and net unrealized appreciation of approximately $56,000.
Does not include open foreign currency forward exchange contracts with
net unrealized depreciation of approximately $1,213,000. Also does not
include open swap agreements with net unrealized depreciation of
approximately $1,396,000.
|
|
Investment Type
|
Level 1
Unadjusted
quoted
prices
(000)
|
Level 2
Other
significant
observable
inputs
(000)
|
Level 3
Significant
unobservable
inputs
(000)
|
Total
(000)
|
|
Assets:
|
||||
|
Fixed Income Securities
|
||||
|
Corporate Bonds
|
$—
|
$22,715
|
$—
|
$22,715
|
|
Sovereign
|
—
|
316,733
|
—
|
316,733
|
|
Total Fixed Income Securities
|
—
|
339,448
|
—
|
339,448
|
|
Short-Term Investments
|
||||
|
U.S. Treasury Securities
|
—
|
13,131
|
—
|
13,131
|
|
Investment Company
|
21,823
|
—
|
—
|
21,823
|
|
Sovereign
|
—
|
27,150
|
—
|
27,150
|
|
Total Short-Term Investments
|
21,823
|
40,281
|
—
|
62,104
|
|
Call Options Purchased
|
—
|
—
@
|
—
|
—
@
|
|
Put Options Purchased
|
—
|
515
|
—
|
515
|
|
Foreign Currency Forward Exchange Contracts
|
—
|
12,420
|
—
|
12,420
|
|
Futures Contracts
|
56
|
—
|
—
|
56
|
|
Centrally Cleared Interest Rate Swap Agreements
|
—
|
2,553
|
—
|
2,553
|
|
OTC Interest Rate Swap Agreements
|
—
|
30
|
—
|
30
|
|
OTC Interest Rate Swaptions
|
—
|
394
|
—
|
394
|
|
Total Assets
|
21,879
|
395,641
|
—
|
417,520
|
|
Liabilities:
|
||||
|
Call Options Written
|
—
|
(308
)
|
—
|
(308
)
|
|
Put Options Written
|
—
|
(96
)
|
—
|
(96
)
|
|
Foreign Currency Forward Exchange Contracts
|
—
|
(13,633
)
|
—
|
(13,633
)
|
|
Centrally Cleared Interest Rate Swap Agreements
|
—
|
(3,906
)
|
—
|
(3,906
)
|
|
OTC Interest Rate Swap Agreements
|
—
|
(203
)
|
—
|
(203
)
|
|
Total Return Swap Agreements
|
—
|
(43
)
|
—
|
(43
)
|
|
Total Liabilities
|
—
|
(18,189
)
|
—
|
(18,189
)
|
|
Total
|
$21,879
|
$377,452
|
$—
|
$399,331
|
|
@
|
Value is less than $500.
|
|
|
Fixed
Income
(000)
|
|
Beginning Balance
|
$2,152
|
|
Purchases
|
—
|
|
Sales
|
(2,134
)
|
|
Amortization of discount
|
28
|
|
Transfers in
|
—
|
|
Transfers out
|
—
|
|
Corporate actions
|
—
|
|
Change in unrealized appreciation (depreciation)
|
39
|
|
Realized gains (losses)
|
(85
)
|
|
Ending Balance
|
$—
|
|
Net change in unrealized appreciation (depreciation) from
investments still held as of July 31, 2026
|
$39
|