|
Credit Linked Notes — 0.1% |
|
Security |
Principal
Amount
(000's omitted) |
Value | |
|
South Africa — 0.1% | |||
|
Absa Bank Ltd. (United Republic of Tanzania),
13.50%, 8/2/35(1)
|
TZS |
2,486,950 |
$ 1,113,516 |
|
Total Credit Linked Notes
(identified cost $1,109,688) |
|
|
$ 1,113,516 |
|
Foreign Corporate Bonds — 4.9% |
|
Security |
Principal
Amount
(000's omitted) |
Value | |
|
Angola — 0.1% | |||
|
Sonangol Finance Ltd., 10.00%, 1/29/31(2)
|
USD |
1,476 |
$ 1,510,781 |
|
|
|
|
$ 1,510,781 |
|
Brazil — 0.4% | |||
|
Simpar Finance SARL, 10.75%, 2/12/28(2)
|
BRL |
53,195 |
$ 8,503,031 |
|
|
|
|
$ 8,503,031 |
|
Colombia — 0.3% | |||
|
Patrimonio Autonomo Union Del Sur, 6.66%,
2/28/41(3)
|
COP |
18,034,065 |
$ 5,087,231 |
|
|
|
|
$ 5,087,231 |
|
Georgia — 0.1% | |||
|
TBC Bank Group PLC, 22.00%, 6/5/28(3)
|
UZS |
30,470,000 |
$ 2,560,359 |
|
|
|
|
$ 2,560,359 |
|
Kazakhstan — 0.2% | |||
|
Development Bank of Kazakhstan JSC, 13.00%,
4/15/27(3)
|
KZT |
2,076,500 |
$ 4,277,576 |
|
|
|
|
$ 4,277,576 |
|
Peru — 0.1% | |||
|
Integratel Peru SAA, 7.375%, 4/10/27(3)(4)
|
PEN |
24,500 |
$ 2,739,444 |
|
|
|
|
$ 2,739,444 |
|
Supranational — 0.4% | |||
|
Asian Development Bank, 14.50%, 6/26/28 |
UZS |
14,946,700 |
$ 1,282,127 |
|
Corp. Andina de Fomento: |
|
|
|
|
7.50%, 4/4/34(2)
|
INR |
272,000 |
2,731,346 |
|
Security |
Principal
Amount
(000's omitted) |
Value | |
|
Supranational (continued) | |||
|
Corp. Andina de Fomento: (continued) |
|
|
|
|
8.25%, 4/26/34 |
INR |
221,000 |
$ 2,317,509 |
|
European Bank for Reconstruction & Development,
17.35%, 3/1/27(2)
|
USD |
601 |
624,248 |
|
|
|
|
$ 6,955,230 |
|
Uzbekistan — 2.7% | |||
|
Heritage Lending Group BV, 19.50%, 5/5/29 |
UZS |
167,368,000 |
$ 14,011,737 |
|
Ipoteka-Bank ATIB: |
|
|
|
|
17.50%, 10/9/28(2)
|
UZS |
31,300,000 |
2,700,028 |
|
20.50%, 4/25/27(2)
|
UZS |
25,170,000 |
2,184,533 |
|
JSCB Agrobank, 20.75%, 9/15/28 |
UZS |
177,800,000 |
15,773,224 |
|
Uzbek Industrial & Construction Bank ATB: |
|
|
|
|
19.95%, 4/25/28(2)
|
UZS |
42,550,000 |
3,747,781 |
|
21.00%, 7/24/27(2)
|
UZS |
155,110,000 |
13,607,995 |
|
|
|
|
$ 52,025,298 |
|
Venezuela — 0.6% | |||
|
Petroleos de Venezuela SA: |
|
|
|
|
5.375%, 4/12/27(2)(4)
|
USD |
3,858 |
$ 1,415,996 |
|
6.00%, 10/28/22(2)(4)
|
USD |
532 |
194,180 |
|
6.00%, 5/16/24(2)(4)
|
USD |
7,321 |
2,762,497 |
|
6.00%, 11/15/26(2)(4)
|
USD |
10,180 |
3,858,137 |
|
9.00%, 11/17/21(2)(4)
|
USD |
1,706 |
740,183 |
|
9.75%, 5/17/35(2)(4)
|
USD |
2,498 |
1,137,430 |
|
12.75%, 2/17/22(2)(4)
|
USD |
1,946 |
968,035 |
|
|
|
|
$ 11,076,458 |
|
Total Foreign Corporate Bonds
(identified cost $90,842,082) |
|
|
$ 94,735,408 |
|
Senior Floating-Rate Loans — 0.5%(5)
|
|
Borrower/Description |
Principal
Amount
(000’s omitted) |
Value | |
|
Uzbekistan — 0.5% | |||
|
Joint Stock Commercial Bank Agrobank, Term Loan,
17.25%, 7/21/28(6)
|
UZS |
112,280,000 |
$ 9,398,427 |
|
Total Senior Floating-Rate Loans
(identified cost $9,287,798) |
|
|
$ 9,398,427 |
|
Sovereign Government Bonds — 61.5% |
|
Security |
Principal
Amount
(000's omitted) |
Value | |
|
Albania — 1.4% | |||
|
Albanian Government Bonds: |
|
|
|
|
3.70%, 1/10/28 |
ALL |
16,000 |
$ 197,774 |
|
3.85%, 10/7/26 |
ALL |
47,200 |
583,706 |
|
3.90%, 1/22/30 |
ALL |
79,200 |
980,307 |
|
4.05%, 2/7/32 |
ALL |
106,400 |
1,291,013 |
|
4.30%, 7/10/27 |
ALL |
383,300 |
4,763,607 |
|
4.70%, 2/23/27 |
ALL |
91,000 |
1,131,017 |
|
4.95%, 7/22/29 |
ALL |
699,000 |
8,937,870 |
|
5.25%, 1/26/29 |
ALL |
567,800 |
7,275,187 |
|
5.59%, 2/19/40 |
ALL |
40,900 |
500,843 |
|
6.13%, 7/25/34 |
ALL |
38,700 |
511,712 |
|
|
|
|
$ 26,173,036 |
|
Angola — 0.1% | |||
|
Angola Government International Bonds: |
|
|
|
|
9.125%, 11/26/49(2)
|
USD |
691 |
$ 650,147 |
|
9.244%, 1/15/31(2)
|
USD |
454 |
476,106 |
|
|
|
|
$ 1,126,253 |
|
Armenia — 2.0% | |||
|
Republic of Armenia Treasury Bonds: |
|
|
|
|
7.40%, 4/29/29 |
AMD |
1,064,100 |
$ 2,909,917 |
|
8.60%, 4/29/30 |
AMD |
1,955,842 |
5,529,121 |
|
9.00%, 10/29/35 |
AMD |
4,207,412 |
12,094,972 |
|
9.60%, 10/29/33 |
AMD |
4,512,022 |
13,395,300 |
|
9.75%, 10/29/50 |
AMD |
792,413 |
2,351,307 |
|
9.75%, 10/29/52 |
AMD |
862,400 |
2,540,896 |
|
|
|
|
$ 38,821,513 |
|
Barbados — 0.2% | |||
|
Barbados Government International Bonds, 8.00%,
6/26/35(2)
|
USD |
4,454 |
$ 4,726,807 |
|
|
|
|
$ 4,726,807 |
|
Bosnia and Herzegovina — 0.0%† | |||
|
Republic of Srpska Treasury Bonds: |
|
|
|
|
1.50%, 9/25/26 |
BAM |
36 |
$ 21,289 |
|
1.50%, 9/26/27 |
BAM |
22 |
12,675 |
|
|
|
|
$ 33,964 |
|
Security |
Principal
Amount
(000's omitted) |
Value | |
|
Brazil — 2.6% | |||
|
Brazil Letras do Tesouro Nacional, 0.00%, 4/1/27 |
BRL |
124,000 |
$ 22,506,929 |
|
Brazil Notas do Tesouro Nacional: |
|
|
|
|
6.00%, 5/15/35(7)
|
BRL |
28,572 |
23,637,267 |
|
10.00%, 1/1/27 |
BRL |
22,375 |
4,351,988 |
|
|
|
|
$ 50,496,184 |
|
China — 1.2% | |||
|
China Government Bonds, 1.88%, 4/25/55 |
CNY |
165,540 |
$ 23,194,975 |
|
|
|
|
$ 23,194,975 |
|
Colombia — 5.2% | |||
|
Colombia TES: |
|
|
|
|
3.00%, 3/25/33 |
COP |
4,052,968 |
$ 1,062,478 |
|
5.00%, 3/20/41 |
COP |
8,653,275 |
2,436,615 |
|
6.50%, 1/22/31 |
COP |
28,041,708 |
8,970,146 |
|
7.00%, 3/26/31 |
COP |
26,830,600 |
6,966,782 |
|
7.00%, 6/30/32 |
COP |
1,610,000 |
402,169 |
|
7.25%, 10/18/34 |
COP |
1,378,000 |
329,198 |
|
11.75%, 1/24/35 |
COP |
119,419,600 |
37,007,370 |
|
12.50%, 2/27/30 |
COP |
62,921,500 |
19,887,683 |
|
13.25%, 2/9/33 |
COP |
67,064,800 |
22,197,146 |
|
|
|
|
$ 99,259,587 |
|
Congo — 0.2% | |||
|
DRC International Bonds, 9.50%, 4/16/37(2)
|
USD |
3,025 |
$ 3,164,261 |
|
|
|
|
$ 3,164,261 |
|
Czech Republic — 0.3% | |||
|
Czech Republic Government Bonds, 4.50%,
11/11/32 |
CZK |
108,140 |
$ 5,101,386 |
|
|
|
|
$ 5,101,386 |
|
Dominican Republic — 0.2% | |||
|
Dominican Republic Bonds: |
|
|
|
|
10.50%, 3/15/37(2)
|
DOP |
62,000 |
$ 1,156,411 |
|
10.75%, 6/1/36(2)
|
DOP |
23,100 |
434,612 |
|
11.25%, 9/15/35(3)
|
DOP |
112,750 |
2,182,789 |
|
11.25%, 9/15/35(2)
|
DOP |
32,900 |
636,929 |
|
13.625%, 2/3/33(2)
|
DOP |
14,000 |
291,823 |
|
|
|
|
$ 4,702,564 |
|
Egypt — 0.9% | |||
|
Egypt Government Bonds: |
|
|
|
|
19.98%, 5/20/30 |
EGP |
826,542 |
$ 15,336,784 |
|
Security |
Principal
Amount
(000's omitted) |
Value | |
|
Egypt (continued) | |||
|
Egypt Government Bonds: (continued) |
|
|
|
|
24.458%, 10/1/27 |
EGP |
67,835 |
$ 1,301,866 |
|
|
|
|
$ 16,638,650 |
|
Ethiopia — 0.8% | |||
|
Ethiopia Government International Bonds: |
|
|
|
|
6.625%, 12/11/24(2)(4)
|
USD |
13,254 |
$ 14,335,990 |
|
6.625%, 12/11/24(3)(4)
|
USD |
781 |
844,757 |
|
|
|
|
$ 15,180,747 |
|
Gabon — 0.1% | |||
|
Gabon Government International Bonds, 9.375%,
8/5/33(2)(8)
|
USD |
1,530 |
$ 1,408,104 |
|
|
|
|
$ 1,408,104 |
|
Georgia — 0.0%† | |||
|
Georgia Treasury Bonds: |
|
|
|
|
8.25%, 8/28/29 |
GEL |
259 |
$ 99,409 |
|
9.75%, 1/27/27 |
GEL |
431 |
166,147 |
|
|
|
|
$ 265,556 |
|
Ghana — 0.1% | |||
|
Republic of Ghana Government Bonds: |
|
|
|
|
8.50%, (5.00% cash and 3.50% PIK), 2/15/28 |
GHS |
3,296 |
$ 267,836 |
|
8.65%, (5.00% cash and 3.65% PIK), 2/13/29 |
GHS |
12,454 |
995,729 |
|
9.10%, (5.00% cash and 4.10% PIK), 2/10/32 |
GHS |
4,872 |
338,425 |
|
|
|
|
$ 1,601,990 |
|
Guatemala — 0.0%† | |||
|
Guatemala Government International Bonds,
6.60%, 6/13/36(2)
|
USD |
822 |
$ 854,880 |
|
|
|
|
$ 854,880 |
|
Hungary — 1.5% | |||
|
Hungary Government Bonds: |
|
|
|
|
3.00%, 10/27/38 |
HUF |
7,154,370 |
$ 17,543,725 |
|
3.00%, 4/25/41 |
HUF |
2,898,150 |
6,853,552 |
|
4.00%, 4/28/51 |
HUF |
292,850 |
721,281 |
|
7.00%, 10/24/35 |
HUF |
989,290 |
3,446,054 |
|
|
|
|
$ 28,564,612 |
|
India — 2.1% | |||
|
India Government Bonds: |
|
|
|
|
6.48%, 10/6/35 |
INR |
1,631,940 |
$ 16,672,205 |
|
Security |
Principal
Amount
(000's omitted) |
Value | |
|
India (continued) | |||
|
India Government Bonds: (continued) |
|
|
|
|
7.24%, 8/18/55 |
INR |
2,316,300 |
$ 23,784,467 |
|
|
|
|
$ 40,456,672 |
|
Indonesia — 4.3% | |||
|
Indonesia Treasury Bonds: |
|
|
|
|
5.875%, 3/15/31 |
IDR |
208,920,000 |
$ 10,967,249 |
|
6.375%, 4/15/32 |
IDR |
50,050,000 |
2,645,761 |
|
6.50%, 4/15/36 |
IDR |
276,439,000 |
14,515,329 |
|
6.75%, 7/15/35 |
IDR |
166,600,000 |
8,902,184 |
|
7.125%, 6/15/38 |
IDR |
163,285,000 |
8,847,717 |
|
7.125%, 8/15/40 |
IDR |
196,492,000 |
10,742,731 |
|
7.50%, 6/15/35 |
IDR |
232,094,000 |
12,985,540 |
|
7.50%, 5/15/38 |
IDR |
139,015,000 |
7,817,875 |
|
7.50%, 4/15/40 |
IDR |
25,124,000 |
1,401,717 |
|
8.25%, 5/15/36 |
IDR |
77,825,000 |
4,598,829 |
|
|
|
|
$ 83,424,932 |
|
Kazakhstan — 3.4% | |||
|
Kazakhstan Government Bonds: |
|
|
|
|
5.00%, 4/18/28 |
KZT |
1,303,110 |
$ 2,339,027 |
|
5.50%, 9/20/28 |
KZT |
34,685 |
60,536 |
|
5.50%, 4/24/32 |
KZT |
565,995 |
801,078 |
|
7.22%, 12/10/28 |
KZT |
377,330 |
672,592 |
|
7.68%, 8/13/29 |
KZT |
490,529 |
862,094 |
|
7.90%, 12/20/38 |
KZT |
459,962 |
635,661 |
|
8.44%, 5/10/31 |
KZT |
207,531 |
350,066 |
|
8.66%, 4/4/33 |
KZT |
2,905,555 |
4,717,085 |
|
10.55%, 7/28/29 |
KZT |
1,919,221 |
3,650,870 |
|
10.69%, 8/23/33 |
KZT |
399,269 |
711,167 |
|
11.05%, 1/28/37 |
KZT |
141,907 |
251,359 |
|
14.00%, 5/12/31 |
KZT |
2,593,730 |
5,295,612 |
|
14.00%, 5/19/32 |
KZT |
52,027 |
107,864 |
|
14.00%, 2/13/35 |
KZT |
2,481,392 |
5,211,904 |
|
14.10%, 5/22/38 |
KZT |
6,178,609 |
13,096,646 |
|
14.45%, 6/5/33 |
KZT |
218,432 |
471,600 |
|
14.50%, 3/6/34 |
KZT |
75,467 |
160,230 |
|
14.60%, 3/6/32 |
KZT |
36,548 |
77,045 |
|
14.94%, 6/18/31 |
KZT |
1,149,906 |
2,481,835 |
|
15.10%, 3/12/34 |
KZT |
3,072,489 |
6,798,232 |
|
15.18%, 2/5/32 |
KZT |
4,822,360 |
10,503,369 |
|
16.95%, 10/9/30 |
KZT |
2,942,315 |
6,683,399 |
|
|
|
|
$ 65,939,271 |
|
Security |
Principal
Amount
(000's omitted) |
Value | |
|
Lebanon — 0.5% | |||
|
Lebanon Government International Bonds: |
|
|
|
|
5.80%, 4/14/20(2)(4)
|
USD |
4,252 |
$ 1,139,483 |
|
6.00%, 1/27/23(2)(4)
|
USD |
2,092 |
560,965 |
|
6.10%, 10/4/22(2)(4)
|
USD |
5,064 |
1,357,266 |
|
6.15%, 6/19/20(2)(4)
|
USD |
1,043 |
279,941 |
|
6.20%, 2/26/25(2)(4)
|
USD |
1,119 |
299,990 |
|
6.25%, 5/27/22(2)(4)
|
USD |
873 |
235,437 |
|
6.25%, 11/4/24(2)(4)
|
USD |
1,035 |
277,174 |
|
6.25%, 6/12/25(2)(4)
|
USD |
623 |
168,086 |
|
6.375%, 3/9/20(2)(4)
|
USD |
2,062 |
553,356 |
|
6.40%, 5/26/23(2)(4)
|
USD |
6,373 |
1,714,895 |
|
6.60%, 11/27/26(2)(4)
|
USD |
465 |
126,542 |
|
6.65%, 4/22/24(2)(4)
|
USD |
1,742 |
467,662 |
|
6.65%, 11/3/28(2)(4)
|
USD |
576 |
158,704 |
|
6.65%, 2/26/30(2)(4)
|
USD |
42 |
11,588 |
|
6.75%, 11/29/27(2)(4)
|
USD |
644 |
177,049 |
|
6.85%, 3/23/27(2)(4)
|
USD |
703 |
193,473 |
|
6.85%, 5/25/29(2)(4)
|
USD |
1,146 |
315,958 |
|
7.00%, 12/3/24(2)(4)
|
USD |
118 |
31,907 |
|
7.00%, 3/20/28(2)(4)
|
USD |
1,532 |
421,604 |
|
7.00%, 4/22/31(2)(4)
|
USD |
497 |
137,450 |
|
7.00%, 3/23/32(2)(4)
|
USD |
647 |
179,660 |
|
7.05%, 11/2/35(2)(4)
|
USD |
30 |
8,519 |
|
7.25%, 3/23/37(2)(4)
|
USD |
674 |
191,333 |
|
8.20%, 5/17/33(2)(4)
|
USD |
103 |
29,433 |
|
8.25%, 4/12/21(2)(4)
|
USD |
1,657 |
475,878 |
|
|
|
|
$ 9,513,353 |
|
Malaysia — 0.2% | |||
|
Malaysia Government Bonds, 3.757%, 5/22/40 |
MYR |
17,415 |
$ 4,174,554 |
|
|
|
|
$ 4,174,554 |
|
Mexico — 8.8% | |||
|
Mexican Bonos: |
|
|
|
|
7.50%, 5/26/33 |
MXN |
161,360 |
$ 8,663,486 |
|
7.75%, 5/29/31 |
MXN |
296,089 |
16,617,253 |
|
7.75%, 11/23/34 |
MXN |
577,544 |
30,828,291 |
|
7.75%, 11/13/42 |
MXN |
318,000 |
15,501,884 |
|
8.00%, 2/21/36 |
MXN |
421,214 |
22,522,926 |
|
8.00%, 7/31/53 |
MXN |
201,119 |
9,765,359 |
|
8.50%, 3/2/28 |
MXN |
400,000 |
23,516,845 |
|
8.50%, 3/1/29 |
MXN |
389,604 |
22,841,208 |
|
8.50%, 11/18/38 |
MXN |
354,748 |
19,070,821 |
|
|
|
|
$ 169,328,073 |
|
Security |
Principal
Amount
(000's omitted) |
Value | |
|
Mongolia — 0.1% | |||
|
Mongolia Government International Bonds: |
|
|
|
|
6.625%, 2/25/30(3)
|
USD |
200 |
$ 205,022 |
|
6.625%, 2/25/30(2)
|
USD |
2,000 |
2,050,225 |
|
|
|
|
$ 2,255,247 |
|
Montenegro — 0.4% | |||
|
Montenegro Government International Bonds,
4.875%, 4/1/32(2)
|
EUR |
5,762 |
$ 6,682,068 |
|
|
|
|
$ 6,682,068 |
|
Mozambique — 0.1% | |||
|
Mozambique International Bonds, 9.00%,
9/15/31(2)
|
USD |
2,504 |
$ 2,275,723 |
|
|
|
|
$ 2,275,723 |
|
Paraguay — 0.1% | |||
|
Paraguay Government Bonds, 8.50%, 3/4/35(2)
|
PYG |
9,285,000 |
$ 1,507,209 |
|
|
|
|
$ 1,507,209 |
|
Peru — 2.8% | |||
|
Peru Government Bonds: |
|
|
|
|
5.35%, 8/12/40 |
PEN |
15,335 |
$ 3,934,139 |
|
5.40%, 8/12/34 |
PEN |
9,879 |
2,835,798 |
|
6.714%, 2/12/55 |
PEN |
3,500 |
1,061,027 |
|
6.85%, 8/12/35(2)(3)
|
PEN |
28,472 |
8,805,736 |
|
6.90%, 8/12/37 |
PEN |
50,078 |
15,100,528 |
|
7.60%, 8/12/39(2)(3)
|
PEN |
68,632 |
21,665,998 |
|
|
|
|
$ 53,403,226 |
|
Poland — 1.7% | |||
|
Republic of Poland Government Bonds, 2.00%,
8/25/36(7)
|
PLN |
136,911 |
$ 33,050,018 |
|
|
|
|
$ 33,050,018 |
|
Romania — 2.7% | |||
|
Romania Government Bonds: |
|
|
|
|
2.50%, 10/25/27 |
RON |
70,650 |
$ 14,863,904 |
|
4.15%, 1/26/28 |
RON |
21,190 |
4,519,579 |
|
4.25%, 4/28/36 |
RON |
53,945 |
9,769,833 |
|
5.80%, 7/26/27 |
RON |
16,020 |
3,507,911 |
|
6.75%, 4/25/35 |
RON |
17,515 |
3,838,363 |
|
7.10%, 7/31/34 |
RON |
30,115 |
6,742,962 |
|
7.20%, 10/30/33 |
RON |
15,050 |
3,377,906 |
|
7.25%, 7/30/40 |
RON |
3,710 |
828,016 |
|
7.90%, 2/24/38 |
RON |
9,130 |
2,146,128 |
|
Security |
Principal
Amount
(000's omitted) |
Value | |
|
Romania (continued) | |||
|
Romania Government Bonds: (continued) |
|
|
|
|
8.75%, 10/30/28 |
RON |
6,025 |
$ 1,388,169 |
|
|
|
|
$ 50,982,771 |
|
Serbia — 0.4% | |||
|
Serbia Treasury Bonds: |
|
|
|
|
4.50%, 8/20/32 |
RSD |
255,910 |
$ 2,401,612 |
|
7.00%, 10/26/31 |
RSD |
581,800 |
6,153,590 |
|
|
|
|
$ 8,555,202 |
|
South Africa — 9.0% | |||
|
Republic of South Africa Government Bonds: |
|
|
|
|
8.00%, 1/31/30 |
ZAR |
201,829 |
$ 12,254,855 |
|
8.25%, 3/31/32 |
ZAR |
261,204 |
15,809,089 |
|
8.50%, 1/31/37 |
ZAR |
419,861 |
24,758,047 |
|
8.75%, 1/31/44 |
ZAR |
321,767 |
18,557,595 |
|
8.75%, 2/28/48 |
ZAR |
227,694 |
13,086,889 |
|
8.875%, 2/28/35 |
ZAR |
747,894 |
46,057,605 |
|
9.00%, 1/31/40 |
ZAR |
579,320 |
34,511,362 |
|
10.00%, 3/31/33 |
ZAR |
131,100 |
8,579,329 |
|
|
|
|
$ 173,614,771 |
|
Sri Lanka — 0.7% | |||
|
Sri Lanka Government Bonds: |
|
|
|
|
9.00%, 6/1/33 |
LKR |
110,000 |
$ 283,362 |
|
9.00%, 11/1/33 |
LKR |
161,000 |
410,946 |
|
10.25%, 9/15/34 |
LKR |
1,018,000 |
2,747,665 |
|
10.35%, 10/15/29 |
LKR |
60,000 |
175,315 |
|
11.00%, 10/15/28 |
LKR |
975,000 |
2,922,463 |
|
11.00%, 9/15/29 |
LKR |
90,000 |
268,045 |
|
11.00%, 12/15/29 |
LKR |
759,000 |
2,255,974 |
|
11.00%, 5/15/30 |
LKR |
27,000 |
79,645 |
|
11.00%, 10/15/30 |
LKR |
531,000 |
1,555,271 |
|
11.25%, 3/15/31 |
LKR |
25,000 |
73,419 |
|
11.50%, 12/15/32 |
LKR |
591,000 |
1,728,855 |
|
|
|
|
$ 12,500,960 |
|
Suriname — 0.9% | |||
|
Suriname Government International Bonds: |
|
|
|
|
7.70%, 11/6/30(3)
|
USD |
2,570 |
$ 2,640,675 |
|
7.70%, 11/6/30(2)
|
USD |
2,678 |
2,751,645 |
|
8.50%, 11/6/35(3)
|
USD |
9,790 |
10,524,250 |
|
8.50%, 11/6/35(2)
|
USD |
1,651 |
1,774,825 |
|
|
|
|
$ 17,691,395 |
|
Security |
Principal
Amount
(000's omitted) |
Value | |
|
Thailand — 1.9% | |||
|
Thailand Government Bonds: |
|
|
|
|
2.98%, 6/17/45 |
THB |
720,000 |
$ 21,385,860 |
|
3.30%, 6/17/38 |
THB |
383,618 |
12,582,810 |
|
3.35%, 6/17/33 |
THB |
60,000 |
1,971,922 |
|
|
|
|
$ 35,940,592 |
|
Turkey — 0.6% | |||
|
Turkiye Government Bonds: |
|
|
|
|
17.30%, 7/19/28 |
TRY |
200,000 |
$ 3,061,894 |
|
17.80%, 7/13/33 |
TRY |
10,000 |
123,633 |
|
26.20%, 10/5/33 |
TRY |
425,874 |
7,309,469 |
|
30.00%, 9/12/29 |
TRY |
69,266 |
1,274,529 |
|
31.08%, 11/8/28 |
TRY |
10,000 |
189,933 |
|
|
|
|
$ 11,959,458 |
|
Uruguay — 0.0%† | |||
|
Uruguay Government Bonds: |
|
|
|
|
3.40%, 5/16/45 |
UYU |
14,493 |
$ 384,656 |
|
3.875%, 7/2/40(7)
|
UYU |
9,321 |
257,546 |
|
|
|
|
$ 642,202 |
|
Uzbekistan — 2.3% | |||
|
National Bank of Uzbekistan, 19.875%, 7/5/27(2)
|
UZS |
50,140,000 |
$ 4,437,514 |
|
Republic of Uzbekistan Bonds: |
|
|
|
|
12.25%, 4/13/29(2)
|
UZS |
433,900,000 |
37,079,564 |
|
15.50%, 2/25/28(2)
|
UZS |
24,000,000 |
2,140,212 |
|
|
|
|
$ 43,657,290 |
|
Venezuela — 0.6% | |||
|
Venezuela Government International Bonds: |
|
|
|
|
6.00%, 12/9/20(2)(4)
|
USD |
638 |
$ 271,707 |
|
7.00%, 3/31/38(2)(4)
|
USD |
300 |
131,550 |
|
7.65%, 4/21/25(2)(4)
|
USD |
3,088 |
1,398,895 |
|
7.75%, 10/13/19(2)(4)
|
USD |
1,450 |
670,989 |
|
8.25%, 10/13/24(2)(4)
|
USD |
4,089 |
1,903,517 |
|
9.00%, 5/7/23(2)(4)
|
USD |
2,110 |
1,023,544 |
|
9.25%, 9/15/27(4)
|
USD |
5,554 |
2,767,669 |
|
9.25%, 5/7/28(2)(4)
|
USD |
4,134 |
2,020,590 |
|
9.375%, 1/13/34(4)
|
USD |
335 |
164,656 |
|
11.75%, 10/21/26(2)(4)
|
USD |
1,198 |
658,845 |
|
11.95%, 8/5/31(2)(4)
|
USD |
862 |
473,449 |
|
12.75%, 8/23/22(2)(4)
|
USD |
705 |
394,214 |
|
|
|
|
$ 11,879,625 |
|
Security |
Principal
Amount
(000's omitted) |
Value | |
|
Zambia — 1.1% | |||
|
Zambia Government Bonds: |
|
|
|
|
13.00%, 9/20/31(2)
|
ZMW |
3,642 |
$ 181,727 |
|
13.00%, 6/26/33 |
ZMW |
9,574 |
458,752 |
|
14.00%, 7/24/38 |
ZMW |
3,687 |
170,191 |
|
14.50%, 2/16/28 |
ZMW |
19,000 |
1,032,561 |
|
14.90%, 2/16/29 |
ZMW |
35,500 |
1,919,266 |
|
14.98%, 2/16/31 |
ZMW |
1,500 |
80,193 |
|
16.00%, 10/27/28 |
ZMW |
10,300 |
567,463 |
|
16.00%, 11/24/28 |
ZMW |
6,437 |
354,682 |
|
16.49%, 11/24/30 |
ZMW |
14,805 |
828,700 |
|
16.60%, 2/16/36 |
ZMW |
7,444 |
401,172 |
|
16.85%, 1/26/33 |
ZMW |
15,021 |
829,037 |
|
16.95%, 12/22/32 |
ZMW |
9,145 |
510,520 |
|
17.00%, 11/24/32 |
ZMW |
12,884 |
713,588 |
|
17.50%, 11/24/35 |
ZMW |
14,162 |
786,415 |
|
17.50%, 12/22/35 |
ZMW |
14,625 |
812,439 |
|
17.59%, 2/16/41 |
ZMW |
154,442 |
8,328,468 |
|
18.49%, 5/27/32 |
ZMW |
3,642 |
217,759 |
|
18.79%, 1/26/41 |
ZMW |
6,830 |
386,933 |
|
18.99%, 10/27/40 |
ZMW |
12,701 |
726,097 |
|
18.99%, 11/24/40 |
ZMW |
19,312 |
1,103,145 |
|
19.00%, 6/23/35 |
ZMW |
6,437 |
372,076 |
|
19.00%, 8/18/35 |
ZMW |
6,437 |
375,647 |
|
19.00%, 9/29/35 |
ZMW |
2,253 |
131,274 |
|
22.50%, 11/25/34 |
ZMW |
5,794 |
400,888 |
|
22.80%, 2/17/40 |
ZMW |
607 |
39,949 |
|
26.50%, 4/30/39 |
ZMW |
1,528 |
121,851 |
|
|
|
|
$ 21,850,793 |
|
Total Sovereign Government Bonds
(identified cost $1,128,460,336) |
|
|
$1,182,600,474 |
|
Short-Term Investments — 25.5% |
|
Affiliated Fund — 4.3% |
|
Security |
Shares |
Value | |
|
Morgan Stanley Institutional Liquidity Funds -
Government Portfolio, Institutional Class, 3.59%(9)
|
|
82,819,200 |
$ 82,819,200 |
|
Total Affiliated Fund
(identified cost $82,819,200) |
|
|
$ 82,819,200 |
|
Sovereign Government Securities — 10.8% |
|
Security |
Principal
Amount
(000's omitted) |
Value | |
|
Albania — 0.1% | |||
|
Albanian Treasury Bills, 0.00%, 1/28/27 |
ALL |
174,740 |
$ 2,122,268 |
|
|
|
|
$ 2,122,268 |
|
Egypt — 3.6% | |||
|
Egypt Treasury Bills: |
|
|
|
|
0.00%, 9/22/26 |
EGP |
44,750 |
$ 851,232 |
|
0.00%, 10/20/26 |
EGP |
59,650 |
1,113,889 |
|
0.00%, 1/19/27 |
EGP |
119,325 |
2,099,671 |
|
0.00%, 3/16/27 |
EGP |
3,799,300 |
64,521,814 |
|
0.00%, 4/20/27 |
EGP |
89,475 |
1,487,190 |
|
|
|
|
$ 70,073,796 |
|
Hungary — 4.0% | |||
|
National Bank of Hungary Bills, 0.00%, 8/6/26 |
HUF |
24,206,000 |
$ 76,485,592 |
|
|
|
|
$ 76,485,592 |
|
Nigeria — 3.1% | |||
|
Nigeria OMO Bills: |
|
|
|
|
0.00%, 8/25/26 |
NGN |
3,966,069 |
$ 2,884,118 |
|
0.00%, 9/15/26 |
NGN |
5,976,741 |
4,295,501 |
|
0.00%, 9/22/26 |
NGN |
2,134,003 |
1,527,910 |
|
0.00%, 9/29/26 |
NGN |
4,286,014 |
3,067,056 |
|
0.00%, 10/6/26 |
NGN |
20,279,061 |
14,412,375 |
|
0.00%, 10/13/26 |
NGN |
3,213,892 |
2,275,884 |
|
0.00%, 10/20/26 |
NGN |
1,298,692 |
916,392 |
|
0.00%, 10/27/26 |
NGN |
3,531,741 |
2,483,394 |
|
0.00%, 11/3/26 |
NGN |
4,178,816 |
2,928,057 |
|
0.00%, 11/10/26 |
NGN |
9,438,028 |
6,589,359 |
|
0.00%, 1/12/27 |
NGN |
16,437,948 |
11,123,759 |
|
0.00%, 1/19/27 |
NGN |
9,760,545 |
6,583,058 |
|
|
|
|
$ 59,086,863 |
|
Total Sovereign Government Securities
(identified cost $207,979,597) |
|
|
$ 207,768,519 |
|
U.S. Treasury Obligations — 10.4% |
|
Security |
Principal
Amount
(000's omitted) |
Value | |
|
U.S. Treasury Bills: |
|
|
|
|
0.00%, 8/6/26 |
$ |
23,697 |
$ 23,689,601 |
|
0.00%, 8/13/26(10)
|
|
28,170 |
28,141,830 |
|
Security |
Principal
Amount
(000's omitted) |
Value | |
|
U.S. Treasury Bills: (continued) |
|
|
|
|
0.00%, 9/3/26 |
$ |
28,330 |
$ 28,241,401 |
|
0.00%, 9/10/26(10)
|
|
15,303 |
15,244,744 |
|
0.00%, 9/17/26 |
|
36,000 |
35,835,745 |
|
0.00%, 9/24/26(10)
|
|
37,000 |
36,802,689 |
|
0.00%, 10/8/26(10)
|
|
4,740 |
4,708,100 |
|
0.00%, 10/15/26(10)
|
|
3,260 |
3,235,692 |
|
0.00%, 10/29/26 |
|
13,900 |
13,776,661 |
|
0.00%, 11/5/26 |
|
11,100 |
10,992,779 |
|
Total U.S. Treasury Obligations
(identified cost $200,623,687) |
|
|
$ 200,669,242 |
|
Total Short-Term Investments
(identified cost $491,422,484) |
|
|
$ 491,256,961 |
|
|
|
| |
|
Total Purchased Options and Swaptions — 0.2%
(identified cost $3,740,389) |
|
|
$ 2,993,945 |
|
Total Investments — 92.7%
(identified cost $1,724,862,777) |
|
|
$1,782,098,731 |
|
Total Written Options — (0.0)%†
(premiums received $789,936) |
|
|
$ (673,789) |
|
Other Assets, Less Liabilities — 7.3% |
|
|
$ 141,825,114 |
|
Net Assets — 100.0% |
|
|
$1,923,250,056 |
|
The percentage shown for each investment category in the Portfolio of
Investments is based on net assets. | |
|
†
|
Amount is less than 0.05% or (0.05)%, as applicable. |
|
(1)
|
Security whose performance is linked to the price of an underlying
security issued by the United Republic of Tanzania. The investment is
subject to credit risk of the issuing financial institution (Absa Bank Ltd.)
in addition to the market risk of the underlying security. |
|
(2)
|
Security exempt from registration under Regulation S of the Securities
Act of 1933, as amended, which exempts from registration securities
offered and sold outside the United States. Security may not be offered
or sold in the United States except pursuant to an exemption from, or in
a transaction not subject to, the registration requirements of the
Securities Act of 1933, as amended. At July 31, 2026, the aggregate
value of these securities is $184,635,370 or 9.6% of the Portfolio's net
assets. |
|
(3)
|
Security exempt from registration under Rule 144A of the Securities Act
of 1933, as amended. These securities may be sold in certain
transactions in reliance on an exemption from registration (normally to
qualified institutional buyers). At July 31, 2026, the aggregate value of
these securities is $61,533,837 or 3.2% of the Portfolio's net assets. |
|
(4)
|
Issuer is in default with respect to interest and/or principal payments and
is non-income producing. |
|
(5)
|
Senior floating-rate loans (Senior Loans) often require prepayments from
excess cash flows or permit the borrowers to repay at their election. The
degree to which borrowers repay, whether as a contractual requirement
or at their election, cannot be predicted with accuracy. As a result, the
actual remaining maturity may be substantially less than the stated
maturities shown. However, Senior Loans will typically have an expected
average life of approximately two to four years. Senior Loans typically
have rates of interest which are redetermined periodically by reference to
a base lending rate, plus a spread. These base lending rates are
primarily the Secured Overnight Financing Rate (“SOFR”) and
secondarily, the prime rate offered by one or more major United States
banks (the “Prime Rate”). Base lending rates may be subject to a floor,
or minimum rate. Rates for SOFR are generally 1 or 3-month tenors and
may also be subject to a credit spread adjustment. Senior Loans are
generally subject to contractual restrictions that must be satisfied before
they can be bought or sold. |
|
(6)
|
Fixed-rate loan. |
|
(7)
|
Inflation-linked security whose principal is adjusted for inflation based on
changes in a designated inflation index or inflation rate for the applicable
country. Interest is calculated based on the inflation-adjusted principal. |
|
(8)
|
When-issued security. |
|
(9)
|
May be deemed to be an affiliated investment company. The rate shown
is the annualized seven-day yield as of July 31, 2026. |
|
(10)
|
Security (or a portion thereof) has been pledged to cover collateral
requirements on open derivative contracts. |
|
Purchased Currency Options (OTC) — 0.1% | |||||||
|
Description |
Counterparty |
Notional Amount |
Exercise
Price |
Expiration
Date |
Value | ||
|
Call USD vs. Put COP |
HSBC Bank USA, N.A. |
USD |
13,940,000 |
COP |
4,060.00 |
8/20/26 |
$98 |
|
Put USD vs. Call CLP |
Bank of America, N.A. |
USD |
1,213,698 |
CLP |
875.00 |
10/26/26 |
161,149 |
|
Put USD vs. Call CLP |
Bank of America, N.A. |
USD |
11,185,000 |
CLP |
886.00 |
1/27/27 |
143,940 |
|
Put USD vs. Call CNH |
Bank of America, N.A. |
USD |
17,000,000 |
CNH |
6.60 |
11/4/26 |
10,183 |
|
Put USD vs. Call CNH |
Barclays Bank PLC |
USD |
16,000,000 |
CNH |
6.60 |
11/4/26 |
9,584 |
|
Put USD vs. Call CNH |
Barclays Bank PLC |
USD |
9,000,000 |
CNH |
6.60 |
11/10/26 |
7,101 |
|
Put USD vs. Call CNH |
Citibank, N.A. |
USD |
10,000,000 |
CNH |
6.60 |
11/4/26 |
5,990 |
|
Put USD vs. Call CNH |
Goldman Sachs International |
USD |
15,000,000 |
CNH |
6.60 |
11/4/26 |
8,985 |
|
Put USD vs. Call CNH |
Goldman Sachs International |
USD |
7,500,000 |
CNH |
6.60 |
11/10/26 |
5,917 |
|
Purchased Currency Options (OTC) (continued) | |||||||
|
Description |
Counterparty |
Notional Amount |
Exercise
Price |
Expiration
Date |
Value | ||
|
Put USD vs. Call INR |
Bank of America, N.A. |
USD |
500,000 |
INR |
92.00 |
9/30/26 |
$12,319 |
|
Put USD vs. Call INR |
Bank of America, N.A. |
USD |
370,000 |
INR |
92.00 |
10/1/26 |
9,330 |
|
Put USD vs. Call INR |
Barclays Bank PLC |
USD |
11,000,000 |
INR |
94.00 |
9/10/26 |
14,146 |
|
Put USD vs. Call INR |
Barclays Bank PLC |
USD |
300,000 |
INR |
92.00 |
9/30/26 |
7,392 |
|
Put USD vs. Call INR |
Barclays Bank PLC |
USD |
150,600 |
INR |
92.00 |
10/1/26 |
3,797 |
|
Put USD vs. Call INR |
Goldman Sachs International |
USD |
10,000,000 |
INR |
94.00 |
9/10/26 |
12,860 |
|
Put USD vs. Call INR |
Goldman Sachs International |
USD |
10,400,000 |
INR |
95.00 |
10/16/26 |
50,960 |
|
Put USD vs. Call INR |
JPMorgan Chase Bank, N.A. |
USD |
590,000 |
INR |
92.00 |
9/30/26 |
14,537 |
|
Put USD vs. Call INR |
JPMorgan Chase Bank, N.A. |
USD |
11,000,000 |
INR |
95.00 |
10/16/26 |
53,900 |
|
Put USD vs. Call INR |
JPMorgan Chase Bank, N.A. |
USD |
24,100,000 |
INR |
85.50 |
1/25/29 |
24,004 |
|
Put USD vs. Call INR |
JPMorgan Chase Bank, N.A. |
USD |
12,900,000 |
INR |
85.50 |
1/25/29 |
12,848 |
|
Put USD vs. Call INR |
JPMorgan Chase Bank, N.A. |
USD |
12,500,000 |
INR |
85.50 |
1/30/29 |
12,587 |
|
Put USD vs. Call KRW |
Bank of America, N.A. |
USD |
10,700,000 |
KRW |
1,440.00 |
9/8/26 |
110,178 |
|
Put USD vs. Call KRW |
Barclays Bank PLC |
USD |
7,000,000 |
KRW |
1,420.00 |
9/17/26 |
64,253 |
|
Put USD vs. Call KRW |
Barclays Bank PLC |
USD |
8,000,000 |
KRW |
1,425.00 |
10/1/26 |
97,088 |
|
Put USD vs. Call KRW |
Barclays Bank PLC |
USD |
4,332,000 |
KRW |
1,450.00 |
12/18/26 |
127,829 |
|
Put USD vs. Call KRW |
Citibank, N.A. |
USD |
7,000,000 |
KRW |
1,440.00 |
9/10/26 |
72,814 |
|
Put USD vs. Call KRW |
Citibank, N.A. |
USD |
8,000,000 |
KRW |
1,420.00 |
9/22/26 |
77,720 |
|
Put USD vs. Call KRW |
Goldman Sachs International |
USD |
7,000,000 |
KRW |
1,420.00 |
9/21/26 |
66,682 |
|
Put USD vs. Call KRW |
Goldman Sachs International |
USD |
10,900,000 |
KRW |
1,440.00 |
1/20/27 |
111,082 |
|
Put USD vs. Call KRW |
JPMorgan Chase Bank, N.A. |
USD |
7,000,000 |
KRW |
1,440.00 |
9/8/26 |
72,079 |
|
Put USD vs. Call KRW |
JPMorgan Chase Bank, N.A. |
USD |
7,000,000 |
KRW |
1,420.00 |
9/28/26 |
72,149 |
|
Put USD vs. Call KRW |
JPMorgan Chase Bank, N.A. |
USD |
16,100,000 |
KRW |
1,440.00 |
1/20/27 |
164,075 |
|
Put USD vs. Call KRW |
Standard Chartered Bank |
USD |
5,000,000 |
KRW |
1,440.00 |
9/14/26 |
52,795 |
|
Total |
|
|
|
|
|
|
$1,670,371 |
|
Purchased Interest Rate Swaptions (OTC) — 0.1% | |||||
|
Description |
Counterparty |
Notional Amount |
Expiration
Date |
Value | |
|
Option to enter into interest rate swap expiring
6/11/32 to receive 3-month ZAR-JIBAR and pay
8.02% |
JPMorgan Chase Bank, N.A. |
ZAR |
315,750,000 |
6/11/27 |
$319,552 |
|
Option to enter into interest rate swap expiring
6/11/32 to receive 6-month PLN-WIBOR and
pay 4.88% |
JPMorgan Chase Bank, N.A. |
PLN |
60,571,000 |
6/9/27 |
174,896 |
|
Option to enter into interest rate swap expiring
6/14/32 to receive 3-month ZAR-JIBAR and pay
7.86% |
JPMorgan Chase Bank, N.A. |
ZAR |
220,547,000 |
6/14/27 |
263,750 |
|
Option to enter into interest rate swap expiring
6/15/32 to receive 6-month PLN-WIBOR and
pay 4.77% |
Bank of America, N.A. |
PLN |
22,538,000 |
6/11/27 |
76,299 |
|
Option to enter into interest rate swap expiring
6/23/32 to receive 6-month PLN-WIBOR and
pay 4.47% |
JPMorgan Chase Bank, N.A. |
PLN |
30,738,000 |
6/21/27 |
196,270 |
|
Option to enter into interest rate swap expiring
6/9/32 to receive 3-month ZAR-JIBAR and pay
8.09% |
JPMorgan Chase Bank, N.A. |
ZAR |
314,647,000 |
6/9/27 |
292,807 |
|
Total |
|
|
|
|
$1,323,574 |
|
Written Currency Options (OTC) — (0.0)%† | |||||||
|
Description |
Counterparty |
Notional Amount |
Exercise
Price |
Expiration
Date |
Value | ||
|
Call EUR vs. Put HUF |
BNP Paribas |
EUR |
659,000 |
HUF |
414.70 |
7/18/28 |
$(16,444
) |
|
Call EUR vs. Put HUF |
JPMorgan Chase Bank, N.A. |
EUR |
3,470,000 |
HUF |
397.40 |
6/7/28 |
(117,890
) |
|
Call EUR vs. Put HUF |
JPMorgan Chase Bank, N.A. |
EUR |
3,470,000 |
HUF |
400.76 |
6/8/28 |
(109,579
) |
|
Call EUR vs. Put HUF |
JPMorgan Chase Bank, N.A. |
EUR |
4,659,000 |
HUF |
397.40 |
6/29/28 |
(163,782
) |
|
Call EUR vs. Put HUF |
JPMorgan Chase Bank, N.A. |
EUR |
1,317,000 |
HUF |
399.60 |
7/13/28 |
(45,026
) |
|
Call HUF vs. Put EUR |
BNP Paribas |
EUR |
659,000 |
HUF |
351.90 |
7/18/28 |
(9,863
) |
|
Call HUF vs. Put EUR |
JPMorgan Chase Bank, N.A. |
EUR |
3,470,000 |
HUF |
348.10 |
6/7/28 |
(40,955
) |
|
Call HUF vs. Put EUR |
JPMorgan Chase Bank, N.A. |
EUR |
3,470,000 |
HUF |
350.40 |
6/8/28 |
(46,345
) |
|
Call HUF vs. Put EUR |
JPMorgan Chase Bank, N.A. |
EUR |
4,659,000 |
HUF |
350.30 |
6/29/28 |
(63,111
) |
|
Call HUF vs. Put EUR |
JPMorgan Chase Bank, N.A. |
EUR |
1,317,000 |
HUF |
353.10 |
7/13/28 |
(20,827
) |
|
Call USD vs. Put INR |
Barclays Bank PLC |
USD |
11,000,000 |
INR |
100.00 |
9/10/26 |
(2,882
) |
|
Call USD vs. Put INR |
Goldman Sachs International |
USD |
10,000,000 |
INR |
100.00 |
9/10/26 |
(2,620
) |
|
Call USD vs. Put INR |
Goldman Sachs International |
USD |
10,400,000 |
INR |
100.50 |
10/16/26 |
(9,516
) |
|
Call USD vs. Put INR |
JPMorgan Chase Bank, N.A. |
USD |
11,000,000 |
INR |
100.00 |
10/16/26 |
(13,244
) |
|
Call USD vs. Put KRW |
Barclays Bank PLC |
USD |
4,332,000 |
KRW |
1,600.00 |
12/18/26 |
(11,705
) |
|
Total |
|
|
|
|
|
|
$(673,789
) |
|
† Amount is less than 0.05% or (0.05)%, as applicable. |
|
Forward Foreign Currency Exchange Contracts (Centrally Cleared) | |||||
|
Currency Purchased |
Currency Sold |
Settlement
Date |
Value/Unrealized
Appreciation
(Depreciation) | ||
|
BRL |
551,943,478 |
USD |
105,987,257 |
8/4/26 |
$2,895,589 |
|
BRL |
357,825,540 |
USD |
69,594,877 |
8/4/26 |
993,987 |
|
BRL |
181,805,000 |
USD |
35,468,838 |
8/4/26 |
396,149 |
|
BRL |
53,195,005 |
USD |
10,377,960 |
8/4/26 |
115,910 |
|
BRL |
13,000,000 |
USD |
2,496,332 |
8/4/26 |
68,200 |
|
BRL |
32,708,000 |
USD |
6,404,543 |
8/4/26 |
47,821 |
|
BRL |
9,460,000 |
USD |
1,839,912 |
8/4/26 |
26,279 |
|
BRL |
84,000,000 |
USD |
16,832,149 |
8/4/26 |
(261,324
) |
|
USD |
24 |
BRL |
122 |
8/4/26 |
(1
) |
|
USD |
1,170,469 |
BRL |
6,000,000 |
8/4/26 |
(13,161
) |
|
USD |
1,545,556 |
BRL |
8,000,000 |
8/4/26 |
(32,618
) |
|
USD |
3,211,227 |
BRL |
16,460,000 |
8/4/26 |
(35,866
) |
|
USD |
2,125,604 |
BRL |
11,000,000 |
8/4/26 |
(44,385
) |
|
USD |
2,322,035 |
BRL |
12,000,000 |
8/4/26 |
(45,225
) |
|
USD |
4,638,129 |
BRL |
24,000,000 |
8/4/26 |
(96,392
) |
|
USD |
10,214,801 |
BRL |
53,195,005 |
8/4/26 |
(279,070
) |
|
USD |
10,050,743 |
BRL |
52,562,462 |
8/4/26 |
(318,345
) |
|
USD |
10,176,176 |
BRL |
53,327,538 |
8/4/26 |
(343,840
) |
|
USD |
40,966,417 |
BRL |
210,000,000 |
8/4/26 |
(460,646
) |
|
USD |
24,738,757 |
BRL |
128,290,000 |
8/4/26 |
(569,233
) |
|
USD |
34,911,207 |
BRL |
181,805,000 |
8/4/26 |
(953,780
) |
|
USD |
102,871,827 |
BRL |
527,297,018 |
8/4/26 |
(1,148,969
) |
|
Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued) | |||||
|
Currency Purchased |
Currency Sold |
Settlement
Date |
Value/Unrealized
Appreciation
(Depreciation) | ||
|
PEN |
33,000,000 |
USD |
9,744,574 |
8/11/26 |
$(36,979
) |
|
PEN |
22,000,000 |
USD |
6,546,645 |
8/11/26 |
(74,915
) |
|
CLP |
4,073,901,675 |
USD |
4,368,262 |
8/31/26 |
14,260 |
|
CLP |
6,589,497,847 |
USD |
7,204,787 |
9/16/26 |
(115,137
) |
|
CLP |
23,694,500,000 |
USD |
25,906,954 |
9/16/26 |
(414,009
) |
|
COP |
309,629,012,187 |
USD |
85,298,424 |
9/16/26 |
11,872,680 |
|
COP |
2,933,928,427 |
USD |
808,256 |
9/16/26 |
112,501 |
|
EUR |
130,826 |
USD |
149,664 |
9/16/26 |
1,454 |
|
EUR |
1,222,639 |
USD |
1,413,421 |
9/16/26 |
(1,136
) |
|
EUR |
1,420,873 |
USD |
1,642,588 |
9/16/26 |
(1,320
) |
|
EUR |
1,452,652 |
USD |
1,679,325 |
9/16/26 |
(1,350
) |
|
EUR |
4,346,786 |
USD |
5,025,062 |
9/16/26 |
(4,039
) |
|
EUR |
7,037,280 |
USD |
8,135,383 |
9/16/26 |
(6,538
) |
|
EUR |
302,786,453 |
USD |
350,033,494 |
9/16/26 |
(281,324
) |
|
IDR |
269,503,910,000 |
USD |
14,899,185 |
9/16/26 |
(11,470
) |
|
IDR |
47,000,000,000 |
USD |
2,613,289 |
9/16/26 |
(16,953
) |
|
INR |
15,288,925,776 |
USD |
159,206,575 |
9/16/26 |
432,453 |
|
INR |
1,017,663,537 |
USD |
10,597,130 |
9/16/26 |
28,785 |
|
INR |
679,797,363 |
USD |
7,078,863 |
9/16/26 |
19,228 |
|
INR |
72,000,000 |
USD |
758,597 |
9/16/26 |
(6,811
) |
|
INR |
126,000,000 |
USD |
1,326,883 |
9/16/26 |
(11,256
) |
|
INR |
144,000,000 |
USD |
1,516,300 |
9/16/26 |
(12,727
) |
|
INR |
341,000,000 |
USD |
3,592,878 |
9/16/26 |
(32,332
) |
|
KRW |
14,706,000,000 |
USD |
9,704,369 |
9/16/26 |
490,909 |
|
KRW |
9,097,000,000 |
USD |
5,999,472 |
9/16/26 |
307,235 |
|
KRW |
7,329,000,000 |
USD |
4,819,491 |
9/16/26 |
261,509 |
|
KRW |
7,107,000,000 |
USD |
4,675,504 |
9/16/26 |
251,590 |
|
KRW |
2,314,000,000 |
USD |
1,518,773 |
9/16/26 |
85,462 |
|
PEN |
30,000,000 |
USD |
8,782,201 |
9/16/26 |
30,751 |
|
PEN |
85,000,000 |
USD |
24,951,565 |
9/16/26 |
18,467 |
|
PEN |
124,857,218 |
USD |
36,702,201 |
9/16/26 |
(23,511
) |
|
TWD |
21,356,661 |
USD |
673,648 |
9/16/26 |
(11,486
) |
|
TWD |
22,467,950 |
USD |
710,341 |
9/16/26 |
(13,724
) |
|
TWD |
31,524,043 |
USD |
992,977 |
9/16/26 |
(15,576
) |
|
TWD |
25,249,079 |
USD |
799,736 |
9/16/26 |
(16,890
) |
|
TWD |
33,183,194 |
USD |
1,046,473 |
9/16/26 |
(17,630
) |
|
TWD |
34,570,985 |
USD |
1,092,871 |
9/16/26 |
(21,000
) |
|
TWD |
40,861,892 |
USD |
1,289,222 |
9/16/26 |
(22,302
) |
|
TWD |
52,194,300 |
USD |
1,644,070 |
9/16/26 |
(25,790
) |
|
TWD |
56,321,077 |
USD |
1,781,016 |
9/16/26 |
(34,785
) |
|
TWD |
57,240,968 |
USD |
1,809,687 |
9/16/26 |
(34,935
) |
|
TWD |
78,315,819 |
USD |
2,470,959 |
9/16/26 |
(42,783
) |
|
TWD |
99,549,581 |
USD |
3,139,236 |
9/16/26 |
(52,709
) |
|
TWD |
114,482,116 |
USD |
3,611,868 |
9/16/26 |
(62,358
) |
|
Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued) | |||||
|
Currency Purchased |
Currency Sold |
Settlement
Date |
Value/Unrealized
Appreciation
(Depreciation) | ||
|
TWD |
162,262,335 |
USD |
5,119,348 |
9/16/26 |
$(88,415
) |
|
USD |
3,633,307 |
CLP |
3,254,680,000 |
9/16/26 |
131,592 |
|
USD |
4,633,720 |
CLP |
4,238,000,000 |
9/16/26 |
74,050 |
|
USD |
157,653 |
CLP |
144,188,976 |
9/16/26 |
2,519 |
|
USD |
77,106 |
COP |
276,000,000 |
9/16/26 |
(9,512
) |
|
USD |
75,043 |
COP |
271,000,000 |
9/16/26 |
(10,005
) |
|
USD |
205,596 |
COP |
746,302,166 |
9/16/26 |
(28,617
) |
|
USD |
667,691 |
COP |
2,390,000,000 |
9/16/26 |
(82,364
) |
|
USD |
650,746 |
COP |
2,350,000,000 |
9/16/26 |
(86,756
) |
|
USD |
789,698 |
COP |
2,813,103,000 |
9/16/26 |
(93,140
) |
|
USD |
1,157,114 |
COP |
4,045,849,000 |
9/16/26 |
(112,598
) |
|
USD |
1,090,096 |
COP |
3,902,000,000 |
9/16/26 |
(134,471
) |
|
USD |
1,062,516 |
COP |
3,837,000,000 |
9/16/26 |
(141,653
) |
|
USD |
1,769,462 |
COP |
6,198,424,000 |
9/16/26 |
(175,794
) |
|
USD |
1,525,873 |
COP |
5,587,138,000 |
9/16/26 |
(227,542
) |
|
USD |
1,778,851 |
COP |
6,457,140,625 |
9/16/26 |
(247,598
) |
|
USD |
2,181,310 |
COP |
7,808,000,000 |
9/16/26 |
(269,080
) |
|
USD |
2,126,139 |
COP |
7,678,000,000 |
9/16/26 |
(283,453
) |
|
USD |
2,587,869 |
COP |
9,437,000,000 |
9/16/26 |
(373,752
) |
|
USD |
2,786,541 |
COP |
10,109,569,000 |
9/16/26 |
(386,153
) |
|
USD |
2,904,723 |
COP |
10,544,000,000 |
9/16/26 |
(404,308
) |
|
USD |
7,451,269 |
COP |
26,194,936,000 |
9/16/26 |
(769,507
) |
|
USD |
5,812,559 |
COP |
21,099,300,000 |
9/16/26 |
(809,050
) |
|
USD |
10,546,008 |
COP |
38,492,930,000 |
9/16/26 |
(1,534,257
) |
|
USD |
15,132,560 |
COP |
54,167,000,000 |
9/16/26 |
(1,866,709
) |
|
USD |
14,750,058 |
COP |
53,266,000,000 |
9/16/26 |
(1,966,450
) |
|
USD |
40,322,234 |
COP |
146,367,692,089 |
9/16/26 |
(5,612,448
) |
|
USD |
78,899,316 |
EUR |
68,249,594 |
9/16/26 |
63,412 |
|
USD |
67,919,917 |
EUR |
58,752,180 |
9/16/26 |
54,588 |
|
USD |
32,661,390 |
EUR |
28,252,801 |
9/16/26 |
26,250 |
|
USD |
29,287,419 |
EUR |
25,334,243 |
9/16/26 |
23,539 |
|
USD |
26,039,546 |
EUR |
22,524,764 |
9/16/26 |
20,928 |
|
USD |
11,557,978 |
EUR |
9,997,898 |
9/16/26 |
9,289 |
|
USD |
8,785,910 |
EUR |
7,600,000 |
9/16/26 |
7,061 |
|
USD |
7,454,243 |
EUR |
6,448,079 |
9/16/26 |
5,991 |
|
USD |
6,529,291 |
EUR |
5,647,976 |
9/16/26 |
5,248 |
|
USD |
3,918,298 |
EUR |
3,389,412 |
9/16/26 |
3,149 |
|
USD |
3,129,538 |
EUR |
2,707,117 |
9/16/26 |
2,515 |
|
USD |
2,498,943 |
EUR |
2,161,639 |
9/16/26 |
2,008 |
|
USD |
268,233 |
EUR |
232,028 |
9/16/26 |
216 |
|
USD |
1,661,832 |
EUR |
1,452,652 |
9/16/26 |
(16,143
) |
|
USD |
5,905,817 |
IDR |
106,668,497,590 |
9/16/26 |
13,322 |
|
USD |
4,027,636 |
IDR |
72,692,789,650 |
9/16/26 |
12,000 |
|
USD |
6,988,833 |
IDR |
126,322,453,090 |
9/16/26 |
10,631 |
|
Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued) | |||||
|
Currency Purchased |
Currency Sold |
Settlement
Date |
Value/Unrealized
Appreciation
(Depreciation) | ||
|
USD |
5,251,925 |
IDR |
94,904,381,080 |
9/16/26 |
$9,294 |
|
USD |
17,752,366 |
IDR |
322,738,010,000 |
9/16/26 |
(76,064
) |
|
USD |
21,438,818 |
INR |
2,044,410,000 |
9/16/26 |
92,150 |
|
USD |
2,651,050 |
INR |
254,585,599 |
9/16/26 |
(7,201
) |
|
USD |
16,647,327 |
INR |
1,597,644,000 |
9/16/26 |
(34,442
) |
|
USD |
26,345,385 |
INR |
2,530,000,000 |
9/16/26 |
(71,562
) |
|
USD |
9,572,890 |
INR |
926,560,000 |
9/16/26 |
(101,769
) |
|
USD |
9,056,377 |
KRW |
13,849,310,000 |
9/16/26 |
(544,981
) |
|
USD |
16,668,272 |
PEN |
56,703,795 |
9/16/26 |
10,678 |
|
USD |
12,162,828 |
PEN |
41,376,723 |
9/16/26 |
7,791 |
|
USD |
5,737,970 |
PEN |
19,520,000 |
9/16/26 |
3,676 |
|
USD |
5,965,541 |
PEN |
20,324,000 |
9/16/26 |
(4,941
) |
|
USD |
3,120,314 |
PEN |
10,654,000 |
9/16/26 |
(9,459
) |
|
USD |
6,445,564 |
PEN |
22,000,000 |
9/16/26 |
(17,267
) |
|
USD |
3,539,764 |
PEN |
12,129,000 |
9/16/26 |
(23,313
) |
|
USD |
6,463,586 |
PEN |
22,099,000 |
9/16/26 |
(28,328
) |
|
USD |
4,223,177 |
PEN |
14,490,000 |
9/16/26 |
(33,479
) |
|
USD |
5,813,241 |
PEN |
19,915,000 |
9/16/26 |
(37,091
) |
|
USD |
13,124,543 |
PEN |
44,840,000 |
9/16/26 |
(47,883
) |
|
USD |
22,478,715 |
TWD |
723,410,000 |
9/16/26 |
49,439 |
|
IDR |
35,718,020,000 |
USD |
1,980,978 |
9/17/26 |
(8,053
) |
|
IDR |
45,199,679,280 |
USD |
2,505,914 |
9/17/26 |
(9,260
) |
|
IDR |
92,446,640,000 |
USD |
5,122,549 |
9/17/26 |
(16,156
) |
|
IDR |
81,941,340,000 |
USD |
4,542,707 |
9/17/26 |
(16,585
) |
|
IDR |
112,062,385,520 |
USD |
6,213,606 |
9/17/26 |
(23,715
) |
|
IDR |
361,533,923,581 |
USD |
20,046,239 |
9/17/26 |
(76,509
) |
|
IDR |
413,956,836,343 |
USD |
22,952,971 |
9/17/26 |
(87,603
) |
|
IDR |
143,377,256,061 |
USD |
8,417,419 |
9/17/26 |
(497,816
) |
|
IDR |
1,263,386,042,253 |
USD |
74,246,947 |
9/17/26 |
(4,462,408
) |
|
USD |
26,801,751 |
IDR |
456,058,591,580 |
9/17/26 |
1,610,845 |
|
USD |
24,895,510 |
IDR |
423,622,000,000 |
9/17/26 |
1,496,276 |
|
USD |
14,073,795 |
IDR |
239,479,700,000 |
9/17/26 |
845,867 |
|
USD |
13,072,814 |
IDR |
222,447,000,000 |
9/17/26 |
785,705 |
|
USD |
8,765,485 |
IDR |
149,074,600,000 |
9/17/26 |
531,183 |
|
USD |
8,011,518 |
IDR |
136,299,160,060 |
9/17/26 |
482,882 |
|
USD |
8,271,447 |
IDR |
143,377,256,061 |
9/17/26 |
351,844 |
|
USD |
1,274,709 |
IDR |
21,690,444,608 |
9/17/26 |
76,613 |
|
USD |
1,184,003 |
IDR |
20,147,000,000 |
9/17/26 |
71,161 |
|
USD |
3,077,401 |
IDR |
54,893,148,140 |
9/17/26 |
45,317 |
|
USD |
3,853,201 |
IDR |
69,247,421,100 |
9/17/26 |
28,243 |
|
USD |
1,632,922 |
IDR |
29,136,220,234 |
9/17/26 |
23,550 |
|
USD |
3,843,198 |
IDR |
69,175,646,600 |
9/17/26 |
22,204 |
|
USD |
811,374 |
IDR |
14,539,986,101 |
9/17/26 |
8,241 |
|
USD |
752,768 |
IDR |
13,493,031,045 |
9/17/26 |
7,465 |
|
Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued) | |||||
|
Currency Purchased |
Currency Sold |
Settlement
Date |
Value/Unrealized
Appreciation
(Depreciation) | ||
|
USD |
1,229,278 |
IDR |
22,352,085,000 |
9/17/26 |
$(5,364
) |
|
USD |
1,231,708 |
IDR |
22,420,440,000 |
9/17/26 |
(6,710
) |
|
USD |
2,267,737 |
IDR |
41,286,415,000 |
9/17/26 |
(12,764
) |
|
USD |
2,784,861 |
IDR |
50,651,060,000 |
9/17/26 |
(12,906
) |
|
BRL |
527,297,018 |
USD |
101,471,239 |
10/2/26 |
1,146,353 |
|
BRL |
210,000,000 |
USD |
40,409,872 |
10/2/26 |
458,355 |
|
BRL |
16,460,000 |
USD |
3,167,506 |
10/2/26 |
35,784 |
|
BRL |
6,000,000 |
USD |
1,154,568 |
10/2/26 |
13,096 |
|
USD |
10,236,665 |
BRL |
53,195,005 |
10/2/26 |
(115,647
) |
|
USD |
34,985,934 |
BRL |
181,805,000 |
10/2/26 |
(395,247
) |
|
TWD |
25,790,000 |
USD |
808,236 |
10/8/26 |
(8,715
) |
|
TWD |
25,806,000 |
USD |
809,726 |
10/8/26 |
(9,709
) |
|
TWD |
34,784,000 |
USD |
1,089,724 |
10/8/26 |
(11,378
) |
|
TWD |
40,830,000 |
USD |
1,281,343 |
10/8/26 |
(15,563
) |
|
TWD |
38,000,000 |
USD |
1,203,745 |
10/8/26 |
(25,699
) |
|
TWD |
39,810,000 |
USD |
1,262,699 |
10/8/26 |
(28,541
) |
|
TWD |
54,680,000 |
USD |
1,733,122 |
10/8/26 |
(37,976
) |
|
TWD |
67,270,000 |
USD |
2,132,861 |
10/8/26 |
(47,409
) |
|
TWD |
44,752,600 |
USD |
1,398,519 |
10/13/26 |
(11,191
) |
|
TWD |
89,506,600 |
USD |
2,797,431 |
10/13/26 |
(22,732
) |
|
TWD |
134,259,200 |
USD |
4,186,703 |
10/13/26 |
(24,677
) |
|
TWD |
152,579,190 |
USD |
4,759,577 |
10/13/26 |
(29,632
) |
|
TWD |
119,913,100 |
USD |
3,749,042 |
10/13/26 |
(31,744
) |
|
TWD |
160,514,800 |
USD |
5,010,967 |
10/13/26 |
(35,019
) |
|
TWD |
236,174,510 |
USD |
7,382,299 |
10/13/26 |
(60,905
) |
|
TWD |
63,683,338 |
USD |
2,017,984 |
10/22/26 |
(43,951
) |
|
TWD |
117,046,662 |
USD |
3,706,471 |
10/22/26 |
(78,303
) |
|
USD |
4,358,279 |
CLP |
4,073,901,675 |
10/28/26 |
(26,826
) |
|
CLP |
3,234,395,744 |
USD |
3,462,703 |
10/30/26 |
18,854 |
|
USD |
22,624,847 |
BRL |
124,000,000 |
4/2/27 |
(621,427
) |
|
|
|
|
|
|
$(2,539,932
) |
|
Forward Foreign Currency Exchange Contracts (OTC) | |||||||
|
Currency Purchased |
Currency Sold |
Counterparty |
Settlement
Date |
Unrealized
Appreciation |
Unrealized
(Depreciation) | ||
|
KZT |
2,640,919,385 |
USD |
5,573,794 |
Citibank, N.A. |
8/3/26 |
$ — |
$(5,700
) |
|
KZT |
2,311,708,615 |
USD |
4,878,978 |
Deutsche Bank AG |
8/3/26 |
— |
(4,989
) |
|
KZT |
4,952,628,000 |
USD |
9,340,766 |
ICBC Standard Bank plc |
8/3/26 |
1,101,318 |
— |
|
TRY |
522,629,468 |
USD |
10,976,843 |
Standard Chartered Bank |
8/3/26 |
21,541 |
— |
|
USD |
5,554,685 |
KZT |
2,640,919,385 |
Citibank, N.A. |
8/3/26 |
— |
(13,410
) |
|
USD |
4,583,995 |
KZT |
2,311,708,615 |
Deutsche Bank AG |
8/3/26 |
— |
(289,994
) |
|
Forward Foreign Currency Exchange Contracts (OTC) (continued) | |||||||
|
Currency Purchased |
Currency Sold |
Counterparty |
Settlement
Date |
Unrealized
Appreciation |
Unrealized
(Depreciation) | ||
|
USD |
11,018,876 |
TRY |
522,629,468 |
Standard Chartered Bank |
8/3/26 |
$20,492 |
$ — |
|
USD |
11,278,693 |
ZAR |
185,856,226 |
Citibank, N.A. |
8/3/26 |
29,167 |
— |
|
TRY |
1,070,599,253 |
USD |
22,489,162 |
Standard Chartered Bank |
8/4/26 |
23,414 |
— |
|
KZT |
1,926,000,000 |
USD |
3,678,380 |
Deutsche Bank AG |
8/6/26 |
379,339 |
— |
|
EUR |
257,042 |
USD |
293,604 |
Barclays Bank PLC |
8/7/26 |
2,839 |
— |
|
EUR |
25,080,000 |
USD |
28,593,683 |
BNP Paribas |
8/7/26 |
330,722 |
— |
|
EUR |
428,642 |
USD |
489,370 |
BNP Paribas |
8/7/26 |
4,976 |
— |
|
EUR |
4,927,049 |
USD |
5,623,167 |
Societe Generale |
8/7/26 |
59,128 |
— |
|
EUR |
105,096 |
USD |
119,944 |
Societe Generale |
8/7/26 |
1,261 |
— |
|
KZT |
514,915,000 |
USD |
894,913 |
Deutsche Bank AG |
8/7/26 |
189,510 |
— |
|
TRY |
382,995,673 |
USD |
8,034,397 |
Standard Chartered Bank |
8/7/26 |
560 |
— |
|
USD |
1,355,964 |
KZT |
643,947,057 |
Deutsche Bank AG |
8/7/26 |
— |
(204
) |
|
USD |
72,382 |
KZT |
35,895,822 |
Goldman Sachs International |
8/7/26 |
— |
(3,215
) |
|
KZT |
2,640,919,385 |
USD |
5,542,328 |
Citibank, N.A. |
8/10/26 |
13,263 |
— |
|
KZT |
514,945,000 |
USD |
894,492 |
Deutsche Bank AG |
8/10/26 |
188,776 |
— |
|
KZT |
79,186,976 |
USD |
169,049 |
Deutsche Bank AG |
8/10/26 |
— |
(2,466
) |
|
TRY |
522,629,468 |
USD |
10,960,039 |
Standard Chartered Bank |
8/10/26 |
— |
(21,048
) |
|
USD |
2,319,768 |
KZT |
1,152,112,715 |
Deutsche Bank AG |
8/10/26 |
— |
(103,883
) |
|
USD |
2,249,841 |
KZT |
1,121,982,073 |
Deutsche Bank AG |
8/10/26 |
— |
(110,426
) |
|
USD |
4,129,789 |
KZT |
2,051,059,710 |
Deutsche Bank AG |
8/10/26 |
— |
(184,939
) |
|
VND |
16,348,886,000 |
USD |
611,402 |
Citibank, N.A. |
8/12/26 |
9,903 |
— |
|
USD |
764,929 |
UYU |
30,832,000 |
Citibank, N.A. |
8/21/26 |
— |
(758
) |
|
GHS |
1,613,000 |
USD |
144,665 |
Standard Chartered Bank |
8/24/26 |
— |
(7,116
) |
|
VND |
11,493,930,700 |
USD |
429,519 |
Goldman Sachs International |
8/26/26 |
6,888 |
— |
|
USD |
2,686,328 |
KZT |
1,291,720,913 |
Deutsche Bank AG |
8/27/26 |
— |
(13,832
) |
|
USD |
2,686,328 |
KZT |
1,292,123,862 |
Deutsche Bank AG |
8/27/26 |
— |
(14,674
) |
|
USD |
2,590,566 |
KZT |
1,247,357,439 |
Deutsche Bank AG |
8/31/26 |
— |
(12,986
) |
|
USD |
5,181,132 |
KZT |
2,494,714,878 |
Deutsche Bank AG |
8/31/26 |
— |
(25,972
) |
|
GHS |
1,645,129 |
USD |
144,691 |
Standard Chartered Bank |
9/1/26 |
— |
(4,600
) |
|
EUR |
10,648,464 |
PLN |
46,443,277 |
Barclays Bank PLC |
9/2/26 |
— |
(138,275
) |
|
PLN |
46,443,277 |
EUR |
10,933,876 |
Barclays Bank PLC |
9/2/26 |
— |
(191,226
) |
|
EUR |
10,918,643 |
PLN |
47,738,492 |
Barclays Bank PLC |
9/4/26 |
— |
(171,996
) |
|
KZT |
1,097,017,077 |
USD |
2,054,724 |
Bank of America, N.A. |
9/4/26 |
231,633 |
— |
|
KZT |
1,095,681,507 |
USD |
2,054,724 |
Bank of America, N.A. |
9/4/26 |
228,850 |
— |
|
PLN |
47,738,492 |
EUR |
11,236,288 |
Barclays Bank PLC |
9/4/26 |
— |
(194,745
) |
|
USD |
665,330 |
KZT |
317,628,640 |
Deutsche Bank AG |
9/4/26 |
3,342 |
— |
|
USD |
1,556,999 |
KZT |
794,303,080 |
Deutsche Bank AG |
9/4/26 |
— |
(98,454
) |
|
EUR |
21,835,109 |
PLN |
95,091,901 |
Barclays Bank PLC |
9/8/26 |
— |
(239,517
) |
|
KZT |
1,091,736,437 |
USD |
2,048,670 |
Bank of America, N.A. |
9/8/26 |
223,507 |
— |
|
PLN |
95,091,901 |
EUR |
22,377,987 |
Barclays Bank PLC |
9/8/26 |
— |
(387,370
) |
|
USD |
245,087 |
UYU |
9,976,000 |
HSBC Bank USA, N.A. |
9/8/26 |
— |
(2,320
) |
|
EUR |
16,022,181 |
PLN |
69,760,576 |
Barclays Bank PLC |
9/9/26 |
— |
(170,746
) |
|
PLN |
69,760,576 |
EUR |
16,418,116 |
Barclays Bank PLC |
9/9/26 |
— |
(286,477
) |
|
KZT |
1,725,761,095 |
USD |
3,288,730 |
Deutsche Bank AG |
9/14/26 |
295,511 |
— |
|
Forward Foreign Currency Exchange Contracts (OTC) (continued) | |||||||
|
Currency Purchased |
Currency Sold |
Counterparty |
Settlement
Date |
Unrealized
Appreciation |
Unrealized
(Depreciation) | ||
|
KZT |
1,470,018,955 |
USD |
2,811,819 |
Deutsche Bank AG |
9/14/26 |
$241,270 |
$ — |
|
USD |
389,688 |
KZT |
194,980,490 |
Citibank, N.A. |
9/14/26 |
— |
(15,268
) |
|
USD |
992,843 |
KZT |
496,521,000 |
Citibank, N.A. |
9/14/26 |
— |
(38,383
) |
|
USD |
2,570,979 |
KZT |
1,248,981,673 |
Deutsche Bank AG |
9/14/26 |
— |
(23,036
) |
|
USD |
2,570,979 |
KZT |
1,249,752,967 |
Deutsche Bank AG |
9/14/26 |
— |
(24,638
) |
|
USD |
2,570,979 |
KZT |
1,250,010,065 |
Deutsche Bank AG |
9/14/26 |
— |
(25,172
) |
|
USD |
2,570,979 |
KZT |
1,250,524,261 |
Deutsche Bank AG |
9/14/26 |
— |
(26,240
) |
|
EGP |
31,467,000 |
USD |
611,366 |
Goldman Sachs International |
9/15/26 |
— |
(7,156
) |
|
USD |
524,887 |
EGP |
31,467,000 |
Deutsche Bank AG |
9/15/26 |
— |
(79,323
) |
|
USD |
26,619,365 |
MYR |
107,300,000 |
Barclays Bank PLC |
9/15/26 |
329,595 |
— |
|
USD |
1,865,092 |
MYR |
7,518,000 |
Barclays Bank PLC |
9/15/26 |
23,093 |
— |
|
USD |
18,408,589 |
MYR |
74,240,000 |
Goldman Sachs International |
9/15/26 |
218,911 |
— |
|
CNH |
5,648,783 |
USD |
840,053 |
Citibank, N.A. |
9/16/26 |
— |
(1,007
) |
|
CNH |
186,740,831 |
USD |
27,770,982 |
Citibank, N.A. |
9/16/26 |
— |
(33,280
) |
|
CNH |
336,565,326 |
USD |
50,051,987 |
Citibank, N.A. |
9/16/26 |
— |
(59,980
) |
|
CNH |
351,897,303 |
USD |
52,263,740 |
Goldman Sachs International |
9/16/26 |
5,614 |
— |
|
CNH |
195,247,736 |
USD |
28,998,168 |
Goldman Sachs International |
9/16/26 |
3,115 |
— |
|
CNH |
5,906,117 |
USD |
877,176 |
Goldman Sachs International |
9/16/26 |
94 |
— |
|
CNH |
503,174,160 |
USD |
74,729,761 |
JPMorgan Chase Bank, N.A. |
9/16/26 |
9,626 |
— |
|
CNH |
279,182,700 |
USD |
41,463,290 |
JPMorgan Chase Bank, N.A. |
9/16/26 |
5,341 |
— |
|
CNH |
8,445,100 |
USD |
1,254,238 |
JPMorgan Chase Bank, N.A. |
9/16/26 |
162 |
— |
|
CZK |
1,958,310,597 |
EUR |
80,554,305 |
BNP Paribas |
9/16/26 |
226,262 |
— |
|
CZK |
91,000,000 |
EUR |
3,743,248 |
BNP Paribas |
9/16/26 |
10,514 |
— |
|
CZK |
47,830,000 |
EUR |
1,973,373 |
JPMorgan Chase Bank, N.A. |
9/16/26 |
— |
(1,296
) |
|
EUR |
3,845,190 |
CZK |
93,478,254 |
BNP Paribas |
9/16/26 |
— |
(10,800
) |
|
EUR |
6,761,129 |
CZK |
164,366,029 |
BNP Paribas |
9/16/26 |
— |
(18,991
) |
|
EUR |
10,884,213 |
CZK |
264,600,000 |
BNP Paribas |
9/16/26 |
— |
(30,572
) |
|
EUR |
8,569,188 |
CZK |
207,610,000 |
Citibank, N.A. |
9/16/26 |
9,783 |
— |
|
EUR |
5,117,000 |
HUF |
1,826,770,000 |
HSBC Bank USA, N.A. |
9/16/26 |
147,985 |
— |
|
EUR |
23,217,953 |
HUF |
8,259,007,658 |
JPMorgan Chase Bank, N.A. |
9/16/26 |
765,494 |
— |
|
EUR |
26,029,870 |
HUF |
9,290,711,400 |
Societe Generale |
9/16/26 |
758,964 |
— |
|
EUR |
5,462,492 |
HUF |
1,949,700,000 |
Societe Generale |
9/16/26 |
159,272 |
— |
|
EUR |
17,110,169 |
HUF |
6,095,542,342 |
UBS AG |
9/16/26 |
535,182 |
— |
|
EUR |
15,730,628 |
PLN |
68,305,062 |
Barclays Bank PLC |
9/16/26 |
— |
(112,891
) |
|
EUR |
16,276,090 |
PLN |
69,390,000 |
BNP Paribas |
9/16/26 |
226,768 |
— |
|
EUR |
7,474,601 |
PLN |
32,455,007 |
JPMorgan Chase Bank, N.A. |
9/16/26 |
— |
(53,379
) |
|
EUR |
4,306,224 |
PLN |
18,712,870 |
Societe Generale |
9/16/26 |
— |
(34,788
) |
|
EUR |
6,028,714 |
PLN |
26,207,061 |
Societe Generale |
9/16/26 |
— |
(51,124
) |
|
EUR |
19,589,580 |
PLN |
83,482,562 |
Standard Chartered Bank |
9/16/26 |
281,999 |
— |
|
EUR |
18,983,570 |
PLN |
80,900,000 |
Standard Chartered Bank |
9/16/26 |
273,275 |
— |
|
EUR |
6,290,020 |
PLN |
26,805,424 |
Standard Chartered Bank |
9/16/26 |
90,547 |
— |
|
EUR |
7,291,686 |
RON |
38,600,000 |
BNP Paribas |
9/16/26 |
— |
(38,064
) |
|
EUR |
40,996,960 |
RON |
217,025,606 |
BNP Paribas |
9/16/26 |
— |
(214,009
) |
|
EUR |
6,084,282 |
RON |
32,310,000 |
Deutsche Bank AG |
9/16/26 |
— |
(54,038
) |
|
Forward Foreign Currency Exchange Contracts (OTC) (continued) | |||||||
|
Currency Purchased |
Currency Sold |
Counterparty |
Settlement
Date |
Unrealized
Appreciation |
Unrealized
(Depreciation) | ||
|
HUF |
4,212,462,901 |
EUR |
11,764,356 |
Barclays Bank PLC |
9/16/26 |
$ — |
$(300,525
) |
|
HUF |
452,746,579 |
EUR |
1,268,463 |
JPMorgan Chase Bank, N.A. |
9/16/26 |
— |
(36,983
) |
|
HUF |
32,319,129,044 |
EUR |
90,548,796 |
Societe Generale |
9/16/26 |
— |
(2,640,169
) |
|
JPY |
889,781 |
USD |
5,598 |
Goldman Sachs International |
9/16/26 |
14 |
— |
|
KZT |
1,718,525,888 |
USD |
3,288,730 |
Deutsche Bank AG |
9/16/26 |
278,001 |
— |
|
KZT |
857,865,234 |
USD |
1,644,365 |
Deutsche Bank AG |
9/16/26 |
136,100 |
— |
|
PLN |
12,640,000 |
EUR |
2,933,809 |
Goldman Sachs International |
9/16/26 |
— |
(5,472
) |
|
PLN |
13,110,000 |
EUR |
3,050,266 |
Goldman Sachs International |
9/16/26 |
— |
(14,185
) |
|
PLN |
6,500,000 |
EUR |
1,525,256 |
Standard Chartered Bank |
9/16/26 |
— |
(21,957
) |
|
PLN |
16,122,277 |
EUR |
3,783,169 |
Standard Chartered Bank |
9/16/26 |
— |
(54,460
) |
|
PLN |
88,138,374 |
EUR |
20,682,088 |
Standard Chartered Bank |
9/16/26 |
— |
(297,726
) |
|
PLN |
468,054,795 |
EUR |
109,831,282 |
Standard Chartered Bank |
9/16/26 |
— |
(1,581,062
) |
|
RON |
181,401,061 |
EUR |
34,267,348 |
BNP Paribas |
9/16/26 |
178,880 |
— |
|
RON |
5,000,000 |
EUR |
944,519 |
BNP Paribas |
9/16/26 |
4,931 |
— |
|
RON |
57,650,000 |
EUR |
10,913,695 |
Deutsche Bank AG |
9/16/26 |
29,829 |
— |
|
RON |
8,910,000 |
EUR |
1,691,289 |
Standard Chartered Bank |
9/16/26 |
— |
(636
) |
|
THB |
114,510,000 |
USD |
3,438,374 |
Standard Chartered Bank |
9/16/26 |
2,486 |
— |
|
THB |
348,036,230 |
USD |
10,649,921 |
Standard Chartered Bank |
9/16/26 |
— |
(191,935
) |
|
THB |
646,152,250 |
USD |
19,758,957 |
Standard Chartered Bank |
9/16/26 |
— |
(343,014
) |
|
THB |
472,631,662 |
USD |
14,565,531 |
Standard Chartered Bank |
9/16/26 |
— |
(363,631
) |
|
THB |
1,152,501,978 |
USD |
35,128,005 |
Standard Chartered Bank |
9/16/26 |
— |
(496,983
) |
|
THB |
1,309,661,100 |
USD |
39,962,685 |
Standard Chartered Bank |
9/16/26 |
— |
(609,258
) |
|
USD |
14,402,548 |
CNH |
96,847,271 |
Citibank, N.A. |
9/16/26 |
17,259 |
— |
|
USD |
8,661,470 |
CNH |
58,242,450 |
Citibank, N.A. |
9/16/26 |
10,380 |
— |
|
USD |
8,004,210 |
CNH |
53,822,832 |
Citibank, N.A. |
9/16/26 |
9,592 |
— |
|
USD |
6,472,757 |
CNH |
43,524,856 |
Citibank, N.A. |
9/16/26 |
7,757 |
— |
|
USD |
2,079,392 |
CNH |
13,982,485 |
Citibank, N.A. |
9/16/26 |
2,492 |
— |
|
USD |
19,291,103 |
CNH |
129,840,000 |
Goldman Sachs International |
9/16/26 |
5,212 |
— |
|
USD |
2,171,285 |
CNH |
14,619,495 |
Goldman Sachs International |
9/16/26 |
— |
(233
) |
|
USD |
6,758,782 |
CNH |
45,507,594 |
Goldman Sachs International |
9/16/26 |
— |
(726
) |
|
USD |
8,357,906 |
CNH |
56,274,668 |
Goldman Sachs International |
9/16/26 |
— |
(898
) |
|
USD |
9,044,219 |
CNH |
60,895,684 |
Goldman Sachs International |
9/16/26 |
— |
(972
) |
|
USD |
15,038,982 |
CNH |
101,259,059 |
Goldman Sachs International |
9/16/26 |
— |
(1,615
) |
|
USD |
3,104,637 |
CNH |
20,904,300 |
JPMorgan Chase Bank, N.A. |
9/16/26 |
— |
(400
) |
|
USD |
9,664,100 |
CNH |
65,070,800 |
JPMorgan Chase Bank, N.A. |
9/16/26 |
— |
(1,245
) |
|
USD |
11,950,618 |
CNH |
80,466,500 |
JPMorgan Chase Bank, N.A. |
9/16/26 |
— |
(1,539
) |
|
USD |
12,931,957 |
CNH |
87,074,100 |
JPMorgan Chase Bank, N.A. |
9/16/26 |
— |
(1,666
) |
|
USD |
21,503,610 |
CNH |
144,789,185 |
JPMorgan Chase Bank, N.A. |
9/16/26 |
— |
(2,770
) |
|
USD |
2,861,530 |
KZT |
1,383,549,862 |
Bank of America, N.A. |
9/16/26 |
— |
(9,972
) |
|
USD |
2,906,237 |
KZT |
1,408,362,634 |
Bank of America, N.A. |
9/16/26 |
— |
(16,763
) |
|
USD |
2,918,469 |
KZT |
1,405,564,000 |
Deutsche Bank AG |
9/16/26 |
1,278 |
— |
|
USD |
15,405,708 |
THB |
501,600,000 |
Standard Chartered Bank |
9/16/26 |
333,351 |
— |
|
USD |
10,865,950 |
THB |
356,100,000 |
Standard Chartered Bank |
9/16/26 |
165,659 |
— |
|
USD |
10,853,675 |
THB |
356,100,000 |
Standard Chartered Bank |
9/16/26 |
153,384 |
— |
|
Forward Foreign Currency Exchange Contracts (OTC) (continued) | |||||||
|
Currency Purchased |
Currency Sold |
Counterparty |
Settlement
Date |
Unrealized
Appreciation |
Unrealized
(Depreciation) | ||
|
USD |
2,593,810 |
THB |
85,004,610 |
Standard Chartered Bank |
9/16/26 |
$39,544 |
$ — |
|
USD |
2,590,880 |
THB |
85,004,603 |
Standard Chartered Bank |
9/16/26 |
36,614 |
— |
|
USD |
1,076,831 |
THB |
35,290,000 |
Standard Chartered Bank |
9/16/26 |
16,417 |
— |
|
USD |
1,075,614 |
THB |
35,290,000 |
Standard Chartered Bank |
9/16/26 |
15,201 |
— |
|
USD |
1,014,852 |
UYU |
41,000,000 |
Citibank, N.A. |
9/16/26 |
— |
(1,339
) |
|
USD |
15,659,037 |
ZAR |
258,883,023 |
Bank of America, N.A. |
9/16/26 |
41,832 |
— |
|
USD |
9,812,852 |
ZAR |
166,253,258 |
Bank of America, N.A. |
9/16/26 |
— |
(216,432
) |
|
USD |
3,555,975 |
ZAR |
58,677,214 |
Barclays Bank PLC |
9/16/26 |
16,252 |
— |
|
USD |
2,134,639 |
ZAR |
35,969,797 |
Barclays Bank PLC |
9/16/26 |
— |
(35,251
) |
|
USD |
11,174,358 |
ZAR |
185,856,226 |
BNP Paribas |
9/16/26 |
— |
(37,481
) |
|
USD |
20,297,810 |
ZAR |
336,600,000 |
Deutsche Bank AG |
9/16/26 |
— |
(7,697
) |
|
USD |
34,914,040 |
ZAR |
578,981,964 |
Deutsche Bank AG |
9/16/26 |
— |
(13,240
) |
|
USD |
113,369,239 |
ZAR |
1,880,010,021 |
Deutsche Bank AG |
9/16/26 |
— |
(42,992
) |
|
USD |
14,782,064 |
ZAR |
242,340,000 |
Goldman Sachs International |
9/16/26 |
162,823 |
— |
|
USD |
7,433,247 |
ZAR |
123,141,392 |
HSBC Bank USA, N.A. |
9/16/26 |
4,701 |
— |
|
USD |
7,428,762 |
ZAR |
123,141,392 |
HSBC Bank USA, N.A. |
9/16/26 |
217 |
— |
|
USD |
41,432,164 |
ZAR |
687,218,732 |
HSBC Bank USA, N.A. |
9/16/26 |
— |
(24,535
) |
|
USD |
3,401,022 |
ZAR |
57,598,000 |
HSBC Bank USA, N.A. |
9/16/26 |
— |
(73,597
) |
|
USD |
6,720,671 |
ZAR |
111,236,499 |
UBS AG |
9/16/26 |
10,292 |
— |
|
UYU |
100,100,000 |
USD |
2,443,549 |
HSBC Bank USA, N.A. |
9/16/26 |
37,442 |
— |
|
VND |
16,489,097,930 |
USD |
618,612 |
JPMorgan Chase Bank, N.A. |
9/16/26 |
6,583 |
— |
|
ZAR |
2,092,514,735 |
USD |
126,183,798 |
Deutsche Bank AG |
9/16/26 |
47,852 |
— |
|
ZAR |
43,713,348 |
USD |
2,636,023 |
Deutsche Bank AG |
9/16/26 |
1,000 |
— |
|
ZAR |
191,299,607 |
USD |
11,654,188 |
Standard Chartered Bank |
9/16/26 |
— |
(113,975
) |
|
MXN |
2,921,772,495 |
USD |
166,406,908 |
Goldman Sachs International |
9/17/26 |
1,669,437 |
— |
|
MXN |
46,216,002 |
USD |
2,632,191 |
Goldman Sachs International |
9/17/26 |
26,407 |
— |
|
MXN |
44,180,000 |
USD |
2,551,944 |
HSBC Bank USA, N.A. |
9/17/26 |
— |
(10,468
) |
|
MXN |
34,030,000 |
USD |
1,933,970 |
UBS AG |
9/17/26 |
23,622 |
— |
|
MXN |
70,000,000 |
USD |
4,040,637 |
UBS AG |
9/17/26 |
— |
(13,854
) |
|
MYR |
4,580,000 |
USD |
1,139,871 |
Barclays Bank PLC |
9/17/26 |
— |
(17,663
) |
|
MYR |
19,000,000 |
USD |
4,705,183 |
Barclays Bank PLC |
9/17/26 |
— |
(49,737
) |
|
MYR |
18,000,000 |
USD |
4,484,193 |
Barclays Bank PLC |
9/17/26 |
— |
(73,771
) |
|
MYR |
67,000,000 |
USD |
16,591,962 |
Barclays Bank PLC |
9/17/26 |
— |
(175,390
) |
|
MYR |
75,583,045 |
USD |
18,736,037 |
Barclays Bank PLC |
9/17/26 |
— |
(216,418
) |
|
MYR |
61,000,000 |
USD |
15,196,433 |
Barclays Bank PLC |
9/17/26 |
— |
(250,002
) |
|
MYR |
71,000,000 |
USD |
17,688,973 |
Barclays Bank PLC |
9/17/26 |
— |
(292,308
) |
|
MYR |
268,895,250 |
USD |
66,655,574 |
Barclays Bank PLC |
9/17/26 |
— |
(769,931
) |
|
MYR |
247,000,000 |
USD |
61,537,695 |
Barclays Bank PLC |
9/17/26 |
— |
(1,016,902
) |
|
USD |
20,934,410 |
MXN |
364,940,000 |
Citibank, N.A. |
9/17/26 |
— |
(58,936
) |
|
USD |
373,396 |
MXN |
6,556,095 |
Goldman Sachs International |
9/17/26 |
— |
(3,746
) |
|
USD |
27,184,190 |
MXN |
477,300,000 |
Goldman Sachs International |
9/17/26 |
— |
(272,719
) |
|
USD |
154,994,740 |
MXN |
2,721,397,641 |
Goldman Sachs International |
9/17/26 |
— |
(1,554,947
) |
|
USD |
3,455,764 |
MXN |
60,980,000 |
Standard Chartered Bank |
9/17/26 |
— |
(52,140
) |
|
USD |
4,624,788 |
MYR |
18,840,000 |
Barclays Bank PLC |
9/17/26 |
8,546 |
— |
|
Forward Foreign Currency Exchange Contracts (OTC) (continued) | |||||||
|
Currency Purchased |
Currency Sold |
Counterparty |
Settlement
Date |
Unrealized
Appreciation |
Unrealized
(Depreciation) | ||
|
USD |
6,700,488 |
MYR |
27,340,000 |
Goldman Sachs International |
9/17/26 |
$1,546 |
$ — |
|
USD |
1,030,208 |
UYU |
41,538,000 |
Bank of America, N.A. |
9/23/26 |
1,231 |
— |
|
MNT |
1,284,122,600 |
USD |
335,280 |
JPMorgan Chase Bank, N.A. |
9/28/26 |
17,330 |
— |
|
USD |
54,253 |
UYU |
2,194,000 |
Deutsche Bank AG |
9/28/26 |
— |
(76
) |
|
MNT |
1,323,083,000 |
USD |
344,822 |
JPMorgan Chase Bank, N.A. |
10/5/26 |
18,036 |
— |
|
USD |
1,174,837 |
UZS |
14,318,913,000 |
Deutsche Bank AG |
10/5/26 |
— |
(12,755
) |
|
UZS |
14,318,913,000 |
USD |
889,374 |
Deutsche Bank AG |
10/5/26 |
298,219 |
— |
|
USD |
646,966 |
UZS |
7,887,808,991 |
Deutsche Bank AG |
10/7/26 |
— |
(7,060
) |
|
UZS |
7,887,808,991 |
USD |
489,926 |
Deutsche Bank AG |
10/7/26 |
164,099 |
— |
|
VND |
8,140,479,280 |
USD |
305,953 |
Citibank, N.A. |
10/9/26 |
2,187 |
— |
|
VND |
34,076,204,217 |
USD |
1,281,301 |
Goldman Sachs International |
10/13/26 |
8,087 |
— |
|
RUB |
118,401,000 |
USD |
1,477,980 |
Deutsche Bank AG |
10/14/26 |
— |
(25,376
) |
|
KZT |
1,660,336,000 |
USD |
2,718,520 |
Deutsche Bank AG |
10/15/26 |
693,912 |
— |
|
USD |
5,361,582 |
KZT |
2,601,171,591 |
Deutsche Bank AG |
10/15/26 |
15,482 |
— |
|
USD |
1,093,902 |
KZT |
534,917,939 |
Deutsche Bank AG |
10/15/26 |
— |
(5,497
) |
|
USD |
2,570,979 |
KZT |
1,254,894,926 |
Deutsche Bank AG |
10/15/26 |
— |
(8,164
) |
|
USD |
2,570,979 |
KZT |
1,256,951,709 |
Deutsche Bank AG |
10/15/26 |
— |
(12,391
) |
|
USD |
2,570,979 |
KZT |
1,257,208,807 |
Deutsche Bank AG |
10/15/26 |
— |
(12,919
) |
|
USD |
3,047,035 |
KZT |
1,490,000,000 |
Deutsche Bank AG |
10/15/26 |
— |
(15,312
) |
|
VND |
20,885,415,291 |
USD |
784,724 |
JPMorgan Chase Bank, N.A. |
10/16/26 |
5,322 |
— |
|
UGX |
1,121,932,248 |
USD |
295,790 |
Standard Chartered Bank |
10/20/26 |
430 |
— |
|
UGX |
1,094,598,259 |
USD |
294,012 |
Standard Chartered Bank |
10/20/26 |
— |
(5,009
) |
|
USD |
450,384 |
UGX |
1,661,917,000 |
Standard Chartered Bank |
10/20/26 |
11,593 |
— |
|
USD |
145,803 |
UGX |
554,613,507 |
Standard Chartered Bank |
10/20/26 |
— |
(630
) |
|
UGX |
1,405,145,372 |
USD |
370,360 |
Standard Chartered Bank |
10/21/26 |
579 |
— |
|
UGX |
2,543,759,518 |
USD |
674,117 |
Standard Chartered Bank |
10/21/26 |
— |
(2,600
) |
|
USD |
450,384 |
UGX |
1,675,429,000 |
Standard Chartered Bank |
10/21/26 |
8,094 |
— |
|
USD |
602,480 |
UGX |
2,273,475,890 |
Standard Chartered Bank |
10/21/26 |
2,314 |
— |
|
VND |
23,305,986,582 |
USD |
879,139 |
Standard Chartered Bank |
10/22/26 |
1,970 |
— |
|
GHS |
4,159,848 |
USD |
361,729 |
Standard Chartered Bank |
10/23/26 |
— |
(10,695
) |
|
KZT |
1,644,105,000 |
USD |
2,697,465 |
Deutsche Bank AG |
10/23/26 |
673,018 |
— |
|
UGX |
1,673,177,000 |
USD |
441,006 |
Standard Chartered Bank |
10/23/26 |
553 |
— |
|
USD |
450,384 |
UGX |
1,673,177,000 |
Standard Chartered Bank |
10/23/26 |
8,825 |
— |
|
KZT |
2,513,643,000 |
USD |
4,154,095 |
Deutsche Bank AG |
10/27/26 |
992,436 |
— |
|
USD |
4,267,558 |
KZT |
2,059,523,241 |
Deutsche Bank AG |
10/27/26 |
50,809 |
— |
|
USD |
2,133,779 |
KZT |
1,031,895,399 |
Deutsche Bank AG |
10/27/26 |
21,036 |
— |
|
USD |
2,133,779 |
KZT |
1,034,029,178 |
Deutsche Bank AG |
10/27/26 |
16,667 |
— |
|
KZT |
1,478,011,000 |
USD |
2,705,741 |
Bank of America, N.A. |
11/2/26 |
314,645 |
— |
|
KZT |
528,673,641 |
USD |
894,492 |
Deutsche Bank AG |
11/3/26 |
185,535 |
— |
|
UGX |
298,593,000 |
USD |
78,598 |
Standard Chartered Bank |
11/3/26 |
68 |
— |
|
UGX |
3,056,768,000 |
USD |
829,516 |
Standard Chartered Bank |
11/3/26 |
— |
(24,194
) |
|
USD |
900,768 |
UGX |
3,355,361,000 |
Standard Chartered Bank |
11/3/26 |
16,779 |
— |
|
UGX |
838,840,000 |
USD |
221,213 |
Standard Chartered Bank |
11/6/26 |
— |
(348
) |
|
USD |
225,192 |
UGX |
838,840,000 |
Standard Chartered Bank |
11/6/26 |
4,327 |
— |
|
Forward Foreign Currency Exchange Contracts (OTC) (continued) | |||||||
|
Currency Purchased |
Currency Sold |
Counterparty |
Settlement
Date |
Unrealized
Appreciation |
Unrealized
(Depreciation) | ||
|
ZMW |
7,997,000 |
USD |
329,501 |
Societe Generale |
11/6/26 |
$93,248 |
$ — |
|
UGX |
2,031,139,536 |
USD |
535,356 |
Standard Chartered Bank |
11/10/26 |
— |
(1,034
) |
|
UGX |
1,334,129,464 |
USD |
360,089 |
Standard Chartered Bank |
11/10/26 |
— |
(9,126
) |
|
USD |
450,384 |
UGX |
1,682,184,000 |
Standard Chartered Bank |
11/10/26 |
7,860 |
— |
|
USD |
450,384 |
UGX |
1,683,085,000 |
Standard Chartered Bank |
11/10/26 |
7,623 |
— |
|
KES |
89,687,000 |
USD |
676,883 |
Standard Chartered Bank |
11/12/26 |
11,247 |
— |
|
UGX |
1,691,192,000 |
USD |
447,184 |
Standard Chartered Bank |
11/12/26 |
— |
(2,488
) |
|
USD |
647,560 |
KES |
89,687,000 |
Standard Chartered Bank |
11/12/26 |
— |
(40,570
) |
|
USD |
450,384 |
UGX |
1,691,192,000 |
Standard Chartered Bank |
11/12/26 |
5,688 |
— |
|
UGX |
857,982,000 |
USD |
226,023 |
Standard Chartered Bank |
11/13/26 |
— |
(468
) |
|
USD |
225,192 |
UGX |
857,982,000 |
Standard Chartered Bank |
11/13/26 |
— |
(363
) |
|
UGX |
1,756,498,000 |
USD |
462,845 |
Standard Chartered Bank |
11/16/26 |
— |
(1,386
) |
|
USD |
450,384 |
UGX |
1,756,498,000 |
Bank of America, N.A. |
11/16/26 |
— |
(11,075
) |
|
TRY |
448,541,940 |
USD |
8,116,268 |
Standard Chartered Bank |
11/19/26 |
506,726 |
— |
|
USD |
8,173,075 |
TRY |
448,541,940 |
Standard Chartered Bank |
11/19/26 |
— |
(449,919
) |
|
GHS |
4,345,683 |
USD |
363,656 |
Societe Generale |
12/7/26 |
205 |
— |
|
GHS |
2,528,000 |
USD |
216,997 |
Standard Chartered Bank |
12/11/26 |
— |
(5,480
) |
|
KZT |
885,901,658 |
USD |
1,644,365 |
Deutsche Bank AG |
12/14/26 |
142,108 |
— |
|
KZT |
855,069,814 |
USD |
1,584,196 |
Deutsche Bank AG |
12/14/26 |
140,103 |
— |
|
KZT |
744,471,565 |
USD |
1,383,390 |
Deutsche Bank AG |
12/14/26 |
117,881 |
— |
|
MYR |
16,000,000 |
USD |
3,874,092 |
Barclays Bank PLC |
12/16/26 |
55,685 |
— |
|
MYR |
7,050,000 |
USD |
1,721,822 |
Barclays Bank PLC |
12/16/26 |
9,736 |
— |
|
MYR |
22,000,000 |
USD |
5,333,463 |
State Street Bank and Trust Company |
12/16/26 |
69,980 |
— |
|
NGN |
2,398,197,000 |
USD |
1,616,398 |
JPMorgan Chase Bank, N.A. |
12/16/26 |
60,270 |
— |
|
USD |
1,652,789 |
NGN |
2,398,197,000 |
Citibank, N.A. |
12/16/26 |
— |
(23,879
) |
|
KZT |
1,264,085,881 |
USD |
2,378,337 |
Deutsche Bank AG |
12/17/26 |
168,365 |
— |
|
RUB |
159,289,000 |
USD |
1,927,435 |
ICBC Standard Bank plc |
1/13/27 |
— |
(28,724
) |
|
NGN |
891,546,000 |
USD |
555,480 |
Standard Chartered Bank |
1/21/27 |
61,263 |
— |
|
USD |
608,149 |
NGN |
891,546,000 |
Bank of America, N.A. |
1/21/27 |
— |
(8,595
) |
|
USD |
1,196,159 |
EUR |
984,630 |
State Street Bank and Trust Company |
1/25/27 |
52,798 |
— |
|
KES |
227,771,000 |
USD |
1,692,207 |
Citibank, N.A. |
2/3/27 |
41,401 |
— |
|
USD |
676,879 |
KES |
95,440,000 |
Citibank, N.A. |
2/3/27 |
— |
(49,532
) |
|
USD |
294,570 |
KES |
39,767,000 |
JPMorgan Chase Bank, N.A. |
2/3/27 |
— |
(8,104
) |
|
USD |
676,885 |
KES |
92,564,000 |
JPMorgan Chase Bank, N.A. |
2/3/27 |
— |
(27,637
) |
|
KES |
90,871,000 |
USD |
676,879 |
Standard Chartered Bank |
2/18/27 |
12,876 |
— |
|
USD |
674,112 |
KES |
90,871,000 |
Standard Chartered Bank |
2/18/27 |
— |
(15,643
) |
|
KES |
90,702,000 |
USD |
676,881 |
Standard Chartered Bank |
2/24/27 |
10,843 |
— |
|
USD |
663,263 |
KES |
90,702,000 |
Standard Chartered Bank |
2/24/27 |
— |
(24,461
) |
|
KES |
93,025,000 |
USD |
692,671 |
Standard Chartered Bank |
3/2/27 |
11,900 |
— |
|
USD |
662,100 |
KES |
93,025,000 |
Standard Chartered Bank |
3/2/27 |
— |
(42,472
) |
|
KES |
93,683,000 |
USD |
692,671 |
Standard Chartered Bank |
3/8/27 |
16,115 |
— |
|
USD |
669,164 |
KES |
93,683,000 |
Standard Chartered Bank |
3/8/27 |
— |
(39,622
) |
|
GHS |
1,687,000 |
USD |
145,432 |
Standard Chartered Bank |
3/11/27 |
— |
(6,303
) |
|
KZT |
713,943,000 |
USD |
1,291,036 |
Deutsche Bank AG |
3/11/27 |
110,786 |
— |
|
Forward Foreign Currency Exchange Contracts (OTC) (continued) | |||||||
|
Currency Purchased |
Currency Sold |
Counterparty |
Settlement
Date |
Unrealized
Appreciation |
Unrealized
(Depreciation) | ||
|
USD |
3,370,985 |
UZS |
42,133,946,000 |
Deutsche Bank AG |
3/11/27 |
$ — |
$(36,914
) |
|
UZS |
28,096,455,000 |
USD |
2,147,226 |
Deutsche Bank AG |
3/11/27 |
125,286 |
— |
|
UZS |
14,037,491,000 |
USD |
1,073,613 |
Deutsche Bank AG |
3/11/27 |
61,774 |
— |
|
USD |
2,248,326 |
UZS |
28,101,823,000 |
Deutsche Bank AG |
3/12/27 |
— |
(24,285
) |
|
UZS |
14,064,332,000 |
USD |
1,073,613 |
Deutsche Bank AG |
3/12/27 |
63,777 |
— |
|
UZS |
14,037,491,000 |
USD |
1,073,613 |
Deutsche Bank AG |
3/12/27 |
61,607 |
— |
|
NGN |
2,968,805,000 |
USD |
1,953,161 |
JPMorgan Chase Bank, N.A. |
3/15/27 |
65,874 |
— |
|
USD |
1,981,846 |
NGN |
2,968,805,000 |
Standard Chartered Bank |
3/15/27 |
— |
(37,189
) |
|
USD |
3,362,385 |
UZS |
42,053,354,248 |
Deutsche Bank AG |
3/17/27 |
— |
(35,981
) |
|
UZS |
20,471,041,723 |
USD |
1,570,467 |
Deutsche Bank AG |
3/17/27 |
83,815 |
— |
|
UZS |
10,227,668,525 |
USD |
785,234 |
Deutsche Bank AG |
3/17/27 |
41,273 |
— |
|
UZS |
7,571,699,000 |
USD |
580,875 |
Deutsche Bank AG |
3/17/27 |
31,001 |
— |
|
UZS |
2,064,207,000 |
USD |
158,480 |
Deutsche Bank AG |
3/17/27 |
8,330 |
— |
|
UZS |
1,718,738,000 |
USD |
131,957 |
Deutsche Bank AG |
3/17/27 |
6,936 |
— |
|
USD |
3,533,243 |
UZS |
44,193,806,109 |
Deutsche Bank AG |
3/18/27 |
— |
(37,568
) |
|
UZS |
20,510,303,406 |
USD |
1,570,467 |
Deutsche Bank AG |
3/18/27 |
86,743 |
— |
|
UZS |
10,255,151,703 |
USD |
785,234 |
Deutsche Bank AG |
3/18/27 |
43,371 |
— |
|
UZS |
8,952,234,000 |
USD |
685,470 |
Deutsche Bank AG |
3/18/27 |
37,861 |
— |
|
UZS |
4,476,117,000 |
USD |
342,735 |
Deutsche Bank AG |
3/18/27 |
18,930 |
— |
|
USD |
1,133,134 |
UZS |
14,175,503,521 |
Deutsche Bank AG |
3/19/27 |
— |
(12,062
) |
|
UZS |
14,175,503,521 |
USD |
1,081,274 |
Deutsche Bank AG |
3/19/27 |
63,922 |
— |
|
USD |
2,043,869 |
UZS |
25,583,110,000 |
Deutsche Bank AG |
3/24/27 |
— |
(21,388
) |
|
UZS |
25,583,110,000 |
USD |
1,942,234 |
Deutsche Bank AG |
3/24/27 |
123,023 |
— |
|
RUB |
331,705,000 |
USD |
3,854,865 |
ICBC Standard Bank plc |
4/13/27 |
— |
(5,628
) |
|
USD |
485,615 |
UZS |
6,186,729,000 |
Deutsche Bank AG |
10/25/27 |
— |
(2,212
) |
|
UZS |
6,186,729,000 |
USD |
344,953 |
Deutsche Bank AG |
10/25/27 |
142,874 |
— |
|
|
|
|
|
|
|
$17,506,426 |
$(17,200,173
) |
|
Forward Volatility Agreements (OTC) | |||||
|
Reference Entity |
Counterparty |
Strike
Volatility Rate |
Expiration
Date(1) |
Notional
Amount
(000s omitted) |
Value/Unrealized
Appreciation
(Depreciation) |
|
EUR vs. HUF, 1 year term |
BNP Paribas |
7.80% |
6/15/27 |
$7,650 |
$47,522 |
|
EUR vs. HUF, 1 year term |
JPMorgan Chase Bank, N.A. |
8.11 |
6/11/27 |
3,575 |
12,417 |
|
|
|
|
|
|
$59,939 |
|
(1)
|
At the expiration date, the Portfolio will purchase from the counterparty an option straddle expiring in 12 months with a strike rate to be determined on
this date. |
|
Non-Deliverable Bond Forward Contracts1 | ||||||
|
Settlement Date |
Notional Amount
(000's omitted) |
Reference Entity |
Counterparty |
Aggregate Cost |
Unrealized
Appreciation
(Depreciation) | |
|
8/10/26 |
COP |
2,145,400 |
Republic of Colombia,
11.75%, 1/24/35 |
Goldman Sachs International |
$679,996 |
$(12,580
) |
|
8/25/26 |
COP |
18,000,000 |
Republic of Colombia,
6.00%, 4/28/28 |
Goldman Sachs International |
5,705,193 |
7,172 |
|
9/1/26 |
COP |
3,686,000 |
Republic of Colombia,
12.50%, 2/27/30 |
Bank of America, N.A. |
1,168,297 |
(16,182
) |
|
9/3/26 |
COP |
56,900,000 |
Republic of Colombia,
6.00%, 4/28/28 |
Bank of America, N.A. |
18,034,751 |
(75,205
) |
|
|
|
|
|
|
|
$(96,795
) |
|
1
|
Represents a short-term forward contract to purchase the reference entity denominated in a non-deliverable foreign currency. |
|
Futures Contracts | |||||
|
Description |
Number of
Contracts |
Position |
Expiration
Date |
Notional
Amount |
Value/Unrealized
Appreciation
(Depreciation) |
|
Interest Rate Futures |
|
|
|
|
|
|
Euro-Bobl |
(61
) |
Short |
9/8/26 |
$(8,007,749
) |
$53,460 |
|
U.S. 5-Year Treasury Note |
(86
) |
Short |
9/30/26 |
(9,113,984
) |
54,325 |
|
U.S. 10-Year Treasury Note |
(212
) |
Short |
9/21/26 |
(22,896,000
) |
251,364 |
|
U.S. Long Treasury Bond |
(4
) |
Short |
9/21/26 |
(433,250
) |
7,249 |
|
|
|
|
|
|
$366,398 |
|
Interest Rate Swaps (Centrally Cleared) | ||||||||
|
Notional Amount
(000's omitted) |
Portfolio
Pays/
Receives
Floating
Rate |
Floating Rate |
Annual
Fixed Rate |
Termination
Date |
Value |
Unamortized
Upfront
Receipts
(Payments) |
Unrealized
Appreciation
(Depreciation) | |
|
BRL |
88,800 |
Pays |
Brazil CETIP Interbank
Deposit Rate
(pays upon termination) |
10.06%
(pays upon termination) |
1/4/27 |
$ (2,297,424) |
$ — |
$(2,297,424
) |
|
BRL |
34,300 |
Pays |
Brazil CETIP Interbank
Deposit Rate
(pays upon termination) |
10.47%
(pays upon termination) |
1/4/27 |
(778,353) |
— |
(778,353
) |
|
BRL |
66,680 |
Pays |
Brazil CETIP Interbank
Deposit Rate
(pays upon termination) |
14.78%
(pays upon termination) |
1/4/27 |
89,315 |
— |
89,315 |
|
BRL |
37,684 |
Pays |
Brazil CETIP Interbank
Deposit Rate
(pays upon termination) |
10.33%
(pays upon termination) |
1/2/29 |
(1,199,710) |
— |
(1,199,710
) |
|
BRL |
28,020 |
Pays |
Brazil CETIP Interbank
Deposit Rate
(pays upon termination) |
11.89%
(pays upon termination) |
1/2/29 |
(535,438) |
— |
(535,438
) |
|
Interest Rate Swaps (Centrally Cleared) (continued) | ||||||||
|
Notional Amount
(000's omitted) |
Portfolio
Pays/
Receives
Floating
Rate |
Floating Rate |
Annual
Fixed Rate |
Termination
Date |
Value |
Unamortized
Upfront
Receipts
(Payments) |
Unrealized
Appreciation
(Depreciation) | |
|
BRL |
67,456 |
Pays |
Brazil CETIP Interbank
Deposit Rate
(pays upon termination) |
12.61%
(pays upon termination) |
1/2/29 |
$ (529,465) |
$ — |
$(529,465
) |
|
BRL |
90,100 |
Pays |
Brazil CETIP Interbank
Deposit Rate
(pays upon termination) |
12.61%
(pays upon termination) |
1/2/29 |
(712,857) |
— |
(712,857
) |
|
BRL |
108,100 |
Pays |
Brazil CETIP Interbank
Deposit Rate
(pays upon termination) |
12.96%
(pays upon termination) |
1/2/29 |
(707,383) |
— |
(707,383
) |
|
BRL |
37,010 |
Pays |
Brazil CETIP Interbank
Deposit Rate
(pays upon termination) |
13.02%
(pays upon termination) |
1/2/29 |
(319,970) |
— |
(319,970
) |
|
BRL |
26,045 |
Pays |
Brazil CETIP Interbank
Deposit Rate
(pays upon termination) |
13.20%
(pays upon termination) |
1/2/29 |
(177,127) |
— |
(177,127
) |
|
BRL |
19,090 |
Pays |
Brazil CETIP Interbank
Deposit Rate
(pays upon termination) |
13.20%
(pays upon termination) |
1/2/29 |
(90,452) |
— |
(90,452
) |
|
BRL |
38,790 |
Pays |
Brazil CETIP Interbank
Deposit Rate
(pays upon termination) |
13.40%
(pays upon termination) |
1/2/29 |
(223,788) |
— |
(223,788
) |
|
BRL |
48,206 |
Pays |
Brazil CETIP Interbank
Deposit Rate
(pays upon termination) |
13.51%
(pays upon termination) |
1/2/29 |
(274,679) |
— |
(274,679
) |
|
BRL |
60,900 |
Pays |
Brazil CETIP Interbank
Deposit Rate
(pays upon termination) |
13.99%
(pays upon termination) |
1/2/29 |
(9,671) |
— |
(9,671
) |
|
BRL |
14,252 |
Pays |
Brazil CETIP Interbank
Deposit Rate
(pays upon termination) |
12.97%
(pays upon termination) |
1/2/31 |
(168,353) |
— |
(168,353
) |
|
BRL |
16,000 |
Pays |
Brazil CETIP Interbank
Deposit Rate
(pays upon termination) |
13.03%
(pays upon termination) |
1/2/31 |
(181,046) |
— |
(181,046
) |
|
BRL |
15,200 |
Pays |
Brazil CETIP Interbank
Deposit Rate
(pays upon termination) |
13.10%
(pays upon termination) |
1/2/31 |
(218,811) |
— |
(218,811
) |
|
BRL |
15,160 |
Pays |
Brazil CETIP Interbank
Deposit Rate
(pays upon termination) |
13.13%
(pays upon termination) |
1/2/31 |
(182,734) |
— |
(182,734
) |
|
BRL |
21,574 |
Pays |
Brazil CETIP Interbank
Deposit Rate
(pays upon termination) |
13.30%
(pays upon termination) |
1/2/31 |
(220,530) |
— |
(220,530
) |
|
BRL |
36,700 |
Pays |
Brazil CETIP Interbank
Deposit Rate
(pays upon termination) |
13.46%
(pays upon termination) |
1/2/31 |
(308,696) |
— |
(308,696
) |
|
CLP |
2,647,200 |
Pays |
6-month Sinacofi Chile
Interbank Rate
(pays semi-annually) |
4.55%
(pays semi-annually) |
12/18/29 |
(42,927) |
— |
(42,927
) |
|
CLP |
13,630,000 |
Pays |
6-month Sinacofi Chile
Interbank Rate
(pays semi-annually) |
4.75%
(pays semi-annually) |
6/18/30 |
(167,350) |
— |
(167,350
) |
|
CLP |
4,255,590 |
Pays |
6-month Sinacofi Chile
Interbank Rate
(pays semi-annually) |
4.75%
(pays semi-annually) |
9/17/30 |
(56,549) |
— |
(56,549
) |
|
Interest Rate Swaps (Centrally Cleared) (continued) | ||||||||
|
Notional Amount
(000's omitted) |
Portfolio
Pays/
Receives
Floating
Rate |
Floating Rate |
Annual
Fixed Rate |
Termination
Date |
Value |
Unamortized
Upfront
Receipts
(Payments) |
Unrealized
Appreciation
(Depreciation) | |
|
CLP |
3,675,200 |
Pays |
6-month Sinacofi Chile
Interbank Rate
(pays semi-annually) |
4.80%
(pays semi-annually) |
12/17/30 |
$ (49,464) |
$ — |
$(49,464
) |
|
CLP |
4,923,300 |
Pays |
6-month Sinacofi Chile
Interbank Rate
(pays semi-annually) |
4.72%
(pays semi-annually) |
3/18/31 |
(92,199) |
— |
(92,199
) |
|
CLP |
4,477,000 |
Pays |
6-month Sinacofi Chile
Interbank Rate
(pays semi-annually) |
4.73%
(pays semi-annually) |
3/18/31 |
(82,520) |
— |
(82,520
) |
|
CLP |
3,362,600 |
Pays |
6-month Sinacofi Chile
Interbank Rate
(pays semi-annually) |
4.08%
(pays semi-annually) |
7/1/31 |
(176,750) |
— |
(176,750
) |
|
CLP |
7,785,000 |
Receives |
6-month Sinacofi Chile
Interbank Rate
(pays semi-annually) |
4.97%
(pays semi-annually) |
9/16/31 |
90,268 |
— |
90,268 |
|
CNY |
215,650 |
Pays |
7-day China Fixing Repo
Rates
(pays quarterly) |
2.47%
(pays quarterly) |
12/21/27 |
503,877 |
— |
503,877 |
|
CNY |
45,000 |
Pays |
7-day China Fixing Repo
Rates
(pays quarterly) |
2.29%
(pays quarterly) |
9/20/28 |
130,313 |
— |
130,313 |
|
CNY |
95,000 |
Pays |
7-day China Fixing Repo
Rates
(pays quarterly) |
2.48%
(pays quarterly) |
9/20/28 |
334,029 |
— |
334,029 |
|
CNY |
62,400 |
Pays |
7-day China Fixing Repo
Rates
(pays quarterly) |
2.49%
(pays quarterly) |
9/20/28 |
223,090 |
— |
223,090 |
|
CNY |
38,700 |
Pays |
7-day China Fixing Repo
Rates
(pays quarterly) |
2.38%
(pays quarterly) |
12/20/28 |
137,280 |
— |
137,280 |
|
CNY |
38,000 |
Pays |
7-day China Fixing Repo
Rates
(pays quarterly) |
2.21%
(pays quarterly) |
3/20/29 |
122,013 |
— |
122,013 |
|
CNY |
40,800 |
Pays |
7-day China Fixing Repo
Rates
(pays quarterly) |
2.03%
(pays quarterly) |
9/19/29 |
117,253 |
— |
117,253 |
|
CNY |
20,230 |
Pays |
7-day China Fixing Repo
Rates
(pays quarterly) |
1.44%
(pays quarterly) |
3/19/30 |
258 |
— |
258 |
|
CNY |
21,200 |
Pays |
7-day China Fixing Repo
Rates
(pays quarterly) |
1.46%
(pays quarterly) |
3/19/30 |
2,903 |
— |
2,903 |
|
CNY |
13,670 |
Pays |
7-day China Fixing Repo
Rates
(pays quarterly) |
1.49%
(pays quarterly) |
3/19/30 |
4,418 |
— |
4,418 |
|
CNY |
23,850 |
Pays |
7-day China Fixing Repo
Rates
(pays quarterly) |
1.50%
(pays quarterly) |
3/19/30 |
8,030 |
— |
8,030 |
|
CNY |
10,170 |
Pays |
7-day China Fixing Repo
Rates
(pays quarterly) |
1.50%
(pays quarterly) |
3/19/30 |
3,699 |
— |
3,699 |
|
CNY |
19,890 |
Pays |
7-day China Fixing Repo
Rates
(pays quarterly) |
1.50%
(pays quarterly) |
3/19/30 |
7,448 |
— |
7,448 |
|
Interest Rate Swaps (Centrally Cleared) (continued) | ||||||||
|
Notional Amount
(000's omitted) |
Portfolio
Pays/
Receives
Floating
Rate |
Floating Rate |
Annual
Fixed Rate |
Termination
Date |
Value |
Unamortized
Upfront
Receipts
(Payments) |
Unrealized
Appreciation
(Depreciation) | |
|
CNY |
10,200 |
Pays |
7-day China Fixing Repo
Rates
(pays quarterly) |
1.50%
(pays quarterly) |
3/19/30 |
$ 3,875 |
$ — |
$3,875 |
|
CNY |
13,460 |
Pays |
7-day China Fixing Repo
Rates
(pays quarterly) |
1.51%
(pays quarterly) |
3/19/30 |
5,622 |
— |
5,622 |
|
CNY |
10,150 |
Pays |
7-day China Fixing Repo
Rates
(pays quarterly) |
1.52%
(pays quarterly) |
3/19/30 |
4,513 |
— |
4,513 |
|
CNY |
14,340 |
Pays |
7-day China Fixing Repo
Rates
(pays quarterly) |
1.52%
(pays quarterly) |
3/19/30 |
6,353 |
— |
6,353 |
|
CNY |
50,000 |
Pays |
7-day China Fixing Repo
Rates
(pays quarterly) |
1.66%
(pays quarterly) |
3/19/30 |
61,236 |
— |
61,236 |
|
CNY |
61,070 |
Pays |
7-day China Fixing Repo
Rates
(pays quarterly) |
1.39%
(pays quarterly) |
6/18/30 |
(16,681) |
— |
(16,681
) |
|
CNY |
33,000 |
Pays |
7-day China Fixing Repo
Rates
(pays quarterly) |
1.44%
(pays quarterly) |
6/18/30 |
544 |
— |
544 |
|
CNY |
17,460 |
Pays |
7-day China Fixing Repo
Rates
(pays quarterly) |
1.48%
(pays quarterly) |
6/18/30 |
3,734 |
— |
3,734 |
|
CNY |
25,113 |
Pays |
7-day China Fixing Repo
Rates
(pays quarterly) |
1.49%
(pays quarterly) |
6/18/30 |
6,384 |
— |
6,384 |
|
CNY |
15,000 |
Pays |
7-day China Fixing Repo
Rates
(pays quarterly) |
1.58%
(pays quarterly) |
6/18/30 |
12,156 |
— |
12,156 |
|
CNY |
27,000 |
Pays |
7-day China Fixing Repo
Rates
(pays quarterly) |
1.46%
(pays quarterly) |
9/17/30 |
1,588 |
— |
1,588 |
|
CNY |
64,900 |
Pays |
7-day China Fixing Repo
Rates
(pays quarterly) |
1.56%
(pays quarterly) |
9/17/30 |
45,132 |
— |
45,132 |
|
CNY |
20,670 |
Pays |
7-day China Fixing Repo
Rates
(pays quarterly) |
1.60%
(pays quarterly) |
9/17/30 |
19,822 |
— |
19,822 |
|
CNY |
85,210 |
Pays |
7-day China Fixing Repo
Rates
(pays quarterly) |
1.61%
(pays quarterly) |
9/17/30 |
86,821 |
— |
86,821 |
|
CNY |
40,250 |
Pays |
7-day China Fixing Repo
Rates
(pays quarterly) |
1.57%
(pays quarterly) |
12/17/30 |
29,847 |
— |
29,847 |
|
CNY |
68,100 |
Pays |
7-day China Fixing Repo
Rates
(pays quarterly) |
1.59%
(pays quarterly) |
12/17/30 |
58,859 |
— |
58,859 |
|
CNY |
31,900 |
Pays |
7-day China Fixing Repo
Rates
(pays quarterly) |
1.59%
(pays quarterly) |
12/17/30 |
27,880 |
— |
27,880 |
|
CNY |
96,000 |
Pays |
7-day China Fixing Repo
Rates
(pays quarterly) |
1.59%
(pays quarterly) |
12/17/30 |
84,834 |
— |
84,834 |
|
Interest Rate Swaps (Centrally Cleared) (continued) | ||||||||
|
Notional Amount
(000's omitted) |
Portfolio
Pays/
Receives
Floating
Rate |
Floating Rate |
Annual
Fixed Rate |
Termination
Date |
Value |
Unamortized
Upfront
Receipts
(Payments) |
Unrealized
Appreciation
(Depreciation) | |
|
CNY |
32,500 |
Pays |
7-day China Fixing Repo
Rates
(pays quarterly) |
1.59%
(pays quarterly) |
12/17/30 |
$ 28,982 |
$ — |
$28,982 |
|
CNY |
54,000 |
Pays |
7-day China Fixing Repo
Rates
(pays quarterly) |
1.59%
(pays quarterly) |
12/17/30 |
48,242 |
— |
48,242 |
|
CNY |
79,604 |
Pays |
7-day China Fixing Repo
Rates
(pays quarterly) |
1.64%
(pays quarterly) |
12/17/30 |
94,779 |
— |
94,779 |
|
CNY |
48,180 |
Pays |
7-day China Fixing Repo
Rates
(pays quarterly) |
1.66%
(pays quarterly) |
12/17/30 |
64,836 |
— |
64,836 |
|
CNY |
21,948 |
Pays |
7-day China Fixing Repo
Rates
(pays quarterly) |
1.60%
(pays quarterly) |
3/18/31 |
22,049 |
— |
22,049 |
|
CNY |
54,570 |
Pays |
7-day China Fixing Repo
Rates
(pays quarterly) |
1.61%
(pays quarterly) |
3/18/31 |
57,790 |
— |
57,790 |
|
CNY |
99,000 |
Pays |
7-day China Fixing Repo
Rates
(pays quarterly) |
1.62%
(pays quarterly) |
3/18/31 |
108,209 |
— |
108,209 |
|
CNY |
72,852 |
Pays |
7-day China Fixing Repo
Rates
(pays quarterly) |
1.63%
(pays quarterly) |
3/18/31 |
83,494 |
— |
83,494 |
|
CNY |
36,520 |
Pays |
7-day China Fixing Repo
Rates
(pays quarterly) |
1.63%
(pays quarterly) |
3/18/31 |
41,904 |
— |
41,904 |
|
CNY |
29,137 |
Pays |
7-day China Fixing Repo
Rates
(pays quarterly) |
1.63%
(pays quarterly) |
3/18/31 |
33,631 |
— |
33,631 |
|
CNY |
129,200 |
Pays |
7-day China Fixing Repo
Rates
(pays quarterly) |
1.63%
(pays quarterly) |
3/18/31 |
153,522 |
— |
153,522 |
|
CNY |
93,340 |
Pays |
7-day China Fixing Repo
Rates
(pays quarterly) |
1.52%
(pays quarterly) |
6/17/31 |
40,758 |
— |
40,758 |
|
CNY |
66,700 |
Pays |
7-day China Fixing Repo
Rates
(pays quarterly) |
1.58%
(pays quarterly) |
6/17/31 |
54,165 |
— |
54,165 |
|
CNY |
26,619 |
Pays |
7-day China Fixing Repo
Rates
(pays quarterly) |
1.45%
(pays quarterly) |
9/16/31 |
(3,670) |
— |
(3,670
) |
|
CNY |
18,457 |
Pays |
7-day China Fixing Repo
Rates
(pays quarterly) |
1.45%
(pays quarterly) |
9/16/31 |
(1,769) |
— |
(1,769
) |
|
CNY |
25,487 |
Pays |
7-day China Fixing Repo
Rates
(pays quarterly) |
1.45%
(pays quarterly) |
9/16/31 |
(3,241) |
— |
(3,241
) |
|
CNY |
49,857 |
Pays |
7-day China Fixing Repo
Rates
(pays quarterly) |
1.46%
(pays quarterly) |
9/16/31 |
(4,387) |
— |
(4,387
) |
|
COP |
95,000,000 |
Pays |
Colombia Overnight
Interbank Reference Rate
(pays quarterly) |
10.45%
(pays quarterly) |
3/18/31 |
(111,368) |
— |
(111,368
) |
|
Interest Rate Swaps (Centrally Cleared) (continued) | ||||||||
|
Notional Amount
(000's omitted) |
Portfolio
Pays/
Receives
Floating
Rate |
Floating Rate |
Annual
Fixed Rate |
Termination
Date |
Value |
Unamortized
Upfront
Receipts
(Payments) |
Unrealized
Appreciation
(Depreciation) | |
|
COP |
56,112,700 |
Pays |
Colombia Overnight
Interbank Reference Rate
(pays quarterly) |
10.57%
(pays quarterly) |
3/18/31 |
$ 11,166 |
$26,924 |
$38,090 |
|
COP |
11,608,000 |
Receives |
Colombia Overnight
Interbank Reference Rate
(pays quarterly) |
10.20%
(pays quarterly) |
9/16/31 |
30,114 |
— |
30,114 |
|
COP |
12,000,000 |
Pays |
Colombia Overnight
Interbank Reference Rate
(pays quarterly) |
10.38%
(pays quarterly) |
3/18/36 |
8,520 |
— |
8,520 |
|
COP |
13,000,000 |
Pays |
Colombia Overnight
Interbank Reference Rate
(pays quarterly) |
10.56%
(pays quarterly) |
3/18/36 |
53,600 |
— |
53,600 |
|
COP |
17,900,000 |
Pays |
Colombia Overnight
Interbank Reference Rate
(pays quarterly) |
10.75%
(pays quarterly) |
3/18/36 |
138,292 |
— |
138,292 |
|
CZK |
110,000 |
Pays |
6-month CZK PRIBOR
(pays semi-annually) |
5.39%
(pays annually) |
3/15/28 |
123,105 |
— |
123,105 |
|
CZK |
53,900 |
Pays |
6-month CZK PRIBOR
(pays semi-annually) |
4.61%
(pays annually) |
6/21/28 |
14,313 |
— |
14,313 |
|
CZK |
49,200 |
Pays |
6-month CZK PRIBOR
(pays semi-annually) |
4.15%
(pays annually) |
9/20/28 |
43,269 |
— |
43,269 |
|
CZK |
593,000 |
Pays |
6-month CZK PRIBOR
(pays semi-annually) |
3.65%
(pays annually) |
6/19/29 |
(602,699) |
— |
(602,699
) |
|
CZK |
52,000 |
Pays |
6-month CZK PRIBOR
(pays semi-annually) |
3.59%
(pays annually) |
9/17/30 |
(38,163) |
— |
(38,163
) |
|
CZK |
102,800 |
Pays |
6-month CZK PRIBOR
(pays semi-annually) |
3.64%
(pays annually) |
9/17/30 |
(64,149) |
— |
(64,149
) |
|
CZK |
58,100 |
Pays |
6-month CZK PRIBOR
(pays semi-annually) |
3.76%
(pays annually) |
9/17/30 |
(20,844) |
— |
(20,844
) |
|
CZK |
110,000 |
Pays |
6-month CZK PRIBOR
(pays semi-annually) |
3.88%
(pays annually) |
9/17/30 |
(9,917) |
— |
(9,917
) |
|
CZK |
76,360 |
Pays |
6-month CZK PRIBOR
(pays semi-annually) |
3.79%
(pays annually) |
12/17/30 |
(30,378) |
— |
(30,378
) |
|
CZK |
95,590 |
Pays |
6-month CZK PRIBOR
(pays semi-annually) |
3.86%
(pays annually) |
12/17/30 |
(24,592) |
— |
(24,592
) |
|
CZK |
105,000 |
Pays |
6-month CZK PRIBOR
(pays semi-annually) |
4.00%
(pays annually) |
12/17/30 |
5,616 |
— |
5,616 |
|
CZK |
93,350 |
Pays |
6-month CZK PRIBOR
(pays semi-annually) |
3.60%
(pays annually) |
3/18/31 |
(167,798) |
— |
(167,798
) |
|
CZK |
145,459 |
Pays |
6-month CZK PRIBOR
(pays semi-annually) |
3.64%
(pays annually) |
3/18/31 |
(247,883) |
— |
(247,883
) |
|
CZK |
223,900 |
Pays |
6-month CZK PRIBOR
(pays semi-annually) |
3.83%
(pays annually) |
3/18/31 |
(290,877) |
— |
(290,877
) |
|
CZK |
85,500 |
Pays |
6-month CZK PRIBOR
(pays semi-annually) |
4.29%
(pays annually) |
6/17/31 |
(35,307) |
— |
(35,307
) |
|
CZK |
136,300 |
Receives |
6-month CZK PRIBOR
(pays semi-annually) |
4.35%
(pays annually) |
9/16/31 |
53,033 |
— |
53,033 |
|
CZK |
262,900 |
Pays |
6-month CZK PRIBOR
(pays semi-annually) |
4.36%
(pays annually) |
9/16/31 |
(96,326) |
— |
(96,326
) |
|
CZK |
31,235 |
Pays |
6-month CZK PRIBOR
(pays semi-annually) |
3.54%
(pays annually) |
3/20/34 |
(100,542) |
— |
(100,542
) |
|
Interest Rate Swaps (Centrally Cleared) (continued) | ||||||||
|
Notional Amount
(000's omitted) |
Portfolio
Pays/
Receives
Floating
Rate |
Floating Rate |
Annual
Fixed Rate |
Termination
Date |
Value |
Unamortized
Upfront
Receipts
(Payments) |
Unrealized
Appreciation
(Depreciation) | |
|
CZK |
246,212 |
Pays |
6-month CZK PRIBOR
(pays semi-annually) |
3.56%
(pays annually) |
12/18/34 |
$ (643,030) |
$ — |
$(643,030
) |
|
CZK |
170,764 |
Receives |
6-month CZK PRIBOR
(pays semi-annually) |
4.62%
(pays annually) |
6/17/36 |
(481) |
— |
(481
) |
|
HUF |
1,660,000 |
Pays |
6-month HUF BUBOR
(pays semi-annually) |
6.20%
(pays annually) |
12/17/30 |
328,919 |
— |
328,919 |
|
HUF |
1,519,000 |
Receives |
6-month HUF BUBOR
(pays semi-annually) |
5.16%
(pays annually) |
9/16/31 |
22,974 |
— |
22,974 |
|
HUF |
3,071,300 |
Pays |
6-month HUF BUBOR
(pays semi-annually) |
6.19%
(pays annually) |
12/18/34 |
930,492 |
— |
930,492 |
|
INR |
1,636,353 |
Pays |
1-day INR FBIL MIBOR
(pays semi-annually) |
6.23%
(pays semi-annually) |
3/20/29 |
72,052 |
— |
72,052 |
|
INR |
1,530,000 |
Pays |
1-day INR FBIL MIBOR
(pays semi-annually) |
5.93%
(pays semi-annually) |
12/18/29 |
(142,287) |
— |
(142,287
) |
|
INR |
1,940,000 |
Pays |
1-day INR FBIL MIBOR
(pays semi-annually) |
6.01%
(pays semi-annually) |
12/18/29 |
(126,131) |
— |
(126,131
) |
|
INR |
1,018,000 |
Pays |
1-day INR FBIL MIBOR
(pays semi-annually) |
6.28%
(pays semi-annually) |
12/18/29 |
21,566 |
— |
21,566 |
|
INR |
476,000 |
Pays |
1-day INR FBIL MIBOR
(pays semi-annually) |
5.93%
(pays semi-annually) |
3/19/30 |
(43,530) |
— |
(43,530
) |
|
INR |
3,069,000 |
Pays |
1-day INR FBIL MIBOR
(pays semi-annually) |
5.95%
(pays semi-annually) |
3/19/30 |
(260,364) |
— |
(260,364
) |
|
INR |
77,300 |
Pays |
1-day INR FBIL MIBOR
(pays semi-annually) |
6.06%
(pays semi-annually) |
3/19/30 |
(3,388) |
— |
(3,388
) |
|
INR |
559,000 |
Pays |
1-day INR FBIL MIBOR
(pays semi-annually) |
6.07%
(pays semi-annually) |
3/19/30 |
(22,364) |
— |
(22,364
) |
|
INR |
150,900 |
Pays |
1-day INR FBIL MIBOR
(pays semi-annually) |
6.08%
(pays semi-annually) |
3/19/30 |
(5,427) |
— |
(5,427
) |
|
INR |
700,000 |
Pays |
1-day INR FBIL MIBOR
(pays semi-annually) |
6.21%
(pays semi-annually) |
3/19/30 |
5,948 |
— |
5,948 |
|
INR |
902,000 |
Pays |
1-day INR FBIL MIBOR
(pays semi-annually) |
5.81%
(pays semi-annually) |
6/18/30 |
(148,699) |
— |
(148,699
) |
|
INR |
1,080,000 |
Pays |
1-day INR FBIL MIBOR
(pays semi-annually) |
5.95%
(pays semi-annually) |
6/18/30 |
(121,860) |
— |
(121,860
) |
|
INR |
554,000 |
Pays |
1-day INR FBIL MIBOR
(pays semi-annually) |
5.68%
(pays semi-annually) |
9/17/30 |
(124,085) |
— |
(124,085
) |
|
INR |
1,050,000 |
Pays |
1-day INR FBIL MIBOR
(pays semi-annually) |
5.69%
(pays semi-annually) |
9/17/30 |
(232,185) |
— |
(232,185
) |
|
INR |
469,000 |
Pays |
1-day INR FBIL MIBOR
(pays semi-annually) |
5.71%
(pays semi-annually) |
9/17/30 |
(100,558) |
— |
(100,558
) |
|
INR |
797,000 |
Pays |
1-day INR FBIL MIBOR
(pays semi-annually) |
5.74%
(pays semi-annually) |
9/17/30 |
(160,823) |
— |
(160,823
) |
|
INR |
1,310,000 |
Pays |
1-day INR FBIL MIBOR
(pays semi-annually) |
5.77%
(pays semi-annually) |
9/17/30 |
(247,001) |
— |
(247,001
) |
|
INR |
978,000 |
Pays |
1-day INR FBIL MIBOR
(pays semi-annually) |
5.71%
(pays semi-annually) |
12/17/30 |
(234,685) |
— |
(234,685
) |
|
INR |
910,000 |
Pays |
1-day INR FBIL MIBOR
(pays semi-annually) |
5.74%
(pays semi-annually) |
12/17/30 |
(209,455) |
— |
(209,455
) |
|
INR |
496,350 |
Pays |
1-day INR FBIL MIBOR
(pays semi-annually) |
5.93%
(pays semi-annually) |
3/18/31 |
(77,740) |
— |
(77,740
) |
|
Interest Rate Swaps (Centrally Cleared) (continued) | ||||||||
|
Notional Amount
(000's omitted) |
Portfolio
Pays/
Receives
Floating
Rate |
Floating Rate |
Annual
Fixed Rate |
Termination
Date |
Value |
Unamortized
Upfront
Receipts
(Payments) |
Unrealized
Appreciation
(Depreciation) | |
|
INR |
1,864,300 |
Pays |
1-day INR FBIL MIBOR
(pays semi-annually) |
6.03%
(pays semi-annually) |
3/18/31 |
$ (208,710) |
$ — |
$(208,710
) |
|
INR |
2,061,300 |
Pays |
1-day INR FBIL MIBOR
(pays semi-annually) |
6.12%
(pays semi-annually) |
3/18/31 |
(150,131) |
— |
(150,131
) |
|
INR |
462,240 |
Receives |
1-day INR FBIL MIBOR
(pays semi-annually) |
6.44%
(pays semi-annually) |
9/16/31 |
(3,062) |
— |
(3,062
) |
|
INR |
507,000 |
Receives |
1-day INR FBIL MIBOR
(pays semi-annually) |
6.45%
(pays semi-annually) |
9/16/31 |
(4,664) |
— |
(4,664
) |
|
KRW |
8,267,000 |
Pays |
3-month KRW Certificate
of Deposit Rate
(pays quarterly) |
3.37%
(pays quarterly) |
3/18/31 |
(134,391) |
— |
(134,391
) |
|
KRW |
12,415,000 |
Pays |
3-month KRW Certificate
of Deposit Rate
(pays quarterly) |
3.38%
(pays quarterly) |
3/18/31 |
(201,431) |
— |
(201,431
) |
|
KRW |
6,497,000 |
Pays |
3-month KRW Certificate
of Deposit Rate
(pays quarterly) |
3.38%
(pays quarterly) |
3/18/31 |
(104,205) |
— |
(104,205
) |
|
KRW |
6,200,000 |
Pays |
3-month KRW Certificate
of Deposit Rate
(pays quarterly) |
3.39%
(pays quarterly) |
3/18/31 |
(98,641) |
— |
(98,641
) |
|
KRW |
9,067,000 |
Pays |
3-month KRW Certificate
of Deposit Rate
(pays quarterly) |
3.41%
(pays quarterly) |
3/18/31 |
(137,499) |
— |
(137,499
) |
|
KRW |
10,880,000 |
Pays |
3-month KRW Certificate
of Deposit Rate
(pays quarterly) |
3.44%
(pays quarterly) |
3/18/31 |
(155,105) |
— |
(155,105
) |
|
KRW |
9,862,000 |
Pays |
3-month KRW Certificate
of Deposit Rate
(pays quarterly) |
3.44%
(pays quarterly) |
3/18/31 |
(139,194) |
— |
(139,194
) |
|
KRW |
4,534,000 |
Pays |
3-month KRW Certificate
of Deposit Rate
(pays quarterly) |
3.45%
(pays quarterly) |
3/18/31 |
(63,637) |
— |
(63,637
) |
|
KRW |
10,880,000 |
Pays |
3-month KRW Certificate
of Deposit Rate
(pays quarterly) |
3.45%
(pays quarterly) |
3/18/31 |
(150,135) |
— |
(150,135
) |
|
KRW |
7,411,400 |
Pays |
3-month KRW Certificate
of Deposit Rate
(pays quarterly) |
3.47%
(pays quarterly) |
3/18/31 |
(97,019) |
— |
(97,019
) |
|
KRW |
4,533,600 |
Pays |
3-month KRW Certificate
of Deposit Rate
(pays quarterly) |
3.47%
(pays quarterly) |
3/18/31 |
(59,761) |
— |
(59,761
) |
|
KRW |
2,255,000 |
Pays |
3-month KRW Certificate
of Deposit Rate
(pays quarterly) |
3.99%
(pays quarterly) |
6/17/31 |
6,560 |
— |
6,560 |
|
KRW |
3,442,000 |
Pays |
3-month KRW Certificate
of Deposit Rate
(pays quarterly) |
4.03%
(pays quarterly) |
6/17/31 |
14,272 |
— |
14,272 |
|
KRW |
4,499,000 |
Pays |
3-month KRW Certificate
of Deposit Rate
(pays quarterly) |
4.05%
(pays quarterly) |
6/17/31 |
22,664 |
— |
22,664 |
|
MXN |
323,500 |
Pays |
Mexico Interbank TIIE
28 Day
(pays monthly) |
9.11%
(pays monthly) |
12/16/26 |
184,396 |
(1,758
) |
182,638 |
|
Interest Rate Swaps (Centrally Cleared) (continued) | ||||||||
|
Notional Amount
(000's omitted) |
Portfolio
Pays/
Receives
Floating
Rate |
Floating Rate |
Annual
Fixed Rate |
Termination
Date |
Value |
Unamortized
Upfront
Receipts
(Payments) |
Unrealized
Appreciation
(Depreciation) | |
|
MXN |
217,000 |
Pays |
Mexico Interbank TIIE
28 Day
(pays monthly) |
7.27%
(pays monthly) |
12/9/27 |
$ 68,457 |
$ — |
$68,457 |
|
MXN |
196,100 |
Pays |
Mexico Interbank TIIE
28 Day
(pays monthly) |
7.30%
(pays monthly) |
12/9/27 |
66,397 |
— |
66,397 |
|
MXN |
431,000 |
Pays |
Mexico Interbank TIIE
28 Day
(pays monthly) |
6.93%
(pays monthly) |
12/15/27 |
20,548 |
— |
20,548 |
|
MXN |
276,000 |
Pays |
Mexico Interbank TIIE
28 Day
(pays monthly) |
6.94%
(pays monthly) |
12/15/27 |
13,668 |
— |
13,668 |
|
MXN |
250,000 |
Pays |
Mexico Interbank TIIE
28 Day
(pays monthly) |
7.30%
(pays monthly) |
12/15/27 |
82,444 |
— |
82,444 |
|
MXN |
456,000 |
Pays |
Mexico Interbank TIIE
28 Day
(pays monthly) |
7.12%
(pays monthly) |
1/12/28 |
78,187 |
— |
78,187 |
|
MXN |
454,000 |
Pays |
Mexico Interbank TIIE
28 Day
(pays monthly) |
7.08%
(pays monthly) |
1/13/28 |
58,574 |
— |
58,574 |
|
MXN |
70,000 |
Pays |
Mexico Interbank TIIE
28 Day
(pays monthly) |
7.04%
(pays monthly) |
1/14/28 |
7,241 |
— |
7,241 |
|
MXN |
349,000 |
Pays |
Mexico Interbank TIIE
28 Day
(pays monthly) |
7.06%
(pays monthly) |
3/7/28 |
29,610 |
— |
29,610 |
|
MXN |
351,800 |
Pays |
Mexico Interbank TIIE
28 Day
(pays monthly) |
7.04%
(pays monthly) |
3/9/28 |
17,120 |
— |
17,120 |
|
MXN |
426,000 |
Pays |
Mexico Interbank TIIE
28 Day
(pays monthly) |
7.08%
(pays monthly) |
3/10/28 |
39,587 |
— |
39,587 |
|
MXN |
193,000 |
Receives |
Mexico Interbank TIIE
28 Day
(pays monthly) |
7.53%
(pays monthly) |
4/6/28 |
(93,107) |
— |
(93,107
) |
|
MXN |
534,049 |
Receives |
Mexico Interbank TIIE
28 Day
(pays monthly) |
7.54%
(pays monthly) |
4/6/28 |
(262,202) |
— |
(262,202
) |
|
MXN |
314,000 |
Pays |
Mexico Interbank TIIE
28 Day
(pays monthly) |
7.27%
(pays monthly) |
5/2/28 |
72,577 |
— |
72,577 |
|
MXN |
51,497 |
Pays |
Mexico Interbank TIIE
28 Day
(pays monthly) |
7.27%
(pays monthly) |
5/2/28 |
12,128 |
— |
12,128 |
|
MXN |
387,000 |
Pays |
Mexico Interbank TIIE
28 Day
(pays monthly) |
7.19%
(pays monthly) |
7/26/28 |
29,641 |
— |
29,641 |
|
MXN |
28,700 |
Pays |
Mexico Interbank TIIE
28 Day
(pays monthly) |
7.28%
(pays monthly) |
9/14/28 |
1,881 |
— |
1,881 |
|
MXN |
174,000 |
Pays |
Mexico Interbank TIIE
28 Day
(pays monthly) |
7.34%
(pays monthly) |
9/14/28 |
22,703 |
— |
22,703 |
|
Interest Rate Swaps (Centrally Cleared) (continued) | ||||||||
|
Notional Amount
(000's omitted) |
Portfolio
Pays/
Receives
Floating
Rate |
Floating Rate |
Annual
Fixed Rate |
Termination
Date |
Value |
Unamortized
Upfront
Receipts
(Payments) |
Unrealized
Appreciation
(Depreciation) | |
|
MXN |
337,000 |
Pays |
Mexico Interbank TIIE
28 Day
(pays monthly) |
7.40%
(pays monthly) |
9/14/28 |
$ 67,122 |
$ — |
$67,122 |
|
MYR |
19,570 |
Pays |
3-month MYR KLIBOR
(pays quarterly) |
3.07%
(pays quarterly) |
9/17/30 |
(112,872) |
— |
(112,872
) |
|
MYR |
30,400 |
Pays |
3-month MYR KLIBOR
(pays quarterly) |
3.09%
(pays quarterly) |
9/17/30 |
(168,647) |
— |
(168,647
) |
|
MYR |
11,000 |
Pays |
3-month MYR KLIBOR
(pays quarterly) |
3.12%
(pays quarterly) |
9/17/30 |
(57,009) |
— |
(57,009
) |
|
MYR |
35,700 |
Pays |
3-month MYR KLIBOR
(pays quarterly) |
3.18%
(pays quarterly) |
9/17/30 |
(166,990) |
— |
(166,990
) |
|
MYR |
16,000 |
Pays |
3-month MYR KLIBOR
(pays quarterly) |
3.19%
(pays quarterly) |
9/17/30 |
(72,921) |
— |
(72,921
) |
|
MYR |
26,900 |
Pays |
3-month MYR KLIBOR
(pays quarterly) |
3.19%
(pays quarterly) |
9/17/30 |
(121,792) |
— |
(121,792
) |
|
MYR |
32,600 |
Pays |
3-month MYR KLIBOR
(pays quarterly) |
3.27%
(pays quarterly) |
9/17/30 |
(120,703) |
— |
(120,703
) |
|
MYR |
16,570 |
Pays |
3-month MYR KLIBOR
(pays quarterly) |
3.15%
(pays quarterly) |
12/17/30 |
(88,466) |
— |
(88,466
) |
|
MYR |
71,000 |
Pays |
3-month MYR KLIBOR
(pays quarterly) |
3.18%
(pays quarterly) |
12/17/30 |
(351,794) |
— |
(351,794
) |
|
MYR |
19,680 |
Pays |
3-month MYR KLIBOR
(pays quarterly) |
3.26%
(pays quarterly) |
12/17/30 |
(82,084) |
— |
(82,084
) |
|
MYR |
17,600 |
Pays |
3-month MYR KLIBOR
(pays quarterly) |
3.28%
(pays quarterly) |
12/17/30 |
(69,149) |
— |
(69,149
) |
|
MYR |
33,200 |
Pays |
3-month MYR KLIBOR
(pays quarterly) |
3.33%
(pays quarterly) |
12/17/30 |
(112,973) |
— |
(112,973
) |
|
MYR |
68,100 |
Pays |
3-month MYR KLIBOR
(pays quarterly) |
3.37%
(pays quarterly) |
3/18/31 |
(223,202) |
— |
(223,202
) |
|
MYR |
21,400 |
Pays |
3-month MYR KLIBOR
(pays quarterly) |
3.40%
(pays quarterly) |
3/18/31 |
(62,113) |
— |
(62,113
) |
|
MYR |
19,000 |
Pays |
3-month MYR KLIBOR
(pays quarterly) |
3.43%
(pays quarterly) |
3/18/31 |
(49,696) |
— |
(49,696
) |
|
MYR |
45,000 |
Pays |
3-month MYR KLIBOR
(pays quarterly) |
3.46%
(pays quarterly) |
3/18/31 |
(102,064) |
— |
(102,064
) |
|
MYR |
48,690 |
Pays |
3-month MYR KLIBOR
(pays quarterly) |
3.48%
(pays quarterly) |
3/18/31 |
(100,226) |
— |
(100,226
) |
|
MYR |
51,100 |
Pays |
3-month MYR KLIBOR
(pays quarterly) |
3.54%
(pays quarterly) |
3/18/31 |
(69,388) |
— |
(69,388
) |
|
MYR |
38,437 |
Pays |
3-month MYR KLIBOR
(pays quarterly) |
3.45%
(pays quarterly) |
6/18/31 |
(101,542) |
— |
(101,542
) |
|
MYR |
39,800 |
Pays |
3-month MYR KLIBOR
(pays quarterly) |
3.54%
(pays quarterly) |
6/18/31 |
(65,378) |
— |
(65,378
) |
|
MYR |
31,000 |
Receives |
3-month MYR KLIBOR
(pays quarterly) |
3.58%
(pays quarterly) |
6/18/31 |
33,916 |
— |
33,916 |
|
MYR |
19,000 |
Receives |
3-month MYR KLIBOR
(pays quarterly) |
3.59%
(pays quarterly) |
6/18/31 |
20,348 |
— |
20,348 |
|
MYR |
16,720 |
Receives |
3-month MYR KLIBOR
(pays quarterly) |
3.59%
(pays quarterly) |
6/18/31 |
16,844 |
— |
16,844 |
|
MYR |
12,000 |
Receives |
3-month MYR KLIBOR
(pays quarterly) |
3.59%
(pays quarterly) |
6/18/31 |
11,812 |
— |
11,812 |
|
Interest Rate Swaps (Centrally Cleared) (continued) | ||||||||
|
Notional Amount
(000's omitted) |
Portfolio
Pays/
Receives
Floating
Rate |
Floating Rate |
Annual
Fixed Rate |
Termination
Date |
Value |
Unamortized
Upfront
Receipts
(Payments) |
Unrealized
Appreciation
(Depreciation) | |
|
MYR |
19,000 |
Receives |
3-month MYR KLIBOR
(pays quarterly) |
3.60%
(pays quarterly) |
6/18/31 |
$ 16,397 |
$ — |
$16,397 |
|
MYR |
20,000 |
Receives |
3-month MYR KLIBOR
(pays quarterly) |
3.61%
(pays quarterly) |
6/18/31 |
16,798 |
— |
16,798 |
|
MYR |
11,000 |
Receives |
3-month MYR KLIBOR
(pays quarterly) |
3.61%
(pays quarterly) |
6/18/31 |
8,985 |
— |
8,985 |
|
MYR |
6,510 |
Receives |
3-month MYR KLIBOR
(pays quarterly) |
3.61%
(pays quarterly) |
6/18/31 |
5,280 |
— |
5,280 |
|
MYR |
33,000 |
Receives |
3-month MYR KLIBOR
(pays quarterly) |
3.61%
(pays quarterly) |
6/18/31 |
24,097 |
— |
24,097 |
|
MYR |
11,200 |
Receives |
3-month MYR KLIBOR
(pays quarterly) |
3.61%
(pays quarterly) |
6/18/31 |
8,631 |
— |
8,631 |
|
MYR |
7,170 |
Receives |
3-month MYR KLIBOR
(pays quarterly) |
3.62%
(pays quarterly) |
6/18/31 |
5,070 |
— |
5,070 |
|
MYR |
6,340 |
Receives |
3-month MYR KLIBOR
(pays quarterly) |
3.63%
(pays quarterly) |
6/18/31 |
3,824 |
— |
3,824 |
|
MYR |
5,260 |
Receives |
3-month MYR KLIBOR
(pays quarterly) |
3.63%
(pays quarterly) |
6/18/31 |
3,081 |
— |
3,081 |
|
MYR |
7,870 |
Receives |
3-month MYR KLIBOR
(pays quarterly) |
3.63%
(pays quarterly) |
6/18/31 |
4,474 |
— |
4,474 |
|
MYR |
9,510 |
Receives |
3-month MYR KLIBOR
(pays quarterly) |
3.63%
(pays quarterly) |
6/18/31 |
5,242 |
— |
5,242 |
|
MYR |
11,290 |
Receives |
3-month MYR KLIBOR
(pays quarterly) |
3.63%
(pays quarterly) |
6/18/31 |
5,963 |
— |
5,963 |
|
MYR |
3,330 |
Receives |
3-month MYR KLIBOR
(pays quarterly) |
3.64%
(pays quarterly) |
6/18/31 |
1,643 |
— |
1,643 |
|
MYR |
4,880 |
Receives |
3-month MYR KLIBOR
(pays quarterly) |
3.64%
(pays quarterly) |
6/18/31 |
2,154 |
— |
2,154 |
|
MYR |
7,380 |
Receives |
3-month MYR KLIBOR
(pays quarterly) |
3.64%
(pays quarterly) |
6/18/31 |
2,874 |
— |
2,874 |
|
MYR |
5,210 |
Receives |
3-month MYR KLIBOR
(pays quarterly) |
3.65%
(pays quarterly) |
6/18/31 |
1,818 |
— |
1,818 |
|
MYR |
50,050 |
Pays |
3-month MYR KLIBOR
(pays quarterly) |
3.59%
(pays quarterly) |
9/17/31 |
(66,541) |
— |
(66,541
) |
|
MYR |
20,760 |
Pays |
3-month MYR KLIBOR
(pays quarterly) |
3.59%
(pays quarterly) |
9/17/31 |
(27,832) |
— |
(27,832
) |
|
MYR |
42,600 |
Receives |
3-month MYR KLIBOR
(pays quarterly) |
3.70%
(pays quarterly) |
9/17/31 |
6,492 |
— |
6,492 |
|
MYR |
35,200 |
Receives |
3-month MYR KLIBOR
(pays quarterly) |
3.70%
(pays quarterly) |
9/17/31 |
5,168 |
— |
5,168 |
|
PLN |
13,250 |
Pays |
6-month PLN WIBOR
(pays semi-annually) |
3.87%
(pays annually) |
3/3/27 |
3,250 |
— |
3,250 |
|
PLN |
99,138 |
Pays |
6-month PLN WIBOR
(pays semi-annually) |
3.91%
(pays annually) |
3/3/27 |
34,793 |
— |
34,793 |
|
PLN |
75,000 |
Pays |
6-month PLN WIBOR
(pays semi-annually) |
2.84%
(pays annually) |
1/10/28 |
(64,656) |
— |
(64,656
) |
|
PLN |
23,914 |
Pays |
6-month PLN WIBOR
(pays semi-annually) |
5.41%
(pays annually) |
6/19/29 |
209,638 |
— |
209,638 |
|
PLN |
58,000 |
Pays |
6-month PLN WIBOR
(pays semi-annually) |
5.42%
(pays annually) |
6/19/29 |
516,027 |
— |
516,027 |
|
Interest Rate Swaps (Centrally Cleared) (continued) | ||||||||
|
Notional Amount
(000's omitted) |
Portfolio
Pays/
Receives
Floating
Rate |
Floating Rate |
Annual
Fixed Rate |
Termination
Date |
Value |
Unamortized
Upfront
Receipts
(Payments) |
Unrealized
Appreciation
(Depreciation) | |
|
PLN |
13,700 |
Pays |
6-month PLN WIBOR
(pays semi-annually) |
5.02%
(pays annually) |
9/18/29 |
$ 192,789 |
$ — |
$192,789 |
|
PLN |
12,000 |
Pays |
6-month PLN WIBOR
(pays semi-annually) |
4.03%
(pays annually) |
9/17/30 |
33,910 |
— |
33,910 |
|
PLN |
84,200 |
Pays |
6-month PLN WIBOR
(pays semi-annually) |
3.94%
(pays annually) |
12/17/30 |
97,386 |
— |
97,386 |
|
PLN |
15,330 |
Pays |
6-month PLN WIBOR
(pays semi-annually) |
4.17%
(pays annually) |
6/17/31 |
(36,007) |
— |
(36,007
) |
|
PLN |
28,177 |
Pays |
6-month PLN WIBOR
(pays semi-annually) |
4.18%
(pays annually) |
6/17/31 |
(62,810) |
— |
(62,810
) |
|
PLN |
89,000 |
Pays |
6-month PLN WIBOR
(pays semi-annually) |
4.24%
(pays annually) |
6/17/31 |
(138,753) |
— |
(138,753
) |
|
PLN |
54,025 |
Pays |
6-month PLN WIBOR
(pays semi-annually) |
4.24%
(pays annually) |
6/17/31 |
(79,507) |
— |
(79,507
) |
|
PLN |
17,268 |
Pays |
6-month PLN WIBOR
(pays semi-annually) |
4.25%
(pays annually) |
6/17/31 |
(24,028) |
— |
(24,028
) |
|
PLN |
51,909 |
Receives |
6-month PLN WIBOR
(pays semi-annually) |
4.70%
(pays annually) |
6/17/31 |
(205,302) |
— |
(205,302
) |
|
PLN |
24,000 |
Receives |
6-month PLN WIBOR
(pays semi-annually) |
4.20%
(pays annually) |
9/16/31 |
59,373 |
— |
59,373 |
|
PLN |
42,227 |
Receives |
6-month PLN WIBOR
(pays quarterly) |
4.49%
(pays annually) |
8/12/32 |
37,558 |
— |
37,558 |
|
PLN |
42,227 |
Pays |
6-month PLN WIBOR
(pays semi-annually) |
4.59%
(pays annually) |
8/12/32 |
(33,669) |
— |
(33,669
) |
|
PLN |
181,230 |
Receives |
6-month PLN WIBOR
(pays quarterly) |
4.61%
(pays annually) |
9/9/32 |
73,032 |
— |
73,032 |
|
PLN |
181,230 |
Pays |
6-month PLN WIBOR
(pays semi-annually) |
4.71%
(pays annually) |
9/9/32 |
(60,623) |
— |
(60,623
) |
|
PLN |
20,500 |
Pays |
6-month PLN WIBOR
(pays semi-annually) |
5.19%
(pays annually) |
9/21/32 |
386,856 |
— |
386,856 |
|
PLN |
18,000 |
Pays |
6-month PLN WIBOR
(pays semi-annually) |
5.50%
(pays annually) |
6/19/34 |
300,570 |
— |
300,570 |
|
PLN |
7,086 |
Pays |
6-month PLN WIBOR
(pays semi-annually) |
5.53%
(pays annually) |
6/19/34 |
122,142 |
— |
122,142 |
|
PLN |
19,321 |
Receives |
6-month PLN WIBOR
(pays semi-annually) |
4.34%
(pays annually) |
6/18/35 |
116,336 |
— |
116,336 |
|
PLN |
17,180 |
Receives |
6-month PLN WIBOR
(pays semi-annually) |
4.91%
(pays annually) |
6/17/36 |
(75,920) |
— |
(75,920
) |
|
PLN |
10,261 |
Receives |
6-month PLN WIBOR
(pays semi-annually) |
4.95%
(pays annually) |
6/17/36 |
(53,974) |
— |
(53,974
) |
|
THB |
120,000 |
Pays |
Thai Overnight
Repurchase Rate
(pays semi-annually) |
1.30%
(pays semi-annually) |
11/18/26 |
6,987 |
— |
6,987 |
|
THB |
115,690 |
Pays |
Thai Overnight
Repurchase Rate
(pays quarterly) |
1.35%
(pays quarterly) |
6/18/30 |
(31,950) |
— |
(31,950
) |
|
THB |
32,680 |
Pays |
Thai Overnight
Repurchase Rate
(pays quarterly) |
1.36%
(pays quarterly) |
6/18/30 |
(8,473) |
— |
(8,473
) |
|
THB |
77,700 |
Pays |
Thai Overnight
Repurchase Rate
(pays quarterly) |
1.37%
(pays quarterly) |
6/18/30 |
(19,957) |
— |
(19,957
) |
|
Interest Rate Swaps (Centrally Cleared) (continued) | ||||||||
|
Notional Amount
(000's omitted) |
Portfolio
Pays/
Receives
Floating
Rate |
Floating Rate |
Annual
Fixed Rate |
Termination
Date |
Value |
Unamortized
Upfront
Receipts
(Payments) |
Unrealized
Appreciation
(Depreciation) | |
|
THB |
136,500 |
Pays |
Thai Overnight
Repurchase Rate
(pays quarterly) |
1.38%
(pays quarterly) |
6/18/30 |
$ (33,577) |
$ — |
$(33,577
) |
|
THB |
80,000 |
Pays |
Thai Overnight
Repurchase Rate
(pays quarterly) |
1.39%
(pays quarterly) |
6/18/30 |
(18,230) |
— |
(18,230
) |
|
THB |
79,000 |
Pays |
Thai Overnight
Repurchase Rate
(pays quarterly) |
1.40%
(pays quarterly) |
6/18/30 |
(16,714) |
— |
(16,714
) |
|
THB |
79,220 |
Pays |
Thai Overnight
Repurchase Rate
(pays quarterly) |
1.41%
(pays quarterly) |
6/18/30 |
(16,617) |
— |
(16,617
) |
|
THB |
96,000 |
Pays |
Thai Overnight
Repurchase Rate
(pays quarterly) |
1.41%
(pays quarterly) |
6/18/30 |
(19,987) |
— |
(19,987
) |
|
THB |
132,000 |
Pays |
Thai Overnight
Repurchase Rate
(pays quarterly) |
1.41%
(pays quarterly) |
6/18/30 |
(26,892) |
— |
(26,892
) |
|
THB |
101,800 |
Pays |
Thai Overnight
Repurchase Rate
(pays quarterly) |
1.08%
(pays quarterly) |
9/17/30 |
(69,453) |
— |
(69,453
) |
|
THB |
161,300 |
Pays |
Thai Overnight
Repurchase Rate
(pays quarterly) |
1.30%
(pays quarterly) |
9/17/30 |
(63,506) |
— |
(63,506
) |
|
THB |
106,700 |
Pays |
Thai Overnight
Repurchase Rate
(pays quarterly) |
1.31%
(pays quarterly) |
9/17/30 |
(40,644) |
— |
(40,644
) |
|
THB |
88,300 |
Pays |
Thai Overnight
Repurchase Rate
(pays quarterly) |
1.35%
(pays quarterly) |
9/17/30 |
(29,059) |
— |
(29,059
) |
|
THB |
174,270 |
Pays |
Thai Overnight
Repurchase Rate
(pays quarterly) |
1.15%
(pays quarterly) |
12/17/30 |
(116,589) |
— |
(116,589
) |
|
THB |
115,670 |
Pays |
Thai Overnight
Repurchase Rate
(pays quarterly) |
1.24%
(pays quarterly) |
12/17/30 |
(62,162) |
— |
(62,162
) |
|
THB |
260,100 |
Pays |
Thai Overnight
Repurchase Rate
(pays quarterly) |
1.27%
(pays quarterly) |
12/17/30 |
(131,003) |
— |
(131,003
) |
|
THB |
280,700 |
Pays |
Thai Overnight
Repurchase Rate
(pays quarterly) |
1.30%
(pays quarterly) |
3/18/31 |
(150,153) |
— |
(150,153
) |
|
THB |
310,110 |
Pays |
Thai Overnight
Repurchase Rate
(pays quarterly) |
1.38%
(pays quarterly) |
3/18/31 |
(126,966) |
— |
(126,966
) |
|
THB |
158,000 |
Pays |
Thai Overnight
Repurchase Rate
(pays quarterly) |
1.40%
(pays quarterly) |
3/18/31 |
(61,104) |
— |
(61,104
) |
|
THB |
128,120 |
Pays |
Thai Overnight
Repurchase Rate
(pays quarterly) |
1.47%
(pays quarterly) |
3/18/31 |
(37,739) |
— |
(37,739
) |
|
THB |
163,401 |
Pays |
Thai Overnight
Repurchase Rate
(pays quarterly) |
1.48%
(pays quarterly) |
6/17/31 |
(53,702) |
— |
(53,702
) |
|
Interest Rate Swaps (Centrally Cleared) (continued) | ||||||||
|
Notional Amount
(000's omitted) |
Portfolio
Pays/
Receives
Floating
Rate |
Floating Rate |
Annual
Fixed Rate |
Termination
Date |
Value |
Unamortized
Upfront
Receipts
(Payments) |
Unrealized
Appreciation
(Depreciation) | |
|
THB |
120,606 |
Receives |
Thai Overnight
Repurchase Rate
(pays quarterly) |
1.74%
(pays quarterly) |
9/16/31 |
$ 8,056 |
$ — |
$8,056 |
|
THB |
105,121 |
Receives |
Thai Overnight
Repurchase Rate
(pays quarterly) |
1.75%
(pays quarterly) |
9/16/31 |
6,413 |
— |
6,413 |
|
THB |
137,573 |
Receives |
Thai Overnight
Repurchase Rate
(pays quarterly) |
1.75%
(pays quarterly) |
9/16/31 |
7,995 |
— |
7,995 |
|
THB |
200,000 |
Pays |
Thai Overnight
Repurchase Rate
(pays semi-annually) |
1.69%
(pays semi-annually) |
11/4/31 |
(9,849) |
— |
(9,849
) |
|
THB |
187,500 |
Pays |
Thai Overnight
Repurchase Rate
(pays semi-annually) |
2.48%
(pays semi-annually) |
6/19/34 |
215,587 |
— |
215,587 |
|
ZAR |
167,000 |
Pays |
3-month ZAR JIBAR
(pays quarterly) |
8.47%
(pays quarterly) |
9/17/35 |
175,437 |
— |
175,437 |
|
Total |
|
|
|
|
|
$(12,355,224) |
$25,166 |
$(12,330,058
) |
|
Interest Rate Swaps (OTC) | |||||||
|
Counterparty |
Notional Amount
(000's omitted) |
Portfolio
Pays/Receives
Floating Rate |
Floating Rate |
Annual
Fixed Rate |
Termination
Date |
Value/Unrealized
Appreciation
(Depreciation) | |
|
Bank of America, N.A. |
MYR |
112,767 |
Pays |
3-month MYR KLIBOR
(pays quarterly) |
3.64%
(pays quarterly) |
9/18/29 |
$ 21,966 |
|
Bank of America, N.A. |
MYR |
138,600 |
Pays |
3-month MYR KLIBOR
(pays quarterly) |
3.68%
(pays quarterly) |
9/18/29 |
78,593 |
|
Bank of America, N.A. |
MYR |
4,200 |
Pays |
3-month MYR KLIBOR
(pays quarterly) |
3.48%
(pays quarterly) |
6/18/30 |
(5,964) |
|
BNP Paribas |
MYR |
17,413 |
Pays |
3-month MYR KLIBOR
(pays quarterly) |
2.95%
(pays quarterly) |
3/16/27 |
(20,709) |
|
BNP Paribas |
MYR |
3,430 |
Pays |
3-month MYR KLIBOR
(pays quarterly) |
3.49%
(pays quarterly) |
6/18/30 |
(4,789) |
|
BNP Paribas |
MYR |
3,580 |
Pays |
3-month MYR KLIBOR
(pays quarterly) |
3.50%
(pays quarterly) |
6/18/30 |
(4,321) |
|
Citibank, N.A. |
CNY |
34,000 |
Pays |
7-day China Fixing Repo
Rates
(pays quarterly) |
2.35%
(pays quarterly) |
3/20/29 |
127,619 |
|
Citibank, N.A. |
MYR |
113,116 |
Pays |
3-month MYR KLIBOR
(pays quarterly) |
3.64%
(pays quarterly) |
9/18/29 |
23,276 |
|
JPMorgan Chase Bank, N.A. |
MYR |
19,340 |
Pays |
3-month MYR KLIBOR
(pays quarterly) |
3.30%
(pays quarterly) |
6/18/30 |
(61,788) |
|
JPMorgan Chase Bank, N.A. |
TRY |
356,122 |
Receives |
1-day TRY TRLEF
(pays quarterly) |
39.34%
(pays quarterly) |
6/3/27 |
(29,625) |
|
JPMorgan Chase Bank, N.A. |
TRY |
356,122 |
Receives |
1-day TRY TRLEF
(pays quarterly) |
39.37%
(pays quarterly) |
6/4/27 |
(31,547) |
|
JPMorgan Chase Bank, N.A. |
TRY |
356,122 |
Receives |
1-day TRY TRLEF
(pays quarterly) |
39.35%
(pays quarterly) |
6/12/27 |
(34,908) |
|
Interest Rate Swaps (OTC) (continued) | |||||||
|
Counterparty |
Notional Amount
(000's omitted) |
Portfolio
Pays/Receives
Floating Rate |
Floating Rate |
Annual
Fixed Rate |
Termination
Date |
Value/Unrealized
Appreciation
(Depreciation) | |
|
JPMorgan Chase Bank, N.A. |
TRY |
208,761 |
Receives |
1-day TRY TRLEF
(pays annually) |
37.48%
(pays annually) |
6/3/28 |
$ 38,394 |
|
Standard Chartered Bank |
MYR |
34,430 |
Pays |
3-month MYR KLIBOR
(pays quarterly) |
3.46%
(pays quarterly) |
12/18/29 |
(46,444) |
|
Standard Chartered Bank |
MYR |
16,800 |
Pays |
3-month MYR KLIBOR
(pays quarterly) |
3.58%
(pays quarterly) |
12/18/29 |
(5,171) |
|
Standard Chartered Bank |
MYR |
33,500 |
Pays |
3-month MYR KLIBOR
(pays quarterly) |
3.46%
(pays quarterly) |
6/18/30 |
(54,703) |
|
Standard Chartered Bank |
MYR |
79,041 |
Pays |
3-month MYR KLIBOR
(pays quarterly) |
3.48%
(pays quarterly) |
6/18/30 |
(114,102) |
|
Total |
|
|
|
|
|
|
$(124,223) |
|
Total Return Swaps (OTC) | ||||||
|
Counterparty |
Notional Amount
(000's omitted) |
Portfolio Receives |
Portfolio Pays |
Termination
Date |
Value/Unrealized
Appreciation
(Depreciation) | |
|
Citibank, N.A. |
USD |
354 |
Total Return on
GHS 3,860,000 Republic
of Ghana Government
Bonds, 8.35%,
2/16/27 (pays upon
termination) |
Fully Funded1
|
2/16/27 |
$(12,393
) |
|
ICBC Standard Bank plc |
USD |
869 |
Total Return on
UZS 10,172,000,000 Uzbekistan
Treasury Bonds, 14.00%,
2/4/29 (pays upon
termination) |
Fully Funded1
|
2/6/29 |
75,994 |
|
ICBC Standard Bank plc |
USD |
1,119 |
Total Return on
UZS 12,885,000,000 Uzbekistan
Treasury Bonds, 14.00%,
2/4/29 (pays upon
termination) |
Fully Funded1
|
2/6/29 |
77,891 |
|
ICBC Standard Bank plc |
USD |
405 |
Total Return on
UZS 4,679,000,000 Uzbekistan
Treasury Bonds, 15.00%,
1/7/29 (pays upon
termination) |
Fully Funded1
|
1/7/29 |
16,462 |
|
ICBC Standard Bank plc |
USD |
562 |
Total Return on
UZS 6,442,000,000 Uzbekistan
Treasury Bonds, 15.00%,
1/7/29 (pays upon
termination) |
Fully Funded1
|
1/7/29 |
18,772 |
|
JPMorgan Chase Bank,
N.A. |
USD |
5,705 |
Total Return on EGP
336,875,000 Egypt
Treasury Bills, 0.00%,
3/16/27 (pays upon
termination) |
SOFR + 0.75% on
Notional Amount (pays
upon termination) |
3/16/27 |
(28,778
) |
|
Standard Chartered Bank |
USD |
9,140 |
Total Return on EGP
529,800,000 Egypt
Treasury Bills, 0.00%,
3/16/27 (pays upon
termination) |
SOFR + 0.75% on
Notional Amount (pays
upon termination) |
10/14/26 |
(214,958
) |
|
Total Return Swaps (OTC) (continued) | ||||||
|
Counterparty |
Notional Amount
(000's omitted) |
Portfolio Receives |
Portfolio Pays |
Termination
Date |
Value/Unrealized
Appreciation
(Depreciation) | |
|
Standard Chartered Bank |
USD |
15,079 |
Total Return on EGP
774,925,000 Egypt
Treasury Bills, 0.00%,
9/15/26 (pays upon
termination) |
SOFR + 0.75% on
Notional Amount (pays
upon termination) |
9/15/26 |
$(408,540
) |
|
|
|
|
|
|
|
$(475,550
) |
|
1
|
The Portfolio enters into fully funded total return swap agreements. Under these arrangements, the Portfolio does not make periodic payments to the
counterparty. |
|
Abbreviations: | |
|
BUBOR |
– Budapest Interbank Offered Rate |
|
FBIL |
– Financial Benchmarks India Ltd. |
|
JIBAR |
– Johannesburg Interbank Average Rate |
|
KLIBOR |
– Kuala Lumpur Interbank Offered Rate |
|
MIBOR |
– Mumbai Interbank Offered Rate |
|
OTC |
– Over-the-counter |
|
PIK |
– Payment In Kind |
|
PRIBOR |
– Prague Interbank Offered Rate |
|
SOFR |
– Secured Overnight Financing Rate |
|
TRLEF |
Turkish Lira Overnight Reference Rate |
|
WIBOR |
– Warsaw Interbank Offered Rate |
|
Currency Abbreviations: | |
|
ALL |
– Albanian Lek |
|
AMD |
– Armenian Dram |
|
BAM |
– Bosnia-Herzegovina Convertible Mark |
|
BRL |
– Brazilian Real |
|
CLP |
– Chilean Peso |
|
CNH |
– Yuan Renminbi Offshore |
|
CNY |
– Yuan Renminbi |
|
COP |
– Colombian Peso |
|
CZK |
– Czech Koruna |
|
DOP |
– Dominican Peso |
|
EGP |
– Egyptian Pound |
|
EUR |
– Euro |
|
GEL |
– Georgian Lari |
|
GHS |
– Ghanaian Cedi |
|
HUF |
– Hungarian Forint |
|
IDR |
– Indonesian Rupiah |
|
INR |
– Indian Rupee |
|
JPY |
– Japanese Yen |
|
KES |
– Kenyan Shilling |
|
KRW |
– South Korean Won |
|
KZT |
– Kazakhstani Tenge |
|
| |
|
LKR |
– Sri Lankan Rupee |
|
MNT |
– Mongolia Tughrik |
|
MXN |
– Mexican Peso |
|
MYR |
– Malaysian Ringgit |
|
NGN |
– Nigerian Naira |
|
PEN |
– Peruvian Sol |
|
PLN |
– Polish Zloty |
|
PYG |
– Paraguayan Guarani |
|
RON |
– Romanian Leu |
|
RSD |
– Serbian Dinar |
|
RUB |
– Russian Ruble |
|
THB |
– Thai Baht |
|
TRY |
– Turkish Lira |
|
TWD |
– New Taiwan Dollar |
|
TZS |
– Tanzanian Shilling |
|
UGX |
– Ugandan Shilling |
|
USD |
– United States Dollar |
|
UYU |
– Uruguayan Peso |
|
UZS |
– Uzbekistani Som |
|
VND |
– Viet Nam Dong |
|
ZAR |
– South African Rand |
|
| |
|
ZMW |
– Zambian Kwacha |
|
Name |
Value,
beginning
of period |
Purchases |
Sales
proceeds |
Net
realized
gain (loss) |
Change in
unrealized
appreciation
(depreciation) |
Value, end
of period |
Dividend
income |
Shares,
end of period |
|
Short-Term Investments |
|
|
|
|
|
|
|
|
|
Liquidity Fund, Institutional Class(1)
|
$83,602,121 |
$1,238,722,498 |
$(1,239,505,419) |
$ — |
$ — |
$82,819,200 |
$4,218,571 |
82,819,200 |
|
(1)
|
Represents investment in Morgan Stanley Institutional Liquidity Funds - Government Portfolio. |
|
Asset Description |
Level 1 |
Level 2 |
Level 3 |
Total |
|
Credit Linked Notes |
$ — |
$1,113,516 |
$ — |
$1,113,516 |
|
Foreign Corporate Bonds |
— |
94,735,408 |
— |
94,735,408 |
|
Senior Floating-Rate Loans |
— |
9,398,427 |
— |
9,398,427 |
|
Sovereign Government Bonds |
— |
1,182,600,474 |
— |
1,182,600,474 |
|
Short-Term Investments: |
|
|
|
|
|
Affiliated Fund |
82,819,200 |
— |
— |
82,819,200 |
|
Sovereign Government Securities |
— |
207,768,519 |
— |
207,768,519 |
|
Asset Description (continued) |
Level 1 |
Level 2 |
Level 3 |
Total |
|
U.S. Treasury Obligations |
$ — |
$200,669,242 |
$ — |
$200,669,242 |
|
Purchased Currency Options |
— |
1,670,371 |
— |
1,670,371 |
|
Purchased Interest Rate Swaptions |
— |
1,323,574 |
— |
1,323,574 |
|
Total Investments |
$82,819,200 |
$1,699,279,531 |
$— |
$1,782,098,731 |
|
Forward Foreign Currency Exchange Contracts |
$ — |
$44,678,819 |
$ — |
$44,678,819 |
|
Forward Volatility Agreements |
— |
59,939 |
— |
59,939 |
|
Non-Deliverable Bond Forward Contracts |
— |
7,172 |
— |
7,172 |
|
Futures Contracts |
366,398 |
— |
— |
366,398 |
|
Swap Contracts |
— |
9,138,524 |
— |
9,138,524 |
|
Total |
$83,185,598 |
$1,753,163,985 |
$— |
$1,836,349,583 |
|
Liability Description |
|
|
|
|
|
Written Currency Options |
$ — |
$(673,789
) |
$ — |
$(673,789
) |
|
Forward Foreign Currency Exchange Contracts |
— |
(46,912,498
) |
— |
(46,912,498
) |
|
Non-Deliverable Bond Forward Contracts |
— |
(103,967
) |
— |
(103,967
) |
|
Swap Contracts |
— |
(22,093,521
) |
— |
(22,093,521
) |
|
Total |
$ — |
$(69,783,775
) |
$ — |
$(69,783,775
) |