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| Share Name | Share Symbol | Market | Type |
|---|---|---|---|
| Morgan Stanley Emerging Markets Domestic Debt Fund Inc | NYSE:EDD | NYSE | Common Stock |
| Price Change | % Change | Share Price | High Price | Low Price | Open Price | Shares Traded | Last Trade | |
|---|---|---|---|---|---|---|---|---|
| 0.00 | 0.00% | 4.68 | 0 | 12:00:06 |
|
|
Face
Amount
(000)
|
Value
(000)
|
|
|
Fixed Income Securities (93.4%)
|
|
||
|
Armenia (2.7%)
|
|
|
|
|
Sovereign (2.7%)
|
|
|
|
|
Republic of Armenia Treasury Bond,
|
|
|
|
|
8.00%, 10/29/31
|
AMD
|
281,250
|
$628
|
|
9.00%, 4/29/26
|
|
295,710
|
736
|
|
9.25%, 4/29/28
|
|
225,790
|
554
|
|
9.60%, 10/29/33
|
|
2,807,668
|
6,867
|
|
9.75%, 10/29/50 - 10/29/52
|
|
694,472
|
1,694
|
|
|
|
|
10,479
|
|
Benin (0.1%)
|
|
|
|
|
Sovereign (0.1%)
|
|
|
|
|
Benin Government International Bond,
|
|
|
|
|
5.75%, 3/26/26
|
EUR
|
204
|
222
|
|
Brazil (1.7%)
|
|
|
|
|
Sovereign (1.7%)
|
|
|
|
|
Brazil Notas do Tesouro Nacional,
Series F,
|
|
|
|
|
10.00%, 1/1/27
|
BRL
|
17,000
|
3,598
|
|
10.00%, 1/1/29
|
|
14,000
|
2,921
|
|
|
|
|
6,519
|
|
Chile (1.4%)
|
|
|
|
|
Sovereign (1.4%)
|
|
|
|
|
Bonos de la Tesoreria de la Republica
en pesos,
|
|
|
|
|
5.30%, 11/1/37
|
CLP
|
4,480,000
|
5,387
|
|
Colombia (5.1%)
|
|
|
|
|
Corporate Bond (0.3%)
|
|
|
|
|
Fideicomiso PA Costera,
|
|
|
|
|
6.25%, 1/15/34 (a)
|
COP
|
4,979,415
|
1,064
|
|
Sovereign (4.8%)
|
|
|
|
|
Colombia Government International
Bond,
|
|
|
|
|
9.85%, 6/28/27
|
|
1,466,000
|
362
|
|
Colombian TES,
|
|
|
|
|
5.75%, 11/3/27
|
|
24,995,000
|
5,489
|
|
6.00%, 4/28/28
|
|
8,982,000
|
1,963
|
|
7.00%, 6/30/32
|
|
12,440,000
|
2,610
|
|
Colombian TES, Series B
|
|
|
|
|
7.00%, 3/26/31
|
|
8,239,000
|
1,765
|
|
7.75%, 9/18/30
|
|
6,916,000
|
1,567
|
|
|
Face
Amount
(000)
|
Value
(000)
|
|
|
|
|
|
|
|
Financiera de Desarrollo Territorial SA
Findeter,
|
|
|
|
|
7.88%, 8/12/24 (a)
|
COP
|
20,551,000
|
$4,952
|
|
|
|
|
18,708
|
|
|
|
|
19,772
|
|
Czech Republic (4.0%)
|
|
|
|
|
Sovereign (4.0%)
|
|
|
|
|
Czech Republic Government Bond,
|
|
|
|
|
1.20%, 3/13/31
|
CZK
|
57,320
|
2,148
|
|
2.00%, 10/13/33
|
|
117,440
|
4,501
|
|
2.75%, 7/23/29
|
|
214,430
|
9,139
|
|
|
|
|
15,788
|
|
Dominican Republic (6.8%)
|
|
|
|
|
Sovereign (6.8%)
|
|
|
|
|
Dominican Republic Central Bank
Note,
|
|
|
|
|
13.00%, 12/5/25 (a)
|
DOP
|
97,000
|
1,840
|
|
13.00%, 12/5/25
|
|
120,000
|
2,276
|
|
Dominican Republic International
Bond,
|
|
|
|
|
8.00%, 1/15/27 - 3/12/27 (a)
|
|
129,000
|
2,160
|
|
9.75%, 6/5/26 (a)
|
|
224,000
|
4,073
|
|
12.00%, 8/8/25 - 10/3/25 (a)
|
|
332,790
|
6,164
|
|
12.75%, 9/23/29 (a)
|
|
357,200
|
7,359
|
|
13.63%, 2/3/33
|
|
120,250
|
2,650
|
|
|
|
|
26,522
|
|
El Salvador (0.1%)
|
|
|
|
|
Sovereign (0.1%)
|
|
|
|
|
El Salvador Government International
Bond,
|
|
|
|
|
5.88%, 1/30/25
|
$
|
250
|
229
|
|
Honduras (0.0%)‡
|
|
|
|
|
Sovereign (0.0%)‡
|
|
|
|
|
Honduras Government International
Bond,
|
|
|
|
|
7.50%, 3/15/24
|
|
92
|
92
|
|
Hungary (2.5%)
|
|
|
|
|
Sovereign (2.5%)
|
|
|
|
|
Hungary Government Bond,
|
|
|
|
|
2.25%, 4/20/33
|
HUF
|
677,000
|
1,294
|
|
3.00%, 10/27/27
|
|
1,387,460
|
3,274
|
|
|
Face
Amount
(000)
|
Value
(000)
|
|
|
Sovereign (cont’d)
|
|
|
|
|
3.00%, 4/25/41
|
HUF
|
1,548,910
|
$2,553
|
|
3.25%, 10/22/31
|
|
375,640
|
820
|
|
4.00%, 4/28/51
|
|
139,450
|
241
|
|
4.75%, 11/24/32
|
|
687,250
|
1,624
|
|
|
|
|
9,806
|
|
India (3.8%)
|
|
|
|
|
Sovereign (3.8%)
|
|
|
|
|
India Government Bond,
|
|
|
|
|
7.10%, 4/18/29
|
INR
|
897,900
|
10,873
|
|
7.26%, 2/6/33
|
|
336,750
|
4,131
|
|
|
|
|
15,004
|
|
Indonesia (9.0%)
|
|
|
|
|
Sovereign (9.0%)
|
|
|
|
|
Indonesia Treasury Bond,
|
|
|
|
|
6.50%, 2/15/31
|
IDR
|
114,953,000
|
7,679
|
|
7.00%, 9/15/30
|
|
20,194,000
|
1,391
|
|
7.00%, 2/15/33
|
|
25,000,000
|
1,746
|
|
7.13%, 6/15/42 - 6/15/43
|
|
113,394,000
|
8,030
|
|
7.38%, 5/15/48
|
|
7,875,000
|
558
|
|
7.50%, 6/15/35
|
|
83,000,000
|
5,995
|
|
8.38%, 4/15/39
|
|
65,600,000
|
5,114
|
|
8.75%, 5/15/31
|
|
58,978,000
|
4,502
|
|
|
|
|
35,015
|
|
Jordan (0.7%)
|
|
|
|
|
Sovereign (0.7%)
|
|
|
|
|
Jordan Government International
Bond,
|
|
|
|
|
4.95%, 7/7/25
|
$
|
2,735
|
2,671
|
|
Malaysia (6.0%)
|
|
|
|
|
Sovereign (6.0%)
|
|
|
|
|
Malaysia Government Bond,
|
|
|
|
|
3.58%, 7/15/32
|
MYR
|
6,289
|
1,363
|
|
3.76%, 5/22/40
|
|
60,220
|
12,831
|
|
4.07%, 6/15/50
|
|
3,400
|
731
|
|
4.23%, 6/30/31
|
|
37,167
|
8,475
|
|
|
|
|
23,400
|
|
Mexico (11.9%)
|
|
|
|
|
Sovereign (11.9%)
|
|
|
|
|
Mexican Bonos,
|
|
|
|
|
7.50%, 6/3/27
|
MXN
|
50,000
|
2,820
|
|
|
Face
Amount
(000)
|
Value
(000)
|
|
|
|
|
|
|
|
7.75%, 5/29/31
|
MXN
|
262,000
|
$14,698
|
|
8.50%, 5/31/29 - 11/18/38
|
|
105,000
|
6,159
|
|
Mexican Udibonos,
|
|
|
|
|
2.75%, 11/27/31
|
|
140,207
|
7,357
|
|
4.00%, 11/30/28
|
|
204,002
|
11,837
|
|
Petroleos Mexicanos,
|
|
|
|
|
4.25%, 1/15/25
|
$
|
1,850
|
1,759
|
|
6.88%, 10/16/25
|
|
1,720
|
1,659
|
|
|
|
|
46,289
|
|
Panama (0.1%)
|
|
|
|
|
Sovereign (0.1%)
|
|
|
|
|
Panama Bonos del Tesoro,
|
|
|
|
|
6.38%, 7/25/33
|
|
226
|
224
|
|
Peru (5.0%)
|
|
|
|
|
Sovereign (5.0%)
|
|
|
|
|
Peru Government Bond,
|
|
|
|
|
5.35%, 8/12/40
|
PEN
|
8,818
|
2,091
|
|
5.40%, 8/12/34
|
|
3,376
|
840
|
|
5.94%, 2/12/29
|
|
1,570
|
431
|
|
6.15%, 8/12/32
|
|
33,880
|
9,104
|
|
6.35%, 8/12/28
|
|
10,000
|
2,813
|
|
7.30%, 8/12/33
|
|
14,016
|
4,047
|
|
|
|
|
19,326
|
|
Romania (3.9%)
|
|
|
|
|
Sovereign (3.9%)
|
|
|
|
|
Romania Government Bond,
|
|
|
|
|
2.50%, 10/25/27
|
RON
|
31,700
|
6,081
|
|
4.75%, 2/24/25 - 10/11/34
|
|
29,455
|
6,296
|
|
5.80%, 7/26/27
|
|
9,410
|
2,050
|
|
8.75%, 10/30/28
|
|
3,970
|
974
|
|
|
|
|
15,401
|
|
Serbia (5.0%)
|
|
|
|
|
Sovereign (5.0%)
|
|
|
|
|
Serbia Treasury Bonds,
|
|
|
|
|
4.50%, 1/11/26 - 8/20/32
|
RSD
|
1,942,790
|
16,705
|
|
5.88%, 2/8/28
|
|
268,050
|
2,597
|
|
|
|
|
19,302
|
|
|
Face
Amount
(000)
|
Value
(000)
|
|
|
South Africa (10.9%)
|
|
|
|
|
Sovereign (10.9%)
|
|
|
|
|
Republic of South Africa Government
Bond,
|
|
|
|
|
8.00%, 1/31/30
|
ZAR
|
38,330
|
$1,923
|
|
8.75%, 1/31/44
|
|
423,900
|
17,639
|
|
9.00%, 1/31/40
|
|
343,230
|
14,995
|
|
10.50%, 12/21/26
|
|
136,800
|
8,004
|
|
|
|
|
42,561
|
|
Sri Lanka (1.3%)
|
|
|
|
|
Sovereign (1.3%)
|
|
|
|
|
Sri Lanka Treasury Bill,
|
|
|
|
|
0.00%, 8/11/23 - 12/8/23
|
LKR
|
1,712,000
|
5,184
|
|
Supranational (0.1%)
|
|
|
|
|
Sovereign (0.1%)
|
|
|
|
|
International Finance Corp.,
|
|
|
|
|
16.00%, 2/21/25
|
UZS
|
7,000,000
|
605
|
|
Suriname (0.8%)
|
|
|
|
|
Sovereign (0.8%)
|
|
|
|
|
Suriname Government International
Bond,
|
|
|
|
|
9.25%, 10/26/26
|
$
|
2,587
|
2,164
|
|
12.88%, 12/30/23 (a)(b)
|
|
326
|
276
|
|
12.88%, 12/30/23 (b)
|
|
620
|
525
|
|
|
|
|
2,965
|
|
Thailand (3.1%)
|
|
|
|
|
Sovereign (3.1%)
|
|
|
|
|
Thailand Government Bond,
|
|
|
|
|
1.59%, 12/17/35
|
THB
|
70,000
|
1,809
|
|
1.60%, 12/17/29 - 6/17/35
|
|
70,328
|
1,901
|
|
1.88%, 6/17/49
|
|
50,000
|
1,128
|
|
2.00%, 6/17/42
|
|
226,000
|
5,746
|
|
3.30%, 6/17/38
|
|
50,000
|
1,542
|
|
|
|
|
12,126
|
|
Uruguay (3.7%)
|
|
|
|
|
Sovereign (3.7%)
|
|
|
|
|
Uruguay Government International
Bond,
|
|
|
|
|
3.88%, 7/2/40
|
UYU
|
274,902
|
7,923
|
|
8.50%, 3/15/28 (a)
|
|
69,890
|
1,825
|
|
9.75%, 7/20/33
|
|
160,157
|
4,483
|
|
|
Face
Amount
(000)
|
Value
(000)
|
|
|
|
|
|
|
|
Uruguay Monetary Regulation Bill,
|
|
|
|
|
0.00%, 7/3/24
|
UYU
|
15,950
|
$390
|
|
|
|
|
14,621
|
|
Uzbekistan (2.9%)
|
|
|
|
|
Corporate Bonds (1.3%)
|
|
|
|
|
Ipoteka-Bank ATIB,
|
|
|
|
|
16.00%, 4/16/24
|
UZS
|
10,170,000
|
850
|
|
Uzbek Industrial & Construction Bank
ATB via Daryo Finance BV,
|
|
|
|
|
18.75%, 6/15/25
|
|
48,515,300
|
4,200
|
|
|
|
|
5,050
|
|
Sovereign (1.6%)
|
|
|
|
|
Republic of Uzbekistan International
Bond,
|
|
|
|
|
14.00%, 7/19/24
|
|
45,910,000
|
3,896
|
|
14.50%, 11/25/23
|
|
27,520,000
|
2,378
|
|
|
|
|
6,274
|
|
|
|
|
11,324
|
|
Zambia (0.8%)
|
|
|
|
|
Sovereign (0.8%)
|
|
|
|
|
Zambia Government Bond,
|
|
|
|
|
11.00%, 1/25/26 - 6/28/26
|
ZMW
|
44,154
|
1,973
|
|
12.00%, 6/28/28 - 11/29/28
|
|
9,000
|
318
|
|
13.00%, 1/25/31
|
|
15,270
|
507
|
|
13.00%, 12/27/31
|
|
1,070
|
33
|
|
14.00%, 4/24/32
|
|
3,515
|
113
|
|
|
|
|
2,944
|
|
Total Fixed Income Securities (Cost $368,827)
|
363,778
|
||
|
Short-Term Investments (6.3%)
|
|
||
|
U.S. Treasury Security (1.7%)
|
|
|
|
|
U.S. Treasury Bill,
|
|
|
|
|
5.01%, 11/30/23 (c)
|
$
|
4,416
|
$4,338
|
|
5.32%, 11/30/23 (c)
|
|
250
|
$246
|
|
5.40%, 11/30/23 (c)
|
|
380
|
$373
|
|
5.43%, 11/30/23 (c)
|
|
1,372
|
$1,348
|
|
5.44%, 11/30/23 (c)
|
|
150
|
$148
|
|
Total U.S. Treasury
Security (Cost $6,460)
|
|
|
6,453
|
|
|
Shares
|
Value (000)
|
|
|
Investment Company (4.6%)
|
|
|
|
|
Morgan Stanley Institutional Liquidity
Funds - Treasury Securities
Portfolio - Institutional
Class (d) (Cost $17,894)
|
|
17,894,257
|
$17,894
|
|
Total Short-Term Investments (Cost $24,354)
|
24,347
|
||
|
TOTAL INVESTMENTS EXCLUDING PURCHASED
OPTIONS (105.2%)(COST $393,181)
|
388,125
|
||
|
TOTAL PURCHASED OPTIONS OUTSTANDING
(0.3%) (COST $1,006)
|
1,199
|
||
|
TOTAL INVESTMENTS (100%) (Cost $394,187)(e)(f)(g)
|
|
389,324
|
|
|
LIABILITIES IN EXCESS OF OTHER ASSETS
|
|
(20,205
)
|
|
|
NET ASSETS
|
|
369,119
|
|
|
‡
|
Amount is less than 0.05%.
|
|
(a)
|
144A security − Certain conditions for public sale may
exist. Unless otherwise noted, these securities are
deemed to be liquid.
|
|
(b)
|
Multi-step — Coupon rate changes in predetermined
increments to maturity. Rate disclosed is as of July 31,
2023. Maturity date disclosed is the ultimate maturity
date.
|
|
(c)
|
Rate shown is the yield to maturity at July 31, 2023.
|
|
(d)
|
The Fund invests in the Institutional Class of the Morgan
Stanley Institutional Liquidity Funds - Treasury Securities
Portfolio - (the "Liquidity Funds"), an open-end management
investment company managed by the Adviser. Advisory
fees paid by the Fund are reduced by an amount equal to
its pro-rata share of the advisory and administration fees
paid by the Fund due to its investment in the Liquidity
Funds. For the nine months ended July 31, 2023 advisory
fees paid were reduced by approximately $16,000
relating to the Fund's investment in the Liquidity Funds.
|
|
(e)
|
Securities are available for collateral in connection with
securities purchased on a forward commitment basis,
open foreign currency forward exchange contracts,
futures contracts and swap agreements.
|
|
(f)
|
The Fund is permitted to purchase and sell securities
("cross-trade") from and to other Morgan Stanley Funds as
well as other funds and client accounts for which the
Adviser or an affiliate of the Adviser serves as investment
adviser, pursuant to procedures approved by
the Directorss in compliance with Rule 17a-7 under the Act
(the "Rule"). Each cross-trade is executed at the current
market price in compliance with provisions of the Rule. For
the nine months ended July 31, 2023, the Fund did not
engage in any cross-trade transactions.
|
|
(g)
|
At July 31, 2023, the aggregate cost for federal income
tax purposes approximates the aggregate cost for book
purposes. The aggregate gross unrealized appreciation is
approximately $25,461,000 and the aggregate gross
unrealized depreciation is approximately $32,768,000,
resulting in net unrealized depreciation of approximately
$7,307,000.
|
|
Foreign Currency Forward Exchange Contracts:
|
||||||
|
The Fund had the following foreign currency forward exchange contracts open at July 31, 2023:
|
||||||
|
Counterparty
|
Contracts
to Deliver
(000)
|
In
Exchange
For
(000)
|
Delivery
Date
|
Unrealized
Appreciation
(Depreciation)
(000)
|
||
|
Australia & New Zealand Banking Group Ltd.
|
EUR
|
1,429
|
HUF
|
574,800
|
1/11/24
|
$3
|
|
Australia & New Zealand Banking Group Ltd.
|
EUR
|
421
|
RON
|
2,100
|
9/20/23
|
4
|
|
Australia & New Zealand Banking Group Ltd.
|
MXN
|
83,345
|
$
|
4,708
|
9/20/23
|
(226
)
|
|
Bank of America NA
|
$
|
9,617
|
EUR
|
8,868
|
9/20/23
|
156
|
|
Bank of America NA
|
ZAR
|
1,795
|
$
|
93
|
9/18/23
|
(7
)
|
|
Barclays Bank PLC
|
COP
|
4,660,000
|
$
|
1,106
|
9/20/23
|
(66
)
|
|
Barclays Bank PLC
|
EUR
|
1,905
|
HUF
|
813,165
|
1/30/24
|
127
|
|
Barclays Bank PLC
|
MYR
|
2,060
|
$
|
467
|
8/15/23
|
9
|
|
Barclays Bank PLC
|
MYR
|
49,630
|
$
|
10,802
|
9/20/23
|
(240
)
|
|
Barclays Bank PLC
|
PEN
|
18,300
|
$
|
4,976
|
9/20/23
|
(84
)
|
|
Barclays Bank PLC
|
$
|
3,838
|
COP
|
17,107,000
|
9/20/23
|
466
|
|
Barclays Bank PLC
|
$
|
6,480
|
MXN
|
110,732
|
9/20/23
|
75
|
|
Barclays Bank PLC
|
$
|
16
|
MXN
|
268
|
9/20/23
|
—@
|
|
Barclays Bank PLC
|
$
|
1,146
|
MYR
|
5,060
|
8/15/23
|
(23
)
|
|
Barclays Bank PLC
|
$
|
11,367
|
MYR
|
52,120
|
9/20/23
|
229
|
|
Barclays Bank PLC
|
$
|
934
|
PEN
|
3,430
|
9/20/23
|
14
|
|
Barclays Bank PLC
|
ZAR
|
30,000
|
$
|
1,597
|
9/20/23
|
(73
)
|
|
Barclays Bank PLC
|
ZAR
|
27,000
|
$
|
1,437
|
9/20/23
|
(66
)
|
|
Barclays Bank PLC
|
ZAR
|
74,000
|
$
|
3,939
|
9/20/23
|
(180
)
|
|
Barclays Bank PLC
|
ZAR
|
4,500
|
$
|
240
|
9/20/23
|
(11
)
|
|
BNP Paribas SA
|
BRL
|
2,493
|
$
|
525
|
9/5/23
|
1
|
|
BNP Paribas SA
|
BRL
|
2,493
|
$
|
526
|
8/2/23
|
(1
)
|
|
BNP Paribas SA
|
CLP
|
4,480,000
|
$
|
5,382
|
9/20/23
|
69
|
|
BNP Paribas SA
|
COP
|
2,582,000
|
$
|
602
|
9/20/23
|
(47
)
|
|
BNP Paribas SA
|
EUR
|
2,522
|
HUF
|
958,000
|
9/20/23
|
(88
)
|
|
BNP Paribas SA
|
EUR
|
447
|
HUF
|
182,066
|
1/11/24
|
8
|
|
BNP Paribas SA
|
EUR
|
493
|
HUF
|
201,134
|
1/11/24
|
9
|
|
BNP Paribas SA
|
EUR
|
2,148
|
PLN
|
9,638
|
9/20/23
|
33
|
|
BNP Paribas SA
|
EUR
|
2,072
|
PLN
|
9,297
|
9/20/23
|
32
|
|
BNP Paribas SA
|
EUR
|
8,778
|
PLN
|
39,664
|
9/20/23
|
203
|
|
BNP Paribas SA
|
PLN
|
5,600
|
EUR
|
1,248
|
9/20/23
|
(19
)
|
|
BNP Paribas SA
|
$
|
529
|
BRL
|
2,493
|
8/2/23
|
(1
)
|
|
BNP Paribas SA
|
$
|
4,791
|
IDR
|
72,000,000
|
10/18/23
|
(18
)
|
|
BNP Paribas SA
|
$
|
334
|
KRW
|
422,000
|
9/20/23
|
(2
)
|
|
Citibank NA
|
CZK
|
24,000
|
$
|
1,086
|
9/20/23
|
(16
)
|
|
Citibank NA
|
EUR
|
2,614
|
$
|
2,853
|
8/4/23
|
(21
)
|
|
Citibank NA
|
EUR
|
2,492
|
$
|
2,720
|
8/4/23
|
(21
)
|
|
Citibank NA
|
EUR
|
289
|
$
|
316
|
8/4/23
|
(2
)
|
|
Citibank NA
|
EUR
|
579
|
$
|
632
|
8/4/23
|
(5
)
|
|
Foreign Currency Forward Exchange Contracts: (cont'd)
|
||||||
|
|
||||||
|
Counterparty
|
Contracts
to Deliver
(000)
|
In
Exchange
For
(000)
|
Delivery
Date
|
Unrealized
Appreciation
(Depreciation)
(000)
|
||
|
Citibank NA
|
EUR
|
552
|
$
|
602
|
8/4/23
|
$(5
)
|
|
Citibank NA
|
EUR
|
276
|
$
|
301
|
8/4/23
|
(2
)
|
|
Citibank NA
|
EUR
|
1,802
|
$
|
1,967
|
8/4/23
|
(15
)
|
|
Citibank NA
|
EUR
|
1,718
|
$
|
1,875
|
8/4/23
|
(14
)
|
|
Citibank NA
|
$
|
7,309
|
BRL
|
35,000
|
9/5/23
|
48
|
|
Citibank NA
|
$
|
2,864
|
EUR
|
2,624
|
8/4/23
|
21
|
|
Citibank NA
|
$
|
3,397
|
EUR
|
3,113
|
8/4/23
|
26
|
|
Citibank NA
|
$
|
7,427
|
ILS
|
27,500
|
8/28/23
|
59
|
|
Citibank NA
|
$
|
4,075
|
KRW
|
5,200,000
|
9/20/23
|
15
|
|
Citibank NA
|
$
|
1,506
|
PEN
|
5,375
|
9/20/23
|
(20
)
|
|
Citibank NA
|
$
|
255
|
UYU
|
9,937
|
9/20/23
|
8
|
|
Citibank NA
|
UYU
|
139,867
|
$
|
3,591
|
9/20/23
|
(116
)
|
|
Citibank NA
|
ZAR
|
27,764
|
$
|
1,475
|
9/20/23
|
(71
)
|
|
Citibank NA
|
ZAR
|
4,595
|
$
|
244
|
9/20/23
|
(12
)
|
|
Citibank NA
|
ZAR
|
73,300
|
$
|
3,894
|
9/20/23
|
(187
)
|
|
Citibank NA
|
ZAR
|
29,100
|
$
|
1,546
|
9/20/23
|
(74
)
|
|
Credit Agricole CIB
|
$
|
6,696
|
MYR
|
30,670
|
9/20/23
|
128
|
|
Goldman Sachs International
|
BRL
|
3,770
|
$
|
780
|
9/5/23
|
(13
)
|
|
Goldman Sachs International
|
BRL
|
2,307
|
$
|
485
|
9/5/23
|
—@
|
|
Goldman Sachs International
|
BRL
|
2,307
|
$
|
486
|
8/2/23
|
(1
)
|
|
Goldman Sachs International
|
COP
|
11,091,829
|
$
|
2,616
|
9/20/23
|
(174
)
|
|
Goldman Sachs International
|
CZK
|
9,770
|
EUR
|
408
|
9/20/23
|
1
|
|
Goldman Sachs International
|
CZK
|
5,000
|
EUR
|
209
|
9/20/23
|
1
|
|
Goldman Sachs International
|
EUR
|
4,249
|
CZK
|
101,695
|
9/20/23
|
(11
)
|
|
Goldman Sachs International
|
EUR
|
1,253
|
CZK
|
30,000
|
9/20/23
|
(3
)
|
|
Goldman Sachs International
|
EUR
|
877
|
CZK
|
21,000
|
9/20/23
|
(2
)
|
|
Goldman Sachs International
|
EUR
|
2,354
|
HUF
|
901,750
|
9/20/23
|
(62
)
|
|
Goldman Sachs International
|
EUR
|
2,499
|
HUF
|
958,000
|
9/20/23
|
(63
)
|
|
Goldman Sachs International
|
EUR
|
987
|
HUF
|
387,753
|
9/20/23
|
2
|
|
Goldman Sachs International
|
PEN
|
10,000
|
$
|
2,720
|
9/20/23
|
(45
)
|
|
Goldman Sachs International
|
PEN
|
2,000
|
$
|
544
|
9/20/23
|
(9
)
|
|
Goldman Sachs International
|
RON
|
11,400
|
EUR
|
2,283
|
9/20/23
|
(21
)
|
|
Goldman Sachs International
|
$
|
4,866
|
BRL
|
23,524
|
9/5/23
|
79
|
|
Goldman Sachs International
|
$
|
488
|
BRL
|
2,307
|
8/2/23
|
(—@
)
|
|
Goldman Sachs International
|
$
|
2,868
|
MYR
|
13,160
|
9/20/23
|
60
|
|
Goldman Sachs International
|
$
|
2,085
|
MYR
|
9,570
|
9/20/23
|
44
|
|
Goldman Sachs International
|
$
|
1,004
|
MYR
|
4,600
|
8/15/23
|
17
|
|
Goldman Sachs International
|
$
|
1,815
|
ZAR
|
32,746
|
9/20/23
|
8
|
|
HSBC Bank PLC
|
CNH
|
9,100
|
$
|
1,273
|
9/20/23
|
(6
)
|
|
HSBC Bank PLC
|
EUR
|
8,839
|
PLN
|
39,902
|
9/20/23
|
196
|
|
Foreign Currency Forward Exchange Contracts: (cont'd)
|
||||||
|
|
||||||
|
Counterparty
|
Contracts
to Deliver
(000)
|
In
Exchange
For
(000)
|
Delivery
Date
|
Unrealized
Appreciation
(Depreciation)
(000)
|
||
|
HSBC Bank PLC
|
EUR
|
2,141
|
PLN
|
9,610
|
9/20/23
|
$33
|
|
HSBC Bank PLC
|
EUR
|
2,094
|
PLN
|
9,400
|
9/20/23
|
33
|
|
HSBC Bank PLC
|
EUR
|
1,081
|
PLN
|
4,852
|
9/20/23
|
17
|
|
HSBC Bank PLC
|
EUR
|
1,049
|
PLN
|
4,710
|
9/20/23
|
17
|
|
HSBC Bank PLC
|
KRW
|
4,795,000
|
$
|
3,779
|
9/20/23
|
7
|
|
HSBC Bank PLC
|
PLN
|
5,500
|
EUR
|
1,225
|
9/20/23
|
(19
)
|
|
HSBC Bank PLC
|
PLN
|
2,800
|
EUR
|
624
|
9/20/23
|
(10
)
|
|
HSBC Bank PLC
|
$
|
57
|
BRL
|
279
|
9/20/23
|
1
|
|
HSBC Bank PLC
|
$
|
21,669
|
KRW
|
27,495,000
|
9/20/23
|
(39
)
|
|
HSBC Bank PLC
|
ZAR
|
27,000
|
$
|
1,434
|
9/20/23
|
(70
)
|
|
HSBC Bank PLC
|
ZAR
|
74,000
|
$
|
3,929
|
9/20/23
|
(191
)
|
|
HSBC Bank PLC
|
ZAR
|
30,000
|
$
|
1,593
|
9/20/23
|
(77
)
|
|
JPMorgan Chase Bank NA
|
BRL
|
4,800
|
$
|
997
|
8/2/23
|
(18
)
|
|
JPMorgan Chase Bank NA
|
EUR
|
973
|
HUF
|
383,200
|
9/20/23
|
4
|
|
JPMorgan Chase Bank NA
|
EUR
|
1,486
|
HUF
|
574,800
|
9/20/23
|
(23
)
|
|
JPMorgan Chase Bank NA
|
$
|
1,012
|
BRL
|
4,800
|
8/2/23
|
3
|
|
JPMorgan Chase Bank NA
|
$
|
8,577
|
CLP
|
6,930,500
|
9/20/23
|
(359
)
|
|
JPMorgan Chase Bank NA
|
$
|
2,811
|
ILS
|
10,392
|
8/24/23
|
18
|
|
JPMorgan Chase Bank NA
|
$
|
2,765
|
ILS
|
10,233
|
8/24/23
|
20
|
|
JPMorgan Chase Bank NA
|
$
|
140
|
NGN
|
118,852
|
6/20/24
|
(1
)
|
|
JPMorgan Chase Bank NA
|
$
|
3,166
|
THB
|
108,717
|
9/20/23
|
25
|
|
JPMorgan Chase Bank NA
|
$
|
6,092
|
THB
|
209,045
|
9/20/23
|
44
|
|
JPMorgan Chase Bank NA
|
$
|
1,328
|
TRY
|
34,000
|
8/8/23
|
(70
)
|
|
JPMorgan Chase Bank NA
|
$
|
360
|
TRY
|
9,150
|
8/8/23
|
(22
)
|
|
JPMorgan Chase Bank NA
|
$
|
1,886
|
UZS
|
23,672,156
|
10/24/23
|
122
|
|
JPMorgan Chase Bank NA
|
$
|
630
|
UZS
|
7,827,844
|
11/7/23
|
32
|
|
JPMorgan Chase Bank NA
|
ZAR
|
103,900
|
$
|
5,497
|
9/18/23
|
(288
)
|
|
Standard Chartered Bank
|
COP
|
10,715,000
|
$
|
2,490
|
9/20/23
|
(205
)
|
|
Standard Chartered Bank
|
INR
|
60,000
|
$
|
728
|
9/20/23
|
(—@
)
|
|
Standard Chartered Bank
|
MXN
|
134,900
|
$
|
7,647
|
9/20/23
|
(339
)
|
|
Standard Chartered Bank
|
PEN
|
963
|
$
|
262
|
9/20/23
|
(4
)
|
|
Standard Chartered Bank
|
PEN
|
18,852
|
$
|
5,125
|
9/20/23
|
(88
)
|
|
Standard Chartered Bank
|
PEN
|
4,876
|
$
|
1,326
|
9/20/23
|
(23
)
|
|
Standard Chartered Bank
|
$
|
20,122
|
BRL
|
97,530
|
9/5/23
|
380
|
|
Standard Chartered Bank
|
$
|
15,249
|
CNH
|
104,775
|
8/8/23
|
(581
)
|
|
Standard Chartered Bank
|
$
|
6,665
|
MXN
|
117,586
|
9/20/23
|
295
|
|
Standard Chartered Bank
|
$
|
14,230
|
THB
|
490,250
|
9/20/23
|
158
|
|
Standard Chartered Bank
|
$
|
1,071
|
THB
|
36,900
|
9/20/23
|
12
|
|
Standard Chartered Bank
|
ZAR
|
4,500
|
$
|
239
|
9/20/23
|
(12
)
|
|
State Street Bank and Trust Co.
|
MXN
|
25,000
|
$
|
1,415
|
9/20/23
|
(64
)
|
|
Foreign Currency Forward Exchange Contracts: (cont'd)
|
||||||
|
|
||||||
|
Counterparty
|
Contracts
to Deliver
(000)
|
In
Exchange
For
(000)
|
Delivery
Date
|
Unrealized
Appreciation
(Depreciation)
(000)
|
||
|
State Street Bank and Trust Co.
|
MXN
|
81,000
|
$
|
4,569
|
9/20/23
|
$(226
)
|
|
State Street Bank and Trust Co.
|
PEN
|
7,574
|
$
|
2,066
|
9/20/23
|
(28
)
|
|
State Street Bank and Trust Co.
|
PEN
|
770
|
$
|
210
|
9/20/23
|
(3
)
|
|
State Street Bank and Trust Co.
|
PEN
|
2,599
|
$
|
709
|
9/20/23
|
(10
)
|
|
State Street Bank and Trust Co.
|
$
|
1,171
|
CNH
|
8,410
|
9/20/23
|
11
|
|
State Street Bank and Trust Co.
|
$
|
6,107
|
PEN
|
22,292
|
9/20/23
|
56
|
|
UBS AG
|
CZK
|
9,750
|
EUR
|
407
|
9/20/23
|
1
|
|
UBS AG
|
EUR
|
2,506
|
CZK
|
60,000
|
9/20/23
|
(6
)
|
|
UBS AG
|
EUR
|
1,712
|
CZK
|
41,000
|
9/20/23
|
(4
)
|
|
UBS AG
|
EUR
|
5,641
|
HUF
|
2,139,926
|
9/20/23
|
(206
)
|
|
UBS AG
|
EUR
|
6,229
|
HUF
|
2,362,800
|
9/20/23
|
(228
)
|
|
UBS AG
|
EUR
|
405
|
PLN
|
1,800
|
9/20/23
|
2
|
|
UBS AG
|
HUF
|
2,331,670
|
EUR
|
6,146
|
9/20/23
|
225
|
|
UBS AG
|
IDR
|
98,731,000
|
$
|
6,576
|
10/18/23
|
32
|
|
UBS AG
|
$
|
17,361
|
IDR
|
260,648,354
|
10/18/23
|
(85
)
|
|
UBS AG
|
ZAR
|
27,648
|
$
|
1,506
|
9/18/23
|
(34
)
|
|
UBS AG
|
ZAR
|
40,959
|
$
|
2,231
|
9/18/23
|
(50
)
|
|
UBS AG
|
ZAR
|
59,205
|
$
|
3,057
|
9/18/23
|
(240
)
|
|
|
|
|
|
|
|
$(2,067
)
|
|
Call Options Purchased:
|
|||||||||
|
The Fund had the following call options purchased open at July 31, 2023:
|
|||||||||
|
Counterparty
|
Description
|
Strike
Price
|
Expiration
Date
|
Number of
Contracts
|
Notional
Amount
(000)
|
Value (000)
|
Premiums
Paid
(000)
|
Unrealized
Appreciation
(000)
|
|
|
BNP Paribas SA
|
USD/CNH
|
CNH
|
7.00
|
Jan–24
|
14,400,000
|
$14,400
|
$253
|
$150
|
$103
|
|
Put Options Purchased:
|
|||||||||
|
The Fund had the following put options purchased open at July 31, 2023:
|
|||||||||
|
Counterparty
|
Description
|
Strike
Price
|
Expiration
Date
|
Number of
Contracts
|
Notional
Amount
(000)
|
Value (000)
|
Premiums
Paid
(000)
|
Unrealized
Appreciation
(000)
|
|
|
Barclays Bank PLC
|
USD/BRL
|
BRL
|
4.90
|
Jan–24
|
22,240,000
|
$22,240
|
$946
|
$856
|
$90
|
|
Call Options Written:
|
|||||||||
|
The Fund had the following call options written open at July 31, 2023:
|
|||||||||
|
Counterparty
|
Description
|
Strike
Price
|
Expiration
Date
|
Number of
Contracts
|
Notional
Amount
(000)
|
Value
(000)
|
Premiums
Paid
(000)
|
Unrealized
Appreciation
(000)
|
|
|
BNP Paribas SA
|
USD/CNH
|
CNH
|
7.50
|
Jan 26
|
(14,400,000)
|
$14,400
|
$(33
)
|
$(53
)
|
$20
|
|
Futures Contracts:
|
||||||
|
The Fund had the following futures contracts open at July 31, 2023:
|
||||||
|
|
Number of
Contracts
|
Expiration
Date
|
Notional
Amount
(000)
|
Value
(000)
|
Unrealized
Appreciation
(000)
|
|
|
Short:
|
|
|
|
|
|
|
|
U.S. Treasury 10 yr. Note (United States)
|
2
|
Sep-23
|
$
|
(200)
|
$(223
)
|
$1
|
|
Interest Rate Swap Agreement:
|
||||||||||
|
The Fund had the following interest rate swap agreement open at July 31, 2023:
|
||||||||||
|
Swap
Counterparty
|
Floating
Rate
Index
|
Pay/
Receive
Floating
Rate
|
Fixed Rate
|
Payment
Frequency
Paid/
Received
|
Maturity
Date
|
Notional
Amount
(000)
|
Value
(000)
|
Upfront
Payment
Paid
(Received)
(000)
|
Unrealized
Appreciation
(Depreciation)
(000)
|
|
|
Morgan Stanley & Co. LLC
|
PIBR
|
Pay
|
(8.93
)%
|
Quarterly/
Quarterly
|
6/21/28
|
COP
|
33,000,000
|
$(318
)
|
$—
|
$(318
)
|
|
Morgan Stanley & Co. LLC
|
WIBOR
|
Receive
|
(6.02
)
|
Annual/
Semi-Annual
|
12/21/27
|
PLN
|
15,270
|
(298
)
|
—
|
(298
)
|
|
Morgan Stanley & Co. LLC
|
WIBOR
|
Receive
|
(5.85
)
|
Annual/
Semi-Annual
|
12/21/32
|
|
9,110
|
(256
)
|
—
|
(256
)
|
|
Morgan Stanley & Co. LLC
|
WIBOR
|
Receive
|
(5.56
)
|
Annual/
Semi-Annual
|
12/21/27
|
|
13,330
|
(193
)
|
—
|
(193
)
|
|
Morgan Stanley & Co. LLC
|
WIBOR
|
Receive
|
(5.53
)
|
Annual/
Semi-Annual
|
12/21/32
|
|
7,990
|
(175
)
|
—
|
(175
)
|
|
Morgan Stanley & Co. LLC
|
THOR
|
Receive
|
2.37
|
Quarterly/
Quarterly
|
6/21/28
|
THB
|
300,000
|
(35
)
|
—
|
(35
)
|
|
Morgan Stanley & Co. LLC
|
CNRR
|
Pay
|
2.42
|
Quarterly/
Quarterly
|
12/21/27
|
CNY
|
284,209
|
(13
)
|
—
|
(13
)
|
|
Morgan Stanley & Co. LLC
|
CNRR
|
Pay
|
2.43
|
Quarterly/
Quarterly
|
9/20/28
|
|
11,240
|
(5
)
|
—
|
(5
)
|
|
Morgan Stanley & Co. LLC
|
CNRR
|
Pay
|
2.5
|
Quarterly/
Quarterly
|
6/21/28
|
|
34,000
|
7
|
—
|
7
|
|
Morgan Stanley & Co. LLC
|
THOR
|
Receive
|
2.68
|
Quarterly/
Quarterly
|
6/21/33
|
THB
|
120,000
|
(14
)
|
—
|
(14
)
|
|
Morgan Stanley & Co. LLC
|
3 Month KSDA
|
Receive
|
3.32
|
Quarterly/
Quarterly
|
6/21/33
|
KRW
|
4,500,000
|
(64
)
|
—
|
(64
)
|
|
Morgan Stanley & Co. LLC
|
3 Month KSDA
|
Pay
|
3.59
|
Quarterly/
Quarterly
|
9/20/33
|
|
7,265,000
|
37
|
—
|
37
|
|
Morgan Stanley & Co. LLC
|
3 Month KSDA
|
Receive
|
3.61
|
Quarterly/
Quarterly
|
6/21/28
|
|
13,120,000
|
16
|
—
|
16
|
|
Morgan Stanley & Co. LLC
|
PRIBO
|
Pay
|
3.94
|
Semi-
Annual/
Annual
|
9/20/33
|
CZK
|
24,972
|
—@
|
—
|
—@
|
|
Morgan Stanley & Co. LLC
|
PRIBO
|
Pay
|
3.96
|
Semi-
Annual/
Annual
|
9/20/33
|
|
49,943
|
3
|
—
|
3
|
|
Morgan Stanley & Co. LLC
|
PRIBO
|
Pay
|
3.96
|
Semi-
Annual/
Annual
|
9/20/33
|
|
75,085
|
7
|
—
|
7
|
|
Morgan Stanley & Co. LLC
|
WIBOR
|
Receive
|
5.16
|
Semi-
Annual/
Annual
|
6/21/28
|
PLN
|
17,000
|
86
|
—
|
86
|
|
Morgan Stanley & Co. LLC
|
WIBOR
|
Receive
|
5.26
|
Semi-
Annual/
Annual
|
6/12/28
|
|
40,000
|
241
|
—
|
241
|
|
Interest Rate Swap Agreement: (cont'd)
|
||||||||||
|
|
||||||||||
|
Swap
Counterparty
|
Floating
Rate
Index
|
Pay/
Receive
Floating
Rate
|
Fixed Rate
|
Payment
Frequency
Paid/
Received
|
Maturity
Date
|
Notional
Amount
(000)
|
Value
(000)
|
Upfront
Payment
Paid
(Received)
(000)
|
Unrealized
Appreciation
(Depreciation)
(000)
|
|
|
Morgan Stanley & Co. LLC
|
MIBOR
|
Pay
|
6.52
%
|
Semi-
Annual/
Semi-Annual
|
9/20/25
|
INR
|
1,815,000
|
$(37
)
|
$—
|
$(37
)
|
|
Morgan Stanley & Co. LLC
|
JIBAR
|
Receive
|
7.67
|
Quarterly/
Quarterly
|
1/19/28
|
ZAR
|
13,200
|
(19
)
|
—
|
(19
)
|
|
Morgan Stanley & Co. LLC
|
JIBAR
|
Receive
|
7.71
|
Quarterly/
Quarterly
|
1/19/28
|
|
12,810
|
(17
)
|
—
|
(17
)
|
|
Morgan Stanley & Co. LLC
|
JIBAR
|
Receive
|
7.71
|
Quarterly/
Quarterly
|
1/20/28
|
|
13,590
|
(18
)
|
—
|
(18
)
|
|
Morgan Stanley & Co. LLC
|
1 Month TIIE
|
Receive
|
8.21
|
Monthly/
Monthly
|
7/13/33
|
MXN
|
90,000
|
(29
)
|
—
|
(29
)
|
|
Morgan Stanley & Co. LLC
|
JIBAR
|
Receive
|
8.26
|
Quarterly/
Quarterly
|
2/27/28
|
ZAR
|
46,319
|
(11
)
|
—
|
(11
)
|
|
Morgan Stanley & Co. LLC
|
JIBAR
|
Receive
|
8.38
|
Quarterly/
Quarterly
|
2/27/28
|
|
44,310
|
2
|
—
|
2
|
|
Morgan Stanley & Co. LLC
|
JIBAR
|
Receive
|
8.39
|
Quarterly/
Quarterly
|
2/24/28
|
|
41,356
|
4
|
—
|
4
|
|
Morgan Stanley & Co. LLC
|
JIBAR
|
Receive
|
8.39
|
Quarterly/
Quarterly
|
2/24/28
|
|
44,015
|
4
|
—
|
4
|
|
Morgan Stanley & Co. LLC
|
1 Month TIIE
|
Receive
|
8.73
|
Quarterly/
Quarterly
|
4/17/28
|
MXN
|
61,000
|
30
|
—
|
30
|
|
Morgan Stanley & Co. LLC
|
1 Month TIIE
|
Receive
|
9.19
|
Quarterly/
Quarterly
|
2/18/28
|
|
150,700
|
216
|
—
|
216
|
|
Morgan Stanley & Co. LLC
|
6 Month CLICP
|
Pay
|
9.22
|
Semi-
Annual/
Semi-Annual
|
1/27/24
|
CLP
|
16,448,000
|
42
|
—
|
42
|
|
Morgan Stanley & Co. LLC
|
6 Month CLICP
|
Pay
|
9.26
|
Semi-
Annual/
Maturity
|
1/28/24
|
|
19,625,000
|
57
|
—
|
57
|
|
Morgan Stanley & Co. LLC
|
6 Month CLICP
|
Pay
|
9.38
|
Semi-
Annual/
Semi-Annual
|
1/20/24
|
|
9,270,400
|
23
|
—
|
23
|
|
Morgan Stanley & Co. LLC
|
6 Month CLICP
|
Pay
|
9.39
|
Semi-
Annual/
Semi-Annual
|
1/21/24
|
|
32,446,600
|
83
|
—
|
83
|
|
Morgan Stanley & Co. LLC
|
BRL-CDI
|
Pay
|
9.99
|
Maturity/
Maturity
|
1/4/27
|
BRL
|
30,000
|
(12
)
|
—
|
(12
)
|
|
Morgan Stanley & Co. LLC
|
BRL-CDI
|
Pay
|
10.02
|
Maturity/
Maturity
|
1/4/27
|
|
30,200
|
(17
)
|
—
|
(17
)
|
|
Morgan Stanley & Co. LLC
|
BRL-CDI
|
Pay
|
13.24
|
Maturity/
Maturity
|
1/2/24
|
|
215,000
|
69
|
—
|
69
|
|
Morgan Stanley & Co. LLC
|
BRL-CDI
|
Pay
|
14.52
|
Annual/
Semi-Annual
|
1/2/24
|
|
82,920
|
205
|
—
|
205
|
|
|
|
|
|
|
|
|
|
$(399
)
|
$—
|
$(399
)
|
|
@
|
Value is less than $500.
|
|
AMD
|
— Armenian Dram
|
|
BRL
|
— Brazilian Real
|
|
CLP
|
— Chilean Peso
|
|
CNH
|
— Chinese Yuan Renminbi Offshore
|
|
CNY
|
— Chinese Yuan Renminbi
|
|
COP
|
— Colombian Peso
|
|
CZK
|
— Czech Koruna
|
|
DOP
|
— Dominican Peso
|
|
EUR
|
— Euro
|
|
HUF
|
— Hungarian Forint
|
|
IDR
|
— Indonesian Rupiah
|
|
ILS
|
— Israeli Shekel
|
|
INR
|
— Indian Rupee
|
|
KRW
|
— South Korean Won
|
|
LKR
|
— Sri Lankan Rupee
|
|
MXN
|
— Mexican Peso
|
|
MYR
|
— Malaysian Ringgit
|
|
NGN
|
— Nigerian Naira
|
|
PEN
|
— Peruvian Nuevo Sol
|
|
PLN
|
— Polish Zloty
|
|
RON
|
— Romanian New Leu
|
|
RSD
|
— Serbia Dinar
|
|
THB
|
— Thai Baht
|
|
TRY
|
— Turkish Lira
|
|
USD
|
— United States Dollar
|
|
UYU
|
— Uruguay Peso
|
|
UZS
|
— Uzbekistan Som
|
|
ZAR
|
— South African Rand
|
|
ZMW
|
— Zambian Kwacha
|
|
Portfolio Composition
|
|
|
Classification
|
Percentage of
Total Investments
|
|
Sovereign
|
92.1%
|
|
Short-Term Investments
|
6.3
|
|
Other*
|
1.6
|
|
Total Investments
|
100.0%**
|
|
*
|
Industries and/or investment types representing less than 5% of total
investments.
|
|
**
|
Does not include open long/short futures contracts with a value of
approximately $223,000 and net unrealized appreciation of approximately
$1,000. Does not include open foreign currency forward exchange
contracts with net unrealized depreciation of approximately $2,067,000.
Also does not include open swap agreements with net unrealized
depreciation of approximately $399,000.
|
|
Investment Type
|
Level 1
Unadjusted
Quoted
Prices
(000)
|
Level 2
Other
Significant
Observable
Inputs
(000)
|
Level 3
Significant
Unobservable
Inputs
(000)
|
Total
(000)
|
|
Assets:
|
||||
|
Fixed Income Securities
|
||||
|
Corporate Bonds
|
$—
|
$6,114
|
$—
|
$6,114
|
|
Sovereign
|
—
|
357,664
|
—
|
357,664
|
|
Total Fixed Income Securities
|
—
|
363,778
|
—
|
363,778
|
|
Call Options Purchased
|
—
|
253
|
—
|
253
|
|
Put Options Purchased
|
—
|
946
|
—
|
946
|
|
Short-Term Investments
|
||||
|
U.S. Treasury Securities
|
—
|
6,453
|
—
|
6,453
|
|
Investment Company
|
17,894
|
—
|
—
|
17,894
|
|
Total Short-Term Investments
|
17,894
|
6,453
|
—
|
24,347
|
|
Foreign Currency Forward Exchange Contracts
|
—
|
3,699
|
—
|
3,699
|
|
Future Contract
|
1
|
—
|
—
|
1
|
|
Interest Rate Swap Agreements
|
—
|
1,132
|
—
|
1,132
|
|
Total Assets
|
17,895
|
376,261
|
—
|
394,156
|
|
Liabilities:
|
||||
|
Call Option Written
|
—
|
(33
)
|
—
|
(33
)
|
|
Foreign Currency Forward Exchange Contracts
|
—
|
(5,766
)
|
—
|
(5,766
)
|
|
Interest Rate Swap Agreements
|
—
|
(1,531
)
|
—
|
(1,531
)
|
|
Total Liabilities
|
—
|
(7,330
)
|
—
|
(7,330
)
|
|
Total
|
$17,895
|
$368,931
|
$—
|
$386,826
|
1 Year Morgan Stanley Emerging ... Chart |
1 Month Morgan Stanley Emerging ... Chart |
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