Forward Foreign Currency Exchange Contracts (OTC) | |||||||
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation | Unrealized (Depreciation) | ||
USD | 9,808,374 | EUR | 9,015,019 | Standard Chartered Bank | 3/2/23 | $273,192 | $ — |
EUR | 2,000,000 | USD | 2,136,531 | State Street Bank and Trust Company | 3/31/23 | — | (17,457) |
USD | 836,365 | EUR | 781,502 | Bank of America, N.A. | 3/31/23 | 8,334 | — |
Forward Foreign Currency Exchange Contracts (OTC) (continued) | |||||||
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation | Unrealized (Depreciation) | ||
USD | 1,827,349 | EUR | 1,711,333 | State Street Bank and Trust Company | 3/31/23 | $ 14,129 | $ — |
USD | 1,776,518 | EUR | 1,663,483 | State Street Bank and Trust Company | 3/31/23 | 13,997 | — |
USD | 864,514 | EUR | 807,593 | State Street Bank and Trust Company | 3/31/23 | 8,840 | — |
USD | 836,518 | EUR | 781,502 | State Street Bank and Trust Company | 3/31/23 | 8,488 | — |
USD | 864,157 | EUR | 807,593 | State Street Bank and Trust Company | 3/31/23 | 8,483 | — |
USD | 2,149,905 | EUR | 2,001,550 | The Toronto-Dominion Bank | 3/31/23 | 29,189 | — |
USD | 9,579,194 | EUR | 9,015,019 | Standard Chartered Bank | 4/4/23 | 25,194 | — |
USD | 304,264 | EUR | 286,986 | Bank of America, N.A. | 5/31/23 | — | (861) |
USD | 2,218,995 | EUR | 2,091,811 | JPMorgan Chase Bank, N.A. | 5/31/23 | — | (5,026) |
USD | 2,219,059 | EUR | 2,091,812 | State Street Bank and Trust Company | 5/31/23 | — | (4,963) |
USD | 2,218,981 | EUR | 2,091,812 | State Street Bank and Trust Company | 5/31/23 | — | (5,041) |
USD | 2,218,911 | EUR | 2,091,812 | State Street Bank and Trust Company | 5/31/23 | — | (5,111) |
USD | 2,218,407 | EUR | 2,091,812 | State Street Bank and Trust Company | 5/31/23 | — | (5,615) |
USD | 3,051 | GBP | 2,547 | Bank of America, N.A. | 5/31/23 | — | (18) |
USD | 2,994,237 | GBP | 2,500,502 | State Street Bank and Trust Company | 5/31/23 | — | (18,768) |
$389,846 | $(62,860) |
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) | $4,301,950 | $105,740,575 | $(105,757,483) | $ — | $ — | $4,285,042 | $103,744 | 4,285,042 |
(1) | Represents investment in Morgan Stanley Institutional Liquidity Funds - Government Portfolio. |
• | Level 1 – quoted prices in active markets for identical investments |
• | Level 2 – other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.) |
• | Level 3 – significant unobservable inputs (including a fund's own assumptions in determining the fair value of investments) |
Asset Description | Level 1 | Level 2 | Level 3* | Total |
Asset-Backed Securities | $ — | $ 28,124,469 | $ — | $ 28,124,469 |
Closed-End Funds | 7,454,207 | — | — | 7,454,207 |
Common Stocks | 737,793 | 510,777 | 710,397 | 1,958,967 |
Convertible Preferred Stocks | — | 27 | — | 27 |
Corporate Bonds | — | 27,189,430 | — | 27,189,430 |
Senior Floating-Rate Loans (Less Unfunded Loan Commitments) | — | 510,067,619 | 597,763 | 510,665,382 |
Warrants | — | 0 | 0 | 0 |
Short-Term Investments | 4,285,042 | — | — | 4,285,042 |
Total Investments | $12,477,042 | $565,892,322 | $1,308,160 | $579,677,524 |
Forward Foreign Currency Exchange Contracts | $ — | $ 389,846 | $ — | $ 389,846 |
Total | $12,477,042 | $566,282,168 | $1,308,160 | $580,067,370 |
Liability Description | ||||
Forward Foreign Currency Exchange Contracts | $ — | $ (62,860) | $ — | $ (62,860) |
Total | $ — | $ (62,860) | $ — | $ (62,860) |
* | None of the unobservable inputs for Level 3 assets, individually or collectively, had a material impact on the Fund. |