(7) | May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of January 31, 2024. |
Forward Foreign Currency Exchange Contracts (OTC) | |||||||
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation | Unrealized (Depreciation) | ||
USD | 4,127 | EUR | 3,808 | Bank of America, N.A. | 4/30/24 | $ — | $ (4) |
USD | 95,226 | EUR | 87,799 | Goldman Sachs International | 4/30/24 | — | (15) |
USD | 96,786 | EUR | 89,254 | Goldman Sachs International | 4/30/24 | — | (34) |
USD | 101,574 | EUR | 93,654 | HSBC Bank USA, N.A. | 4/30/24 | — | (18) |
$— | $(71) |
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) | $4,875,056 | $14,486,363 | $(13,618,003) | $ — | $ — | $5,743,416 | $59,741 | 5,743,416 |
(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 |
Convertible Bonds | $ — | $ 1,329,839 | $ — | $ 1,329,839 |
Corporate Bonds | — | 67,298,287 | — | 67,298,287 |
Senior Floating-Rate Loans | — | 12,128,499 | — | 12,128,499 |
Short-Term Investments | 5,743,416 | — | — | 5,743,416 |
Total Investments | $5,743,416 | $80,756,625 | $ — | $86,500,041 |
Liability Description | ||||
Forward Foreign Currency Exchange Contracts | $ — | $ (71) | $ — | $ (71) |
Total | $ — | $ (71) | $ — | $ (71) |