0001752724-21-185237.txt : 20210825 0001752724-21-185237.hdr.sgml : 20210825 20210825123449 ACCESSION NUMBER: 0001752724-21-185237 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20210630 FILED AS OF DATE: 20210825 PERIOD START: 20211231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MORGAN STANLEY INSTITUTIONAL FUND INC CENTRAL INDEX KEY: 0000836487 IRS NUMBER: 000000000 STATE OF INCORPORATION: MD FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-05624 FILM NUMBER: 211205392 BUSINESS ADDRESS: STREET 1: 522 FIFTH AVENUE CITY: NEW YORK STATE: NY ZIP: 10036 BUSINESS PHONE: 800-548-7786 MAIL ADDRESS: STREET 1: 522 FIFTH AVENUE CITY: NEW YORK STATE: NY ZIP: 10036 FORMER COMPANY: FORMER CONFORMED NAME: MORGAN STANLEY DEAN WITTER INSTITUTIONAL FUND INC DATE OF NAME CHANGE: 19990329 FORMER COMPANY: FORMER CONFORMED NAME: MORGAN STANLEY INSTITUTIONAL FUND INC DATE OF NAME CHANGE: 19920703 0000836487 S000037168 Emerging Markets Fixed Income Opportunities Portfolio C000114463 Class I MEAIX C000114464 Class A MEAPX C000114466 Class L MEALX C000126923 Class IS MRDPX C000155908 Class C MSEDX NPORT-P 1 primary_doc.xml NPORT-P false 0000836487 XXXXXXXX S000037168 C000114466 C000114464 C000114463 C000155908 C000126923 MORGAN STANLEY INSTITUTIONAL FUND INC 811-05624 0000836487 54930067DYRSUSGS4E97 522 FIFTH AVENUE NEW YORK 10036 800-548-7786 Emerging Markets Fixed Income Opportunities Portfolio S000037168 549300GR4QG3K57YUD03 2021-12-31 2021-06-30 N 39568527.72 421204.35 39147323.37 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 196046.00000000 0.00000000 0.00000000 253153.94000000 BRL CNY COP EGP EUR HUF IDR MXN MYR PLN RON RUB THB USD ZAR N HAZINE MUSTESARL 6354003QFJP7RDXEOZ20 421790AG1 200000.00000000 PA USD 200066.00000000 0.511059206038 Long DBT CORP TR N 2 2026-06-22 Fixed 5.13000000 N N N N N N DP WORLD SALAAM 549300SUYBT9X88E9435 000000000 200000.00000000 PA USD 220228.00000000 0.562562088647 Long DBT CORP KY Y 2 2025-10-01 Fixed 6.00000000 N N N N N N EGYPT TREASURY BILL 529900GFIVH4086NMH82 000000000 3700000.00000000 PA 231257.29000000 0.590735892245 Long STIV NUSS EG N 2 2021-09-07 None 0.00000000 N N N N N N COLBUN SA 5493003VQJLE2QB8IF36 192714AD5 200000.00000000 PA USD 204397.00000000 0.522122542244 Long DBT CORP CL N 2 2030-03-06 Fixed 3.15000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 2520000000.00000000 PA 179875.86000000 0.459484441119 Long DBT NUSS ID N 2 2035-06-15 Fixed 7.50000000 N N N N N N ATP TOW / AND TELECOM N/A 00216DAA9 200000.00000000 PA USD 206180.00000000 0.526677132051 Long DBT CORP XX N 2 2026-04-27 Fixed 4.05000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DT9 200000.00000000 PA USD 190168.00000000 0.485775229643 Long DBT NUSS CO N 2 2051-05-15 Fixed 4.13000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 762000.00000000 PA 193449.16000000 0.494156798848 Long DBT NUSS MY N 2 2024-07-15 Fixed 4.18000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 80413TAL3 340000.00000000 PA USD 446172.14000000 1.139725788613 Long DBT NUSS SA N 2 2050-01-16 Fixed 5.25000000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 000000000 230000.00000000 PA USD 269272.50000000 0.687843961782 Long DBT NUSS PY Y 2 2050-03-30 Fixed 5.40000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 917.35000000 0.002343327515 N/A DFE HU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 396920.30000000 USD 118000000.00000000 HUF 2021-08-25 917.35000000 N N N REPUBLIC OF EL SALVADOR 529900AKDMUSFSDOM949 283875BZ4 150000.00000000 PA USD 128250.00000000 0.327608605032 Long DBT NUSS SV N 2 2050-01-20 Fixed 7.12000000 N N N N N N Republic of Senegal 549300NP14ZLQGWIUZ97 81720TAC9 350000.00000000 PA USD 369999.70000000 0.945146866116 Long DBT NUSS SN N 2 2033-05-23 Fixed 6.25000000 N N N N N N GRUPO AVAL LTD 549300J4FW1ELLQ80113 40053FAC2 200000.00000000 PA USD 197935.00000000 0.505615666566 Long DBT CORP KY N 2 2030-02-04 Fixed 4.38000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 1310000000.00000000 PA 104400.68000000 0.266686636563 Long DBT NUSS ID N 2 2031-05-15 Fixed 8.75000000 N N N N N N KENBOURNE INVEST SA 222100QGH6Y9KFYZ4B27 48855KAC4 200000.00000000 PA USD 201706.00000000 0.515248509057 Long DBT CORP LU N 2 2028-01-22 Fixed 4.70000000 N N N N N N Cencosud SA 549300NLTGCFV7482429 000000000 200000.00000000 PA USD 219142.00000000 0.559787952623 Long DBT CORP CL Y 2 2027-07-17 Fixed 4.38000000 N N N N N N EGYPT GOVERNMENT BOND 529900GFIVH4086NMH82 000000000 5012000.00000000 PA 317805.57000000 0.811819410988 Long DBT NUSS EG N 2 2024-01-05 Fixed 13.77000000 N N N N N N Kingdom of Jordan 5493000JZ4MYPVMBVN50 418097AJ0 200000.00000000 PA USD 211120.00000000 0.539296130171 Long DBT NUSS JO N 2 2047-10-10 Fixed 7.38000000 N N N N N N PAMPA ENERGIA SA 254900QNIK0CVURGML24 697660AB4 150000.00000000 PA USD 137425.50000000 0.351046989090 Long DBT CORP AR N 2 2029-04-15 Fixed 9.13000000 N N N N N N LIMAK ISKENDERUN 5299001DUZ9PI7TCRC47 53263TAA5 200000.00000000 PA USD 210779.80000000 0.538427105239 Long DBT CORP TR N 2 2036-07-10 Fixed 9.50000000 N N N N N N BONOS TESORERIA PESOS 549300FLZTJM5YJF8D34 000000000 90000000.00000000 PA 129636.13000000 0.331149409053 Long DBT NUSS CL N 2 2026-03-01 Fixed 4.50000000 N N N N N N TURKEY GOVERNMENT BOND 5493000PCHOG3B6S3Q85 000000000 1236000.00000000 PA 106398.14000000 0.271789054373 Long DBT NUSS TR N 2 2027-08-11 Fixed 10.50000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 3916000000.00000000 PA 279764.44000000 0.714645130027 Long DBT NUSS ID N 2 2030-09-15 Fixed 7.00000000 N N N N N N CZECH REPUBLIC 3157007EFDLQABN47912 000000000 3440000.00000000 PA 151547.09000000 0.387119927887 Long DBT NUSS CZ N 2 2031-03-13 Fixed 1.20000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAN1 300000.00000000 PA USD 331147.50000000 0.845900744912 Long DBT CORP NL N 2 2025-01-31 Fixed 7.13000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 1603000.00000000 PA 407701.84000000 1.041455213033 Long DBT NUSS MY N 2 2025-09-15 Fixed 3.96000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 38022.76000000 0.097127355657 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 1080000.00000000 EUR 1320030.54000000 USD 2021-08-25 38022.76000000 N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 000000000 21670000.00000000 PA 298069.55000000 0.761404674293 Long DBT NUSS RU N 2 2023-08-16 Fixed 7.00000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDF6 365000.00000000 PA USD 323463.00000000 0.826271050367 Long DBT CORP MX N 2 2060-01-28 Fixed 6.95000000 N N N N N N BANISTMO SA 549300E94AMW3HSSMU17 000000000 200000.00000000 PA USD 211012.00000000 0.539020249240 Long DBT CORP PA Y 2 2027-07-31 Fixed 4.25000000 N N N N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 000000000 43141000.00000000 PA 587773.63000000 1.501440148141 Long DBT NUSS RU N 2 2029-05-23 Fixed 6.90000000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 165000.00000000 PA USD 169396.92000000 0.432716480764 Long DBT CORP IL Y 2 2026-03-30 Fixed 4.88000000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756CC2 200000.00000000 PA USD 202030.00000000 0.516076151849 Long DBT NUSS BR N 2 2030-06-12 Fixed 3.88000000 N N N N N N SINOPEC GRP DEV 2018 549300C6OZZ8LTVR8209 82939GAL2 200000.00000000 PA USD 210709.10000000 0.538246505408 Long DBT CORP VG N 2 2029-11-12 Fixed 2.95000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 950000.00000000 PA 216201.37000000 0.552276251320 Long DBT NUSS MY N 2 2040-05-22 Fixed 3.76000000 N N N N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 000000000 9485000.00000000 PA 136078.13000000 0.347605195670 Long DBT NUSS RU N 2 2033-03-23 Fixed 7.70000000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780CU8 230000.00000000 PA USD 272754.74000000 0.696739180408 Long DBT NUSS ID N 2 2070-04-15 Fixed 4.45000000 N N N N N N HTA GROUP LTD 213800WEFU8O8X6EPU13 40435WAB6 200000.00000000 PA USD 213578.00000000 0.545574975794 Long DBT CORP MU N 2 2025-12-18 Fixed 7.00000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 1344.61000000 0.003434743129 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 170000.00000000 PLN 45937.39000000 USD 2021-08-25 1344.61000000 N N N TULLOW OIL PLC 2138003EYHWO75RKS857 899415AG8 200000.00000000 PA USD 210399.00000000 0.537454369514 Long DBT CORP GB N 2 2026-05-15 Fixed 10.25000000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 03846JAC4 200000.00000000 PA USD 188090.00000000 0.480467076183 Long DBT NUSS EG N 2 2061-02-16 Fixed 7.50000000 N N N N N N SEPLAT ENERGY PL 029200711C4S4CB2E982 81733LAB3 210000.00000000 PA USD 219556.05000000 0.560845623913 Long DBT CORP NG N 2 2026-04-01 Fixed 7.75000000 N N N N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 36321PAD2 200000.00000000 PA USD 196861.76000000 0.502874125363 Long DBT CORP JE N 2 2034-03-31 Fixed 2.16000000 N N N N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 740000.00000000 PA 191174.61000000 0.488346567639 Long DBT NUSS RO N 2 2034-10-11 Fixed 4.75000000 N N N N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 1258000.00000000 PA 359339.96000000 0.917917060647 Long DBT NUSS PL N 2 2025-07-25 Fixed 3.25000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEE4 150000.00000000 PA USD 149850.00000000 0.382784791143 Long DBT NUSS DO N 2 2060-01-30 Fixed 5.88000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 559000.00000000 PA 147184.02000000 0.375974670372 Long DBT NUSS MY N 2 2030-04-15 Fixed 4.50000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 2321000.00000000 PA 130110.74000000 0.332361778020 Long DBT NUSS MX N 2 2024-12-05 Fixed 10.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCG5 260000.00000000 PA USD 274755.00000000 0.701848750687 Long DBT CORP MX N 2 2027-03-13 Fixed 6.50000000 N N N N N N FINANCIERA INDEPENDENCIA 4469000001BNUHDNSG66 31770BAC2 250000.00000000 PA USD 235627.50000000 0.601899388555 Long DBT CORP MX N 2 2024-07-19 Fixed 8.00000000 N N N N N N State of Qatar 52990074F6OJOAXK4P65 74727PBB6 230000.00000000 PA USD 296718.17000000 0.757952637516 Long DBT NUSS QA N 2 2049-03-14 Fixed 4.82000000 N N N N N N Fidelity Bank PLC 029200298A5K5WI0F567 316044AB2 220000.00000000 PA USD 237017.00000000 0.605448801083 Long DBT CORP NG N 2 2022-10-16 Fixed 10.50000000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 000000000 200000.00000000 PA USD 211330.00000000 0.539832565313 Long DBT NUSS EG Y 2 2025-10-06 Fixed 5.25000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 000000000 200000.00000000 PA USD 183380.00000000 0.468435602267 Long DBT NUSS MX N 2 2071-04-19 Fixed 3.75000000 N N N N N N COUNTRY GARDEN HLDGS 549300MGHLPT1EFHGF84 000000000 260000.00000000 PA USD 289510.21000000 0.739540242033 Long DBT CORP KY Y 2 2026-04-08 Fixed 7.25000000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 000000000 200000.00000000 PA USD 223236.16000000 0.570246292166 Long DBT NUSS ID Y 2 2027-07-18 Fixed 3.85000000 N N N N N N IHS NETHERLANDS HOLDCO 5493006Z6YQYCCN2XI74 44963LAC0 270000.00000000 PA USD 293625.00000000 0.750051279942 Long DBT CORP NL N 2 2027-09-18 Fixed 8.00000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 000000000 18181000.00000000 PA 1208601.52000000 3.087315851908 Long DBT NUSS ZA N 2 2030-01-31 Fixed 8.00000000 N N N N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 617726AM6 200000.00000000 PA USD 186000.00000000 0.475128269286 Long DBT NUSS MA N 2 2050-12-15 Fixed 4.00000000 N N N N N N UNITED BANK FOR AFRICA P 0292002067E3RH4D8768 91339TAA5 300000.00000000 PA USD 310710.00000000 0.793694110484 Long DBT CORP NG N 2 2022-06-08 Fixed 7.75000000 N N N N N N BONOS DE TESORERIA 254900STKLK2DBJJZ530 000000000 259000.00000000 PA 63755.01000000 0.162859180428 Long DBT NUSS PE N 2 2034-08-12 Fixed 5.40000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 2072000.00000000 PA 108996.72000000 0.278427005008 Long DBT NUSS MX N 2 2023-12-07 Fixed 8.00000000 N N N N N N The Federal Republic of Nigeria 549300GSBZD84TNEQ285 65412JAD5 400000.00000000 PA USD 423252.80000000 1.081179410402 Long DBT NUSS NG N 2 2030-02-23 Fixed 7.14000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 460.70000000 0.001176836525 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 16000000.00000000 CLP 22217.35000000 USD 2021-08-25 460.70000000 N N N TERMOCANDELARIA POWER 549300YDORW43JL6G659 880879AA9 185000.00000000 PA USD 197705.80000000 0.505030185924 Long DBT CORP KY N 2 2029-01-30 Fixed 7.88000000 N N N N N N Republic of Zambia 213800DMLAZ6LGMMD849 000000000 200000.00000000 PA USD 126720.40000000 0.323701313630 Long DBT NUSS ZM Y 2 2022-09-20 Fixed 5.38000000 N Y N N N N Morgan Stanley & Co. LLC 549300OJY9IZ31SGS926 61747C525 2611812.53000000 NS USD 2611812.53000000 6.671752511185 Long STIV RF US N 1 N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 168863DL9 200000.00000000 PA USD 209913.00000000 0.536212905326 Long DBT NUSS CL N 2 2050-01-25 Fixed 3.50000000 N N N N N N Kosmos Energy Ltd 213800YDFJ3OT9B5P157 500688AC0 200000.00000000 PA USD 198903.00000000 0.508088377128 Long DBT CORP US N 2 2026-04-04 Fixed 7.13000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 15812800.00000000 PA 827513.15000000 2.113843498772 Long DBT NUSS MX N 2 2027-06-03 Fixed 7.50000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HX1 23796.00000000 PA USD 9070.56000000 0.023170319754 Long DBT NUSS AR N 2 2029-07-09 Fixed 1.00000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 3200000000.00000000 PA 245075.86000000 0.626034780676 Long DBT NUSS ID N 2 2039-04-15 Fixed 8.38000000 N N N N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 1720000.00000000 PA 482371.36000000 1.232194996937 Long DBT NUSS PL N 2 2022-09-23 Fixed 5.75000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 4900000.00000000 PA 758469.42000000 1.937474531352 Long DBT NUSS CN N 2 2029-11-21 Fixed 3.13000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 4608000.00000000 PA 977689.12000000 2.497460964979 Long DBT NUSS BR N 2 2025-01-01 Fixed 10.00000000 N N N N N N SIERRACOL ENRGY ANDINA N/A 82653LAA9 200000.00000000 PA USD 202690.00000000 0.517762090869 Long DBT CORP US N 2 2028-06-15 Fixed 6.00000000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 25714PEA2 10550000.00000000 PA 209307.04000000 0.534665008950 Long DBT NUSS DO N 2 2026-06-05 Fixed 9.75000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 100000.00000000 PA USD 69000.00000000 0.176257261187 Long DBT NUSS EC Y 2 2035-07-31 Variable 0.50000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 170000.00000000 PA USD 106037.50000000 0.270867816422 Long DBT NUSS EC Y 2 2040-07-31 Variable 0.50000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -5279.67000000 -0.01348666919 N/A DFE CL N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 182052.43000000 USD 130000000.00000000 CLP 2021-08-25 -5279.67000000 N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 940000.00000000 PA 147659.79000000 0.377190002505 Long DBT NUSS CN N 2 2023-10-18 Fixed 3.29000000 N N N N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 300000.00000000 PA 80166.17000000 0.204780718319 Long DBT NUSS PL N 2 2021-10-25 Fixed 5.75000000 N N N N N N ARDSHININVESTBK (DILIJAN 549300DCGXFXAP2FEV07 254032AC9 270000.00000000 PA USD 269831.25000000 0.689271262430 Long DBT CORP NL N 2 2025-01-28 Fixed 6.50000000 N N N N N N MARB BONDCO PLC 254900PVA1EU6QM1JN57 566007AC4 200000.00000000 PA USD 193090.00000000 0.493239341487 Long DBT CORP GB N 2 2031-01-29 Fixed 3.95000000 N N N N N N TELECOM ARGENTINA SA 549300MKPIRSJD8SB782 879273AR1 50000.00000000 PA USD 47250.00000000 0.120697907117 Long DBT CORP AR N 2 2026-07-18 Fixed 8.00000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 2504000000.00000000 PA 171618.98000000 0.438392628732 Long DBT NUSS ID N 2 2031-02-15 Fixed 6.50000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 1388100.00000000 PA 77814.18000000 0.198772670265 Long DBT NUSS MX N 2 2024-12-05 Fixed 10.00000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 83160.00000000 PA USD 71310.53000000 0.182159401617 Long DBT NUSS EC N 2 2030-07-31 Variable 0.50000000 N N N N N N Lebanese Republic 529900QPC4K9S1KHL354 000000000 266000.00000000 PA USD 34857.97000000 0.089043048155 Long DBT NUSS LB Y 2 2027-03-23 None 0.00000000 Y N N N N N EMPR ELEC ITABO SA 549300O6P66CXZUW5T91 29247HAA2 54000.00000000 PA USD 55938.06000000 0.142891148575 Long DBT CORP DO N 2 2026-05-11 Fixed 7.95000000 N N N N N N Russian Federation 5493004EHVGF71PDBU58 000000000 200000.00000000 PA USD 257251.00000000 0.657135604313 Long DBT NUSS RU Y 2 2042-04-04 Fixed 5.63000000 N N N N N N FIRST BNK NIGERIA (FBN F 213800WYQV2Q3TA9J649 302406AC7 200000.00000000 PA USD 213563.00000000 0.545536658998 Long DBT CORP NL N 2 2025-10-27 Fixed 8.63000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HT0 232173.00000000 PA USD 74065.51000000 0.189196868710 Long DBT NUSS AR N 2 2035-07-09 Variable 0.13000000 N N N N N N REPUBLIC OF ARMENIA 5299000H77JSW90G7935 000000000 200000.00000000 PA USD 198070.00000000 0.505960517729 Long DBT NUSS AM Y 2 2029-09-26 Fixed 3.95000000 N N N N N N BONOS DE TESORERIA 254900STKLK2DBJJZ530 000000000 742000.00000000 PA 211144.71000000 0.539359250706 Long DBT NUSS PE N 2 2029-02-12 Fixed 5.94000000 N N N N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 000000000 9240000.00000000 PA 132140.08000000 0.337545631794 Long DBT NUSS RU N 2 2026-10-07 Fixed 7.95000000 N N N N N N TURKEY GOVERNMENT BOND 5493000PCHOG3B6S3Q85 000000000 1143000.00000000 PA 98392.45000000 0.251338895050 Long DBT NUSS TR N 2 2025-03-12 Fixed 8.00000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -11416.31000000 -0.02916242802 N/A DFE CZ N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 401858.69000000 USD 8400000.00000000 CZK 2021-08-25 -11416.31000000 N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HS2 126726.00000000 PA USD 45711.34000000 0.116767472370 Long DBT NUSS AR N 2 2030-07-09 Variable 0.13000000 N N N N N N DEVELOPMENT BANK OF KAZA 213800LCDPGJ1BI7KX98 25159XAC7 100000000.00000000 PA 236102.93000000 0.603113852174 Long DBT CORP KZ N 2 2026-05-06 Fixed 10.95000000 N N N N N N MONGOLIA INTL BOND N/A 60937LAE5 200000.00000000 PA USD 196683.45000000 0.502418640837 Long DBT NUSS MN N 2 2031-07-07 Fixed 4.45000000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAJ1 40000.00000000 PA USD 42000.00000000 0.107287028548 Long DBT CORP AT N 2 2031-01-15 Fixed 3.75000000 N N N N N N TURKEY GOVERNMENT BOND 5493000PCHOG3B6S3Q85 000000000 58000.00000000 PA 6215.18000000 0.015876385573 Long DBT NUSS TR N 2 2022-08-17 Fixed 10.70000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 2790000000.00000000 PA 203381.38000000 0.519528188626 Long DBT NUSS ID N 2 2032-08-15 Fixed 7.50000000 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 68205LAS2 410000.00000000 PA USD 441432.65000000 1.127618983877 Long DBT NUSS OM N 2 2031-01-25 Fixed 6.25000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 616000.00000000 PA 159287.25000000 0.406891803290 Long DBT NUSS MY N 2 2031-06-30 Fixed 4.23000000 N N N N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 36321PAC4 230000.00000000 PA USD 229140.05000000 0.585327502047 Long DBT CORP JE N 2 2040-09-30 Fixed 3.25000000 N N N N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 2030000.00000000 PA 47070.35000000 0.120238999624 Long DBT NUSS ZM N 2 2026-01-25 Fixed 11.00000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 12029800.00000000 PA 637475.60000000 1.628401497530 Long DBT NUSS MX N 2 2031-05-29 Fixed 7.75000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 930000.00000000 PA 193984.80000000 0.495525066085 Long DBT NUSS BR N 2 2023-01-01 Fixed 10.00000000 N N N N N N TURKEY GOVERNMENT BOND 5493000PCHOG3B6S3Q85 000000000 190000.00000000 PA 20971.09000000 0.053569665036 Long DBT NUSS TR N 2 2022-03-02 Fixed 11.00000000 N N N N N N INRETAIL CONSUMER N/A 45790TAB1 200000.00000000 PA USD 198083.00000000 0.505993725619 Long DBT CORP PE N 2 2028-03-22 Fixed 3.25000000 N N N N N N HUNGARY GOVERNMENT BOND 5299008DH62LEB10JK83 000000000 56000000.00000000 PA 197510.23000000 0.504530611539 Long DBT NUSS HU N 2 2030-08-21 Fixed 3.00000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 000000000 820000.00000000 PA 48728.56000000 0.124474819234 Long DBT NUSS ZA N 2 2044-01-31 Fixed 8.75000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 102932.00000000 PA USD 71023.08000000 0.181425124085 Long DBT NUSS EC N 2 2035-07-31 Variable 0.50000000 N N N N N N HUARONG FINANCE 2019 549300M6T6OW4AGYHK10 000000000 200000.00000000 PA USD 137000.00000000 0.349960069313 Long DBT CORP VG Y 2 2029-11-13 Fixed 3.88000000 N N N N N N AFRICAN EXPORT-IMPORT BA 21380068LJCDYA42GJ76 00831TAA9 390000.00000000 PA USD 411373.17000000 1.050833453188 Long DBT NUSS XX N 2 2029-09-21 Fixed 3.99000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 454100000.00000000 PA 137972.69000000 0.352444760261 Long DBT NUSS CO N 2 2024-07-24 Fixed 10.00000000 N N N N N N LIMA METRO LINE 2 FIN LT 5493009BVQNQT1UKQ352 532522AB5 200000.00000000 PA USD 207529.00000000 0.530123089230 Long DBT CORP KY N 2 2036-04-05 Fixed 4.35000000 N N N N N N REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 900123DC1 400000.00000000 PA USD 389600.00000000 0.995214912441 Long DBT NUSS TR N 2 2031-06-26 Fixed 5.88000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290CA9 200000.00000000 PA USD 206690.00000000 0.527979903112 Long DBT CORP MX N 2 2026-06-08 Fixed 5.13000000 N N N N N N DP World PLC 549300M3U2DNF4QVSS04 23330JAB7 200000.00000000 PA USD 250741.00000000 0.640506114888 Long DBT CORP AE N 2 2048-09-25 Fixed 5.63000000 N N N N N N NORTH MACEDONIA 635400RD1N6RVNCE4958 000000000 100000.00000000 PA 117252.78000000 0.299516722744 Long DBT NUSS MK N 2 2028-03-10 Fixed 1.63000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 511.19000000 0.001305810860 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 20000.00000000 EUR 24252.07000000 USD 2021-08-25 511.19000000 N N N EGYPT GOVERNMENT BOND 529900GFIVH4086NMH82 000000000 3600000.00000000 PA 227612.38000000 0.581425140740 Long DBT NUSS EG N 2 2026-01-12 Fixed 14.06000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 1616.74000000 0.004129886441 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 2400000.00000000 ZAR 168556.74000000 USD 2021-08-25 1616.74000000 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCP5 266000.00000000 PA USD 274113.00000000 0.700208791822 Long DBT CORP MX N 2 2029-01-23 Fixed 6.50000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 575100000.00000000 PA 162376.65000000 0.414783530575 Long DBT NUSS CO N 2 2026-08-26 Fixed 7.50000000 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 37443GAN1 200000.00000000 PA USD 202404.00000000 0.517031517294 Long DBT NUSS GH N 2 2042-05-07 Fixed 8.88000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 1314.30000000 0.003357317657 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 2300000000.00000000 IDR 159246.69000000 USD 2021-08-25 1314.30000000 N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 253800000.00000000 PA 66004.16000000 0.168604528529 Long DBT NUSS CO N 2 2032-06-30 Fixed 7.00000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 99880.00000000 PA USD 62300.15000000 0.159142808848 Long DBT NUSS EC N 2 2040-07-31 Variable 0.50000000 N N N N N N TOTAL PLAY TELECOM 4469000001BSAPAMOQ06 89157FAA8 200000.00000000 PA USD 212281.00000000 0.542261850174 Long DBT CORP MX N 2 2025-11-12 Fixed 7.50000000 N N N N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 850000.00000000 PA 220096.68000000 0.562226637871 Long DBT NUSS RO N 2 2025-02-24 Fixed 4.75000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 20439.00000000 PA USD 11369.19000000 0.029042062192 Long DBT NUSS EC N 2 2030-07-31 None 0.00000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 5330000000.00000000 PA 386281.64000000 0.986738317583 Long DBT NUSS ID N 2 2025-06-15 Fixed 6.50000000 N N N N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 455000.00000000 PA 129193.51000000 0.330018757039 Long DBT NUSS PL N 2 2023-10-25 Fixed 4.00000000 N N N N N N ZAMBIA GOVERNMENT BOND 213800DMLAZ6LGMMD849 000000000 5290000.00000000 PA 102811.18000000 0.262626333423 Long DBT NUSS ZM N 2 2031-01-25 Fixed 13.00000000 N N N N N N HUARONG FINANCE II 549300BHVD63HE2GHX17 000000000 200000.00000000 PA USD 141000.00000000 0.360177881556 Long DBT CORP VG Y 2 2026-06-03 Fixed 4.63000000 N N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 495.00000000 NS USD 1113.75000000 0.002845022096 N/A DE VE N 2 N/A N/A Call Purchased Venezuela Government International Bond Venezuela Government International Bond 1.00000000 1.00000000 USD 2020-04-15 XXXX 1113.75000000 N N N ARAGVI FINANCE INTL 635400VKAYT1VT6VBF50 03851RAB0 200000.00000000 PA USD 208750.00000000 0.533242076417 Long DBT CORP IE N 2 2026-04-29 Fixed 8.45000000 N N N N N N UNIFIN FINANCIERA SA DE 5493007GRMPGDJG93Z17 90471MAD4 200000.00000000 PA USD 199229.00000000 0.508921128826 Long DBT CORP MX N 2 2029-01-28 Fixed 9.88000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 380000.00000000 PA USD 420493.94000000 1.074132032031 Long DBT NUSS UA Y 2 2026-09-01 Fixed 7.75000000 N N N N N N MERCADOLIBRE INC 549300DKPDN9M5S8GB14 58733RAF9 200000.00000000 PA USD 196600.00000000 0.502205471730 Long DBT CORP US N 2 2031-01-14 Fixed 3.13000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 000000000 2436762.00000000 PA 156004.36000000 0.398505814881 Long DBT NUSS ZA N 2 2032-03-31 Fixed 8.25000000 N N N N N N KONDOR FINANCE PLC (NAK) 213800PUC1T9GI6EIO63 000000000 200000.00000000 PA 247228.90000000 0.631534620294 Long DBT CORP GB Y 2 2024-07-19 Fixed 7.13000000 N N N N N N Greenko Investment Co 21380023V4N5Y8KXN552 39530XAA2 240000.00000000 PA USD 244052.38000000 0.623420349057 Long DBT CORP MU N 2 2023-08-16 Fixed 4.88000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDG4 135000.00000000 PA USD 149613.75000000 0.382181301607 Long DBT CORP MX N 2 2025-10-16 Fixed 6.88000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 000000000 140000.00000000 PA 166303.83000000 0.424815327546 Long DBT NUSS CI N 2 2032-01-30 Fixed 4.88000000 N N N N N N IOCHPE-MAX/MAX WHEELS MX N/A 46188AAA2 200000.00000000 PA USD 203563.00000000 0.519992128391 Long DBT CORP AT N 2 2028-05-07 Fixed 5.00000000 N N N N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 9000000.00000000 PA 297780.18000000 0.760665492211 Long DBT NUSS TH N 2 2023-06-16 Fixed 3.63000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -794.76000000 -0.00203017711 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 7450000.00000000 MXN 370471.32000000 USD 2021-08-25 -794.76000000 N N N HUNGARY GOVERNMENT BOND 5299008DH62LEB10JK83 000000000 76600000.00000000 PA 286400.89000000 0.731597630042 Long DBT NUSS HU N 2 2023-11-24 Fixed 6.00000000 N N N N N N SA GLOBAL SUKUK LTD 5493007DFAVKU7UOGR47 78397PAD3 200000.00000000 PA USD 202732.00000000 0.517869377898 Long DBT CORP KY N 2 2031-06-17 Fixed 2.69000000 N N N N N N AES PANAMA GENERATION HL N/A 00109AAB3 200000.00000000 PA USD 209540.00000000 0.535260094335 Long DBT CORP PA N 2 2030-05-31 Fixed 4.38000000 N N N N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 1582000.00000000 PA USD 71190.00000000 0.181851513389 Long DBT CORP VE Y 2 2026-11-15 None 0.00000000 Y N N N N N TRUST FIBRAUNO N/A 898339AB2 240000.00000000 PA USD 281689.20000000 0.719561839101 Long DBT MX N 2 2050-01-15 Fixed 6.39000000 N N N N N N REPUBLIC OF UZBEKISTAN 213800L6VDKUM3TCM927 91822Q2C0 200000.00000000 PA USD 199734.00000000 0.510211127622 Long DBT NUSS UZ N 2 2030-11-25 Fixed 3.70000000 N N N N N N BANCO GNB SUDAMERIS SA 549300SO7QUETMQD9D84 059593AE3 200000.00000000 PA USD 203670.00000000 0.520265454869 Long DBT CORP CO N 2 2031-04-16 Fixed 7.50000000 N N N N N N BANQUE OUEST AFRICAINE D 529900LIZJABE4JJS826 000000000 200000.00000000 PA 249348.79000000 0.636949779792 Long DBT NUSS XX N 2 2033-01-22 Fixed 2.75000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 2820000.00000000 PA 420391.92000000 1.073871426729 Long DBT NUSS CN N 2 2030-05-21 Fixed 2.68000000 N N N N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 10144000.00000000 PA 397338.55000000 1.014982675174 Long DBT NUSS TH N 2 2029-06-22 Fixed 4.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9127964W6 30000.00000000 PA USD 29994.92000000 0.076620615198 Long STIV UST US N 2 2021-11-04 None 0.00000000 N N N N N N ALFA BANK (ALFA BOND) 54930015QM0G7XTNYR27 000000000 300000.00000000 PA USD 315792.00000000 0.806675840938 Long DBT CORP IE Y 2 2030-04-15 Fixed 5.95000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 000000000 230000.00000000 PA 285120.50000000 0.728326933888 Long DBT NUSS EG N 2 2031-04-11 Fixed 6.38000000 N N N N N N ABU DHABI GOVT INT'L 213800FER4348CINTA77 000000000 200000.00000000 PA USD 217783.00000000 0.556316450914 Long DBT NUSS AE Y 2 2030-04-16 Fixed 3.13000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEG9 300000.00000000 PA USD 300003.00000000 0.766343581563 Long DBT NUSS DO N 2 2041-01-21 Fixed 5.30000000 N N N N N N Pertamina Persero PT 254900NDAKGNZ2IBBL45 69370PAC5 200000.00000000 PA USD 265735.21000000 0.678808120515 Long DBT CORP ID N 2 2048-11-07 Fixed 6.50000000 N N N N N N BONOS DE TESORERIA 254900STKLK2DBJJZ530 000000000 1000.00000000 PA 272.73000000 0.000696675983 Long DBT NUSS PE N 2 2032-08-12 Fixed 6.15000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 758400000.00000000 PA 194206.50000000 0.496091388329 Long DBT NUSS CO N 2 2028-04-28 Fixed 6.00000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 000000000 1500000.00000000 PA 92351.20000000 0.235906805497 Long DBT NUSS ZA N 2 2040-01-31 Fixed 9.00000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -393.69000000 -0.00100566262 N/A DFE CN N 2 UBS AG BFM8T61CT2L1QCEMIK50 202220.82000000 USD 1310000.00000000 CNY 2021-08-25 -393.69000000 N N N MOVIDA EUROPE SA 549300YRJE0V6QKU7C86 62459LAA7 200000.00000000 PA USD 202504.00000000 0.517286962600 Long DBT CORP LU N 2 2031-02-08 Fixed 5.25000000 N N N N N N 2021-07-27 MORGAN STANLEY INSTITUTIONAL FUND INC Francis Smith Francis Smith Principal Financial Officer