Portfolio
Summary (unaudited)
Location
Percent
United
States
11.16%
Colombia
6.71%
South
Africa
6.12%
China
5.81%
Cayman
Islands
5.35%
Mexico
5.34%
Russian
Federation
4.90%
Ukraine
4.81%
Brazil
4.63%
Romania
3.92%
Netherlands
3.65%
Israel
3.12%
Cote
d'Ivoire
2.90%
Qatar
2.55%
Virgin
Islands,
British
2.07%
India
1.82%
Argentina
1.58%
Nigeria
1.57%
Jersey,
Channel
Islands
1.50%
Ireland
1.45%
Mauritius
1.40%
Angola
1.36%
Luxembourg
1.33%
Montenegro
1.18%
Supranational
0.99%
Oman
0.99%
Chile
0.95%
Egypt
0.95%
Azerbaijan
0.93%
United
Kingdom
0.91%
Slovenia
0.68%
Senegal
0.42%
Ghana
0.32%
Benin
0.26%
Zambia
0.22%
Other
Assets
and
Liabilities
6.15%
TOTAL
NET
ASSETS
100.00%
Affiliated
Securities
October
31,
2020
Purchases
Sales
July
31,
2021
Value
Cost
Proceeds
Value
Principal
Government
Money
Market
Fund
-
Institutional
Class
0.00%
$
33,964
$
755,514
$
716,583
$
72,895
$
33,964
$
755,514
$
716,583
$
72,895
Income
Realized
Gain/Loss
on
Investments
Realized
Gain
from
Capital
Gain
Distributions
Change
in
Unrealized
Gain/
Loss
Principal
Government
Money
Market
Fund
-
Institutional
Class
0.00%
$
—
$
—
$
—
$
—
$
—
$
—
$
—
$
—
Amounts
in
thousands.
Futures
Contracts
Description
and
Expiration
Date
Type
Contracts
Notional
Amount
Value
and
Unrealized
Appreciation/(Depreciation)
Euro
Bond
10
Year
Bond;
September
2021
Short
250
$
52,364
$
(1,457)
US
10
Year
Note;
September
2021
Short
470
63,193
(1,184)
US
Long
Bond;
September
2021
Short
85
14,001
(391)
Total
$
(3,032)
Amounts
in
thousands
except
contracts.
Foreign
Currency
Contracts
Unrealized
Appreciation/(Depreciation)
Counterparty
Settlement
Date
Currency
to
Accept
Currency
to
Deliver
Asset
Liability
Citigroup
Inc
08/27/2021
BRL
42,500
$
8,042
$
92
$
—
Citigroup
Inc
08/27/2021
CZK
521,100
$
23,936
308
—
Citigroup
Inc
08/27/2021
ZAR
26,750
$
1,786
35
—
Citigroup
Inc
08/27/2021
$
12,155
COP
47,500,000
—
(93)
Citigroup
Inc
08/27/2021
$
23,562
EUR
20,000
—
(171)