Morgan Stanley Emerging Markets Domestic
Debt Fund, Inc.
Third Quarter Report − July 31, 2024 (unaudited)
Portfolio of Investments
(Showing Percentage of Total Value of Investments)
| | |
Face | | |
| |
| | |
Amount | | |
Value | |
| | |
(000) | | |
(000) | |
| FIXED INCOME SECURITIES (94.2%) | |
| | | |
| | |
| Albania (1.2%) | |
| | | |
| | |
| Sovereign (1.2%) | |
| | | |
| | |
| Albanian Government Bond, | |
| | | |
| | |
| 4.30%, 7/10/27 | |
ALL | 63,900 | | |
$ | 699 | |
| 4.70%, 2/23/27 | |
| 37,000 | | |
| 409 | |
| 4.95%, 7/22/29 | |
| 85,800 | | |
| 941 | |
| 5.25%, 1/26/29 | |
| 203,400 | | |
| 2,263 | |
| | |
| | | |
| 4,312 | |
| Argentina (0.4%) | |
| | | |
| | |
| Sovereign (0.4%) | |
| | | |
| | |
| Bonos Para La Reconstruccion De Una
Argentina Libre, | |
| | | |
| | |
| 3.00%,
5/31/26 | |
$ | 1,921 | | |
| 1,418 | |
| | |
| | | |
| | |
| Armenia (3.0%) | |
| | | |
| | |
| Sovereign (3.0%) | |
| | | |
| | |
| Republic of Armenia Treasury Bond, | |
| | | |
| | |
| 9.00%, 4/29/26 | |
AMD | 99,880 | | |
| 257 | |
| 9.25%, 4/29/28 | |
| 840,130 | | |
| 2,154 | |
| 9.60%, 10/29/33 | |
| 2,573,538 | | |
| 6,666 | |
| 9.75%, 10/29/50 - 10/29/52 | |
| 757,312 | | |
| 1,972 | |
| | |
| | | |
| 11,049 | |
| Benin (1.1%) | |
| | | |
| | |
| Sovereign (1.1%) | |
| | | |
| | |
| Benin Government International Bond, | |
| | | |
| | |
| 4.88%, 1/19/32 | |
EUR | 1,314 | | |
| 1,213 | |
| 6.88%, 1/19/52 | |
| 1,086 | | |
| 935 | |
| 7.96%, 2/13/38 | |
$ | 2,065 | | |
| 1,930 | |
| | |
| | | |
| 4,078 | |
| Chile (0.7%) | |
| | | |
| | |
| Sovereign (0.7%) | |
| | | |
| | |
| Bonos de la Tesoreria de la Republica
en pesos, | |
| | | |
| | |
| 5.30%, 11/1/37 | |
CLP | 2,410,000 | | |
| 2,441 | |
| | |
| | | |
| | |
| Colombia (6.8%) | |
| | | |
| | |
| Corporate Bond (0.3%) | |
| | | |
| | |
| Fideicomiso PA Costera, | |
| | | |
| | |
| 6.25%, 1/15/34
(a) | |
COP | 4,979,415 | | |
| 1,091 | |
| | |
| | | |
| | |
| Sovereign (6.5%) | |
| | | |
| | |
| Colombian TES, | |
| | | |
| | |
| 3.00%, 3/25/33 | |
| 4,675,013 | | |
| 961 | |
| 3.75%, 2/25/37 | |
| 10,600,891 | | |
| 2,163 | |
| 4.75%, 4/4/35 | |
| 2,000,260 | | |
| 457 | |
| 7.00%, 3/26/31 | |
| 8,239,000 | | |
| 1,724 | |
| Colombian TES, Series B | |
| | | |
| | |
| 5.75%, 11/3/27 | |
| 24,995,000 | | |
| 5,561 | |
| 6.00%, 4/28/28 | |
| 8,982,000 | | |
| 1,972 | |
| 6.25%, 7/9/36 | |
| 4,382,700 | | |
| 749 | |
| 7.00%, 6/30/32 | |
| 15,440,600 | | |
| 3,118 | |
| 7.75%, 9/18/30 | |
| 6,916,000 | | |
| 1,534 | |
| 9.25%, 5/28/42 | |
| 1,486,900 | | |
| 304 | |
| Financiera de Desarrollo Territorial
SA Findeter, | |
| | | |
| | |
| 7.88%, 8/12/24
(a) | |
| 20,551,000 | | |
| 5,100 | |
| | |
| | | |
| 23,643 | |
| | |
| | | |
| 24,734 | |
| Dominican Republic (7.1%) | |
| | | |
| | |
| Sovereign (7.1%) | |
| | | |
| | |
| Dominican Republic Central Bank Note, | |
| | | |
| | |
| 8.00%, 3/12/27 (a) | |
DOP | 15,000 | | |
| 235 | |
| 12.00%, 10/3/25 (a) | |
| 59,260 | | |
| 1,001 | |
| 13.00%, 12/5/25 (a) | |
| 97,000 | | |
| 1,662 | |
| 13.00%, 12/5/25 | |
| 120,000 | | |
| 2,055 | |
| Dominican Republic International Bond, | |
| | | |
| | |
| 8.00%, 1/15/27 - 2/12/27 (a) | |
| 114,000 | | |
| 1,791 | |
| 11.25%, 9/15/35 (a) | |
| 60,850 | | |
| 1,083 | |
| 11.25%, 9/15/35 | |
| 200,300 | | |
| 3,566 | |
| 12.00%, 8/8/25 (a) | |
| 262,700 | | |
| 4,444 | |
| 12.75%, 9/23/29 (a) | |
| 357,200 | | |
| 6,683 | |
| 13.63%, 2/3/33 | |
| 160,750 | | |
| 3,204 | |
| | |
| | | |
| 25,724 | |
| Egypt (10.8%) | |
| | | |
| | |
| Sovereign (10.8%) | |
| | | |
| | |
| Egypt Treasury Bills, | |
| | | |
| | |
| 25.00%, 8/6/24 | |
EGP | 175 | | |
| 4 | |
| 27.49%, 9/24/24 | |
| 675,125 | | |
| 13,406 | |
| 28.40%, 12/17/24 | |
| 107,150 | | |
| 2,013 | |
| 28.50%, 12/17/24 | |
| 10,000 | | |
| 188 | |
| 28.52%, 3/18/25 | |
| 35,725 | | |
| 633 | |
| 28.75%, 12/3/24 | |
| 91,950 | | |
| 1,744 | |
Morgan Stanley Emerging Markets Domestic
Debt Fund, Inc.
Third Quarter Report − July 31,
2024 (unaudited)
Portfolio of Investments (cont'd)
(Showing Percentage of Total Value of Investments)
| |
|
Face
Amount |
|
|
Value |
|
| |
|
(000) |
|
|
(000) |
|
| Sovereign (cont’d) |
|
|
|
|
|
|
|
| 28.75%, 12/10/24 |
|
EGP |
459,725 |
|
|
$ |
8,677 |
|
| 29.25%, 12/17/24 |
|
|
260,550 |
|
|
4,895 |
|
| 31.50%, 12/10/24 |
|
|
282,650 |
|
|
5,335 |
|
| 32.50%,
3/11/25 |
|
|
115,125 |
|
|
2,050 |
|
| |
|
|
|
|
|
38,945 |
|
| Hungary (1.6%) |
|
|
|
|
|
|
|
| Sovereign (1.6%) |
|
|
|
|
|
|
|
| Hungary Government Bond, |
|
|
|
|
|
|
|
| 2.25%, 4/20/33 |
|
HUF |
438,100 |
|
|
891 |
|
| 3.00%, 10/27/27 - 4/25/41 |
|
|
1,172,280 |
|
|
2,623 |
|
| 3.25%, 10/22/31 |
|
|
687,060 |
|
|
1,584 |
|
| 4.00%, 4/28/51 |
|
|
139,450 |
|
|
263 |
|
| 4.50%,
5/27/32 |
|
|
110,380 |
|
|
272 |
|
| |
|
|
|
|
|
5,633 |
|
| Indonesia (11.4%) |
|
|
|
|
|
|
|
| Sovereign (11.4%) |
|
|
|
|
|
|
|
| Indonesia Treasury Bond, |
|
|
|
|
|
|
|
| 6.50%, 2/15/31 |
|
IDR |
114,953,000 |
|
|
6,937 |
|
| 6.63%, 2/15/34 |
|
|
87,251,000 |
|
|
5,259 |
|
| 7.00%, 9/15/30 - 2/15/33 |
|
|
142,861,000 |
|
|
8,863 |
|
| 7.13%, 6/15/42 - 6/15/43 |
|
|
98,087,000 |
|
|
6,069 |
|
| 7.38%, 5/15/48 |
|
|
7,875,000 |
|
|
497 |
|
| 7.50%, 6/15/35 |
|
|
83,000,000 |
|
|
5,306 |
|
| 8.38%, 4/15/39 |
|
|
65,600,000 |
|
|
4,512 |
|
| 8.75%,
5/15/31 |
|
|
58,978,000 |
|
|
3,988 |
|
| |
|
|
|
|
|
41,431 |
|
| Jordan (0.7%) |
|
|
|
|
|
|
|
| Sovereign (0.7%) |
|
|
|
|
|
|
|
| Jordan Government International
Bond, |
|
|
|
|
|
|
|
| 4.95%,
7/7/25 |
|
$ |
2,735 |
|
|
2,691 |
|
| |
|
|
|
|
|
|
|
| Kazakhstan (1.1%) |
|
|
|
|
|
|
|
| Sovereign (1.1%) |
|
|
|
|
|
|
|
| Development Bank of Kazakhstan
JSC, |
|
|
|
|
|
|
|
| 13.00%,
4/15/27 (a) |
|
KZT |
1,922,000 |
|
|
4,049 |
|
| |
|
|
|
|
|
|
|
| Malaysia (1.7%) |
|
|
|
|
|
|
|
| Sovereign (1.7%) |
|
|
|
|
|
|
|
| Malaysia Government Bond, |
|
|
|
|
|
|
|
| 3.76%, 5/22/40 |
|
MYR |
24,620 |
|
|
5,236 |
|
| 4.70%,
10/15/42 |
|
|
3,900 |
|
|
925 |
|
| |
|
|
|
|
|
6,161 |
|
| Mexico (1.1%) |
|
|
|
|
|
|
|
| Sovereign (1.1%) |
|
|
|
|
|
|
|
| Mexican Bonos, |
|
|
|
|
|
|
|
| 8.50%, 11/18/38 |
|
MXN |
32,679 |
|
|
1,570 |
|
| Mexico Udibonos, |
|
|
|
|
|
|
|
| 4.50%, 11/22/35 |
|
|
12,424 |
|
|
629 |
|
| Petroleos Mexicanos, |
|
|
|
|
|
|
|
| 6.88%,
10/16/25 |
|
$ |
1,720 |
|
|
1,717 |
|
| |
|
|
|
|
|
3,916 |
|
| Nigeria (4.8%) |
|
|
|
|
|
|
|
| Sovereign (4.8%) |
|
|
|
|
|
|
|
| Nigeria OMO Bill, |
|
|
|
|
|
|
|
| 18.90%, 1/28/25 |
|
NGN |
593,474 |
|
|
325 |
|
| 24.65%, 4/1/25 |
|
|
943,147 |
|
|
493 |
|
| 25.09%, 4/1/25 |
|
|
671,056 |
|
|
350 |
|
| 26.12%, 2/25/25 |
|
|
990,635 |
|
|
531 |
|
| 26.34%, 5/20/25 |
|
|
287,895 |
|
|
145 |
|
| 26.81%, 5/20/25 |
|
|
292,570 |
|
|
147 |
|
| 27.07%, 5/27/25 |
|
|
271,150 |
|
|
136 |
|
| 27.15%, 5/20/25 |
|
|
2,388,065 |
|
|
1,201 |
|
| 27.29%, 5/27/25 |
|
|
162,690 |
|
|
81 |
|
| 27.31%, 5/27/25 |
|
|
271,149 |
|
|
136 |
|
| 27.36%, 5/20/25 |
|
|
542,299 |
|
|
273 |
|
| 27.39%, 5/27/25 |
|
|
1,097,993 |
|
|
549 |
|
| 27.43%, 5/27/25 |
|
|
813,449 |
|
|
407 |
|
| 27.45%, 5/27/25 |
|
|
1,370,932 |
|
|
686 |
|
| 27.51%, 5/27/25 |
|
|
542,299 |
|
|
271 |
|
| 27.60%, 5/20/25 |
|
|
460,954 |
|
|
232 |
|
| 27.75%, 5/27/25 |
|
|
1,084,598 |
|
|
543 |
|
| 27.84%, 6/17/25 |
|
|
508,199 |
|
|
250 |
|
| 27.85%, 5/27/25 |
|
|
2,087,851 |
|
|
1,045 |
|
| 28.13%, 5/27/25 |
|
|
81,345 |
|
|
41 |
|
| 32.15%, 6/10/25 |
|
|
390,850 |
|
|
193 |
|
| 32.35%, 6/17/25 |
|
|
390,840 |
|
|
192 |
|
Morgan Stanley Emerging Markets Domestic
Debt Fund, Inc.
Third Quarter Report − July 31,
2024 (unaudited)
Portfolio of Investments (cont'd)
(Showing Percentage of Total Value of Investments)
| |
|
Face
Amount
(000) |
|
|
Value
(000) |
|
| Sovereign (cont’d)
|
|
|
|
|
|
|
|
| Nigeria Treasury Bill, |
|
|
|
|
|
|
|
| 21.80%, 2/20/25 |
|
NGN |
1,854,140 |
|
|
$ |
998 |
|
| 22.54%, 2/20/25 |
|
|
1,483,312 |
|
|
799 |
|
| 22.96%, 2/6/25 |
|
|
395,331 |
|
|
215 |
|
| 22.98%, 2/20/25 |
|
|
1,483,312 |
|
|
799 |
|
| 23.30%, 2/6/25 |
|
|
716,636 |
|
|
390 |
|
| 23.88%, 4/10/25 |
|
|
564,758 |
|
|
293 |
|
| 25.27%, 4/10/25 |
|
|
1,976,654 |
|
|
1,025 |
|
| 25.34%, 3/27/25 |
|
|
225,903 |
|
|
118 |
|
| 25.60%, 4/10/25 |
|
|
1,129,517 |
|
|
586 |
|
| 25.67%, 3/27/25 |
|
|
1,980,382 |
|
|
1,038 |
|
| 25.85%, 3/27/25 |
|
|
1,980,000 |
|
|
1,038 |
|
| 26.08%, 3/27/25 |
|
|
1,245,000 |
|
|
653 |
|
| 26.10%, 3/27/25 |
|
|
282,379 |
|
|
148 |
|
| 27.02%,
3/6/25 |
|
|
1,673,200 |
|
|
891 |
|
| |
|
|
|
|
|
17,218 |
|
| Paraguay (2.2%) |
|
|
|
|
|
|
|
| Corporate Bond (0.8%) |
|
|
|
|
|
|
|
| Itau
BBA International PLC, |
|
|
|
|
|
|
|
| 0.00%,
2/19/30 |
|
PYG |
18,493,970 |
|
|
2,683 |
|
| |
|
|
|
|
|
|
|
| Sovereign (1.4%) |
|
|
|
|
|
|
|
| Paraguay Government International
Bond, |
|
|
|
|
|
|
|
| 7.90%, 2/9/31 (a) |
|
|
37,660,000 |
|
|
5,170 |
|
| |
|
|
|
|
|
7,853 |
|
| Peru (4.4%) |
|
|
|
|
|
|
|
| Sovereign (4.4%) |
|
|
|
|
|
|
|
| Peru
Government Bond, |
|
|
|
|
|
|
|
| 5.40%,
8/12/34 |
|
PEN |
34,098 |
|
|
8,138 |
|
| 6.90%, 8/12/37 |
|
|
18,206 |
|
|
4,743 |
|
| 7.60%,
8/12/39 |
|
|
10,994 |
|
|
3,012 |
|
| |
|
|
|
|
|
15,893 |
|
| Romania (2.5%) |
|
|
|
|
|
|
|
| Sovereign (2.5%) |
|
|
|
|
|
|
|
| Romania
Government Bond, |
|
|
|
|
|
|
|
| 2.50%,
10/25/27 |
|
RON |
9,000 |
|
|
1,753 |
|
| 4.25%, 4/28/36 |
|
|
8,910 |
|
|
1,557 |
|
| 4.75%, 10/11/34 |
|
|
25,000 |
|
|
4,673 |
|
| 8.75%,
10/30/28 |
|
|
3,970 |
|
|
941 |
|
| |
|
|
|
|
|
8,924 |
|
| Serbia (4.7%) |
|
|
|
|
|
|
| Sovereign (4.7%) |
|
|
|
|
|
|
| Serbia Treasury Bonds, |
|
|
|
|
|
|
| 4.50%, 8/20/32 |
|
RSD |
869,800 |
|
|
|
7,699 |
|
| 7.00%,
10/26/31 |
|
926,490 |
|
|
9,494 |
|
| |
|
|
|
|
17,193 |
|
| South Africa (9.6%) |
|
|
|
|
|
|
| Sovereign (9.6%) |
|
|
|
|
|
|
| Republic of South Africa
Government Bond, |
|
|
|
|
|
|
| 8.00%, 1/31/30 |
|
ZAR |
168,030 |
|
|
8,693 |
|
| 8.75%, 1/31/44 |
|
106,539 |
|
|
4,578 |
|
| 8.88%, 2/28/35 |
|
162,370 |
|
|
7,802 |
|
| 9.00%,
1/31/40 |
|
304,430 |
|
|
13,722 |
|
| |
|
|
|
|
34,795 |
|
| Supranational (1.6%) |
|
|
|
|
|
|
| Corporate Bonds (1.4%) |
|
|
|
|
|
|
| European Bank for Reconstruction & Development, |
|
|
|
|
|
|
| 6.75%, 3/14/31 |
|
INR |
342,000 |
|
|
4,051 |
|
| Inter-American Development Bank, |
|
|
|
|
|
|
|
| 7.35%, 10/6/30 |
|
92,000 |
|
|
1,124 |
|
| |
|
|
|
|
5,175 |
|
| Sovereign (0.2%) |
|
|
|
|
|
|
| International Finance
Corp., |
|
|
|
|
|
|
| 16.00%,
2/21/25 |
|
UZS |
7,000,000 |
|
|
548 |
|
| |
|
|
|
|
5,723 |
|
| Suriname (0.2%) |
|
|
|
|
|
|
| Sovereign (0.2%) |
|
|
|
|
|
|
| Suriname
Government International Bond, |
|
|
|
|
|
|
| 7.85%,
12/31/50 (a)(b) |
|
$ |
308 |
|
|
271 |
|
| 4.95% Cash, 3.00% PIK, |
|
|
|
|
|
|
|
| 7.95%, 7/15/33 (a)(c) |
|
19 |
|
|
18 |
|
| 9.00%,
12/31/50 (a)(b) |
|
363 |
|
|
320 |
|
| |
|
|
|
|
609 |
|
| Thailand (2.4%) |
|
|
|
|
|
|
| Sovereign (2.4%) |
|
|
|
|
|
|
| Thailand Government Bond, |
|
|
|
|
|
|
| 1.60%, 6/17/35 |
|
THB |
30,700 |
|
|
775 |
|
| 1.88%, 6/17/49 |
|
50,000 |
|
|
1,079 |
|
Morgan Stanley Emerging Markets Domestic
Debt Fund, Inc.
Third Quarter Report − July 31,
2024 (unaudited)
Portfolio of Investments (cont'd)
(Showing Percentage of Total Value of Investments)
| |
|
Face |
|
|
|
|
| |
|
Amount |
|
|
Value |
|
| |
|
(000) |
|
|
(000) |
|
| Sovereign (cont’d) |
|
|
|
|
|
|
|
| 2.00%, 6/17/42 |
|
THB |
226,000 |
|
|
$ |
5,540 |
|
| 3.30%,
6/17/38 |
|
|
50,000 |
|
|
1,483 |
|
| |
|
|
|
|
|
8,877 |
|
| Turkey (1.2%) |
|
|
|
|
|
|
|
| Sovereign (1.2%) |
|
|
|
|
|
|
|
| Turkiye Government Bond, |
|
|
|
|
|
|
|
| 17.30%, 7/19/28 |
|
TRY |
52,600 |
|
|
1,181 |
|
| 26.20%, 10/5/33 |
|
|
30,000 |
|
|
894 |
|
| 50.00%,
5/17/28 (b) |
|
|
73,301 |
|
|
2,200 |
|
| |
|
|
|
|
|
4,275 |
|
| Uruguay (2.2%) |
|
|
|
|
|
|
|
| Sovereign (2.2%) |
|
|
|
|
|
|
|
| Uruguay Government International
Bond, |
|
|
|
|
|
|
|
| 3.40%, 5/16/45 |
|
UYU |
35,773 |
|
|
879 |
|
| 3.88%, 7/2/40 |
|
|
107,165 |
|
|
2,796 |
|
| 9.75%,
7/20/33 |
|
|
173,337 |
|
|
4,340 |
|
| |
|
|
|
|
|
8,015 |
|
| Uzbekistan (8.8%) |
|
|
|
|
|
|
|
| Corporate Bonds (5.2%) |
|
|
|
|
|
|
|
| European
Bank for Reconstruction & Development, |
|
|
|
|
|
| 17.20%, 4/9/26 |
|
$ |
1,700 |
|
|
1,713 |
|
| 17.35%, 3/1/27 |
|
|
700 |
|
|
693 |
|
| Ipoteka-Bank ATIB, |
|
|
|
|
|
|
|
| 20.50%, 4/25/27 |
|
UZS |
15,590,000 |
|
|
1,229 |
|
| Uzbek Industrial
& Construction Bank ATB, |
|
|
|
|
|
| 21.00%, 7/24/27 |
|
|
141,910,000 |
|
|
11,313 |
|
| Uzbek Industrial
& Construction Bank ATB via Daryo Finance BV, |
|
|
|
|
|
| 18.75%,
6/15/25 |
|
|
47,679,150 |
|
|
3,824 |
|
| |
|
|
|
|
|
18,772 |
|
| Senior Loan Interests
(1.1%) |
|
|
|
|
|
|
|
| Europe Asia
Investment Finance BV, |
|
|
|
|
|
| 18.70%,
7/21/26 |
|
|
51,573,170 |
|
|
4,100 |
|
| |
|
|
|
|
|
|
|
| Sovereign (2.5%) |
|
|
|
|
|
|
|
| National Bank of Uzbekistan, |
|
|
|
|
|
|
|
| 19.88%, 7/5/27 |
|
|
14,170,000 |
|
|
1,122 |
|
| Republic of Uzbekistan
International Bond, |
|
|
|
|
|
|
|
| 16.25%, 10/12/26 |
|
UZS |
55,720,000 |
|
|
4,518 |
|
| 16.63%,
5/29/27 |
|
|
40,000,000 |
|
|
3,188 |
|
| |
|
|
|
|
|
8,828 |
|
| |
|
|
|
|
|
31,700 |
|
| Venezuela (0.9%) |
|
|
|
|
|
|
|
| Sovereign (0.9%) |
|
|
|
|
|
|
|
| Petroleos de Venezuela
SA, |
|
|
|
|
|
|
|
| 5.38%, 4/12/27 (d)(e)(f) |
|
$ |
1,817 |
|
|
207 |
|
| 5.50%, 4/12/37 (d)(e)(f)
|
|
|
507 |
|
|
57 |
|
| 6.00%, 5/16/24
- 11/15/26 (d)(e)(f)
| |
|
11,367 |
|
|
1,315 |
|
| 9.00%, 11/17/21 (d)(e)(f) |
|
|
375 |
|
|
45 |
|
| 9.75%, 5/17/35 (d)(e)(f) |
|
|
690 |
|
|
86 |
|
| 12.75%, 2/17/22 (d)(e)(f) |
|
|
291 |
|
|
40 |
|
| Venezuela Government
International Bond, |
|
|
|
|
|
|
|
| 6.00%, 12/9/49 (d)(e)(f) |
|
|
322 |
|
|
43 |
|
| 7.00%, 3/31/38 (d)(e)(f) |
|
|
430 |
|
|
63 |
|
| 7.65%, 4/21/25 (d)(e)(f) |
|
|
607 |
|
|
95 |
|
| 7.75%, 10/13/49 (d)(e)(f) |
|
|
710 |
|
|
103 |
|
| 8.25%, 10/13/24 (d)(e)(f) |
|
|
1,410 |
|
|
220 |
|
| 9.00%, 5/7/23 (d)(e)(f) |
|
|
307 |
|
|
48 |
|
| 9.25%, 9/15/27
- 5/7/28 (d)(e)(f) |
4,610 |
|
|
825 |
|
| 9.38%, 1/13/34 (d)(e)(f) |
|
|
108 |
|
|
21 |
|
| 11.75%, 10/21/26 (d)(e)(f) |
|
|
366 |
|
|
68 |
|
| 11.95%, 8/5/31 (d)(e)(f) |
|
|
405 |
|
|
74 |
|
| 12.75%,
8/23/22 (d)(e)(f) |
|
|
237 |
|
|
43 |
|
| |
|
|
|
|
|
3,353 |
|
| TOTAL
FIXED INCOME SECURITIES (Cost $358,018) |
|
|
341,010 |
|
Morgan Stanley Emerging Markets Domestic
Debt Fund, Inc.
Third Quarter Report − July 31,
2024 (unaudited)
Portfolio of Investments (cont'd)
(Showing Percentage of Total Value of Investments)
| | |
Face | | |
| |
| | |
Amount | | |
Value | |
| | |
(000) | | |
(000) | |
| SHORT-TERM INVESTMENTS (5.7%) |
|
|
|
|
|
| |
|
|
|
|
|
| U.S. Treasury Security (3.6%) |
|
|
|
|
|
|
|
| 5.19%, 1/16/25 (Cost $12,962) (g) |
|
$ |
13,271 |
|
|
$ |
12,967 |
|
| | |
| | | |
| |
| | |
| Shares | | |
| |
| Investment Company (2.1%) | |
| | | |
| | |
| Morgan
Stanley Institutional Liquidity Funds — Treasury Securities Portfolio — Institutional Class, 5.15% (h) (Cost $7,809) | |
| 7,808,964 | | |
| 7,809 | |
| TOTAL SHORT-TERM INVESTMENTS
(Cost $20,771) | |
| | | |
| 20,776 | |
| TOTAL INVESTMENTS EXCLUDING PURCHASED
OPTIONS (99.9%)(Cost $378,789) | |
| | | |
| 361,786 | |
| TOTAL PURCHASED OPTIONS OUTSTANDING
(0.1%) (Cost $328) | |
| | | |
| 284 | |
| TOTAL INVESTMENTS (100%) (Cost
$379,117)(i)(j) | |
| | | |
| 362,070 | |
| LIABILITIES IN EXCESS OF OTHER
ASSETS | |
| | | |
| (19,084 | ) |
| NET ASSETS | |
| | | |
$ | 342,986 | |
Country assignments and aggregations are based generally on third
party vendor classifications and information, and may be different from the assignments and aggregations under the policies set forth
in the Fund’s prospectus and/or statement of additional information relating to geographic classifications.
| (a) | 144A security — Certain conditions for public sale may exist. Unless
otherwise noted, these securities are deemed to be liquid. |
| (b) | Floating or variable rate securities: The rates disclosed are as of July 31, 2024. For
securities based on a published reference rate and spread, the reference rate and spread are indicated in the description
in the Portfolio of Investments. Certain variable rate securities may not be based on a published reference rate and spread
but are determined by the issuer or agent and are based on current market conditions. These securities do not indicate a
reference rate and spread in their description in the Portfolio of Investments. |
| (c) | Income may be paid in additional securities and/or cash at the discretion of the issuer. |
| (d) | Issuer in bankruptcy. |
| (e) | Non-income producing security; bond in default. |
| (f) | All or a portion of the security is subject to delayed delivery. |
| (g) | Rate shown is the yield to maturity at July 31, 2024. |
| (h) | The Fund invests in the Institutional Class of the Morgan Stanley
Institutional Liquidity Funds - Treasury Securities Portfolio - (the "Liquidity Fund"),
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 Fund. For the nine months ended July 31,
2024, advisory fees paid were reduced by approximately $18,000 relating to the Fund's investment
in the Liquidity Fund. |
| (i) | 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. |
| (j) | At July 31, 2024, the aggregate cost for federal income tax purposes approximates the aggregate
cost for book purposes. The aggregate gross unrealized appreciation is approximately $22,532,000 and the aggregate gross
unrealized depreciation is approximately $36,530,000, resulting in net unrealized depreciation of approximately $13,998,000. |
| | |
| PIK | Payment-in-Kind. |
Morgan Stanley Emerging Markets Domestic
Debt Fund, Inc.
Third Quarter Report − July 31, 2024 (unaudited)
Portfolio of Investments (cont'd)
Foreign Currency Forward Exchange Contracts:
The Fund had the following foreign currency forward exchange contracts
open at July 31, 2024:
| | |
| |
In | |
| |
Unrealized | |
| | |
Contracts | |
Exchange | |
| |
Appreciation | |
| | |
to Deliver | |
For | |
Delivery | |
(Depreciation) | |
| Counterparty | |
(000) | |
(000) | |
Date | |
(000) | |
| Bank of America NA | |
PEN |
14,041 | |
$ |
3,735 | |
9/18/24 | |
$ | (21 | ) |
| Bank of America NA | |
PEN |
27,762 | |
$ |
7,385 | |
9/18/24 | |
| (41 | ) |
| Bank of America NA | |
PEN |
3,506 | |
$ |
919 | |
9/18/24 | |
| (19 | ) |
| Bank of America NA | |
TRY |
31,975 | |
$ |
746 | |
2/10/25 | |
| (40 | ) |
| Bank of America NA | |
$ |
1,449 | |
TRY |
62,053 | | 2/10/25 | |
| 78 | |
| Bank of America NA | |
$ |
563 | |
TRY |
24,109 | |
2/10/25 | |
| 30 | |
| Bank of America NA | |
$ |
793 | |
ZAR |
15,070 | |
9/18/24 | |
| 31 | |
| Bank of America NA | |
ZAR |
144,774 | |
$ |
7,621 | |
9/18/24 | |
| (299 | ) |
| Bank of America NA | |
ZAR |
81,396 | |
$ |
4,285 | |
9/18/24 | |
| (168 | ) |
| Bank of America NA | |
ZAR |
12,895 | |
$ |
679 | |
9/18/24 | |
| (27 | ) |
| Barclays Bank PLC | |
COP |
4,342,600 | |
$ |
1,043 | |
9/18/24 | |
| (21 | ) |
| Barclays Bank PLC | |
COP |
17,950,600 | |
$ |
4,313 | |
9/18/24 | |
| (89 | ) |
| Barclays Bank PLC | |
CZK |
6,250 | |
EUR |
251 | |
9/18/24 | |
| 6 | |
| Barclays Bank PLC | |
EUR |
1,199 | |
HUF |
479,657 | |
8/12/24 | |
| 18 | |
| Barclays Bank PLC | |
EUR |
1,214 | |
HUF |
481,043 | |
8/12/24 | |
| 6 | |
| Barclays Bank PLC | |
EUR |
2,580 | |
HUF |
1,012,205 | |
8/22/24 | |
| (17 | ) |
| Barclays Bank PLC | |
EUR |
5,256 | |
PLN |
22,754 | |
9/18/24 | |
| 37 | |
| Barclays Bank PLC | |
EUR |
23,786 | |
PLN |
102,973 | |
9/18/24 | |
| 166 | |
| Barclays Bank PLC | |
IDR |
11,785,000 | |
$ |
716 | |
9/18/24 | |
| (8 | ) |
| Barclays Bank PLC | |
IDR |
60,000,000 | |
$ |
3,676 | |
9/18/24 | |
| (9 | ) |
| Barclays Bank PLC | |
IDR |
110,000,000 | |
$ |
6,739 | |
9/18/24 | |
| (16 | ) |
| Barclays Bank PLC | |
MXN |
89,400 | |
$ |
4,836 | |
9/18/24 | |
| 72 | |
| Barclays Bank PLC | |
PEN |
72 | |
$ |
19 | |
9/18/24 | |
| (—@ | ) |
| Barclays Bank PLC | |
PLN |
13,900 | |
EUR |
3,211 | |
9/18/24 | |
| (22 | ) |
| Barclays Bank PLC | |
PLN |
2,901 | |
EUR |
671 | |
9/18/24 | |
| (4 | ) |
| Barclays Bank PLC | |
RON |
18,600 | |
EUR |
3,720 | |
9/18/24 | |
| (9 | ) |
| Barclays Bank PLC | |
TRY |
28,815 | |
$ |
747 | |
11/8/24 | |
| (35 | ) |
| Barclays Bank PLC | |
TRY |
76,912 | |
$ |
1,993 | |
11/8/24 | |
| (96 | ) |
| Barclays Bank PLC | |
TRY |
134,977 | |
$ |
3,488 | |
11/8/24 | |
| (178 | ) |
| Barclays Bank PLC | |
TRY |
57,745 | |
$ |
1,495 | |
11/8/24 | |
| (74 | ) |
| Barclays Bank PLC | |
TRY |
36,964 | |
$ |
955 | |
11/8/24 | |
| (49 | ) |
| Barclays Bank PLC | |
TRY |
96,212 | |
$ |
2,491 | |
11/8/24 | |
| (122 | ) |
| Barclays Bank PLC | |
TRY |
69,301 | |
$ |
1,809 | |
9/20/24 | |
| (172 | ) |
| Barclays Bank PLC | |
TRY |
17,879 | |
$ |
466 | |
9/23/24 | |
| (43 | ) |
| Barclays Bank PLC | |
TRY |
267,880 | |
$ |
6,811 | |
1/6/25 | |
| (20 | ) |
| Barclays Bank PLC | |
$ |
19,194 | |
EUR |
17,700 | |
8/9/24 | |
| (32 | ) |
| Barclays Bank PLC | |
$ |
1,483 | |
KRW |
2,028,500 | |
9/19/24 | |
| (6 | ) |
| Barclays Bank PLC | |
$ |
1,442 | |
MXN |
26,800 | |
9/18/24 | |
| (14 | ) |
| Barclays Bank PLC | |
$ |
7,930 | |
MYR |
37,039 | |
9/18/24 | |
| 158 | |
Morgan Stanley Emerging Markets Domestic
Debt Fund, Inc.
Third Quarter Report − July 31, 2024 (unaudited)
Portfolio of Investments (cont'd)
Foreign Currency Forward Exchange Contracts: (cont'd)
| | |
| |
In | |
| |
Unrealized | |
| | |
Contracts | |
Exchange | |
| |
Appreciation | |
| | |
to Deliver | |
For | |
Delivery | |
(Depreciation) | |
| Counterparty | |
(000) | |
(000) | |
Date | |
(000) | |
| Barclays Bank PLC | |
$ |
681 | |
MYR |
3,200 | |
9/18/24 | |
$ | 18 | |
| Barclays Bank PLC | |
$ |
3,857 | |
PEN |
14,745 | |
9/18/24 | |
| 87 | |
| Barclays Bank PLC | |
$ |
18,765 | |
SGD |
25,158 | |
9/18/24 | |
| 100 | |
| Barclays Bank PLC | |
$ |
563 | |
TRY |
21,727 | |
11/8/24 | |
| 27 | |
| Barclays Bank PLC | |
$ |
1,450 | |
TRY |
55,922 | |
11/8/24 | |
| 69 | |
| Barclays Bank PLC | |
$ |
2,517 | |
TRY |
98,894 | |
12/20/24 | |
| 50 | |
| Barclays Bank PLC | |
$ |
1,892 | |
TRY |
69,301 | |
9/20/24 | |
| 89 | |
| Barclays Bank PLC | |
$ |
1,780 | |
TRY |
69,688 | |
9/23/24 | |
| 206 | |
| Barclays Bank PLC | |
$ |
481 | |
TRY |
17,879 | |
9/23/24 | |
| 28 | |
| Barclays Bank PLC | |
$ |
4,296 | |
TRY |
167,216 | |
12/16/24 | |
| 63 | |
| Barclays Bank PLC | |
$ |
1,537 | |
TRY |
66,738 | |
1/29/25 | |
| 125 | |
| Barclays Bank PLC | |
$ |
1,862 | |
TRY |
78,718 | |
1/6/25 | |
| 145 | |
| Barclays Bank PLC | |
$ |
4,234 | |
ZAR |
81,059 | |
9/18/24 | |
| 201 | |
| Barclays Bank PLC | |
$ |
2,873 | |
ZAR |
51,953 | |
9/18/24 | |
| (31 | ) |
| Barclays Bank PLC | |
ZAR |
69,895 | |
$ |
3,771 | |
9/18/24 | |
| (53 | ) |
| Barclays Bank PLC | |
ZAR |
157,200 | |
$ |
8,419 | |
9/18/24 | |
| (181 | ) |
| Barclays Bank PLC | |
ZAR |
28,300 | |
$ |
1,525 | |
9/18/24 | |
| (23 | ) |
| BNP Paribas SA | |
BRL |
24,232 | |
$ |
4,492 | |
8/2/24 | |
| 208 | |
| BNP Paribas SA | |
BRL |
3,580 | |
$ |
654 | |
9/4/24 | |
| 23 | |
| BNP Paribas SA | |
BRL |
158,073 | |
$ |
27,870 | |
8/2/24 | |
| (77 | ) |
| BNP Paribas SA | |
BRL |
44,645 | |
$ |
7,845 | |
9/4/24 | |
| (22 | ) |
| BNP Paribas SA | |
BRL |
29,896 | |
$ |
5,271 | |
8/2/24 | |
| (15 | ) |
| BNP Paribas SA | |
BRL |
47,400 | |
$ |
8,329 | |
9/4/24 | |
| (24 | ) |
| BNP Paribas SA | |
BRL |
47,400 | |
$ |
8,371 | |
8/2/24 | |
| (9 | ) |
| BNP Paribas SA | |
BRL |
44,645 | |
$ |
7,885 | |
8/2/24 | |
| (8 | ) |
| BNP Paribas SA | |
CLP |
2,466,386 | |
$ |
2,665 | |
9/23/24 | |
| 47 | |
| BNP Paribas SA | |
CLP |
745,030 | |
$ |
805 | |
9/23/24 | |
| 14 | |
| BNP Paribas SA | |
CNH |
24,950 | |
$ |
3,463 | |
9/19/24 | |
| (3 | ) |
| BNP Paribas SA | |
CNH |
88,900 | |
$ |
12,339 | |
9/19/24 | |
| (12 | ) |
| BNP Paribas SA | |
EUR |
9,945 | |
CZK |
251,313 | |
9/18/24 | |
| (71 | ) |
| BNP Paribas SA | |
EUR |
4,450 | |
HUF |
1,740,000 | |
8/22/24 | |
| (44 | ) |
| BNP Paribas SA | |
KRW |
4,795,000 | |
$ |
3,501 | |
9/19/24 | |
| 9 | |
| BNP Paribas SA | |
THB |
48,800 | |
$ |
1,331 | |
9/18/24 | |
| (44 | ) |
| BNP Paribas SA | |
THB |
326,400 | |
$ |
8,900 | |
9/18/24 | |
| (292 | ) |
| BNP Paribas SA | |
$ |
5,253 | |
BRL |
29,896 | |
9/4/24 | |
| 15 | |
| BNP Paribas SA | |
$ |
27,777 | |
BRL |
158,073 | |
9/4/24 | |
| 79 | |
| BNP Paribas SA | |
$ |
7,872 | |
BRL |
44,645 | |
8/2/24 | |
| 22 | |
| BNP Paribas SA | |
$ |
8,357 | |
BRL |
47,400 | |
8/2/24 | |
| 23 | |
| BNP Paribas SA | |
$ |
4,280 | |
BRL |
24,232 | |
8/2/24 | |
| 4 | |
| BNP Paribas SA | |
$ |
27,918 | |
BRL |
158,073 | |
8/2/24 | |
| 29 | |
Morgan Stanley Emerging Markets Domestic
Debt Fund, Inc.
Third Quarter Report − July 31, 2024 (unaudited)
Portfolio of Investments (cont'd)
Foreign Currency Forward Exchange Contracts: (cont'd)
| | |
| |
In | |
| |
Unrealized | |
| | |
Contracts | |
Exchange | |
| |
Appreciation | |
| | |
to Deliver | |
For | |
Delivery | |
(Depreciation) | |
| Counterparty | |
(000) | |
(000) | |
Date | |
(000) | |
| BNP Paribas SA | |
$ |
5,280 | |
BRL |
29,896 | |
8/2/24 | |
$ | 6 | |
| BNP Paribas SA | |
$ |
7,402 | |
CLP |
6,850,494 | |
9/23/24 | |
| (131 | ) |
| BNP Paribas SA | |
$ |
14,958 | |
CNH |
107,775 | |
9/19/24 | |
| 14 | |
| BNP Paribas SA | |
$ |
1,444 | |
COP |
5,917,000 | |
9/18/24 | |
| 7 | |
| BNP Paribas SA | |
$ |
459 | |
COP |
1,876,500 | |
9/18/24 | |
| 1 | |
| BNP Paribas SA | |
$ |
16,082 | |
KRW |
22,023,500 | |
9/19/24 | |
| (40 | ) |
| BNP Paribas SA | |
$ |
954 | |
TRY |
40,367 | |
1/6/25 | |
| 75 | |
| BNP Paribas SA | |
$ |
1,162 | |
TRY |
49,321 | |
1/6/25 | |
| 96 | |
| BNP Paribas SA | |
$ |
1,090 | |
TRY |
43,890 | |
10/17/24 | |
| 130 | |
| BNP Paribas SA | |
$ |
1,408 | |
TRY |
61,476 | |
1/29/25 | |
| 123 | |
| Citibank NA | |
AMD |
74,630 | |
$ |
187 | |
9/6/24 | |
| (4 | ) |
| Citibank NA | |
AMD |
225,194 | |
$ |
554 | |
9/16/24 | |
| (22 | ) |
| Citibank NA | |
COP |
860,100 | |
$ |
215 | |
9/18/24 | |
| 4 | |
| Citibank NA | |
COP |
931,900 | |
$ |
229 | |
9/18/24 | |
| — | @ |
| Citibank NA | |
COP |
4,802,400 | |
$ |
1,185 | |
9/18/24 | |
| 7 | |
| Citibank NA | |
CZK |
24,000 | |
$ |
1,047 | |
9/18/24 | |
| 24 | |
| Citibank NA | |
EUR |
3,469 | |
HUF |
1,376,771 | |
8/30/24 | |
| 19 | |
| Citibank NA | |
EUR |
2,126 | |
HUF |
843,858 | |
8/30/24 | |
| 12 | |
| Citibank NA | |
EUR |
1,284 | |
PLN |
5,600 | |
9/18/24 | |
| 19 | |
| Citibank NA | |
EUR |
4,174 | |
RON |
20,886 | |
9/18/24 | |
| 14 | |
| Citibank NA | |
EUR |
1,259 | |
RON |
6,300 | |
9/18/24 | |
| 4 | |
| Citibank NA | |
HUF |
775,767 | |
EUR |
1,954 | |
8/30/24 | |
| (11 | ) |
| Citibank NA | |
PEN |
870 | |
$ |
228 | |
9/18/24 | |
| (5 | ) |
| Citibank NA | |
RON |
2,832 | |
EUR |
566 | |
9/18/24 | |
| (2 | ) |
| Citibank NA | |
$ |
65 | |
CLP |
61,300 | |
9/23/24 | |
| — | @ |
| Citibank NA | |
$ |
1,231 | |
COP |
5,040,200 | |
9/18/24 | |
| 5 | |
| Citibank NA | |
$ |
1,728 | |
EGP |
104,021 | |
2/13/25 | |
| 270 | |
| Citibank NA | |
$ |
346 | |
EGP |
21,392 | |
2/20/25 | |
| 64 | |
| Citibank NA | |
$ |
576 | |
EGP |
34,846 | |
2/20/25 | |
| 92 | |
| Citibank NA | |
$ |
288 | |
EGP |
17,999 | |
2/20/25 | |
| 57 | |
| Citibank NA | |
$ |
288 | |
EGP |
18,806 | |
2/27/25 | |
| 71 | |
| Citibank NA | |
$ |
9 | |
EGP |
466 | |
12/18/24 | |
| — | @ |
| Citibank NA | |
$ |
728 | |
IDR |
11,870,000 | |
9/18/24 | |
| 1 | |
| Citibank NA | |
$ |
213 | |
KES |
31,111 | |
4/16/25 | |
| 18 | |
| Citibank NA | |
$ |
214 | |
KES |
31,143 | |
4/9/25 | |
| 17 | |
| Citibank NA | |
$ |
364 | |
KES |
52,486 | |
3/21/25 | |
| 28 | |
| Citibank NA | |
$ |
698 | |
KES |
101,979 | |
4/4/25 | |
| 60 | |
| Citibank NA | |
$ |
227 | |
KES |
31,840 | |
12/18/24 | |
| 14 | |
| Citibank NA | |
$ |
416 | |
KES |
60,000 | |
3/21/25 | |
| 32 | |
| Citibank NA | |
$ |
93 | |
KES |
13,420 | |
4/4/25 | |
| 7 | |
Morgan Stanley Emerging Markets Domestic
Debt Fund, Inc.
Third Quarter Report − July 31, 2024 (unaudited)
Portfolio of Investments (cont'd)
Foreign Currency Forward Exchange Contracts: (cont'd)
| | |
| |
In | |
| |
Unrealized | |
| | |
Contracts | |
Exchange | |
| |
Appreciation | |
| | |
to Deliver | |
For | |
Delivery | |
(Depreciation) | |
| Counterparty | |
(000) | |
(000) | |
Date | |
(000) | |
| Citibank NA | |
$ |
1,130 | |
KZT |
527,198 | |
9/23/24 | |
$ | (33 | ) |
| Citibank NA | |
$ |
1,219 | |
KZT |
572,356 | |
8/26/24 | |
| (20 | ) |
| Citibank NA | |
$ |
609 | |
KZT |
288,804 | |
9/26/24 | |
| (9 | ) |
| Citibank NA | |
$ |
1,979 | |
KZT |
954,848 | |
10/7/24 | |
| (—@ | ) |
| Citibank NA | |
$ |
2,329 | |
PEN |
8,804 | |
9/18/24 | |
| 26 | |
| Citibank NA | |
$ |
2,586 | |
PEN |
9,893 | |
9/18/24 | |
| 60 | |
| Citibank NA | |
$ |
536 | |
SGD |
720 | |
9/18/24 | |
| 4 | |
| Citibank NA | |
$ |
493 | |
THB |
18,000 | |
9/18/24 | |
| 14 | |
| Citibank NA | |
$ |
1,341 | |
TRY |
56,708 | |
1/6/25 | |
| 104 | |
| Citibank NA | |
$ |
2,128 | |
TRY |
83,000 | |
11/8/24 | |
| 126 | |
| Citibank NA | |
$ |
7,380 | |
ZAR |
139,342 | |
9/18/24 | |
| 243 | |
| Citibank NA | |
$ |
1,879 | |
ZAR |
34,242 | |
9/18/24 | |
| (5 | ) |
| Citibank NA | |
$ |
2,833 | |
ZAR |
51,288 | |
9/18/24 | |
| (27 | ) |
| Citibank NA | |
UYU |
15,702 | |
$ |
396 | |
9/12/24 | |
| 7 | |
| Goldman Sachs International | |
BRL |
15,170 | |
$ |
2,905 | |
8/2/24 | |
| 223 | |
| Goldman Sachs International | |
COP |
15,751,829 | |
$ |
3,752 | |
9/18/24 | |
| (111 | ) |
| Goldman Sachs International | |
COP |
13,692,331 | |
$ |
3,262 | |
9/18/24 | |
| (96 | ) |
| Goldman Sachs International | |
COP |
14,250,460 | |
$ |
3,395 | |
9/18/24 | |
| (100 | ) |
| Goldman Sachs International | |
COP |
5,208,350 | |
$ |
1,241 | |
9/18/24 | |
| (37 | ) |
| Goldman Sachs International | |
EUR |
1,480 | |
HUF |
580,000 | |
8/22/24 | |
| (11 | ) |
| Goldman Sachs International | |
EUR |
1,714 | |
$ |
1,842 | |
8/9/24 | |
| (14 | ) |
| Goldman Sachs International | |
EUR |
2,855 | |
$ |
3,067 | |
8/9/24 | |
| (23 | ) |
| Goldman Sachs International | |
EUR |
925 | |
$ |
994 | |
8/9/24 | |
| (7 | ) |
| Goldman Sachs International | |
EUR |
284 | |
$ |
306 | |
8/9/24 | |
| (2 | ) |
| Goldman Sachs International | |
EUR |
569 | |
$ |
611 | |
8/9/24 | |
| (5 | ) |
| Goldman Sachs International | |
EUR |
1,771 | |
$ |
1,903 | |
8/9/24 | |
| (14 | ) |
| Goldman Sachs International | |
EUR |
1,870 | |
$ |
2,010 | |
8/9/24 | |
| (15 | ) |
| Goldman Sachs International | |
EUR |
4,261 | |
$ |
4,579 | |
8/9/24 | |
| (34 | ) |
| Goldman Sachs International | |
HUF |
333,000 | |
EUR |
833 | |
8/30/24 | |
| (11 | ) |
| Goldman Sachs International | |
MXN |
11,623 | |
$ |
652 | |
9/18/24 | |
| 33 | |
| Goldman Sachs International | |
MXN |
104,315 | |
$ |
5,589 | |
9/18/24 | |
| 30 | |
| Goldman Sachs International | |
MXN |
90,000 | |
$ |
4,878 | |
9/18/24 | |
| 82 | |
| Goldman Sachs International | |
MYR |
3,000 | |
$ |
639 | |
9/18/24 | |
| (16 | ) |
| Goldman Sachs International | |
MYR |
3,944 | |
$ |
837 | |
9/18/24 | |
| (24 | ) |
| Goldman Sachs International | |
MYR |
1,956 | |
$ |
415 | |
9/18/24 | |
| (12 | ) |
| Goldman Sachs International | |
MYR |
30,485 | |
$ |
6,473 | |
9/18/24 | |
| (183 | ) |
| Goldman Sachs International | |
MYR |
15,115 | |
$ |
3,206 | |
9/18/24 | |
| (94 | ) |
| Goldman Sachs International | |
PEN |
48,064 | |
$ |
12,740 | |
9/18/24 | |
| (115 | ) |
| Goldman Sachs International | |
PEN |
24,307 | |
$ |
6,443 | |
9/18/24 | |
| (58 | ) |
| Goldman Sachs International | |
PLN |
31,100 | |
EUR |
7,168 | |
9/18/24 | |
| (68 | ) |
Morgan Stanley Emerging Markets Domestic
Debt Fund, Inc.
Third Quarter Report − July 31, 2024 (unaudited)
Portfolio of Investments (cont'd)
Foreign Currency Forward Exchange Contracts: (cont'd)
| | |
| |
In | |
| |
Unrealized | |
| | |
Contracts | |
Exchange | |
| |
Appreciation | |
| | |
to Deliver | |
For | |
Delivery | |
(Depreciation) | |
| Counterparty | |
(000) | |
(000) | |
Date | |
(000) | |
| Goldman Sachs International | |
THB |
44,400 | |
$ |
1,222 | |
9/18/24 | |
$ | (28 | ) |
| Goldman Sachs International | |
THB |
339,120 | |
$ |
9,277 | |
9/18/24 | |
| (273 | ) |
| Goldman Sachs International | |
TRY |
79,900 | |
$ |
1,806 | |
12/16/24 | |
| (277 | ) |
| Goldman Sachs International | |
TRY |
118,000 | |
$ |
3,157 | |
11/8/24 | |
| (48 | ) |
| Goldman Sachs International | |
$ |
30,271 | |
BRL |
158,073 | |
8/2/24 | |
| (2,323 | ) |
| Goldman Sachs International | |
$ |
5,725 | |
BRL |
29,896 | |
8/2/24 | |
| (439 | ) |
| Goldman Sachs International | |
$ |
5,837 | |
BRL |
32,310 | |
9/4/24 | |
| (143 | ) |
| Goldman Sachs International | |
$ |
159 | |
EGP |
8,605 | |
2/26/25 | |
| 5 | |
| Goldman Sachs International | |
$ |
8,061 | |
EUR |
7,502 | |
8/9/24 | |
| 60 | |
| Goldman Sachs International | |
$ |
8,164 | |
EUR |
7,597 | |
8/9/24 | |
| 61 | |
| Goldman Sachs International | |
$ |
18,288 | |
MXN |
347,432 | |
9/18/24 | |
| 225 | |
| Goldman Sachs International | |
$ |
24,863 | |
MXN |
472,336 | |
9/18/24 | |
| 305 | |
| Goldman Sachs International | |
$ |
21,282 | |
MYR |
99,833 | |
9/18/24 | |
| 517 | |
| Goldman Sachs International | |
$ |
1,084 | |
MYR |
4,970 | |
11/4/24 | |
| 5 | |
| Goldman Sachs International | |
$ |
2,367 | |
MYR |
10,851 | |
9/18/24 | |
| 3 | |
| Goldman Sachs International | |
$ |
1,876 | |
MYR |
8,612 | |
9/18/24 | |
| 4 | |
| Goldman Sachs International | |
$ |
13,814 | |
PEN |
52,113 | |
9/18/24 | |
| 125 | |
| Goldman Sachs International | |
$ |
172 | |
PEN |
650 | |
9/18/24 | |
| 2 | |
| Goldman Sachs International | |
$ |
2,954 | |
THB |
107,978 | |
9/18/24 | |
| 87 | |
| Goldman Sachs International | |
$ |
22,103 | |
THB |
808,012 | |
9/18/24 | |
| 650 | |
| Goldman Sachs International | |
$ |
1,058 | |
TRY |
38,809 | |
9/20/24 | |
| 51 | |
| Goldman Sachs International | |
$ |
1,383 | |
TRY |
55,620 | |
10/17/24 | |
| 163 | |
| Goldman Sachs International | |
$ |
2,128 | |
TRY |
83,000 | |
11/8/24 | |
| 126 | |
| HSBC Bank PLC | |
IDR |
18,536,000 | |
$ |
1,128 | |
9/18/24 | |
| (10 | ) |
| HSBC Bank PLC | |
IDR |
158,950,300 | |
$ |
9,672 | |
9/18/24 | |
| (88 | ) |
| HSBC Bank PLC | |
IDR |
73,758,785 | |
$ |
4,514 | |
9/18/24 | |
| (15 | ) |
| HSBC Bank PLC | |
IDR |
56,486,140 | |
$ |
3,457 | |
9/18/24 | |
| (11 | ) |
| HSBC Bank PLC | |
TRY |
118,040 | |
$ |
3,028 | |
12/20/24 | |
| (36 | ) |
| HSBC Bank PLC | |
TRY |
148,817 | |
$ |
4,246 | |
9/23/24 | |
| 5 | |
| HSBC Bank PLC | |
$ |
2 | |
EGP |
121 | |
4/8/25 | |
| — | @ |
| HSBC Bank PLC | |
$ |
5 | |
EGP |
298 | |
7/8/25 | |
| — | @ |
| HSBC Bank PLC | |
$ |
292 | |
EGP |
16,193 | |
2/27/25 | |
| 18 | |
| HSBC Bank PLC | |
$ |
292 | |
EGP |
15,099 | |
11/27/24 | |
| 6 | |
| HSBC Bank PLC | |
$ |
12,634 | |
IDR |
206,413,973 | |
9/18/24 | |
| 42 | |
| HSBC Bank PLC | |
$ |
9,020 | |
THB |
330,222 | |
9/18/24 | |
| 279 | |
| HSBC Bank PLC | |
$ |
876 | |
TRY |
31,855 | |
9/20/24 | |
| 35 | |
| HSBC Bank PLC | |
UYU |
8,123 | |
$ |
200 | |
10/10/24 | |
| (1 | ) |
| JPMorgan Chase Bank NA | |
BRL |
21,400 | |
$ |
3,823 | |
8/2/24 | |
| 39 | |
| JPMorgan Chase Bank NA | |
BRL |
27,400 | |
$ |
4,806 | |
8/2/24 | |
| (38 | ) |
| JPMorgan Chase Bank NA | |
BRL |
16,157 | |
$ |
2,854 | |
8/2/24 | |
| (3 | ) |
Morgan Stanley Emerging Markets Domestic
Debt Fund, Inc.
Third Quarter Report − July 31, 2024 (unaudited)
Portfolio of Investments (cont'd)
Foreign Currency Forward Exchange Contracts: (cont'd)
| | |
| |
In | |
| |
Unrealized | |
| | |
Contracts | |
Exchange | |
| |
Appreciation | |
| | |
to Deliver | |
For | |
Delivery | |
(Depreciation) | |
| Counterparty | |
(000) | |
(000) | |
Date | |
(000) | |
| JPMorgan Chase Bank NA | |
CZK |
24,520 | |
EUR |
991 | |
9/18/24 | |
$ | 29 | |
| JPMorgan Chase Bank NA | |
CZK |
25,400 | |
EUR |
1,007 | |
9/18/24 | |
| 9 | |
| JPMorgan Chase Bank NA | |
EUR |
2,470 | |
CZK |
61,110 | |
9/18/24 | |
| (73 | ) |
| JPMorgan Chase Bank NA | |
EUR |
3,868 | |
CZK |
95,709 | |
9/18/24 | |
| (114 | ) |
| JPMorgan Chase Bank NA | |
EUR |
6,450 | |
CZK |
159,598 | |
9/18/24 | |
| (190 | ) |
| JPMorgan Chase Bank NA | |
EUR |
1,707 | |
HUF |
675,085 | |
8/30/24 | |
| 3 | |
| JPMorgan Chase Bank NA | |
EUR |
2,784 | |
HUF |
1,101,416 | |
8/30/24 | |
| 5 | |
| JPMorgan Chase Bank NA | |
EUR |
2,715 | |
HUF |
1,062,997 | |
8/22/24 | |
| (24 | ) |
| JPMorgan Chase Bank NA | |
EUR |
70 | |
RON |
349 | |
9/18/24 | |
| (—@ | ) |
| JPMorgan Chase Bank NA | |
HUF |
620,614 | |
EUR |
1,569 | |
8/30/24 | |
| (3 | ) |
| JPMorgan Chase Bank NA | |
HUF |
2,008,551 | |
EUR |
5,099 | |
8/22/24 | |
| 11 | |
| JPMorgan Chase Bank NA | |
HUF |
5,575,949 | |
EUR |
14,106 | |
8/22/24 | |
| (24 | ) |
| JPMorgan Chase Bank NA | |
PEN |
1,701 | |
$ |
446 | |
9/18/24 | |
| (9 | ) |
| JPMorgan Chase Bank NA | |
PEN |
4,844 | |
$ |
1,271 | |
9/18/24 | |
| (25 | ) |
| JPMorgan Chase Bank NA | |
SGD |
4,969 | |
$ |
3,692 | |
9/18/24 | |
| (34 | ) |
| JPMorgan Chase Bank NA | |
TRY |
121,560 | |
$ |
3,446 | |
9/23/24 | |
| (18 | ) |
| JPMorgan Chase Bank NA | |
TRY |
121,150 | |
$ |
2,986 | |
2/10/25 | |
| 6 | |
| JPMorgan Chase Bank NA | |
TRY |
141,655 | |
$ |
3,832 | |
11/8/24 | |
| (16 | ) |
| JPMorgan Chase Bank NA | |
$ |
3,067 | |
BRL |
16,157 | |
8/2/24 | |
| (210 | ) |
| JPMorgan Chase Bank NA | |
$ |
3,780 | |
BRL |
21,400 | |
8/2/24 | |
| 4 | |
| JPMorgan Chase Bank NA | |
$ |
4,839 | |
BRL |
27,400 | |
8/2/24 | |
| 5 | |
| JPMorgan Chase Bank NA | |
$ |
802 | |
KZT |
375,996 | |
9/20/24 | |
| (20 | ) |
| JPMorgan Chase Bank NA | |
$ |
535 | |
KZT |
250,798 | |
9/20/24 | |
| (13 | ) |
| JPMorgan Chase Bank NA | |
$ |
615 | |
NGN |
1,016,429 | |
2/25/25 | |
| (49 | ) |
| JPMorgan Chase Bank NA | |
$ |
898 | |
PEN |
3,400 | |
9/18/24 | |
| 12 | |
| JPMorgan Chase Bank NA | |
$ |
674 | |
TRY |
28,930 | |
1/15/25 | |
| 57 | |
| JPMorgan Chase Bank NA | |
$ |
11,386 | |
TRY |
447,631 | |
11/8/24 | |
| 773 | |
| JPMorgan Chase Bank NA | |
$ |
1,492 | |
TRY |
58,968 | |
11/6/24 | |
| 113 | |
| JPMorgan Chase Bank NA | |
$ |
2,517 | |
TRY |
98,887 | |
12/20/24 | |
| 49 | |
| JPMorgan Chase Bank NA | |
$ |
573 | |
UZS |
7,827,844 | |
11/1/24 | |
| 32 | |
| JPMorgan Chase Bank NA | |
$ |
503 | |
UZS |
7,044,984 | |
1/6/25 | |
| 28 | |
| JPMorgan Chase Bank NA | |
$ |
349 | |
UZS |
4,745,798 | |
10/22/24 | |
| 19 | |
| JPMorgan Chase Bank NA | |
$ |
349 | |
UZS |
4,763,246 | |
10/24/24 | |
| 20 | |
| JPMorgan Chase Bank NA | |
$ |
2,578 | |
UZS |
36,224,675 | |
2/13/25 | |
| 113 | |
| JPMorgan Chase Bank NA | |
$ |
904 | |
UZS |
12,708,426 | |
2/18/25 | |
| 38 | |
| JPMorgan Chase Bank NA | |
$ |
900 | |
UZS |
12,643,992 | |
2/13/25 | |
| 39 | |
| JPMorgan Chase Bank NA | |
$ |
327 | |
UZS |
4,611,719 | |
3/17/25 | |
| 11 | |
| JPMorgan Chase Bank NA | |
$ |
339 | |
UZS |
4,780,770 | |
3/20/25 | |
| 12 | |
| JPMorgan Chase Bank NA | |
$ |
754 | |
UZS |
10,116,802 | |
10/4/24 | |
| 37 | |
| JPMorgan Chase Bank NA | |
$ |
377 | |
UZS |
5,350,413 | |
4/4/25 | |
| 13 | |
Morgan Stanley Emerging Markets Domestic
Debt Fund, Inc.
Third Quarter Report − July 31, 2024 (unaudited)
Portfolio of Investments (cont'd)
Foreign Currency Forward Exchange Contracts: (cont'd)
| | |
| |
In | |
| |
Unrealized | |
| | |
Contracts | |
Exchange | |
| |
Appreciation | |
| | |
to Deliver | |
For | |
Delivery | |
(Depreciation) | |
| Counterparty | |
(000) | |
(000) | |
Date | |
(000) | |
| JPMorgan Chase Bank NA | |
$ |
1,785 | |
UZS |
24,701,691 | |
1/29/25 | |
$ | 62 | |
| JPMorgan Chase Bank NA | |
$ |
1,373 | |
UZS |
19,426,908 | |
4/4/25 | |
| 43 | |
| JPMorgan Chase Bank NA | |
$ |
1,059 | |
UZS |
15,185,750 | |
6/9/25 | |
| 22 | |
| JPMorgan Chase Bank NA | |
UYU |
16,409 | |
$ |
404 | |
10/3/24 | |
| (1 | ) |
| Standard Chartered Bank | |
IDR |
26,731,000 | |
$ |
1,639 | |
9/18/24 | |
| (2 | ) |
| Standard Chartered Bank | |
KES |
110,236 | |
$ |
750 | |
12/18/24 | |
| (84 | ) |
| Standard Chartered Bank | |
KES |
112,486 | |
$ |
750 | |
3/21/25 | |
| (89 | ) |
| Standard Chartered Bank | |
KES |
163,950 | |
$ |
1,125 | |
4/4/25 | |
| (95 | ) |
| Standard Chartered Bank | |
KES |
31,143 | |
$ |
213 | |
4/9/25 | |
| (18 | ) |
| Standard Chartered Bank | |
KES |
31,111 | |
$ |
213 | |
4/16/25 | |
| (18 | ) |
| Standard Chartered Bank | |
MXN |
104,116 | |
$ |
5,629 | |
9/18/24 | |
| 81 | |
| Standard Chartered Bank | |
$ |
2,154 | |
EUR |
2,000 | |
9/18/24 | |
| 16 | |
| Standard Chartered Bank | |
$ |
560 | |
KES |
78,396 | |
12/18/24 | |
| 34 | |
| Standard Chartered Bank | |
$ |
338 | |
KES |
48,551 | |
4/4/25 | |
| 23 | |
| Standard Chartered Bank | |
$ |
712 | |
NGN |
1,309,603 | |
2/24/25 | |
| 17 | |
| Standard Chartered Bank | |
$ |
356 | |
NGN |
663,698 | |
2/24/25 | |
| 14 | |
| Standard Chartered Bank | |
$ |
1,888 | |
TRY |
74,437 | |
9/23/24 | |
| 233 | |
| Standard Chartered Bank | |
$ |
1,006 | |
TRY |
42,528 | |
1/6/25 | |
| 78 | |
| Standard Chartered Bank | |
$ |
1,444 | |
TRY |
60,238 | |
12/18/24 | |
| 123 | |
| Standard Chartered Bank | |
$ |
401 | |
UZS |
5,743,639 | |
4/15/25 | |
| 16 | |
| Standard Chartered Bank | |
$ |
1,773 | |
UZS |
25,375,879 | |
6/23/25 | |
| 24 | |
| Standard Chartered Bank | |
ZAR |
68,567 | |
$ |
3,695 | |
9/18/24 | |
| (56 | ) |
| Standard Chartered Bank | |
ZAR |
14,443 | |
$ |
785 | |
9/18/24 | |
| (5 | ) |
| State Street Bank and Trust Co. | |
EUR |
1,848 | |
$ |
1,986 | |
8/9/24 | |
| (15 | ) |
| State Street Bank and Trust Co. | |
EUR |
2,821 | |
$ |
3,031 | |
8/9/24 | |
| (23 | ) |
| State Street Bank and Trust Co. | |
EUR |
1,750 | |
$ |
1,880 | |
8/9/24 | |
| (14 | ) |
| State Street Bank and Trust Co. | |
EUR |
914 | |
$ |
983 | |
8/9/24 | |
| (7 | ) |
| State Street Bank and Trust Co. | |
EUR |
562 | |
$ |
604 | |
8/9/24 | |
| (5 | ) |
| State Street Bank and Trust Co. | |
EUR |
1,694 | |
$ |
1,821 | |
8/9/24 | |
| (14 | ) |
| State Street Bank and Trust Co. | |
EUR |
4,211 | |
$ |
4,525 | |
8/9/24 | |
| (34 | ) |
| State Street Bank and Trust Co. | |
EUR |
281 | |
$ |
302 | |
8/9/24 | |
| (2 | ) |
| State Street Bank and Trust Co. | |
$ |
8,385 | |
EUR |
7,803 | |
8/9/24 | |
| 62 | |
| State Street Bank and Trust Co. | |
$ |
8,492 | |
EUR |
7,903 | |
8/9/24 | |
| 63 | |
| State Street Bank and Trust Co. | |
$ |
3,128 | |
MYR |
14,337 | |
11/4/24 | |
| 12 | |
| State Street Bank and Trust Co. | |
$ |
5,004 | |
TWD |
162,300 | |
9/18/24 | |
| (41 | ) |
| State Street Bank and Trust Co. | |
$ |
1,794 | |
ZAR |
32,845 | |
9/18/24 | |
| 3 | |
| UBS AG | |
BRL |
20,000 | |
$ |
3,523 | |
8/2/24 | |
| (13 | ) |
| UBS AG | |
CZK |
139,000 | |
EUR |
5,503 | |
9/18/24 | |
| 42 | |
| UBS AG | |
EUR |
3,463 | |
HUF |
1,376,770 | |
8/30/24 | |
| 26 | |
| UBS AG | |
EUR |
2,122 | |
HUF |
843,857 | |
8/30/24 | |
| 16 | |
Morgan Stanley Emerging Markets Domestic
Debt Fund, Inc.
Third Quarter Report − July 31,
2024 (unaudited)
Portfolio of Investments (cont'd)
Foreign Currency Forward Exchange Contracts: (cont'd)
| Counterparty | |
Contracts
to Deliver (000) | |
In
Exchange
For
(000) | |
Delivery
Date | |
Unrealized
Appreciation
(Depreciation)
(000) | |
| UBS
AG | |
HUF | 775,768 | |
EUR | 1,951 | |
8/30/24 | |
$ | (14 | ) |
| UBS AG | |
$ | 3,532 | |
BRL | 20,000 | |
8/2/24 | |
| 4 | |
| UBS AG | |
$ | 876 | |
TRY | 31,855 | |
9/20/24 | |
| 35 | |
| UBS AG | |
$ | 1,547 | |
TRY | 66,963 | |
2/10/25 | |
| 100 | |
| UBS AG | |
$ | 15,861 | |
TWD | 510,010 | |
9/18/24 | |
| (266 | ) |
| UBS AG | |
$ | 16,708 | |
ZAR | 304,526 | |
9/18/24 | |
| (49 | ) |
| UBS AG | |
ZAR | 129,519 | |
$ | 7,106 | |
9/18/24 | |
| 21 | |
| UBS AG | |
ZAR | 20,519 | |
$ | 1,126 | |
9/18/24 | |
| 3 | |
| UBS
AG | |
ZAR | 230,366 | |
$ | 12,639 | |
9/18/24 | |
| 37 | |
| | |
| | |
| | |
| |
$ | 648 | |
Put Options Purchased:
The Fund had the following put options purchased open at July 31,
2024:
| Counterparty | |
Description | |
Strike
Price | | |
Expiration
Date | |
Number
of
Contracts | | |
Notional
Amount (000) | | |
Value (000) | | |
Premiums
Paid (000) | | |
Unrealized
Depreciation (000) | |
| BNP Paribas SA | |
USD/INR | |
INR | 84.75 | | |
Apr–25 | |
| 10,860,000 | | |
$ | 10,860 | | |
$ | 117 | | |
$ | 153 | | |
$ | (36 | ) |
| JPMorgan Chase Bank NA | |
USD/INR | |
INR | 85.50 | | |
Jan–29 | |
| 9,800,000 | | |
| 9,800 | | |
| 78 | | |
| 80 | | |
| (2 | ) |
| JPMorgan
Chase Bank NA | |
USD/INR | |
INR | 85.50 | | |
Jan–29 | |
| 11,200,000 | | |
| 11,200 | | |
| 89 | | |
| 95 | | |
| (6 | ) |
| | |
| |
| | | |
| |
| | | |
| | | |
$ | 284 | | |
$ | 328 | | |
$ | (44 | ) |
Futures Contracts:
The Fund had the following futures contracts open at July 31,
2024:
| | |
Number of
Contracts | |
Expiration
Date | |
Notional
Amount (000) | |
Value (000) | | |
Unrealized
Depreciation (000) | |
| Short: | |
| |
| |
| | |
| | | |
| | |
| Euro-Buxl 30 yr. Bond Index
(Germany) | |
3 | |
Sep-24 | |
EUR | (300 | ) |
$ | (438 | ) | |
$ | (25 | ) |
| German Euro-Bund Index (Germany) | |
8 | |
Sep-24 | |
| (800 | ) |
| (1,158 | ) | |
| (35 | ) |
| U.S. Treasury 10 yr. Ultra Note (United
States) | |
19 | |
Sep-24 | |
$ | (1,900 | ) |
| (2,196 | ) | |
| (60 | ) |
| U.S. Treasury 5
yr. Note (United States) | |
7 | |
Sep-24 | |
| (700 | ) |
| (755 | ) | |
| (14 | ) |
| | |
| |
| |
| | |
| | | |
$ | (134 | ) |
Morgan Stanley Emerging Markets Domestic
Debt Fund, Inc.
Third Quarter Report − July 31, 2024 (unaudited)
Portfolio of Investments (cont'd)
Centrally Cleared Interest Rate Swap Agreements:
The Fund had the following centrally cleared interest rate swap agreements
open at July 31, 2024:
Swap Counterparty | |
Floating
Rate
Index | |
Pay/
Receive
Floating
Rate | |
Fixed
Rate | | |
Payment
Frequency
Paid/
Received | |
Maturity
Date | |
Notional
Amount (000) | |
Value (000) | | |
Upfront
Payment
Received (000) | | |
Unrealized
Appreciation
(Depreciation)
(000) | |
| Morgan Stanley & Co. LLC | |
1 Month TIIE | |
Pay | |
8.21 | % | |
Monthly/Monthly | |
7/13/33 | |
MXN | (90,000 | ) |
$ | (296 | ) | |
$ | — | | |
$ | (296 | ) |
| Morgan Stanley & Co. LLC | |
1 Month TIIE | |
Pay | |
8.66 | | |
Monthly/Monthly | |
3/2/29 | |
| (290,000 | ) |
| (394 | ) | |
| — | | |
| (394 | ) |
| Morgan Stanley & Co. LLC | |
1 Month TIIE | |
Pay | |
8.73 | | |
Monthly/Monthly | |
4/17/28 | |
| (17,300 | ) |
| (22 | ) | |
| — | | |
| (22 | ) |
| Morgan Stanley & Co. LLC | |
1 Month TIIE | |
Pay | |
9.14 | | |
Monthly/Monthly | |
9/4/28 | |
| (170,000 | ) |
| (85 | ) | |
| — | | |
| (85 | ) |
| Morgan Stanley & Co. LLC | |
1 Month TIIE | |
Pay | |
9.19 | | |
Monthly/Monthly | |
2/18/28 | |
| (19,700 | ) |
| (11 | ) | |
| — | | |
| (11 | ) |
| Morgan Stanley & Co. LLC | |
1 Month TIIE | |
Pay | |
9.44 | | |
Monthly/Monthly | |
5/23/34 | |
| (37,600 | ) |
| 26 | | |
| — | | |
| 26 | |
| Morgan Stanley & Co. LLC | |
3 Month JIBAR | |
Pay | |
8.66 | | |
Quarterly/Quarterly | |
6/19/29 | |
ZAR | (26,910 | ) |
| 61 | | |
| — | | |
| 61 | |
| JPMorgan Chase Bank NA | |
3 Month KLIBO | |
Pay | |
3.68 | | |
Quarterly/Quarterly | |
6/19/29 | |
MYR | (45,400 | ) |
| 85 | | |
| — | | |
| 85 | |
| Morgan Stanley & Co. LLC | |
3 Month KSDA | |
Pay | |
3.02 | | |
Quarterly/Quarterly | |
9/18/34 | |
KRW | (4,200,000 | ) |
| 17 | | |
| — | | |
| 17 | |
| Morgan Stanley & Co. LLC | |
3 Month KSDA | |
Pay | |
3.32 | | |
Quarterly/Quarterly | |
6/21/33 | |
| (3,131,000 | ) |
| 65 | | |
| — | | |
| 65 | |
| Morgan Stanley & Co. LLC | |
3 Month KSDA | |
Pay | |
3.59 | | |
Quarterly/Quarterly | |
9/20/33 | |
| (1,215,000 | ) |
| 46 | | |
| — | | |
| 46 | |
| Morgan Stanley & Co. LLC | |
6 Month BUBOR | |
Receive | |
6.94 | | |
Semi-Annual/Semi-annual | |
6/19/29 | |
HUF | (300,219 | ) |
| (46 | ) | |
| (38 | ) | |
| (8 | ) |
| Morgan Stanley & Co. LLC | |
6 Month BUBOR | |
Pay | |
6.74 | | |
Semi- Annual/ Annual | |
6/19/34 | |
| (400,000 | ) |
| 71 | | |
| — | | |
| 71 | |
| Morgan Stanley & Co. LLC | |
6 Month BUBOR | |
Pay | |
6.92 | | |
Semi-Annual/Annual | |
6/19/29 | |
| (436,867 | ) |
| 67 | | |
| — | | |
| 67 | |
| Morgan Stanley & Co. LLC | |
6 Month CLICP | |
Receive | |
5.56 | | |
Semi-Annual/Semi-annual | |
12/20/33 | |
CLP | (1,900,000 | ) |
| (13 | ) | |
| — | | |
| (13 | ) |
| Morgan Stanley & Co. LLC | |
6 Month CLICP | |
Receive | |
5.23 | | |
Semi-Annual/Semi-annual | |
9/20/33 | |
| (8,037,300 | ) |
| 33 | | |
| — | | |
| 33 | |
| Morgan Stanley & Co. LLC | |
6 Month CLICP | |
Pay | |
4.79 | | |
Semi-Annual/Semi-annual | |
6/21/29 | |
| (2,750,000 | ) |
| (39 | ) | |
| — | | |
| (39 | ) |
| Morgan Stanley & Co. LLC | |
6 Month PRIBO | |
Pay | |
3.94 | | |
Semi-Annual/Annual | |
9/20/33 | |
CZK | (24,972 | ) |
| 60 | | |
| — | | |
| 60 | |
| Morgan Stanley & Co. LLC | |
6 Month PRIBO | |
Pay | |
3.96 | | |
Semi-Annual/Annual | |
9/20/33 | |
| (49,943 | ) |
| 123 | | |
| — | | |
| 123 | |
| Morgan Stanley & Co. LLC | |
6 Month PRIBO | |
Pay | |
3.96 | | |
Semi-Annual/Annual | |
9/20/33 | |
| (75,085 | ) |
| 187 | | |
| — | | |
| 187 | |
| Morgan Stanley & Co. LLC | |
6 Month PRIBO | |
Pay | |
3.96 | | |
Semi-Annual/Annual | |
9/20/33 | |
| (20,700 | ) |
| 51 | | |
| — | | |
| 51 | |
Morgan
Stanley Emerging Markets Domestic Debt Fund, Inc.
Third Quarter Report − July 31,
2024 (unaudited)
Portfolio of Investments (cont'd)
Centrally Cleared Interest Rate Swap Agreements: (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
Received (000) | | |
Unrealized
Appreciation
(Depreciation)
(000) | |
| Morgan Stanley & Co. LLC | |
6 Month PRIBO | |
Pay | |
4.15 | % | |
Semi-Annual/Annual | |
9/20/28 | |
| (37,900 | ) |
$ | 76 | | |
$ | — | | |
$ | 76 | |
| Morgan Stanley & Co. LLC | |
6 Month PRIBO | |
Pay | |
4.33 | | |
Semi-Annual/Annual | |
12/20/33 | |
| (30 | ) |
| — | @ | |
| — | | |
| — | @ |
| Morgan Stanley & Co. LLC | |
6 Month PRIBR | |
Pay | |
3.52 | | |
Semi-Annual/Annual | |
6/19/29 | |
| (29,000 | ) |
| 8 | | |
| — | | |
| 8 | |
| Morgan Stanley & Co. LLC | |
6 Month PRIBR | |
Pay | |
3.74 | | |
Semi-Annual/Annual | |
6/19/34 | |
| (199,000 | ) |
| 215 | | |
| — | | |
| 215 | |
| Morgan Stanley & Co. LLC | |
6 Month PRIBR | |
Pay | |
3.76 | | |
Semi-Annual/Annual | |
9/18/29 | |
| (259,000 | ) |
| 255 | | |
| — | | |
| 255 | |
| Morgan Stanley & Co. LLC | |
6 Month WIBOR | |
Pay | |
5.02 | | |
Semi-Annual/Annual | |
9/18/29 | |
PLN | (7,600 | ) |
| 31 | | |
| — | | |
| 31 | |
| Morgan Stanley & Co. LLC | |
6 Month WIBOR | |
Pay | |
5.16 | | |
Semi-Annual/Annual | |
6/21/28 | |
| (17,000 | ) |
| 56 | | |
| — | | |
| 56 | |
| Morgan Stanley & Co. LLC | |
6 Month WIBOR | |
Pay | |
5.26 | | |
Semi-Annual/Annual | |
6/12/28 | |
| (40,000 | ) |
| 164 | | |
| — | | |
| 164 | |
| Morgan Stanley & Co. LLC | |
6 Month WIBOR | |
Pay | |
5.42 | | |
Semi-Annual/Annual | |
6/19/29 | |
| (13,500 | ) |
| 104 | | |
| — | | |
| 104 | |
| Morgan Stanley & Co. LLC | |
6 Month WIBOR | |
Pay | |
5.50 | | |
Semi-Annual/Annual | |
6/19/34 | |
| (10,500 | ) |
| 153 | | |
| — | | |
| 153 | |
| Morgan Stanley & Co. LLC | |
6 Month WIBOR | |
Pay | |
5.53 | | |
Semi-Annual/Annual | |
6/19/34 | |
| (4,390 | ) |
| 67 | | |
| — | | |
| 67 | |
| Morgan Stanley & Co. LLC | |
BRL-CDI | |
Pay | |
9.70 | | |
Maturity/Maturity | |
1/4/27 | |
BRL | (20,700 | ) |
| (152 | ) | |
| — | | |
| (152 | ) |
| Morgan Stanley & Co. LLC | |
BRL-CDI | |
Pay | |
9.88 | | |
Maturity/Maturity | |
1/4/27 | |
| (15,600 | ) |
| (101 | ) | |
| — | | |
| (101 | ) |
| Morgan Stanley & Co. LLC | |
BRL-CDI | |
Pay | |
10.31 | | |
Maturity/Maturity | |
1/2/25 | |
| (27,500 | ) |
| (24 | ) | |
| — | | |
| (24 | ) |
| Morgan Stanley & Co. LLC | |
BRL-CDI | |
Pay | |
10.54 | | |
Maturity/Maturity | |
1/2/29 | |
| (16,983 | ) |
| (171 | ) | |
| — | | |
| (171 | ) |
| Morgan Stanley & Co. LLC | |
BRL-CDI | |
Pay | |
10.65 | | |
Maturity/Maturity | |
1/2/26 | |
| (51,283 | ) |
| (113 | ) | |
| — | | |
| (113 | ) |
| Morgan Stanley & Co. LLC | |
BRL-CDI | |
Pay | |
10.78 | | |
Maturity/Maturity | |
1/4/27 | |
| (7,060 | ) |
| (28 | ) | |
| — | | |
| (28 | ) |
| Morgan Stanley & Co. LLC | |
BRL-CDI | |
Pay | |
11.00 | | |
Maturity/Maturity | |
1/2/25 | |
| (162,000 | ) |
| (20 | ) | |
| — | | |
| (20 | ) |
| Morgan Stanley & Co. LLC | |
BRL-CDI | |
Pay | |
11.18 | | |
Maturity/Maturity | |
1/2/26 | |
| (47,700 | ) |
| (41 | ) | |
| — | | |
| (41 | ) |
| Morgan Stanley & Co. LLC | |
BRL-CDI | |
Pay | |
11.65 | | |
Maturity/Maturity | |
1/4/27 | |
| (6,800 | ) |
| (4 | ) | |
| — | | |
| (4 | ) |
| Morgan Stanley & Co. LLC | |
BRL-CDI | |
Pay | |
11.89 | | |
Maturity/Maturity | |
1/2/29 | |
| (6,980 | ) |
| 1 | | |
| — | | |
| 1 | |
| Morgan Stanley & Co. LLC | |
CNRR | |
Pay | |
2.03 | | |
Quarterly/Quarterly | |
9/18/29 | |
CNY | (14,100 | ) |
| 21 | | |
| — | | |
| 21 | |
Morgan
Stanley Emerging Markets Domestic Debt Fund, Inc.
Third Quarter Report − July 31,
2024 (unaudited)
Portfolio of Investments (cont'd)
Centrally Cleared Interest Rate Swap Agreements: (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
Received (000) | | |
Unrealized
Appreciation
(Depreciation)
(000) | |
| Morgan Stanley &
Co. LLC | |
CNRR | |
Pay | |
2.11 | % | |
Quarterly/Quarterly | |
6/20/29 | |
| (5,400 | ) |
$ | 11 | | |
$ | — | | |
$ | 11 | |
| Morgan Stanley & Co. LLC | |
CNRR | |
Pay | |
2.12 | | |
Quarterly/Quarterly | |
6/19/29 | |
| (13,600 | ) |
| 29 | | |
| — | | |
| 29 | |
| Morgan Stanley & Co. LLC | |
CNRR | |
Pay | |
2.29 | | |
Quarterly/Quarterly | |
9/20/28 | |
| (161,600 | ) |
| 470 | | |
| — | | |
| 470 | |
| Morgan Stanley & Co. LLC | |
CNRR | |
Pay | |
2.35 | | |
Quarterly/Quarterly | |
3/20/29 | |
| (12,000 | ) |
| 42 | | |
| — | | |
| 42 | |
| Morgan Stanley & Co. LLC | |
CNRR | |
Pay | |
2.39 | | |
Quarterly/Quarterly | |
12/20/28 | |
| (17,330 | ) |
| 62 | | |
| — | | |
| 62 | |
| Morgan Stanley & Co. LLC | |
CNRR | |
Pay | |
2.42 | | |
Quarterly/Quarterly | |
12/21/27 | |
| (134,000 | ) |
| 414 | | |
| — | | |
| 414 | |
| Morgan Stanley & Co. LLC | |
CNRR | |
Pay | |
2.44 | | |
Quarterly/Quarterly | |
12/20/28 | |
| (89,100 | ) |
| 343 | | |
| — | | |
| 343 | |
| Morgan Stanley & Co. LLC | |
CNRR | |
Pay | |
2.48 | | |
Quarterly/Quarterly | |
9/20/28 | |
| (14,400 | ) |
| 56 | | |
| — | | |
| 56 | |
| Morgan Stanley & Co. LLC | |
CPIBR | |
Pay | |
8.91 | | |
Quarterly/Quarterly | |
12/20/33 | |
COP | (5,699,000 | ) |
| 67 | | |
| — | | |
| 67 | |
| Morgan Stanley & Co. LLC | |
MIBOR | |
Pay | |
6.26 | | |
Semi-Annual/Semi-annual | |
3/20/29 | |
INR | (970,400 | ) |
| 14 | | |
| — | | |
| 14 | |
| Morgan Stanley & Co. LLC | |
MIBOR | |
Pay | |
6.61 | | |
Semi-Annual/Semi-annual | |
9/18/26 | |
| (2,407,700 | ) |
| 152 | | |
| — | | |
| 152 | |
| Morgan Stanley & Co. LLC | |
THOR | |
Pay | |
2.19 | | |
Quarterly/Quarterly | |
6/19/29 | |
THB | (66,190 | ) |
| 1 | | |
| — | | |
| 1 | |
| Morgan Stanley & Co. LLC | |
THOR | |
Pay | |
2.68 | | |
Quarterly/Quarterly | |
6/21/33 | |
| (120,000 | ) |
| 65 | | |
| — | | |
| 65 | |
| Morgan Stanley & Co. LLC | |
THOR | |
Pay | |
2.70 | | |
Quarterly/Quarterly | |
6/19/34 | |
| (89,700 | ) |
| 44 | | |
| — | | |
| 44 | |
| Morgan Stanley & Co. LLC | |
THOR | |
Pay | |
2.95 | | |
Quarterly/Quarterly | |
12/20/28 | |
| (251,200 | ) |
| 244 | | |
| — | | |
| 244 | |
| | |
| |
| |
| | |
| |
| |
| | |
$ | 2,497 | | |
$ | (38 | ) | |
$ | 2,535 | |
| ALL |
— Albanian
Lek |
INR |
— Indian
Rupee |
| AMD |
— Armenian Dram |
KES |
— Kenyan Shilling |
| BRL |
— Brazilian Real |
KRW |
— South Korean Won |
| CLP |
— Chilean Peso |
KZT |
— Kazakhstan Tenge |
| CNH |
— Chinese Yuan Renminbi
Offshore |
MXN |
— Mexican Peso |
| CNY |
— Chinese Yuan Renminbi |
MYR |
— Malaysian Ringgit |
| COP |
— Colombian Peso |
NGN |
— Nigerian Naira |
| CZK |
— Czech Koruna |
PEN |
— Peruvian Nuevo
Sol |
| DOP |
— Dominican Peso |
PLN |
— Polish Zloty |
| EGP |
— Egyptian Pound |
PYG |
— Paraguay Guarani |
| EUR |
— Euro |
RON |
— Romanian New Leu |
| HUF |
— Hungarian Forint |
RSD |
— Serbia Dinar |
| IDR |
— Indonesian Rupiah |
SGD |
— Singapore Dollar |
| THB |
— Thai Baht |
|
|
| TRY |
— Turkish Lira |
|
|
| TWD |
— Taiwan Dollar |
|
|
| USD |
— United States Dollar |
|
|
| UYU |
— Uruguay Peso |
|
|
| UZS |
— Uzbekistan Som |
|
|
| ZAR |
— South African Rand |
|
|
Portfolio Composition
| Classification | |
Percentage
of
Total Investments | |
| Sovereign | |
| 85.5 | % |
| Corporate Bonds | |
| 7.7 | |
| Short-Term Investments | |
| 5.7 | |
| Other* | |
| 1.1 | |
| Total Investments | |
| 100.0 | %** |
| * | Industries and/or investment
types representing less than 5% of total investments. |
| ** | Does not include open
futures contracts with a value of approximately $4,547,000 and net unrealized depreciation
of approximately $134,000.
Does not include open foreign currency forward exchange contracts
with net unrealized appreciation of approximately $648,000. Also does not
include open
swap agreements with net unrealized appreciation of approximately $2,535,000. |
Morgan
Stanley Emerging Markets Domestic Debt Fund, Inc.
July 31, 2024 (unaudited)
Notes to Portfolio of Investments
Security Valuation: (1) Fixed income securities may be
valued by an outside pricing service/vendor approved by the Fund’s Board of Directors (“the Directors”). The pricing
service/vendor may employ a pricing model that takes into account, among other things, bids, yield spreads and/or other market data and
specific security characteristics If Morgan Stanley Investment Management Inc. (the “Adviser”) or Morgan Stanley Investment
Management Limited (“MSIM Limited”)(the “Sub-Adviser”), each a wholly-owned subsidiary of Morgan Stanley, determines
that the price provided by the outside pricing service/vendor does not reflect the security’s fair value or is unable to provide
a price, prices from reputable brokers/dealers may also be utilized. In these circumstances, the value of the security will be the mean
of bid and asked prices obtained from reputable brokers/dealers; (2) when market quotations are not readily available, as defined
by Rule 2a-5 under the Act, including circumstances under which the Adviser or the Sub-Adviser determines that the closing price,
last sale price or the mean between the last reported bid and asked prices are not reflective of a security’s market value, portfolio
securities are valued at their fair value as determined in good faith under procedures approved by and under the general supervision
of the Directors. Each business day, the Fund uses a third-party pricing service approved by the Directors to assist with the valuation
of foreign equity securities. Events occurring after the close of trading on foreign exchanges may result in adjustments to the valuation
of foreign securities to reflect market trading that occurs after the close of the applicable foreign markets of comparable securities
or other instruments that have a strong correlation to the fair-valued securities to more accurately reflect their fair value as of the
close of regular trading on the NYSE; (3) listed options are valued at the last reported sales price on the exchange on which they
are listed (or at the exchange official closing price if such exchange reports an official closing price). If an official closing price
or last reported sales price is unavailable, the listed option should be fair valued at the mean between its latest bid and ask prices.
Unlisted options are valued at the mean between their latest bid and ask prices from a broker/dealer or valued by a pricing service/
vendor; (4) futures are valued at the settlement price on the exchange on which they trade or, if a settlement price is unavailable,
at the last sale price on the exchange; (5) over-the-counter (“OTC”) swaps may be valued by an outside pricing service
approved by the Directors or quotes from a broker/dealer. Swaps cleared on a clearinghouse or exchange may be valued using the closing
price provided by the clearinghouse or exchange; (6) foreign exchange transactions (“spot contracts”) and foreign exchange
forward contracts (“forward contracts”) are valued daily using an independent pricing vendor at the spot and forward rates,
respectively, as of the close of the NYSE; and (7) investments in mutual funds, including the Morgan Stanley Institutional Liquidity
Funds, are valued at the net asset value as of the close of each business day.
In connection with Rule 2a-5 of the Act, the Directors have designated
the Fund’s Adviser as its valuation designee. The valuation designee has responsibility for determining fair value and to make
the actual calculations pursuant to the fair valuation methodologies previously approved by the Directors. Under procedures approved
by the Directors, the Fund’s Adviser, as valuation designee, has formed a Valuation Committee whose members are approved by the
Directors. The Valuation Committee provides administration and oversight of the Fund’s valuation policies and procedures, which
are reviewed at least annually by the Directors. These procedures allow the Fund to utilize independent pricing services, quotations
from securities and financial instrument dealers and other market sources to determine fair value.
Morgan
Stanley Emerging Markets Domestic Debt Fund, Inc.
July 31, 2024 (unaudited)
Notes to Portfolio of Investments (cont'd)
Fair Value Measurement: Financial Accounting Standards Board
(“FASB”) Accounting Standards CodificationTM ("ASC") 820, "Fair Value Measurement" (“ASC
820”), defines fair value as the price that would be received to sell an asset or pay to transfer a liability in an orderly transaction
between market participants at the measurement date. ASC 820 establishes a three-tier hierarchy to distinguish between (1) inputs
that reflect the assumptions market participants would use in valuing an asset or liability developed based on market data obtained from
sources independent of the reporting entity (observable inputs); and (2) inputs that reflect the reporting entity’s own assumptions
about the assumptions market participants would use in valuing an asset or liability developed based on the best information available
in the circumstances (unobservable inputs) and to establish classification of fair value measurements for disclosure purposes. Various
inputs are used in determining the value of the Fund’s investments. The inputs are summarized in the three broad levels listed
below:
| · | Level
1 – unadjusted 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 the Fund’s own assumptions in determining
the fair value of investments. Factors considered in making this determination may include,
but are not limited to, information obtained by contacting the issuer, analysts, or the appropriate
stock exchange (for exchange-traded securities), analysis of the issuer’s financial
statements or other available documents and, if necessary, available information concerning
other securities in similar circumstances. |
The inputs or methodology used for valuing securities are not necessarily
an indication of the risk associated with investing in those securities and the determination of the significance of a particular input
to the fair value measurement in its entirety requires judgment and considers factors specific to each security.
Morgan
Stanley Emerging Markets Domestic Debt Fund, Inc.
July 31, 2024 (unaudited)
Notes to Portfolio of Investments (cont'd)
The following is a summary of the inputs used to value the Fund’s
investments as of July 31, 2024:
| | |
Level 1
Unadjusted
quoted
prices | | |
Level
2
Other significant observable
inputs | | |
Level 3
Significant
unobservable
inputs | | |
Total | |
| Investment Type | |
(000) | | |
(000) | | |
(000) | | |
(000) | |
| Assets: | |
| | | |
| | | |
| | | |
| | |
| Fixed Income Securities | |
| | | |
| | | |
| | | |
| | |
| Corporate Bonds | |
$ | — | | |
$ | 27,721 | | |
$ | — | | |
$ | 27,721 | |
| Senior Loan Interests | |
| — | | |
| 4,100 | | |
| — | | |
| 4,100 | |
| Sovereign | |
| — | | |
| 309,189 | | |
| — | | |
| 309,189 | |
| Total Fixed Income Securities | |
| — | | |
| 341,010 | | |
| — | | |
| 341,010 | |
| Put Options Purchased | |
| — | | |
| 284 | | |
| — | | |
| 284 | |
| Short-Term Investments | |
| | | |
| | | |
| | | |
| | |
| U.S. Treasury Securities | |
| — | | |
| 12,967 | | |
| — | | |
| 12,967 | |
| Investment Company | |
| 7,809 | | |
| — | | |
| — | | |
| 7,809 | |
| Total Short-Term Investments | |
| 7,809 | | |
| 12,967 | | |
| — | | |
| 20,776 | |
| Foreign Currency Forward Exchange Contracts | |
| — | | |
| 9,987 | | |
| — | | |
| 9,987 | |
| Centrally Cleared Interest Rate
Swap Agreements | |
| — | | |
| 4,057 | | |
| — | | |
| 4,057 | |
| Total Assets | |
$ | 7,809 | | |
$ | 368,305 | | |
$ | — | | |
$ | 376,114 | |
| Liabilities: | |
| | | |
| | | |
| | | |
| | |
| Foreign Currency Forward Exchange Contracts | |
| — | | |
| (9,339 | ) | |
| — | | |
| (9,339 | ) |
| Futures Contracts | |
| (134 | ) | |
| — | | |
| — | | |
| (134 | ) |
| Centrally Cleared Interest Rate
Swap Agreements | |
| — | | |
| (1,522 | ) | |
| — | | |
| (1,522 | ) |
| Total Liabilities | |
| (134 | ) | |
| (10,861 | ) | |
| — | | |
| (10,995 | ) |
| Total | |
$ | 7,675 | | |
$ | 357,444 | | |
$ | — | | |
$ | 365,119 | |
Transfers between investment levels may occur
as the markets fluctuate and/or the availability of data used in an investment’s valuation changes.
Morgan Stanley Emerging ... (NYSE:EDD)
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De Oct 2024 a Nov 2024
Morgan Stanley Emerging ... (NYSE:EDD)
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