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Form NPORT-P GOLDMAN SACHS TRUST For: Mar 31

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May 25, 2022 12:37 PM EDT 

  
    NPORT-P
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      GOLDMAN SACHS TRUST
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      0000822977
      S2FHCT8U6D2VORP0J605
      71  SOUTH WACKER DRIVE
      C/O GOLDMAN SACHS & CO
      CHICAGO
      
      60606
      312-655-4400
      Goldman Sachs Local Emerging Markets Debt Fund
      S000020098
      58SWL44ZGT3G71LAHX23
      2022-03-31
      2022-03-31
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      1211133.00000000
      
        
          ARS
          
          
        
        
          AUD
          
          
        
        
          BRL
          
          
        
        
          CAD
          
          
        
        
          CHF
          
          
        
        
          CLP
          
          
        
        
          CNY
          
          
        
        
          COP
          
          
        
        
          CZK
          
          
        
        
          DOP
          
          
        
        
          EGP
          
          
        
        
          EUR
          
          
        
        
          GBP
          
          
        
        
          HKD
          
          
        
        
          HUF
          
          
        
        
          IDR
          
          
        
        
          ILS
          
          
        
        
          INR
          
          
        
        
          JPY
          
          
        
        
          KRW
          
          
        
        
          MXN
          
          
        
        
          MYR
          
          
        
        
          NGN
          
          
        
        
          NOK
          
          
        
        
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          PEN
          
          
        
        
          PHP
          
          
        
        
          PLN
          
          
        
        
          RON
          
          
        
        
          RUB
          
          
        
        
          SEK
          
          
        
        
          SGD
          
          
        
        
          THB
          
          
        
        
          TRY
          
          
        
        
          TWD
          
          
        
        
          USD
          
          
        
        
          ZAR
          
          
        
      
      
      
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        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: IR216686  IRS MYR R F  3.00000 2 NDF / Short: IR216686  IRS MYR P V 03MKLIBO 1 NDF
        000000000
        
          
        
        3400000.00000000
        OU
        Notional Amount
        
        -50425.36000000
        -0.09826594274
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2031-12-15
            0.00000000
            MYR
            -18062.98000000
            MYR
            3400000.00000000
            MYR
            -46069.37000000
          
        
        
          N
          N
          N
        
      
      
        AFRICAN EXPORT-IMPORT BA
        21380068LJCDYA42GJ76
        African Export-Import Bank/The
        00831TAC5
        
          
        
        200000.00000000
        PA
        USD
        184474.00000000
        0.359491960428
        Long
        DBT
        NUSS
        XX
        N
        
        2
        
          2031-05-17
          Fixed
          3.79800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TITULOS DE TESORERIA
        549300MHDRBVRF6B9117
        Colombian TES
        000000000
        
          
        
        2765600000.00000000
        PA
        
        620802.34000000
        1.209782680731
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2027-11-03
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QDB5
        
          
        
        20000.00000000
        PA
        USD
        20258.00000000
        0.039477585645
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2027-01-23
          Fixed
          6.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDONESIA GOVERNMENT
        529900FWX0GRR7WG5W79
        Indonesia Treasury Bond
        000000000
        
          
        
        15358000000.00000000
        PA
        
        1097649.23000000
        2.139033541614
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2035-06-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED SGD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        67.73000000
        0.000131988196
        N/A
        DFE
        
        SG
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            16913.55000000
            USD
            23015.54000000
            SGD
            2022-06-15
            67.73000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CLP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        481.44000000
        0.000938201640
        N/A
        DFE
        
        CL
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            16870.04000000
            USD
            13719037.00000000
            CLP
            2022-04-27
            481.44000000
          
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        Long: IR215619  IRS MYR R F  2.13100 2 NDF / Short: IR215619  IRS MYR P V 03MKLIBO 1 NDF
        000000000
        
          
        
        2240000.00000000
        OU
        Notional Amount
        
        -21268.05000000
        -0.04144591101
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2026-02-02
            0.00000000
            MYR
            0.00000000
            MYR
            2240000.00000000
            MYR
            -21268.05000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED PLN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        4317.63000000
        0.008413940572
        N/A
        DFE
        
        PL
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            157036.99000000
            USD
            683151.26000000
            PLN
            2022-06-15
            4317.63000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED AUD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        1216.72000000
        0.002371071576
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            86937.41000000
            EUR
            130359.17000000
            AUD
            2022-06-15
            1216.72000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        4284.28000000
        0.008348950075
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            95937.20000000
            USD
            2021018.81000000
            MXN
            2022-06-15
            4284.28000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CHF / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        405.44000000
        0.000790097360
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            97996.10000000
            EUR
            100513.62000000
            CHF
            2022-06-15
            405.44000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        CTJPMUSCN202204136420
        000000000
        
          
        
        384000.00000000
        OU
        Notional Amount
        USD
        172.03000000
        0.000335241833
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            Call
            Purchased
            
              
                
                  
                    JPMorgan Chase Bank N.A.
                    7H6GLXDRUGQFU57RNE97
                  
                  
                    JPMorgan Chase Bank N.A.
                    7H6GLXDRUGQFU57RNE97
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    172.03000000
                    0.00000000
                    DFE
                    
                    US
                  
                  2465280.00000000
                  CNY
                  384000.00000000
                  USD
                  2022-04-13
                
              
            
            1.00000000
            6.42000000
            USD
            2022-04-13
            XXXX
            -1855.87000000
          
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SS006120  CDS USD R F  1.00000 2 CCPCORPORATE / Short: SS006120  CDS USD P V 03MEVENT 1 CCPCORPORATE
        000000000
        
          
        
        20000.00000000
        OU
        Notional Amount
        USD
        -1014.83000000
        -0.00197764035
        N/A
        DCR
        
        GB
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                FED REPUBLIC OF BRAZIL
                FED REPUBLIC OF BRAZIL
                
                  
                  
                
              
            
            Y
            
            sell protection
            2027-06-20
            0.00000000
            USD
            -1110.93000000
            USD
            20000.00000000
            USD
            96.10000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CLP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -448.59000000
        -0.00087418551
        N/A
        DFE
        
        CL
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            42927.79000000
            USD
            33861870.00000000
            CLP
            2022-06-15
            -448.59000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD ILS
        000000000
        
          
        
        1.00000000
        NC
        
        -58220.93000000
        -0.11345748595
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            7348462.98000000
            ILS
            2250039.65000000
            USD
            2022-06-15
            -58220.93000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CLP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1891.31000000
        0.003685672450
        N/A
        DFE
        
        CL
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            99000.00000000
            USD
            79770240.00000000
            CLP
            2022-04-27
            1891.31000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -2311.72000000
        -0.00450494245
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            928108.17000000
            SEK
            87056.39000000
            EUR
            2022-06-15
            -2311.72000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CLP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        421.02000000
        0.000820458737
        N/A
        DFE
        
        CL
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            42980.64000000
            USD
            34315749.00000000
            CLP
            2022-04-27
            421.02000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        CTJPMUSCN2022041364850
        000000000
        
          
        
        -384000.00000000
        OU
        Notional Amount
        USD
        -31.10000000
        -0.00006060583
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            Call
            Written
            
              
                
                  
                    JPMorgan Chase Bank N.A.
                    7H6GLXDRUGQFU57RNE97
                  
                  
                    JPMorgan Chase Bank N.A.
                    7H6GLXDRUGQFU57RNE97
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -31.10000000
                    0.00000000
                    DFE
                    
                    CN
                  
                  -384000.00000000
                  USD
                  -2490240.00000000
                  CNY
                  2022-04-13
                
              
            
            1.00000000
            6.48500000
            USD
            2022-04-13
            XXXX
            729.60000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PTCHAUSCN2022042663905
        000000000
        
          
        
        -142000.00000000
        OU
        Notional Amount
        USD
        -901.56000000
        -0.00175690651
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            Put
            Written
            
              
                
                  
                    JPMorgan Chase Bank N.A.
                    7H6GLXDRUGQFU57RNE97
                  
                  
                    JPMorgan Chase Bank N.A.
                    7H6GLXDRUGQFU57RNE97
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -901.56000000
                    0.00000000
                    DFE
                    
                    CN
                  
                  -142000.00000000
                  USD
                  -907451.00000000
                  CNY
                  2022-04-26
                
              
            
            1.00000000
            6.39050000
            USD
            2022-04-26
            XXXX
            -330.72000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -469.69000000
        -0.00091530393
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            85635.57000000
            EUR
            94277.48000000
            USD
            2022-04-05
            -469.69000000
          
        
        
          N
          N
          N
        
      
      
        BONOS TESORERIA PESOS
        549300FLZTJM5YJF8D34
        Bonos de la Tesoreria de la Republica en pesos
        000000000
        
          
        
        70000000.00000000
        PA
        
        80571.31000000
        0.157012577307
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2030-09-01
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED ILS / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2001.69000000
        0.003900774430
        N/A
        DFE
        
        IL
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            95351.00000000
            USD
            309927.17000000
            ILS
            2022-06-15
            2001.69000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BR217578  IRS COP R V 03MCPIBR CCPNDFOIS / Short: BR217578  IRS COP P F  8.30000 CCPNDFOIS
        000000000
        
          
        
        635390000.00000000
        OU
        Notional Amount
        
        -5953.09000000
        -0.01160102775
        N/A
        DIR
        
        CO
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2032-06-15
            463341.67000000
            COP
            0.00000000
            COP
            635390000.00000000
            COP
            -6074.32000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD ILS
        000000000
        
          
        
        1.00000000
        NC
        
        -619.26000000
        -0.00120677706
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            137460.56000000
            ILS
            42468.70000000
            USD
            2022-04-18
            -619.26000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        2658.31000000
        0.005180356436
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            11333952.00000000
            JPY
            95950.43000000
            USD
            2022-06-15
            2658.31000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD PLN
        000000000
        
          
        
        1.00000000
        NC
        
        -1029.47000000
        -0.00200616991
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            333142.50000000
            PLN
            77656.01000000
            USD
            2022-06-15
            -1029.47000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED COP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        3235.85000000
        0.006305832042
        N/A
        DFE
        
        CO
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            159746.00000000
            USD
            618832042.10000000
            COP
            2022-05-16
            3235.85000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        CTBOAUSCN2022042064440
        000000000
        
          
        
        -430000.00000000
        OU
        Notional Amount
        USD
        -232.63000000
        -0.00045333550
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            Call
            Written
            
              
                
                  
                    Bank of America N.A.
                    B4TYDEB6GKMZO031MB27
                  
                  
                    Bank of America N.A.
                    B4TYDEB6GKMZO031MB27
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -232.63000000
                    0.00000000
                    DFE
                    
                    CN
                  
                  -430000.00000000
                  USD
                  -2770920.00000000
                  CNY
                  2022-04-20
                
              
            
            1.00000000
            6.44400000
            USD
            2022-04-20
            XXXX
            449.78000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD INR
        000000000
        
          
        
        1.00000000
        NC
        
        -1320.11000000
        -0.00257255186
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            28519707.58000000
            INR
            374249.82000000
            USD
            2022-04-05
            -1320.11000000
          
        
        
          N
          N
          N
        
      
      
        THAILAND GOVERNMENT BOND
        254900PHJ6MSKT6C7026
        Thailand Government Bond
        000000000
        
          
        
        20397811.80000000
        PA
        
        626263.99000000
        1.220426019444
        Long
        DBT
        NUSS
        TH
        N
        
        2
        
          2028-03-12
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD MXN
        000000000
        
          
        
        1.00000000
        NC
        
        -13193.89000000
        -0.02571146818
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            10038987.46000000
            MXN
            484635.32000000
            USD
            2022-06-15
            -13193.89000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SR217417  IRS ILS R F  1.75000 2 CCPVANILLA / Short: SR217417  IRS ILS P V 03MTELBO 1 CCPVANILLA
        000000000
        
          
        
        3175000.00000000
        OU
        Notional Amount
        
        -33013.99000000
        -0.06433570035
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2032-06-15
            0.00000000
            ILS
            -20444.74000000
            ILS
            3175000.00000000
            ILS
            -26743.23000000
          
        
        
          N
          N
          N
        
      
      
        INDONESIA GOVERNMENT
        529900FWX0GRR7WG5W79
        Indonesia Treasury Bond
        000000000
        
          
        
        6000000000.00000000
        PA
        
        436971.28000000
        0.851543643539
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2027-05-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD INR
        000000000
        
          
        
        1.00000000
        NC
        
        -1605.45000000
        -0.00312860548
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            7404928.38000000
            INR
            94958.11000000
            USD
            2022-06-15
            -1605.45000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SR217655  IRS BRL R F 12.06000 CCPNDFPREDISWAP / Short: SR217655  IRS BRL P V 00MBRCDI CCPNDFPREDISWAP
        000000000
        
          
        
        2780000.00000000
        OU
        Notional Amount
        
        7422.61000000
        0.014464740941
        N/A
        DIR
        
        BR
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2025-01-02
            0.00000000
            BRL
            -213.09000000
            BRL
            2780000.00000000
            BRL
            15832.18000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1029.65000000
        -0.00200652068
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            218396.60000000
            USD
            195906.53000000
            EUR
            2022-06-15
            -1029.65000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        32.46000000
        0.000063256117
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            63138.99000000
            USD
            592792.66000000
            SEK
            2022-06-15
            32.46000000
          
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        CTCITEUPL2022042147230
        000000000
        
          
        
        -128000.00000000
        OU
        Notional Amount
        
        -1011.44000000
        -0.00197103412
        N/A
        DFE
        
        DE
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            Call
            Written
            
              
                
                  
                    Citibank N.A.
                    E57ODZWZ7FF32TWEFA76
                  
                  
                    Citibank N.A.
                    E57ODZWZ7FF32TWEFA76
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -1011.44000000
                    0.00000000
                    DFE
                    
                    PL
                  
                  -128000.00000000
                  EUR
                  -604544.00000000
                  PLN
                  2022-04-21
                
              
            
            1.00000000
            4.72300000
            EUR
            2022-04-21
            XXXX
            652.79000000
          
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        17308CTB2
        
          
        
        4226000000.00000000
        PA
        
        1148184.09000000
        2.237512871445
        Long
        SN
        CORP
        US
        N
        
        2
        
          2024-07-25
          Fixed
          11.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        4018.83000000
        0.007831656901
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            385014.21000000
            USD
            351611.15000000
            EUR
            2022-04-06
            4018.83000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD THB
        000000000
        
          
        
        1.00000000
        NC
        
        -2222.12000000
        -0.00433033530
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            8569980.06000000
            THB
            255812.66000000
            USD
            2022-06-15
            -2222.12000000
          
        
        
          N
          N
          N
        
      
      
        Republic of Peru
        254900STKLK2DBJJZ530
        Peruvian Government International Bond
        000000000
        
          
        
        671000.00000000
        PA
        
        180016.09000000
        0.350804650535
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2037-08-12
          Fixed
          6.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        N/A
        459.78000000
        0.000895991920
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            88437.25000000
            CHF
            86958.09000000
            EUR
            2022-06-15
            459.78000000
          
        
        
          N
          N
          N
        
      
      
        BONOS TESORERIA PESOS
        549300FLZTJM5YJF8D34
        Bonos de la Tesoreria de la Republica en pesos
        000000000
        
          
        
        185000000.00000000
        PA
        
        212194.95000000
        0.413512899208
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2035-03-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED SGD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        164.74000000
        0.000321035514
        N/A
        DFE
        
        SG
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            93876.74000000
            USD
            127463.96000000
            SGD
            2022-04-06
            164.74000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED SGD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        605.37000000
        0.001179709054
        N/A
        DFE
        
        SG
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            193305.59000000
            USD
            262816.74000000
            SGD
            2022-06-15
            605.37000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD TRY
        000000000
        
          
        
        1.00000000
        NC
        
        122434.64000000
        0.238593345175
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            3578461.61000000
            TRY
            365600.55000000
            USD
            2022-04-06
            122434.64000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        -7837.94000000
        -0.01527411134
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            7012592.11000000
            ZAR
            467391.47000000
            USD
            2022-06-15
            -7837.94000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED IDR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        709.56000000
        0.001382748330
        N/A
        DFE
        
        ID
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            141552.00000000
            USD
            2043271978.56000000
            IDR
            2022-05-13
            709.56000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -1378.39000000
        -0.00268612445
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            77620.06000000
            EUR
            84744.49000000
            USD
            2022-06-15
            -1378.39000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED SGD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        917.90000000
        0.001788748931
        N/A
        DFE
        
        SG
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            460346.37000000
            USD
            625198.25000000
            SGD
            2022-04-06
            917.90000000
          
        
        
          N
          N
          N
        
      
      
        GC TREASURY CENTRE CO
        549300LUFQBC2EQNAR40
        GC Treasury Center Co Ltd
        36830BAB1
        
          
        
        200000.00000000
        PA
        USD
        183155.00000000
        0.356921571670
        Long
        DBT
        CORP
        TH
        N
        
        2
        
          2031-03-18
          Fixed
          2.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: BR217133  IRS BRL R V 01MBRCDI CCPNDFPREDISWAP / Short: BR217133  IRS BRL P F 11.90500 CCPNDFPREDISWAP
        000000000
        
          
        
        775000.00000000
        OU
        Notional Amount
        
        -541.66000000
        -0.00105555479
        N/A
        DIR
        
        BR
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2024-01-02
            0.00000000
            BRL
            0.00000000
            BRL
            775000.00000000
            BRL
            -541.66000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR ULTRA FUT JUN22
        000000000
        
          
        
        40.00000000
        NC
        USD
        -177025.27000000
        -0.34497631838
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                Ultra 10-Year US Treasury Note Futures
                UXYM2 COMDTY
              
            
            2022-06-21
            5591400.27000000
            USD
            -177025.27000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED PEN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        9275.80000000
        0.018076127403
        N/A
        DFE
        
        PE
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            176793.78000000
            USD
            686172.03000000
            PEN
            2022-04-29
            9275.80000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1884.47000000
        0.003672343065
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            60402.64000000
            USD
            919122.65000000
            ZAR
            2022-06-15
            1884.47000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD MXN
        000000000
        
          
        
        1.00000000
        NC
        
        -1973.65000000
        -0.00384613174
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            807884.54000000
            MXN
            38089.01000000
            USD
            2022-06-15
            -1973.65000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US LONG BOND(CBT) JUN22
        000000000
        
          
        
        -25.00000000
        NC
        USD
        113913.31000000
        0.221987484040
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                CBOT US Long Bond Future
                USM2 COMDTY
              
            
            2022-06-21
            -3863913.31000000
            USD
            113913.31000000
          
        
        
          N
          N
          N
        
      
      
        THAILAND GOVERNMENT BOND
        254900PHJ6MSKT6C7026
        Thailand Government Bond
        000000000
        
          
        
        1220000.00000000
        PA
        
        36415.44000000
        0.070964243825
        Long
        DBT
        NUSS
        TH
        N
        
        2
        
          2067-06-17
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD COP
        000000000
        
          
        
        1.00000000
        NC
        
        -57327.54000000
        -0.11171650065
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            5106277523.61000000
            COP
            1287513.24000000
            USD
            2022-05-16
            -57327.54000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -221.80000000
        -0.00043223064
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            213323.56000000
            EUR
            235805.73000000
            USD
            2022-04-06
            -221.80000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BR217601  IRS CLP R V 06MCLICP CCPNDFCAMARAPROMEDIO / Short: BR217601  IRS CLP P F  5.80000 CCPNDFCAMARAPROMEDIO
        000000000
        
          
        
        166750000.00000000
        OU
        Notional Amount
        
        2971.70000000
        0.005791072231
        N/A
        DIR
        
        CL
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2032-06-15
            0.00000000
            CLP
            0.00000000
            CLP
            166750000.00000000
            CLP
            2971.70000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -4402.35000000
        -0.00857903786
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            946487.58000000
            SEK
            86937.41000000
            EUR
            2022-06-15
            -4402.35000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        Long: IR212650  IRS MYR R F  3.69250 2 NDF / Short: IR212650  IRS MYR P V 03MKLIBO 1 NDF
        000000000
        
          
        
        5490000.00000000
        OU
        Notional Amount
        
        23375.60000000
        0.045552979120
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2024-03-01
            0.00000000
            MYR
            0.00000000
            MYR
            5490000.00000000
            MYR
            23375.60000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD KRW
        000000000
        
          
        
        1.00000000
        NC
        
        5405.45000000
        0.010533819494
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            544474757.00000000
            KRW
            453460.67000000
            USD
            2022-04-11
            5405.45000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED MYR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1611.34000000
        -0.00314008356
        N/A
        DFE
        
        MY
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            789642.32000000
            USD
            3327000.00000000
            MYR
            2022-04-29
            -1611.34000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1536.04000000
        -0.00299334340
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            108156.81000000
            USD
            1000515.39000000
            SEK
            2022-06-15
            -1536.04000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD CNH
        000000000
        
          
        
        1.00000000
        NC
        
        -390.76000000
        -0.00076148984
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            692648.17000000
            CNY
            108124.91000000
            USD
            2022-06-15
            -390.76000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED TRY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -741.83000000
        -0.00144563418
        N/A
        DFE
        
        TR
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            15979.39000000
            USD
            282659.38000000
            TRY
            2023-01-24
            -741.83000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -462.51000000
        -0.00090131198
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            98110.77000000
            EUR
            108395.72000000
            USD
            2022-06-15
            -462.51000000
          
        
        
          N
          N
          N
        
      
      
        TURKEY GOVERNMENT BOND
        5493000PCHOG3B6S3Q85
        Turkey Government Bond
        000000000
        
          
        
        405000.00000000
        PA
        
        17107.62000000
        0.033338312456
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2027-02-24
          Fixed
          11.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD CZK
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -5234.31000000
        -0.01020031204
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            2269328.20000000
            CZK
            87131.05000000
            EUR
            2022-06-15
            -5234.31000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        9018.85000000
        0.017575398523
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            19160.81000000
            USD
            2423842.47000000
            RUB
            2022-05-04
            9018.85000000
          
        
        
          N
          N
          N
        
      
      
        MEX BONOS DESARR FIX RT
        254900EGTWEU67VP6075
        Mexican Bonos
        000000000
        
          
        
        8604500.00000000
        PA
        
        404553.18000000
        0.788369178181
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2042-11-13
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        CTBOAUSCN2022042063870
        000000000
        
          
        
        430000.00000000
        OU
        Notional Amount
        USD
        748.20000000
        0.001458047664
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            Call
            Purchased
            
              
                
                  
                    Bank of America N.A.
                    B4TYDEB6GKMZO031MB27
                  
                  
                    Bank of America N.A.
                    B4TYDEB6GKMZO031MB27
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    748.20000000
                    0.00000000
                    DFE
                    
                    US
                  
                  2746410.00000000
                  CNY
                  430000.00000000
                  USD
                  2022-04-20
                
              
            
            1.00000000
            6.38700000
            USD
            2022-04-20
            XXXX
            -1210.45000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        36.32000000
        0.000070778256
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            41921.64000000
            USD
            393728.04000000
            SEK
            2022-06-15
            36.32000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        CTMSIUSIL2022042132230
        000000000
        
          
        
        -429000.00000000
        OU
        Notional Amount
        USD
        -1493.35000000
        -0.00291015166
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            Call
            Written
            
              
                
                  
                    Morgan Stanley & Co. LLC
                    9R7GPTSO7KV3UQJZQ078
                  
                  
                    Morgan Stanley & Co. LLC
                    9R7GPTSO7KV3UQJZQ078
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -1493.35000000
                    0.00000000
                    DFE
                    
                    IL
                  
                  -429000.00000000
                  USD
                  -1382667.00000000
                  ILS
                  2022-04-21
                
              
            
            1.00000000
            3.22300000
            USD
            2022-04-21
            XXXX
            2504.50000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        CTMSIUSIL2022041432700
        000000000
        
          
        
        -385000.00000000
        OU
        Notional Amount
        USD
        -241.01000000
        -0.00046966595
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            Call
            Written
            
              
                
                  
                    Morgan Stanley & Co. LLC
                    9R7GPTSO7KV3UQJZQ078
                  
                  
                    Morgan Stanley & Co. LLC
                    9R7GPTSO7KV3UQJZQ078
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -241.01000000
                    0.00000000
                    DFE
                    
                    IL
                  
                  -385000.00000000
                  USD
                  -1258950.00000000
                  ILS
                  2022-04-14
                
              
            
            1.00000000
            3.27000000
            USD
            2022-04-14
            XXXX
            4298.53000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -378.62000000
        -0.00073783213
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            693650.59000000
            SEK
            66327.27000000
            EUR
            2022-04-25
            -378.62000000
          
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE BANK NA
        7H6GLXDRUGQFU57RNE97
        JPMorgan Chase Bank NA
        000000000
        
          
        
        5558000000.00000000
        PA
        
        404781.06000000
        0.788813257173
        Long
        SN
        CORP
        US
        N
        
        2
        
          2027-05-17
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        N/A
        1110.99000000
        0.002165031240
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            87890.82000000
            CHF
            87010.28000000
            EUR
            2022-06-15
            1110.99000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SR216961  IRS BRL R F 12.30000 CCPNDFPREDISWAP / Short: SR216961  IRS BRL P V 00MBRCDI CCPNDFPREDISWAP
        000000000
        
          
        
        3530000.00000000
        OU
        Notional Amount
        
        8478.81000000
        0.016523000688
        N/A
        DIR
        
        BR
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2024-01-02
            3813.81000000
            BRL
            0.00000000
            BRL
            3530000.00000000
            BRL
            19403.85000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED INR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -3510.14000000
        -0.00684035208
        N/A
        DFE
        
        IN
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            202085.85000000
            USD
            15107432.93000000
            INR
            2022-04-13
            -3510.14000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD SGD
        000000000
        
          
        
        1.00000000
        NC
        
        -315.87000000
        -0.00061554867
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            105960.06000000
            SGD
            77860.28000000
            USD
            2022-04-06
            -315.87000000
          
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        Long: IR212646  IRS MYR R F  3.65000 2 NDF / Short: IR212646  IRS MYR P V 03MKLIBO 1 NDF
        000000000
        
          
        
        3020000.00000000
        OU
        Notional Amount
        
        12262.72000000
        0.023896859465
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2024-02-27
            0.00000000
            MYR
            0.00000000
            MYR
            3020000.00000000
            MYR
            12262.72000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED IDR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        272.22000000
        0.000530486146
        N/A
        DFE
        
        ID
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            94859.98000000
            USD
            1366363151.92000000
            IDR
            2022-05-13
            272.22000000
          
        
        
          N
          N
          N
        
      
      
        Merrill Lynch International
        GGDZP1UYGU9STUHRDP48
        Long: SR216672  IRS KRW R F  1.50000 CCPNDF / Short: SR216672  IRS KRW P V 03MLIBOT CCPNDF
        000000000
        
          
        
        954240000.00000000
        OU
        Notional Amount
        
        -16053.56000000
        -0.03128422301
        N/A
        DIR
        
        KR
        N
        
        2
        
          
            
              Merrill Lynch International
              GGDZP1UYGU9STUHRDP48
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2024-03-16
            0.00000000
            KRW
            -14422099.00000000
            KRW
            954240000.00000000
            KRW
            -3994.95000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED INR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1681.02000000
        -0.00327587180
        N/A
        DFE
        
        IN
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            194079.41000000
            USD
            14637469.10000000
            INR
            2022-04-13
            -1681.02000000
          
        
        
          N
          N
          N
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QCG5
        
          
        
        30000.00000000
        PA
        USD
        30352.50000000
        0.059149146919
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2027-03-13
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BR217414  IRS HUF R V 06MBUBOR 1 CCPVANILLA / Short: BR217414  IRS HUF P F  6.50000 2 CCPVANILLA
        000000000
        
          
        
        311975000.00000000
        OU
        Notional Amount
        
        17953.13000000
        0.034985992061
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2024-06-15
            4599036.87000000
            HUF
            0.00000000
            HUF
            311975000.00000000
            HUF
            4840.76000000
          
        
        
          N
          N
          N
        
      
      
        RUSSIA GOVT BOND - OFZ
        5493004EHVGF71PDBU58
        Russian Federal Bond - OFZ
        000000000
        
          
        
        43640000.00000000
        PA
        
        0.00000000
        0.000000
        Long
        DBT
        NUSS
        RU
        N
        
        3
        
          2027-10-06
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POLAND GOVERNMENT BOND
        259400R9L8QEP0TPXS31
        Republic of Poland Government Bond
        000000000
        
          
        
        3820000.00000000
        PA
        
        788783.29000000
        1.537133966171
        Long
        DBT
        NUSS
        PL
        N
        
        2
        
          2025-04-25
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PTJPMUSCN2022041363500
        000000000
        
          
        
        -384000.00000000
        OU
        Notional Amount
        USD
        -652.42000000
        -0.00127139729
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            Put
            Written
            
              
                
                  
                    JPMorgan Chase Bank N.A.
                    7H6GLXDRUGQFU57RNE97
                  
                  
                    JPMorgan Chase Bank N.A.
                    7H6GLXDRUGQFU57RNE97
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -652.42000000
                    0.00000000
                    DFE
                    
                    CN
                  
                  -384000.00000000
                  USD
                  -2438400.00000000
                  CNY
                  2022-04-13
                
              
            
            1.00000000
            6.35000000
            USD
            2022-04-13
            XXXX
            22.65000000
          
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
        
        130000.00000000
        PA
        
        116128.57000000
        0.226304450985
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2033-04-14
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD INR
        000000000
        
          
        
        1.00000000
        NC
        
        -636.35000000
        -0.00124008103
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            22570672.53000000
            INR
            296719.00000000
            USD
            2022-04-04
            -636.35000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED KRW / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -438.11000000
        -0.00085376271
        N/A
        DFE
        
        KR
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            107000.00000000
            USD
            129493540.00000000
            KRW
            2022-04-11
            -438.11000000
          
        
        
          N
          N
          N
        
      
      
        INDONESIA GOVERNMENT
        529900FWX0GRR7WG5W79
        Indonesia Treasury Bond
        000000000
        
          
        
        4944000000.00000000
        PA
        
        374694.10000000
        0.730181578813
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2029-05-15
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED KRW / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -525.68000000
        -0.00102441392
        N/A
        DFE
        
        KR
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            107984.63000000
            USD
            130583653.00000000
            KRW
            2022-04-11
            -525.68000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD MYR
        000000000
        
          
        
        1.00000000
        NC
        
        10362.97000000
        0.020194739644
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            6434032.50000000
            MYR
            1534323.58000000
            USD
            2022-04-29
            10362.97000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD ILS
        000000000
        
          
        
        1.00000000
        NC
        
        -918.86000000
        -0.00179061972
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            347198.75000000
            ILS
            108141.39000000
            USD
            2022-06-15
            -918.86000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        -221.85000000
        -0.00043232808
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            89406.43000000
            CHF
            96854.54000000
            USD
            2022-06-15
            -221.85000000
          
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PTCITEUPL2022042147230
        000000000
        
          
        
        -128000.00000000
        OU
        Notional Amount
        
        -2852.11000000
        -0.00555802235
        N/A
        DFE
        
        DE
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            Put
            Written
            
              
                
                  
                    Citibank N.A.
                    E57ODZWZ7FF32TWEFA76
                  
                  
                    Citibank N.A.
                    E57ODZWZ7FF32TWEFA76
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -2852.11000000
                    -0.01000000
                    DFE
                    
                    PL
                  
                  -128000.00000000
                  EUR
                  -604544.00000000
                  PLN
                  2022-04-21
                
              
            
            1.00000000
            4.72300000
            EUR
            2022-04-21
            XXXX
            -1187.88000000
          
        
        
          N
          N
          N
        
      
      
        HUNGARY GOVERNMENT BOND
        5299003F3UFKGCCMAP43
        Hungary Government Bond
        000000000
        
          
        
        175970000.00000000
        PA
        
        478460.35000000
        0.932395075776
        Long
        DBT
        NUSS
        HU
        N
        
        2
        
          2032-11-24
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        860.54000000
        0.001676969175
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            113144.01000000
            USD
            2298961.60000000
            MXN
            2022-06-15
            860.54000000
          
        
        
          N
          N
          N
        
      
      
        RUSSIA GOVT BOND - OFZ
        5493004EHVGF71PDBU58
        Russian Federal Bond - OFZ
        000000000
        
          
        
        42245000.00000000
        PA
        
        0.00000000
        0.000000
        Long
        DBT
        NUSS
        RU
        N
        
        3
        
          2039-03-16
          Fixed
          7.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOTA DO TESOURO NACIONAL
        254900ZFY40OYEADAP90
        Brazil Notas do Tesouro Nacional Serie F
        000000000
        
          
        
        2518000.00000000
        PA
        
        494258.58000000
        0.963181726871
        Long
        DBT
        NUSS
        BR
        N
        
        2
        
          2029-01-01
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BR217415  IRS HUF R V 06MBUBOR 1 CCPVANILLA / Short: BR217415  IRS HUF P F  5.00000 2 CCPVANILLA
        000000000
        
          
        
        186183761.00000000
        OU
        Notional Amount
        
        35924.74000000
        0.070007996847
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2032-06-15
            9005707.83000000
            HUF
            0.00000000
            HUF
            186183761.00000000
            HUF
            9980.29000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED SEK / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        393.72000000
        0.000767258121
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            95808.38000000
            EUR
            1001233.98000000
            SEK
            2022-06-15
            393.72000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1196.19000000
        0.002331063933
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            117237.78000000
            USD
            107044.47000000
            EUR
            2022-04-05
            1196.19000000
          
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE BANK NA
        7H6GLXDRUGQFU57RNE97
        JPMorgan Chase Bank NA
        000000000
        
          
        
        3334000000.00000000
        PA
        
        238283.79000000
        0.464353279082
        Long
        SN
        CORP
        US
        N
        
        2
        
          2035-06-17
          Variable
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED TWD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        593.60000000
        0.001156772378
        N/A
        DFE
        
        TW
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            107507.49000000
            USD
            3095463.06000000
            TWD
            2022-04-15
            593.60000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -1546.74000000
        -0.00301419492
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            214088.93000000
            EUR
            235321.20000000
            USD
            2022-04-05
            -1546.74000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        -11473.05000000
        -0.02235799753
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            5375402.32000000
            ZAR
            352807.27000000
            USD
            2022-06-15
            -11473.05000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD BRL
        000000000
        
          
        
        1.00000000
        NC
        
        -2507.57000000
        -0.00488660328
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1850986.74000000
            BRL
            385789.41000000
            USD
            2022-04-04
            -2507.57000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED IDR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1264.59000000
        -0.00246435778
        N/A
        DFE
        
        ID
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            436785.00000000
            USD
            6255285342.00000000
            IDR
            2022-05-13
            -1264.59000000
          
        
        
          N
          N
          N
        
      
      
        THAILAND GOVERNMENT BOND
        254900PHJ6MSKT6C7026
        Thailand Government Bond
        000000000
        
          
        
        34890000.00000000
        PA
        
        1142147.29000000
        2.225748714617
        Long
        DBT
        NUSS
        TH
        N
        
        2
        
          2025-12-12
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED PLN / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        183.18000000
        0.000356970290
        N/A
        DFE
        
        PL
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            52751.49000000
            EUR
            246729.27000000
            PLN
            2022-04-25
            183.18000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US ULTRA BOND CBT JUN22
        000000000
        
          
        
        8.00000000
        NC
        USD
        -54675.48000000
        -0.10654832384
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CME Ultra Long Term US Treasury Bond Future
                WNM2 COMDTY
              
            
            2022-06-21
            1467675.48000000
            USD
            -54675.48000000
          
        
        
          N
          N
          N
        
      
      
        MEX BONOS DESARR FIX RT
        254900EGTWEU67VP6075
        Mexican Bonos
        000000000
        
          
        
        1430000.00000000
        PA
        
        68727.53000000
        0.133932123199
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2047-11-07
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BR217612  IRS COP R V 03MCPIBR CCPNDFOIS / Short: BR217612  IRS COP P F  2.25000 CCPNDFOIS
        000000000
        
          
        
        444680000.00000000
        OU
        Notional Amount
        
        -479.15000000
        -0.00093373902
        N/A
        DIR
        
        CO
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2027-06-15
            0.00000000
            COP
            -91119.72000000
            COP
            444680000.00000000
            COP
            -455.39000000
          
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PTCITGBUS2022042113050
        000000000
        
          
        
        1291000.00000000
        OU
        Notional Amount
        
        8477.91000000
        0.016521246821
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            Put
            Purchased
            
              
                
                  
                    Citibank N.A.
                    E57ODZWZ7FF32TWEFA76
                  
                  
                    Citibank N.A.
                    E57ODZWZ7FF32TWEFA76
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    8477.91000000
                    0.02000000
                    DFE
                    
                    GB
                  
                  1684755.00000000
                  USD
                  1291000.00000000
                  GBP
                  2022-04-21
                
              
            
            1.00000000
            1.30500000
            GBP
            2022-04-21
            XXXX
            1147.46000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD CNH
        000000000
        
          
        
        1.00000000
        NC
        
        948.23000000
        0.001847854232
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1505708.52000000
            CNY
            236844.27000000
            USD
            2022-06-15
            948.23000000
          
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        000000000
        
          
        
        8120000.00000000
        PA
        
        130128.07000000
        0.253585844027
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2027-01-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SR217314  IRS CNY R F  2.25000 CCPVANILLA / Short: SR217314  IRS CNY P V 03MCNRR CCPVANILLA
        000000000
        
          
        
        680000.00000000
        OU
        Notional Amount
        
        -1050.68000000
        -0.00204750269
        N/A
        DIR
        
        CN
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2027-06-15
            0.00000000
            CNY
            -2242.03000000
            CNY
            680000.00000000
            CNY
            -698.29000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CAD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -8.14000000
        -0.00001586274
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            96884.20000000
            EUR
            134403.58000000
            CAD
            2022-06-15
            -8.14000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -1403.54000000
        -0.00273513528
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            86937.41000000
            EUR
            95057.36000000
            USD
            2022-06-15
            -1403.54000000
          
        
        
          N
          N
          N
        
      
      
        Republic of South Africa
        378900AAFB4F17004C49
        Republic of South Africa Government Bond
        000000000
        
          
        
        12920000.00000000
        PA
        
        807986.07000000
        1.574555201835
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2030-01-31
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        Long: IR212955  IRS MYR R F  3.33000 2 NDF / Short: IR212955  IRS MYR P V 03MKLIBO 1 NDF
        000000000
        
          
        
        2610000.00000000
        OU
        Notional Amount
        
        6681.81000000
        0.013021113957
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2024-05-31
            0.00000000
            MYR
            0.00000000
            MYR
            2610000.00000000
            MYR
            6681.81000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -209.85000000
        -0.00040894320
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            85506.60000000
            GBP
            112097.44000000
            USD
            2022-04-25
            -209.85000000
          
        
        
          N
          N
          N
        
      
      
        Republic of South Africa
        378900AAFB4F17004C49
        Republic of South Africa Government Bond
        000000000
        
          
        
        11675000.00000000
        PA
        
        871776.74000000
        1.698866665864
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2026-12-21
          Fixed
          10.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RUSSIA GOVT BOND - OFZ
        5493004EHVGF71PDBU58
        Russian Federal Bond - OFZ
        000000000
        
          
        
        23220000.00000000
        PA
        
        0.00000000
        0.000000
        Long
        DBT
        NUSS
        RU
        N
        
        3
        
          2034-05-10
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD HUF
        000000000
        
          
        
        1.00000000
        NC
        
        -1067.24000000
        -0.00207977384
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            13566441.79000000
            HUF
            39346.97000000
            USD
            2022-06-15
            -1067.24000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CZK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2387.62000000
        0.004652851862
        N/A
        DFE
        
        CZ
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            151284.43000000
            USD
            3421961.44000000
            CZK
            2022-06-15
            2387.62000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED KRW / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -135.43000000
        -0.00026391792
        N/A
        DFE
        
        KR
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            43097.01000000
            USD
            52224957.00000000
            KRW
            2022-06-15
            -135.43000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SR217408  IRS CZK R F  3.40000 2 CCPVANILLA / Short: SR217408  IRS CZK P V 06MPRIBO 1 CCPVANILLA
        000000000
        
          
        
        3500000.00000000
        OU
        Notional Amount
        
        -6756.15000000
        -0.01316598332
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2029-06-15
            0.00000000
            CZK
            -274.80000000
            CZK
            3500000.00000000
            CZK
            -6744.36000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED INR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -376.04000000
        -0.00073280438
        N/A
        DFE
        
        IN
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            107000.00000000
            USD
            8176405.00000000
            INR
            2022-06-15
            -376.04000000
          
        
        
          N
          N
          N
        
      
      
        RUSSIA GOVT BOND - OFZ
        5493004EHVGF71PDBU58
        Russian Federal Bond - OFZ
        000000000
        
          
        
        29830000.00000000
        PA
        
        0.00000000
        0.000000
        Long
        DBT
        NUSS
        RU
        N
        
        3
        
          2029-03-14
          Fixed
          6.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BR215887  IRS BRL R V 00MBRCDI CCPNDFPREDISWAP / Short: BR215887  IRS BRL P F  8.49500 CCPNDFPREDISWAP
        000000000
        
          
        
        4955000.00000000
        OU
        Notional Amount
        
        66099.15000000
        0.128810092566
        N/A
        DIR
        
        BR
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2027-01-04
            0.00000000
            BRL
            -19087.65000000
            BRL
            4955000.00000000
            BRL
            95262.35000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD BRL
        000000000
        
          
        
        1.00000000
        NC
        
        -3503.27000000
        -0.00682696423
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            202452.94000000
            BRL
            38966.98000000
            USD
            2022-04-04
            -3503.27000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CZK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        86315.59000000
        0.168206688555
        N/A
        DFE
        
        CZ
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1805850.44000000
            USD
            42134658.60000000
            CZK
            2022-06-15
            86315.59000000
          
        
        
          N
          N
          N
        
      
      
        MEX BONOS DESARR FIX RT
        254900EGTWEU67VP6075
        Mexican Bonos
        000000000
        
          
        
        4675000.00000000
        PA
        
        237282.69000000
        0.462402394938
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2029-05-31
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BONOS DE TESORERIA
        254900STKLK2DBJJZ530
        Peru Government Bond
        000000000
        
          
        
        2945000.00000000
        PA
        
        701039.71000000
        1.366144495626
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2034-08-12
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2460.08000000
        0.004794057601
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            94961.34000000
            USD
            130017.24000000
            AUD
            2022-06-15
            2460.08000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        119242.14000000
        0.232371991035
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1831864.46000000
            USD
            39345088.90000000
            MXN
            2022-06-15
            119242.14000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED INR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -141.63000000
        -0.00027600012
        N/A
        DFE
        
        IN
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            78516.67000000
            USD
            5949035.05000000
            INR
            2022-04-04
            -141.63000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        PTMSIEUUS2022040111000
        000000000
        
          
        
        774000.00000000
        OU
        Notional Amount
        
        300.53000000
        0.000585654991
        N/A
        DFE
        
        DE
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            Put
            Purchased
            
              
                
                  
                    Morgan Stanley & Co. LLC
                    9R7GPTSO7KV3UQJZQ078
                  
                  
                    Morgan Stanley & Co. LLC
                    9R7GPTSO7KV3UQJZQ078
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    300.53000000
                    0.00000000
                    DFE
                    
                    XX
                  
                  851400.00000000
                  USD
                  774000.00000000
                  EUR
                  2022-04-01
                
              
            
            1.00000000
            1.10000000
            EUR
            2022-04-01
            XXXX
            -5175.78000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD ILS
        000000000
        
          
        
        1.00000000
        NC
        
        -1049.86000000
        -0.00204590473
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            375537.66000000
            ILS
            116680.96000000
            USD
            2022-04-26
            -1049.86000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 2YR NOTE (CBT) JUN22
        000000000
        
          
        
        -6.00000000
        NC
        USD
        12023.26000000
        0.023430214058
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                CBOT 2 Year US Treasury Note Future
                TUM2 COMDTY
              
            
            2022-06-30
            -1282757.63000000
            USD
            12023.26000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        527.92000000
        0.001028779100
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            141325.00000000
            USD
            905437.62000000
            CNY
            2022-06-15
            527.92000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PTBOAUSCN2022042063300
        000000000
        
          
        
        -430000.00000000
        OU
        Notional Amount
        USD
        -497.51000000
        -0.00096951790
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            Put
            Written
            
              
                
                  
                    Bank of America N.A.
                    B4TYDEB6GKMZO031MB27
                  
                  
                    Bank of America N.A.
                    B4TYDEB6GKMZO031MB27
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -497.51000000
                    0.00000000
                    DFE
                    
                    CN
                  
                  -430000.00000000
                  USD
                  -2721900.00000000
                  CNY
                  2022-04-20
                
              
            
            1.00000000
            6.33000000
            USD
            2022-04-20
            XXXX
            171.14000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BR216981  IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR216981  IRS EUR P F   .00000 2 CCPVANILLA
        000000000
        
          
        
        450000.00000000
        OU
        Notional Amount
        
        35836.02000000
        0.069835104587
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2029-03-16
            7136.52000000
            EUR
            0.00000000
            EUR
            450000.00000000
            EUR
            27758.75000000
          
        
        
          N
          N
          N
        
      
      
        CHINA GOVERNMENT BOND
        300300CHN201808MOF68
        China Government Bond
        000000000
        
          
        
        8690000.00000000
        PA
        
        1378280.72000000
        2.685911500015
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2027-06-04
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE BANK NA
        7H6GLXDRUGQFU57RNE97
        JPMorgan Chase Bank NA
        000000000
        
          
        
        7753000000.00000000
        PA
        
        530091.98000000
        1.033011725759
        Long
        SN
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        -197.85000000
        -0.00038555831
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1007160.15000000
            SEK
            107131.02000000
            USD
            2022-06-15
            -197.85000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED THB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        286.73000000
        0.000558762372
        N/A
        DFE
        
        TH
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            423248.00000000
            USD
            14066647.28000000
            THB
            2022-06-15
            286.73000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        Long: IR215849  IRS MYR R F  2.00000 NDF / Short: IR215849  IRS MYR P V 03MLIBOR NDF
        000000000
        
          
        
        1030000.00000000
        OU
        Notional Amount
        
        -12528.63000000
        -0.02441504905
        N/A
        DIR
        
        MY
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2026-06-16
            0.00000000
            MYR
            -31162.47000000
            MYR
            1030000.00000000
            MYR
            -5008.77000000
          
        
        
          N
          N
          N
        
      
      
        RUSSIA GOVT BOND - OFZ
        5493004EHVGF71PDBU58
        Russian Federal Bond - OFZ
        000000000
        
          
        
        23825000.00000000
        PA
        
        0.00000000
        0.000000
        Long
        DBT
        NUSS
        RU
        N
        
        3
        
          2028-01-19
          Fixed
          7.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2086.14000000
        0.004065345568
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            61553.70000000
            USD
            939083.76000000
            ZAR
            2022-06-15
            2086.14000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED HUF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        3020.17000000
        0.005885527684
        N/A
        DFE
        
        HU
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            158567.00000000
            USD
            54242377.37000000
            HUF
            2022-06-15
            3020.17000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD CNH
        000000000
        
          
        
        1.00000000
        NC
        
        -1034.59000000
        -0.00201614746
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1377928.38000000
            CNY
            214842.42000000
            USD
            2022-06-15
            -1034.59000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BR217577  IRS MXN R V 01MTIIE 1 CCPVANILLA / Short: BR217577  IRS MXN P F  8.70000 2 CCPVANILLA
        000000000
        
          
        
        27750000.00000000
        OU
        Notional Amount
        
        1077.49000000
        0.002099748433
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2024-06-12
            152.63000000
            MXN
            0.00000000
            MXN
            27750000.00000000
            MXN
            1070.20000000
          
        
        
          N
          N
          N
        
      
      
        RUSSIA GOVT BOND - OFZ
        5493004EHVGF71PDBU58
        Russian Federal Bond - OFZ
        000000000
        
          
        
        41225000.00000000
        PA
        
        0.00000000
        0.000000
        Long
        DBT
        NUSS
        RU
        N
        
        3
        
          2025-07-16
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BR217609  IRS CLP R V 06MCLICP CCPNDFCAMARAPROMEDIO / Short: BR217609  IRS CLP P F  7.70000 CCPNDFCAMARAPROMEDIO
        000000000
        
          
        
        722050000.00000000
        OU
        Notional Amount
        
        -14162.66000000
        -0.02759934954
        N/A
        DIR
        
        CL
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2024-06-15
            0.00000000
            CLP
            -286793.00000000
            CLP
            722050000.00000000
            CLP
            -13808.54000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD CNH
        000000000
        
          
        
        1.00000000
        NC
        
        -526.82000000
        -0.00102663548
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1311554.41000000
            CNY
            205559.26000000
            USD
            2022-04-22
            -526.82000000
          
        
        
          N
          N
          N
        
      
      
        TURKEY GOVERNMENT BOND
        5493000PCHOG3B6S3Q85
        Turkey Government Bond
        000000000
        
          
        
        1450000.00000000
        PA
        
        55295.04000000
        0.107755685525
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2030-11-13
          Fixed
          11.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        -443.48000000
        -0.00086422744
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            97122.63000000
            CHF
            105011.06000000
            USD
            2022-06-15
            -443.48000000
          
        
        
          N
          N
          N
        
      
      
        HUNGARY GOVERNMENT BOND
        5299003F3UFKGCCMAP43
        Hungary Government Bond
        000000000
        
          
        
        144150000.00000000
        PA
        
        359161.29000000
        0.699912162430
        Long
        DBT
        NUSS
        HU
        N
        
        2
        
          2025-11-26
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -369.53000000
        -0.00072011808
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            130127.37000000
            EUR
            143607.26000000
            USD
            2022-04-06
            -369.53000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        PTMSIEUUS2022040110830
        000000000
        
          
        
        -1162000.00000000
        OU
        Notional Amount
        
        -1.28000000
        -0.00000249438
        N/A
        DFE
        
        DE
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            Put
            Written
            
              
                
                  
                    Morgan Stanley & Co. LLC
                    9R7GPTSO7KV3UQJZQ078
                  
                  
                    Morgan Stanley & Co. LLC
                    9R7GPTSO7KV3UQJZQ078
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -1.28000000
                    0.00000000
                    DFE
                    
                    US
                  
                  -1162000.00000000
                  EUR
                  -1258446.00000000
                  USD
                  2022-04-01
                
              
            
            1.00000000
            1.08300000
            EUR
            2022-04-01
            XXXX
            3017.10000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CLP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        6089.33000000
        0.011866524168
        N/A
        DFE
        
        CL
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            210751.00000000
            USD
            171445939.00000000
            CLP
            2022-04-27
            6089.33000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        -1240.12000000
        -0.00241667210
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1605744.23000000
            ZAR
            107577.97000000
            USD
            2022-06-15
            -1240.12000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD SGD
        000000000
        
          
        
        1.00000000
        NC
        
        -3999.23000000
        -0.00779346158
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1210134.38000000
            SGD
            888824.37000000
            USD
            2022-04-06
            -3999.23000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED HUF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        4769.67000000
        0.009294849241
        N/A
        DFE
        
        HU
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            257000.32000000
            USD
            87872239.00000000
            HUF
            2022-06-15
            4769.67000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BR217418  IRS PLN R V 06MWIBOR 1 CCPVANILLA / Short: BR217418  IRS PLN P F  4.75000 2 CCPVANILLA
        000000000
        
          
        
        16085720.00000000
        OU
        Notional Amount
        
        79680.35000000
        0.155276327445
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2024-06-15
            385911.27000000
            PLN
            0.00000000
            PLN
            16085720.00000000
            PLN
            -11131.71000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD MXN
        000000000
        
          
        
        1.00000000
        NC
        
        -139.96000000
        -0.00027274572
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            2716017.87000000
            MXN
            134546.24000000
            USD
            2022-06-15
            -139.96000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD CZK
        000000000
        
          
        
        1.00000000
        NC
        
        146.18000000
        0.000284866890
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            951113.83000000
            CZK
            42858.41000000
            USD
            2022-06-15
            146.18000000
          
        
        
          N
          N
          N
        
      
      
        MEX BONOS DESARR FIX RT
        254900EGTWEU67VP6075
        Mexican Bonos
        000000000
        
          
        
        4826400.00000000
        PA
        
        277877.13000000
        0.541510425436
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2036-11-20
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SR216871  IRS BRL R F 11.23000 20270104 IRS REC F L / Short: SR216871  IRS BRL P V 01MCETIP 20270104 IRS PAY V S
        000000000
        
          
        
        4360000.00000000
        OU
        Notional Amount
        
        7531.64000000
        0.014677212121
        N/A
        DIR
        
        BR
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2027-01-04
            0.00000000
            BRL
            -44603.93000000
            BRL
            4360000.00000000
            BRL
            32386.34000000
          
        
        
          N
          N
          N
        
      
      
        Republic of South Africa
        378900AAFB4F17004C49
        Republic of South Africa Government Bond
        000000000
        
          
        
        17800000.00000000
        PA
        
        1095508.05000000
        2.134860937367
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2035-02-28
          Fixed
          8.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THAILAND GOVERNMENT BOND
        254900PHJ6MSKT6C7026
        Thailand Government Bond
        000000000
        
          
        
        13860000.00000000
        PA
        
        354205.16000000
        0.690253951030
        Long
        DBT
        NUSS
        TH
        N
        
        2
        
          2035-12-17
          Fixed
          1.58500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        2993.02000000
        0.005832619379
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            11301894.00000000
            JPY
            96021.26000000
            USD
            2022-06-15
            2993.02000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SR217235  IRS CZK R F  3.40000 2 CCPVANILLA / Short: SR217235  IRS CZK P V 06MPRIBO 1 CCPVANILLA
        000000000
        
          
        
        17025000.00000000
        OU
        Notional Amount
        
        -34623.02000000
        -0.06747128232
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2027-03-16
            11821.57000000
            CZK
            0.00000000
            CZK
            17025000.00000000
            CZK
            -35151.76000000
          
        
        
          N
          N
          N
        
      
      
        MEX BONOS DESARR FIX RT
        254900EGTWEU67VP6075
        Mexican Bonos
        000000000
        
          
        
        18237100.00000000
        PA
        
        882945.21000000
        1.720631116005
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2027-06-03
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS DE VENEZUELA S
        549300YWR8TN1OFD4P06
        Petroleos de Venezuela SA
        000000000
        
          
        
        9280000.00000000
        PA
        USD
        324800.00000000
        0.632950923963
        Long
        DBT
        CORP
        VE
        N
        
        2
        
          2022-10-28
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED ILS / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -110.58000000
        -0.00021549172
        N/A
        DFE
        
        IL
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            47035.72000000
            USD
            149681.77000000
            ILS
            2022-04-26
            -110.58000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BR215745  IRS BRL R V 00MBRCDI CCPNDFPREDISWAP / Short: BR215745  IRS BRL P F  5.80000 CCPNDFPREDISWAP
        000000000
        
          
        
        8000000.00000000
        OU
        Notional Amount
        
        80349.63000000
        0.156580580506
        N/A
        DIR
        
        BR
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2023-01-02
            10478.33000000
            BRL
            0.00000000
            BRL
            8000000.00000000
            BRL
            78530.44000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED NOK / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -2128.64000000
        -0.00414816704
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            97995.92000000
            EUR
            938957.71000000
            NOK
            2022-06-15
            -2128.64000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED INR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1169.83000000
        -0.00227969513
        N/A
        DFE
        
        IN
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            96848.77000000
            USD
            7279153.55000000
            INR
            2022-04-13
            -1169.83000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED SGD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        407.97000000
        0.000795027673
        N/A
        DFE
        
        SG
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            108113.60000000
            USD
            147084.44000000
            SGD
            2022-06-15
            407.97000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CZK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2259.38000000
        0.004402945377
        N/A
        DFE
        
        CZ
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            138953.00000000
            USD
            3144510.14000000
            CZK
            2022-06-15
            2259.38000000
          
        
        
          N
          N
          N
        
      
      
        NOTA DO TESOURO NACIONAL
        254900ZFY40OYEADAP90
        Brazil Notas do Tesouro Nacional Serie F
        000000000
        
          
        
        7246000.00000000
        PA
        
        1469949.20000000
        2.864549582263
        Long
        DBT
        NUSS
        BR
        N
        
        2
        
          2025-01-01
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        668.79000000
        0.001303298178
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            94078.38000000
            USD
            85635.57000000
            EUR
            2022-04-05
            668.79000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BR217406  IRS ZAR R V 03MJIBAR 1 CCPVANILLA / Short: BR217406  IRS ZAR P F  6.10000 2 CCPVANILLA
        000000000
        
          
        
        22778124.00000000
        OU
        Notional Amount
        
        5897.76000000
        0.011493203944
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2024-06-15
            174661.80000000
            ZAR
            0.00000000
            ZAR
            22778124.00000000
            ZAR
            -5774.96000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED RON / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        21861.83000000
        0.042603034168
        N/A
        DFE
        
        RO
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1453930.75000000
            USD
            6662056.08000000
            RON
            2022-06-15
            21861.83000000
          
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE BANK NA
        7H6GLXDRUGQFU57RNE97
        JPMorgan Chase Bank NA
        000000000
        
          
        
        2750000.00000000
        PA
        
        146787.66000000
        0.286051062264
        Long
        SN
        CORP
        US
        N
        
        2
        
          2026-01-14
          Fixed
          14.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        9686.98000000
        0.018877410533
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            376750.52000000
            USD
            483198.36000000
            CAD
            2022-06-15
            9686.98000000
          
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: BR217129  IRS BRL R V 00MBRCD1 CCPNDFPREDISWAP / Short: BR217129  IRS BRL P F 12.18500 CCPNDFPREDISWAP
        000000000
        
          
        
        1050000.00000000
        OU
        Notional Amount
        
        -1770.17000000
        -0.00344960202
        N/A
        DIR
        
        BR
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2024-01-02
            0.00000000
            BRL
            0.00000000
            BRL
            1050000.00000000
            BRL
            -1770.17000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED NOK / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -2712.77000000
        -0.00528648484
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            96884.20000000
            EUR
            922947.95000000
            NOK
            2022-06-15
            -2712.77000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        5545.91000000
        0.010807539589
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            200630.88000000
            USD
            275160.61000000
            AUD
            2022-06-15
            5545.91000000
          
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE BANK NA
        7H6GLXDRUGQFU57RNE97
        JPMorgan Chase Bank NA
        000000000
        
          
        
        3250000.00000000
        PA
        
        173476.32000000
        0.338060335682
        Long
        SN
        CORP
        US
        N
        
        2
        
          2026-01-14
          Fixed
          14.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHINA DEVELOPMENT BANK
        300300C1020111000029
        China Development Bank
        000000000
        
          
        
        3400000.00000000
        PA
        
        544192.76000000
        1.060490487242
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2025-07-14
          Fixed
          3.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD KRW
        000000000
        
          
        
        1.00000000
        NC
        
        -447.63000000
        -0.00087231472
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            46704129.00000000
            KRW
            37972.38000000
            USD
            2022-06-15
            -447.63000000
          
        
        
          N
          N
          N
        
      
      
        THAILAND GOVERNMENT BOND
        254900PHJ6MSKT6C7026
        Thailand Government Bond
        000000000
        
          
        
        23690000.00000000
        PA
        
        725972.25000000
        1.414731546826
        Long
        DBT
        NUSS
        TH
        N
        
        2
        
          2038-06-17
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POLAND GOVERNMENT BOND
        259400R9L8QEP0TPXS31
        Republic of Poland Government Bond
        000000000
        
          
        
        2075000.00000000
        PA
        
        364840.48000000
        0.710979430157
        Long
        DBT
        NUSS
        PL
        N
        
        2
        
          2030-10-25
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CLP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        3719.69000000
        0.007248710659
        N/A
        DFE
        
        CL
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            213241.00000000
            USD
            171541104.00000000
            CLP
            2022-04-27
            3719.69000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SR217605  IRS CLP R F  6.45000 CCPNDFCAMARAPROMEDIO / Short: SR217605  IRS CLP P V 06MCLICP CCPNDFCAMARAPROMEDIO
        000000000
        
          
        
        423130000.00000000
        OU
        Notional Amount
        
        5598.46000000
        0.010909945904
        N/A
        DIR
        
        CL
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2027-06-15
            0.00000000
            CLP
            -894727.00000000
            CLP
            423130000.00000000
            CLP
            6727.31000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        3507.80000000
        0.006835792029
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            108142.29000000
            USD
            2251482.68000000
            MXN
            2022-06-15
            3507.80000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -361.71000000
        -0.00070487893
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            96700.93000000
            USD
            86827.75000000
            EUR
            2022-06-15
            -361.71000000
          
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SS005905  CDS USD R F  1.00000 2 CCPCORPORATE / Short: SS005905  CDS USD P V 03MEVENT 1 CCPCORPORATE
        000000000
        
          
        
        410000.00000000
        OU
        Notional Amount
        USD
        7917.55000000
        0.015429250578
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                STATE OF QATAR
                STATE OF QATAR
                
                  
                
              
            
            Y
            
            sell protection
            2024-12-20
            6264.81000000
            USD
            0.00000000
            USD
            410000.00000000
            USD
            1652.74000000
          
        
        
          N
          N
          N
        
      
      
        Republic of Colombia
        549300MHDRBVRF6B9117
        Colombia Government International Bond
        000000000
        
          
        
        1851000000.00000000
        PA
        
        472243.68000000
        0.920280398989
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2023-03-21
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        CTJPMUSSG2022040413620
        000000000
        
          
        
        -1884566.55000000
        OU
        Notional Amount
        USD
        -310.95000000
        -0.00060596086
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            Call
            Written
            
              
                
                  
                    JPMorgan Chase Bank N.A.
                    7H6GLXDRUGQFU57RNE97
                  
                  
                    JPMorgan Chase Bank N.A.
                    7H6GLXDRUGQFU57RNE97
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -310.95000000
                    0.00000000
                    DFE
                    
                    SG
                  
                  -1884566.55000000
                  USD
                  -2566779.64000000
                  SGD
                  2022-04-04
                
              
            
            1.00000000
            1.36200000
            USD
            2022-04-04
            XXXX
            3959.48000000
          
        
        
          N
          N
          N
        
      
      
        EASTERN & SOUTHERN AFRIC
        2138004HC83AB2ENIZ64
        Eastern & Southern African Trade & Development Bank/The
        000000000
        
          
        
        390000.00000000
        PA
        USD
        391606.80000000
        0.763140042765
        Long
        DBT
        NUSS
        XX
        N
        
        2
        
          2024-05-23
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THAILAND GOVERNMENT BOND
        254900PHJ6MSKT6C7026
        Thailand Government Bond
        000000000
        
          
        
        12990000.00000000
        PA
        
        373380.07000000
        0.727620875295
        Long
        DBT
        NUSS
        TH
        N
        
        2
        
          2029-12-17
          Fixed
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEVIATHAN BOND LTD
        254900D9T8VKYVQNZ220
        Leviathan Bond Ltd
        000000000
        
          
        
        50000.00000000
        PA
        USD
        50493.75000000
        0.098399217108
        Long
        DBT
        CORP
        IL
        N
        
        2
        
          2023-06-30
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIO INC
        549300JBU4TV5OCKJV96
        NIO Inc
        62914VAF3
        
          
        
        10000.00000000
        PA
        USD
        8138.28000000
        0.015859396075
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2027-02-01
          Fixed
          0.50000000
          N
          N
          N
          N
          N
          
            
              NIO Inc
              NIO Inc
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD KRW
        000000000
        
          
        
        1.00000000
        NC
        
        552.41000000
        0.001076503755
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            117114663.00000000
            KRW
            96927.56000000
            USD
            2022-04-11
            552.41000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED IDR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        487.00000000
        0.000949036637
        N/A
        DFE
        
        ID
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            94958.11000000
            USD
            1372524521.94000000
            IDR
            2022-06-15
            487.00000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED TRY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -7929.31000000
        -0.01545216776
        N/A
        DFE
        
        TR
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            116245.52000000
            USD
            2000480.73000000
            TRY
            2023-01-18
            -7929.31000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD CNH
        000000000
        
          
        
        1.00000000
        NC
        
        -512.38000000
        -0.00099849567
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            685083.23000000
            CNY
            106818.10000000
            USD
            2022-06-15
            -512.38000000
          
        
        
          N
          N
          N
        
      
      
        RUSSIA GOVT BOND - OFZ
        5493004EHVGF71PDBU58
        Russian Federal Bond - OFZ
        000000000
        
          
        
        21300000.00000000
        PA
        
        0.00000000
        0.000000
        Long
        DBT
        NUSS
        RU
        N
        
        3
        
          2024-02-28
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        805.32000000
        0.001569359723
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            93605.69000000
            USD
            85329.42000000
            EUR
            2022-04-06
            805.32000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED BRL / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        9231.30000000
        0.017989408449
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            119061.74000000
            USD
            611564.66000000
            BRL
            2022-04-04
            9231.30000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BR217104  IRS USD R V 00MSOFR 1 CCPOIS / Short: BR217104  IRS USD P F  1.50000 2 CCPOIS
        000000000
        
          
        
        1940000.00000000
        OU
        Notional Amount
        USD
        107348.15000000
        0.209193690665
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2032-03-16
            0.00000000
            USD
            -3319.69000000
            USD
            1940000.00000000
            USD
            110667.84000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED TRY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -114502.70000000
        -0.22313605222
        N/A
        DFE
        
        TR
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            358302.57000000
            USD
            3587791.14000000
            TRY
            2022-04-06
            -114502.70000000
          
        
        
          N
          N
          N
        
      
      
        HUNGARY GOVERNMENT BOND
        5299003F3UFKGCCMAP43
        Hungary Government Bond
        000000000
        
          
        
        138060000.00000000
        PA
        
        350140.37000000
        0.682332730013
        Long
        DBT
        NUSS
        HU
        N
        
        2
        
          2027-10-27
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Capital Securities Ltd.
        K9WDOH4D2PYBSLSOB484
        PTBAREUSE2022042710330
        000000000
        
          
        
        -129000.00000000
        OU
        Notional Amount
        
        -687.27000000
        -0.00133931090
        N/A
        DFE
        
        DE
        N
        
        2
        
          
            
              Barclays Capital Securities Ltd.
              K9WDOH4D2PYBSLSOB484
            
            Put
            Written
            
              
                
                  
                    Barclays Capital Securities Ltd.
                    K9WDOH4D2PYBSLSOB484
                  
                  
                    Barclays Capital Securities Ltd.
                    K9WDOH4D2PYBSLSOB484
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -687.27000000
                    0.00000000
                    DFE
                    
                    SE
                  
                  -129000.00000000
                  EUR
                  -1332570.00000000
                  SEK
                  2022-04-27
                
              
            
            1.00000000
            10.33000000
            EUR
            2022-04-27
            XXXX
            397.33000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        5682.71000000
        0.011074127294
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            256974.56000000
            USD
            2313499.85000000
            NOK
            2022-06-15
            5682.71000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CLP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        976.90000000
        0.001903724623
        N/A
        DFE
        
        CL
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            63146.31000000
            USD
            50699351.00000000
            CLP
            2022-04-27
            976.90000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2268.52000000
        0.004420756865
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            481608.00000000
            USD
            3088551.14000000
            CNY
            2022-06-15
            2268.52000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED SGD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        272.79000000
        0.000531596929
        N/A
        DFE
        
        SG
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            93876.74000000
            USD
            127610.41000000
            SGD
            2022-04-06
            272.79000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Financial Square Government Fund
        549300BRJMXN4GUWZ402
        Goldman Sachs Financial Square Government Fund
        38141W273
        
          
        
        7570327.37000000
        NS
        USD
        7570327.37000000
        14.75260376707
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED PLN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2412.98000000
        0.004702271922
        N/A
        DFE
        
        PL
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            109497.41000000
            USD
            473811.82000000
            PLN
            2022-06-15
            2412.98000000
          
        
        
          N
          N
          N
        
      
      
        POLAND GOVERNMENT BOND
        259400R9L8QEP0TPXS31
        Republic of Poland Government Bond
        000000000
        
          
        
        3930000.00000000
        PA
        
        811019.93000000
        1.580467407777
        Long
        DBT
        NUSS
        PL
        N
        
        2
        
          2027-07-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        33677.75000000
        0.065629196365
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            639497.18000000
            USD
            9933520.78000000
            ZAR
            2022-06-15
            33677.75000000
          
        
        
          N
          N
          N
        
      
      
        CHINA DEVELOPMENT BANK
        300300C1020111000029
        China Development Bank
        000000000
        
          
        
        11940000.00000000
        PA
        
        1866165.61000000
        3.636672558861
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2030-06-18
          Fixed
          3.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RUSSIA GOVT BOND - OFZ
        5493004EHVGF71PDBU58
        Russian Federal Bond - OFZ
        000000000
        
          
        
        14225000.00000000
        PA
        
        0.00000000
        0.000000
        Long
        DBT
        NUSS
        RU
        N
        
        3
        
          2026-10-07
          Fixed
          7.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SR216668  IRS CNY R F  2.25000 CCPVANILLA / Short: SR216668  IRS CNY P V 03MCFXS CCPVANILLA
        000000000
        
          
        
        7080000.00000000
        OU
        Notional Amount
        
        171.35000000
        0.000333916689
        N/A
        DIR
        
        CN
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2024-03-16
            21678.86000000
            CNY
            0.00000000
            CNY
            7080000.00000000
            CNY
            -3235.92000000
          
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        000000000
        
          
        
        6230000.00000000
        PA
        
        99677.74000000
        0.194246051821
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2027-02-12
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD INR
        000000000
        
          
        
        1.00000000
        NC
        
        678.95000000
        0.001323097382
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            28519707.58000000
            INR
            376409.34000000
            USD
            2022-04-04
            678.95000000
          
        
        
          N
          N
          N
        
      
      
        TURKEY GOVERNMENT BOND
        5493000PCHOG3B6S3Q85
        Turkey Government Bond
        000000000
        
          
        
        4200000.00000000
        PA
        
        192512.82000000
        0.375157534771
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2025-03-12
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POLAND GOVERNMENT BOND
        259400R9L8QEP0TPXS31
        Republic of Poland Government Bond
        000000000
        
          
        
        1000000.00000000
        PA
        
        202691.74000000
        0.394993608721
        Long
        DBT
        NUSS
        PL
        N
        
        2
        
          2029-10-25
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED BRL / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -5013.44000000
        -0.00976989371
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1985486.01000000
            USD
            9440785.42000000
            BRL
            2022-04-04
            -5013.44000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: SR217413  IRS CZK R F  3.25000 2 CCPVANILLA / Short: SR217413  IRS CZK P V 06MPRIBO 1 CCPVANILLA
        000000000
        
          
        
        6666514.00000000
        OU
        Notional Amount
        
        -15422.82000000
        -0.03005507441
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2032-06-15
            0.00000000
            CZK
            -435260.94000000
            CZK
            6666514.00000000
            CZK
            3987.22000000
          
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
        
        180000.00000000
        PA
        USD
        166725.00000000
        0.324903764771
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2031-02-14
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD INR
        000000000
        
          
        
        1.00000000
        NC
        
        559.38000000
        0.001090086477
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            28519707.58000000
            INR
            375429.24000000
            USD
            2022-04-13
            559.38000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED BRL / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        27083.12000000
        0.052777973607
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            372524.00000000
            USD
            1904901.47000000
            BRL
            2022-04-04
            27083.12000000
          
        
        
          N
          N
          N
        
      
      
        CHINA GOVERNMENT BOND
        300300CHN201808MOF68
        China Government Bond
        000000000
        
          
        
        1110000.00000000
        PA
        
        179927.99000000
        0.350632966494
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2027-12-03
          Fixed
          3.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2810.94000000
        0.005477792703
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            205238.87000000
            USD
            3049849.61000000
            ZAR
            2022-04-25
            2810.94000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        Long: IR212668  IRS MYR R F  3.60500 2 NDF / Short: IR212668  IRS MYR P V 03MKLIBO 1 NDF
        000000000
        
          
        
        8470000.00000000
        OU
        Notional Amount
        
        32796.06000000
        0.063911011328
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2024-03-06
            0.00000000
            MYR
            0.00000000
            MYR
            8470000.00000000
            MYR
            32796.06000000
          
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SS006112  CDS USD R F  1.00000 2 CCPCORPORATE / Short: SS006112  CDS USD P V 03MEVENT 1 CCPCORPORATE
        000000000
        
          
        
        20000.00000000
        OU
        Notional Amount
        USD
        -3.27000000
        -0.00000637238
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                United Mexican States
                United Mexican States
                
                  
                  
                
              
            
            Y
            
            sell protection
            2027-06-20
            0.00000000
            USD
            -201.64000000
            USD
            20000.00000000
            USD
            198.37000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED COP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2031.67000000
        0.003959197671
        N/A
        DFE
        
        CO
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            42173.21000000
            USD
            167843194.20000000
            COP
            2022-05-16
            2031.67000000
          
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        CTUBSAUNZ2022040710880
        000000000
        
          
        
        -262000.00000000
        OU
        Notional Amount
        
        -164.09000000
        -0.00031976883
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            Call
            Written
            
              
                
                  
                    UBS AG
                    BFM8T61CT2L1QCEMIK50
                  
                  
                    UBS AG
                    BFM8T61CT2L1QCEMIK50
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -164.09000000
                    0.00000000
                    DFE
                    
                    NZ
                  
                  -262000.00000000
                  AUD
                  -285056.00000000
                  NZD
                  2022-04-07
                
              
            
            1.00000000
            1.08800000
            AUD
            2022-04-07
            XXXX
            301.08000000
          
        
        
          N
          N
          N
        
      
      
        BONOS DE TESORERIA
        254900STKLK2DBJJZ530
        Peru Government Bond
        000000000
        
          
        
        40000.00000000
        PA
        
        8961.81000000
        0.017464242364
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2040-08-12
          Fixed
          5.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED HUF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        683.47000000
        0.001331905689
        N/A
        DFE
        
        HU
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            38142.59000000
            USD
            13033323.00000000
            HUF
            2022-06-15
            683.47000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        369.54000000
        0.000720137575
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            143608.31000000
            USD
            130128.32000000
            EUR
            2022-04-06
            369.54000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        2980.00000000
        0.005807246777
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            11308187.00000000
            JPY
            96060.04000000
            USD
            2022-06-15
            2980.00000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD BRL
        000000000
        
          
        
        1.00000000
        NC
        
        -596.52000000
        -0.00116246270
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            491589.23000000
            BRL
            102528.27000000
            USD
            2022-04-04
            -596.52000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -612.54000000
        -0.00119368152
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            106661.78000000
            EUR
            117401.23000000
            USD
            2022-04-06
            -612.54000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SR216256  IRS INR R F  5.50000 CCPNDFOIS / Short: SR216256  IRS INR P V 06MLIBOR CCPNDFOIS
        000000000
        
          
        
        81280000.00000000
        OU
        Notional Amount
        
        -14933.21000000
        -0.02910095156
        N/A
        DIR
        
        IN
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2026-09-15
            0.00000000
            INR
            -246706.48000000
            INR
            81280000.00000000
            INR
            -11605.81000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        7496.61000000
        0.014608947740
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            31667272.00000000
            JPY
            268156.51000000
            USD
            2022-06-15
            7496.61000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED SGD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        87.70000000
        0.000170904544
        N/A
        DFE
        
        SG
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            21901.39000000
            USD
            29802.86000000
            SGD
            2022-06-15
            87.70000000
          
        
        
          N
          N
          N
        
      
      
        INDONESIA GOVERNMENT
        529900FWX0GRR7WG5W79
        Indonesia Treasury Bond
        000000000
        
          
        
        2196000000.00000000
        PA
        
        155726.79000000
        0.303471107193
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2040-04-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD ILS
        000000000
        
          
        
        1.00000000
        NC
        
        -1380.83000000
        -0.00269087938
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            372671.09000000
            ILS
            115451.32000000
            USD
            2022-04-26
            -1380.83000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED TRY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        5938.28000000
        0.011572166911
        N/A
        DFE
        
        TR
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            295692.80000000
            USD
            5656603.24000000
            TRY
            2023-02-08
            5938.28000000
          
        
        
          N
          N
          N
        
      
      
        NOTA DO TESOURO NACIONAL
        254900ZFY40OYEADAP90
        Brazil Notas do Tesouro Nacional Serie F
        000000000
        
          
        
        3182000.00000000
        PA
        
        636094.76000000
        1.239583639378
        Long
        DBT
        NUSS
        BR
        N
        
        2
        
          2027-01-01
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEX BONOS DESARR FIX RT
        254900EGTWEU67VP6075
        Mexican Bonos
        000000000
        
          
        
        10047900.00000000
        PA
        
        488280.45000000
        0.951531902650
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2031-05-29
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED ILS / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        499.89000000
        0.000974155903
        N/A
        DFE
        
        IL
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            47035.72000000
            USD
            151629.05000000
            ILS
            2022-04-26
            499.89000000
          
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE BANK NA
        7H6GLXDRUGQFU57RNE97
        JPMorgan Chase Bank NA
        000000000
        
          
        
        6000000.00000000
        PA
        
        320263.98000000
        0.624111397947
        Long
        SN
        CORP
        US
        N
        
        2
        
          2026-01-14
          Fixed
          14.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED KRW / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -2769.24000000
        -0.00539653022
        N/A
        DFE
        
        KR
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            195165.11000000
            USD
            233798629.00000000
            KRW
            2022-04-11
            -2769.24000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED SGD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        907.40000000
        0.001768287156
        N/A
        DFE
        
        SG
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            213576.73000000
            USD
            290712.10000000
            SGD
            2022-04-06
            907.40000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        -9825.56000000
        -0.01914746699
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            2036297.11000000
            SEK
            207174.17000000
            USD
            2022-06-15
            -9825.56000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD TRY
        000000000
        
          
        
        1.00000000
        NC
        
        -14168.00000000
        -0.02760975582
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            3722000.00000000
            TRY
            225166.36000000
            USD
            2022-06-15
            -14168.00000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        CTMSIUSZA20220406160450
        000000000
        
          
        
        391000.00000000
        OU
        Notional Amount
        USD
        0.39000000
        0.000000760008
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            Call
            Purchased
            
              
                
                  
                    Morgan Stanley & Co. LLC
                    9R7GPTSO7KV3UQJZQ078
                  
                  
                    Morgan Stanley & Co. LLC
                    9R7GPTSO7KV3UQJZQ078
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    0.39000000
                    0.00000000
                    DFE
                    
                    US
                  
                  6273595.00000000
                  ZAR
                  391000.00000000
                  USD
                  2022-04-06
                
              
            
            1.00000000
            16.04500000
            USD
            2022-04-06
            XXXX
            -3486.55000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: SR217422  IRS ZAR R F  8.00000 2 CCPVANILLA / Short: SR217422  IRS ZAR P V 03MJIBAR 1 CCPVANILLA
        000000000
        
          
        
        7600000.00000000
        OU
        Notional Amount
        
        -1738.75000000
        -0.00338837259
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2032-06-15
            0.00000000
            ZAR
            -127572.22000000
            ZAR
            7600000.00000000
            ZAR
            6761.09000000
          
        
        
          N
          N
          N
        
      
      
        CZECH REPUBLIC
        3157007EFDLQABN47912
        Czech Republic Government Bond
        000000000
        
          
        
        2600000.00000000
        PA
        
        83212.21000000
        0.162159006171
        Long
        DBT
        NUSS
        CZ
        N
        
        2
        
          2040-04-24
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED INR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -537.32000000
        -0.00104709726
        N/A
        DFE
        
        IN
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            297892.67000000
            USD
            22570672.53000000
            INR
            2022-04-04
            -537.32000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 5YR NOTE (CBT) JUN22
        000000000
        
          
        
        13.00000000
        NC
        USD
        -2787.20000000
        -0.00543152960
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CBOT 5 Year US Treasury Note
                FVM2 COMDTY
              
            
            2022-06-30
            1491490.33000000
            USD
            -2787.20000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD PLN
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -392.70000000
        -0.00076527040
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            141039.59000000
            PLN
            29894.57000000
            EUR
            2022-04-25
            -392.70000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED TRY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        952.80000000
        0.001856759976
        N/A
        DFE
        
        TR
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            193028.63000000
            USD
            3014238.50000000
            TRY
            2022-06-14
            952.80000000
          
        
        
          N
          N
          N
        
      
      
        Republic of South Africa
        378900AAFB4F17004C49
        Republic of South Africa Government Bond
        000000000
        
          
        
        16965000.00000000
        PA
        
        991373.65000000
        1.931930011577
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2037-01-31
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BR217411  IRS CZK R V 06MPRIBO 1 CCPVANILLA / Short: BR217411  IRS CZK P F  4.50000 2 CCPVANILLA
        000000000
        
          
        
        38225000.00000000
        OU
        Notional Amount
        
        27687.87000000
        0.053956474442
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2024-06-15
            456160.26000000
            CZK
            0.00000000
            CZK
            38225000.00000000
            CZK
            7606.63000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD TRY
        000000000
        
          
        
        1.00000000
        NC
        
        13405.29000000
        0.026123431931
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            2000480.73000000
            TRY
            121721.50000000
            USD
            2023-01-18
            13405.29000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -41931.80000000
        -0.08171419813
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            413430.26000000
            USD
            31954029.18000000
            RUB
            2022-05-04
            -41931.80000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        PTMSIEUUS2022040410900
        000000000
        
          
        
        1177000.00000000
        OU
        Notional Amount
        
        210.93000000
        0.000411047839
        N/A
        DFE
        
        DE
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            Put
            Purchased
            
              
                
                  
                    Morgan Stanley & Co. LLC
                    9R7GPTSO7KV3UQJZQ078
                  
                  
                    Morgan Stanley & Co. LLC
                    9R7GPTSO7KV3UQJZQ078
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    210.93000000
                    0.00000000
                    DFE
                    
                    XX
                  
                  1282930.00000000
                  USD
                  1177000.00000000
                  EUR
                  2022-04-04
                
              
            
            1.00000000
            1.09000000
            EUR
            2022-04-04
            XXXX
            -3613.32000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        16693.95000000
        0.032532176961
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            434292.00000000
            USD
            9094368.50000000
            MXN
            2022-06-15
            16693.95000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD INR
        000000000
        
          
        
        1.00000000
        NC
        
        263.89000000
        0.000514253138
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            5949035.05000000
            INR
            78638.93000000
            USD
            2022-04-04
            263.89000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD IDR
        000000000
        
          
        
        1.00000000
        NC
        
        -13423.60000000
        -0.02615911337
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            26396296404.40000000
            IDR
            1823351.60000000
            USD
            2022-05-31
            -13423.60000000
          
        
        
          N
          N
          N
        
      
      
        HUNGARY GOVERNMENT BOND
        5299003F3UFKGCCMAP43
        Hungary Government Bond
        000000000
        
          
        
        59100000.00000000
        PA
        
        142344.16000000
        0.277391833721
        Long
        DBT
        NUSS
        HU
        N
        
        2
        
          2030-08-21
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of South Africa
        378900AAFB4F17004C49
        Republic of South Africa Government Bond
        000000000
        
          
        
        9009300.00000000
        PA
        
        519071.81000000
        1.011536273838
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2044-01-31
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THAILAND GOVERNMENT BOND
        254900PHJ6MSKT6C7026
        Thailand Government Bond
        000000000
        
          
        
        14340000.00000000
        PA
        
        469429.41000000
        0.914796116979
        Long
        DBT
        NUSS
        TH
        N
        
        2
        
          2025-12-12
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD CNH
        000000000
        
          
        
        1.00000000
        NC
        
        -18.12000000
        -0.00003531117
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            253468.11000000
            CNY
            39692.17000000
            USD
            2022-06-15
            -18.12000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED RON / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        593.46000000
        0.001156499554
        N/A
        DFE
        
        RO
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            198246.00000000
            USD
            897605.55000000
            RON
            2022-06-15
            593.46000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD PHP
        000000000
        
          
        
        1.00000000
        NC
        
        -2338.10000000
        -0.00455635023
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            6070964.35000000
            PHP
            114292.04000000
            USD
            2022-06-08
            -2338.10000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED SGD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        292.17000000
        0.000569363520
        N/A
        DFE
        
        SG
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            200554.85000000
            USD
            272228.34000000
            SGD
            2022-04-06
            292.17000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        723.95000000
        0.001410790706
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            201276.78000000
            USD
            1285554.79000000
            CNY
            2022-04-22
            723.95000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        254.07000000
        0.000495116506
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            81085.14000000
            GBP
            106741.13000000
            USD
            2022-06-15
            254.07000000
          
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PTUBSAUNZ2022040710650
        000000000
        
          
        
        -262000.00000000
        OU
        Notional Amount
        
        -30.98000000
        -0.00006037198
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            Put
            Written
            
              
                
                  
                    UBS AG
                    BFM8T61CT2L1QCEMIK50
                  
                  
                    UBS AG
                    BFM8T61CT2L1QCEMIK50
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -30.98000000
                    0.00000000
                    DFE
                    
                    NZ
                  
                  -262000.00000000
                  AUD
                  -279030.00000000
                  NZD
                  2022-04-07
                
              
            
            1.00000000
            1.06500000
            AUD
            2022-04-07
            XXXX
            424.60000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR NOTE (CBT)JUN22
        000000000
        
          
        
        -17.00000000
        NC
        USD
        61573.65000000
        0.119991067300
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                CBOT 10 Year US Treasury Note
                TYM2 COMDTY
              
            
            2022-06-21
            -2147526.78000000
            USD
            61573.65000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SENEGAL
        549300NP14ZLQGWIUZ97
        Senegal Government International Bond
        000000000
        
          
        
        100000.00000000
        PA
        
        92371.85000000
        0.180008767874
        Long
        DBT
        NUSS
        SN
        N
        
        2
        
          2037-06-08
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED SEK / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        303.31000000
        0.000591072489
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            96951.32000000
            EUR
            1012285.70000000
            SEK
            2022-06-15
            303.31000000
          
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE BANK NA
        7H6GLXDRUGQFU57RNE97
        JPMorgan Chase Bank NA
        000000000
        
          
        
        2025000.00000000
        PA
        
        108089.09000000
        0.210637590473
        Long
        SN
        CORP
        US
        N
        
        2
        
          2026-01-14
          Fixed
          14.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD TWD
        000000000
        
          
        
        1.00000000
        NC
        
        -2419.41000000
        -0.00471480232
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            11308474.50000000
            TWD
            392500.00000000
            USD
            2022-04-15
            -2419.41000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -27796.15000000
        -0.05416748406
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            552675.91000000
            USD
            63767039.00000000
            JPY
            2022-06-15
            -27796.15000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CLP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1887.90000000
        0.003679027245
        N/A
        DFE
        
        CL
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            77967.78000000
            USD
            63138308.00000000
            CLP
            2022-04-27
            1887.90000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED SEK / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        1236.01000000
        0.002408662781
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            88046.14000000
            EUR
            928318.88000000
            SEK
            2022-06-15
            1236.01000000
          
        
        
          N
          N
          N
        
      
      
        NOTA DO TESOURO NACIONAL
        254900ZFY40OYEADAP90
        Brazil Notas do Tesouro Nacional Serie F
        000000000
        
          
        
        537000.00000000
        PA
        
        103492.78000000
        0.201680574890
        Long
        DBT
        NUSS
        BR
        N
        
        2
        
          2031-01-01
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -218.28000000
        -0.00042537108
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1538300.58000000
            SEK
            147548.90000000
            EUR
            2022-06-15
            -218.28000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED COP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -257.24000000
        -0.00050129401
        N/A
        DFE
        
        CO
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            60297.52000000
            USD
            227969234.25000000
            COP
            2022-05-16
            -257.24000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        422.16000000
        0.000822680301
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            136961.25000000
            USD
            124171.58000000
            EUR
            2022-04-05
            422.16000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED PLN / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        428.90000000
        0.000835814813
        N/A
        DFE
        
        PL
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            29894.57000000
            EUR
            141192.05000000
            PLN
            2022-04-25
            428.90000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD BRL
        000000000
        
          
        
        1.00000000
        NC
        
        -143899.54000000
        -0.28042286576
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            9508951.58000000
            BRL
            1850872.81000000
            USD
            2022-04-04
            -143899.54000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD CNH
        000000000
        
          
        
        1.00000000
        NC
        
        -955.84000000
        -0.00186268414
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1377201.05000000
            CNY
            214807.22000000
            USD
            2022-06-15
            -955.84000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED IDR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        54.32000000
        0.000105855585
        N/A
        DFE
        
        ID
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            108111.97000000
            USD
            1553569008.90000000
            IDR
            2022-05-13
            54.32000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED AUD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        N/A
        84.96000000
        0.000165564995
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            9592.83000000
            NZD
            8995.84000000
            AUD
            2022-04-11
            84.96000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BR216980  IRS EUR R V 06MEURIB CCPVANILLA / Short: BR216980  IRS EUR P F   .00000 CCPVANILLA
        000000000
        
          
        
        270000.00000000
        OU
        Notional Amount
        
        17773.18000000
        0.034635316203
        N/A
        DIR
        
        ER
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2027-03-16
            2121.02000000
            EUR
            0.00000000
            EUR
            270000.00000000
            EUR
            15372.08000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED AUD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -579.88000000
        -0.00113003565
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            97141.01000000
            EUR
            143070.74000000
            AUD
            2022-06-15
            -579.88000000
          
        
        
          N
          N
          N
        
      
      
        TITULOS DE TESORERIA
        549300MHDRBVRF6B9117
        Colombian TES
        000000000
        
          
        
        345700000.00000000
        PA
        
        83590.25000000
        0.162895708041
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2025-11-26
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED IDR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -231.09000000
        -0.00045033444
        N/A
        DFE
        
        ID
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            106099.59000000
            USD
            1520566274.09000000
            IDR
            2022-05-13
            -231.09000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        CTBOAEUPL2022042846400
        000000000
        
          
        
        -129000.00000000
        OU
        Notional Amount
        
        -2202.39000000
        -0.00429188665
        N/A
        DFE
        
        DE
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            Call
            Written
            
              
                
                  
                    Bank of America N.A.
                    B4TYDEB6GKMZO031MB27
                  
                  
                    Bank of America N.A.
                    B4TYDEB6GKMZO031MB27
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -2202.39000000
                    0.00000000
                    DFE
                    
                    PL
                  
                  -129000.00000000
                  EUR
                  -598560.00000000
                  PLN
                  2022-04-28
                
              
            
            1.00000000
            4.64000000
            EUR
            2022-04-28
            XXXX
            411.10000000
          
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SS006084  CDS USD R F  1.00000 2 CCPCORPORATE / Short: SS006084  CDS USD P V 03MEVENT 1 CCPCORPORATE
        000000000
        
          
        
        20000.00000000
        OU
        Notional Amount
        USD
        -798.24000000
        -0.00155556264
        N/A
        DCR
        
        GB
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                Republic of South Africa
                Republic of South Africa
                
                  
                  
                
              
            
            Y
            
            sell protection
            2026-12-20
            0.00000000
            USD
            -1072.02000000
            USD
            20000.00000000
            USD
            273.78000000
          
        
        
          N
          N
          N
        
      
      
        TITULOS DE TESORERIA
        549300MHDRBVRF6B9117
        Colombian TES
        000000000
        
          
        
        976500000.00000000
        PA
        
        211995.07000000
        0.413123384951
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2034-10-18
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PTCITEUSE2022042110384
        000000000
        
          
        
        -128000.00000000
        OU
        Notional Amount
        
        -881.60000000
        -0.00171800965
        N/A
        DFE
        
        DE
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            Put
            Written
            
              
                
                  
                    Citibank N.A.
                    E57ODZWZ7FF32TWEFA76
                  
                  
                    Citibank N.A.
                    E57ODZWZ7FF32TWEFA76
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -881.60000000
                    0.00000000
                    DFE
                    
                    SE
                  
                  -128000.00000000
                  EUR
                  -1329152.00000000
                  SEK
                  2022-04-21
                
              
            
            1.00000000
            10.38400000
            EUR
            2022-04-21
            XXXX
            532.42000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        20.59000000
        0.000040124567
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            85506.60000000
            GBP
            112327.88000000
            USD
            2022-04-25
            20.59000000
          
        
        
          N
          N
          N
        
      
      
        TITULOS DE TESORERIA
        549300MHDRBVRF6B9117
        Colombian TES
        000000000
        
          
        
        1180800000.00000000
        PA
        
        293081.65000000
        0.571140089791
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2026-08-26
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        -744.03000000
        -0.00144992141
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            155862.36000000
            NZD
            107134.02000000
            USD
            2022-06-15
            -744.03000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -448.22000000
        -0.00087346448
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            101735.93000000
            USD
            892147.80000000
            NOK
            2022-06-15
            -448.22000000
          
        
        
          N
          N
          N
        
      
      
        Merrill Lynch International
        G5GSEF7VJP5I7OUK5573
        Long: SR217296  IRS CNY R F  2.25000 CCPVANILLA / Short: SR217296  IRS CNY P V 03MCNRR CCPVANILLA
        000000000
        
          
        
        8600000.00000000
        OU
        Notional Amount
        
        -464.84000000
        -0.00090585254
        N/A
        DIR
        
        CN
        N
        
        2
        
          
            
              Merrill Lynch International
              G5GSEF7VJP5I7OUK5573
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2024-06-15
            22161.00000000
            CNY
            0.00000000
            CNY
            8600000.00000000
            CNY
            -3948.44000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1387.27000000
        0.002703429274
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            38868.06000000
            USD
            594016.67000000
            ZAR
            2022-06-15
            1387.27000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        CTMSIUSCN2022042163790
        000000000
        
          
        
        429000.00000000
        OU
        Notional Amount
        USD
        968.68000000
        0.001887705976
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            Call
            Purchased
            
              
                
                  
                    Morgan Stanley & Co. LLC
                    9R7GPTSO7KV3UQJZQ078
                  
                  
                    Morgan Stanley & Co. LLC
                    9R7GPTSO7KV3UQJZQ078
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    968.68000000
                    0.00000000
                    DFE
                    
                    US
                  
                  2736591.00000000
                  CNY
                  429000.00000000
                  USD
                  2022-04-21
                
              
            
            1.00000000
            6.37900000
            USD
            2022-04-21
            XXXX
            -924.93000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED INR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -279.86000000
        -0.00054537452
        N/A
        DFE
        
        IN
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            375849.79000000
            USD
            28519707.58000000
            INR
            2022-04-05
            -279.86000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1597.58000000
        0.003113268895
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            107012.16000000
            USD
            2190172.40000000
            MXN
            2022-06-15
            1597.58000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        249.79000000
        0.000486775896
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            93862.37000000
            EUR
            104101.91000000
            USD
            2022-04-06
            249.79000000
          
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SR216949  IRS BRL R F 12.40000 CCPNDFPREDISWAP / Short: SR216949  IRS BRL P V 00MBRCDI CCPNDFPREDISWAP
        000000000
        
          
        
        3070000.00000000
        OU
        Notional Amount
        
        5271.70000000
        0.010273175449
        N/A
        DIR
        
        BR
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2023-01-02
            0.00000000
            BRL
            -689.19000000
            BRL
            3070000.00000000
            BRL
            5392.36000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD RUB
        000000000
        
          
        
        1.00000000
        NC
        
        -140832.43000000
        -0.27444586420
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            57091316.92000000
            RUB
            536068.70000000
            USD
            2022-04-21
            -140832.43000000
          
        
        
          N
          N
          N
        
      
      
        LETRA TESOURO NACIONAL
        254900ZFY40OYEADAP90
        Brazil Letras do Tesouro Nacional
        000000000
        
          
        
        9479000.00000000
        PA
        
        1629671.84000000
        3.175807564301
        Long
        DBT
        NUSS
        BR
        N
        
        2
        
          2024-01-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED KRW / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1426.76000000
        0.002780385037
        N/A
        DFE
        
        KR
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            106666.00000000
            USD
            131353846.00000000
            KRW
            2022-04-11
            1426.76000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD MXN
        000000000
        
          
        
        1.00000000
        NC
        
        -8052.79000000
        -0.01569279824
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            3341418.02000000
            MXN
            157646.74000000
            USD
            2022-06-15
            -8052.79000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED ILS / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        62.24000000
        0.000121289610
        N/A
        DFE
        
        IL
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            5979.51000000
            USD
            19271.96000000
            ILS
            2022-04-26
            62.24000000
          
        
        
          N
          N
          N
        
      
      
        LETRA TESOURO NACIONAL
        254900ZFY40OYEADAP90
        Brazil Letras do Tesouro Nacional
        000000000
        
          
        
        13123000.00000000
        PA
        
        2678505.61000000
        5.219712440550
        Long
        DBT
        NUSS
        BR
        N
        
        2
        
          2022-07-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SR217256  IRS CZK R F  4.35000 2 CCPVANILLA / Short: SR217256  IRS CZK P V 06MPRIBO 1 CCPVANILLA
        000000000
        
          
        
        5750000.00000000
        OU
        Notional Amount
        
        -4305.07000000
        -0.00838946439
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2025-01-10
            8037.68000000
            CZK
            0.00000000
            CZK
            5750000.00000000
            CZK
            -4675.66000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD IDR
        000000000
        
          
        
        1.00000000
        NC
        
        -1312.92000000
        -0.00255854041
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            7870090980.00000000
            IDR
            546637.35000000
            USD
            2022-05-13
            -1312.92000000
          
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SS006123  CDS USD R F  1.00000 2 CCPCORPORATE / Short: SS006123  CDS USD P V 03MEVENT 1 CCPCORPORATE
        000000000
        
          
        
        370000.00000000
        OU
        Notional Amount
        USD
        2894.66000000
        0.005640941260
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                Republic of Indonesia
                Republic of Indonesia
                
                  
                
              
            
            Y
            
            sell protection
            2027-06-20
            721.73000000
            USD
            0.00000000
            USD
            370000.00000000
            USD
            2172.93000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -105.23000000
        -0.00020506596
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            42758.10000000
            USD
            625258.11000000
            ZAR
            2022-04-25
            -105.23000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF CAMEROON
        54930021BO6NHYGBBV24
        Republic of Cameroon International Bond
        000000000
        
          
        
        100000.00000000
        PA
        
        97073.42000000
        0.189170907885
        Long
        DBT
        NUSS
        CM
        N
        
        2
        
          2032-07-07
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD MXN
        000000000
        
          
        
        1.00000000
        NC
        
        -454.64000000
        -0.00088597539
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1035349.16000000
            MXN
            50887.89000000
            USD
            2022-06-15
            -454.64000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD TRY
        000000000
        
          
        
        1.00000000
        NC
        
        -2470.02000000
        -0.00481342808
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            642710.00000000
            TRY
            38857.92000000
            USD
            2022-06-15
            -2470.02000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BR217416  IRS ILS R V 03MTELBO 1 CCPVANILLA / Short: BR217416  IRS ILS P F  1.25000 2 CCPVANILLA
        000000000
        
          
        
        9475000.00000000
        OU
        Notional Amount
        
        22181.08000000
        0.043225169582
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2024-06-15
            13758.24000000
            ILS
            0.00000000
            ILS
            9475000.00000000
            ILS
            17972.71000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD INR
        000000000
        
          
        
        1.00000000
        NC
        
        -322.09000000
        -0.00062766983
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            8241930.66000000
            INR
            107156.35000000
            USD
            2022-06-15
            -322.09000000
          
        
        
          N
          N
          N
        
      
      
        POLAND GOVERNMENT BOND
        259400R9L8QEP0TPXS31
        Republic of Poland Government Bond
        000000000
        
          
        
        2450000.00000000
        PA
        
        570670.55000000
        1.112088829745
        Long
        DBT
        NUSS
        PL
        N
        
        2
        
          2023-10-25
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED PEN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1483.04000000
        0.002890060154
        N/A
        DFE
        
        PE
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            161889.00000000
            USD
            602469.91000000
            PEN
            2022-04-29
            1483.04000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SR216406  IRS BRL R F  7.20000 CCPNDFPREDISWAP / Short: SR216406  IRS BRL P V 01MLIBOR CCPNDFPREDISWAP
        000000000
        
          
        
        7850000.00000000
        OU
        Notional Amount
        
        -63750.43000000
        -0.12423304671
        N/A
        DIR
        
        BR
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2023-01-02
            1900.65000000
            BRL
            0.00000000
            BRL
            7850000.00000000
            BRL
            -64119.08000000
          
        
        
          N
          N
          N
        
      
      
        HUNGARY GOVERNMENT BOND
        5299003F3UFKGCCMAP43
        Hungary Government Bond
        000000000
        
          
        
        4680000.00000000
        PA
        
        12002.90000000
        0.023390537700
        Long
        DBT
        NUSS
        HU
        N
        
        2
        
          2026-12-22
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        484.75000000
        0.000944651971
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            111822.54000000
            USD
            85506.60000000
            GBP
            2022-04-25
            484.75000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        CTMSIUSIL2022041433300
        000000000
        
          
        
        770000.00000000
        OU
        Notional Amount
        USD
        65.45000000
        0.000127545067
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            Call
            Purchased
            
              
                
                  
                    Morgan Stanley & Co. LLC
                    9R7GPTSO7KV3UQJZQ078
                  
                  
                    Morgan Stanley & Co. LLC
                    9R7GPTSO7KV3UQJZQ078
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    65.45000000
                    0.00000000
                    DFE
                    
                    US
                  
                  2564100.00000000
                  ILS
                  770000.00000000
                  USD
                  2022-04-14
                
              
            
            1.00000000
            3.33000000
            USD
            2022-04-14
            XXXX
            -4437.51000000
          
        
        
          N
          N
          N
        
      
      
        HUNGARY GOVERNMENT BOND
        5299003F3UFKGCCMAP43
        Hungary Government Bond
        000000000
        
          
        
        65500000.00000000
        PA
        
        183359.91000000
        0.357320888092
        Long
        DBT
        NUSS
        HU
        N
        
        2
        
          2024-06-26
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED TRY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -111600.59000000
        -0.21748059284
        N/A
        DFE
        
        TR
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            343000.00000000
            USD
            3595669.00000000
            TRY
            2022-06-14
            -111600.59000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BR216671  IRS INR R V 06MMIBOR CCPNDFOIS / Short: BR216671  IRS INR P F  5.50000 CCPNDFOIS
        000000000
        
          
        
        164020000.00000000
        OU
        Notional Amount
        
        42142.87000000
        0.082125518796
        N/A
        DIR
        
        IN
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2027-03-16
            3282562.12000000
            INR
            0.00000000
            INR
            164020000.00000000
            INR
            -1260.53000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED THB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -371.41000000
        -0.00072378172
        N/A
        DFE
        
        TH
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            152290.47000000
            USD
            5045611.80000000
            THB
            2022-06-15
            -371.41000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED ILS / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -13659.56000000
        -0.02661893818
        N/A
        DFE
        
        IL
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            2678072.93000000
            USD
            8499662.50000000
            ILS
            2022-04-21
            -13659.56000000
          
        
        
          N
          N
          N
        
      
      
        THAILAND GOVERNMENT BOND
        254900PHJ6MSKT6C7026
        Thailand Government Bond
        000000000
        
          
        
        26150000.00000000
        PA
        
        879144.83000000
        1.713225161472
        Long
        DBT
        NUSS
        TH
        N
        
        2
        
          2032-06-25
          Fixed
          3.77500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -44.20000000
        -0.00008613433
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            13680.64000000
            USD
            19684.38000000
            NZD
            2022-04-28
            -44.20000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -55.89000000
        -0.00010891510
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            14093.65000000
            USD
            20264.05000000
            NZD
            2022-04-29
            -55.89000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        438.49000000
        0.000854503234
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            204948.54000000
            USD
            1307366.74000000
            CNY
            2022-04-25
            438.49000000
          
        
        
          N
          N
          N
        
      
      
        MEX BONOS DESARR FIX RT
        254900EGTWEU67VP6075
        Mexican Bonos
        000000000
        
          
        
        19764300.00000000
        PA
        
        906268.67000000
        1.766082487794
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2026-03-05
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD COP
        000000000
        
          
        
        1.00000000
        NC
        
        363.70000000
        0.000708756930
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            449135747.60000000
            COP
            118652.62000000
            USD
            2022-05-16
            363.70000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        10845.00000000
        0.021134091041
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            464520.00000000
            USD
            7014592.96000000
            ZAR
            2022-06-15
            10845.00000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD ILS
        000000000
        
          
        
        1.00000000
        NC
        
        -5510.79000000
        -0.01073909982
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1249968.75000000
            ILS
            388667.65000000
            USD
            2022-09-07
            -5510.79000000
          
        
        
          N
          N
          N
        
      
      
        POLAND GOVERNMENT BOND
        259400R9L8QEP0TPXS31
        Republic of Poland Government Bond
        000000000
        
          
        
        950000.00000000
        PA
        
        195550.66000000
        0.381077496701
        Long
        DBT
        NUSS
        PL
        N
        
        2
        
          2028-04-25
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CLP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1756.38000000
        0.003422728891
        N/A
        DFE
        
        CL
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            166732.65000000
            USD
            133216730.00000000
            CLP
            2022-04-27
            1756.38000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED COP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -35.08000000
        -0.00006836181
        N/A
        DFE
        
        CO
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            105023.82000000
            USD
            398635762.86000000
            COP
            2022-05-16
            -35.08000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED PLN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1177.60000000
        0.002294836847
        N/A
        DFE
        
        PL
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            290260.00000000
            USD
            1233903.10000000
            PLN
            2022-06-15
            1177.60000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BR216985  IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR216985  IRS EUR P F   .50000 2 CCPVANILLA
        000000000
        
          
        
        150000.00000000
        OU
        Notional Amount
        
        18112.63000000
        0.035296816175
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2037-03-16
            0.00000000
            EUR
            -4328.14000000
            EUR
            150000.00000000
            EUR
            23011.57000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PTJPMEUUS2022040410865
        000000000
        
          
        
        -1164000.00000000
        OU
        Notional Amount
        
        -105.59000000
        -0.00020576751
        N/A
        DFE
        
        DE
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            Put
            Written
            
              
                
                  
                    JPMorgan Chase Bank N.A.
                    7H6GLXDRUGQFU57RNE97
                  
                  
                    JPMorgan Chase Bank N.A.
                    7H6GLXDRUGQFU57RNE97
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -105.59000000
                    0.00000000
                    DFE
                    
                    US
                  
                  -1164000.00000000
                  EUR
                  -1264686.00000000
                  USD
                  2022-04-04
                
              
            
            1.00000000
            1.08650000
            EUR
            2022-04-04
            XXXX
            2618.60000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED BRL / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        33141.20000000
        0.064583599634
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            369051.00000000
            USD
            1917224.37000000
            BRL
            2022-04-04
            33141.20000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD TRY
        000000000
        
          
        
        1.00000000
        NC
        
        259619.16000000
        0.505930379312
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            6609907.50000000
            TRY
            685000.00000000
            USD
            2022-06-14
            259619.16000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD INR
        000000000
        
          
        
        1.00000000
        NC
        
        -571.86000000
        -0.00111440675
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            8235842.21000000
            INR
            106827.19000000
            USD
            2022-06-15
            -571.86000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PTJPMEUUS2022040411010
        000000000
        
          
        
        776000.00000000
        OU
        Notional Amount
        
        1006.10000000
        0.001960627846
        N/A
        DFE
        
        DE
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            Put
            Purchased
            
              
                
                  
                    JPMorgan Chase Bank N.A.
                    7H6GLXDRUGQFU57RNE97
                  
                  
                    JPMorgan Chase Bank N.A.
                    7H6GLXDRUGQFU57RNE97
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    1006.10000000
                    0.00000000
                    DFE
                    
                    XX
                  
                  854376.00000000
                  USD
                  776000.00000000
                  EUR
                  2022-04-04
                
              
            
            1.00000000
            1.10100000
            EUR
            2022-04-04
            XXXX
            -3714.97000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        PTMSIUSZA20220406149600
        000000000
        
          
        
        -391000.00000000
        OU
        Notional Amount
        USD
        -9417.24000000
        -0.01835175726
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            Put
            Written
            
              
                
                  
                    Morgan Stanley & Co. LLC
                    9R7GPTSO7KV3UQJZQ078
                  
                  
                    Morgan Stanley & Co. LLC
                    9R7GPTSO7KV3UQJZQ078
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -9417.24000000
                    -0.02000000
                    DFE
                    
                    ZA
                  
                  -391000.00000000
                  USD
                  -5849360.00000000
                  ZAR
                  2022-04-06
                
              
            
            1.00000000
            14.96000000
            USD
            2022-04-06
            XXXX
            -6673.59000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD INR
        000000000
        
          
        
        1.00000000
        NC
        
        -863.19000000
        -0.00168213333
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            7327071.84000000
            INR
            95445.59000000
            USD
            2022-04-13
            -863.19000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED IDR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        544.10000000
        0.001060309722
        N/A
        DFE
        
        ID
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            2429455.77000000
            USD
            34901561646.00000000
            IDR
            2022-05-13
            544.10000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PTBOAEUPL2022042846400
        000000000
        
          
        
        -129000.00000000
        OU
        Notional Amount
        
        -1382.25000000
        -0.00269364659
        N/A
        DFE
        
        DE
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            Put
            Written
            
              
                
                  
                    Bank of America N.A.
                    B4TYDEB6GKMZO031MB27
                  
                  
                    Bank of America N.A.
                    B4TYDEB6GKMZO031MB27
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -1382.25000000
                    0.00000000
                    DFE
                    
                    PL
                  
                  -129000.00000000
                  EUR
                  -598560.00000000
                  PLN
                  2022-04-28
                
              
            
            1.00000000
            4.64000000
            EUR
            2022-04-28
            XXXX
            -181.96000000
          
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PTUBSNZUS2022042606950
        000000000
        
          
        
        -615000.00000000
        OU
        Notional Amount
        
        -5187.60000000
        -0.01010928637
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            Put
            Written
            
              
                
                  
                    UBS AG
                    BFM8T61CT2L1QCEMIK50
                  
                  
                    UBS AG
                    BFM8T61CT2L1QCEMIK50
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -5187.60000000
                    -0.01000000
                    DFE
                    
                    US
                  
                  -615000.00000000
                  NZD
                  -427425.00000000
                  USD
                  2022-04-26
                
              
            
            1.00000000
            0.69500000
            NZD
            2022-04-26
            XXXX
            73.39000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED SEK / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        1428.63000000
        0.002784029182
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            90105.16000000
            EUR
            951564.55000000
            SEK
            2022-06-15
            1428.63000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        CTCHAUSCN2022042663905
        000000000
        
          
        
        -142000.00000000
        OU
        Notional Amount
        USD
        -303.45000000
        -0.00059134531
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            Call
            Written
            
              
                
                  
                    JPMorgan Chase Bank N.A.
                    7H6GLXDRUGQFU57RNE97
                  
                  
                    JPMorgan Chase Bank N.A.
                    7H6GLXDRUGQFU57RNE97
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -303.45000000
                    0.00000000
                    DFE
                    
                    CN
                  
                  -142000.00000000
                  USD
                  -907451.00000000
                  CNY
                  2022-04-26
                
              
            
            1.00000000
            6.39050000
            USD
            2022-04-26
            XXXX
            433.81000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        CTMSIUSCN2022042164350
        000000000
        
          
        
        -429000.00000000
        OU
        Notional Amount
        USD
        -311.45000000
        -0.00060693523
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            Call
            Written
            
              
                
                  
                    Morgan Stanley & Co. LLC
                    9R7GPTSO7KV3UQJZQ078
                  
                  
                    Morgan Stanley & Co. LLC
                    9R7GPTSO7KV3UQJZQ078
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -311.45000000
                    0.00000000
                    DFE
                    
                    CN
                  
                  -429000.00000000
                  USD
                  -2760615.00000000
                  CNY
                  2022-04-21
                
              
            
            1.00000000
            6.43500000
            USD
            2022-04-21
            XXXX
            328.19000000
          
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SS006092  CDS USD R F  1.00000 2 CCPCORPORATE / Short: SS006092  CDS USD P V 03MEVENT 1 CCPCORPORATE
        000000000
        
          
        
        330000.00000000
        OU
        Notional Amount
        USD
        7893.30000000
        0.015381993621
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                SAUDI INTERNATIONAL BOND
                SAUDI INTERNATIONAL BOND
                
                  
                
              
            
            Y
            
            sell protection
            2026-12-20
            6841.33000000
            USD
            0.00000000
            USD
            330000.00000000
            USD
            1051.97000000
          
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PTCITGBUS2022042113215
        000000000
        
          
        
        -645000.00000000
        OU
        Notional Amount
        
        -9095.81000000
        -0.01772537359
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            Put
            Written
            
              
                
                  
                    Citibank N.A.
                    E57ODZWZ7FF32TWEFA76
                  
                  
                    Citibank N.A.
                    E57ODZWZ7FF32TWEFA76
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -9095.81000000
                    -0.02000000
                    DFE
                    
                    US
                  
                  -645000.00000000
                  GBP
                  -852367.50000000
                  USD
                  2022-04-21
                
              
            
            1.00000000
            1.32150000
            GBP
            2022-04-21
            XXXX
            -1747.18000000
          
        
        
          N
          N
          N
        
      
      
        CHINA GOVERNMENT BOND
        300300CHN201808MOF68
        China Government Bond
        000000000
        
          
        
        2200000.00000000
        PA
        
        341861.04000000
        0.666198464085
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2050-03-16
          Fixed
          3.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED SEK / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -196.10000000
        -0.00038214801
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            33356.80000000
            EUR
            345212.86000000
            SEK
            2022-04-25
            -196.10000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD MXN
        000000000
        
          
        
        1.00000000
        NC
        
        -25816.63000000
        -0.05030991321
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            10462253.85000000
            MXN
            493002.19000000
            USD
            2022-06-15
            -25816.63000000
          
        
        
          N
          N
          N
        
      
      
        MEX BONOS DESARR FIX RT
        254900EGTWEU67VP6075
        Mexican Bonos
        000000000
        
          
        
        20353700.00000000
        PA
        
        1041379.82000000
        2.029379061779
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2038-11-18
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        Standard Chartered Bank
        000000000
        
          
        
        12570000000.00000000
        PA
        
        909328.46000000
        1.772045224578
        Long
        SN
        CORP
        GB
        N
        
        2
        
          2032-08-19
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SR217331  IRS KRW R F  2.50000 CCPNDF / Short: SR217331  IRS KRW P V 03MKWCDC CCPNDF
        000000000
        
          
        
        878360000.00000000
        OU
        Notional Amount
        
        -11899.19000000
        -0.02318843382
        N/A
        DIR
        
        KR
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2032-06-15
            7597126.00000000
            KRW
            0.00000000
            KRW
            878360000.00000000
            KRW
            -18248.92000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1683.93000000
        0.003281542639
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            467657.08000000
            USD
            2995771.96000000
            CNY
            2022-06-15
            1683.93000000
          
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PTUBSNZUS2022042706955
        000000000
        
          
        
        -619000.00000000
        OU
        Notional Amount
        
        -5511.77000000
        -0.01074100958
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            Put
            Written
            
              
                
                  
                    UBS AG
                    BFM8T61CT2L1QCEMIK50
                  
                  
                    UBS AG
                    BFM8T61CT2L1QCEMIK50
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -5511.77000000
                    -0.01000000
                    DFE
                    
                    US
                  
                  -619000.00000000
                  NZD
                  -430514.50000000
                  USD
                  2022-04-27
                
              
            
            1.00000000
            0.69550000
            NZD
            2022-04-27
            XXXX
            -202.84000000
          
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PTUBSNZUS2022042706835
        000000000
        
          
        
        1238000.00000000
        OU
        Notional Amount
        
        4990.11000000
        0.009724429603
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            Put
            Purchased
            
              
                
                  
                    UBS AG
                    BFM8T61CT2L1QCEMIK50
                  
                  
                    UBS AG
                    BFM8T61CT2L1QCEMIK50
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    4990.11000000
                    0.01000000
                    DFE
                    
                    NZ
                  
                  846173.00000000
                  USD
                  1238000.00000000
                  NZD
                  2022-04-27
                
              
            
            1.00000000
            0.68350000
            NZD
            2022-04-27
            XXXX
            -327.01000000
          
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PTCITUSZA2022042114483
        000000000
        
          
        
        -428000.00000000
        OU
        Notional Amount
        USD
        -3287.04000000
        -0.00640558806
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            Put
            Written
            
              
                
                  
                    Citibank N.A.
                    E57ODZWZ7FF32TWEFA76
                  
                  
                    Citibank N.A.
                    E57ODZWZ7FF32TWEFA76
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -3287.04000000
                    -0.01000000
                    DFE
                    
                    ZA
                  
                  -428000.00000000
                  USD
                  -6198724.00000000
                  ZAR
                  2022-04-21
                
              
            
            1.00000000
            14.48300000
            USD
            2022-04-21
            XXXX
            -873.12000000
          
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SX003089  CDS USD R F  1.00000 2 CCPCDX / Short: SX003089  CDS USD P V 03MEVENT 1 CCPCDX
        000000000
        
          
        
        700000.00000000
        OU
        Notional Amount
        USD
        -235.48000000
        -0.00045888941
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                iTraxx Asia ex-Japan IG S28
                4ABCAMBH8
              
            
            Y
            
            sell protection
            2027-06-20
            0.00000000
            USD
            -2620.66000000
            USD
            700000.00000000
            USD
            2385.18000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED PHP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1534.58000000
        0.002990498241
        N/A
        DFE
        
        PH
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            201276.35000000
            USD
            10556944.44000000
            PHP
            2022-06-08
            1534.58000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BR217420  IRS PLN R V 06MWIBOR 1 CCPVANILLA / Short: BR217420  IRS PLN P F  3.75000 2 CCPVANILLA
        000000000
        
          
        
        2625000.00000000
        OU
        Notional Amount
        
        47993.50000000
        0.093526878599
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2032-06-15
            142448.50000000
            PLN
            0.00000000
            PLN
            2625000.00000000
            PLN
            15053.12000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD TRY
        000000000
        
          
        
        1.00000000
        NC
        
        -1315.80000000
        -0.00256415278
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            688052.63000000
            TRY
            42927.79000000
            USD
            2022-06-15
            -1315.80000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        CTMSIUSIL2022042132675
        000000000
        
          
        
        857000.00000000
        OU
        Notional Amount
        USD
        1090.96000000
        0.002125997968
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            Call
            Purchased
            
              
                
                  
                    Morgan Stanley & Co. LLC
                    9R7GPTSO7KV3UQJZQ078
                  
                  
                    Morgan Stanley & Co. LLC
                    9R7GPTSO7KV3UQJZQ078
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    1090.96000000
                    0.00000000
                    DFE
                    
                    US
                  
                  2800247.50000000
                  ILS
                  857000.00000000
                  USD
                  2022-04-21
                
              
            
            1.00000000
            3.26750000
            USD
            2022-04-21
            XXXX
            -2971.22000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CHF / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -368.59000000
        -0.00071828627
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            371150.01000000
            EUR
            378931.17000000
            CHF
            2022-06-15
            -368.59000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1561.59000000
        0.003043133723
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            173825.57000000
            USD
            1115960.16000000
            CNY
            2022-04-19
            1561.59000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        Long: IR215576  IRS MYR R F  2.00000 2 NDF / Short: IR215576  IRS MYR P V 03MKLIBO 1 NDF
        000000000
        
          
        
        3270000.00000000
        OU
        Notional Amount
        
        -39775.37000000
        -0.07751187559
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2026-06-16
            0.00000000
            MYR
            -15323.60000000
            MYR
            3270000.00000000
            MYR
            -35970.41000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED INR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1431.45000000
        0.002789524630
        N/A
        DFE
        
        IN
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            374298.94000000
            USD
            28519707.58000000
            INR
            2022-04-04
            1431.45000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD KRW
        000000000
        
          
        
        1.00000000
        NC
        
        -237.94000000
        -0.00046368332
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            130550646.00000000
            KRW
            107156.35000000
            USD
            2022-06-15
            -237.94000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        -7810.31000000
        -0.01522026764
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            4809773.27000000
            ZAR
            318138.45000000
            USD
            2022-06-15
            -7810.31000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED MYR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -55753.93000000
        -0.10864994306
        N/A
        DFE
        
        MY
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            5824250.35000000
            USD
            24354102.83000000
            MYR
            2022-04-29
            -55753.93000000
          
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PTUBSNZUS2022042606830
        000000000
        
          
        
        1231000.00000000
        OU
        Notional Amount
        
        4576.27000000
        0.008917962822
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            Put
            Purchased
            
              
                
                  
                    UBS AG
                    BFM8T61CT2L1QCEMIK50
                  
                  
                    UBS AG
                    BFM8T61CT2L1QCEMIK50
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    4576.27000000
                    0.01000000
                    DFE
                    
                    NZ
                  
                  840773.00000000
                  USD
                  1231000.00000000
                  NZD
                  2022-04-26
                
              
            
            1.00000000
            0.68300000
            NZD
            2022-04-26
            XXXX
            -718.99000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -8071.46000000
        -0.01572918123
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            485117.29000000
            EUR
            530187.60000000
            USD
            2022-06-15
            -8071.46000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED BRL / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -906.53000000
        -0.00176659175
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            120767.97000000
            USD
            571371.76000000
            BRL
            2022-04-04
            -906.53000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD BRL
        000000000
        
          
        
        1.00000000
        NC
        
        -10484.67000000
        -0.02043190136
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            2391867.19000000
            BRL
            491277.33000000
            USD
            2022-04-04
            -10484.67000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED TRY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -7611.07000000
        -0.01483200058
        N/A
        DFE
        
        TR
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            189467.18000000
            USD
            3373463.13000000
            TRY
            2023-01-24
            -7611.07000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        PTMSIUSCN2022042163250
        000000000
        
          
        
        -429000.00000000
        OU
        Notional Amount
        USD
        -431.57000000
        -0.00084101795
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            Put
            Written
            
              
                
                  
                    Morgan Stanley & Co. LLC
                    9R7GPTSO7KV3UQJZQ078
                  
                  
                    Morgan Stanley & Co. LLC
                    9R7GPTSO7KV3UQJZQ078
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -431.57000000
                    0.00000000
                    DFE
                    
                    CN
                  
                  -429000.00000000
                  USD
                  -2713425.00000000
                  CNY
                  2022-04-21
                
              
            
            1.00000000
            6.32500000
            USD
            2022-04-21
            XXXX
            225.66000000
          
        
        
          N
          N
          N
        
      
      
        Republic of South Africa
        378900AAFB4F17004C49
        Republic of South Africa Government Bond
        000000000
        
          
        
        18010000.00000000
        PA
        
        1034802.77000000
        2.016562097879
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2048-02-28
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -280.54000000
        -0.00054669966
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            85329.42000000
            EUR
            94130.47000000
            USD
            2022-04-06
            -280.54000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED NOK / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -158.16000000
        -0.00030821280
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            96951.32000000
            EUR
            946105.08000000
            NOK
            2022-06-15
            -158.16000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        473.64000000
        0.000923001464
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            111833.65000000
            USD
            85506.60000000
            GBP
            2022-04-25
            473.64000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED KRW / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1511.38000000
        -0.00294528746
        N/A
        DFE
        
        KR
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            99032.79000000
            USD
            118507588.00000000
            KRW
            2022-04-11
            -1511.38000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED TWD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -689.23000000
        -0.00134313043
        N/A
        DFE
        
        TW
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            95937.20000000
            USD
            2717900.88000000
            TWD
            2022-06-15
            -689.23000000
          
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SS006086  CDS USD R F  1.00000 2 CCPCORPORATE / Short: SS006086  CDS USD P V 03MEVENT 1 CCPCORPORATE
        000000000
        
          
        
        20000.00000000
        OU
        Notional Amount
        USD
        -3461.98000000
        -0.00674650073
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                Republic of Turkey
                Republic of Turkey
                
                  
                  
                
              
            
            Y
            
            sell protection
            2026-12-20
            0.00000000
            USD
            -4168.54000000
            USD
            20000.00000000
            USD
            706.56000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED IDR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -266.02000000
        -0.00051840395
        N/A
        DFE
        
        ID
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            96038.70000000
            USD
            1375562300.10000000
            IDR
            2022-05-13
            -266.02000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD SGD
        000000000
        
          
        
        1.00000000
        NC
        
        -63.62000000
        -0.00012397887
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            127326.90000000
            SGD
            93876.74000000
            USD
            2022-04-06
            -63.62000000
          
        
        
          N
          N
          N
        
      
      
        BENIN INTL GOV BOND
        635400Q11P6AE5A5Y230
        Benin Government International Bond
        000000000
        
          
        
        120000.00000000
        PA
        
        108340.57000000
        0.211127659742
        Long
        DBT
        NUSS
        BJ
        N
        
        2
        
          2035-01-22
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -0.46000000
        -0.00000089642
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            55380.00000000
            USD
            352582.31000000
            CNY
            2022-04-28
            -0.46000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Capital Securities Ltd.
        K9WDOH4D2PYBSLSOB484
        CTBAREUSE2022042710330
        000000000
        
          
        
        -129000.00000000
        OU
        Notional Amount
        
        -1780.97000000
        -0.00347064842
        N/A
        DFE
        
        DE
        N
        
        2
        
          
            
              Barclays Capital Securities Ltd.
              K9WDOH4D2PYBSLSOB484
            
            Call
            Written
            
              
                
                  
                    Barclays Capital Securities Ltd.
                    K9WDOH4D2PYBSLSOB484
                  
                  
                    Barclays Capital Securities Ltd.
                    K9WDOH4D2PYBSLSOB484
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -1780.97000000
                    0.00000000
                    DFE
                    
                    SE
                  
                  -129000.00000000
                  EUR
                  -1332570.00000000
                  SEK
                  2022-04-27
                
              
            
            1.00000000
            10.33000000
            EUR
            2022-04-27
            XXXX
            -350.68000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        807.44000000
        0.001573491053
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            241403.94000000
            USD
            223074.38000000
            CHF
            2022-06-15
            807.44000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -759.32000000
        -0.00147971765
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            88046.15000000
            EUR
            96931.77000000
            USD
            2022-06-15
            -759.32000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -492.33000000
        -0.00095942342
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            85329.42000000
            EUR
            93918.68000000
            USD
            2022-04-06
            -492.33000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -434.84000000
        -0.00084739033
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            87069.38000000
            EUR
            96172.48000000
            USD
            2022-06-15
            -434.84000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CZK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2629.25000000
        0.005123726037
        N/A
        DFE
        
        CZ
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            206657.00000000
            USD
            4660375.74000000
            CZK
            2022-06-15
            2629.25000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        -6212.09000000
        -0.01210575155
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            3933610.04000000
            ZAR
            260360.83000000
            USD
            2022-06-15
            -6212.09000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        -6757.92000000
        -0.01316943259
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            584614.25000000
            NZD
            397875.01000000
            USD
            2022-06-15
            -6757.92000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        10209.23000000
        0.019895140275
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            181486.89000000
            USD
            2803972.45000000
            ZAR
            2022-04-08
            10209.23000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        212.78000000
        0.000414653009
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            154146.42000000
            NZD
            106903.16000000
            USD
            2022-06-15
            212.78000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD CNH
        000000000
        
          
        
        1.00000000
        NC
        
        158.53000000
        0.000308933836
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            290758.11000000
            CNY
            45908.04000000
            USD
            2022-04-01
            158.53000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD KRW
        000000000
        
          
        
        1.00000000
        NC
        
        55.73000000
        0.000108603309
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            127401267.00000000
            KRW
            104895.86000000
            USD
            2022-04-11
            55.73000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -33700.83000000
        -0.06567417329
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            297768.00000000
            USD
            22713445.27000000
            RUB
            2022-05-04
            -33700.83000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED SEK / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -724.70000000
        -0.00141225226
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            88853.29000000
            EUR
            917650.12000000
            SEK
            2022-04-25
            -724.70000000
          
        
        
          N
          N
          N
        
      
      
        TITULOS DE TESORERIA
        549300MHDRBVRF6B9117
        Colombian TES
        000000000
        
          
        
        586900000.00000000
        PA
        
        144746.18000000
        0.282072747448
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2042-05-28
          Fixed
          9.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD HUF
        000000000
        
          
        
        1.00000000
        NC
        
        -25937.27000000
        -0.05054500927
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            186018526.74000000
            HUF
            528208.93000000
            USD
            2022-06-15
            -25937.27000000
          
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SR216872  IRS BRL R F 10.56500 CCPNDFPREDISWAP / Short: SR216872  IRS BRL P V 00MBRCDI CCPNDFPREDISWAP
        000000000
        
          
        
        550000.00000000
        OU
        Notional Amount
        
        -981.70000000
        -0.00191307857
        N/A
        DIR
        
        BR
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2023-01-02
            0.00000000
            BRL
            0.00000000
            BRL
            550000.00000000
            BRL
            -981.70000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD TWD
        000000000
        
          
        
        1.00000000
        NC
        
        3035.86000000
        0.005916103423
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            2722975.69000000
            TWD
            98128.79000000
            USD
            2022-04-15
            3035.86000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD KRW
        000000000
        
          
        
        1.00000000
        NC
        
        1924.49000000
        0.003750331661
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            221069557.00000000
            KRW
            183845.45000000
            USD
            2022-04-11
            1924.49000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        482.94000000
        0.000941124751
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            42758.10000000
            USD
            633880.28000000
            ZAR
            2022-04-25
            482.94000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SR217264  IRS CZK R F  3.60000 2 CCPVANILLA / Short: SR217264  IRS CZK P V 06MPRIBO 1 CCPVANILLA
        000000000
        
          
        
        8250000.00000000
        OU
        Notional Amount
        
        -10256.62000000
        -0.01998749108
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2031-01-19
            0.00000000
            CZK
            -122372.00000000
            CZK
            8250000.00000000
            CZK
            -4768.17000000
          
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        000000000
        
          
        
        100000.00000000
        PA
        
        45356.24000000
        0.088387543151
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2030-01-27
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Bank PLC
        MP6I5ZYZBEU3UXPYFY54
        CTHSBUSSG2022040413620
        000000000
        
          
        
        1863794.63000000
        OU
        Notional Amount
        USD
        307.53000000
        0.000599296175
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              HSBC Bank PLC
              MP6I5ZYZBEU3UXPYFY54
            
            Call
            Purchased
            
              
                
                  
                    HSBC Bank PLC
                    MP6I5ZYZBEU3UXPYFY54
                  
                  
                    HSBC Bank PLC
                    MP6I5ZYZBEU3UXPYFY54
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    307.53000000
                    0.00000000
                    DFE
                    
                    US
                  
                  2538488.29000000
                  SGD
                  1863794.63000000
                  USD
                  2022-04-04
                
              
            
            1.00000000
            1.36200000
            USD
            2022-04-04
            XXXX
            -4007.15000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -17.73000000
        -0.00003455116
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            42758.10000000
            USD
            626540.85000000
            ZAR
            2022-04-25
            -17.73000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        5402.06000000
        0.010527213264
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            24957478.00000000
            JPY
            210832.25000000
            USD
            2022-06-15
            5402.06000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BR217575  IRS COP R V 03MCPIBR CCPNDFOIS / Short: BR217575  IRS COP P F  8.65000 CCPNDFOIS
        000000000
        
          
        
        8279280000.00000000
        OU
        Notional Amount
        
        -1699.96000000
        -0.00331278095
        N/A
        DIR
        
        CO
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2024-06-15
            0.00000000
            COP
            -441036.31000000
            COP
            8279280000.00000000
            COP
            -1574.32000000
          
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        CTCITUSZA2022042115315
        000000000
        
          
        
        428000.00000000
        OU
        Notional Amount
        USD
        1129.49000000
        0.002201082940
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            Call
            Purchased
            
              
                
                  
                    Citibank N.A.
                    E57ODZWZ7FF32TWEFA76
                  
                  
                    Citibank N.A.
                    E57ODZWZ7FF32TWEFA76
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    1129.49000000
                    0.00000000
                    DFE
                    
                    US
                  
                  6554820.00000000
                  ZAR
                  428000.00000000
                  USD
                  2022-04-21
                
              
            
            1.00000000
            15.31500000
            USD
            2022-04-21
            XXXX
            -1753.09000000
          
        
        
          N
          N
          N
        
      
      
        IVORY COAST
        254900ICW11T82O6H590
        Ivory Coast Government International Bond
        000000000
        
          
        
        160000.00000000
        PA
        
        163315.65000000
        0.318259826247
        Long
        DBT
        NUSS
        CI
        N
        
        2
        
          2030-03-22
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BR216983  IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR216983  IRS EUR P F   .25000 2 CCPVANILLA
        000000000
        
          
        
        100000.00000000
        OU
        Notional Amount
        
        9870.76000000
        0.019235550068
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2032-03-16
            7670.29000000
            EUR
            0.00000000
            EUR
            100000.00000000
            EUR
            1469.81000000
          
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        CTCITEUSE2022042110384
        000000000
        
          
        
        -128000.00000000
        OU
        Notional Amount
        
        -1225.55000000
        -0.00238827895
        N/A
        DFE
        
        DE
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            Call
            Written
            
              
                
                  
                    Citibank N.A.
                    E57ODZWZ7FF32TWEFA76
                  
                  
                    Citibank N.A.
                    E57ODZWZ7FF32TWEFA76
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -1225.55000000
                    0.00000000
                    DFE
                    
                    SE
                  
                  -128000.00000000
                  EUR
                  -1329152.00000000
                  SEK
                  2022-04-21
                
              
            
            1.00000000
            10.38400000
            EUR
            2022-04-21
            XXXX
            188.47000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CLP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2681.86000000
        0.005226249276
        N/A
        DFE
        
        CL
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            104806.73000000
            USD
            84986418.00000000
            CLP
            2022-04-27
            2681.86000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -509.36000000
        -0.00099261047
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            97855.75000000
            EUR
            108065.92000000
            USD
            2022-06-15
            -509.36000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        986.25000000
        0.001921945347
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            107901.19000000
            USD
            136151.99000000
            CAD
            2022-06-15
            986.25000000
          
        
        
          N
          N
          N
        
      
      
        TITULOS DE TESORERIA
        549300MHDRBVRF6B9117
        Colombian TES
        000000000
        
          
        
        1359500000.00000000
        PA
        
        303614.36000000
        0.591665608653
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2031-03-26
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BR216977  IRS EUR R V 06MEURIB CCPVANILLA / Short: BR216977  IRS EUR P F   .00000 CCPVANILLA
        000000000
        
          
        
        420000.00000000
        OU
        Notional Amount
        
        9098.89000000
        0.017731375715
        N/A
        DIR
        
        ER
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2024-03-16
            1766.44000000
            EUR
            0.00000000
            EUR
            420000.00000000
            EUR
            7098.52000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SR217604  IRS MXN R F  8.40000 2 CCPVANILLA / Short: SR217604  IRS MXN P V 01MTIIE 1 CCPVANILLA
        000000000
        
          
        
        14740000.00000000
        OU
        Notional Amount
        
        9657.18000000
        0.018819338066
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2032-06-02
            0.00000000
            MXN
            -37967.66000000
            MXN
            14740000.00000000
            MXN
            20643.93000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SR217251  IRS CZK R F  4.35000 2 CCPVANILLA / Short: SR217251  IRS CZK P V 06MPRIBO 1 CCPVANILLA
        000000000
        
          
        
        5775000.00000000
        OU
        Notional Amount
        
        -4356.86000000
        -0.00849038966
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2025-01-07
            9984.05000000
            CZK
            0.00000000
            CZK
            5775000.00000000
            CZK
            -4815.80000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED KRW / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2180.11000000
        0.004248468715
        N/A
        DFE
        
        KR
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            189851.59000000
            USD
            233356082.00000000
            KRW
            2022-04-11
            2180.11000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD INR
        000000000
        
          
        
        1.00000000
        NC
        
        5272.54000000
        0.010274812391
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            23794971.18000000
            INR
            318039.33000000
            USD
            2022-04-13
            5272.54000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -655.37000000
        -0.00127714608
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            339817.98000000
            GBP
            445618.95000000
            USD
            2022-06-15
            -655.37000000
          
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        Long: IR217112  IRS MYR R F  3.25000 2 NDF / Short: IR217112  IRS MYR P V 03MKLIBO 1 NDF
        000000000
        
          
        
        1460000.00000000
        OU
        Notional Amount
        
        -14078.50000000
        -0.02743534354
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2031-12-15
            0.00000000
            MYR
            -20972.69000000
            MYR
            1460000.00000000
            MYR
            -9062.45000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD TRY
        000000000
        
          
        
        1.00000000
        NC
        
        24517.73000000
        0.047778694140
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            3656122.51000000
            TRY
            221611.39000000
            USD
            2023-01-24
            24517.73000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        795.25000000
        0.001549735906
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            93615.76000000
            USD
            85329.42000000
            EUR
            2022-04-06
            795.25000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD BRL
        000000000
        
          
        
        1.00000000
        NC
        
        5297.43000000
        0.010323316542
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            9440785.42000000
            BRL
            1969956.37000000
            USD
            2022-05-03
            5297.43000000
          
        
        
          N
          N
          N
        
      
    
    
      
      
      
      
    
    
      2022-04-28
      GOLDMAN SACHS TRUST
      Peter Fortner
      Peter Fortner
      Vice President

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