Form NPORT-P GOLDMAN SACHS TRUST For: Mar 31

May 25, 2022 12:37 PM EDT

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      GOLDMAN SACHS TRUST
      811-05349
      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
      N
    
    
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      2402034.64
      51315194.86
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      0.00000000
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      0.00000000
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      0.00000000
      0.00000000
      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
          
          
        
        
          NZD
          
          
        
        
          PEN
          
          
        
        
          PHP
          
          
        
        
          PLN
          
          
        
        
          RON
          
          
        
        
          RUB
          
          
        
        
          SEK
          
          
        
        
          SGD
          
          
        
        
          THB
          
          
        
        
          TRY
          
          
        
        
          TWD
          
          
        
        
          USD
          
          
        
        
          ZAR
          
          
        
      
      
      
      N
      
        
          
          
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
    
    
      
        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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