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Form NPORT-P GOLDMAN SACHS TRUST For: Mar 31

May 25, 2022 12:37 PM EDT

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    NPORT-P
    false
    
      
      
        
          0000822977
          XXXXXXXX
        
      
      
      
      
        S000009301
        C000025381
        C000037783
        C000161284
        C000090759
        C000202032
        C000025382
      
      
      
    
  
  
    
      GOLDMAN SACHS TRUST
      811-05349
      0000822977
      S2FHCT8U6D2VORP0J605
      71  SOUTH WACKER DRIVE
      C/O GOLDMAN SACHS & CO
      CHICAGO
      
      60606
      312-655-4400
      Goldman Sachs Emerging Markets Debt Fund
      S000009301
      XC6LIVZDLLKYZ7FKO621
      2022-03-31
      2022-03-31
      N
    
    
      1043439435.98
      20254295.94
      1023185140.04
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      40718110.32000000
      
        
          AED
          
          
        
        
          ARS
          
          
        
        
          AUD
          
          
        
        
          BRL
          
          
        
        
          CAD
          
          
        
        
          CHF
          
          
        
        
          CLP
          
          
        
        
          CNY
          
          
        
        
          COP
          
          
        
        
          CZK
          
          
        
        
          DOP
          
          
        
        
          EUR
          
          
        
        
          GBP
          
          
        
        
          HKD
          
          
        
        
          HUF
          
          
        
        
          IDR
          
          
        
        
          ILS
          
          
        
        
          INR
          
          
        
        
          JPY
          
          
        
        
          KRW
          
          
        
        
          MXN
          
          
        
        
          MYR
          
          
        
        
          NOK
          
          
        
        
          NZD
          
          
        
        
          PLN
          
          
        
        
          RUB
          
          
        
        
          SEK
          
          
        
        
          SGD
          
          
        
        
          TRY
          
          
        
        
          TWD
          
          
        
        
          USD
          
          
        
        
          ZAR
          
          
        
      
      
      
      N
      
        
          
          
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
    
    
      
        ARAB REPUBLIC OF EGYPT
        529900GFIVH4086NMH82
        Egypt Government International Bond
        000000000
        
          
        
        1450000.00000000
        PA
        USD
        1428250.00000000
        0.139588618335
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2027-01-31
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IHS HOLDING LTD
        213800CLGMKL63VKTD94
        IHS Holding Ltd
        44963HAA3
        
          
        
        480000.00000000
        PA
        USD
        452400.00000000
        0.044214872000
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-11-29
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MONGOLIA INTL BOND
        N/A
        Mongolia Government International Bond
        60937LAF2
        
          
        
        1030000.00000000
        PA
        USD
        937300.00000000
        0.091606099748
        Long
        DBT
        NUSS
        MN
        N
        
        2
        
          2027-07-07
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AFRICAN EXPORT-IMPORT BA
        21380068LJCDYA42GJ76
        African Export-Import Bank/The
        00831TAC5
        
          
        
        2920000.00000000
        PA
        USD
        2693320.40000000
        0.263229037893
        Long
        DBT
        NUSS
        XX
        N
        
        2
        
          2031-05-17
          Fixed
          3.79800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS DE VENEZUELA S
        549300YWR8TN1OFD4P06
        Petroleos de Venezuela SA
        000000000
        
          
        
        1650000.00000000
        PA
        USD
        111375.00000000
        0.010885126810
        Long
        DBT
        CORP
        VE
        N
        
        2
        
          2027-04-12
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIFIN FINANCIERA SA DE
        5493007GRMPGDJG93Z17
        Unifin Financiera SAB de CV
        000000000
        
          
        
        200000.00000000
        PA
        USD
        112100.00000000
        0.010955983977
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2028-01-27
          Fixed
          8.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QCK6
        
          
        
        760000.00000000
        PA
        USD
        718580.00000000
        0.070229714240
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2028-02-12
          Fixed
          5.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        Long: CS005850  CDS USD R F  5.00000 2 CORPORATE / Short: CS005850  CDS USD P V 03MEVENT 1 CORPORATE
        000000000
        
          
        
        3820000.00000000
        OU
        Notional Amount
        USD
        -1959437.68000000
        -0.19150372726
        N/A
        DCR
        
        DE
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            
              
                UKRAINE GOVERNMENT
                UKRAINE GOVERNMENT
                
                  
                
              
            
            Y
            
            sell protection
            2023-12-20
            0.00000000
            USD
            -115544.49000000
            USD
            3820000.00000000
            USD
            -1843893.19000000
          
        
        
          N
          N
          N
        
      
      
        HUARONG FINANCE 2017 CO
        5493006V07LYI3HE6G83
        Huarong Finance 2017 Co Ltd
        000000000
        
          
        
        290000.00000000
        PA
        USD
        276225.00000000
        0.026996580500
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2027-11-07
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DP WORLD SALAAM
        549300SUYBT9X88E9435
        DP World Salaam
        000000000
        
          
        
        6150000.00000000
        PA
        USD
        6363328.13000000
        0.621913657752
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-10-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QDB5
        
          
        
        2500000.00000000
        PA
        USD
        2532250.00000000
        0.247486979717
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2027-01-23
          Fixed
          6.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Gabon
        N/A
        Gabon Government International Bond
        000000000
        
          
        
        1254118.00000000
        PA
        USD
        1252785.50000000
        0.122439766858
        Long
        DBT
        NUSS
        GA
        N
        
        2
        
          2024-12-12
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Colombia
        549300MHDRBVRF6B9117
        Colombia Government International Bond
        195325CU7
        
          
        
        1570000.00000000
        PA
        USD
        1323019.38000000
        0.129304006501
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2045-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PANAMA NOTAS DEL TESORO
        549300SHS4T08CL0LP14
        Panama Notas del Tesoro
        000000000
        
          
        
        2560000.00000000
        PA
        USD
        2587680.00000000
        0.252904376611
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2026-04-17
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -331843.82000000
        -0.03243243153
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            6598112.34000000
            USD
            761281756.00000000
            JPY
            2022-06-15
            -331843.82000000
          
        
        
          N
          N
          N
        
      
      
        Republic of Ghana
        213800PP4399SNNXZ126
        Ghana Government International Bond
        000000000
        
          
        
        440000.00000000
        PA
        USD
        305800.00000000
        0.029887064230
        Long
        DBT
        NUSS
        GH
        N
        
        2
        
          2051-03-26
          Fixed
          8.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF COLOMBIA
        549300MHDRBVRF6B9117
        Colombia Government International Bond
        195325DT9
        
          
        
        7530000.00000000
        PA
        USD
        5684208.75000000
        0.555540588654
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2051-05-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        11303.58000000
        0.001104744347
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1107851.54000000
            USD
            1011528.72000000
            EUR
            2022-04-05
            11303.58000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF BELARUS
        635400CVCOWYLHF4ZB08
        Republic of Belarus International Bond
        07737JAD5
        
          
        
        1580000.00000000
        PA
        USD
        237000.00000000
        0.023162963448
        Long
        DBT
        NUSS
        BY
        N
        
        2
        
          2031-02-24
          Fixed
          6.37800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR NOTE (CBT)JUN22
        000000000
        
          
        
        538.00000000
        NC
        USD
        -1309264.11000000
        -0.12795964862
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CBOT 10 Year US Treasury Note
                TYM2 COMDTY
              
            
            2022-06-21
            67323545.36000000
            USD
            -1309264.11000000
          
        
        
          N
          N
          N
        
      
      
        Lebanese Republic
        529900QPC4K9S1KHL354
        Lebanon Government International Bond
        000000000
        
          
        
        3663000.00000000
        PA
        USD
        431089.31000000
        0.042132092534
        Long
        DBT
        NUSS
        LB
        N
        
        2
        
          2027-11-29
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Qatar
        52990074F6OJOAXK4P65
        Qatar Government International Bond
        74727PAY7
        
          
        
        10470000.00000000
        PA
        USD
        12799575.00000000
        1.250953957316
        Long
        DBT
        NUSS
        QA
        N
        
        2
        
          2048-04-23
          Fixed
          5.10300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHINA AOYUAN GROUP LTD
        549300YSOKQO5QD6MP25
        China Aoyuan Group Ltd
        000000000
        
          
        
        370000.00000000
        PA
        USD
        59200.00000000
        0.005785854161
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-08-18
          Fixed
          5.98000000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        MEITUAN
        21380033K525E5JLIA77
        Meituan
        000000000
        
          
        
        310000.00000000
        PA
        USD
        249085.00000000
        0.024344079116
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2030-10-28
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        CTJPMUSCN202204136420
        000000000
        
          
        
        3999000.00000000
        OU
        Notional Amount
        USD
        1791.55000000
        0.000175095388
        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
                    1791.55000000
                    0.00000000
                    DFE
                    
                    US
                  
                  25673580.00000000
                  CNY
                  3999000.00000000
                  USD
                  2022-04-13
                
              
            
            1.00000000
            6.42000000
            USD
            2022-04-13
            XXXX
            -19327.17000000
          
        
        
          N
          N
          N
        
      
      
        HUARONG FINANCE II
        549300BHVD63HE2GHX17
        Huarong Finance II Co Ltd
        000000000
        
          
        
        1490000.00000000
        PA
        USD
        1460200.00000000
        0.142711220370
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2026-06-03
          Fixed
          4.62500000
          N
          N
          N
        
        
          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
        
          
        
        1700000.00000000
        OU
        Notional Amount
        USD
        -86260.21000000
        -0.00843055734
        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
            -94428.37000000
            USD
            1700000.00000000
            USD
            8168.16000000
          
        
        
          N
          N
          N
        
      
      
        YAPI VE KREDI BANKASI AS
        B85ZYWEZ5IZCZ2WNIO12
        Yapi ve Kredi Bankasi AS
        000000000
        
          
        
        2650000.00000000
        PA
        USD
        2837653.13000000
        0.277335256245
        Long
        DBT
        CORP
        TR
        N
        
        2
        
          2024-01-15
          Fixed
          13.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF CHILE
        549300FLZTJM5YJF8D34
        Chile Government International Bond
        168863DW5
        
          
        
        2960000.00000000
        PA
        USD
        2917080.00000000
        0.285097963784
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2052-01-31
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED SEK / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        4016.34000000
        0.000392533065
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            915169.66000000
            EUR
            9566268.46000000
            SEK
            2022-06-15
            4016.34000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -2561.33000000
        -0.00025032908
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            18050578.69000000
            SEK
            1731354.12000000
            EUR
            2022-06-15
            -2561.33000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARGENTINA
        549300KPBYGYF7HCHO27
        Argentine Republic Government International Bond
        040114HU7
        
          
        
        840000.00000000
        PA
        USD
        317100.00000000
        0.030991458690
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2038-01-09
          Variable
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD ILS
        000000000
        
          
        
        1.00000000
        NC
        
        -6450.02000000
        -0.00063038640
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1431732.12000000
            ILS
            442336.33000000
            USD
            2022-04-18
            -6450.02000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        CTJPMUSCN2022041364850
        000000000
        
          
        
        -3999000.00000000
        OU
        Notional Amount
        USD
        -323.92000000
        -0.00003165800
        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
                    -323.92000000
                    0.00000000
                    DFE
                    
                    CN
                  
                  -3999000.00000000
                  USD
                  -25933515.00000000
                  CNY
                  2022-04-13
                
              
            
            1.00000000
            6.48500000
            USD
            2022-04-13
            XXXX
            7598.10000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PTCHAUSCN2022042663905
        000000000
        
          
        
        -1320000.00000000
        OU
        Notional Amount
        USD
        -8380.68000000
        -0.00081907757
        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
                    -8380.68000000
                    0.00000000
                    DFE
                    
                    CN
                  
                  -1320000.00000000
                  USD
                  -8435460.00000000
                  CNY
                  2022-04-26
                
              
            
            1.00000000
            6.39050000
            USD
            2022-04-26
            XXXX
            -3074.28000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CLP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        9381.35000000
        0.000916877076
        N/A
        DFE
        
        CL
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            606405.08000000
            USD
            486874755.00000000
            CLP
            2022-04-27
            9381.35000000
          
        
        
          N
          N
          N
        
      
      
        The Federal Republic of Nigeria
        549300GSBZD84TNEQ285
        Nigeria Government International Bond
        000000000
        
          
        
        2610000.00000000
        PA
        USD
        2163037.50000000
        0.211402356753
        Long
        DBT
        NUSS
        NG
        N
        
        2
        
          2047-11-28
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABU DHABI CRUDE OIL
        549300DONDFW2383FV66
        Abu Dhabi Crude Oil Pipeline LLC
        00401MAB2
        
          
        
        6590000.00000000
        PA
        USD
        6966041.88000000
        0.680819297251
        Long
        DBT
        CORP
        AE
        N
        
        2
        
          2047-11-02
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD SGD
        000000000
        
          
        
        1.00000000
        NC
        
        -36944.14000000
        -0.00361069942
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            11179002.46000000
            SGD
            8210798.72000000
            USD
            2022-04-06
            -36944.14000000
          
        
        
          N
          N
          N
        
      
      
        The Federal Republic of Nigeria
        549300GSBZD84TNEQ285
        Nigeria Government International Bond
        000000000
        
          
        
        610000.00000000
        PA
        USD
        613355.00000000
        0.059945651671
        Long
        DBT
        NUSS
        NG
        N
        
        2
        
          2031-01-21
          Fixed
          8.74700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF COLOMBIA
        549300MHDRBVRF6B9117
        Colombia Government International Bond
        195325DS1
        
          
        
        9340000.00000000
        PA
        USD
        7902807.50000000
        0.772373169892
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2031-04-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED SEK / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        12837.61000000
        0.001254671270
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            914479.36000000
            EUR
            9641858.86000000
            SEK
            2022-06-15
            12837.61000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SRI LANKA
        254900HXCCIOHM74FA02
        Sri Lanka Government International Bond
        000000000
        
          
        
        2290000.00000000
        PA
        USD
        1133801.90000000
        0.110811020961
        Long
        DBT
        NUSS
        LK
        N
        
        2
        
          2025-11-03
          Fixed
          6.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD TRY
        000000000
        
          
        
        1.00000000
        NC
        
        2034125.60000000
        0.198803278155
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            51788866.50000000
            TRY
            5367000.00000000
            USD
            2022-06-14
            2034125.60000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SERBIA
        254900W94OCY91V32O78
        Serbia International Bond
        000000000
        
          
        
        1630000.00000000
        PA
        
        1516931.15000000
        0.148255783888
        Long
        DBT
        NUSS
        RS
        N
        
        2
        
          2028-09-23
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IHS HOLDING LTD
        213800CLGMKL63VKTD94
        IHS Holding Ltd
        44963HAB1
        
          
        
        400000.00000000
        PA
        USD
        373000.00000000
        0.036454790575
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2028-11-29
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETRONAS CAPITAL LTD
        549300G7YFX3540OYR85
        Petronas Capital Ltd
        716743AS8
        
          
        
        1040000.00000000
        PA
        USD
        1208396.80000000
        0.118101480632
        Long
        DBT
        CORP
        MY
        N
        
        2
        
          2060-04-21
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUNAC CHINA HOLDINGS LTD
        549300OLARYHDXP3WK18
        Sunac China Holdings Ltd
        000000000
        
          
        
        810000.00000000
        PA
        USD
        218700.00000000
        0.021374430827
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2023-07-09
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUTORIDAD CANAL DE PANAM
        549300W1ISP1PW2J2P64
        Autoridad del Canal de Panama
        05330GAA2
        
          
        
        380000.00000000
        PA
        USD
        425433.75000000
        0.041579351903
        Long
        DBT
        CORP
        PA
        N
        
        2
        
          2035-07-29
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF CHILE
        549300FLZTJM5YJF8D34
        Chile Government International Bond
        168863DQ8
        
          
        
        2180000.00000000
        PA
        USD
        1792777.50000000
        0.175215357401
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2061-01-22
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADANI PORTS AND SPECIAL
        335800QOAXP5TM7OYP69
        Adani Ports & Special Economic Zone Ltd
        000000000
        
          
        
        790000.00000000
        PA
        USD
        773854.38000000
        0.075631901766
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2027-08-04
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Guatemala
        529900QKDFFU9UWW5315
        Guatemala Government Bond
        000000000
        
          
        
        350000.00000000
        PA
        USD
        352253.13000000
        0.034427115505
        Long
        DBT
        NUSS
        GT
        N
        
        2
        
          2027-06-05
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        CTBOAUSCN2022042064440
        000000000
        
          
        
        -4063000.00000000
        OU
        Notional Amount
        USD
        -2198.08000000
        -0.00021482720
        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
                    -2198.08000000
                    0.00000000
                    DFE
                    
                    CN
                  
                  -4063000.00000000
                  USD
                  -26181972.00000000
                  CNY
                  2022-04-20
                
              
            
            1.00000000
            6.44400000
            USD
            2022-04-20
            XXXX
            4249.90000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED IDR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        5136.55000000
        0.000502015695
        N/A
        DFE
        
        ID
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1001558.14000000
            USD
            14476521355.56000000
            IDR
            2022-06-15
            5136.55000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF GHANA
        213800PP4399SNNXZ126
        Ghana Government International Bond
        000000000
        
          
        
        1930000.00000000
        PA
        USD
        1399250.00000000
        0.136754331669
        Long
        DBT
        NUSS
        GH
        N
        
        2
        
          2029-04-07
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        113057.08000000
        0.011049523255
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            4397065.86000000
            USD
            5639421.64000000
            CAD
            2022-06-15
            113057.08000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        N/A
        4840.92000000
        0.000473122586
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            931132.42000000
            CHF
            915558.77000000
            EUR
            2022-06-15
            4840.92000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        16262.50000000
        0.001589399548
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1810230.36000000
            USD
            11621678.91000000
            CNY
            2022-04-19
            16262.50000000
          
        
        
          N
          N
          N
        
      
      
        Lebanese Republic
        529900QPC4K9S1KHL354
        Lebanon Government International Bond
        000000000
        
          
        
        6874000.00000000
        PA
        USD
        802539.50000000
        0.078435413943
        Long
        DBT
        NUSS
        LB
        N
        
        2
        
          2030-02-26
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        YUZHOU GROUP
        213800MP59KHGJSPHE82
        Yuzhou Group Holdings Co Ltd
        000000000
        
          
        
        410000.00000000
        PA
        USD
        28700.00000000
        0.002804966459
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2022-09-29
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDOFOOD CBP SUKSES MAKM
        254900YKZW9GRKZZN285
        Indofood CBP Sukses Makmur Tbk PT
        000000000
        
          
        
        510000.00000000
        PA
        USD
        456506.10000000
        0.044616177672
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2031-06-09
          Fixed
          3.39800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PT PERTAMINA (PERSERO)
        254900NDAKGNZ2IBBL45
        Pertamina Persero PT
        000000000
        
          
        
        1030000.00000000
        PA
        USD
        1199342.30000000
        0.117216547921
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2041-05-27
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD ILS
        000000000
        
          
        
        1.00000000
        NC
        
        -13064.81000000
        -0.00127687644
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            3526041.82000000
            ILS
            1092347.10000000
            USD
            2022-04-26
            -13064.81000000
          
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        25714PEF1
        
          
        
        150000.00000000
        PA
        USD
        135918.75000000
        0.013283886237
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2032-09-23
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Azerbaijan
        549300P74FF45UQVU281
        Republic of Azerbaijan International Bond
        000000000
        
          
        
        2914000.00000000
        PA
        USD
        2958256.38000000
        0.289122297054
        Long
        DBT
        NUSS
        AZ
        N
        
        2
        
          2024-03-18
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Samarco Mineracao SA
        529900U8HKV15GJC4O60
        Samarco Mineracao SA
        000000000
        
          
        
        995000.00000000
        PA
        USD
        645381.88000000
        0.063075767497
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2022-11-01
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominican Republic
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        000000000
        
          
        
        450000.00000000
        PA
        USD
        474750.00000000
        0.046399227414
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2026-01-29
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -4400.77000000
        -0.00043010495
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            905664.96000000
            EUR
            1000474.50000000
            USD
            2022-06-15
            -4400.77000000
          
        
        
          N
          N
          N
        
      
      
        PETROLEOS DE VENEZUELA S
        549300YWR8TN1OFD4P06
        Petroleos de Venezuela SA
        000000000
        
          
        
        2180000.00000000
        PA
        USD
        147150.00000000
        0.014381561483
        Long
        DBT
        CORP
        VE
        N
        
        2
        
          2037-04-12
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED INR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -14158.62000000
        -0.00138377889
        N/A
        DFE
        
        IN
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1172169.70000000
            USD
            88100274.65000000
            INR
            2022-04-13
            -14158.62000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD INR
        000000000
        
          
        
        1.00000000
        NC
        
        -10233.71000000
        -0.00100018164
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            86867343.89000000
            INR
            1131571.43000000
            USD
            2022-04-13
            -10233.71000000
          
        
        
          N
          N
          N
        
      
      
        HUARONG FINANCE 2019
        549300M6T6OW4AGYHK10
        Huarong Finance 2019 Co Ltd
        000000000
        
          
        
        270000.00000000
        PA
        USD
        259875.00000000
        0.025398629224
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2024-11-13
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GREENKO POWER II LTD
        254900YYA4B6O2O4JM12
        Greenko Power II Ltd
        39530MAA6
        
          
        
        860000.00000000
        PA
        USD
        809733.00000000
        0.079138463638
        Long
        DBT
        CORP
        MU
        
        N
        
        2
        
          2028-12-13
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        26467.48000000
        0.002586773298
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1932506.14000000
            USD
            28717041.24000000
            ZAR
            2022-04-25
            26467.48000000
          
        
        
          N
          N
          N
        
      
      
        Embotelladora Andina SA
        254900NNPKP1J9XTSA53
        Embotelladora Andina SA
        29081PAE5
        
          
        
        506000.00000000
        PA
        USD
        520642.38000000
        0.050884474336
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2023-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF CHILE
        549300FLZTJM5YJF8D34
        Chile Government International Bond
        168863DV7
        
          
        
        5310000.00000000
        PA
        USD
        5262210.00000000
        0.514296953119
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2034-01-31
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        609.35000000
        0.000059554226
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            606334.70000000
            USD
            5695483.74000000
            SEK
            2022-06-15
            609.35000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED KRW / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -17785.48000000
        -0.00173824651
        N/A
        DFE
        
        KR
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1165385.89000000
            USD
            1394559025.00000000
            KRW
            2022-04-11
            -17785.48000000
          
        
        
          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
        
          
        
        29630000.00000000
        OU
        Notional Amount
        
        79112.14000000
        0.007731947709
        N/A
        DIR
        
        BR
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2025-01-02
            40904.03000000
            BRL
            0.00000000
            BRL
            29630000.00000000
            BRL
            70668.01000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF BELARUS
        635400CVCOWYLHF4ZB08
        Republic of Belarus International Bond
        07737JAE3
        
          
        
        1400000.00000000
        PA
        USD
        210000.00000000
        0.020524144827
        Long
        DBT
        NUSS
        BY
        N
        
        2
        
          2026-02-24
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PERU
        254900STKLK2DBJJZ530
        Peruvian Government International Bond
        715638DR0
        
          
        
        5190000.00000000
        PA
        USD
        3951860.63000000
        0.386231237666
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2121-07-28
          Fixed
          3.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OMAN GOV INTERNTL BOND
        549300SZ20F0QTKNQC75
        Oman Government International Bond
        682051AJ6
        
          
        
        4250000.00000000
        PA
        USD
        4234062.50000000
        0.413811961717
        Long
        DBT
        NUSS
        OM
        N
        
        2
        
          2048-01-17
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        CTCITEUPL2022042147230
        000000000
        
          
        
        -1207000.00000000
        OU
        Notional Amount
        
        -9537.64000000
        -0.00093215192
        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
                    -9537.64000000
                    0.00000000
                    DFE
                    
                    PL
                  
                  -1207000.00000000
                  EUR
                  -5700661.00000000
                  PLN
                  2022-04-21
                
              
            
            1.00000000
            4.72300000
            EUR
            2022-04-21
            XXXX
            6155.59000000
          
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        000000000
        
          
        
        970000.00000000
        PA
        
        439955.53000000
        0.042998623883
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2030-01-27
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED SEK / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -6861.96000000
        -0.00067064695
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            841329.59000000
            EUR
            8688999.61000000
            SEK
            2022-04-25
            -6861.96000000
          
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QDD1
        
          
        
        3343000.00000000
        PA
        USD
        2908410.00000000
        0.284250609805
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2050-01-23
          Fixed
          7.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINGDOM OF JORDAN
        5493000JZ4MYPVMBVN50
        Jordan Government International Bond
        418097AL5
        
          
        
        3000000.00000000
        PA
        USD
        2782125.00000000
        0.271908268711
        Long
        DBT
        NUSS
        JO
        N
        
        2
        
          2030-07-07
          Fixed
          5.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUNAC CHINA HOLDINGS LTD
        549300OLARYHDXP3WK18
        Sunac China Holdings Ltd
        000000000
        
          
        
        600000.00000000
        PA
        USD
        147000.00000000
        0.014366901379
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-08-03
          Fixed
          6.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED TWD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -7157.92000000
        -0.00069957231
        N/A
        DFE
        
        TW
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            996347.85000000
            USD
            28226534.59000000
            TWD
            2022-06-15
            -7157.92000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED TRY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -873282.75000000
        -0.08534943636
        N/A
        DFE
        
        TR
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            2684000.00000000
            USD
            28136372.00000000
            TRY
            2022-06-14
            -873282.75000000
          
        
        
          N
          N
          N
        
      
      
        MEXICO CITY ARPT TRUST
        N/A
        Mexico City Airport Trust
        59284MAA2
        
          
        
        1180000.00000000
        PA
        USD
        1165250.00000000
        0.113884570289
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2026-10-31
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominican Republic
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        25714PDW5
        
          
        
        6780000.00000000
        PA
        USD
        6452865.00000000
        0.630664456263
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2048-02-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        77586RAK6
        
          
        
        1520000.00000000
        PA
        USD
        1474400.00000000
        0.144099043496
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2027-02-27
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF NIGERIA
        549300GSBZD84TNEQ285
        Nigeria Government International Bond
        000000000
        
          
        
        1790000.00000000
        PA
        USD
        1625320.00000000
        0.158849062246
        Long
        DBT
        NUSS
        NG
        N
        
        2
        
          2033-09-28
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUARONG FINANCE 2017 CO
        5493006V07LYI3HE6G83
        Huarong Finance 2017 Co Ltd
        000000000
        
          
        
        1530000.00000000
        PA
        USD
        1499400.00000000
        0.146542394071
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2027-04-27
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED SGD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1990.69000000
        0.000194558142
        N/A
        DFE
        
        SG
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            490706.53000000
            USD
            667802.52000000
            SGD
            2022-04-06
            1990.69000000
          
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SS005903  CDS USD R F  1.00000 2 CCPCORPORATE / Short: SS005903  CDS USD P V 03MEVENT 1 CCPCORPORATE
        000000000
        
          
        
        12630000.00000000
        OU
        Notional Amount
        USD
        225768.83000000
        0.022065296021
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                REPUBLIC OF CHILE
                REPUBLIC OF CHILE
                
                  
                  
                
              
            
            Y
            
            sell protection
            2024-12-20
            173375.53000000
            USD
            0.00000000
            USD
            12630000.00000000
            USD
            52393.30000000
          
        
        
          N
          N
          N
        
      
      
        BANCO MERCANTIL DE NORTE
        549300QTVYRPFHS0J362
        Banco Mercantil del Norte SA/Grand Cayman
        05971PAA6
        
          
        
        2050000.00000000
        PA
        USD
        1997212.50000000
        0.195195612391
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2024-09-27
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED IDR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2871.19000000
        0.000280612949
        N/A
        DFE
        
        ID
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1000523.21000000
            USD
            14411536316.84000000
            IDR
            2022-05-13
            2871.19000000
          
        
        
          N
          N
          N
        
      
      
        ALTICE FINANCING SA
        549300DIYGW8HVDF7Q17
        Altice Financing SA
        000000000
        
          
        
        1320000.00000000
        PA
        
        1305784.47000000
        0.127619569411
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2029-08-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Minejesa Capital BV
        549300KS7ERCP10BKC35
        Minejesa Capital BV
        000000000
        
          
        
        1070000.00000000
        PA
        USD
        1016617.70000000
        0.099358137664
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2030-08-10
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        000000000
        
          
        
        1649000.00000000
        PA
        USD
        981155.00000000
        0.095892225327
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2022-09-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PTT TREASURY CENTRE
        254900FBQLIN5XACCX50
        PTT Treasury Center Co Ltd
        74446T2C6
        
          
        
        2850000.00000000
        PA
        USD
        2338425.00000000
        0.228543682711
        Long
        DBT
        CORP
        TH
        N
        
        2
        
          2070-07-16
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -2113.81000000
        -0.00020659115
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            2032988.18000000
            EUR
            2247244.80000000
            USD
            2022-04-06
            -2113.81000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -2673.58000000
        -0.00026129972
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            813195.27000000
            EUR
            897069.86000000
            USD
            2022-04-06
            -2673.58000000
          
        
        
          N
          N
          N
        
      
      
        TC Ziraat Bankasi AS
        213800K5KTZFSUS8MR51
        TC Ziraat Bankasi AS
        000000000
        
          
        
        500000.00000000
        PA
        USD
        499312.50000000
        0.048799819354
        Long
        DBT
        CORP
        TR
        N
        
        2
        
          2022-05-03
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SRI LANKA
        254900HXCCIOHM74FA02
        Sri Lanka Government International Bond
        85227SBB1
        
          
        
        3810000.00000000
        PA
        USD
        1800644.10000000
        0.175984191866
        Long
        DBT
        NUSS
        LK
        N
        
        2
        
          2030-03-28
          Fixed
          7.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTH MACEDONIA
        635400RD1N6RVNCE4958
        North Macedonia Government International Bond
        000000000
        
          
        
        6840000.00000000
        PA
        
        7364810.75000000
        0.719792583159
        Long
        DBT
        NUSS
        MK
        N
        
        2
        
          2025-01-18
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED SEK / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        1149.96000000
        0.000112390217
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            913541.32000000
            EUR
            9522416.71000000
            SEK
            2022-06-15
            1149.96000000
          
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QDF6
        
          
        
        3043000.00000000
        PA
        USD
        2464525.70000000
        0.240868011423
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2060-01-28
          Fixed
          6.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Guatemala
        529900QKDFFU9UWW5315
        Guatemala Government Bond
        000000000
        
          
        
        4640000.00000000
        PA
        USD
        4700320.00000000
        0.459381182941
        Long
        DBT
        NUSS
        GT
        N
        
        2
        
          2026-05-03
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GC TREASURY CENTRE CO
        549300LUFQBC2EQNAR40
        GC Treasury Center Co Ltd
        36830BAB1
        
          
        
        1740000.00000000
        PA
        USD
        1593448.50000000
        0.155734132332
        Long
        DBT
        CORP
        TH
        N
        
        2
        
          2031-03-18
          Fixed
          2.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR ULTRA FUT JUN22
        000000000
        
          
        
        175.00000000
        NC
        USD
        -565212.48000000
        -0.05524048951
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                Ultra 10-Year US Treasury Note Futures
                UXYM2 COMDTY
              
            
            2022-06-21
            24253103.11000000
            USD
            -565212.48000000
          
        
        
          N
          N
          N
        
      
      
        UNIFIN FINANCIERA SA DE
        5493007GRMPGDJG93Z17
        Unifin Financiera SAB de CV
        000000000
        
          
        
        690000.00000000
        PA
        USD
        390841.88000000
        0.038198549285
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2026-02-12
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO DO BRASIL (CAYMAN)
        QE0Q0253K88YAGNPE356
        Banco do Brasil SA/Cayman
        000000000
        
          
        
        290000.00000000
        PA
        USD
        302651.25000000
        0.029579324225
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2024-06-18
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED REPUBLIC OF BRAZIL
        254900ZFY40OYEADAP90
        Brazilian Government International Bond
        105756CC2
        
          
        
        4470000.00000000
        PA
        USD
        4120222.50000000
        0.402685920540
        Long
        DBT
        NUSS
        BR
        N
        
        2
        
          2030-06-12
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COSTA RICA GOVERNMENT
        549300S1EK2VN6XVJP58
        Costa Rica Government International Bond
        000000000
        
          
        
        270000.00000000
        PA
        USD
        235203.75000000
        0.022987408709
        Long
        DBT
        NUSS
        CR
        N
        
        2
        
          2043-04-30
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Yapi ve Kredi Bankasi AS
        B85ZYWEZ5IZCZ2WNIO12
        Yapi ve Kredi Bankasi AS
        000000000
        
          
        
        200000.00000000
        PA
        USD
        196100.00000000
        0.019165641908
        Long
        DBT
        CORP
        TR
        N
        
        2
        
          2024-06-21
          Fixed
          5.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PARAGUAY
        529900UXKJTJPCU0HK83
        Paraguay Government International Bond
        699149AJ9
        
          
        
        2760000.00000000
        PA
        USD
        2889892.50000000
        0.282440820034
        Long
        DBT
        NUSS
        PY
        N
        
        2
        
          2031-04-28
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Qatar
        52990074F6OJOAXK4P65
        Qatar Government International Bond
        000000000
        
          
        
        240000.00000000
        PA
        USD
        283800.00000000
        0.027736915724
        Long
        DBT
        NUSS
        QA
        N
        
        2
        
          2049-03-14
          Fixed
          4.81700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        -187037.43000000
        -0.01827992048
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            87631626.15000000
            ZAR
            5751583.47000000
            USD
            2022-06-15
            -187037.43000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SRI LANKA
        254900HXCCIOHM74FA02
        Sri Lanka Government International Bond
        85227SBA3
        
          
        
        910000.00000000
        PA
        USD
        446000.10000000
        0.043589384027
        Long
        DBT
        NUSS
        LK
        N
        
        2
        
          2024-06-28
          Fixed
          6.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED INR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -3309.37000000
        -0.00032343804
        N/A
        DFE
        
        IN
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            4444496.25000000
            USD
            337251042.22000000
            INR
            2022-04-05
            -3309.37000000
          
        
        
          N
          N
          N
        
      
      
        Dominican Republic
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        000000000
        
          
        
        1500000.00000000
        PA
        USD
        1638750.00000000
        0.160161630175
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2027-04-20
          Fixed
          8.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MTN MAURITIUS INVSTMENTS
        2549009PQD415OQIR074
        MTN Mauritius Investments Ltd
        55377XAB2
        
          
        
        550000.00000000
        PA
        USD
        579321.88000000
        0.056619457938
        Long
        DBT
        CORP
        MU
        
        N
        
        2
        
          2026-10-13
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CLP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -4032.43000000
        -0.00039410560
        N/A
        DFE
        
        CL
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            397331.59000000
            USD
            313514491.00000000
            CLP
            2022-06-15
            -4032.43000000
          
        
        
          N
          N
          N
        
      
      
        Republic of Turkey
        5493000PCHOG3B6S3Q85
        Turkey Government International Bond
        900123CJ7
        
          
        
        790000.00000000
        PA
        USD
        708432.50000000
        0.069237958242
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2026-04-14
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Federal Republic of Nigeria
        549300GSBZD84TNEQ285
        Nigeria Government International Bond
        000000000
        
          
        
        3140000.00000000
        PA
        USD
        2971225.00000000
        0.290389772459
        Long
        DBT
        NUSS
        NG
        N
        
        2
        
          2027-11-28
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KOSMOS ENERGY LTD
        213800YDFJ3OT9B5P157
        Kosmos Energy Ltd
        500688AF3
        
          
        
        930000.00000000
        PA
        USD
        911400.00000000
        0.089074788553
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-05-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        348.52000000
        0.000034062261
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            402248.13000000
            USD
            3777914.44000000
            SEK
            2022-06-15
            348.52000000
          
        
        
          N
          N
          N
        
      
      
        SF HLDNG INVESTMENT 2021
        655600V9A105VPU0VS17
        SF Holding Investment 2021 Ltd
        000000000
        
          
        
        560000.00000000
        PA
        USD
        509538.40000000
        0.049799237700
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2031-11-17
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BBVA BANCOMER SA TEXAS
        549300WIWQK5Q9MCUN92
        BBVA Bancomer SA/Texas
        05533UAF5
        
          
        
        1510000.00000000
        PA
        USD
        1422420.00000000
        0.139018828981
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2033-01-18
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO MERCANTIL DE NORTE
        549300QTVYRPFHS0J362
        Banco Mercantil del Norte SA/Grand Cayman
        05973KAA5
        
          
        
        1210000.00000000
        PA
        USD
        1114939.38000000
        0.108967510997
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2027-01-24
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -4438.38000000
        -0.00043378073
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            809222.97000000
            EUR
            890885.71000000
            USD
            2022-04-05
            -4438.38000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD TRY
        000000000
        
          
        
        1.00000000
        NC
        
        -96317.28000000
        -0.00941347525
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            24163394.75000000
            TRY
            1457452.40000000
            USD
            2022-06-15
            -96317.28000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        455780CU8
        
          
        
        890000.00000000
        PA
        USD
        919022.90000000
        0.089819805237
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2070-04-15
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        4175.40000000
        0.000408078639
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1951549.65000000
            USD
            12448935.22000000
            CNY
            2022-04-25
            4175.40000000
          
        
        
          N
          N
          N
        
      
      
        SAUDI INTERNATIONAL BOND
        635400FMICXSM3SI3H65
        Saudi Government International Bond
        000000000
        
          
        
        410000.00000000
        PA
        USD
        393600.00000000
        0.038468111448
        Long
        DBT
        NUSS
        SA
        N
        
        2
        
          2055-01-21
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        000000000
        
          
        
        3130000.00000000
        PA
        USD
        1330250.00000000
        0.130010684082
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2025-09-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED COP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -2670.63000000
        -0.00026101141
        N/A
        DFE
        
        CO
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            626004.89000000
            USD
            2366761731.68000000
            COP
            2022-05-16
            -2670.63000000
          
        
        
          N
          N
          N
        
      
      
        GREENKO DUTCH BV
        724500PT585P4JPVRP08
        Greenko Dutch BV
        39530LAD2
        
          
        
        649900.00000000
        PA
        USD
        613343.13000000
        0.059944491568
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-03-29
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PT PERTAMINA (PERSERO)
        254900NDAKGNZ2IBBL45
        Pertamina Persero PT
        69370RAJ6
        
          
        
        2420000.00000000
        PA
        USD
        2135650.00000000
        0.208725666199
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2060-02-25
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        000000000
        
          
        
        2090000.00000000
        PA
        USD
        862125.00000000
        0.084258944570
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2032-09-25
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Iraq
        N/A
        Iraq International Bond
        000000000
        
          
        
        375000.00000000
        PA
        USD
        366046.88000000
        0.035775234185
        Long
        DBT
        NUSS
        IQ
        N
        
        2
        
          2028-01-15
          Fixed
          5.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO DO BRASIL (CAYMAN)
        QE0Q0253K88YAGNPE356
        Banco do Brasil SA/Cayman
        000000000
        
          
        
        2920000.00000000
        PA
        USD
        2806120.00000000
        0.274253396593
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2024-04-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AFRICAN EXPORT-IMPORT BA
        21380068LJCDYA42GJ76
        African Export-Import Bank/The
        00831TAB7
        
          
        
        2022000.00000000
        PA
        USD
        1881491.22000000
        0.183885706151
        Long
        DBT
        NUSS
        XX
        N
        
        2
        
          2026-05-17
          Fixed
          2.63400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED TWD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        5485.37000000
        0.000536107277
        N/A
        DFE
        
        TW
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            993448.84000000
            USD
            28604372.48000000
            TWD
            2022-04-15
            5485.37000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PARAGUAY
        529900UXKJTJPCU0HK83
        Paraguay Government International Bond
        699149AL4
        
          
        
        580000.00000000
        PA
        USD
        557815.00000000
        0.054517504034
        Long
        DBT
        NUSS
        PY
        N
        
        2
        
          2033-06-28
          Fixed
          3.84900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARAB REPUBLIC OF EGYPT
        529900GFIVH4086NMH82
        Egypt Government International Bond
        03846JAC4
        
          
        
        1090000.00000000
        PA
        USD
        863825.00000000
        0.084425092409
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2061-02-16
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERUSAHAAN PENERBIT SBSN
        254900G208H6Q0L5B953
        Perusahaan Penerbit SBSN Indonesia III
        71567PAQ3
        
          
        
        2530000.00000000
        PA
        USD
        2460703.30000000
        0.240494432894
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2050-06-23
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Paraguay
        529900UXKJTJPCU0HK83
        Paraguay Government International Bond
        699149AF7
        
          
        
        2790000.00000000
        PA
        USD
        2862016.88000000
        0.279716423548
        Long
        DBT
        NUSS
        PY
        N
        
        2
        
          2048-03-13
          Fixed
          5.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEXICO CITY ARPT TRUST
        N/A
        Mexico City Airport Trust
        000000000
        
          
        
        6099000.00000000
        PA
        USD
        5389991.25000000
        0.526785528745
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2047-07-31
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Zambia
        213800DMLAZ6LGMMD849
        Zambia Government International Bond
        000000000
        
          
        
        7124000.00000000
        PA
        USD
        4808700.00000000
        0.469973596353
        Long
        DBT
        NUSS
        ZM
        N
        
        2
        
          2022-09-20
          Fixed
          5.37500000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED SGD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1569.72000000
        0.000153415050
        N/A
        DFE
        
        SG
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            894483.84000000
            USD
            1214512.27000000
            SGD
            2022-04-06
            1569.72000000
          
        
        
          N
          N
          N
        
      
      
        GALAXY PIPELINE ASSETS
        549300L82YB0C6JQIC26
        Galaxy Pipeline Assets Bidco Ltd
        36321PAD2
        
          
        
        510000.00000000
        PA
        USD
        468562.50000000
        0.045794498147
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2034-03-31
          Fixed
          2.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -46604.23000000
        -0.00455481888
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            10019712.84000000
            SEK
            920337.36000000
            EUR
            2022-06-15
            -46604.23000000
          
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        000000000
        
          
        
        910000.00000000
        PA
        USD
        373100.00000000
        0.036464563977
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2029-05-21
          Fixed
          6.87600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        91087BAK6
        
          
        
        2330000.00000000
        PA
        USD
        2469800.00000000
        0.241383489981
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2032-04-27
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        CTBOAUSCN2022042063870
        000000000
        
          
        
        4063000.00000000
        OU
        Notional Amount
        USD
        7069.62000000
        0.000690942403
        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
                    7069.62000000
                    0.00000000
                    DFE
                    
                    US
                  
                  25950381.00000000
                  CNY
                  4063000.00000000
                  USD
                  2022-04-20
                
              
            
            1.00000000
            6.38700000
            USD
            2022-04-20
            XXXX
            -11437.35000000
          
        
        
          N
          N
          N
        
      
      
        INVERSIONES CMPC CI
        549300G475ACIABB4385
        Inversiones CMPC SA/Cayman Islands Branch
        46128MAF8
        
          
        
        660000.00000000
        PA
        USD
        668992.50000000
        0.065383328375
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2023-05-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SR216975  IRS BRL R F 11.81400 CCPNDFPREDISWAP / Short: SR216975  IRS BRL P V 01MBRCDI CCPNDFPREDISWAP
        000000000
        
          
        
        21052503.00000000
        OU
        Notional Amount
        
        12354.87000000
        0.001207491148
        N/A
        DIR
        
        BR
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2024-01-02
            146991.47000000
            BRL
            0.00000000
            BRL
            21052503.00000000
            BRL
            18486.17000000
          
        
        
          N
          N
          N
        
      
      
        Lebanese Republic
        529900QPC4K9S1KHL354
        Lebanon Government International Bond
        000000000
        
          
        
        1520000.00000000
        PA
        USD
        173185.00000000
        0.016926066771
        Long
        DBT
        NUSS
        LB
        N
        
        2
        
          2035-11-02
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        TAJIKISTAN INT BOND
        529900W1LSYUF3CYVU10
        Republic of Tajikistan International Bond
        000000000
        
          
        
        710000.00000000
        PA
        USD
        525533.13000000
        0.051362467009
        Long
        DBT
        NUSS
        TJ
        N
        
        2
        
          2027-09-14
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        000000000
        
          
        
        2890000.00000000
        PA
        
        1278824.72000000
        0.124984684585
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2026-06-20
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OMAN GOV INTERNTL BOND
        549300SZ20F0QTKNQC75
        Oman Government International Bond
        000000000
        
          
        
        7430000.00000000
        PA
        USD
        7652900.00000000
        0.747948704542
        Long
        DBT
        NUSS
        OM
        N
        
        2
        
          2028-01-17
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLICA ORIENT URUGUAY
        549300RDR012H2V82H43
        Uruguay Government International Bond
        917288BK7
        
          
        
        2360000.00000000
        PA
        USD
        2567680.00000000
        0.250949696151
        Long
        DBT
        NUSS
        UY
        N
        
        2
        
          2031-01-23
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        83934.34000000
        0.008203240715
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            3795546.01000000
            USD
            34170678.26000000
            NOK
            2022-06-15
            83934.34000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        CTMSIUSIL2022042132230
        000000000
        
          
        
        -4059000.00000000
        OU
        Notional Amount
        USD
        -14129.38000000
        -0.00138092114
        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
                    -14129.38000000
                    0.00000000
                    DFE
                    
                    IL
                  
                  -4059000.00000000
                  USD
                  -13082157.00000000
                  ILS
                  2022-04-21
                
              
            
            1.00000000
            3.22300000
            USD
            2022-04-21
            XXXX
            23696.44000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BR216978  IRS EUR R V 06MEURIB CCPVANILLA / Short: BR216978  IRS EUR P F   .00000 CCPVANILLA
        000000000
        
          
        
        16810000.00000000
        OU
        Notional Amount
        
        562828.30000000
        0.055007474011
        N/A
        DIR
        
        ER
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2025-03-16
            28502.07000000
            EUR
            0.00000000
            EUR
            16810000.00000000
            EUR
            530557.92000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        CTMSIUSIL2022041432700
        000000000
        
          
        
        -4010000.00000000
        OU
        Notional Amount
        USD
        -2510.26000000
        -0.00024533780
        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
                    -2510.26000000
                    0.00000000
                    DFE
                    
                    IL
                  
                  -4010000.00000000
                  USD
                  -13112700.00000000
                  ILS
                  2022-04-14
                
              
            
            1.00000000
            3.27000000
            USD
            2022-04-14
            XXXX
            44771.65000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -4280.58000000
        -0.00041835830
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            908025.19000000
            EUR
            1003213.47000000
            USD
            2022-06-15
            -4280.58000000
          
        
        
          N
          N
          N
        
      
      
        Republic of South Africa
        378900AAFB4F17004C49
        Republic of South Africa Government International Bond
        836205AP9
        
          
        
        530000.00000000
        PA
        USD
        527283.75000000
        0.051533562144
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2041-03-08
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -24233.24000000
        -0.00236841203
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            9729134.25000000
            SEK
            912591.15000000
            EUR
            2022-06-15
            -24233.24000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED INR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -3514.40000000
        -0.00034347645
        N/A
        DFE
        
        IN
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1000000.00000000
            USD
            76415000.00000000
            INR
            2022-06-15
            -3514.40000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PHILIPPINES
        529900RAHBALMYIJ3T08
        Philippine Government International Bond
        718286CH8
        
          
        
        550000.00000000
        PA
        USD
        477873.00000000
        0.046704450768
        Long
        DBT
        NUSS
        PH
        N
        
        2
        
          2045-05-05
          Fixed
          2.95000000
          N
          N
          N
        
        
          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
        
          
        
        6140000.00000000
        OU
        Notional Amount
        
        14747.85000000
        0.001441366710
        N/A
        DIR
        
        BR
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2024-01-02
            12809.06000000
            BRL
            0.00000000
            BRL
            6140000.00000000
            BRL
            34699.10000000
          
        
        
          N
          N
          N
        
      
      
        BANCO LATINOAMERICANO SA
        549300CN3134K4LC0651
        Banco Latinoamericano de Comercio Exterior SA
        05968CAC6
        
          
        
        2430000.00000000
        PA
        USD
        2340624.60000000
        0.228758658468
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2025-09-14
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Samarco Mineracao SA
        529900U8HKV15GJC4O60
        Samarco Mineracao SA
        000000000
        
          
        
        430000.00000000
        PA
        USD
        276490.00000000
        0.027022480016
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2023-10-24
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Colombia
        549300MHDRBVRF6B9117
        Colombia Government International Bond
        195325BR5
        
          
        
        920000.00000000
        PA
        USD
        829322.50000000
        0.081053024281
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2044-02-26
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Ghana
        213800PP4399SNNXZ126
        Ghana Government International Bond
        374422AH6
        
          
        
        210000.00000000
        PA
        USD
        145950.00000000
        0.014264280655
        Long
        DBT
        NUSS
        GH
        N
        
        2
        
          2049-06-16
          Fixed
          8.62700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ECUADOR
        5299003Y2U5XK0A35H71
        Ecuador Government International Bond
        000000000
        
          
        
        630000.00000000
        PA
        USD
        348586.88000000
        0.034068798144
        Long
        DBT
        NUSS
        EC
        N
        
        2
        
          2030-07-31
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD KRW
        000000000
        
          
        
        1.00000000
        NC
        
        -4700.08000000
        -0.00045935772
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            490393401.00000000
            KRW
            398710.03000000
            USD
            2022-06-15
            -4700.08000000
          
        
        
          N
          N
          N
        
      
      
        Republic of Panama
        549300SHS4T08CL0LP14
        Panama Government International Bond
        698299BH6
        
          
        
        4250000.00000000
        PA
        USD
        4214937.50000000
        0.411942798527
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2050-04-16
          Fixed
          4.50000000
          N
          N
          N
        
        
          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
        
          
        
        5289530000.00000000
        OU
        Notional Amount
        
        -88987.87000000
        -0.00869714253
        N/A
        DIR
        
        KR
        N
        
        2
        
          
            
              Merrill Lynch International
              GGDZP1UYGU9STUHRDP48
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2024-03-16
            0.00000000
            KRW
            -79944367.00000000
            KRW
            5289530000.00000000
            KRW
            -22144.84000000
          
        
        
          N
          N
          N
        
      
      
        Republic of Turkey
        5493000PCHOG3B6S3Q85
        Turkey Government International Bond
        000000000
        
          
        
        2870000.00000000
        PA
        
        3178508.61000000
        0.310648433564
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2026-02-16
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QCG5
        
          
        
        3170000.00000000
        PA
        USD
        3207247.50000000
        0.313457200900
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2027-03-13
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDONESIA ASAHAN ALUMINI
        2549008P48EB9SN2OI80
        Indonesia Asahan Aluminium Persero PT
        74445PAG7
        
          
        
        1060000.00000000
        PA
        USD
        1065830.00000000
        0.104167853723
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2050-05-15
          Fixed
          5.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED ILS / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1046.24000000
        -0.00010225324
        N/A
        DFE
        
        IL
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            445030.30000000
            USD
            1416219.92000000
            ILS
            2022-04-26
            -1046.24000000
          
        
        
          N
          N
          N
        
      
      
        BANK NEGARA INDONESIA
        549300HZ8J3MLVXQ8F85
        Bank Negara Indonesia Persero Tbk PT
        000000000
        
          
        
        1300000.00000000
        PA
        USD
        1186393.00000000
        0.115950960737
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2027-03-24
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENIN INTL GOV BOND
        635400Q11P6AE5A5Y230
        Benin Government International Bond
        000000000
        
          
        
        280000.00000000
        PA
        
        258699.27000000
        0.025283720401
        Long
        DBT
        NUSS
        BJ
        N
        
        2
        
          2052-01-19
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PTJPMUSCN2022041363500
        000000000
        
          
        
        -3999000.00000000
        OU
        Notional Amount
        USD
        -6794.30000000
        -0.00066403427
        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
                    -6794.30000000
                    0.00000000
                    DFE
                    
                    CN
                  
                  -3999000.00000000
                  USD
                  -25393650.00000000
                  CNY
                  2022-04-13
                
              
            
            1.00000000
            6.35000000
            USD
            2022-04-13
            XXXX
            235.94000000
          
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
        
        3330000.00000000
        PA
        
        3596321.17000000
        0.351482935909
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2027-04-19
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
        
        9380000.00000000
        PA
        
        8379122.85000000
        0.818925385260
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2033-04-14
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PTCITEUPL2022042147230
        000000000
        
          
        
        -1207000.00000000
        OU
        Notional Amount
        
        -26894.47000000
        -0.00262850474
        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
                    -26894.47000000
                    0.00000000
                    DFE
                    
                    PL
                  
                  -1207000.00000000
                  EUR
                  -5700661.00000000
                  PLN
                  2022-04-21
                
              
            
            1.00000000
            4.72300000
            EUR
            2022-04-21
            XXXX
            -11201.24000000
          
        
        
          N
          N
          N
        
      
      
        State of Qatar
        52990074F6OJOAXK4P65
        Qatar Government International Bond
        74727PBB6
        
          
        
        2950000.00000000
        PA
        USD
        3488375.00000000
        0.340932922448
        Long
        DBT
        NUSS
        QA
        N
        
        2
        
          2049-03-14
          Fixed
          4.81700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -14616.08000000
        -0.00142848829
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            2023057.43000000
            EUR
            2223694.15000000
            USD
            2022-04-05
            -14616.08000000
          
        
        
          N
          N
          N
        
      
      
        Republic of South Africa
        378900AAFB4F17004C49
        Republic of South Africa Government International Bond
        836205AU8
        
          
        
        2670000.00000000
        PA
        USD
        2582891.25000000
        0.252436352808
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2028-10-12
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED IDR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        500.46000000
        0.000048911969
        N/A
        DFE
        
        ID
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            996031.60000000
            USD
            14312974092.00000000
            IDR
            2022-05-13
            500.46000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED SEK / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        14959.54000000
        0.001462056026
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            943514.97000000
            EUR
            9964084.19000000
            SEK
            2022-06-15
            14959.54000000
          
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SS005823  CDS USD R F  1.00000 2 CCPCORPORATE / Short: SS005823  CDS USD P V 03MEVENT 1 CCPCORPORATE
        000000000
        
          
        
        4520000.00000000
        OU
        Notional Amount
        USD
        59623.32000000
        0.005827226927
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                REPUBLIC OF PHILIPPINES
                REPUBLIC OF PHILIPPINES
                
                  
                  
                
              
            
            Y
            
            sell protection
            2023-12-20
            0.00000000
            USD
            -1461.73000000
            USD
            4520000.00000000
            USD
            61085.05000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -166.93000000
        -0.00001631474
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            402605.45000000
            USD
            5899438.05000000
            ZAR
            2022-04-25
            -166.93000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD PLN
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -3703.04000000
        -0.00036191299
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1329959.21000000
            PLN
            281896.44000000
            EUR
            2022-04-25
            -3703.04000000
          
        
        
          N
          N
          N
        
      
      
        MONGOLIA INTL BOND
        N/A
        Mongolia Government International Bond
        60937LAC9
        
          
        
        1430000.00000000
        PA
        USD
        1408707.30000000
        0.137678631644
        Long
        DBT
        NUSS
        MN
        N
        
        2
        
          2026-04-07
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RELIANCE INDUSTRIES LTD
        5493003UOETFYRONLG31
        Reliance Industries Ltd
        759470BD8
        
          
        
        3390000.00000000
        PA
        USD
        2999353.35000000
        0.293138869264
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2052-01-12
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arab Republic of Egypt
        529900GFIVH4086NMH82
        Egypt Government International Bond
        000000000
        
          
        
        990000.00000000
        PA
        USD
        843975.00000000
        0.082485072053
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2049-03-01
          Fixed
          8.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BR216672  IRS KRW R V 03MLIBOR CCPNDF / Short: BR216672  IRS KRW P F  1.50000 CCPNDF
        000000000
        
          
        
        1.00000000
        OU
        Notional Amount
        
        0.00000000
        0.000000
        N/A
        DIR
        
        KR
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2024-03-16
            0.00000000
            KRW
            0.00000000
            KRW
            1.00000000
            KRW
            0.00000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED IDR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -2197.57000000
        -0.00021477735
        N/A
        DFE
        
        ID
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1008947.03000000
            USD
            14459724360.45000000
            IDR
            2022-05-13
            -2197.57000000
          
        
        
          N
          N
          N
        
      
      
        RELIANCE INDUSTRIES LTD
        5493003UOETFYRONLG31
        Reliance Industries Ltd
        759470BC0
        
          
        
        720000.00000000
        PA
        USD
        645868.80000000
        0.063123356147
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2062-01-12
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNAC HK FINBRIDGE CO LTD
        549300US1UQ7R7WABI28
        CNAC HK Finbridge Co Ltd
        000000000
        
          
        
        1000000.00000000
        PA
        USD
        916890.00000000
        0.089611348339
        Long
        DBT
        CORP
        HK
        
        N
        
        2
        
          2030-09-22
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        8308.45000000
        0.000812018243
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            2484013.31000000
            USD
            2295404.66000000
            CHF
            2022-06-15
            8308.45000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US ULTRA BOND CBT JUN22
        000000000
        
          
        
        174.00000000
        NC
        USD
        -886794.95000000
        -0.08667003803
        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
            31619544.95000000
            USD
            -886794.95000000
          
        
        
          N
          N
          N
        
      
      
        Dominican Republic
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        000000000
        
          
        
        4429000.00000000
        PA
        USD
        4389692.63000000
        0.429022320420
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2045-01-27
          Fixed
          6.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL REP OF ETHIOPIA
        N/A
        Ethiopia International Bond
        000000000
        
          
        
        2450000.00000000
        PA
        USD
        1754506.25000000
        0.171474954174
        Long
        DBT
        NUSS
        ET
        N
        
        2
        
          2024-12-11
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARAB REPUBLIC OF EGYPT
        529900GFIVH4086NMH82
        Egypt Government International Bond
        03846JX62
        
          
        
        4750000.00000000
        PA
        USD
        4096875.00000000
        0.400404075438
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2050-05-29
          Fixed
          8.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        77586RAH3
        
          
        
        2070000.00000000
        PA
        USD
        1917337.50000000
        0.187389107305
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2031-02-14
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PANAMA
        549300SHS4T08CL0LP14
        Panama Government International Bond
        698299BS2
        
          
        
        440000.00000000
        PA
        USD
        423720.00000000
        0.041411860221
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2063-01-19
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PTCITGBUS2022042113050
        000000000
        
          
        
        12158000.00000000
        OU
        Notional Amount
        
        79840.79000000
        0.007803161605
        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
                    79840.79000000
                    0.01000000
                    DFE
                    
                    GB
                  
                  15866190.00000000
                  USD
                  12158000.00000000
                  GBP
                  2022-04-21
                
              
            
            1.00000000
            1.30500000
            GBP
            2022-04-21
            XXXX
            10806.23000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD CNH
        000000000
        
          
        
        1.00000000
        NC
        
        -3610.88000000
        -0.00035290582
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            6400582.19000000
            CNY
            999154.26000000
            USD
            2022-06-15
            -3610.88000000
          
        
        
          N
          N
          N
        
      
      
        GC TREASURY CENTRE CO
        549300LUFQBC2EQNAR40
        GC Treasury Center Co Ltd
        36830BAC9
        
          
        
        450000.00000000
        PA
        USD
        416250.00000000
        0.040681787069
        Long
        DBT
        CORP
        TH
        N
        
        2
        
          2051-03-18
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF GHANA
        213800PP4399SNNXZ126
        Ghana Government International Bond
        000000000
        
          
        
        1556000.00000000
        PA
        USD
        1143660.00000000
        0.111774492733
        Long
        DBT
        NUSS
        GH
        N
        
        2
        
          2027-02-11
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OMAN GOV INTERNTL BOND
        549300SZ20F0QTKNQC75
        Oman Government International Bond
        68205LAD5
        
          
        
        2680000.00000000
        PA
        USD
        2904450.00000000
        0.283863583074
        Long
        DBT
        NUSS
        OM
        N
        
        2
        
          2027-10-28
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AEROPUERTO INTL TOCUMEN
        254900FO1PHX49ZIGB14
        Aeropuerto Internacional de Tocumen SA
        00787CAD4
        
          
        
        1430000.00000000
        PA
        USD
        1304696.25000000
        0.127513213292
        Long
        DBT
        CORP
        PA
        N
        
        2
        
          2041-08-11
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRUDENTIAL PLC
        5493001Z3ZE83NGK8Y12
        Prudential PLC
        000000000
        
          
        
        1000000.00000000
        PA
        USD
        918750.00000000
        0.089793133622
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2033-11-03
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        000000000
        
          
        
        80910000.00000000
        PA
        
        1296633.30000000
        0.126725188752
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2027-01-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        106688.14000000
        0.010427061127
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            23431041.00000000
            USD
            21213873.06000000
            EUR
            2022-06-15
            106688.14000000
          
        
        
          N
          N
          N
        
      
      
        KINGDOM OF MOROCCO
        529900F3MBW9XY5K1X07
        Morocco Government International Bond
        000000000
        
          
        
        2330000.00000000
        PA
        
        2114889.57000000
        0.206696665856
        Long
        DBT
        NUSS
        MA
        N
        
        2
        
          2031-11-27
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COSTA RICA GOVERNMENT
        549300S1EK2VN6XVJP58
        Costa Rica Government International Bond
        000000000
        
          
        
        390000.00000000
        PA
        USD
        382273.13000000
        0.037361090875
        Long
        DBT
        NUSS
        CR
        N
        
        2
        
          2044-04-04
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINGDOM OF BAHRAIN
        549300RODM1WN85LFQ95
        Bahrain Government International Bond
        05675M2C7
        
          
        
        3440000.00000000
        PA
        USD
        3727670.00000000
        0.364320185480
        Long
        DBT
        NUSS
        BH
        N
        
        2
        
          2030-05-14
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IHS NETHERLANDS HOLDCO
        5493006Z6YQYCCN2XI74
        IHS Netherlands Holdco BV
        44963LAC0
        
          
        
        400000.00000000
        PA
        USD
        402000.00000000
        0.039289077242
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-09-18
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        7207.19000000
        0.000704387673
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            857563.62000000
            USD
            780846.26000000
            EUR
            2022-05-05
            7207.19000000
          
        
        
          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
        
          
        
        59630000.00000000
        OU
        Notional Amount
        
        -92135.37000000
        -0.00900476036
        N/A
        DIR
        
        CN
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2027-06-15
            0.00000000
            CNY
            -309786.79000000
            CNY
            59630000.00000000
            CNY
            -43284.41000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -411.95000000
        -0.00004026153
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            127493.39000000
            USD
            183443.73000000
            NZD
            2022-04-28
            -411.95000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PERU
        254900STKLK2DBJJZ530
        Peruvian Government International Bond
        715638DF6
        
          
        
        540000.00000000
        PA
        USD
        509388.75000000
        0.049784611803
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2031-01-23
          Fixed
          2.78300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF TURKEY
        5493000PCHOG3B6S3Q85
        Turkey Government International Bond
        900123CY4
        
          
        
        6210000.00000000
        PA
        USD
        5221445.63000000
        0.510312887245
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2030-03-13
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Russian Federation
        5493004EHVGF71PDBU58
        Russian Foreign Bond - Eurobond
        000000000
        
          
        
        3000000.00000000
        PA
        USD
        660000.00000000
        0.064504455173
        Long
        DBT
        NUSS
        RU
        N
        
        2
        
          2026-05-27
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ISLAMIC REP OF PAKISTAN
        529900LOP29R5WKHOD86
        Pakistan Government International Bond
        695847AS2
        
          
        
        1810000.00000000
        PA
        USD
        1411999.10000000
        0.138000352501
        Long
        DBT
        NUSS
        PK
        N
        
        2
        
          2026-04-08
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD PLN
        000000000
        
          
        
        1.00000000
        NC
        
        699744.85000000
        0.068388879257
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            53689624.14000000
            PLN
            13432866.88000000
            USD
            2022-05-06
            699744.85000000
          
        
        
          N
          N
          N
        
      
      
        OMAN GOV INTERNTL BOND
        549300SZ20F0QTKNQC75
        Oman Government International Bond
        000000000
        
          
        
        1430000.00000000
        PA
        USD
        1435362.50000000
        0.140283751574
        Long
        DBT
        NUSS
        OM
        N
        
        2
        
          2026-06-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
        
        3420000.00000000
        PA
        
        3702977.47000000
        0.361906885185
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2028-05-26
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Federal Republic of Nigeria
        549300GSBZD84TNEQ285
        Nigeria Government International Bond
        000000000
        
          
        
        12890000.00000000
        PA
        USD
        12100487.50000000
        1.182629323518
        Long
        DBT
        NUSS
        NG
        N
        
        2
        
          2032-02-16
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PHILIPPINES
        529900RAHBALMYIJ3T08
        Philippine Government International Bond
        718286CK1
        
          
        
        1320000.00000000
        PA
        USD
        1174945.20000000
        0.114832121189
        Long
        DBT
        NUSS
        PH
        N
        
        2
        
          2031-06-10
          Fixed
          1.64800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROSUS NV
        635400Z5LQ5F9OLVT688
        Prosus NV
        000000000
        
          
        
        480000.00000000
        PA
        USD
        423000.00000000
        0.041341491724
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2030-01-21
          Fixed
          3.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        91087BAR1
        
          
        
        915000.00000000
        PA
        USD
        850950.00000000
        0.083166766863
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2034-02-12
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDOFOOD CBP SUKSES MAKM
        254900YKZW9GRKZZN285
        Indofood CBP Sukses Makmur Tbk PT
        000000000
        
          
        
        380000.00000000
        PA
        USD
        339625.00000000
        0.033192917558
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2032-04-27
          Fixed
          3.54100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENIN INTL GOV BOND
        635400Q11P6AE5A5Y230
        Benin Government International Bond
        000000000
        
          
        
        360000.00000000
        PA
        
        347423.27000000
        0.033955073857
        Long
        DBT
        NUSS
        BJ
        N
        
        2
        
          2032-01-19
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        -7561.34000000
        -0.00073900017
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            10135800.19000000
            ZAR
            683777.69000000
            USD
            2022-04-26
            -7561.34000000
          
        
        
          N
          N
          N
        
      
      
        HUARONG FINANCE II
        549300BHVD63HE2GHX17
        Huarong Finance II Co Ltd
        000000000
        
          
        
        2240000.00000000
        PA
        USD
        2278080.00000000
        0.222645923093
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2025-01-16
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        2374.47000000
        0.000232066505
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            757795.69000000
            GBP
            997568.31000000
            USD
            2022-06-15
            2374.47000000
          
        
        
          N
          N
          N
        
      
      
        HUARONG FINANCE 2019
        549300M6T6OW4AGYHK10
        Huarong Finance 2019 Co Ltd
        000000000
        
          
        
        320000.00000000
        PA
        USD
        278400.00000000
        0.027209152000
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2030-02-24
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -3521.64000000
        -0.00034418404
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1240122.79000000
            EUR
            1368587.11000000
            USD
            2022-04-06
            -3521.64000000
          
        
        
          N
          N
          N
        
      
      
        KINGDOM OF MOROCCO
        529900F3MBW9XY5K1X07
        Morocco Government International Bond
        617726AM6
        
          
        
        4640000.00000000
        PA
        USD
        3706200.00000000
        0.362221836006
        Long
        DBT
        NUSS
        MA
        N
        
        2
        
          2050-12-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROSUS NV
        635400Z5LQ5F9OLVT688
        Prosus NV
        74365PAA6
        
          
        
        2620000.00000000
        PA
        USD
        2308875.00000000
        0.225655642331
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2030-01-21
          Fixed
          3.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        95409.98000000
        0.009324801178
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            202701.24000000
            USD
            25641706.86000000
            RUB
            2022-05-04
            95409.98000000
          
        
        
          N
          N
          N
        
      
      
        THIRD PKSTAN INTL SUKUK
        529900OMZDJ2H3CXKF72
        Third Pakistan International Sukuk Co Ltd/The
        000000000
        
          
        
        4730000.00000000
        PA
        USD
        4546121.25000000
        0.444310718764
        Long
        DBT
        NUSS
        PK
        N
        
        2
        
          2022-12-05
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arab Republic of Egypt
        529900GFIVH4086NMH82
        Egypt Government International Bond
        000000000
        
          
        
        6860000.00000000
        PA
        
        6981763.47000000
        0.682355831489
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2026-04-16
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -3791.72000000
        -0.00037058004
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1013692.55000000
            USD
            910194.35000000
            EUR
            2022-06-15
            -3791.72000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        PTMSIEUUS2022040111000
        000000000
        
          
        
        7314000.00000000
        OU
        Notional Amount
        
        2839.98000000
        0.000277562670
        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
                    2839.98000000
                    0.00000000
                    DFE
                    
                    XX
                  
                  8045400.00000000
                  USD
                  7314000.00000000
                  EUR
                  2022-04-01
                
              
            
            1.00000000
            1.10000000
            EUR
            2022-04-01
            XXXX
            -48909.08000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PTBOAUSCN2022042063300
        000000000
        
          
        
        -4063000.00000000
        OU
        Notional Amount
        USD
        -4700.89000000
        -0.00045943689
        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
                    -4700.89000000
                    0.00000000
                    DFE
                    
                    CN
                  
                  -4063000.00000000
                  USD
                  -25718790.00000000
                  CNY
                  2022-04-20
                
              
            
            1.00000000
            6.33000000
            USD
            2022-04-20
            XXXX
            1617.08000000
          
        
        
          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
        
          
        
        14940000.00000000
        OU
        Notional Amount
        
        1189755.88000000
        0.116279628528
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2029-03-16
            0.00000000
            EUR
            -6279.65000000
            EUR
            14940000.00000000
            EUR
            1196864.29000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD TRY
        000000000
        
          
        
        1.00000000
        NC
        
        -25523.53000000
        -0.00249451726
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            6641336.14000000
            TRY
            401531.81000000
            USD
            2022-06-15
            -25523.53000000
          
        
        
          N
          N
          N
        
      
      
        CBB INTL SUKUK PRGM SPC
        5493006IRJ2IWXTNIM16
        CBB International Sukuk Programme Co WLL
        12482TAB4
        
          
        
        2670000.00000000
        PA
        USD
        2649975.00000000
        0.258992717573
        Long
        DBT
        NUSS
        BH
        N
        
        2
        
          2027-09-16
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brazil Loan Trust 1
        549300V5WCG7Q7KQX569
        Brazil Loan Trust 1
        105859AA0
        
          
        
        2543671.62000000
        PA
        USD
        2590252.61000000
        0.253155808136
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-07-24
          Fixed
          5.47700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
        
        1640000.00000000
        PA
        
        1465006.55000000
        0.143180983838
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2033-04-14
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEXICO CITY ARPT TRUST
        N/A
        Mexico City Airport Trust
        59284MAC8
        
          
        
        2490000.00000000
        PA
        USD
        2362387.50000000
        0.230885634236
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2028-04-30
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD INR
        000000000
        
          
        
        1.00000000
        NC
        
        -7524.91000000
        -0.00073543972
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            266902551.86000000
            INR
            3508759.35000000
            USD
            2022-04-04
            -7524.91000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        000000000
        
          
        
        870000.00000000
        PA
        
        838523.49000000
        0.081952274049
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2033-03-12
          Fixed
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED PLN / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        1727.35000000
        0.000168820864
        N/A
        DFE
        
        PL
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            497430.05000000
            EUR
            2326579.83000000
            PLN
            2022-04-25
            1727.35000000
          
        
        
          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
        
          
        
        569440000.00000000
        OU
        Notional Amount
        
        22110.53000000
        0.002160951047
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2024-06-12
            3131.92000000
            MXN
            0.00000000
            MXN
            569440000.00000000
            MXN
            21961.00000000
          
        
        
          N
          N
          N
        
      
      
        IVORY COAST
        254900ICW11T82O6H590
        Ivory Coast Government International Bond
        000000000
        
          
        
        390000.00000000
        PA
        
        376240.39000000
        0.036771486926
        Long
        DBT
        NUSS
        CI
        N
        
        2
        
          2048-03-22
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED AUD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -5434.21000000
        -0.00053110720
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            910321.43000000
            EUR
            1340735.06000000
            AUD
            2022-06-15
            -5434.21000000
          
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        903724BY7
        
          
        
        873000.00000000
        PA
        USD
        360112.50000000
        0.035195243354
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2033-03-15
          Fixed
          7.25300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD INR
        000000000
        
          
        
        1.00000000
        NC
        
        62628.35000000
        0.006120920598
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            282641820.91000000
            INR
            3777740.04000000
            USD
            2022-04-13
            62628.35000000
          
        
        
          N
          N
          N
        
      
      
        KINGDOM OF BAHRAIN
        549300RODM1WN85LFQ95
        Bahrain Government International Bond
        05675M2G8
        
          
        
        3040000.00000000
        PA
        USD
        2808200.00000000
        0.274456683361
        Long
        DBT
        NUSS
        BH
        N
        
        2
        
          2033-01-25
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED INR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -6354.01000000
        -0.00062100295
        N/A
        DFE
        
        IN
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            3522638.27000000
            USD
            266902551.86000000
            INR
            2022-04-04
            -6354.01000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        PTMSIEUUS2022040110830
        000000000
        
          
        
        -10971000.00000000
        OU
        Notional Amount
        
        -12.14000000
        -0.00000118649
        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
                    -12.14000000
                    0.00000000
                    DFE
                    
                    US
                  
                  -10971000.00000000
                  EUR
                  -11881593.00000000
                  USD
                  2022-04-01
                
              
            
            1.00000000
            1.08300000
            EUR
            2022-04-01
            XXXX
            28485.82000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        27607.64000000
        0.002698205722
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            117707822.00000000
            JPY
            996485.21000000
            USD
            2022-06-15
            27607.64000000
          
        
        
          N
          N
          N
        
      
      
        Republic of Turkey
        5493000PCHOG3B6S3Q85
        Turkey Government International Bond
        900123AW0
        
          
        
        999000.00000000
        PA
        USD
        1008865.13000000
        0.098600447809
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2025-02-05
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD HUF
        000000000
        
          
        
        1.00000000
        NC
        
        -112534.21000000
        -0.01099842106
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            807079794.70000000
            HUF
            2291743.54000000
            USD
            2022-06-15
            -112534.21000000
          
        
        
          N
          N
          N
        
      
      
        HUARONG FINANCE II
        549300BHVD63HE2GHX17
        Huarong Finance II Co Ltd
        000000000
        
          
        
        1760000.00000000
        PA
        USD
        1764400.00000000
        0.172441910164
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2025-11-19
          Fixed
          5.00000000
          N
          N
          N
        
        
          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
        
          
        
        183265456.00000000
        OU
        Notional Amount
        
        907802.45000000
        0.088723185518
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2024-06-15
            4093290.40000000
            PLN
            0.00000000
            PLN
            183265456.00000000
            PLN
            -52883.84000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF TURKEY
        5493000PCHOG3B6S3Q85
        Turkey Government International Bond
        900123DD9
        
          
        
        2670000.00000000
        PA
        USD
        2328406.88000000
        0.227564571540
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2033-09-20
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAUDI INTERNATIONAL BOND
        635400FMICXSM3SI3H65
        Saudi Government International Bond
        80413TAR0
        
          
        
        1770000.00000000
        PA
        USD
        1699200.00000000
        0.166069651865
        Long
        DBT
        NUSS
        SA
        N
        
        2
        
          2055-01-21
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARMENIA
        5299000H77JSW90G7935
        Republic of Armenia International Bond
        042207AD2
        
          
        
        2150000.00000000
        PA
        USD
        1698231.25000000
        0.165974972030
        Long
        DBT
        NUSS
        AM
        N
        
        2
        
          2031-02-02
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lebanese Republic
        529900QPC4K9S1KHL354
        Lebanon Government International Bond
        000000000
        
          
        
        130000.00000000
        PA
        USD
        15340.00000000
        0.001499239912
        Long
        DBT
        NUSS
        LB
        N
        
        2
        
          2026-11-27
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Corp Lindley SA
        549300XI785GPWS6HA82
        Corp Lindley SA
        21988VAD5
        
          
        
        90000.00000000
        PA
        USD
        90495.00000000
        0.008844440410
        Long
        DBT
        CORP
        PE
        N
        
        2
        
          2023-04-12
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD MXN
        000000000
        
          
        
        1.00000000
        NC
        
        -135822.77000000
        -0.01327450572
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            64724917.98000000
            MXN
            3073859.00000000
            USD
            2022-06-15
            -135822.77000000
          
        
        
          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
        
          
        
        1890000.00000000
        OU
        Notional Amount
        
        3264.86000000
        0.000319087902
        N/A
        DIR
        
        BR
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2027-01-04
            0.00000000
            BRL
            -30111.15000000
            BRL
            1890000.00000000
            BRL
            18651.74000000
          
        
        
          N
          N
          N
        
      
      
        CREDIT BANK OF MOSCOW (C
        635400Y22HQLUDCVZX38
        Credit Bank of Moscow Via CBOM Finance PLC
        12504PAF7
        
          
        
        3010000.00000000
        PA
        USD
        301000.00000000
        0.029417940920
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2023-02-14
          Fixed
          5.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINGDOM OF MOROCCO
        529900F3MBW9XY5K1X07
        Morocco Government International Bond
        617726AK0
        
          
        
        2620000.00000000
        PA
        USD
        2384200.00000000
        0.233017457613
        Long
        DBT
        NUSS
        MA
        N
        
        2
        
          2027-12-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF CHILE
        549300FLZTJM5YJF8D34
        Chile Government International Bond
        168863DL9
        
          
        
        390000.00000000
        PA
        USD
        356923.13000000
        0.034883533393
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2050-01-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -4691.93000000
        -0.00045856119
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            813195.27000000
            EUR
            895051.51000000
            USD
            2022-04-06
            -4691.93000000
          
        
        
          N
          N
          N
        
      
      
        MEXICO CITY ARPT TRUST
        N/A
        Mexico City Airport Trust
        59284MAB0
        
          
        
        1630000.00000000
        PA
        USD
        1430325.00000000
        0.139791416433
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2046-10-31
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        -4677.54000000
        -0.00045715480
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1024388.09000000
            CHF
            1107590.27000000
            USD
            2022-06-15
            -4677.54000000
          
        
        
          N
          N
          N
        
      
      
        CEMEX SAB DE CV
        549300RIG2CXWN6IV731
        Cemex SAB de CV
        151290BW2
        
          
        
        400000.00000000
        PA
        USD
        428500.00000000
        0.041879028851
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2027-06-05
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS DE VENEZUELA S
        549300YWR8TN1OFD4P06
        Petroleos de Venezuela SA
        000000000
        
          
        
        138210000.00000000
        PA
        USD
        4837350.00000000
        0.472773676112
        Long
        DBT
        CORP
        VE
        N
        
        2
        
          2022-10-28
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        NIO INC
        549300JBU4TV5OCKJV96
        NIO Inc
        62914VAE6
        
          
        
        520000.00000000
        PA
        USD
        437628.88000000
        0.042771231019
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-02-01
          None
          0.00000000
          N
          N
          N
          N
          N
          
            
              NIO Inc
              NIO Inc
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ANGOLA
        549300QHR2R3J8JSGK83
        Angolan Government International Bond
        035198AE0
        
          
        
        1080000.00000000
        PA
        USD
        1055700.00000000
        0.103177808070
        Long
        DBT
        NUSS
        AO
        N
        
        2
        
          2049-11-26
          Fixed
          9.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD ILS
        000000000
        
          
        
        1.00000000
        NC
        
        -12838.88000000
        -0.00125479539
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            4592475.40000000
            ILS
            1426899.30000000
            USD
            2022-04-26
            -12838.88000000
          
        
        
          N
          N
          N
        
      
      
        Eskom Holdings SOC Ltd
        3789001900ED06F65111
        Eskom Holdings SOC Ltd
        000000000
        
          
        
        2170000.00000000
        PA
        USD
        2092965.00000000
        0.204553889427
        Long
        DBT
        CORP
        ZA
        N
        
        2
        
          2025-02-11
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARGENTINA
        549300KPBYGYF7HCHO27
        Argentine Republic Government International Bond
        040114HX1
        
          
        
        1479348.00000000
        PA
        USD
        505197.34000000
        0.049374968442
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2029-07-09
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COSTA RICA GOVERNMENT
        549300S1EK2VN6XVJP58
        Costa Rica Government International Bond
        000000000
        
          
        
        1190000.00000000
        PA
        USD
        1203982.50000000
        0.117670053334
        Long
        DBT
        NUSS
        CR
        N
        
        2
        
          2031-02-19
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANTASIA HOLDINGS GROUP
        5493005JQNLB3I01JW62
        Fantasia Holdings Group Co Ltd
        000000000
        
          
        
        340000.00000000
        PA
        USD
        45900.00000000
        0.004485991655
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-03-02
          Fixed
          10.87500000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        8262.52000000
        0.000807529319
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1015070.45000000
            USD
            1279567.36000000
            CAD
            2022-06-15
            8262.52000000
          
        
        
          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
        
          
        
        130700000.00000000
        OU
        Notional Amount
        
        1312712.20000000
        0.128296644334
        N/A
        DIR
        
        BR
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2023-01-02
            320732.13000000
            BRL
            0.00000000
            BRL
            130700000.00000000
            BRL
            1256824.87000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        25868.64000000
        0.002528246256
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            998555.06000000
            USD
            1367181.32000000
            AUD
            2022-06-15
            25868.64000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD ILS
        000000000
        
          
        
        1.00000000
        NC
        
        -8465.39000000
        -0.00082735662
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            3198729.10000000
            ILS
            996302.59000000
            USD
            2022-06-15
            -8465.39000000
          
        
        
          N
          N
          N
        
      
      
        KINGDOM OF BAHRAIN
        549300RODM1WN85LFQ95
        Bahrain Government International Bond
        05675M2J2
        
          
        
        10430000.00000000
        PA
        USD
        9830275.00000000
        0.960752322850
        Long
        DBT
        NUSS
        BH
        N
        
        2
        
          2034-05-18
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Paraguay
        529900UXKJTJPCU0HK83
        Paraguay Government International Bond
        000000000
        
          
        
        505000.00000000
        PA
        USD
        526399.38000000
        0.051447129106
        Long
        DBT
        NUSS
        PY
        N
        
        2
        
          2026-04-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Federal Republic of Nigeria
        549300GSBZD84TNEQ285
        Nigeria Government International Bond
        000000000
        
          
        
        5260000.00000000
        PA
        USD
        4918100.00000000
        0.480665698468
        Long
        DBT
        NUSS
        NG
        N
        
        2
        
          2030-02-23
          Fixed
          7.14300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SF HLDNG INVESTMENT 2021
        655600V9A105VPU0VS17
        SF Holding Investment 2021 Ltd
        000000000
        
          
        
        390000.00000000
        PA
        USD
        367087.50000000
        0.035876938164
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2026-11-17
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SOUTH AFRICA
        378900AAFB4F17004C49
        Republic of South Africa Government International Bond
        836205BB9
        
          
        
        6120000.00000000
        PA
        USD
        5337022.50000000
        0.521608679714
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2049-09-30
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARAB REPUBLIC OF EGYPT
        529900GFIVH4086NMH82
        Egypt Government International Bond
        03846JX54
        
          
        
        3350000.00000000
        PA
        USD
        3031750.00000000
        0.296305124200
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2032-05-29
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF GHANA
        213800PP4399SNNXZ126
        Ghana Government International Bond
        37443GAG6
        
          
        
        2370000.00000000
        PA
        USD
        1741950.00000000
        0.170247781347
        Long
        DBT
        NUSS
        GH
        N
        
        2
        
          2027-02-11
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED KRW / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        26765.02000000
        0.002615853080
        N/A
        DFE
        
        KR
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            2330795.76000000
            USD
            2864897609.00000000
            KRW
            2022-04-11
            26765.02000000
          
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        000000000
        
          
        
        1110000.00000000
        PA
        
        881044.96000000
        0.086108068376
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2051-10-25
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -518.03000000
        -0.00005062915
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            130645.17000000
            USD
            187843.52000000
            NZD
            2022-04-29
            -518.03000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        23030.84000000
        0.002250896646
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            738202.12000000
            USD
            11232924.85000000
            ZAR
            2022-06-15
            23030.84000000
          
        
        
          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
        
          
        
        353682715.00000000
        OU
        Notional Amount
        
        91576.29000000
        0.008950119232
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2024-06-15
            1664750.99000000
            ZAR
            0.00000000
            ZAR
            353682715.00000000
            ZAR
            -19860.35000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD CNH
        000000000
        
          
        
        1.00000000
        NC
        
        -4977.81000000
        -0.00048650139
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            12392664.31000000
            CNY
            1942296.01000000
            USD
            2022-04-22
            -4977.81000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        8097.77000000
        0.000791427639
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1289038.80000000
            EUR
            1435681.14000000
            USD
            2022-05-05
            8097.77000000
          
        
        
          N
          N
          N
        
      
      
        ISLAMIC REP OF PAKISTAN
        529900LOP29R5WKHOD86
        Pakistan Government International Bond
        000000000
        
          
        
        3680000.00000000
        PA
        USD
        2539604.80000000
        0.248205793909
        Long
        DBT
        NUSS
        PK
        N
        
        2
        
          2051-04-08
          Fixed
          8.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lebanese Republic
        529900QPC4K9S1KHL354
        Lebanon Government International Bond
        000000000
        
          
        
        7704000.00000000
        PA
        USD
        894627.00000000
        0.087435495785
        Long
        DBT
        NUSS
        LB
        N
        
        2
        
          2029-05-25
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        4547.31000000
        0.000444426900
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            402605.45000000
            USD
            5968545.28000000
            ZAR
            2022-04-25
            4547.31000000
          
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        000000000
        
          
        
        6510000.00000000
        PA
        USD
        2734200.00000000
        0.267224365660
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2026-09-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERUSAHAAN PENERBIT SBSN
        254900G208H6Q0L5B953
        Perusahaan Penerbit SBSN Indonesia III
        71567PAK6
        
          
        
        8460000.00000000
        PA
        USD
        9098730.00000000
        0.889255487002
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2028-03-01
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SS006125  CDS USD R F  1.00000 2 CCPCORPORATE / Short: SS006125  CDS USD P V 03MEVENT 1 CCPCORPORATE
        000000000
        
          
        
        4420000.00000000
        OU
        Notional Amount
        USD
        48327.40000000
        0.004723231222
        N/A
        DCR
        
        GB
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                Republic of Peru
                Republic of Peru
                
                  
                  
                
              
            
            Y
            
            sell protection
            2027-06-20
            53291.54000000
            USD
            0.00000000
            USD
            4420000.00000000
            USD
            -4964.14000000
          
        
        
          N
          N
          N
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        000000000
        
          
        
        12650000.00000000
        PA
        
        14266943.60000000
        1.394365793803
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2023-03-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED BRL / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        109993.92000000
        0.010750148306
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1418658.99000000
            USD
            7286990.14000000
            BRL
            2022-04-04
            109993.92000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ECUADOR
        5299003Y2U5XK0A35H71
        Ecuador Government International Bond
        000000000
        
          
        
        3870000.00000000
        PA
        USD
        2516225.63000000
        0.245920853571
        Long
        DBT
        NUSS
        EC
        N
        
        2
        
          2035-07-31
          Variable
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Paraguay
        529900UXKJTJPCU0HK83
        Paraguay Government International Bond
        699149AD2
        
          
        
        2770000.00000000
        PA
        USD
        2882185.00000000
        0.281687535052
        Long
        DBT
        NUSS
        PY
        N
        
        2
        
          2027-03-27
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD CZK
        000000000
        
          
        
        1.00000000
        NC
        
        1380.20000000
        0.000134892498
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            8980285.07000000
            CZK
            404663.17000000
            USD
            2022-06-15
            1380.20000000
          
        
        
          N
          N
          N
        
      
      
        HUARONG FINANCE II
        549300BHVD63HE2GHX17
        Huarong Finance II Co Ltd
        000000000
        
          
        
        1200000.00000000
        PA
        USD
        1182000.00000000
        0.115521615174
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2026-11-22
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TUNISIAN REPUBLIC
        254900B5LFB16S9T2T11
        Tunisian Republic
        000000000
        
          
        
        760000.00000000
        PA
        
        529672.38000000
        0.051767012564
        Long
        DBT
        NUSS
        TN
        N
        
        2
        
          2026-07-15
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MONGOLIA INTL BOND
        N/A
        Mongolia Government International Bond
        000000000
        
          
        
        1400000.00000000
        PA
        USD
        1409450.00000000
        0.137751218703
        Long
        DBT
        NUSS
        MN
        N
        
        2
        
          2023-05-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED SGD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        7225.94000000
        0.000706220186
        N/A
        DFE
        
        SG
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            2307376.04000000
            USD
            3137090.01000000
            SGD
            2022-06-15
            7225.94000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        -7920.13000000
        -0.00077406616
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1471700.32000000
            NZD
            1010697.55000000
            USD
            2022-06-15
            -7920.13000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -3585.01000000
        -0.00035037744
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            6568004.25000000
            SEK
            628036.36000000
            EUR
            2022-04-25
            -3585.01000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -9275.58000000
        -0.00090653974
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            4809473.26000000
            GBP
            6306883.52000000
            USD
            2022-06-15
            -9275.58000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF MOZAMBIQUE
        213800759WLKYIKPER73
        Mozambique International Bond
        000000000
        
          
        
        2060000.00000000
        PA
        USD
        1751386.25000000
        0.171170024022
        Long
        DBT
        NUSS
        MZ
        N
        
        2
        
          2031-09-15
          Variable
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Senegal
        549300NP14ZLQGWIUZ97
        Senegal Government International Bond
        000000000
        
          
        
        4580000.00000000
        PA
        
        4863958.94000000
        0.475374274865
        Long
        DBT
        NUSS
        SN
        N
        
        2
        
          2028-03-13
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED IDR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -2790.40000000
        -0.00027271701
        N/A
        DFE
        
        ID
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1007405.91000000
            USD
            14429074848.93000000
            IDR
            2022-05-13
            -2790.40000000
          
        
        
          N
          N
          N
        
      
      
        Republic of Ghana
        213800PP4399SNNXZ126
        Ghana Government International Bond
        000000000
        
          
        
        379000.00000000
        PA
        USD
        263405.00000000
        0.025743630325
        Long
        DBT
        NUSS
        GH
        N
        
        2
        
          2049-06-16
          Fixed
          8.62700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD COP
        000000000
        
          
        
        1.00000000
        NC
        
        -83737.02000000
        -0.00818395583
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            7458622266.99000000
            COP
            1880641.02000000
            USD
            2022-05-16
            -83737.02000000
          
        
        
          N
          N
          N
        
      
      
        TENGIZCHEVROIL FIN CO IN
        5493001VEV2XTJIBZH31
        Tengizchevroil Finance Co International Ltd
        88034QAB3
        
          
        
        1690000.00000000
        PA
        USD
        1476553.00000000
        0.144309464848
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2025-08-15
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        25714PEP9
        
          
        
        4340000.00000000
        PA
        USD
        4286563.75000000
        0.418943120091
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2029-02-22
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        000000000
        
          
        
        1760000.00000000
        PA
        USD
        1496330.00000000
        0.146242350621
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2060-01-30
          Fixed
          5.87500000
          N
          N
          N
        
        
          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
        
          
        
        13450000.00000000
        OU
        Notional Amount
        USD
        259734.30000000
        0.025384878047
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                STATE OF QATAR
                STATE OF QATAR
                
                  
                
              
            
            Y
            
            sell protection
            2024-12-20
            0.00000000
            USD
            -116304.43000000
            USD
            13450000.00000000
            USD
            376038.73000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF KENYA
        549300VVURQQYU45PR87
        Republic of Kenya Government International Bond
        491798AK0
        
          
        
        4160000.00000000
        PA
        USD
        4024800.00000000
        0.393359895731
        Long
        DBT
        NUSS
        KE
        N
        
        2
        
          2032-05-22
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOLIVIA GOVERNMENT
        529900TGIRPY3SZXEB56
        Bolivian Government International Bond
        000000000
        
          
        
        200000.00000000
        PA
        USD
        173912.50000000
        0.016997168273
        Long
        DBT
        NUSS
        BO
        N
        
        2
        
          2028-03-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        101520.19000000
        0.009921976583
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            3672635.17000000
            USD
            5036934.11000000
            AUD
            2022-06-15
            101520.19000000
          
        
        
          N
          N
          N
        
      
      
        HUARONG FINANCE 2017 CO
        5493006V07LYI3HE6G83
        Huarong Finance 2017 Co Ltd
        000000000
        
          
        
        3160000.00000000
        PA
        USD
        3152100.00000000
        0.308067413867
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2022-11-07
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF EL SALVADOR
        529900AKDMUSFSDOM949
        El Salvador Government International Bond
        000000000
        
          
        
        610000.00000000
        PA
        USD
        277550.00000000
        0.027126078080
        Long
        DBT
        NUSS
        SV
        N
        
        2
        
          2050-01-20
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        CTJPMUSSG2022040413620
        000000000
        
          
        
        -17409284.77000000
        OU
        Notional Amount
        USD
        -2872.53000000
        -0.00028074391
        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
                    -2872.53000000
                    0.00000000
                    DFE
                    
                    SG
                  
                  -17409284.77000000
                  USD
                  -23711445.86000000
                  SGD
                  2022-04-04
                
              
            
            1.00000000
            1.36200000
            USD
            2022-04-04
            XXXX
            36576.91000000
          
        
        
          N
          N
          N
        
      
      
        EASTERN & SOUTHERN AFRIC
        2138004HC83AB2ENIZ64
        Eastern & Southern African Trade & Development Bank/The
        000000000
        
          
        
        3740000.00000000
        PA
        USD
        3755408.80000000
        0.367031209997
        Long
        DBT
        NUSS
        XX
        N
        
        2
        
          2024-05-23
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD BRL
        000000000
        
          
        
        1.00000000
        NC
        
        3129.80000000
        0.000305887945
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            4945803.70000000
            BRL
            1040652.43000000
            USD
            2022-04-04
            3129.80000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        N/A
        11761.15000000
        0.001149464504
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            930430.43000000
            CHF
            921108.81000000
            EUR
            2022-06-15
            11761.15000000
          
        
        
          N
          N
          N
        
      
      
        SAUDI INTERNATIONAL BOND
        635400FMICXSM3SI3H65
        Saudi Government International Bond
        000000000
        
          
        
        3600000.00000000
        PA
        USD
        3861000.00000000
        0.377351062765
        Long
        DBT
        NUSS
        SA
        N
        
        2
        
          2047-10-04
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENIN INTL GOV BOND
        635400Q11P6AE5A5Y230
        Benin Government International Bond
        000000000
        
          
        
        3830000.00000000
        PA
        
        3696197.54000000
        0.361244255351
        Long
        DBT
        NUSS
        BJ
        N
        
        2
        
          2032-01-19
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED PLN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        352847.70000000
        0.034485225223
        N/A
        DFE
        
        PL
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            12833457.11000000
            USD
            55828836.61000000
            PLN
            2022-06-15
            352847.70000000
          
        
        
          N
          N
          N
        
      
      
        LEVIATHAN BOND LTD
        254900D9T8VKYVQNZ220
        Leviathan Bond Ltd
        000000000
        
          
        
        3350000.00000000
        PA
        USD
        3383081.25000000
        0.330642140665
        Long
        DBT
        CORP
        IL
        N
        
        2
        
          2023-06-30
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PAKISTAN WATER & POWER
        213800UA74QOTK6IES10
        Pakistan Water & Power Development Authority
        000000000
        
          
        
        940000.00000000
        PA
        USD
        608753.40000000
        0.059495918791
        Long
        DBT
        NUSS
        PK
        N
        
        2
        
          2031-06-04
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF NIGERIA
        549300GSBZD84TNEQ285
        Nigeria Government International Bond
        65412JAR4
        
          
        
        1980000.00000000
        PA
        USD
        1813308.75000000
        0.177221959061
        Long
        DBT
        NUSS
        NG
        N
        
        2
        
          2028-09-28
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS DE VENEZUELA S
        549300YWR8TN1OFD4P06
        Petroleos de Venezuela SA
        000000000
        
          
        
        17520000.00000000
        PA
        USD
        1182600.00000000
        0.115580255588
        Long
        DBT
        CORP
        VE
        N
        
        2
        
          2027-04-12
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        NIO INC
        549300JBU4TV5OCKJV96
        NIO Inc
        62914VAF3
        
          
        
        400000.00000000
        PA
        USD
        325531.20000000
        0.031815473784
        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
        
      
      
        Lebanese Republic
        529900QPC4K9S1KHL354
        Lebanon Government International Bond
        000000000
        
          
        
        2020000.00000000
        PA
        USD
        238360.00000000
        0.023295881719
        Long
        DBT
        NUSS
        LB
        N
        
        2
        
          2024-04-22
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        ISLAMIC REP OF PAKISTAN
        529900LOP29R5WKHOD86
        Pakistan Government International Bond
        000000000
        
          
        
        1640000.00000000
        PA
        USD
        1282070.00000000
        0.125301858855
        Long
        DBT
        NUSS
        PK
        N
        
        2
        
          2027-12-05
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED SGD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        813.26000000
        0.000079483171
        N/A
        DFE
        
        SG
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            203085.55000000
            USD
            276353.74000000
            SGD
            2022-06-15
            813.26000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ECUADOR
        5299003Y2U5XK0A35H71
        Ecuador Government International Bond
        000000000
        
          
        
        993040.00000000
        PA
        USD
        827512.65000000
        0.080876140359
        Long
        DBT
        NUSS
        EC
        N
        
        2
        
          2030-07-31
          Variable
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lebanese Republic
        529900QPC4K9S1KHL354
        Lebanon Government International Bond
        000000000
        
          
        
        710000.00000000
        PA
        USD
        83558.13000000
        0.008166472198
        Long
        DBT
        NUSS
        LB
        N
        
        2
        
          2027-03-23
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        MEXICO CITY ARPT TRUST
        N/A
        Mexico City Airport Trust
        000000000
        
          
        
        889000.00000000
        PA
        USD
        877887.50000000
        0.085799477107
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2026-10-31
          Fixed
          4.25000000
          N
          N
          N
        
        
          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
        
          
        
        11590000.00000000
        OU
        Notional Amount
        USD
        641322.22000000
        0.062679000593
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2032-03-16
            0.00000000
            USD
            -147629.35000000
            USD
            11590000.00000000
            USD
            788951.57000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARGENTINA
        549300KPBYGYF7HCHO27
        Argentine Republic Government International Bond
        040114HT0
        
          
        
        25840015.00000000
        PA
        USD
        7868284.57000000
        0.768999105058
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2035-07-09
          Variable
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Capital Securities Ltd.
        K9WDOH4D2PYBSLSOB484
        PTBAREUSE2022042710330
        000000000
        
          
        
        -1204000.00000000
        OU
        Notional Amount
        
        -6414.54000000
        -0.00062691879
        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
                    -6414.54000000
                    0.00000000
                    DFE
                    
                    SE
                  
                  -1204000.00000000
                  EUR
                  -12437320.00000000
                  SEK
                  2022-04-27
                
              
            
            1.00000000
            10.33000000
            EUR
            2022-04-27
            XXXX
            3708.42000000
          
        
        
          N
          N
          N
        
      
      
        DP WORLD PLC
        549300M3U2DNF4QVSS04
        DP World Ltd/United Arab Emirates
        000000000
        
          
        
        1070000.00000000
        PA
        USD
        1160950.00000000
        0.113464313990
        Long
        DBT
        CORP
        AE
        N
        
        2
        
          2048-09-25
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Indonesia
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        000000000
        
          
        
        350000.00000000
        PA
        USD
        365788.50000000
        0.035749981668
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2043-04-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENIN INTL GOV BOND
        635400Q11P6AE5A5Y230
        Benin Government International Bond
        000000000
        
          
        
        560000.00000000
        PA
        
        505589.33000000
        0.049413279201
        Long
        DBT
        NUSS
        BJ
        N
        
        2
        
          2035-01-22
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUARONG FINANCE 2019
        549300M6T6OW4AGYHK10
        Huarong Finance 2019 Co Ltd
        000000000
        
          
        
        460000.00000000
        PA
        USD
        450800.00000000
        0.044058497564
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2024-05-29
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUKOIL INTL FINANCE BV
        724500LG1GUKJ5TOIW61
        Lukoil International Finance BV
        000000000
        
          
        
        1800000.00000000
        PA
        USD
        991800.00000000
        0.096932604001
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-11-02
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OMAN GOV INTERNTL BOND
        549300SZ20F0QTKNQC75
        Oman Government International Bond
        68205LAE3
        
          
        
        4660000.00000000
        PA
        USD
        5300750.00000000
        0.518063622365
        Long
        DBT
        NUSS
        OM
        N
        
        2
        
          2032-10-28
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ECUADOR
        5299003Y2U5XK0A35H71
        Ecuador Government International Bond
        000000000
        
          
        
        920000.00000000
        PA
        USD
        766647.50000000
        0.074927544390
        Long
        DBT
        NUSS
        EC
        N
        
        2
        
          2030-07-31
          Variable
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Financial Square Government Fund
        549300BRJMXN4GUWZ402
        Goldman Sachs Financial Square Government Fund
        38141W273
        
          
        
        44861496.68000000
        NS
        USD
        44861496.68000000
        4.384494547902
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Republic of Ghana
        213800PP4399SNNXZ126
        Ghana Government International Bond
        000000000
        
          
        
        1970000.00000000
        PA
        USD
        2063575.00000000
        0.201681486492
        Long
        DBT
        NUSS
        GH
        N
        
        2
        
          2030-10-14
          Fixed
          10.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Angola
        549300QHR2R3J8JSGK83
        Angolan Government International Bond
        035198AB6
        
          
        
        6800000.00000000
        PA
        USD
        6919000.00000000
        0.676221705069
        Long
        DBT
        NUSS
        AO
        N
        
        2
        
          2028-05-09
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        455780CX2
        
          
        
        1490000.00000000
        PA
        USD
        1255488.90000000
        0.122703981016
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2071-03-12
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NE PROPERTY BV
        7245006AG9J70KOIJH36
        NE Property BV
        000000000
        
          
        
        2440000.00000000
        PA
        
        2672256.92000000
        0.261170419255
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-07-14
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Russian Federation
        5493004EHVGF71PDBU58
        Russian Foreign Bond - Eurobond
        000000000
        
          
        
        4600000.00000000
        PA
        USD
        736000.00000000
        0.071932240920
        Long
        DBT
        NUSS
        RU
        N
        
        2
        
          2035-03-28
          Fixed
          5.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of El Salvador
        529900AKDMUSFSDOM949
        El Salvador Government International Bond
        000000000
        
          
        
        2930000.00000000
        PA
        USD
        1633475.00000000
        0.159646083204
        Long
        DBT
        NUSS
        SV
        N
        
        2
        
          2025-01-30
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAUDI INTERNATIONAL BOND
        635400FMICXSM3SI3H65
        Saudi Government International Bond
        80413TAZ2
        
          
        
        5730000.00000000
        PA
        USD
        5042400.00000000
        0.492814037526
        Long
        DBT
        NUSS
        SA
        N
        
        2
        
          2051-11-17
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD KRW
        000000000
        
          
        
        1.00000000
        NC
        
        524.30000000
        0.000051241948
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1198515620.00000000
            KRW
            986798.09000000
            USD
            2022-04-11
            524.30000000
          
        
        
          N
          N
          N
        
      
      
        KINGDOM OF BAHRAIN
        549300RODM1WN85LFQ95
        Bahrain Government International Bond
        05675M2A1
        
          
        
        4410000.00000000
        PA
        USD
        4282661.25000000
        0.418561713067
        Long
        DBT
        NUSS
        BH
        N
        
        2
        
          2031-09-30
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        -122550.64000000
        -0.01197736706
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            10601617.30000000
            NZD
            7215216.90000000
            USD
            2022-06-15
            -122550.64000000
          
        
        
          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
        
          
        
        146100000.00000000
        OU
        Notional Amount
        
        3535.79000000
        0.000345566981
        N/A
        DIR
        
        CN
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2024-03-16
            437453.60000000
            CNY
            0.00000000
            CNY
            146100000.00000000
            CNY
            -65218.17000000
          
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        000000000
        
          
        
        15330000.00000000
        PA
        
        245274.43000000
        0.023971656780
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2027-02-12
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED PLN / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        4044.40000000
        0.000395275482
        N/A
        DFE
        
        PL
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            281896.44000000
            EUR
            1331396.89000000
            PLN
            2022-04-25
            4044.40000000
          
        
        
          N
          N
          N
        
      
      
        FANTASIA HOLDINGS GROUP
        5493005JQNLB3I01JW62
        Fantasia Holdings Group Co Ltd
        000000000
        
          
        
        200000.00000000
        PA
        USD
        28000.00000000
        0.002736552643
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2023-06-01
          Fixed
          11.87500000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -9582.07000000
        -0.00093649424
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            2032425.46000000
            USD
            1823130.12000000
            EUR
            2022-06-15
            -9582.07000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        -1876.84000000
        -0.00018343112
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            9553902.66000000
            SEK
            1016242.89000000
            USD
            2022-06-15
            -1876.84000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED NOK / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -25421.73000000
        -0.00248456794
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            907914.84000000
            EUR
            8649069.14000000
            NOK
            2022-06-15
            -25421.73000000
          
        
        
          N
          N
          N
        
      
      
        STATE OF QATAR
        52990074F6OJOAXK4P65
        Qatar Government International Bond
        74727PBE0
        
          
        
        2770000.00000000
        PA
        USD
        3105862.50000000
        0.303548436979
        Long
        DBT
        NUSS
        QA
        N
        
        2
        
          2050-04-16
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEITUAN
        21380033K525E5JLIA77
        Meituan
        000000000
        
          
        
        480000.00000000
        PA
        USD
        428284.80000000
        0.041857996489
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-10-28
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINGDOM OF BAHRAIN
        549300RODM1WN85LFQ95
        Bahrain Government International Bond
        05675M2F0
        
          
        
        1950000.00000000
        PA
        USD
        1884187.50000000
        0.184149224443
        Long
        DBT
        NUSS
        BH
        N
        
        2
        
          2028-01-25
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARGENTINA
        549300KPBYGYF7HCHO27
        Argentine Republic Government International Bond
        040114HS2
        
          
        
        10874677.00000000
        PA
        USD
        3643016.80000000
        0.356046687685
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2030-07-09
          Variable
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD TRY
        000000000
        
          
        
        1.00000000
        NC
        
        -12178.79000000
        -0.00119028214
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            6368486.35000000
            TRY
            397331.59000000
            USD
            2022-06-15
            -12178.79000000
          
        
        
          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
        
          
        
        21680000.00000000
        OU
        Notional Amount
        USD
        -3546.85000000
        -0.00034664791
        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
            -218572.92000000
            USD
            21680000.00000000
            USD
            215026.07000000
          
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        CTUBSAUNZ2022040710880
        000000000
        
          
        
        -2757000.00000000
        OU
        Notional Amount
        
        -1726.79000000
        -0.00016876613
        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
                    -1726.79000000
                    0.00000000
                    DFE
                    
                    NZ
                  
                  -2757000.00000000
                  AUD
                  -2999616.00000000
                  NZD
                  2022-04-07
                
              
            
            1.00000000
            1.08800000
            AUD
            2022-04-07
            XXXX
            3168.17000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 2YR NOTE (CBT) JUN22
        000000000
        
          
        
        242.00000000
        NC
        USD
        -437199.34000000
        -0.04272925034
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CBOT 2 Year US Treasury Note Future
                TUM2 COMDTY
              
            
            2022-06-30
            51690152.34000000
            USD
            -437199.34000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED ILS / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        4729.76000000
        0.000462258472
        N/A
        DFE
        
        IL
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            445030.30000000
            USD
            1434644.18000000
            ILS
            2022-04-26
            4729.76000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PERU
        254900STKLK2DBJJZ530
        Peruvian Government International Bond
        715638DQ2
        
          
        
        3440000.00000000
        PA
        USD
        2698895.00000000
        0.263773865978
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2060-12-01
          Fixed
          2.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AEROPUERTOS DOMINICANOS
        254900KJA5MXNPYB4W32
        Aeropuertos Dominicanos Siglo XXI SA
        007866AC0
        
          
        
        3220000.00000000
        PA
        USD
        3113337.50000000
        0.304278998801
        Long
        DBT
        CORP
        DO
        N
        
        2
        
          2029-03-30
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arab Republic of Egypt
        529900GFIVH4086NMH82
        Egypt Government International Bond
        000000000
        
          
        
        1760000.00000000
        PA
        USD
        1630200.00000000
        0.159326004278
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2028-02-21
          Fixed
          6.58800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IQIYI INC
        222100XL8T2Q5B8MS302
        iQIYI Inc
        46267XAE8
        
          
        
        100000.00000000
        PA
        USD
        69401.30000000
        0.006782868249
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-12-15
          Fixed
          4.00000000
          N
          N
          N
          N
          Y
          
            
              iQIYI Inc
              iQIYI Inc
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        TRINIDAD & TOBAGO
        N/A
        Trinidad & Tobago Government International Bond
        896292AK5
        
          
        
        1560000.00000000
        PA
        USD
        1509105.00000000
        0.147490902764
        Long
        DBT
        NUSS
        TT
        N
        
        2
        
          2030-06-26
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        575245.93000000
        0.056221098947
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            37343859.35000000
            USD
            34175390.54000000
            EUR
            2022-06-15
            575245.93000000
          
        
        
          N
          N
          N
        
      
      
        PERUSAHAAN GAS NEGARA
        549300OX1VFDX7ZPN240
        Perusahaan Gas Negara Tbk PT
        000000000
        
          
        
        1330000.00000000
        PA
        USD
        1371396.25000000
        0.134032072626
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2024-05-16
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED BRL / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -3341.22000000
        -0.00032655087
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1032579.47000000
            USD
            4945803.70000000
            BRL
            2022-05-03
            -3341.22000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        2380.52000000
        0.000232657796
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            894514.80000000
            EUR
            992098.31000000
            USD
            2022-04-06
            2380.52000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED KRW / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -4094.53000000
        -0.00040017488
        N/A
        DFE
        
        KR
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1000000.00000000
            USD
            1210220000.00000000
            KRW
            2022-04-11
            -4094.53000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CHF / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        3748.19000000
        0.000366325687
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            905963.91000000
            EUR
            929238.12000000
            CHF
            2022-06-15
            3748.19000000
          
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        91087BAN0
        
          
        
        8359000.00000000
        PA
        USD
        6766610.50000000
        0.661328066173
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2061-05-24
          Fixed
          3.77100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OMAN GOV INTERNTL BOND
        549300SZ20F0QTKNQC75
        Oman Government International Bond
        68205LAS2
        
          
        
        4820000.00000000
        PA
        USD
        5085100.00000000
        0.496987280307
        Long
        DBT
        NUSS
        OM
        N
        
        2
        
          2031-01-25
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Iraq
        N/A
        Iraq International Bond
        000000000
        
          
        
        1790000.00000000
        PA
        USD
        1790895.00000000
        0.175031373103
        Long
        DBT
        NUSS
        IQ
        N
        
        2
        
          2023-03-09
          Fixed
          6.75200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED KRW / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -4935.52000000
        -0.00048236822
        N/A
        DFE
        
        KR
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1013855.68000000
            USD
            1226035397.00000000
            KRW
            2022-04-11
            -4935.52000000
          
        
        
          N
          N
          N
        
      
      
        Lebanese Republic
        529900QPC4K9S1KHL354
        Lebanon Government International Bond
        000000000
        
          
        
        750000.00000000
        PA
        USD
        87328.13000000
        0.008534929465
        Long
        DBT
        NUSS
        LB
        N
        
        2
        
          2028-11-03
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        KINGDOM OF BAHRAIN
        549300RODM1WN85LFQ95
        Bahrain Government International Bond
        000000000
        
          
        
        680000.00000000
        PA
        USD
        648550.00000000
        0.063385400610
        Long
        DBT
        NUSS
        BH
        N
        
        2
        
          2032-09-16
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED REPUBLIC OF BRAZIL
        254900ZFY40OYEADAP90
        Brazilian Government International Bond
        105756CB4
        
          
        
        1530000.00000000
        PA
        USD
        1283096.25000000
        0.125402158396
        Long
        DBT
        NUSS
        BR
        N
        
        2
        
          2050-01-14
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF UZBEKISTAN
        213800L6VDKUM3TCM927
        Republic of Uzbekistan International Bond
        91822Q2A4
        
          
        
        1460000.00000000
        PA
        USD
        1470950.00000000
        0.143761861117
        Long
        DBT
        NUSS
        UZ
        N
        
        2
        
          2029-02-20
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Paraguay
        529900UXKJTJPCU0HK83
        Paraguay Government International Bond
        699149AH3
        
          
        
        1170000.00000000
        PA
        USD
        1176800.63000000
        0.115013459827
        Long
        DBT
        NUSS
        PY
        N
        
        2
        
          2050-03-30
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF COLOMBIA
        549300MHDRBVRF6B9117
        Colombia Government International Bond
        195325DR3
        
          
        
        5490000.00000000
        PA
        USD
        4713851.25000000
        0.460703646440
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2030-01-30
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF TURKEY
        5493000PCHOG3B6S3Q85
        Turkey Government International Bond
        900123DA5
        
          
        
        1200000.00000000
        PA
        USD
        1033350.00000000
        0.100993452657
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2031-01-15
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABJA INVESTMENT CO
        254900E6OE5YJ9WCCU19
        ABJA Investment Co Pte Ltd
        000000000
        
          
        
        310000.00000000
        PA
        USD
        319300.00000000
        0.031206473540
        Long
        DBT
        CORP
        SG
        
        N
        
        2
        
          2028-01-24
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIET NAM DEBT AND ASSET
        N/A
        Viet Nam Debt & Asset Trading Corp
        000000000
        
          
        
        2840000.00000000
        PA
        USD
        2593807.50000000
        0.253503241837
        Long
        DBT
        NUSS
        VN
        N
        
        2
        
          2025-10-10
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        31103.67000000
        0.003039886798
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            118029208.00000000
            JPY
            1002626.64000000
            USD
            2022-06-15
            31103.67000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PERU
        254900STKLK2DBJJZ530
        Peruvian Government International Bond
        715638DU3
        
          
        
        1620000.00000000
        PA
        USD
        1517940.00000000
        0.148354382857
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2034-01-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED SGD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2783.90000000
        0.000272081746
        N/A
        DFE
        
        SG
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1910942.75000000
            USD
            2593867.83000000
            SGD
            2022-04-06
            2783.90000000
          
        
        
          N
          N
          N
        
      
      
        Vedanta Resources Ltd
        2138007MYEKPEAZQTW83
        Vedanta Resources Ltd
        000000000
        
          
        
        840000.00000000
        PA
        USD
        728700.00000000
        0.071218782553
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2024-08-09
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SS006031  CDS USD R F  5.00000 2 CCPCORPORATE / Short: SS006031  CDS USD P V 03MEVENT 1 CCPCORPORATE
        000000000
        
          
        
        560000.00000000
        OU
        Notional Amount
        USD
        -272121.81000000
        -0.02659555923
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                REPUBLIC OF ARGENTINA
                REPUBLIC OF ARGENTINA
                
                  
                  
                
              
            
            Y
            
            sell protection
            2025-12-20
            0.00000000
            USD
            -88047.94000000
            USD
            560000.00000000
            USD
            -184073.87000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF EL SALVADOR
        529900AKDMUSFSDOM949
        El Salvador Government International Bond
        000000000
        
          
        
        1230000.00000000
        PA
        USD
        559650.00000000
        0.054696845966
        Long
        DBT
        NUSS
        SV
        N
        
        2
        
          2041-02-01
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD ILS
        000000000
        
          
        
        1.00000000
        NC
        
        -23161.24000000
        -0.00226364116
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            2923337.69000000
            ILS
            895102.24000000
            USD
            2022-06-15
            -23161.24000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CLP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        21988.86000000
        0.002149059748
        N/A
        DFE
        
        CL
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1151000.00000000
            USD
            927429760.00000000
            CLP
            2022-04-27
            21988.86000000
          
        
        
          N
          N
          N
        
      
      
        CNAC HK FINBRIDGE CO LTD
        549300US1UQ7R7WABI28
        CNAC HK Finbridge Co Ltd
        000000000
        
          
        
        1730000.00000000
        PA
        USD
        1808174.38000000
        0.176720156425
        Long
        DBT
        CORP
        HK
        
        N
        
        2
        
          2028-03-14
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Russian Federation
        5493004EHVGF71PDBU58
        Russian Foreign Bond - Eurobond
        000000000
        
          
        
        2400000.00000000
        PA
        USD
        384000.00000000
        0.037529864828
        Long
        DBT
        NUSS
        RU
        N
        
        2
        
          2035-03-28
          Fixed
          5.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vedanta Resources Ltd
        2138007MYEKPEAZQTW83
        Vedanta Resources Ltd
        000000000
        
          
        
        410000.00000000
        PA
        USD
        387142.50000000
        0.037836993995
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2023-05-31
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        7649.09000000
        0.000747576337
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1042391.58000000
            USD
            21174621.36000000
            MXN
            2022-06-15
            7649.09000000
          
        
        
          N
          N
          N
        
      
      
        RUSSIAN FEDERATION
        5493004EHVGF71PDBU58
        Russian Foreign Bond - Eurobond
        000000000
        
          
        
        10800000.00000000
        PA
        
        1911599.58000000
        0.186828317299
        Long
        DBT
        NUSS
        RU
        N
        
        2
        
          2032-11-20
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        CTMSIUSZA20220406160450
        000000000
        
          
        
        4130000.00000000
        OU
        Notional Amount
        USD
        4.13000000
        0.000000403641
        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
                    4.13000000
                    0.00000000
                    DFE
                    
                    US
                  
                  66265850.00000000
                  ZAR
                  4130000.00000000
                  USD
                  2022-04-06
                
              
            
            1.00000000
            16.04500000
            USD
            2022-04-06
            XXXX
            -36827.21000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED KRW / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1299.48000000
        -0.00012700340
        N/A
        DFE
        
        KR
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            413526.11000000
            USD
            501110940.00000000
            KRW
            2022-06-15
            -1299.48000000
          
        
        
          N
          N
          N
        
      
      
        Republic of El Salvador
        529900AKDMUSFSDOM949
        El Salvador Government International Bond
        000000000
        
          
        
        2510000.00000000
        PA
        USD
        2045650.00000000
        0.199929604130
        Long
        DBT
        NUSS
        SV
        N
        
        2
        
          2023-01-24
          Fixed
          7.75000000
          N
          N
          N
        
        
          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
        
          
        
        94950000.00000000
        OU
        Notional Amount
        
        -21723.00000000
        -0.00212307618
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2032-06-15
            0.00000000
            ZAR
            -1593813.46000000
            ZAR
            94950000.00000000
            ZAR
            84469.27000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 5YR NOTE (CBT) JUN22
        000000000
        
          
        
        748.00000000
        NC
        USD
        -1562272.32000000
        -0.15268715883
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CBOT 5 Year US Treasury Note
                FVM2 COMDTY
              
            
            2022-06-30
            87219959.82000000
            USD
            -1562272.32000000
          
        
        
          N
          N
          N
        
      
      
        Republic of El Salvador
        529900AKDMUSFSDOM949
        El Salvador Government International Bond
        000000000
        
          
        
        710000.00000000
        PA
        USD
        351450.00000000
        0.034348622379
        Long
        DBT
        NUSS
        SV
        N
        
        2
        
          2032-04-10
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        -2303.05000000
        -0.00022508634
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            928167.75000000
            CHF
            1005489.92000000
            USD
            2022-06-15
            -2303.05000000
          
        
        
          N
          N
          N
        
      
      
        IVORY COAST
        254900ICW11T82O6H590
        Ivory Coast Government International Bond
        000000000
        
          
        
        1380000.00000000
        PA
        USD
        1329371.25000000
        0.129924800310
        Long
        DBT
        NUSS
        CI
        N
        
        2
        
          2033-06-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Colombia
        549300MHDRBVRF6B9117
        Colombia Government International Bond
        195325DP7
        
          
        
        1990000.00000000
        PA
        USD
        1915126.25000000
        0.187172992946
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2029-03-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF GHANA
        213800PP4399SNNXZ126
        Ghana Government International Bond
        37443GAL5
        
          
        
        800000.00000000
        PA
        USD
        580000.00000000
        0.056685733334
        Long
        DBT
        NUSS
        GH
        N
        
        2
        
          2029-04-07
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AXIATA SPV5 LABUAN LTD
        2549002DHJ9LDV9BRC77
        Axiata Spv5 Labuan Ltd
        000000000
        
          
        
        360000.00000000
        PA
        USD
        304920.00000000
        0.029801058290
        Long
        DBT
        CORP
        MY
        N
        
        2
        
          2050-08-19
          Fixed
          3.06400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SASOL Financing USA LLC
        549300XRB1PFMESFEL85
        Sasol Financing USA LLC
        80386WAA3
        
          
        
        4190000.00000000
        PA
        USD
        4242375.00000000
        0.414624375783
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-27
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED SGD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        633.48000000
        0.000061912548
        N/A
        DFE
        
        SG
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            158191.47000000
            USD
            215263.00000000
            SGD
            2022-06-15
            633.48000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        697694.81000000
        0.068188520600
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            10718377.79000000
            USD
            230211097.46000000
            MXN
            2022-06-15
            697694.81000000
          
        
        
          N
          N
          N
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QCB6
        
          
        
        760000.00000000
        PA
        USD
        793212.00000000
        0.077523799844
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2026-08-04
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominican Republic
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        25714PEB0
        
          
        
        360000.00000000
        PA
        USD
        336555.00000000
        0.032892874107
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2049-06-05
          Fixed
          6.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        PTMSIEUUS2022040410900
        000000000
        
          
        
        10874000.00000000
        OU
        Notional Amount
        
        1948.76000000
        0.000190460154
        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
                    1948.76000000
                    0.00000000
                    DFE
                    
                    XX
                  
                  11852660.00000000
                  USD
                  10874000.00000000
                  EUR
                  2022-04-04
                
              
            
            1.00000000
            1.09000000
            EUR
            2022-04-04
            XXXX
            -33382.51000000
          
        
        
          N
          N
          N
        
      
      
        ADANI PORTS AND SPECIAL
        335800QOAXP5TM7OYP69
        Adani Ports & Special Economic Zone Ltd
        000000000
        
          
        
        270000.00000000
        PA
        USD
        258491.25000000
        0.025263389770
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2029-07-03
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF EL SALVADOR
        529900AKDMUSFSDOM949
        El Salvador Government International Bond
        000000000
        
          
        
        2120000.00000000
        PA
        USD
        1017600.00000000
        0.099454141794
        Long
        DBT
        NUSS
        SV
        N
        
        2
        
          2052-07-15
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        14335.10000000
        0.001401026992
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            401636.65000000
            USD
            6138172.76000000
            ZAR
            2022-06-15
            14335.10000000
          
        
        
          N
          N
          N
        
      
      
        Lebanese Republic
        529900QPC4K9S1KHL354
        Lebanon Government International Bond
        000000000
        
          
        
        2710000.00000000
        PA
        USD
        316392.50000000
        0.030922311868
        Long
        DBT
        NUSS
        LB
        N
        
        2
        
          2021-04-12
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco de Bogota SA
        549300LYHE7LWSKDZT53
        Banco de Bogota SA
        059514AC3
        
          
        
        1660000.00000000
        PA
        USD
        1684153.00000000
        0.164599048021
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2026-05-12
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ECUADOR
        5299003Y2U5XK0A35H71
        Ecuador Government International Bond
        000000000
        
          
        
        14798455.00000000
        PA
        USD
        9621770.46000000
        0.940374335345
        Long
        DBT
        NUSS
        EC
        N
        
        2
        
          2035-07-31
          Variable
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        7578.78000000
        0.000740704658
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            892164.66000000
            USD
            813195.27000000
            EUR
            2022-04-06
            7578.78000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        68749.99000000
        0.006719213103
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1339901.54000000
            USD
            2033969.08000000
            NZD
            2022-05-12
            68749.99000000
          
        
        
          N
          N
          N
        
      
      
        Arab Republic of Egypt
        529900GFIVH4086NMH82
        Egypt Government International Bond
        000000000
        
          
        
        499000.00000000
        PA
        
        471285.90000000
        0.046060666985
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2031-04-11
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        000000000
        
          
        
        1660000.00000000
        PA
        USD
        684750.00000000
        0.066923372242
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2033-03-15
          Fixed
          7.25300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED NOK / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -1490.26000000
        -0.00014564910
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            913541.32000000
            EUR
            8914845.96000000
            NOK
            2022-06-15
            -1490.26000000
          
        
        
          N
          N
          N
        
      
      
        KINGDOM OF BAHRAIN
        549300RODM1WN85LFQ95
        Bahrain Government International Bond
        05675M2D5
        
          
        
        1870000.00000000
        PA
        USD
        1783512.50000000
        0.174309851678
        Long
        DBT
        NUSS
        BH
        N
        
        2
        
          2032-09-16
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PERU
        254900STKLK2DBJJZ530
        Peruvian Government International Bond
        000000000
        
          
        
        580000.00000000
        PA
        
        551797.38000000
        0.053929377822
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2033-03-11
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDIA GREEN POWER HOLD
        254900I7N0GT4VVL6V29
        India Green Power Holdings
        45410LAA0
        
          
        
        670000.00000000
        PA
        USD
        611375.00000000
        0.059752138305
        Long
        DBT
        CORP
        MU
        
        N
        
        2
        
          2027-02-22
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED INR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -41565.60000000
        -0.00406237330
        N/A
        DFE
        
        IN
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            2393016.64000000
            USD
            178895941.46000000
            INR
            2022-04-13
            -41565.60000000
          
        
        
          N
          N
          N
        
      
      
        ISLAMIC REP OF PAKISTAN
        529900LOP29R5WKHOD86
        Pakistan Government International Bond
        000000000
        
          
        
        1980000.00000000
        PA
        USD
        1455517.80000000
        0.142253610127
        Long
        DBT
        NUSS
        PK
        N
        
        2
        
          2031-04-08
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED HUF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        7176.43000000
        0.000701381374
        N/A
        DFE
        
        HU
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            400497.19000000
            USD
            136849889.82000000
            HUF
            2022-06-15
            7176.43000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARGENTINA
        549300KPBYGYF7HCHO27
        Argentine Republic Government International Bond
        040114HV5
        
          
        
        1294455.00000000
        PA
        USD
        456295.39000000
        0.044595584136
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2041-07-09
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        000000000
        
          
        
        3990000.00000000
        PA
        
        3840124.78000000
        0.375310843534
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2036-08-12
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PTUBSAUNZ2022040710650
        000000000
        
          
        
        -2757000.00000000
        OU
        Notional Amount
        
        -325.97000000
        -0.00003185835
        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
                    -325.97000000
                    0.00000000
                    DFE
                    
                    NZ
                  
                  -2757000.00000000
                  AUD
                  -2936205.00000000
                  NZD
                  2022-04-07
                
              
            
            1.00000000
            1.06500000
            AUD
            2022-04-07
            XXXX
            4468.06000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED SGD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        8382.44000000
        0.000819249583
        N/A
        DFE
        
        SG
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1972983.19000000
            USD
            2685545.80000000
            SGD
            2022-04-06
            8382.44000000
          
        
        
          N
          N
          N
        
      
      
        PT PERTAMINA (PERSERO)
        254900NDAKGNZ2IBBL45
        Pertamina Persero PT
        69370RAL1
        
          
        
        2250000.00000000
        PA
        USD
        1991497.50000000
        0.194637062450
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2031-02-09
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SENEGAL
        549300NP14ZLQGWIUZ97
        Senegal Government International Bond
        000000000
        
          
        
        400000.00000000
        PA
        
        369487.42000000
        0.036111492000
        Long
        DBT
        NUSS
        SN
        N
        
        2
        
          2037-06-08
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        2150.72000000
        0.000210198517
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1435363.41000000
            NZD
            995618.30000000
            USD
            2022-06-15
            2150.72000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        4565.12000000
        0.000446167543
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1053089.39000000
            USD
            805258.89000000
            GBP
            2022-04-25
            4565.12000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        32997.69000000
        0.003224996993
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1017338.60000000
            USD
            21180582.72000000
            MXN
            2022-06-15
            32997.69000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CZK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        68235.88000000
        0.006668967064
        N/A
        DFE
        
        CZ
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1427596.10000000
            USD
            33309111.83000000
            CZK
            2022-06-15
            68235.88000000
          
        
        
          N
          N
          N
        
      
      
        NORTH MACEDONIA
        635400RD1N6RVNCE4958
        North Macedonia Government International Bond
        000000000
        
          
        
        2700000.00000000
        PA
        
        2600074.12000000
        0.254115703820
        Long
        DBT
        NUSS
        MK
        N
        
        2
        
          2028-03-10
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD KRW
        000000000
        
          
        
        1.00000000
        NC
        
        5899.97000000
        0.000576627803
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1250832930.00000000
            KRW
            1035226.34000000
            USD
            2022-04-11
            5899.97000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        99555.63000000
        0.009729972231
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            313450.32000000
            USD
            33617546.90000000
            RUB
            2022-04-01
            99555.63000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US LONG BOND(CBT) JUN22
        000000000
        
          
        
        217.00000000
        NC
        USD
        -889410.83000000
        -0.08692569850
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CBOT US Long Bond Future
                USM2 COMDTY
              
            
            2022-06-21
            33439410.83000000
            USD
            -889410.83000000
          
        
        
          N
          N
          N
        
      
      
        RED SUN PROPERTIES GRP
        549300TYWIIKAOK07L47
        Redsun Properties Group Ltd
        000000000
        
          
        
        220000.00000000
        PA
        USD
        37400.00000000
        0.003655252459
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2023-04-16
          Fixed
          9.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Sri Lanka
        254900HXCCIOHM74FA02
        Sri Lanka Government International Bond
        85227SAV8
        
          
        
        200000.00000000
        PA
        USD
        98022.00000000
        0.009580084401
        Long
        DBT
        NUSS
        LK
        N
        
        2
        
          2023-04-18
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Zambia
        213800DMLAZ6LGMMD849
        Zambia Government International Bond
        000000000
        
          
        
        860000.00000000
        PA
        USD
        609525.00000000
        0.059571330363
        Long
        DBT
        NUSS
        ZM
        N
        
        2
        
          2024-04-14
          Fixed
          8.50000000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SS006122  CDS USD R F  1.00000 2 CCPCORPORATE / Short: SS006122  CDS USD P V 03MEVENT 1 CCPCORPORATE
        000000000
        
          
        
        1000000.00000000
        OU
        Notional Amount
        USD
        9485.70000000
        0.000927075621
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                REPUBLIC OF PANAMA
                REPUBLIC OF PANAMA
                
                  
                  
                
              
            
            Y
            
            sell protection
            2027-06-20
            7763.96000000
            USD
            0.00000000
            USD
            1000000.00000000
            USD
            1721.74000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        15993.22000000
        0.001563081731
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1000113.65000000
            USD
            20490328.46000000
            MXN
            2022-06-15
            15993.22000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SOUTH AFRICA
        378900AAFB4F17004C49
        Republic of South Africa Government International Bond
        836205AW4
        
          
        
        810000.00000000
        PA
        USD
        813948.75000000
        0.079550485845
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2027-09-27
          Fixed
          4.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KAZMUNAYGAS NATIONAL CO
        2138001H1M69RFJCSH88
        KazMunayGas National Co JSC
        000000000
        
          
        
        6002000.00000000
        PA
        USD
        5736786.63000000
        0.560679236386
        Long
        DBT
        CORP
        KZ
        N
        
        2
        
          2027-04-19
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Turkey
        5493000PCHOG3B6S3Q85
        Turkey Government International Bond
        000000000
        
          
        
        2700000.00000000
        PA
        
        2875426.60000000
        0.281027009431
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2025-06-14
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO NACIONAL DE PANAMA
        529900H2Q7WMDKKIW109
        Banco Nacional de Panama
        059626AC5
        
          
        
        1490000.00000000
        PA
        USD
        1308890.50000000
        0.127923134218
        Long
        DBT
        CORP
        PA
        N
        
        2
        
          2030-08-11
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        3989.18000000
        0.000389878609
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1294230.76000000
            USD
            1173373.31000000
            EUR
            2022-04-05
            3989.18000000
          
        
        
          N
          N
          N
        
      
      
        ISLAMIC REP OF PAKISTAN
        529900LOP29R5WKHOD86
        Pakistan Government International Bond
        000000000
        
          
        
        580000.00000000
        PA
        USD
        476252.50000000
        0.046546072784
        Long
        DBT
        NUSS
        PK
        N
        
        2
        
          2025-09-30
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kingdom Of Bahrain
        549300RODM1WN85LFQ95
        Bahrain Government International Bond
        000000000
        
          
        
        340000.00000000
        PA
        USD
        330182.50000000
        0.032270064045
        Long
        DBT
        NUSS
        BH
        N
        
        2
        
          2031-09-30
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD KRW
        000000000
        
          
        
        1.00000000
        NC
        
        22288.54000000
        0.002178348680
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            2560321939.00000000
            KRW
            2129210.12000000
            USD
            2022-04-11
            22288.54000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -990.86000000
        -0.00009684073
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            402605.45000000
            USD
            5887359.89000000
            ZAR
            2022-04-25
            -990.86000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD INR
        000000000
        
          
        
        1.00000000
        NC
        
        -15610.58000000
        -0.00152568478
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            337251042.22000000
            INR
            4425576.30000000
            USD
            2022-04-05
            -15610.58000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD INR
        000000000
        
          
        
        1.00000000
        NC
        
        -5344.46000000
        -0.00052233557
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            76970489.26000000
            INR
            998384.97000000
            USD
            2022-06-15
            -5344.46000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        6319.83000000
        0.000617662410
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            889004.26000000
            USD
            809222.97000000
            EUR
            2022-04-05
            6319.83000000
          
        
        
          N
          N
          N
        
      
      
        MTN MAURITIUS INVSTMENTS
        2549009PQD415OQIR074
        MTN Mauritius Investments Ltd
        000000000
        
          
        
        1790000.00000000
        PA
        USD
        1794810.63000000
        0.175414063375
        Long
        DBT
        CORP
        MU
        
        N
        
        2
        
          2024-11-11
          Fixed
          4.75500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        282830.03000000
        0.027642116654
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            4784075.15000000
            USD
            74286473.11000000
            ZAR
            2022-04-26
            282830.03000000
          
        
        
          N
          N
          N
        
      
      
        ADANI GREEN ENERGY LTD
        335800ZBBU81OH211H17
        Adani Green Energy Ltd
        000000000
        
          
        
        390000.00000000
        PA
        USD
        381712.50000000
        0.037306298250
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2024-09-08
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE OF MINAS GERAIS
        N/A
        Brazil Minas SPE via State of Minas Gerais
        105860AA8
        
          
        
        2100000.00000000
        PA
        USD
        2121393.75000000
        0.207332345533
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2028-02-15
          Fixed
          5.33300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARMENIA
        5299000H77JSW90G7935
        Republic of Armenia International Bond
        042207AC4
        
          
        
        1080000.00000000
        PA
        USD
        907200.00000000
        0.088664305656
        Long
        DBT
        NUSS
        AM
        N
        
        2
        
          2029-09-26
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Yapi ve Kredi Bankasi AS
        B85ZYWEZ5IZCZ2WNIO12
        Yapi ve Kredi Bankasi AS
        000000000
        
          
        
        1820000.00000000
        PA
        USD
        1836097.90000000
        0.179449234371
        Long
        DBT
        CORP
        TR
        N
        
        2
        
          2023-03-16
          Fixed
          6.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER MEXICO
        SCRYQ25DTVRHYYMM6P89
        Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand
        05969BAC7
        
          
        
        1090000.00000000
        PA
        USD
        1107243.80000000
        0.108215391005
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2028-10-01
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED SEK / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -1856.89000000
        -0.00018148132
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            315847.20000000
            EUR
            3268734.26000000
            SEK
            2022-04-25
            -1856.89000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED SGD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        3758.65000000
        0.000367347985
        N/A
        DFE
        
        SG
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            996046.57000000
            USD
            1355083.51000000
            SGD
            2022-06-15
            3758.65000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BR216980  IRS EUR R V 06MEURIB CCPVANILLA / Short: BR216980  IRS EUR P F   .00000 CCPVANILLA
        000000000
        
          
        
        19450000.00000000
        OU
        Notional Amount
        
        1280327.70000000
        0.125131576866
        N/A
        DIR
        
        ER
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2027-03-16
            152791.95000000
            EUR
            0.00000000
            EUR
            19450000.00000000
            EUR
            1107360.16000000
          
        
        
          N
          N
          N
        
      
      
        Republic of Paraguay
        529900UXKJTJPCU0HK83
        Paraguay Government International Bond
        699149AC4
        
          
        
        610000.00000000
        PA
        USD
        635848.75000000
        0.062144056350
        Long
        DBT
        NUSS
        PY
        N
        
        2
        
          2026-04-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -3904.07000000
        -0.00038156046
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1086981.68000000
            USD
            977966.75000000
            EUR
            2022-05-05
            -3904.07000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD CNH
        000000000
        
          
        
        1.00000000
        NC
        
        -4788.62000000
        -0.00046801109
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            6402646.96000000
            CNY
            998300.00000000
            USD
            2022-06-15
            -4788.62000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        37128.92000000
        0.003628758720
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            3557047.20000000
            USD
            3248444.93000000
            EUR
            2022-04-06
            37128.92000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        CTBOAEUPL2022042846400
        000000000
        
          
        
        -1206000.00000000
        OU
        Notional Amount
        
        -20589.74000000
        -0.00201231812
        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
                    -20589.74000000
                    0.00000000
                    DFE
                    
                    PL
                  
                  -1206000.00000000
                  EUR
                  -5595840.00000000
                  PLN
                  2022-04-28
                
              
            
            1.00000000
            4.64000000
            EUR
            2022-04-28
            XXXX
            3843.38000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PARAGUAY
        529900UXKJTJPCU0HK83
        Paraguay Government International Bond
        000000000
        
          
        
        400000.00000000
        PA
        USD
        418825.00000000
        0.040933452178
        Long
        DBT
        NUSS
        PY
        N
        
        2
        
          2031-04-28
          Fixed
          4.95000000
          N
          N
          N
        
        
          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
        
          
        
        1560000.00000000
        OU
        Notional Amount
        USD
        -62263.03000000
        -0.00608521640
        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
            -83616.34000000
            USD
            1560000.00000000
            USD
            21353.31000000
          
        
        
          N
          N
          N
        
      
      
        Republic of Sri Lanka
        254900HXCCIOHM74FA02
        Sri Lanka Government International Bond
        85227SAQ9
        
          
        
        4460000.00000000
        PA
        USD
        2208190.60000000
        0.215815350867
        Long
        DBT
        NUSS
        LK
        N
        
        2
        
          2025-11-03
          Fixed
          6.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PTCITEUSE2022042110384
        000000000
        
          
        
        -1212000.00000000
        OU
        Notional Amount
        
        -8347.66000000
        -0.00081585039
        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
                    -8347.66000000
                    0.00000000
                    DFE
                    
                    SE
                  
                  -1212000.00000000
                  EUR
                  -12585408.00000000
                  SEK
                  2022-04-21
                
              
            
            1.00000000
            10.38400000
            EUR
            2022-04-21
            XXXX
            5041.36000000
          
        
        
          N
          N
          N
        
      
      
        Grupo Aval Ltd
        549300J4FW1ELLQ80113
        Grupo Aval Ltd
        000000000
        
          
        
        590000.00000000
        PA
        USD
        592581.25000000
        0.057915349511
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2022-09-26
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PARAGUAY
        529900UXKJTJPCU0HK83
        Paraguay Government International Bond
        699149AK6
        
          
        
        11059000.00000000
        PA
        USD
        9758185.13000000
        0.953706689838
        Long
        DBT
        NUSS
        PY
        N
        
        2
        
          2033-01-29
          Fixed
          2.73900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROSUS NV
        635400Z5LQ5F9OLVT688
        Prosus NV
        74365PAG3
        
          
        
        310000.00000000
        PA
        USD
        283650.00000000
        0.027722255621
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-01-19
          Fixed
          3.25700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SS006003  CDS USD R F  1.00000 2 CCPCORPORATE / Short: SS006003  CDS USD P V 03MEVENT 1 CCPCORPORATE
        000000000
        
          
        
        8140000.00000000
        OU
        Notional Amount
        USD
        127047.49000000
        0.012416862308
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                Indonesia Government International Bond
                Indonesia Government International Bond
                
                  
                
              
            
            Y
            
            sell protection
            2025-12-20
            0.00000000
            USD
            -50484.59000000
            USD
            8140000.00000000
            USD
            177532.08000000
          
        
        
          N
          N
          N
        
      
      
        HONDURAS GOVERNMENT
        5493002DW1JNBNG17615
        Honduras Government International Bond
        438180AJ0
        
          
        
        1170000.00000000
        PA
        USD
        1057972.50000000
        0.103399908638
        Long
        DBT
        NUSS
        HN
        N
        
        2
        
          2030-06-24
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINGDOM OF MOROCCO
        529900F3MBW9XY5K1X07
        Morocco Government International Bond
        617726AL8
        
          
        
        4000000.00000000
        PA
        USD
        3450000.00000000
        0.337182379316
        Long
        DBT
        NUSS
        MA
        N
        
        2
        
          2032-12-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED SGD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        5896.00000000
        0.000576239799
        N/A
        DFE
        
        SG
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            2956979.25000000
            USD
            4015885.35000000
            SGD
            2022-04-06
            5896.00000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF GHANA
        213800PP4399SNNXZ126
        Ghana Government International Bond
        37443GAN1
        
          
        
        1410000.00000000
        PA
        USD
        965850.00000000
        0.094396406105
        Long
        DBT
        NUSS
        GH
        N
        
        2
        
          2042-05-07
          Fixed
          8.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PHILIPPINES
        529900RAHBALMYIJ3T08
        Philippine Government International Bond
        718286CL9
        
          
        
        2940000.00000000
        PA
        USD
        2429498.40000000
        0.237444652480
        Long
        DBT
        NUSS
        PH
        N
        
        2
        
          2045-12-10
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arab Republic of Egypt
        529900GFIVH4086NMH82
        Egypt Government International Bond
        03846JW89
        
          
        
        2850000.00000000
        PA
        USD
        2429625.00000000
        0.237457025607
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2049-03-01
          Fixed
          8.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Turkey
        5493000PCHOG3B6S3Q85
        Turkey Government International Bond
        900123CM0
        
          
        
        7440000.00000000
        PA
        USD
        5534895.00000000
        0.540947555178
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2047-05-11
          Fixed
          5.75000000
          N
          N
          N
        
        
          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
        
          
        
        124040000.00000000
        OU
        Notional Amount
        
        -6704.55000000
        -0.00065526264
        N/A
        DIR
        
        CN
        N
        
        2
        
          
            
              Merrill Lynch International
              G5GSEF7VJP5I7OUK5573
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2024-06-15
            319634.84000000
            CNY
            0.00000000
            CNY
            124040000.00000000
            CNY
            -56949.36000000
          
        
        
          N
          N
          N
        
      
      
        Republic of Ghana
        213800PP4399SNNXZ126
        Ghana Government International Bond
        37443GAB7
        
          
        
        3430000.00000000
        PA
        USD
        2435300.00000000
        0.238011666188
        Long
        DBT
        NUSS
        GH
        N
        
        2
        
          2032-03-26
          Fixed
          8.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        CTMSIUSCN2022042163790
        000000000
        
          
        
        4085000.00000000
        OU
        Notional Amount
        USD
        9223.93000000
        0.000901491786
        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
                    9223.93000000
                    0.00000000
                    DFE
                    
                    US
                  
                  26058215.00000000
                  CNY
                  4085000.00000000
                  USD
                  2022-04-21
                
              
            
            1.00000000
            6.37900000
            USD
            2022-04-21
            XXXX
            -8807.26000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -25306.86000000
        -0.00247334123
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            4401743.51000000
            USD
            3951710.83000000
            EUR
            2022-05-05
            -25306.86000000
          
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
        
        1190000.00000000
        PA
        
        1053149.77000000
        0.102928563833
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2050-01-28
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF CHILE
        549300FLZTJM5YJF8D34
        Chile Government International Bond
        168863DY1
        
          
        
        1440000.00000000
        PA
        USD
        1478880.00000000
        0.144536891919
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2042-03-07
          Fixed
          4.34000000
          N
          N
          N
        
        
          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
        
          
        
        14140000.00000000
        OU
        Notional Amount
        
        24280.69000000
        0.002373049514
        N/A
        DIR
        
        BR
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2023-01-02
            0.00000000
            BRL
            -3178.93000000
            BRL
            14140000.00000000
            BRL
            24837.25000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        193.96000000
        0.000018956491
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            805258.89000000
            GBP
            1057848.47000000
            USD
            2022-04-25
            193.96000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD HUF
        000000000
        
          
        
        1.00000000
        NC
        
        -10973.44000000
        -0.00107247843
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            139490845.56000000
            HUF
            404567.55000000
            USD
            2022-06-15
            -10973.44000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        6669866.64000000
        0.651872899535
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            185733105.68000000
            EUR
            212365375.70000000
            USD
            2022-05-05
            6669866.64000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ECUADOR
        5299003Y2U5XK0A35H71
        Ecuador Government International Bond
        000000000
        
          
        
        6541936.00000000
        PA
        USD
        3730130.13000000
        0.364560623882
        Long
        DBT
        NUSS
        EC
        N
        
        2
        
          2040-07-31
          Variable
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        170.87000000
        0.000016699812
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            31416.07000000
            USD
            28521.48000000
            EUR
            2022-05-05
            170.87000000
          
        
        
          N
          N
          N
        
      
      
        SoftBank Group Corp
        5493003BZYYYCDIO0R13
        SoftBank Group Corp
        000000000
        
          
        
        990000.00000000
        PA
        USD
        945450.00000000
        0.092402632036
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2023-07-19
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ANGOLA
        549300QHR2R3J8JSGK83
        Angolan Government International Bond
        000000000
        
          
        
        2680000.00000000
        PA
        USD
        2619700.00000000
        0.256033820027
        Long
        DBT
        NUSS
        AO
        N
        
        2
        
          2049-11-26
          Fixed
          9.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD INR
        000000000
        
          
        
        1.00000000
        NC
        
        3120.54000000
        0.000304982928
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            70348490.36000000
            INR
            929920.56000000
            USD
            2022-04-04
            3120.54000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -4251.77000000
        -0.00041554258
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            965065.19000000
            USD
            8462897.92000000
            NOK
            2022-06-15
            -4251.77000000
          
        
        
          N
          N
          N
        
      
      
        REDE D'OR FINANCE SARL
        549300FDE772OLJUCP79
        Rede D'or Finance Sarl
        75735GAA6
        
          
        
        256000.00000000
        PA
        USD
        234880.00000000
        0.022955767319
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2030-01-22
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IQIYI INC
        222100XL8T2Q5B8MS302
        iQIYI Inc
        46267XAD0
        
          
        
        200000.00000000
        PA
        USD
        158212.00000000
        0.015462695245
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-04-01
          Fixed
          2.00000000
          N
          N
          N
          N
          Y
          
            
              iQIYI Inc
              iQIYI Inc
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        25714PED6
        
          
        
        4750000.00000000
        PA
        USD
        4361984.38000000
        0.426314281678
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2030-01-30
          Fixed
          4.50000000
          N
          N
          N
        
        
          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
        
          
        
        6320000.00000000
        OU
        Notional Amount
        USD
        49443.89000000
        0.004832350281
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                Republic of Indonesia
                Republic of Indonesia
                
                  
                
              
            
            Y
            
            sell protection
            2027-06-20
            27054.69000000
            USD
            0.00000000
            USD
            6320000.00000000
            USD
            22389.20000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -14858.08000000
        -0.00145213993
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            920337.36000000
            EUR
            1006296.87000000
            USD
            2022-06-15
            -14858.08000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED PLN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        36448.84000000
        0.003562291766
        N/A
        DFE
        
        PL
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1735318.82000000
            USD
            7469896.78000000
            PLN
            2022-05-05
            36448.84000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF CAMEROON
        54930021BO6NHYGBBV24
        Republic of Cameroon International Bond
        000000000
        
          
        
        5640000.00000000
        PA
        
        5474940.68000000
        0.535087978289
        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 IDR
        000000000
        
          
        
        1.00000000
        NC
        
        -23150.72000000
        -0.00226261300
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            45523784113.20000000
            IDR
            3144602.68000000
            USD
            2022-05-31
            -23150.72000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ECUADOR
        5299003Y2U5XK0A35H71
        Ecuador Government International Bond
        000000000
        
          
        
        3532360.00000000
        PA
        USD
        1954498.94000000
        0.191021044336
        Long
        DBT
        NUSS
        EC
        N
        
        2
        
          2030-07-31
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
        
        2320000.00000000
        PA
        
        2187940.77000000
        0.213836253516
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2031-07-16
          Fixed
          2.12400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD CNH
        000000000
        
          
        
        1.00000000
        NC
        
        -9029.35000000
        -0.00088247470
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            13009745.96000000
            CNY
            2029178.94000000
            USD
            2022-06-15
            -9029.35000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        31177.25000000
        0.003047078068
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            117728065.00000000
            JPY
            1000221.45000000
            USD
            2022-06-15
            31177.25000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED COP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -374.69000000
        -0.00003661996
        N/A
        DFE
        
        CO
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1121697.70000000
            USD
            4257594308.96000000
            COP
            2022-05-16
            -374.69000000
          
        
        
          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
        
          
        
        141640000.00000000
        OU
        Notional Amount
        
        -1150268.94000000
        -0.11242041102
        N/A
        DIR
        
        BR
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2023-01-02
            34294.07000000
            BRL
            0.00000000
            BRL
            141640000.00000000
            BRL
            -1156921.11000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF TURKEY
        5493000PCHOG3B6S3Q85
        Turkey Government International Bond
        900123CX6
        
          
        
        5380000.00000000
        PA
        USD
        5017858.75000000
        0.490415522434
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2025-03-13
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        CTMSIUSIL2022041433300
        000000000
        
          
        
        8020000.00000000
        OU
        Notional Amount
        USD
        681.70000000
        0.000066625283
        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
                    681.70000000
                    0.00000000
                    DFE
                    
                    US
                  
                  26706600.00000000
                  ILS
                  8020000.00000000
                  USD
                  2022-04-14
                
              
            
            1.00000000
            3.33000000
            USD
            2022-04-14
            XXXX
            -46219.26000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF GABON
        N/A
        Gabon Government International Bond
        362420AE1
        
          
        
        2450000.00000000
        PA
        USD
        2330562.50000000
        0.227775248955
        Long
        DBT
        NUSS
        GA
        N
        
        2
        
          2031-11-24
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BR217280  IRS BRL R V 01MBRCDI CCPNDFPREDISWAP / Short: BR217280  IRS BRL P F 10.95000 CCPNDFPREDISWAP
        000000000
        
          
        
        3600000.00000000
        OU
        Notional Amount
        
        5771.26000000
        0.000564048457
        N/A
        DIR
        
        BR
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2025-01-02
            4467.32000000
            BRL
            0.00000000
            BRL
            3600000.00000000
            BRL
            4926.31000000
          
        
        
          N
          N
          N
        
      
      
        Republic of Sri Lanka
        254900HXCCIOHM74FA02
        Sri Lanka Government International Bond
        85227SAW6
        
          
        
        1690000.00000000
        PA
        USD
        798710.90000000
        0.078061229463
        Long
        DBT
        NUSS
        LK
        N
        
        2
        
          2028-04-18
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD INR
        000000000
        
          
        
        1.00000000
        NC
        
        -16933.28000000
        -0.00165495757
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            78102505.32000000
            INR
            1001558.14000000
            USD
            2022-06-15
            -16933.28000000
          
        
        
          N
          N
          N
        
      
      
        PETRONAS CAPITAL LTD
        549300G7YFX3540OYR85
        Petronas Capital Ltd
        716743AR0
        
          
        
        4410000.00000000
        PA
        USD
        4948020.00000000
        0.483589900436
        Long
        DBT
        CORP
        MY
        N
        
        2
        
          2050-04-21
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD TWD
        000000000
        
          
        
        1.00000000
        NC
        
        72855.59000000
        0.007120469908
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            65346949.96000000
            TWD
            2354929.91000000
            USD
            2022-04-15
            72855.59000000
          
        
        
          N
          N
          N
        
      
      
        PTTEP TREASURY CENTER CO
        2549006WFOUPZX6TZG08
        PTTEP Treasury Center Co Ltd
        69371MAE7
        
          
        
        1040000.00000000
        PA
        USD
        1001195.00000000
        0.097850815147
        Long
        DBT
        CORP
        TH
        N
        
        2
        
          2030-01-15
          Fixed
          2.99300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF KENYA
        549300VVURQQYU45PR87
        Republic of Kenya Government International Bond
        491798AG9
        
          
        
        750000.00000000
        PA
        USD
        721875.00000000
        0.070551747846
        Long
        DBT
        NUSS
        KE
        N
        
        2
        
          2028-02-28
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QATAR ENERGY
        254900QTESJKJ3P87J26
        Qatar Energy
        74730DAD5
        
          
        
        6760000.00000000
        PA
        USD
        6219200.00000000
        0.607827435781
        Long
        DBT
        CORP
        QA
        N
        
        2
        
          2051-07-12
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        000000000
        
          
        
        6510000.00000000
        PA
        USD
        2783025.00000000
        0.271996229332
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2024-09-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          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
        
          
        
        10170000.00000000
        OU
        Notional Amount
        
        1228036.88000000
        0.120020984662
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2037-03-16
            0.00000000
            EUR
            -293447.52000000
            EUR
            10170000.00000000
            EUR
            1560184.78000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PTJPMEUUS2022040410865
        000000000
        
          
        
        -11093000.00000000
        OU
        Notional Amount
        
        -1006.28000000
        -0.00009834779
        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
                    -1006.28000000
                    0.00000000
                    DFE
                    
                    US
                  
                  -11093000.00000000
                  EUR
                  -12052544.50000000
                  USD
                  2022-04-04
                
              
            
            1.00000000
            1.08650000
            EUR
            2022-04-04
            XXXX
            24955.42000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD INR
        000000000
        
          
        
        1.00000000
        NC
        
        -3055.37000000
        -0.00029861360
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            78182799.17000000
            INR
            1016483.12000000
            USD
            2022-06-15
            -3055.37000000
          
        
        
          N
          N
          N
        
      
      
        IVORY COAST
        254900ICW11T82O6H590
        Ivory Coast Government International Bond
        000000000
        
          
        
        3260000.00000000
        PA
        
        3144983.71000000
        0.307371910217
        Long
        DBT
        NUSS
        CI
        N
        
        2
        
          2048-03-22
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lebanese Republic
        529900QPC4K9S1KHL354
        Lebanon Government International Bond
        000000000
        
          
        
        3990000.00000000
        PA
        USD
        469573.13000000
        0.045893271083
        Long
        DBT
        NUSS
        LB
        N
        
        2
        
          2025-02-26
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PTJPMEUUS2022040411010
        000000000
        
          
        
        7395000.00000000
        OU
        Notional Amount
        
        9587.80000000
        0.000937054265
        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
                    9587.80000000
                    0.00000000
                    DFE
                    
                    XX
                  
                  8141895.00000000
                  USD
                  7395000.00000000
                  EUR
                  2022-04-04
                
              
            
            1.00000000
            1.10100000
            EUR
            2022-04-04
            XXXX
            -35402.30000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF GABON
        N/A
        Gabon Government International Bond
        362420AD3
        
          
        
        2120000.00000000
        PA
        USD
        2001147.50000000
        0.195580195771
        Long
        DBT
        NUSS
        GA
        N
        
        2
        
          2031-02-06
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SS006091  CDS USD R F  1.00000 2 CCPCORPORATE / Short: SS006091  CDS USD P V 03MEVENT 1 CCPCORPORATE
        000000000
        
          
        
        2020000.00000000
        OU
        Notional Amount
        USD
        33571.19000000
        0.003281047455
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                Republic of Chile
                Republic of Chile
                
                  
                  
                
              
            
            Y
            
            sell protection
            2026-12-20
            13682.87000000
            USD
            0.00000000
            USD
            2020000.00000000
            USD
            19888.32000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        PTMSIUSZA20220406149600
        000000000
        
          
        
        -4130000.00000000
        OU
        Notional Amount
        USD
        -99471.05000000
        -0.00972170588
        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
                    -99471.05000000
                    -0.01000000
                    DFE
                    
                    ZA
                  
                  -4130000.00000000
                  USD
                  -61784800.00000000
                  ZAR
                  2022-04-06
                
              
            
            1.00000000
            14.96000000
            USD
            2022-04-06
            XXXX
            -70490.84000000
          
        
        
          N
          N
          N
        
      
      
        Republic of El Salvador
        529900AKDMUSFSDOM949
        El Salvador Government International Bond
        000000000
        
          
        
        580000.00000000
        PA
        USD
        282750.00000000
        0.027634295000
        Long
        DBT
        NUSS
        SV
        N
        
        2
        
          2027-01-18
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Federal Republic of Nigeria
        549300GSBZD84TNEQ285
        Nigeria Government International Bond
        65412JAH6
        
          
        
        6280000.00000000
        PA
        USD
        5463600.00000000
        0.533979608009
        Long
        DBT
        NUSS
        NG
        N
        
        2
        
          2038-02-23
          Fixed
          7.69600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VEDANTA RESOURCES
        8945002DGA3BBXO3N634
        Vedanta Resources Finance II PLC
        92243XAE1
        
          
        
        570000.00000000
        PA
        USD
        552900.00000000
        0.054037141311
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2025-03-11
          Fixed
          8.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OMAN GOV INTERNTL BOND
        549300SZ20F0QTKNQC75
        Oman Government International Bond
        000000000
        
          
        
        1190000.00000000
        PA
        USD
        1185537.50000000
        0.115867349280
        Long
        DBT
        NUSS
        OM
        N
        
        2
        
          2048-01-17
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        India Airport Infra
        254900N1JEUJFV1S3E87
        India Airport Infra
        18684LAA6
        
          
        
        250000.00000000
        PA
        USD
        238125.00000000
        0.023272914224
        Long
        DBT
        CORP
        MU
        
        N
        
        2
        
          2025-10-25
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        78098.91000000
        0.007632920665
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            329906812.00000000
            JPY
            2793630.52000000
            USD
            2022-06-15
            78098.91000000
          
        
        
          N
          N
          N
        
      
      
        ARAB REPUBLIC OF EGYPT
        529900GFIVH4086NMH82
        Egypt Government International Bond
        000000000
        
          
        
        703000.00000000
        PA
        USD
        588762.50000000
        0.057542127710
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2031-02-16
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PTBOAEUPL2022042846400
        000000000
        
          
        
        -1206000.00000000
        OU
        Notional Amount
        
        -12922.46000000
        -0.00126296400
        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
                    -12922.46000000
                    0.00000000
                    DFE
                    
                    PL
                  
                  -1206000.00000000
                  EUR
                  -5595840.00000000
                  PLN
                  2022-04-28
                
              
            
            1.00000000
            4.64000000
            EUR
            2022-04-28
            XXXX
            -1701.19000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        -96824.95000000
        -0.00946309188
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            20066485.74000000
            SEK
            2041577.10000000
            USD
            2022-06-15
            -96824.95000000
          
        
        
          N
          N
          N
        
      
      
        ADANI ELECTRICITY MUMBAI
        335800AIC1B5EBFVUC38
        Adani Electricity Mumbai Ltd
        000000000
        
          
        
        1160000.00000000
        PA
        USD
        1048309.40000000
        0.102455495000
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2030-02-12
          Fixed
          3.94900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF COLOMBIA
        549300MHDRBVRF6B9117
        Colombia Government International Bond
        195325DX0
        
          
        
        4510000.00000000
        PA
        USD
        3221267.50000000
        0.314827431902
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2061-02-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PTUBSNZUS2022042606950
        000000000
        
          
        
        -5736000.00000000
        OU
        Notional Amount
        
        -48383.81000000
        -0.00472874439
        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
                    -48383.81000000
                    0.00000000
                    DFE
                    
                    US
                  
                  -5736000.00000000
                  NZD
                  -3986520.00000000
                  USD
                  2022-04-26
                
              
            
            1.00000000
            0.69500000
            NZD
            2022-04-26
            XXXX
            684.55000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -4.24000000
        -0.00000041439
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            514800.00000000
            USD
            3277525.68000000
            CNY
            2022-04-28
            -4.24000000
          
        
        
          N
          N
          N
        
      
      
        INDUSTRIAS PENOLES SAB D
        549300WA2HB7776CB324
        Industrias Penoles SAB de CV
        456472AD1
        
          
        
        400000.00000000
        PA
        USD
        364075.00000000
        0.035582514420
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2050-08-06
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        CTCHAUSCN2022042663905
        000000000
        
          
        
        -1320000.00000000
        OU
        Notional Amount
        USD
        -2820.84000000
        -0.00027569204
        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
                    -2820.84000000
                    0.00000000
                    DFE
                    
                    CN
                  
                  -1320000.00000000
                  USD
                  -8435460.00000000
                  CNY
                  2022-04-26
                
              
            
            1.00000000
            6.39050000
            USD
            2022-04-26
            XXXX
            4032.60000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        CTMSIUSCN2022042164350
        000000000
        
          
        
        -4085000.00000000
        OU
        Notional Amount
        USD
        -2965.71000000
        -0.00028985076
        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
                    -2965.71000000
                    0.00000000
                    DFE
                    
                    CN
                  
                  -4085000.00000000
                  USD
                  -26286975.00000000
                  CNY
                  2022-04-21
                
              
            
            1.00000000
            6.43500000
            USD
            2022-04-21
            XXXX
            3125.03000000
          
        
        
          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
        
          
        
        13420000.00000000
        OU
        Notional Amount
        USD
        320994.32000000
        0.031372066250
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                SAUDI INTERNATIONAL BOND
                SAUDI INTERNATIONAL BOND
                
                  
                
              
            
            Y
            
            sell protection
            2026-12-20
            288486.32000000
            USD
            0.00000000
            USD
            13420000.00000000
            USD
            32508.00000000
          
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PTCITGBUS2022042113215
        000000000
        
          
        
        -6079000.00000000
        OU
        Notional Amount
        
        -85726.24000000
        -0.00837837031
        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
                    -85726.24000000
                    -0.01000000
                    DFE
                    
                    US
                  
                  -6079000.00000000
                  GBP
                  -8033398.50000000
                  USD
                  2022-04-21
                
              
            
            1.00000000
            1.32150000
            GBP
            2022-04-21
            XXXX
            -16466.87000000
          
        
        
          N
          N
          N
        
      
      
        STATE OIL CO OF THE AZER
        2549002HARR1VE257O76
        State Oil Co of the Azerbaijan Republic
        000000000
        
          
        
        1040000.00000000
        PA
        USD
        1152320.00000000
        0.112620869372
        Long
        DBT
        CORP
        AZ
        N
        
        2
        
          2030-03-18
          Fixed
          6.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MALDIVES SUKUK ISSUANCE
        549300RPRH3HJCZQP933
        Maldives Sukuk Issuance Ltd
        56113LAA7
        
          
        
        600000.00000000
        PA
        USD
        579000.00000000
        0.056587999311
        Long
        DBT
        NUSS
        KY
        
        N
        
        2
        
          2026-04-08
          Fixed
          9.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROSUS NV
        635400Z5LQ5F9OLVT688
        Prosus NV
        74365PAD0
        
          
        
        560000.00000000
        PA
        USD
        420000.00000000
        0.041048289655
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2050-08-03
          Fixed
          4.02700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD INR
        000000000
        
          
        
        1.00000000
        NC
        
        6614.82000000
        0.000646492969
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            337251042.22000000
            INR
            4439523.18000000
            USD
            2022-04-13
            6614.82000000
          
        
        
          N
          N
          N
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QCC4
        
          
        
        560000.00000000
        PA
        USD
        449652.00000000
        0.043946298905
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2047-09-21
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT BANK OF MOSCOW (C
        635400Y22HQLUDCVZX38
        Credit Bank of Moscow Via CBOM Finance PLC
        000000000
        
          
        
        310000.00000000
        PA
        USD
        15500.00000000
        0.001514877356
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2027-10-05
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARGENTINA
        549300KPBYGYF7HCHO27
        Argentine Republic Government International Bond
        000000000
        
          
        
        3559900.00000000
        PA
        
        1183410.62000000
        0.115659480742
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2030-07-09
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARGENTINA
        549300KPBYGYF7HCHO27
        Argentine Republic Government International Bond
        000000000
        
          
        
        120088.00000000
        PA
        
        43972.47000000
        0.004297606393
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2029-07-09
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED NOK / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -19700.83000000
        -0.00192544137
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            906962.21000000
            EUR
            8690149.11000000
            NOK
            2022-06-15
            -19700.83000000
          
        
        
          N
          N
          N
        
      
      
        Metinvest BV
        635400TMCKVEU87EJ582
        Metinvest BV
        000000000
        
          
        
        200000.00000000
        PA
        USD
        85000.00000000
        0.008307391954
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2023-04-23
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OMAN GOV INTERNTL BOND
        549300SZ20F0QTKNQC75
        Oman Government International Bond
        000000000
        
          
        
        680000.00000000
        PA
        USD
        666400.00000000
        0.065129952920
        Long
        DBT
        NUSS
        OM
        N
        
        2
        
          2047-03-08
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RUSSIAN FEDERATION
        5493004EHVGF71PDBU58
        Russian Foreign Bond - Eurobond
        000000000
        
          
        
        3200000.00000000
        PA
        USD
        512000.00000000
        0.050039819771
        Long
        DBT
        NUSS
        RU
        N
        
        2
        
          2029-03-21
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        91087BAM2
        
          
        
        6970000.00000000
        PA
        USD
        6349670.00000000
        0.620578793760
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2031-05-24
          Fixed
          2.65900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF KENYA
        549300VVURQQYU45PR87
        Republic of Kenya Government International Bond
        000000000
        
          
        
        550000.00000000
        PA
        USD
        529375.00000000
        0.051737948420
        Long
        DBT
        NUSS
        KE
        N
        
        2
        
          2028-02-28
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        51613.93000000
        0.005044437021
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            238456285.00000000
            JPY
            2014397.22000000
            USD
            2022-06-15
            51613.93000000
          
        
        
          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
        
          
        
        12016620000.00000000
        OU
        Notional Amount
        
        -162789.73000000
        -0.01591009521
        N/A
        DIR
        
        KR
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2032-06-15
            55868552.00000000
            KRW
            0.00000000
            KRW
            12016620000.00000000
            KRW
            -209323.90000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CAD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -76.36000000
        -0.00000746296
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            907914.84000000
            EUR
            1259513.94000000
            CAD
            2022-06-15
            -76.36000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PANAMA
        549300SHS4T08CL0LP14
        Panama Government International Bond
        698299BL7
        
          
        
        3680000.00000000
        PA
        USD
        3233340.00000000
        0.316007325895
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2060-07-23
          Fixed
          3.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PTUBSNZUS2022042706955
        000000000
        
          
        
        -5738000.00000000
        OU
        Notional Amount
        
        -51092.92000000
        -0.00499351661
        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
                    -51092.92000000
                    0.00000000
                    DFE
                    
                    US
                  
                  -5738000.00000000
                  NZD
                  -3990779.00000000
                  USD
                  2022-04-27
                
              
            
            1.00000000
            0.69550000
            NZD
            2022-04-27
            XXXX
            -1880.27000000
          
        
        
          N
          N
          N
        
      
      
        Arab Republic of Egypt
        529900GFIVH4086NMH82
        Egypt Government International Bond
        000000000
        
          
        
        6940000.00000000
        PA
        
        6468187.02000000
        0.632161938918
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2030-04-16
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -4543.32000000
        -0.00044403694
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            909724.88000000
            EUR
            1004836.62000000
            USD
            2022-06-15
            -4543.32000000
          
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PTUBSNZUS2022042706835
        000000000
        
          
        
        11476000.00000000
        OU
        Notional Amount
        
        46257.23000000
        0.004520905180
        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
                    46257.23000000
                    0.00000000
                    DFE
                    
                    NZ
                  
                  7843846.00000000
                  USD
                  11476000.00000000
                  NZD
                  2022-04-27
                
              
            
            1.00000000
            0.68350000
            NZD
            2022-04-27
            XXXX
            -3031.36000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        6840.46000000
        0.000668545674
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1901831.51000000
            USD
            12146997.85000000
            CNY
            2022-04-22
            6840.46000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SOUTH AFRICA
        378900AAFB4F17004C49
        Republic of South Africa Government International Bond
        836205BA1
        
          
        
        7690000.00000000
        PA
        USD
        7499191.88000000
        0.732926191608
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2029-09-30
          Fixed
          4.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PTCITUSZA2022042114483
        000000000
        
          
        
        -4030000.00000000
        OU
        Notional Amount
        USD
        -30950.40000000
        -0.00302490710
        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
                    -30950.40000000
                    0.00000000
                    DFE
                    
                    ZA
                  
                  -4030000.00000000
                  USD
                  -58366490.00000000
                  ZAR
                  2022-04-21
                
              
            
            1.00000000
            14.48300000
            USD
            2022-04-21
            XXXX
            -8221.20000000
          
        
        
          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
        
          
        
        55170000.00000000
        OU
        Notional Amount
        USD
        -18559.19000000
        -0.00181386430
        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
            -206608.10000000
            USD
            55170000.00000000
            USD
            188048.91000000
          
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        000000000
        
          
        
        1220000.00000000
        PA
        USD
        512400.00000000
        0.050078913380
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2027-09-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          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
        
          
        
        27334211.00000000
        OU
        Notional Amount
        
        499757.92000000
        0.048843352042
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2032-06-15
            1435534.23000000
            PLN
            0.00000000
            PLN
            27334211.00000000
            PLN
            186493.35000000
          
        
        
          N
          N
          N
        
      
      
        RELIANCE INDUSTRIES LTD
        5493003UOETFYRONLG31
        Reliance Industries Ltd
        759470BB2
        
          
        
        3270000.00000000
        PA
        USD
        2992900.20000000
        0.292508176954
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2032-01-12
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD KRW
        000000000
        
          
        
        1.00000000
        NC
        
        57329.91000000
        0.005603082741
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            5774675105.00000000
            KRW
            4809383.70000000
            USD
            2022-04-11
            57329.91000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        CTMSIUSIL2022042132675
        000000000
        
          
        
        8119000.00000000
        OU
        Notional Amount
        USD
        10335.49000000
        0.001010129017
        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
                    10335.49000000
                    0.00000000
                    DFE
                    
                    US
                  
                  26528832.50000000
                  ILS
                  8119000.00000000
                  USD
                  2022-04-21
                
              
            
            1.00000000
            3.26750000
            USD
            2022-04-21
            XXXX
            -28148.57000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -30807.85000000
        -0.00301097512
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            3520879.99000000
            USD
            3151366.51000000
            EUR
            2022-05-05
            -30807.85000000
          
        
        
          N
          N
          N
        
      
      
        PETROLEOS DE VENEZUELA S
        549300YWR8TN1OFD4P06
        Petroleos de Venezuela SA
        000000000
        
          
        
        41690000.00000000
        PA
        USD
        2814075.00000000
        0.275030870746
        Long
        DBT
        CORP
        VE
        N
        
        2
        
          2024-05-16
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD TWD
        000000000
        
          
        
        1.00000000
        NC
        
        -28173.08000000
        -0.00275346844
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            131682503.70000000
            TWD
            4570500.00000000
            USD
            2022-04-15
            -28173.08000000
          
        
        
          N
          N
          N
        
      
      
        Republic of Guatemala
        529900QKDFFU9UWW5315
        Guatemala Government Bond
        401494AR0
        
          
        
        1940000.00000000
        PA
        USD
        2030695.00000000
        0.198467991816
        Long
        DBT
        NUSS
        GT
        N
        
        2
        
          2050-06-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF KENYA
        549300VVURQQYU45PR87
        Republic of Kenya Government International Bond
        491798AJ3
        
          
        
        3900000.00000000
        PA
        USD
        3753750.00000000
        0.366869088799
        Long
        DBT
        NUSS
        KE
        N
        
        2
        
          2027-05-22
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lebanese Republic
        529900QPC4K9S1KHL354
        Lebanon Government International Bond
        000000000
        
          
        
        310000.00000000
        PA
        USD
        35901.88000000
        0.003508835165
        Long
        DBT
        NUSS
        LB
        N
        
        2
        
          2022-10-04
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED ILS / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        589.62000000
        0.000057625934
        N/A
        DFE
        
        IL
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            56648.33000000
            USD
            182577.57000000
            ILS
            2022-04-26
            589.62000000
          
        
        
          N
          N
          N
        
      
      
        EASY TACTIC LTD
        549300WYFMC41MKE6E16
        Easy Tactic Ltd
        000000000
        
          
        
        380000.00000000
        PA
        USD
        77900.00000000
        0.007613480390
        Long
        D