Form NPORT-P GOLDMAN SACHS TRUST For: Sep 30

November 27, 2020 6:03 AM

  
    NPORT-P
    false
    
      
      
        
          0000822977
          XXXXXXXX
        
      
      
      
      
        S000020098
        C000090763
        C000056394
        C000056392
        C000195493
        C000202043
        C000056393
      
      
      
    
  
  
    
      GOLDMAN SACHS TRUST
      811-05349
      0000822977
      S2FHCT8U6D2VORP0J605
      71  SOUTH WACKER DRIVE
      C/O GOLDMAN SACHS & CO
      CHICAGO
      
      60606
      312-655-4400
      Goldman Sachs Local Emerging Markets Debt Fund
      S000020098
      58SWL44ZGT3G71LAHX23
      2021-03-31
      2020-09-30
      N
    
    
      80925355.96
      2273354.90
      78652001.06
      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
      4081163.57000000
      
        
          EUR
          
          
        
        
          PEN
          
          
        
        
          CHF
          
          
        
        
          MYR
          
          
        
        
          NZD
          
          
        
        
          BRL
          
          
        
        
          PHP
          
          
        
        
          EGP
          
          
        
        
          SGD
          
          
        
        
          NGN
          
          
        
        
          SEK
          
          
        
        
          ZAR
          
          
        
        
          MXN
          
          
        
        
          DOP
          
          
        
        
          CAD
          
          
        
        
          AUD
          
          
        
        
          CLP
          
          
        
        
          JPY
          
          
        
        
          UAH
          
          
        
        
          THB
          
          
        
        
          PLN
          
          
        
        
          KRW
          
          
        
        
          ILS
          
          
        
        
          RON
          
          
        
        
          HUF
          
          
        
        
          INR
          
          
        
        
          CNY
          
          
        
        
          COP
          
          
        
        
          IDR
          
          
        
        
          CZK
          
          
        
        
          UYU
          
          
        
        
          NOK
          
          
        
        
          ARS
          
          
        
        
          TRY
          
          
        
        
          TWD
          
          
        
        
          GBP
          
          
        
        
          HKD
          
          
        
        
          USD
          
          
        
        
          RUB
          
          
        
      
      
      
      N
      
        
          
          
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
    
    
      
        Morgan Stanley International Limited
        LSMWH68Y2RHEDP8W5261
        Long: IR213558  IRS MYR R F  3.25000 2 NDF / Short: IR213558  IRS MYR P V 03MKLIBO 1 NDF
        000000000
        
          
        
        2000000.00000000
        OU
        Notional Amount
        
        24060.88000000
        0.030591567507
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley International Limited
              LSMWH68Y2RHEDP8W5261
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2024-12-18
            1898.10000000
            MYR
            0.00000000
            MYR
            2000000.00000000
            MYR
            23604.58000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -1986.71000000
        -0.00252594971
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1519377.40000000
            SEK
            142893.98000000
            EUR
            2020-12-16
            -1986.71000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128286R6
        
          
        
        30000.00000000
        PA
        USD
        32203.13000000
        0.040943815244
        Long
        DBT
        UST
        US
        N
        
        1
        
          2024-04-30
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -859.37000000
        -0.00109262318
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            75795.10000000
            USD
            113280.87000000
            NZD
            2020-12-16
            -859.37000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD CLP
        000000000
        
          
        
        1.00000000
        NC
        
        -1181.02000000
        -0.00150157654
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            416325978.00000000
            CLP
            529369.70000000
            USD
            2020-11-16
            -1181.02000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED TWD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -665.73000000
        -0.00084642474
        N/A
        DFE
        
        TW
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            336862.90000000
            USD
            9698148.15000000
            TWD
            2020-10-26
            -665.73000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        2970.36000000
        0.003776585414
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            188328.77000000
            NZD
            127550.56000000
            USD
            2020-12-16
            2970.36000000
          
        
        
          N
          N
          N
        
      
      
        TITULOS DE TESORERIA
        549300MHDRBVRF6B9117
        Colombian TES
        000000000
        
          
        
        3130500000.00000000
        PA
        
        860220.83000000
        1.093704951440
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2028-04-28
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TITULOS DE TESORERIA
        549300MHDRBVRF6B9117
        Colombian TES
        000000000
        
          
        
        4042300000.00000000
        PA
        
        1138614.61000000
        1.447661336844
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2032-06-30
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        -2684.17000000
        -0.00341271673
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            232105.28000000
            AUD
            163596.62000000
            USD
            2020-12-16
            -2684.17000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED COP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -8743.58000000
        -0.01111679281
        N/A
        DFE
        
        CO
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            169030.89000000
            USD
            613582130.70000000
            COP
            2020-10-05
            -8743.58000000
          
        
        
          N
          N
          N
        
      
      
        ROMANIA GOVERNMENT BOND
        315700IASY927EDWBK92
        Romania Government Bond
        000000000
        
          
        
        1820000.00000000
        PA
        
        432900.72000000
        0.550400134981
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2031-09-24
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RUSSIA GOVT BOND - OFZ
        5493004EHVGF71PDBU58
        Russian Federal Bond - OFZ
        000000000
        
          
        
        20100000.00000000
        PA
        
        260093.30000000
        0.330688725645
        Long
        DBT
        NUSS
        RU
        N
        
        2
        
          2027-10-06
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED PLN / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -2901.96000000
        -0.00368962004
        N/A
        DFE
        
        PL
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            135008.44000000
            EUR
            601600.98000000
            PLN
            2020-12-16
            -2901.96000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PHILIPPINES
        529900RAHBALMYIJ3T08
        Philippine Government International Bond
        718286BM8
        
          
        
        10000000.00000000
        PA
        
        265892.95000000
        0.338062536765
        Long
        DBT
        NUSS
        PH
        N
        
        2
        
          2036-01-14
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED INR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        182.78000000
        0.000232390781
        N/A
        DFE
        
        IN
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            171965.41000000
            USD
            12698398.78000000
            INR
            2020-10-28
            182.78000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD ILS
        000000000
        
          
        
        1.00000000
        NC
        
        -1744.67000000
        -0.00221821438
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            570860.50000000
            ILS
            165096.04000000
            USD
            2020-12-16
            -1744.67000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD CNH
        000000000
        
          
        
        1.00000000
        NC
        
        -11701.23000000
        -0.01487721843
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            7678503.09000000
            CNY
            1115830.06000000
            USD
            2020-11-23
            -11701.23000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED COP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -6173.89000000
        -0.00784962863
        N/A
        DFE
        
        CO
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            172051.44000000
            USD
            634981647.04000000
            COP
            2020-10-05
            -6173.89000000
          
        
        
          N
          N
          N
        
      
      
        THAILAND GOVERNMENT BOND
        254900PHJ6MSKT6C7026
        Thailand Government Bond
        000000000
        
          
        
        52860758.40000000
        PA
        
        1607287.18000000
        2.043542641431
        Long
        DBT
        NUSS
        TH
        N
        
        2
        
          2028-03-12
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        000000000
        
          
        
        150000.00000000
        PA
        USD
        141562.50000000
        0.179985884773
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2060-01-30
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUARONG FINANCE II
        549300BHVD63HE2GHX17
        Huarong Finance II Co Ltd
        000000000
        
          
        
        260000.00000000
        PA
        USD
        289611.01000000
        0.368218234878
        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
        
        1480.49000000
        0.001882329731
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            130926.50000000
            GBP
            170508.85000000
            USD
            2020-12-16
            1480.49000000
          
        
        
          N
          N
          N
        
      
      
        MEX BONOS DESARR FIX RT
        254900EGTWEU67VP6075
        Mexican Bonos
        000000000
        
          
        
        26082800.00000000
        PA
        
        1381241.83000000
        1.756143278473
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2038-11-18
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        -4120.85000000
        -0.00523934540
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1588456.38000000
            NOK
            166214.77000000
            USD
            2020-12-16
            -4120.85000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BR214930  IRS COP R V 03MLIBOR CCPNDFOIS / Short: BR214930  IRS COP P F  3.40000 CCPNDFOIS
        000000000
        
          
        
        3959720000.00000000
        OU
        Notional Amount
        
        -3875.70000000
        -0.00492765593
        N/A
        DIR
        
        CO
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2025-12-16
            0.00000000
            COP
            -1906255.22000000
            COP
            3959720000.00000000
            COP
            -3361.33000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        558.66000000
        0.000710293434
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            339035.26000000
            USD
            452021.47000000
            CAD
            2020-12-16
            558.66000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -1099.41000000
        -0.00139781567
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            138166.85000000
            GBP
            177276.36000000
            USD
            2020-12-16
            -1099.41000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD CNH
        000000000
        
          
        
        1.00000000
        NC
        
        52.71000000
        0.000067016731
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1165459.54000000
            CNY
            170926.09000000
            USD
            2020-12-16
            52.71000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1828.15000000
        0.002324352814
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            98949.84000000
            USD
            2248239.31000000
            MXN
            2020-12-16
            1828.15000000
          
        
        
          N
          N
          N
        
      
      
        Czech Republic
        3157007EFDLQABN47912
        Czech Republic Government Bond
        000000000
        
          
        
        27080000.00000000
        PA
        
        1145846.87000000
        1.456856601939
        Long
        DBT
        NUSS
        CZ
        N
        
        2
        
          2027-02-10
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED INR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        8202.82000000
        0.010429257856
        N/A
        DFE
        
        IN
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            348014.22000000
            USD
            26276117.65000000
            INR
            2020-10-28
            8202.82000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD KRW
        000000000
        
          
        
        1.00000000
        NC
        
        -1100.09000000
        -0.00139868024
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            190257062.00000000
            KRW
            162068.49000000
            USD
            2020-11-02
            -1100.09000000
          
        
        
          N
          N
          N
        
      
      
        POLAND GOVERNMENT BOND
        259400R9L8QEP0TPXS31
        Republic of Poland Government Bond
        000000000
        
          
        
        3870000.00000000
        PA
        
        1118839.89000000
        1.422519293751
        Long
        DBT
        NUSS
        PL
        N
        
        2
        
          2028-04-25
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        Long: CS005422  CDS USD R V 03MEVENT 1 CORPORATE / Short: CS005422  CDS USD P F  1.00000 2 CORPORATE
        000000000
        
          
        
        2320000.00000000
        OU
        Notional Amount
        USD
        -4687.79000000
        -0.00596016622
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            
              
                China Government International Bond
                China Government International Bond
                
                  
                  
                
              
            
            Y
            buy protection
            
            2020-12-20
            1143.94000000
            USD
            0.00000000
            USD
            2320000.00000000
            USD
            -5831.73000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1678.14000000
        -0.00213362657
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            165158.12000000
            USD
            217602.43000000
            CAD
            2020-12-16
            -1678.14000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED TWD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        3566.14000000
        0.004534074088
        N/A
        DFE
        
        TW
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            348256.81000000
            USD
            10128701.18000000
            TWD
            2020-11-09
            3566.14000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -147.93000000
        -0.00018808167
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            137339.51000000
            GBP
            177159.73000000
            USD
            2020-12-16
            -147.93000000
          
        
        
          N
          N
          N
        
      
      
        MEX BONOS DESARR FIX RT
        254900EGTWEU67VP6075
        Mexican Bonos
        000000000
        
          
        
        11706100.00000000
        PA
        
        704945.56000000
        0.896284329069
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2036-11-20
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -27785.91000000
        -0.03532765807
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            690527.87000000
            USD
            14785000.00000000
            MXN
            2020-12-16
            -27785.91000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR ULTRA FUT DEC20 XCBT 20201221
        000000000
        
          
        
        51.00000000
        NC
        USD
        17836.72000000
        0.022678024410
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US 10 Year Ultra Bond
                UXYZ0 Comdty
              
            
            2020-12-21
            8131803.91000000
            USD
            17836.72000000
          
        
        
          N
          N
          N
        
      
      
        TITULOS DE TESORERIA
        549300MHDRBVRF6B9117
        Colombian TES
        000000000
        
          
        
        2538700000.00000000
        PA
        
        691240.18000000
        0.878858987290
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2027-11-03
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD CLP
        000000000
        
          
        
        1.00000000
        NC
        
        -363.11000000
        -0.00046166657
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            130684594.00000000
            CLP
            166176.59000000
            USD
            2020-11-16
            -363.11000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD TRY
        000000000
        
          
        
        1.00000000
        NC
        
        2272.42000000
        0.002889208118
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1299501.11000000
            TRY
            169782.87000000
            USD
            2020-10-19
            2272.42000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SR214976  IRS BRL R F  4.23000 2 CCPNDFPREDISWAP / Short: SR214976  IRS BRL P V 00MBRCDI 1 CCPNDFPREDISWAP
        000000000
        
          
        
        6475000.00000000
        OU
        Notional Amount
        
        -4663.07000000
        -0.00592873663
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2023-01-02
            0.00000000
            BRL
            0.00000000
            BRL
            6475000.00000000
            BRL
            -4663.07000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED BRL / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -4739.75000000
        -0.00602622938
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            492680.89000000
            USD
            2742754.54000000
            BRL
            2020-11-04
            -4739.75000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1390.52000000
        0.001767939761
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            166653.07000000
            USD
            254032.69000000
            NZD
            2020-12-16
            1390.52000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED INR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        846.92000000
        0.001076793964
        N/A
        DFE
        
        IN
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            331150.94000000
            USD
            24489605.47000000
            INR
            2020-10-28
            846.92000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD COP
        000000000
        
          
        
        1.00000000
        NC
        
        44639.32000000
        0.056755479070
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            11083713109.21000000
            COP
            2933130.39000000
            USD
            2020-11-20
            44639.32000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        N/A
        1841.13000000
        0.002340855890
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1509427.43000000
            SEK
            145206.10000000
            EUR
            2020-12-16
            1841.13000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD RUB
        000000000
        
          
        
        1.00000000
        NC
        
        -4055.09000000
        -0.00515573659
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            23627541.61000000
            RUB
            298754.44000000
            USD
            2020-11-17
            -4055.09000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -3021.63000000
        -0.00384177129
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1592624.25000000
            NOK
            142829.53000000
            EUR
            2020-12-16
            -3021.63000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        Long: IR212650  IRS MYR R F  3.69250 2 NDF / Short: IR212650  IRS MYR P V 03MKLIBO 1 NDF
        000000000
        
          
        
        5490000.00000000
        OU
        Notional Amount
        
        75343.86000000
        0.095793951818
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2024-03-01
            0.00000000
            MYR
            0.00000000
            MYR
            5490000.00000000
            MYR
            75343.86000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128285F3
        
          
        
        28000.00000000
        PA
        USD
        28796.25000000
        0.036612228057
        Long
        DBT
        UST
        US
        N
        
        1
        
          2021-10-15
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        Long: BFS00748  TRS COP R F  6.25000 COL17CT03557 / Short: BFS00748  TRS COP P F   .00000 COL17CT03557
        000000000
        
          
        
        2624366745.00000000
        OU
        Notional Amount
        
        9012.44000000
        0.011458627725
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            
              
                Colombian TES
                Colombian TES
                
                  
                
              
            
            Y
            equity-performance leg
            
            2020-11-04
            0.00000000
            COP
            0.00000000
            COP
            2624366745.00000000
            COP
            9012.44000000
          
        
        
          N
          N
          N
        
      
      
        Dominican Republic
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        000000000
        
          
        
        39400000.00000000
        PA
        
        712334.47000000
        0.905678762650
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2029-07-06
          Fixed
          11.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR NOTE (CBT)DEC20 XCBT 20201221
        000000000
        
          
        
        -16.00000000
        NC
        USD
        -3219.44000000
        -0.00409327157
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                10 Year US Treasury Note
                TYZ0 Comdty
              
            
            2020-12-21
            -2228780.56000000
            USD
            -3219.44000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED ILS / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        234.26000000
        0.000297843661
        N/A
        DFE
        
        IL
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            170180.35000000
            USD
            583088.93000000
            ILS
            2020-12-16
            234.26000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -10440.18000000
        -0.01327388986
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            632034.23000000
            USD
            867660.43000000
            AUD
            2020-12-16
            -10440.18000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED INR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        13.16000000
        0.000016731932
        N/A
        DFE
        
        IN
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            171784.10000000
            USD
            12672513.06000000
            INR
            2020-10-28
            13.16000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD INR
        000000000
        
          
        
        1.00000000
        NC
        
        -8386.98000000
        -0.01066340320
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            25901902.78000000
            INR
            342756.95000000
            USD
            2020-10-28
            -8386.98000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED COP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1189.09000000
        0.001511836932
        N/A
        DFE
        
        CO
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            96877.20000000
            USD
            375399150.35000000
            COP
            2020-10-05
            1189.09000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -6038.58000000
        -0.00767759232
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            170949.42000000
            USD
            12867619.27000000
            RUB
            2020-11-17
            -6038.58000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1642.30000000
        -0.00208805876
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            164551.01000000
            USD
            216842.03000000
            CAD
            2020-12-16
            -1642.30000000
          
        
        
          N
          N
          N
        
      
      
        LETRA TESOURO NACIONAL
        254900ZFY40OYEADAP90
        Brazil Letras do Tesouro Nacional
        000000000
        
          
        
        6453000.00000000
        PA
        
        1148951.25000000
        1.460803583526
        Long
        DBT
        NUSS
        BR
        N
        
        2
        
          2020-10-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: SR214898  IRS INR R F  4.50000 CCPNDFOIS / Short: SR214898  IRS INR P V 06MLIBOR CCPNDFOIS
        000000000
        
          
        
        71030000.00000000
        OU
        Notional Amount
        
        -390.68000000
        -0.00049671972
        N/A
        DIR
        
        IN
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2025-12-16
            277758.74000000
            INR
            0.00000000
            INR
            71030000.00000000
            INR
            -4201.99000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        133.87000000
        0.000170205459
        N/A
        DFE
        
        CN
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            167950.73000000
            USD
            1146438.40000000
            CNY
            2020-12-16
            133.87000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        3550.36000000
        0.004514011025
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            178523.42000000
            USD
            3078502.49000000
            ZAR
            2020-12-17
            3550.36000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -8297.20000000
        -0.01054925480
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            170919.73000000
            USD
            12689067.25000000
            RUB
            2020-11-17
            -8297.20000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SR214655  IRS BRL R F  4.93000 2 CCPNDFPREDISWAP / Short: SR214655  IRS BRL P V 00MBRCDI 1 CCPNDFPREDISWAP
        000000000
        
          
        
        28400000.00000000
        OU
        Notional Amount
        
        -52892.80000000
        -0.06724914723
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2024-01-02
            20996.02000000
            BRL
            0.00000000
            BRL
            28400000.00000000
            BRL
            -56804.71000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: SR214061  IRS CNY R F  2.50000 CCPVANILLA / Short: SR214061  IRS CNY P V 03MLIBOR CCPVANILLA
        000000000
        
          
        
        33520000.00000000
        OU
        Notional Amount
        
        -31330.81000000
        -0.03983472712
        N/A
        DIR
        
        CN
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2025-06-17
            307837.39000000
            CNY
            0.00000000
            CNY
            33520000.00000000
            CNY
            -72368.20000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED INR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        3634.86000000
        0.004621446309
        N/A
        DFE
        
        IN
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            170220.40000000
            USD
            12824319.83000000
            INR
            2020-10-28
            3634.86000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -304.94000000
        -0.00038770787
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            16331556.00000000
            JPY
            154717.89000000
            USD
            2020-12-16
            -304.94000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828YG9
        
          
        
        20000.00000000
        PA
        USD
        21482.81000000
        0.027313748805
        Long
        DBT
        UST
        US
        N
        
        1
        
          2026-09-30
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -761.06000000
        -0.00096762954
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            143124.84000000
            EUR
            167346.72000000
            USD
            2020-12-16
            -761.06000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED COP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -6432.94000000
        -0.00817899088
        N/A
        DFE
        
        CO
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            211772.13000000
            USD
            787927210.80000000
            COP
            2020-11-20
            -6432.94000000
          
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
        
        100000.00000000
        PA
        
        132486.82000000
        0.168446852228
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2030-05-26
          Fixed
          3.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        -2390.16000000
        -0.00303890551
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            230545.30000000
            AUD
            162773.05000000
            USD
            2020-12-16
            -2390.16000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLICA ORIENT URUGUAY
        549300RDR012H2V82H43
        Uruguay Government International Bond
        917288BD3
        
          
        
        4442123.61000000
        PA
        
        117825.10000000
        0.149805597330
        Long
        DBT
        NUSS
        UY
        N
        
        2
        
          2028-12-15
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED GBP / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        1992.67000000
        0.002533527403
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            139925.37000000
            EUR
            128846.08000000
            GBP
            2020-12-16
            1992.67000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        -993.57000000
        -0.00126324821
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1587173.84000000
            NOK
            169204.51000000
            USD
            2020-12-16
            -993.57000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 5YR NOTE (CBT) DEC20 XCBT 20201231
        000000000
        
          
        
        6.00000000
        NC
        USD
        -244.34000000
        -0.00031065961
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                5 Year US Treasury Note
                FVZ0 Comdty
              
            
            2020-12-31
            756244.34000000
            USD
            -244.34000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -2777.63000000
        -0.00353154396
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            138797.09000000
            GBP
            176411.80000000
            USD
            2020-12-16
            -2777.63000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -7518.30000000
        -0.00955894306
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            171094.01000000
            USD
            12763442.05000000
            RUB
            2020-11-17
            -7518.30000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BR214875  IRS USD R V 03MLIBOR 1 CCPVANILLA / Short: BR214875  IRS USD P F  1.00000 2 CCPVANILLA
        000000000
        
          
        
        1120000.00000000
        OU
        Notional Amount
        USD
        -29216.54000000
        -0.03714659462
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2030-12-16
            0.00000000
            USD
            -30118.93000000
            USD
            1120000.00000000
            USD
            902.39000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CHF / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -866.44000000
        -0.00110161215
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            140354.27000000
            EUR
            150678.73000000
            CHF
            2020-12-16
            -866.44000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -1949.38000000
        -0.00247848748
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            36135949.00000000
            JPY
            341061.24000000
            USD
            2020-12-16
            -1949.38000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD TRY
        000000000
        
          
        
        1.00000000
        NC
        
        10247.77000000
        0.013029255278
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1569469.07000000
            TRY
            212305.59000000
            USD
            2020-10-23
            10247.77000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD PLN
        000000000
        
          
        
        1.00000000
        NC
        
        2167.22000000
        0.002755454369
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            294887.60000000
            PLN
            78473.51000000
            USD
            2020-12-16
            2167.22000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD PLN
        000000000
        
          
        
        1.00000000
        NC
        
        2640.00000000
        0.003356557957
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1292518.96000000
            PLN
            337097.37000000
            USD
            2020-12-16
            2640.00000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1424.85000000
        0.001811587729
        N/A
        DFE
        
        CN
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            166990.82000000
            USD
            1148696.45000000
            CNY
            2020-12-16
            1424.85000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SR214906  IRS MXN R F  5.10000 2 CCPVANILLA / Short: SR214906  IRS MXN P V 01MTIIE 1 CCPVANILLA
        000000000
        
          
        
        64270000.00000000
        OU
        Notional Amount
        
        -5835.65000000
        -0.00741958236
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2025-12-10
            610.56000000
            MXN
            0.00000000
            MXN
            64270000.00000000
            MXN
            -5863.67000000
          
        
        
          N
          N
          N
        
      
      
        HUNGARY GOVERNMENT BOND
        5299008DH62LEB10JK83
        Hungary Government Bond
        000000000
        
          
        
        194960000.00000000
        PA
        
        741822.54000000
        0.943170586892
        Long
        DBT
        NUSS
        HU
        N
        
        2
        
          2025-06-24
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED COP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -6365.61000000
        -0.00809338594
        N/A
        DFE
        
        CO
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            171272.22000000
            USD
            631264872.14000000
            COP
            2020-10-05
            -6365.61000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        4018.85000000
        0.005109660206
        N/A
        DFE
        
        CN
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            508206.59000000
            USD
            3493686.53000000
            CNY
            2020-12-16
            4018.85000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD MXN
        000000000
        
          
        
        1.00000000
        NC
        
        1977.35000000
        0.002514049195
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            3766773.24000000
            MXN
            170824.07000000
            USD
            2020-12-16
            1977.35000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        573.98000000
        0.000729771642
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            2878249.61000000
            ZAR
            170804.08000000
            USD
            2020-12-17
            573.98000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BR214907  IRS COP R V 03MLIBOR CCPNDFOIS / Short: BR214907  IRS COP P F  4.60000 CCPNDFOIS
        000000000
        
          
        
        3113030000.00000000
        OU
        Notional Amount
        
        -11519.76000000
        -0.01464649321
        N/A
        DIR
        
        CO
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2030-12-16
            0.00000000
            COP
            -5989328.68000000
            COP
            3113030000.00000000
            COP
            -9917.91000000
          
        
        
          N
          N
          N
        
      
      
        HUNGARY GOVERNMENT BOND
        5299008DH62LEB10JK83
        Hungary Government Bond
        000000000
        
          
        
        292160000.00000000
        PA
        
        1009718.35000000
        1.283779606865
        Long
        DBT
        NUSS
        HU
        N
        
        2
        
          2027-10-27
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of South Africa
        378900AAFB4F17004C49
        Republic of South Africa Government Bond
        000000000
        
          
        
        23010000.00000000
        PA
        
        1076012.30000000
        1.368067290721
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2037-01-31
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        4871.21000000
        0.006193370714
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            322393.60000000
            EUR
            383539.74000000
            USD
            2020-12-16
            4871.21000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED BRL / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        4749.90000000
        0.006039134333
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            3456998.90000000
            USD
            19458755.39000000
            BRL
            2020-11-04
            4749.90000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        2042.75000000
        0.002597200290
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            2340386.39000000
            ZAR
            140461.67000000
            USD
            2020-12-17
            2042.75000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD KRW
        000000000
        
          
        
        1.00000000
        NC
        
        -3094.88000000
        -0.00393490306
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            204220632.00000000
            KRW
            172049.16000000
            USD
            2020-11-02
            -3094.88000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1256.56000000
        -0.00159761987
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            164642.82000000
            USD
            150126.59000000
            CHF
            2020-12-16
            -1256.56000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        4124.68000000
        0.005244214952
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            235204.93000000
            AUD
            172626.07000000
            USD
            2020-12-16
            4124.68000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        1758.83000000
        0.002236217739
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            214290.80000000
            CAD
            162750.86000000
            USD
            2020-12-16
            1758.83000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -1493.50000000
        -0.00189887095
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            35589638.00000000
            JPY
            336331.41000000
            USD
            2020-12-16
            -1493.50000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD RUB
        000000000
        
          
        
        1.00000000
        NC
        
        7583.31000000
        0.009641598303
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            12079279.50000000
            RUB
            162390.83000000
            USD
            2020-11-17
            7583.31000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -205.07000000
        -0.00026073081
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            16321035.00000000
            JPY
            154717.89000000
            USD
            2020-12-16
            -205.07000000
          
        
        
          N
          N
          N
        
      
      
        SASOL Financing USA LLC
        549300XRB1PFMESFEL85
        SASOL Financing USA LLC
        80386WAA3
        
          
        
        200000.00000000
        PA
        USD
        191750.00000000
        0.243795450103
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-27
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD CNH
        000000000
        
          
        
        1.00000000
        NC
        
        -1070.65000000
        -0.00136124953
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1165706.34000000
            CNY
            169838.91000000
            USD
            2020-12-16
            -1070.65000000
          
        
        
          N
          N
          N
        
      
      
        RUSSIA GOVT BOND - OFZ
        5493004EHVGF71PDBU58
        Russian Federal Bond - OFZ
        000000000
        
          
        
        161060000.00000000
        PA
        
        2353770.49000000
        2.992639040683
        Long
        DBT
        NUSS
        RU
        N
        
        2
        
          2039-03-16
          Fixed
          7.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -799.55000000
        -0.00101656663
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            166530.12000000
            USD
            141100.91000000
            EUR
            2020-12-16
            -799.55000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD TRY
        000000000
        
          
        
        1.00000000
        NC
        
        2962.51000000
        0.003766604739
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            2124415.38000000
            TRY
            247459.54000000
            USD
            2021-08-04
            2962.51000000
          
        
        
          N
          N
          N
        
      
      
        Czech Republic
        3157007EFDLQABN47912
        Czech Republic Government Bond
        000000000
        
          
        
        11320000.00000000
        PA
        
        722731.54000000
        0.918897841453
        Long
        DBT
        NUSS
        CZ
        N
        
        2
        
          2036-12-04
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD CLP
        000000000
        
          
        
        1.00000000
        NC
        
        12227.39000000
        0.015546190605
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            561453320.00000000
            CLP
            727978.37000000
            USD
            2020-12-17
            12227.39000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        Long: IR212668  IRS MYR R F  3.60500 2 NDF / Short: IR212668  IRS MYR P V 03MKLIBO 1 NDF
        000000000
        
          
        
        25010000.00000000
        OU
        Notional Amount
        
        327061.34000000
        0.415833463347
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2024-03-06
            0.00000000
            MYR
            0.00000000
            MYR
            25010000.00000000
            MYR
            327061.34000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        6637.67000000
        0.008439289414
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            429074.33000000
            CHF
            473609.23000000
            USD
            2020-12-16
            6637.67000000
          
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE BANK NA
        7H6GLXDRUGQFU57RNE97
        JPMorgan Chase Bank NA
        000000000
        
          
        
        10375000.00000000
        PA
        
        584909.13000000
        0.743667194880
        Long
        SN
        CORP
        US
        N
        
        2
        
          2021-09-02
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD RUB
        000000000
        
          
        
        1.00000000
        NC
        
        2731.70000000
        0.003473147489
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            13207622.00000000
            RUB
            172000.00000000
            USD
            2020-11-17
            2731.70000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED SEK / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -1518.14000000
        -0.00193019882
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            142944.67000000
            EUR
            1488552.89000000
            SEK
            2020-12-16
            -1518.14000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -902.44000000
        -0.00114738339
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            194665.94000000
            USD
            150085.92000000
            GBP
            2020-12-16
            -902.44000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1513.01000000
        -0.00192367642
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            172000.00000000
            USD
            156651.06000000
            CHF
            2020-12-16
            -1513.01000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -2069.92000000
        -0.00263174486
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            171892.27000000
            USD
            156040.36000000
            CHF
            2020-12-16
            -2069.92000000
          
        
        
          N
          N
          N
        
      
      
        RUSSIA GOVT BOND - OFZ
        5493004EHVGF71PDBU58
        Russian Federal Bond - OFZ
        000000000
        
          
        
        33630000.00000000
        PA
        
        477861.50000000
        0.607564325840
        Long
        DBT
        NUSS
        RU
        N
        
        2
        
          2030-04-10
          Fixed
          7.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -46.49000000
        -0.00005910847
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            180353.60000000
            USD
            139662.83000000
            GBP
            2020-12-16
            -46.49000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD CLP
        000000000
        
          
        
        1.00000000
        NC
        
        276.86000000
        0.000352006301
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            132417996.00000000
            CLP
            169025.55000000
            USD
            2020-11-16
            276.86000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1531.79000000
        0.001947553754
        N/A
        DFE
        
        CN
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            171143.39000000
            USD
            1177748.91000000
            CNY
            2020-12-16
            1531.79000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        1366.50000000
        0.001737400169
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            138639.28000000
            EUR
            164205.75000000
            USD
            2020-12-16
            1366.50000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1018.64000000
        0.001295122802
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            161908.08000000
            USD
            138713.75000000
            EUR
            2020-12-16
            1018.64000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED INR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        464.45000000
        0.000590512629
        N/A
        DFE
        
        IN
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            176720.97000000
            USD
            13069966.61000000
            INR
            2020-10-28
            464.45000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -1067.76000000
        -0.00135757512
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            128129.66000000
            GBP
            139925.37000000
            EUR
            2020-12-16
            -1067.76000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        -1271.24000000
        -0.00161628437
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            312984.23000000
            CAD
            233867.02000000
            USD
            2020-12-16
            -1271.24000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD RUB
        000000000
        
          
        
        1.00000000
        NC
        
        9224.63000000
        0.011728411071
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            12620704.56000000
            RUB
            170971.02000000
            USD
            2020-11-17
            9224.63000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED BRL / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -37791.89000000
        -0.04804949586
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            3502484.91000000
            USD
            19458755.39000000
            BRL
            2020-10-02
            -37791.89000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CHF / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -233.86000000
        -0.00029733509
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            139785.98000000
            EUR
            150646.65000000
            CHF
            2020-12-16
            -233.86000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD CNH
        000000000
        
          
        
        1.00000000
        NC
        
        -847.59000000
        -0.00107764581
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1137391.42000000
            CNY
            165910.59000000
            USD
            2020-12-16
            -847.59000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -851.11000000
        -0.00108212122
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            17481287.00000000
            JPY
            165085.23000000
            USD
            2020-12-16
            -851.11000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED TRY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -15306.39000000
        -0.01946090346
        N/A
        DFE
        
        TR
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            171871.33000000
            USD
            1216106.53000000
            TRY
            2020-10-23
            -15306.39000000
          
        
        
          N
          N
          N
        
      
      
        BANCO DO BRASIL (CAYMAN)
        QE0Q0253K88YAGNPE356
        Banco do Brasil SA/Cayman
        000000000
        
          
        
        200000.00000000
        PA
        USD
        187250.00000000
        0.238074044495
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2024-04-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Colombia
        549300MHDRBVRF6B9117
        Colombia Government International Bond
        000000000
        
          
        
        1851000000.00000000
        PA
        
        488432.81000000
        0.621004937468
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2023-03-21
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD ILS
        000000000
        
          
        
        1.00000000
        NC
        
        -1305.68000000
        -0.00166007219
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            569358.46000000
            ILS
            165096.04000000
            USD
            2020-12-16
            -1305.68000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1869.91000000
        0.002377447458
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            177387.36000000
            USD
            138849.64000000
            GBP
            2020-12-16
            1869.91000000
          
        
        
          N
          N
          N
        
      
      
        THAILAND GOVERNMENT BOND
        254900PHJ6MSKT6C7026
        Thailand Government Bond
        000000000
        
          
        
        34890000.00000000
        PA
        
        1263026.37000000
        1.605841368278
        Long
        DBT
        NUSS
        TH
        N
        
        2
        
          2025-12-12
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -592.13000000
        -0.00075284797
        N/A
        DFE
        
        CN
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            163156.89000000
            USD
            1108789.75000000
            CNY
            2020-12-16
            -592.13000000
          
        
        
          N
          N
          N
        
      
      
        MEX BONOS DESARR FIX RT
        254900EGTWEU67VP6075
        Mexican Bonos
        000000000
        
          
        
        32333900.00000000
        PA
        
        1727355.42000000
        2.196200219600
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2029-05-31
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BONOS DE TESORERIA
        254900STKLK2DBJJZ530
        Peru Government Bond
        000000000
        
          
        
        315000.00000000
        PA
        
        102297.03000000
        0.130062844710
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2029-02-12
          Fixed
          5.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE BANK NA
        7H6GLXDRUGQFU57RNE97
        JPMorgan Chase Bank NA
        000000000
        
          
        
        15558000000.00000000
        PA
        
        1064384.68000000
        1.353283661769
        Long
        SN
        CORP
        US
        N
        
        2
        
          2027-05-17
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        -2529.77000000
        -0.00321640894
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            2899682.65000000
            ZAR
            168967.95000000
            USD
            2020-12-17
            -2529.77000000
          
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE BANK NA
        7H6GLXDRUGQFU57RNE97
        JPMorgan Chase Bank NA
        000000000
        
          
        
        6900000.00000000
        PA
        
        395503.71000000
        0.502852698812
        Long
        SN
        CORP
        US
        N
        
        2
        
          2021-07-08
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD TRY
        000000000
        
          
        
        1.00000000
        NC
        
        4487.16000000
        0.005705080531
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            3217740.38000000
            TRY
            374813.96000000
            USD
            2021-08-04
            4487.16000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED SEK / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -2287.92000000
        -0.00290891518
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            144198.74000000
            EUR
            1494844.17000000
            SEK
            2020-12-16
            -2287.92000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -2516.59000000
        -0.00319965158
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            141962.56000000
            GBP
            180759.51000000
            USD
            2020-12-16
            -2516.59000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD CLP
        000000000
        
          
        
        1.00000000
        NC
        
        733.98000000
        0.000933199397
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            132043771.00000000
            CLP
            169065.80000000
            USD
            2020-12-17
            733.98000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        -1916.74000000
        -0.00243698821
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            256976.25000000
            NZD
            168074.03000000
            USD
            2020-12-16
            -1916.74000000
          
        
        
          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
        
          
        
        950000.00000000
        OU
        Notional Amount
        USD
        24638.54000000
        0.031326017988
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                Qatar Government International Bond
                Qatar Government International Bond
                
                  
                
              
            
            Y
            
            sell protection
            2024-12-20
            22760.63000000
            USD
            0.00000000
            USD
            950000.00000000
            USD
            1877.91000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1151.95000000
        -0.00146461626
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            181464.13000000
            USD
            139666.76000000
            GBP
            2020-12-16
            -1151.95000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        -3003.35000000
        -0.00381852967
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            236141.32000000
            AUD
            166168.87000000
            USD
            2020-12-16
            -3003.35000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -15153.22000000
        -0.01926615953
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1981701.06000000
            USD
            1674293.99000000
            EUR
            2020-12-16
            -15153.22000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD TRY
        000000000
        
          
        
        1.00000000
        NC
        
        7968.57000000
        0.010131426909
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            3149463.88000000
            TRY
            414326.82000000
            USD
            2020-10-16
            7968.57000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BR214841  IRS EUR R V 06MLIBOR CCPVANILLA / Short: BR214841  IRS EUR P F   .00000 CCPVANILLA
        000000000
        
          
        
        2640000.00000000
        OU
        Notional Amount
        
        -26463.91000000
        -0.03364683624
        N/A
        DIR
        
        ER
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2025-12-16
            0.00000000
            EUR
            -17566.48000000
            EUR
            2640000.00000000
            EUR
            -5724.18000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED COP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -2744.10000000
        -0.00348891314
        N/A
        DFE
        
        CO
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            68204.35000000
            USD
            250582781.90000000
            COP
            2020-10-05
            -2744.10000000
          
        
        
          N
          N
          N
        
      
      
        MEX BONOS DESARR FIX RT
        254900EGTWEU67VP6075
        Mexican Bonos
        000000000
        
          
        
        1907500.00000000
        PA
        
        95217.56000000
        0.121061840406
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2047-11-07
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        1291.76000000
        0.001642373979
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            233990.70000000
            AUD
            168923.27000000
            USD
            2020-12-16
            1291.76000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED ILS / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        671.37000000
        0.000853595574
        N/A
        DFE
        
        IL
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            170032.43000000
            USD
            584078.40000000
            ILS
            2020-12-16
            671.37000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD CLP
        000000000
        
          
        
        1.00000000
        NC
        
        3720.21000000
        0.004729962302
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            131158439.00000000
            CLP
            170863.76000000
            USD
            2020-11-16
            3720.21000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        4071.87000000
        0.005177071079
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            13115000.00000000
            ZAR
            779740.42000000
            USD
            2020-12-17
            4071.87000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED INR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        4359.78000000
        0.005543126609
        N/A
        DFE
        
        IN
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            174852.60000000
            USD
            13219484.28000000
            INR
            2020-10-28
            4359.78000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        7907.49000000
        0.010053768363
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1032802.33000000
            USD
            109638113.00000000
            JPY
            2020-12-16
            7907.49000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD TRY
        000000000
        
          
        
        1.00000000
        NC
        
        5048.17000000
        0.006418361811
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1225305.02000000
            TRY
            161991.67000000
            USD
            2020-11-10
            5048.17000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        480.72000000
        0.000611198689
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            165158.13000000
            USD
            17449947.00000000
            JPY
            2020-12-16
            480.72000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED HUF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -18634.12000000
        -0.02369185748
        N/A
        DFE
        
        HU
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            997123.89000000
            USD
            303740150.31000000
            HUF
            2020-12-16
            -18634.12000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED TRY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -2515.58000000
        -0.00319836744
        N/A
        DFE
        
        TR
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            67863.36000000
            USD
            507584.00000000
            TRY
            2020-10-23
            -2515.58000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BR214839  IRS PLN R V 03MWIBOR 1 CCPZERO / Short: BR214839  IRS PLN P F   .25000 2 CCPZERO
        000000000
        
          
        
        30110000.00000000
        OU
        Notional Amount
        
        -7182.81000000
        -0.00913239320
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2021-12-16
            0.00000000
            PLN
            -5599.94000000
            PLN
            30110000.00000000
            PLN
            -5679.35000000
          
        
        
          N
          N
          N
        
      
      
        Republic of South Africa
        378900AAFB4F17004C49
        Republic of South Africa Government Bond
        000000000
        
          
        
        6930000.00000000
        PA
        
        336302.72000000
        0.427583170761
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2031-02-28
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CZK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -3979.01000000
        -0.00505900669
        N/A
        DFE
        
        CZ
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            170815.21000000
            USD
            3847040.37000000
            CZK
            2020-12-16
            -3979.01000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD CNH
        000000000
        
          
        
        1.00000000
        NC
        
        -3473.16000000
        -0.00441585713
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            3969446.85000000
            CNY
            578505.69000000
            USD
            2020-12-16
            -3473.16000000
          
        
        
          N
          N
          N
        
      
      
        BONOS TESORERIA GENL REP
        549300FLZTJM5YJF8D34
        Bonos de la Tesoreria de la Republica
        000000000
        
          
        
        287078500.00000000
        PA
        
        407813.90000000
        0.518504163281
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2026-03-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED PLN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -100580.53000000
        -0.12788044632
        N/A
        DFE
        
        PL
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            3969715.63000000
            USD
            14952370.60000000
            PLN
            2020-12-16
            -100580.53000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED TRY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -2281.43000000
        -0.00290066364
        N/A
        DFE
        
        TR
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            67863.36000000
            USD
            509402.74000000
            TRY
            2020-10-23
            -2281.43000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        Long: IR212646  IRS MYR R F  3.65000 2 NDF / Short: IR212646  IRS MYR P V 03MKLIBO 1 NDF
        000000000
        
          
        
        3020000.00000000
        OU
        Notional Amount
        
        40352.23000000
        0.051304772232
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2024-02-27
            0.00000000
            MYR
            0.00000000
            MYR
            3020000.00000000
            MYR
            40352.23000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1754.88000000
        -0.00223119561
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            162441.65000000
            USD
            213884.48000000
            CAD
            2020-12-16
            -1754.88000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SR214911  IRS MXN R F  4.50000 2 CCPVANILLA / Short: SR214911  IRS MXN P V 01MTIIE 1 CCPVANILLA
        000000000
        
          
        
        71310000.00000000
        OU
        Notional Amount
        
        -1901.15000000
        -0.00241716672
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2022-12-14
            31798.03000000
            MXN
            0.00000000
            MXN
            71310000.00000000
            MXN
            -3381.64000000
          
        
        
          N
          N
          N
        
      
      
        BANCO DE CREDITO DEL PER
        549300EQYQ8SCQZ4BY14
        Banco de Credito del Peru
        05990GAC9
        
          
        
        643000.00000000
        PA
        
        178098.12000000
        0.226438129481
        Long
        DBT
        CORP
        PE
        N
        
        2
        
          2020-10-30
          Fixed
          4.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -5020.68000000
        -0.00638341038
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            170180.35000000
            USD
            12887034.64000000
            RUB
            2020-11-17
            -5020.68000000
          
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        Standard Chartered Bank
        000000000
        
          
        
        33591000000.00000000
        PA
        
        2504651.51000000
        3.184472710477
        Long
        SN
        CORP
        GB
        N
        
        2
        
          2031-05-19
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED TRY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -15781.06000000
        -0.02006441004
        N/A
        DFE
        
        TR
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            689320.69000000
            USD
            5852332.69000000
            TRY
            2021-08-04
            -15781.06000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -164059.16000000
        -0.20858866626
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            3366748.73000000
            USD
            249898607.89000000
            RUB
            2020-11-17
            -164059.16000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED TWD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -4162.22000000
        -0.00529194418
        N/A
        DFE
        
        TW
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            343000.00000000
            USD
            9754868.55000000
            TWD
            2020-11-09
            -4162.22000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -2943.51000000
        -0.00374244769
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            169083.10000000
            USD
            231908.19000000
            AUD
            2020-12-16
            -2943.51000000
          
        
        
          N
          N
          N
        
      
      
        BONOS TESORERIA PESOS
        549300FLZTJM5YJF8D34
        Bonos de la Tesoreria de la Republica en pesos
        000000000
        
          
        
        55000000.00000000
        PA
        
        82284.63000000
        0.104618609687
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2030-09-01
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -6723.82000000
        -0.00854882254
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            171967.47000000
            USD
            12893587.80000000
            RUB
            2020-11-17
            -6723.82000000
          
        
        
          N
          N
          N
        
      
      
        BONOS DE TESORERIA
        254900STKLK2DBJJZ530
        Peru Government Bond
        000000000
        
          
        
        1050000.00000000
        PA
        
        286812.94000000
        0.364660703014
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2040-08-12
          Fixed
          5.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        3733.90000000
        0.004747368089
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            235985.93000000
            AUD
            172794.80000000
            USD
            2020-12-16
            3733.90000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BR214855  IRS EUR R V 06MLIBOR CCPVANILLA / Short: BR214855  IRS EUR P F   .00000 CCPVANILLA
        000000000
        
          
        
        220000.00000000
        OU
        Notional Amount
        
        914.39000000
        0.001162576905
        N/A
        DIR
        
        ER
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2030-12-16
            1670.06000000
            EUR
            0.00000000
            EUR
            220000.00000000
            EUR
            -1058.52000000
          
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SS005952  CDS USD R F  1.00000 2 CCPCORPORATE / Short: SS005952  CDS USD P V 03MEVENT 1 CCPCORPORATE
        000000000
        
          
        
        200000.00000000
        OU
        Notional Amount
        USD
        -1527.40000000
        -0.00194197220
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                Russian Foreign Bond - Eurobond
                Russian Foreign Bond - Eurobond
                
                  
                
              
            
            Y
            
            sell protection
            2025-06-20
            0.00000000
            USD
            -868.89000000
            USD
            200000.00000000
            USD
            -658.51000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SERBIA
        254900W94OCY91V32O78
        Serbia International Bond
        000000000
        
          
        
        100000.00000000
        PA
        
        125305.57000000
        0.159316442444
        Long
        DBT
        NUSS
        RS
        N
        
        2
        
          2027-05-15
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 2YR NOTE (CBT) DEC20 XCBT 20201231
        000000000
        
          
        
        -7.00000000
        NC
        USD
        -258.78000000
        -0.00032901896
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                2 Year US Treasury Note
                TUZ0 Comdty
              
            
            2020-12-31
            -1546358.40000000
            USD
            -258.78000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD INR
        000000000
        
          
        
        1.00000000
        NC
        
        -8335.60000000
        -0.01059807746
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            25915661.13000000
            INR
            342994.84000000
            USD
            2020-10-28
            -8335.60000000
          
        
        
          N
          N
          N
        
      
      
        THAILAND GOVERNMENT BOND
        254900PHJ6MSKT6C7026
        Thailand Government Bond
        000000000
        
          
        
        1220000.00000000
        PA
        
        51052.80000000
        0.064909728057
        Long
        DBT
        NUSS
        TH
        N
        
        2
        
          2067-06-17
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THAILAND GOVERNMENT BOND
        254900PHJ6MSKT6C7026
        Thailand Government Bond
        000000000
        
          
        
        79990000.00000000
        PA
        
        3142759.96000000
        3.995778769318
        Long
        DBT
        NUSS
        TH
        N
        
        2
        
          2032-06-25
          Fixed
          3.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED INR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        11526.97000000
        0.014655660179
        N/A
        DFE
        
        IN
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            462447.21000000
            USD
            34962396.28000000
            INR
            2020-10-28
            11526.97000000
          
        
        
          N
          N
          N
        
      
      
        TURKEY GOVERNMENT BOND
        5493000PCHOG3B6S3Q85
        Turkey Government Bond
        000000000
        
          
        
        13490000.00000000
        PA
        
        1725825.65000000
        2.194255234121
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2023-01-18
          Fixed
          12.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
        
        10000.00000000
        PA
        
        11944.33000000
        0.015186301478
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2050-01-28
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -166.32000000
        -0.00021146315
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            310873.21000000
            USD
            32732772.00000000
            JPY
            2020-12-16
            -166.32000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CAD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        N/A
        577.35000000
        0.000734056339
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            154769.56000000
            CHF
            224972.11000000
            CAD
            2020-12-16
            577.35000000
          
        
        
          N
          N
          N
        
      
      
        Republic of Peru
        254900STKLK2DBJJZ530
        Peruvian Government International Bond
        715638BE1
        
          
        
        7000.00000000
        PA
        
        2373.65000000
        0.003017914316
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2031-08-12
          Fixed
          6.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        3352.55000000
        0.004262510749
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            235142.09000000
            AUD
            171808.92000000
            USD
            2020-12-16
            3352.55000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED ILS / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -102.44000000
        -0.00013024462
        N/A
        DFE
        
        IL
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            171823.19000000
            USD
            587557.99000000
            ILS
            2020-12-16
            -102.44000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD CLP
        000000000
        
          
        
        1.00000000
        NC
        
        -6.62000000
        -0.00000841682
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            35538282.00000000
            CLP
            45282.08000000
            USD
            2020-11-16
            -6.62000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD THB
        000000000
        
          
        
        1.00000000
        NC
        
        1371.77000000
        0.001744100571
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            7733220.83000000
            THB
            245396.24000000
            USD
            2020-12-16
            1371.77000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        2785.56000000
        0.003541626357
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            453910.77000000
            CAD
            343798.87000000
            USD
            2020-12-16
            2785.56000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        N/A
        774.51000000
        0.000984730190
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            149936.88000000
            CHF
            139588.62000000
            EUR
            2020-12-16
            774.51000000
          
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SS005882  CDS USD R F  1.00000 2 CCPCORPORATE / Short: SS005882  CDS USD P V 03MEVENT 1 CCPCORPORATE
        000000000
        
          
        
        1210000.00000000
        OU
        Notional Amount
        USD
        18017.63000000
        0.022908037630
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                China Government International Bond
                China Government International Bond
                
                  
                  
                
              
            
            Y
            
            sell protection
            2022-06-20
            15043.91000000
            USD
            0.00000000
            USD
            1210000.00000000
            USD
            2973.72000000
          
        
        
          N
          N
          N
        
      
      
        TITULOS DE TESORERIA
        549300MHDRBVRF6B9117
        Colombian TES
        000000000
        
          
        
        1276779795.00000000
        PA
        
        361671.98000000
        0.459838243306
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2027-03-17
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD ILS
        000000000
        
          
        
        1.00000000
        NC
        
        492.44000000
        0.000626099772
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            587191.66000000
            ILS
            172106.12000000
            USD
            2020-12-16
            492.44000000
          
        
        
          N
          N
          N
        
      
      
        EASTERN & SOUTHERN AFRIC
        2138004HC83AB2ENIZ64
        Eastern & Southern African Trade & Development Bank
        000000000
        
          
        
        390000.00000000
        PA
        USD
        396068.40000000
        0.503570658930
        Long
        DBT
        NUSS
        XX
        N
        
        2
        
          2024-05-23
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        4240.58000000
        0.005391572932
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            461457.37000000
            CAD
            350923.49000000
            USD
            2020-12-16
            4240.58000000
          
        
        
          N
          N
          N
        
      
      
        INDONESIA GOVERNMENT
        529900FWX0GRR7WG5W79
        Indonesia Treasury Bond
        000000000
        
          
        
        6000000000.00000000
        PA
        
        410483.87000000
        0.521898825799
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2027-05-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED GBP / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        692.25000000
        0.000880142896
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            159545.44000000
            EUR
            145688.92000000
            GBP
            2020-12-16
            692.25000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        Long: CS005473  CDS USD R V 03MEVENT 1 CORPORATE / Short: CS005473  CDS USD P F  1.00000 2 CORPORATE
        000000000
        
          
        
        1620000.00000000
        OU
        Notional Amount
        USD
        -10616.18000000
        -0.01349766039
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            
              
                China Government International Bond
                China Government International Bond
                
                  
                  
                
              
            
            Y
            buy protection
            
            2021-06-20
            2554.52000000
            USD
            0.00000000
            USD
            1620000.00000000
            USD
            -13170.70000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        -1829.14000000
        -0.00232561152
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            2887835.96000000
            ZAR
            168967.93000000
            USD
            2020-12-17
            -1829.14000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -2889.08000000
        -0.00367324411
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            170566.70000000
            USD
            234055.07000000
            AUD
            2020-12-16
            -2889.08000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        176.66000000
        0.000224609669
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            179807.92000000
            USD
            139413.00000000
            GBP
            2020-12-16
            176.66000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED RON / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -31045.53000000
        -0.03947201543
        N/A
        DFE
        
        RO
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            2002852.84000000
            USD
            8242059.90000000
            RON
            2020-12-16
            -31045.53000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD COP
        000000000
        
          
        
        1.00000000
        NC
        
        -3468.59000000
        -0.00441004672
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            2376728867.70000000
            COP
            617409.15000000
            USD
            2020-10-05
            -3468.59000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        N/A
        1444.56000000
        0.001836647485
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1458524.18000000
            SEK
            140024.46000000
            EUR
            2020-12-16
            1444.56000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -142.82000000
        -0.00018158469
        N/A
        DFE
        
        CN
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            172000.00000000
            USD
            1172169.68000000
            CNY
            2020-12-16
            -142.82000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD CNH
        000000000
        
          
        
        1.00000000
        NC
        
        161.28000000
        0.000205055177
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1101701.79000000
            CNY
            161686.84000000
            USD
            2020-12-16
            161.28000000
          
        
        
          N
          N
          N
        
      
      
        TURKEY GOVERNMENT BOND
        5493000PCHOG3B6S3Q85
        Turkey Government Bond
        000000000
        
          
        
        2080000.00000000
        PA
        
        248191.38000000
        0.315556345236
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2027-02-24
          Fixed
          11.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        Long: CS005491  CDS USD R V 03MEVENT 1 CORPORATE / Short: CS005491  CDS USD P F  1.00000 2 CORPORATE
        000000000
        
          
        
        250000.00000000
        OU
        Notional Amount
        USD
        -1638.30000000
        -0.00208297306
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                China Government International Bond
                China Government International Bond
                
                  
                  
                
              
            
            Y
            buy protection
            
            2021-06-20
            366.52000000
            USD
            0.00000000
            USD
            250000.00000000
            USD
            -2004.82000000
          
        
        
          N
          N
          N
        
      
      
        RUSSIA GOVT BOND - OFZ
        5493004EHVGF71PDBU58
        Russian Federal Bond - OFZ
        000000000
        
          
        
        23220000.00000000
        PA
        
        321987.19000000
        0.409382069954
        Long
        DBT
        NUSS
        RU
        N
        
        2
        
          2034-05-10
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD TRY
        000000000
        
          
        
        1.00000000
        NC
        
        3754.18000000
        0.004773152557
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1533717.39000000
            TRY
            201209.23000000
            USD
            2020-10-23
            3754.18000000
          
        
        
          N
          N
          N
        
      
      
        UBS Switzerland AG
        549300WOIFUSNYH0FL22
        Long: CS005507  CDS USD R V 03MEVENT 1 CORPORATE / Short: CS005507  CDS USD P F  1.00000 2 CORPORATE
        000000000
        
          
        
        280000.00000000
        OU
        Notional Amount
        USD
        -1834.90000000
        -0.00233293492
        N/A
        DCR
        
        GB
        N
        
        2
        
          
            
              UBS Switzerland AG
              549300WOIFUSNYH0FL22
            
            
              
                China Government International Bond
                China Government International Bond
                
                  
                  
                
              
            
            Y
            buy protection
            
            2021-06-20
            177.14000000
            USD
            0.00000000
            USD
            280000.00000000
            USD
            -2012.04000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2020.97000000
        0.002569508687
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            180221.87000000
            USD
            4065625.17000000
            MXN
            2020-12-16
            2020.97000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BR214854  IRS EUR R V 06MLIBOR CCPVANILLA / Short: BR214854  IRS EUR P F   .00000 CCPVANILLA
        000000000
        
          
        
        70000.00000000
        OU
        Notional Amount
        
        -555.92000000
        -0.00070680973
        N/A
        DIR
        
        ER
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2027-12-16
            0.00000000
            EUR
            -356.31000000
            EUR
            70000.00000000
            EUR
            -134.98000000
          
        
        
          N
          N
          N
        
      
      
        ARAB REPUBLIC OF EGYPT
        529900GFIVH4086NMH82
        Egypt Government International Bond
        03846JX62
        
          
        
        200000.00000000
        PA
        USD
        198250.00000000
        0.252059702649
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2050-05-29
          Fixed
          8.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2177.70000000
        0.002768778887
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            329323.14000000
            USD
            34923401.00000000
            JPY
            2020-12-16
            2177.70000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -667.67000000
        -0.00084889130
        N/A
        DFE
        
        CN
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            344126.15000000
            USD
            2342594.03000000
            CNY
            2020-12-16
            -667.67000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -972.41000000
        -0.00123634489
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            92812.28000000
            GBP
            118849.84000000
            USD
            2020-12-16
            -972.41000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        Long: IR213639  IRS ILS R F  1.02000 2 VANILLA / Short: IR213639  IRS ILS P V 03MTELBO 1 VANILLA
        000000000
        
          
        
        1925000.00000000
        OU
        Notional Amount
        
        20410.16000000
        0.025949956421
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2030-03-18
            891.41000000
            ILS
            0.00000000
            ILS
            1925000.00000000
            ILS
            20157.56000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US ULTRA BOND CBT DEC20 XCBT 20201221
        000000000
        
          
        
        10.00000000
        NC
        USD
        -9283.78000000
        -0.01180361576
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US Treasury Ultra Long Bond
                WNZ0 Comdty
              
            
            2020-12-21
            2223346.28000000
            USD
            -9283.78000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD COP
        000000000
        
          
        
        1.00000000
        NC
        
        -1226.11000000
        -0.00155890502
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            375399150.35000000
            COP
            96605.46000000
            USD
            2020-11-20
            -1226.11000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CLP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        685.82000000
        0.000871967643
        N/A
        DFE
        
        CL
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            167045.30000000
            USD
            131619502.00000000
            CLP
            2020-11-16
            685.82000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        1893.42000000
        0.002407338623
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            218766.34000000
            CAD
            166247.82000000
            USD
            2020-12-16
            1893.42000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1926.54000000
        -0.00244944816
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            163836.27000000
            USD
            148769.89000000
            CHF
            2020-12-16
            -1926.54000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -362.56000000
        -0.00046096729
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            17078529.00000000
            JPY
            161750.71000000
            USD
            2020-12-16
            -362.56000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD PEN
        000000000
        
          
        
        1.00000000
        NC
        
        5859.17000000
        0.007449486244
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1004980.29000000
            PEN
            284000.00000000
            USD
            2021-07-12
            5859.17000000
          
        
        
          N
          N
          N
        
      
      
        MEX BONOS DESARR FIX RT
        254900EGTWEU67VP6075
        Mexican Bonos
        000000000
        
          
        
        18528500.00000000
        PA
        
        931180.41000000
        1.183924626774
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2027-06-03
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLICA ORIENT URUGUAY
        549300RDR012H2V82H43
        Uruguay Government International Bond
        917288BL5
        
          
        
        4271602.93000000
        PA
        
        116186.03000000
        0.147721645265
        Long
        DBT
        NUSS
        UY
        N
        
        2
        
          2040-07-02
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEX BONOS DESARR FIX RT
        254900EGTWEU67VP6075
        Mexican Bonos
        000000000
        
          
        
        4741100.00000000
        PA
        
        219510.26000000
        0.279090496162
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2026-03-05
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED KRW / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        872.13000000
        0.001108846549
        N/A
        DFE
        
        KR
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            172159.49000000
            USD
            201757525.00000000
            KRW
            2020-11-02
            872.13000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SR214938  IRS CLP R F  1.50000 CCPNDFCAMARAPROMEDIO / Short: SR214938  IRS CLP P V 06MCLICP CCPNDFCAMARAPROMEDIO
        000000000
        
          
        
        736570000.00000000
        OU
        Notional Amount
        
        6055.80000000
        0.007699486241
        N/A
        DIR
        
        CL
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2025-12-16
            1000844.00000000
            CLP
            0.00000000
            CLP
            736570000.00000000
            CLP
            4747.97000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED IDR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -14238.52000000
        -0.01810318848
        N/A
        DFE
        
        ID
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1991777.43000000
            USD
            29484281244.66000000
            IDR
            2020-11-05
            -14238.52000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD CNH
        000000000
        
          
        
        1.00000000
        NC
        
        -2706.02000000
        -0.00344049733
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            2666752.24000000
            CNY
            388886.79000000
            USD
            2020-11-23
            -2706.02000000
          
        
        
          N
          N
          N
        
      
      
        MEX BONOS DESARR FIX RT
        254900EGTWEU67VP6075
        Mexican Bonos
        000000000
        
          
        
        30974500.00000000
        PA
        
        1555361.44000000
        1.977523036970
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2024-09-05
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED PEN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -3745.63000000
        -0.00476228188
        N/A
        DFE
        
        PE
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            283686.72000000
            USD
            1011485.00000000
            PEN
            2021-07-12
            -3745.63000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1886.05000000
        0.002397968232
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            133184.98000000
            USD
            3013277.14000000
            MXN
            2020-12-16
            1886.05000000
          
        
        
          N
          N
          N
        
      
      
        THAILAND GOVERNMENT BOND
        254900PHJ6MSKT6C7026
        Thailand Government Bond
        000000000
        
          
        
        8440000.00000000
        PA
        
        322395.80000000
        0.409901586297
        Long
        DBT
        NUSS
        TH
        N
        
        2
        
          2038-06-17
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        728.90000000
        0.000926740566
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            150894.46000000
            USD
            2563647.08000000
            ZAR
            2020-12-17
            728.90000000
          
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        17308CTB2
        
          
        
        4226000000.00000000
        PA
        
        1353446.34000000
        1.720803440166
        Long
        SN
        CORP
        US
        N
        
        2
        
          2024-07-25
          Fixed
          11.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARGENTINA
        549300KPBYGYF7HCHO27
        Argentine Republic Government International Bond
        040114HT0
        
          
        
        148322.00000000
        PA
        USD
        55398.27000000
        0.070434660597
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2035-07-09
          Variable
          0.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        Long: CS005881  CDS USD R F  1.00000 2 CORPORATE / Short: CS005881  CDS USD P V 03MEVENT 1 CORPORATE
        000000000
        
          
        
        6780000.00000000
        OU
        Notional Amount
        USD
        163728.19000000
        0.208167863237
        N/A
        DCR
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                China Government International Bond
                China Government International Bond
                
                  
                  
                
              
            
            Y
            
            sell protection
            2023-12-20
            107216.45000000
            USD
            0.00000000
            USD
            6780000.00000000
            USD
            56511.74000000
          
        
        
          N
          N
          N
        
      
      
        AGRICUL DEV BANK CHINA
        300300C1020311000158
        Agricultural Development Bank of China
        000000000
        
          
        
        21890000.00000000
        PA
        
        2988818.42000000
        3.800053882570
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2030-04-17
          Fixed
          2.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNGARY GOVERNMENT BOND
        5299008DH62LEB10JK83
        Hungary Government Bond
        000000000
        
          
        
        105800000.00000000
        PA
        
        358745.64000000
        0.456117625953
        Long
        DBT
        NUSS
        HU
        N
        
        2
        
          2026-12-22
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD CNH
        000000000
        
          
        
        1.00000000
        NC
        
        -2790.00000000
        -0.00354727147
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            2345200.55000000
            CNY
            341050.63000000
            USD
            2020-12-16
            -2790.00000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        1144.81000000
        0.001455538301
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            233990.70000000
            AUD
            168776.32000000
            USD
            2020-12-16
            1144.81000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD PEN
        000000000
        
          
        
        1.00000000
        NC
        
        5765.29000000
        0.007330125009
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1229319.41000000
            PEN
            345994.77000000
            USD
            2021-07-12
            5765.29000000
          
        
        
          N
          N
          N
        
      
      
        HUNGARY GOVERNMENT BOND
        5299008DH62LEB10JK83
        Hungary Government Bond
        000000000
        
          
        
        65720000.00000000
        PA
        
        224587.44000000
        0.285545741968
        Long
        DBT
        NUSS
        HU
        N
        
        2
        
          2030-08-21
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD TWD
        000000000
        
          
        
        1.00000000
        NC
        
        -5975.74000000
        -0.00759769607
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            17810217.42000000
            TWD
            612666.58000000
            USD
            2020-11-09
            -5975.74000000
          
        
        
          N
          N
          N
        
      
      
        TITULOS DE TESORERIA
        549300MHDRBVRF6B9117
        Colombian TES
        000000000
        
          
        
        2058100000.00000000
        PA
        
        585550.15000000
        0.744482202751
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2034-10-18
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD TRY
        000000000
        
          
        
        1.00000000
        NC
        
        3755.33000000
        0.004774614694
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1129604.32000000
            TRY
            149183.73000000
            USD
            2020-10-23
            3755.33000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD COP
        000000000
        
          
        
        1.00000000
        NC
        
        -1540.70000000
        -0.00195888213
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1954582710.93000000
            COP
            509058.94000000
            USD
            2020-10-05
            -1540.70000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -31296.32000000
        -0.03979087572
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1001034.36000000
            USD
            9043244.29000000
            NOK
            2020-12-16
            -31296.32000000
          
        
        
          N
          N
          N
        
      
      
        BONOS DE TESORERIA
        254900STKLK2DBJJZ530
        Peru Government Bond
        000000000
        
          
        
        1665000.00000000
        PA
        
        482255.36000000
        0.613150782561
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2034-08-12
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        Standard Chartered Bank
        000000000
        
          
        
        12570000000.00000000
        PA
        
        851938.51000000
        1.083174615417
        Long
        SN
        CORP
        GB
        N
        
        2
        
          2032-08-19
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        90DAY EUR FUTR  DEC20 XCME 20201214
        000000000
        
          
        
        1.00000000
        NC
        USD
        4305.37000000
        0.005473948459
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                Eurodollar Time Deposit
                EDZ0 Comdty
              
            
            2020-12-14
            245082.13000000
            USD
            4305.37000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED JPY / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -3902.99000000
        -0.00496235308
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            434208.34000000
            EUR
            53317093.00000000
            JPY
            2020-12-16
            -3902.99000000
          
        
        
          N
          N
          N
        
      
      
        TURKEY GOVERNMENT BOND
        5493000PCHOG3B6S3Q85
        Turkey Government Bond
        000000000
        
          
        
        1610000.00000000
        PA
        
        191484.25000000
        0.243457569317
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2026-02-11
          Fixed
          10.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD PEN
        000000000
        
          
        
        1.00000000
        NC
        
        68851.43000000
        0.087539323948
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            10154050.07000000
            PEN
            2879111.40000000
            USD
            2021-07-12
            68851.43000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD COP
        000000000
        
          
        
        1.00000000
        NC
        
        3489.30000000
        0.004436377908
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            639123530.40000000
            COP
            170448.85000000
            USD
            2020-10-05
            3489.30000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED TWD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1572.38000000
        0.001999160833
        N/A
        DFE
        
        TW
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            167162.07000000
            USD
            4857729.75000000
            TWD
            2020-11-09
            1572.38000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD RUB
        000000000
        
          
        
        1.00000000
        NC
        
        9740.98000000
        0.012384910579
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            12588086.80000000
            RUB
            171069.35000000
            USD
            2020-11-17
            9740.98000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: SR214650  IRS PLN R F   .75000 2 CCPVANILLA / Short: SR214650  IRS PLN P V 06MWIBOR 1 CCPVANILLA
        000000000
        
          
        
        6030000.00000000
        OU
        Notional Amount
        
        16846.22000000
        0.021418679465
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2025-12-16
            0.00000000
            PLN
            -14262.47000000
            PLN
            6030000.00000000
            PLN
            20681.93000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED GBP / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        2385.41000000
        0.003032866256
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            139125.95000000
            EUR
            128422.99000000
            GBP
            2020-12-16
            2385.41000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED MYR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        74469.00000000
        0.094681634283
        N/A
        DFE
        
        MY
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            2744488.27000000
            USD
            11720886.04000000
            MYR
            2020-11-03
            74469.00000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SR213778  IRS BRL R F  6.26000 1 CCPNDFPREDISWAP / Short: SR213778  IRS BRL P V 00MBRCDI 2 CCPNDFPREDISWAP
        000000000
        
          
        
        2875000.00000000
        OU
        Notional Amount
        
        8260.79000000
        0.010502962275
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2025-01-02
            27798.59000000
            BRL
            0.00000000
            BRL
            2875000.00000000
            BRL
            20345.47000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD RUB
        000000000
        
          
        
        1.00000000
        NC
        
        4286.76000000
        0.005450287268
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            12866711.45000000
            RUB
            169185.97000000
            USD
            2020-11-17
            4286.76000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD KRW
        000000000
        
          
        
        1.00000000
        NC
        
        -431.18000000
        -0.00054821237
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            383343964.00000000
            KRW
            328332.90000000
            USD
            2020-11-02
            -431.18000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED GBP / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        1362.54000000
        0.001732365332
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            139588.62000000
            EUR
            128051.62000000
            GBP
            2020-12-16
            1362.54000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD RUB
        000000000
        
          
        
        1.00000000
        NC
        
        5578.42000000
        0.007092534105
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            12977092.87000000
            RUB
            171892.27000000
            USD
            2020-11-17
            5578.42000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD TWD
        000000000
        
          
        
        1.00000000
        NC
        
        -3616.24000000
        -0.00459777240
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            17565256.84000000
            TWD
            606517.31000000
            USD
            2020-11-09
            -3616.24000000
          
        
        
          N
          N
          N
        
      
      
        Czech Republic
        3157007EFDLQABN47912
        Czech Republic Government Bond
        000000000
        
          
        
        33200000.00000000
        PA
        
        1474874.66000000
        1.875190255966
        Long
        DBT
        NUSS
        CZ
        N
        
        2
        
          2026-06-26
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -13556.50000000
        -0.01723605225
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            809354.82000000
            USD
            7119857.96000000
            SEK
            2020-12-16
            -13556.50000000
          
        
        
          N
          N
          N
        
      
      
        THAILAND GOVERNMENT BOND
        254900PHJ6MSKT6C7026
        Thailand Government Bond
        000000000
        
          
        
        15070000.00000000
        PA
        
        545537.61000000
        0.693609320357
        Long
        DBT
        NUSS
        TH
        N
        
        2
        
          2025-12-12
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD RUB
        000000000
        
          
        
        1.00000000
        NC
        
        2984.11000000
        0.003794067486
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            13122899.72000000
            RUB
            171166.62000000
            USD
            2020-11-17
            2984.11000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -8487.17000000
        -0.01079078711
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            170909.15000000
            USD
            3623444.89000000
            MXN
            2020-12-16
            -8487.17000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD TRY
        000000000
        
          
        
        1.00000000
        NC
        
        2165.14000000
        0.002752809808
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1139073.12000000
            TRY
            148995.83000000
            USD
            2020-10-19
            2165.14000000
          
        
        
          N
          N
          N
        
      
      
        Republic of South Africa
        378900AAFB4F17004C49
        Republic of South Africa Government Bond
        000000000
        
          
        
        47200000.00000000
        PA
        
        2358028.03000000
        2.998052176957
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2035-02-28
          Fixed
          8.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED KRW / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -568.53000000
        -0.00072284238
        N/A
        DFE
        
        KR
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            168151.97000000
            USD
            195404864.00000000
            KRW
            2020-11-02
            -568.53000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD BRL
        000000000
        
          
        
        1.00000000
        NC
        
        -5358.73000000
        -0.00681321508
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            19458755.39000000
            BRL
            3459334.29000000
            USD
            2020-10-02
            -5358.73000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2092.11000000
        0.002659957752
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            113811.94000000
            USD
            1959705.03000000
            ZAR
            2020-12-17
            2092.11000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD PLN
        000000000
        
          
        
        1.00000000
        NC
        N/A
        204.78000000
        0.000260362097
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            644624.19000000
            PLN
            142190.47000000
            EUR
            2020-12-16
            204.78000000
          
        
        
          N
          N
          N
        
      
      
        Republic of South Africa
        378900AAFB4F17004C49
        Republic of South Africa Government Bond
        000000000
        
          
        
        25784300.00000000
        PA
        
        1187890.86000000
        1.510312317538
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2044-01-31
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US LONG BOND(CBT) DEC20 XCBT 20201221
        000000000
        
          
        
        -46.00000000
        NC
        USD
        678.03000000
        0.000862063254
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                US Treasury Long Bond
                USZ0 Comdty
              
            
            2020-12-21
            -8102428.03000000
            USD
            678.03000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828L57
        
          
        
        72000.00000000
        PA
        USD
        74320.31000000
        0.094492586327
        Long
        DBT
        UST
        US
        N
        
        1
        
          2022-09-30
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC BANK PLC
        MP6I5ZYZBEU3UXPYFY54
        HSBC Bank PLC
        000000000
        
          
        
        10650000.00000000
        PA
        
        652504.19000000
        0.829609140525
        Long
        SN
        CORP
        GB
        N
        
        2
        
          2021-01-07
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -5938.06000000
        -0.00754978884
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            171013.72000000
            USD
            3682645.36000000
            MXN
            2020-12-16
            -5938.06000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -905.76000000
        -0.00115160452
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            84184.44000000
            GBP
            91760.66000000
            EUR
            2020-12-16
            -905.76000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CHF / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -172.24000000
        -0.00021898997
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            139785.98000000
            EUR
            150703.27000000
            CHF
            2020-12-16
            -172.24000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD RUB
        000000000
        
          
        
        1.00000000
        NC
        
        1365.50000000
        0.001736128746
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            13561892.01000000
            RUB
            175174.11000000
            USD
            2020-11-17
            1365.50000000
          
        
        
          N
          N
          N
        
      
      
        Republic of Peru
        254900STKLK2DBJJZ530
        Peruvian Government International Bond
        000000000
        
          
        
        963000.00000000
        PA
        
        314452.80000000
        0.399802669686
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2055-02-12
          Fixed
          6.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD INR
        000000000
        
          
        
        1.00000000
        NC
        
        -6872.47000000
        -0.00873781964
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            25968601.18000000
            INR
            345175.67000000
            USD
            2020-10-28
            -6872.47000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD TWD
        000000000
        
          
        
        1.00000000
        NC
        
        -749.17000000
        -0.00095251231
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            4977901.96000000
            TWD
            172159.49000000
            USD
            2020-11-09
            -749.17000000
          
        
        
          N
          N
          N
        
      
      
        PETROLEOS DE VENEZUELA S
        549300YWR8TN1OFD4P06
        Petroleos de Venezuela SA
        000000000
        
          
        
        9280000.00000000
        PA
        USD
        241280.00000000
        0.306769054503
        Long
        DBT
        CORP
        VE
        N
        
        2
        
          2022-10-28
          Fixed
          6.00000000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        77586RAJ9
        
          
        
        130000.00000000
        PA
        USD
        133778.13000000
        0.170088654067
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2051-02-14
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Securities (Europe) Limited
        DL6FFRRLF74S01HE2M14
        Long: SR214327  IRS BRL R F  4.12000 CCPNDFPREDISWAP / Short: SR214327  IRS BRL P V 00MBRCDI CCPNDFPREDISWAP
        000000000
        
          
        
        11275000.00000000
        OU
        Notional Amount
        
        40502.87000000
        0.051496299463
        N/A
        DIR
        
        BR
        N
        
        2
        
          
            
              Credit Suisse Securities (Europe) Limited
              DL6FFRRLF74S01HE2M14
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2022-01-03
            13123.13000000
            BRL
            0.00000000
            BRL
            11275000.00000000
            BRL
            79808.19000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED PEN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -56.37000000
        -0.00007167014
        N/A
        DFE
        
        PE
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            3977.41000000
            USD
            14167.52000000
            PEN
            2021-07-12
            -56.37000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED PEN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -2152.98000000
        -0.00273734929
        N/A
        DFE
        
        PE
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            172080.14000000
            USD
            613981.93000000
            PEN
            2021-07-12
            -2152.98000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        N/A
        1453.39000000
        0.001847874155
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1469757.03000000
            SEK
            141100.91000000
            EUR
            2020-12-16
            1453.39000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        2906.39000000
        0.003695252454
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            222608.80000000
            CAD
            170147.55000000
            USD
            2020-12-16
            2906.39000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD PLN
        000000000
        
          
        
        1.00000000
        NC
        
        72037.08000000
        0.091589634121
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            8754000.00000000
            PLN
            2337257.06000000
            USD
            2020-12-16
            72037.08000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: SR214573  IRS INR R F  3.75000 CCPNDFOIS / Short: SR214573  IRS INR P V 06MLIBOR CCPNDFOIS
        000000000
        
          
        
        403360000.00000000
        OU
        Notional Amount
        
        -16871.37000000
        -0.02145065576
        N/A
        DIR
        
        IN
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2022-09-16
            0.00000000
            INR
            -171655.83000000
            INR
            403360000.00000000
            INR
            -14602.75000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        734.11000000
        0.000933364682
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            162173.54000000
            USD
            216840.62000000
            CAD
            2020-12-16
            734.11000000
          
        
        
          N
          N
          N
        
      
      
        TITULOS DE TESORERIA
        549300MHDRBVRF6B9117
        Colombian TES
        000000000
        
          
        
        2430900000.00000000
        PA
        
        729892.49000000
        0.928002441340
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2026-08-26
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        Long: IR214783  IRS MYR R F  1.75000 2 NDF / Short: IR214783  IRS MYR P V 03MKLIBO 1 NDF
        000000000
        
          
        
        32540000.00000000
        OU
        Notional Amount
        
        -17892.89000000
        -0.02274944026
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2022-09-16
            0.00000000
            MYR
            -6330.73000000
            MYR
            32540000.00000000
            MYR
            -16404.96000000
          
        
        
          N
          N
          N
        
      
      
        POLAND GOVERNMENT BOND
        259400R9L8QEP0TPXS31
        Republic of Poland Government Bond
        000000000
        
          
        
        5120000.00000000
        PA
        
        1456459.46000000
        1.851776738507
        Long
        DBT
        NUSS
        PL
        N
        
        2
        
          2027-07-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -888.46000000
        -0.00112960889
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            163773.87000000
            USD
            149666.39000000
            CHF
            2020-12-16
            -888.46000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED INR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        3811.84000000
        0.004846462834
        N/A
        DFE
        
        IN
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            170436.24000000
            USD
            12853295.65000000
            INR
            2020-10-28
            3811.84000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        -7874.18000000
        -0.01001141724
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            11087957.30000000
            ZAR
            647907.73000000
            USD
            2020-12-17
            -7874.18000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        241.35000000
        0.000306858054
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            2883470.48000000
            ZAR
            170780.23000000
            USD
            2020-12-17
            241.35000000
          
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SS005848  CDS USD R F  1.00000 2 CCPCORPORATE / Short: SS005848  CDS USD P V 03MEVENT 1 CCPCORPORATE
        000000000
        
          
        
        650000.00000000
        OU
        Notional Amount
        USD
        -2822.10000000
        -0.00358808417
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                Colombia Government International Bond
                Colombia Government International Bond
                
                  
                  
                
              
            
            Y
            
            sell protection
            2024-06-20
            2977.91000000
            USD
            0.00000000
            USD
            650000.00000000
            USD
            -5800.01000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARGENTINA
        549300KPBYGYF7HCHO27
        Argentine Republic Government International Bond
        040114HS2
        
          
        
        65075.00000000
        PA
        USD
        27006.13000000
        0.034336227478
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2030-07-09
          Variable
          0.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -704.48000000
        -0.00089569240
        N/A
        DFE
        
        CN
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            171892.27000000
            USD
            1167604.03000000
            CNY
            2020-12-16
            -704.48000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Financial Square Government Fund
        549300BRJMXN4GUWZ402
        Goldman Sachs Financial Square Government Fund
        38141W273
        
          
        
        4006674.74000000
        NS
        USD
        4006674.74000000
        5.094180295480
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1319.45000000
        0.001677579695
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            67966.50000000
            USD
            5406225.33000000
            RUB
            2020-11-17
            1319.45000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED PLN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -5058.53000000
        -0.00643153375
        N/A
        DFE
        
        PL
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            160683.48000000
            USD
            601416.57000000
            PLN
            2020-12-16
            -5058.53000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1778.52000000
        0.002261252067
        N/A
        DFE
        
        CN
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            170861.46000000
            USD
            1177508.84000000
            CNY
            2020-12-16
            1778.52000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARGENTINA
        549300KPBYGYF7HCHO27
        Argentine Republic Government International Bond
        040114HX1
        
          
        
        12578.00000000
        PA
        USD
        5704.12000000
        0.007252352035
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2029-07-09
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD KRW
        000000000
        
          
        
        1.00000000
        NC
        
        -1040.89000000
        -0.00132341197
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            194659389.00000000
            KRW
            165903.22000000
            USD
            2020-11-02
            -1040.89000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED RUB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1013.19000000
        0.001288193544
        N/A
        DFE
        
        RU
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            133032.22000000
            USD
            10459259.20000000
            RUB
            2020-11-17
            1013.19000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD HUF
        000000000
        
          
        
        1.00000000
        NC
        
        9056.16000000
        0.011514214359
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            106483529.55000000
            HUF
            352089.65000000
            USD
            2020-12-16
            9056.16000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD COP
        000000000
        
          
        
        1.00000000
        NC
        
        -2036.04000000
        -0.00258866903
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            718912716.99000000
            COP
            185767.00000000
            USD
            2020-10-05
            -2036.04000000
          
        
        
          N
          N
          N
        
      
      
        Banco de Bogota SA
        549300LYHE7LWSKDZT53
        Banco de Bogota SA
        000000000
        
          
        
        200000.00000000
        PA
        USD
        216750.00000000
        0.275581036818
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2026-05-12
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED COP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        348.13000000
        0.000442620652
        N/A
        DFE
        
        CO
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            98820.33000000
            USD
            379618297.70000000
            COP
            2020-10-05
            348.13000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED COP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        675.20000000
        0.000858465125
        N/A
        DFE
        
        CO
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            165837.33000000
            USD
            637412361.59000000
            COP
            2020-10-05
            675.20000000
          
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE BANK NA
        7H6GLXDRUGQFU57RNE97
        JPMorgan Chase Bank NA
        000000000
        
          
        
        6568000000.00000000
        PA
        
        445149.73000000
        0.565973813762
        Long
        SN
        CORP
        US
        N
        
        2
        
          2032-08-19
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED COP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -9870.06000000
        -0.01254902592
        N/A
        DFE
        
        CO
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            575831.01000000
            USD
            2166506584.60000000
            COP
            2020-10-05
            -9870.06000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD IDR
        000000000
        
          
        
        1.00000000
        NC
        
        2561.09000000
        0.003256229931
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            3241625204.91000000
            IDR
            219979.99000000
            USD
            2020-11-05
            2561.09000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD CZK
        000000000
        
          
        
        1.00000000
        NC
        
        30042.22000000
        0.038196383556
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            27176429.19000000
            CZK
            1208613.74000000
            USD
            2020-12-16
            30042.22000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2272.25000000
        0.002888991976
        N/A
        DFE
        
        CN
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            330968.13000000
            USD
            2272900.47000000
            CNY
            2020-12-16
            2272.25000000
          
        
        
          N
          N
          N
        
      
      
        LEVIATHAN BOND LTD
        254900D9T8VKYVQNZ220
        Leviathan Bond Ltd
        000000000
        
          
        
        50000.00000000
        PA
        USD
        51499.95000000
        0.065478245061
        Long
        DBT
        CORP
        IL
        N
        
        2
        
          2023-06-30
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SS005902  CDS USD R F  1.00000 2 CCPCORPORATE / Short: SS005902  CDS USD P V 03MEVENT 1 CCPCORPORATE
        000000000
        
          
        
        1000000.00000000
        OU
        Notional Amount
        USD
        16274.10000000
        0.020691272670
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                Peruvian Government International Bond
                Peruvian Government International Bond
                
                  
                  
                
              
            
            Y
            
            sell protection
            2024-12-20
            17760.03000000
            USD
            0.00000000
            USD
            1000000.00000000
            USD
            -1485.93000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        Long: IR212955  IRS MYR R F  3.33000 2 NDF / Short: IR212955  IRS MYR P V 03MKLIBO 1 NDF
        000000000
        
          
        
        2610000.00000000
        OU
        Notional Amount
        
        29980.05000000
        0.038117339159
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2024-05-31
            0.00000000
            MYR
            0.00000000
            MYR
            2610000.00000000
            MYR
            29980.05000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD TWD
        000000000
        
          
        
        1.00000000
        NC
        
        -560.49000000
        -0.00071262013
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            4973878.86000000
            TWD
            172208.43000000
            USD
            2020-11-09
            -560.49000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        973.57000000
        0.001237819746
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            248498.73000000
            GBP
            321789.70000000
            USD
            2020-12-16
            973.57000000
          
        
        
          N
          N
          N
        
      
      
        TITULOS DE TESORERIA
        549300MHDRBVRF6B9117
        Colombian TES
        000000000
        
          
        
        2319500000.00000000
        PA
        
        662054.52000000
        0.841751654220
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2025-11-26
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED IDR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1202.14000000
        0.001528429008
        N/A
        DFE
        
        ID
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            521098.16000000
            USD
            7788333156.00000000
            IDR
            2020-11-06
            1202.14000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED GBP / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        1456.62000000
        0.001851980852
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            91760.66000000
            EUR
            84611.13000000
            GBP
            2020-12-16
            1456.62000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        400.98000000
        0.000509815382
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            175547.62000000
            USD
            136286.80000000
            GBP
            2020-12-16
            400.98000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CNH / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        43326.35000000
        0.055086138198
        N/A
        DFE
        
        CN
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            5383055.59000000
            USD
            37011198.73000000
            CNY
            2020-12-16
            43326.35000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -7250.52000000
        -0.00921848128
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            413267.62000000
            USD
            540435.02000000
            CAD
            2020-12-16
            -7250.52000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -7310.39000000
        -0.00929460141
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            493677.25000000
            USD
            10850277.11000000
            MXN
            2020-12-16
            -7310.39000000
          
        
        
          N
          N
          N
        
      
      
        Republic of South Africa
        378900AAFB4F17004C49
        Republic of South Africa Government Bond
        000000000
        
          
        
        4620000.00000000
        PA
        
        211841.56000000
        0.269340331008
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2048-02-28
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POLAND GOVERNMENT BOND
        259400R9L8QEP0TPXS31
        Republic of Poland Government Bond
        000000000
        
          
        
        9170000.00000000
        PA
        
        2382743.39000000
        3.029475865696
        Long
        DBT
        NUSS
        PL
        N
        
        2
        
          2025-04-25
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        301.66000000
        0.000383537603
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            163203.93000000
            USD
            217636.52000000
            CAD
            2020-12-16
            301.66000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        7688.90000000
        0.009775847907
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            611481.27000000
            USD
            10468926.19000000
            ZAR
            2020-12-17
            7688.90000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CZK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -38611.66000000
        -0.04909177068
        N/A
        DFE
        
        CZ
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1363590.11000000
            USD
            30552395.36000000
            CZK
            2020-12-16
            -38611.66000000
          
        
        
          N
          N
          N
        
      
      
        Republic of South Africa
        378900AAFB4F17004C49
        Republic of South Africa Government Bond
        000000000
        
          
        
        23310000.00000000
        PA
        
        1617661.53000000
        2.056732833492
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2026-12-21
          Fixed
          10.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD TWD
        000000000
        
          
        
        1.00000000
        NC
        
        -1453.57000000
        -0.00184810301
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            4963193.90000000
            TWD
            170944.20000000
            USD
            2020-11-09
            -1453.57000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -3988.50000000
        -0.00507107250
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            172036.80000000
            USD
            2841359.79000000
            ZAR
            2020-12-17
            -3988.50000000
          
        
        
          N
          N
          N
        
      
      
        BONOS DE TESORERIA
        254900STKLK2DBJJZ530
        Peru Government Bond
        000000000
        
          
        
        2960000.00000000
        PA
        
        939225.02000000
        1.194152732723
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2032-08-12
          Fixed
          6.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED AUD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -1371.42000000
        -0.00174365557
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            225796.04000000
            CAD
            234873.92000000
            AUD
            2020-12-16
            -1371.42000000
          
        
        
          N
          N
          N
        
      
      
        BONOS TESORERIA PESOS
        549300FLZTJM5YJF8D34
        Bonos de la Tesoreria de la Republica en pesos
        000000000
        
          
        
        840000000.00000000
        PA
        
        1228441.51000000
        1.561869365615
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2026-03-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: SR214840  IRS EUR R F   .00000 CCPVANILLA / Short: SR214840  IRS EUR P V 06MLIBOR CCPVANILLA
        000000000
        
          
        
        6820000.00000000
        OU
        Notional Amount
        
        -2286.89000000
        -0.00290760561
        N/A
        DIR
        
        ER
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2022-12-16
            0.00000000
            EUR
            -7792.50000000
            EUR
            6820000.00000000
            EUR
            6915.94000000
          
        
        
          N
          N
          N
        
      
      
        BONOS TESORERIA PESOS
        549300FLZTJM5YJF8D34
        Bonos de la Tesoreria de la Republica en pesos
        000000000
        
          
        
        890000000.00000000
        PA
        
        1355689.03000000
        1.723654848864
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2035-03-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        2590.86000000
        0.003294080207
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            230965.12000000
            AUD
            168054.84000000
            USD
            2020-12-16
            2590.86000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED JPY / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -1060.66000000
        -0.00134854801
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            145218.30000000
            EUR
            17857349.00000000
            JPY
            2020-12-16
            -1060.66000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -1022.30000000
        -0.00129977621
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            17109671.00000000
            JPY
            161386.57000000
            USD
            2020-12-16
            -1022.30000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        N/A
        1452.14000000
        0.001846284875
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1462826.89000000
            SEK
            140440.37000000
            EUR
            2020-12-16
            1452.14000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED ILS / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1086.53000000
        0.001381439741
        N/A
        DFE
        
        IL
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            169060.71000000
            USD
            582174.08000000
            ILS
            2020-12-16
            1086.53000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -1374.11000000
        -0.00174707570
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            766371.42000000
            NOK
            68797.65000000
            EUR
            2020-12-16
            -1374.11000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        Long: CS005482  CDS USD R V 03MEVENT 1 CORPORATE / Short: CS005482  CDS USD P F  1.00000 2 CORPORATE
        000000000
        
          
        
        70000.00000000
        OU
        Notional Amount
        USD
        -458.72000000
        -0.00058322737
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            
              
                China Government International Bond
                China Government International Bond
                
                  
                  
                
              
            
            Y
            buy protection
            
            2021-06-20
            117.82000000
            USD
            0.00000000
            USD
            70000.00000000
            USD
            -576.54000000
          
        
        
          N
          N
          N
        
      
      
        MEX BONOS DESARR FIX RT
        254900EGTWEU67VP6075
        Mexican Bonos
        000000000
        
          
        
        5456000.00000000
        PA
        
        278055.76000000
        0.353526618843
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2031-05-29
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: SR214937  IRS MXN R F  5.40000 2 CCPVANILLA / Short: SR214937  IRS MXN P V 01MTIIE 1 CCPVANILLA
        000000000
        
          
        
        19360000.00000000
        OU
        Notional Amount
        
        -6091.99000000
        -0.00774549905
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2027-12-08
            212.96000000
            MXN
            0.00000000
            MXN
            19360000.00000000
            MXN
            -6102.11000000
          
        
        
          N
          N
          N
        
      
      
        Republic of Peru
        254900STKLK2DBJJZ530
        Peruvian Government International Bond
        000000000
        
          
        
        246000.00000000
        PA
        
        81363.43000000
        0.103447374387
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2037-08-12
          Fixed
          6.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO DE CREDITO DEL PER
        549300EQYQ8SCQZ4BY14
        Banco de Credito del Peru
        05971U2B2
        
          
        
        8200000.00000000
        PA
        
        2381455.35000000
        3.027838221411
        Long
        DBT
        CORP
        PE
        N
        
        2
        
          2024-09-17
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -539.05000000
        -0.00068536082
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            47867.60000000
            USD
            71546.91000000
            NZD
            2020-12-16
            -539.05000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED MYR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        69795.37000000
        0.088739471417
        N/A
        DFE
        
        MY
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            2443195.78000000
            USD
            10447105.15000000
            MYR
            2020-10-26
            69795.37000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1620.35000000
        -0.00206015101
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            165085.23000000
            USD
            217582.33000000
            CAD
            2020-12-16
            -1620.35000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED THB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -3159.55000000
        -0.00401712602
        N/A
        DFE
        
        TH
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            570817.18000000
            USD
            17989269.05000000
            THB
            2020-12-16
            -3159.55000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        Long: CS005492  CDS USD R V 03MEVENT 1 CORPORATE / Short: CS005492  CDS USD P F  1.00000 2 CORPORATE
        000000000
        
          
        
        570000.00000000
        OU
        Notional Amount
        USD
        -3735.32000000
        -0.00474917351
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            
              
                China Government International Bond
                China Government International Bond
                
                  
                  
                
              
            
            Y
            buy protection
            
            2021-06-20
            788.04000000
            USD
            0.00000000
            USD
            570000.00000000
            USD
            -4523.36000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD INR
        000000000
        
          
        
        1.00000000
        NC
        
        -7619.95000000
        -0.00968818325
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            25637808.24000000
            INR
            339943.73000000
            USD
            2020-10-28
            -7619.95000000
          
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
        
        150000.00000000
        PA
        
        173284.42000000
        0.220317878330
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2032-01-28
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1091.45000000
        0.001387695144
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            176216.21000000
            USD
            137339.51000000
            GBP
            2020-12-16
            1091.45000000
          
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        000000000
        
          
        
        100000.00000000
        PA
        
        95554.66000000
        0.121490437258
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2030-01-27
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD CZK
        000000000
        
          
        
        1.00000000
        NC
        
        -290.85000000
        -0.00036979351
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            3891024.77000000
            CZK
            168452.84000000
            USD
            2020-12-16
            -290.85000000
          
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC BON
        254900EHU7Q8FGVPI369
        Dominican Republic Bond
        000000000
        
          
        
        2800000.00000000
        PA
        
        49610.78000000
        0.063076309987
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2023-04-07
          Fixed
          10.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        7513.32000000
        0.009552611375
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            462808.88000000
            CHF
            511198.98000000
            USD
            2020-12-16
            7513.32000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD RUB
        000000000
        
          
        
        1.00000000
        NC
        
        2589.76000000
        0.003292681642
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            12989748.08000000
            RUB
            169065.80000000
            USD
            2020-11-17
            2589.76000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED SEK / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -1281.55000000
        -0.00162939274
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            139673.78000000
            EUR
            1456297.49000000
            SEK
            2020-12-16
            -1281.55000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED ILS / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -71.89000000
        -0.00009140263
        N/A
        DFE
        
        IL
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            170815.21000000
            USD
            584213.64000000
            ILS
            2020-12-16
            -71.89000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD CLP
        000000000
        
          
        
        1.00000000
        NC
        
        1803.33000000
        0.002292796083
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            131755994.00000000
            CLP
            169708.39000000
            USD
            2020-11-16
            1803.33000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        Long: CS005421  CDS USD R V 03MEVENT 1 CORPORATE / Short: CS005421  CDS USD P F  1.00000 2 CORPORATE
        000000000
        
          
        
        3400000.00000000
        OU
        Notional Amount
        USD
        -6870.04000000
        -0.00873473008
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            
              
                China Government International Bond
                China Government International Bond
                
                  
                  
                
              
            
            Y
            buy protection
            
            2020-12-20
            1952.67000000
            USD
            0.00000000
            USD
            3400000.00000000
            USD
            -8822.71000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD RUB
        000000000
        
          
        
        1.00000000
        NC
        
        7973.35000000
        0.010137504313
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            20927919.00000000
            RUB
            276184.64000000
            USD
            2020-11-17
            7973.35000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED JPY / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        N/A
        3847.80000000
        0.004892183222
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            234930.08000000
            AUD
            18136132.00000000
            JPY
            2020-12-16
            3847.80000000
          
        
        
          N
          N
          N
        
      
      
        NOTA DO TESOURO NACIONAL
        254900ZFY40OYEADAP90
        Brazil Notas do Tesouro Nacional Serie F
        000000000
        
          
        
        8473000.00000000
        PA
        
        1707287.49000000
        2.170685382432
        Long
        DBT
        NUSS
        BR
        N
        
        2
        
          2025-01-01
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2990.88000000
        0.003802675023
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            167081.72000000
            USD
            2875586.68000000
            ZAR
            2020-12-17
            2990.88000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD PEN
        000000000
        
          
        
        1.00000000
        NC
        
        1552.89000000
        0.001974380790
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            241004.32000000
            PEN
            68253.84000000
            USD
            2021-07-12
            1552.89000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        Long: BFS00749  TRS COP R F  7.50000 COL17CT02625 / Short: BFS00749  TRS COP P F   .00000 COL17CT02625
        000000000
        
          
        
        730336175.00000000
        OU
        Notional Amount
        
        2826.36000000
        0.003593500434
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            
              
                Colombian TES
                Colombian TES
                
                  
                
              
            
            Y
            equity-performance leg
            
            2020-11-04
            0.00000000
            COP
            0.00000000
            COP
            730336175.00000000
            COP
            2826.36000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1880.51000000
        -0.00239092454
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            170804.08000000
            USD
            224848.20000000
            CAD
            2020-12-16
            -1880.51000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -3103.49000000
        -0.00394585002
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            170934.42000000
            USD
            234269.06000000
            AUD
            2020-12-16
            -3103.49000000
          
        
        
          N
          N
          N
        
      
      
        Yapi ve Kredi Bankasi AS
        B85ZYWEZ5IZCZ2WNIO12
        Yapi ve Kredi Bankasi AS
        000000000
        
          
        
        200000.00000000
        PA
        USD
        203000.00000000
        0.258098964125
        Long
        DBT
        CORP
        TR
        N
        
        2
        
          2024-10-15
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Peru
        254900STKLK2DBJJZ530
        Peruvian Government International Bond
        715638AY8
        
          
        
        2018000.00000000
        PA
        
        742693.55000000
        0.944278009447
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2026-08-12
          Fixed
          8.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
      
      
      
      
    
    
      2020-10-28
      GOLDMAN SACHS TRUST
      Peter Fortner
      Peter Fortner
      Vice President
    
  



Categories

SEC Filings