0001752724-21-110326.txt : 20210525
0001752724-21-110326.hdr.sgml : 20210525
20210525162823
ACCESSION NUMBER: 0001752724-21-110326
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210331
FILED AS OF DATE: 20210525
PERIOD START: 20210331
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: GOLDMAN SACHS TRUST
CENTRAL INDEX KEY: 0000822977
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05349
FILM NUMBER: 21960979
BUSINESS ADDRESS:
STREET 1: 71 SOUTH WACKER DRIVE
STREET 2: C/O GOLDMAN SACHS & CO
CITY: CHICAGO
STATE: IL
ZIP: 60606
BUSINESS PHONE: 3126554400
MAIL ADDRESS:
STREET 1: 200 WEST STREET
CITY: NEW YORK
STATE: NY
ZIP: 10282
FORMER COMPANY:
FORMER CONFORMED NAME: GOLDMAN SACHS SHORT INTERMEDIATE GOVERNMENT FUND
DATE OF NAME CHANGE: 19910711
FORMER COMPANY:
FORMER CONFORMED NAME: SHORT INTERMEDIATE GOVERNMENT FUND
DATE OF NAME CHANGE: 19900104
0000822977
S000009301
Goldman Sachs Emerging Markets Debt Fund
C000025381
Institutional
GSDIX
C000025382
Class A
GSDAX
C000037783
Class C
GSCDX
C000090759
Investor Shares
GSIRX
C000161284
Class R6 Shares
GSIUX
C000202032
Class P Shares
GAIPX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000822977
XXXXXXXX
S000009301
C000025381
C000037783
C000161284
C000090759
C000202032
C000025382
GOLDMAN SACHS TRUST
811-05349
0000822977
S2FHCT8U6D2VORP0J605
71 SOUTH WACKER DRIVE
C/O GOLDMAN SACHS & CO
CHICAGO
60606
312-655-4400
Goldman Sachs Emerging Markets Debt Fund
S000009301
XC6LIVZDLLKYZ7FKO621
2021-03-31
2021-03-31
N
1319137657.40
24785429.65
1294352227.75
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
6777539.30000000
0.00000000
0.00000000
80863977.19000000
AED
ARS
AUD
BRL
CAD
CHF
CLP
CNY
COP
CZK
DOP
EGP
EUR
GBP
HKD
IDR
ILS
INR
JPY
KRW
MXN
MYR
NOK
NZD
PLN
RUB
SEK
SGD
TRY
TWD
USD
ZAR
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
2050000.00000000
PA
USD
2222328.13000000
0.171694233019
Long
DBT
NUSS
EG
N
2
2027-01-31
Fixed
7.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
-1057.24000000
-0.00008168101
N/A
DFE
CL
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
748711.46000000
USD
538473282.00000000
CLP
2021-05-17
-1057.24000000
N
N
N
Republic of Paraguay
529900UXKJTJPCU0HK83
Paraguay Government International Bond
000000000
5650000.00000000
PA
USD
6764109.38000000
0.522586451738
Long
DBT
NUSS
PY
N
2
2044-08-11
Fixed
6.10000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
45039.68000000
0.003479708153
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
2430817.75000000
CHF
2622382.82000000
USD
2021-06-16
45039.68000000
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
1650000.00000000
PA
USD
72187.50000000
0.005577114053
Long
DBT
CORP
VE
N
2
2027-04-12
Fixed
5.37500000
Y
N
N
N
N
N
UNIFIN FINANCIERA SA DE
5493007GRMPGDJG93Z17
Unifin Financiera SAB de CV
000000000
200000.00000000
PA
USD
194500.00000000
0.015026821589
Long
DBT
CORP
MX
N
2
2028-01-27
Fixed
8.37500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCK6
760000.00000000
PA
USD
736326.00000000
0.056887606341
Long
DBT
CORP
MX
N
2
2028-02-12
Fixed
5.35000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
Long: CS005850 CDS USD R F 5.00000 2 CORPORATE / Short: CS005850 CDS USD P V 03MEVENT 1 CORPORATE
000000000
3820000.00000000
OU
Notional Amount
USD
113496.78000000
0.008768616267
N/A
DCR
DE
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
Ukraine Government International Bond
Ukraine Government International Bond
Y
sell protection
2023-12-20
0.00000000
USD
-182700.11000000
USD
3820000.00000000
USD
296196.89000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-4144.48000000
-0.00032019723
N/A
DFE
IN
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1400437.68000000
USD
102288948.75000000
INR
2021-04-05
-4144.48000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
1470.31000000
0.000113594272
N/A
DFE
RU
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
556900.00000000
USD
42227499.40000000
RUB
2021-04-02
1470.31000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Long: CS005514 CDS USD R V 03MEVENT 1 CORPORATE / Short: CS005514 CDS USD P F 1.00000 2 CORPORATE
000000000
5290000.00000000
OU
Notional Amount
USD
-11146.03000000
-0.00086112804
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
852.12000000
USD
0.00000000
USD
5290000.00000000
USD
-11998.15000000
N
N
N
DP WORLD SALAAM
549300SUYBT9X88E9435
DP World Salaam
000000000
6350000.00000000
PA
USD
6834187.50000000
0.528000597787
Long
DBT
CORP
KY
N
2
2025-10-01
Fixed
6.00000000
N
N
N
N
N
N
TURKIYE VAKIFLAR BANKASI
789000KAIHOLSQKQ9858
Turkiye Vakiflar Bankasi TAO
90015WAH6
1090000.00000000
PA
USD
1120996.88000000
0.086606787238
Long
DBT
CORP
TR
N
2
2024-03-28
Fixed
8.12500000
N
N
N
N
N
N
Republic of Gabon
N/A
Gabon Government International Bond
000000000
1854118.00000000
PA
USD
1923068.01000000
0.148573778355
Long
DBT
NUSS
GA
N
2
2024-12-12
Fixed
6.37500000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325CU7
330000.00000000
PA
USD
351759.38000000
0.027176480440
Long
DBT
NUSS
CO
N
2
2045-06-15
Fixed
5.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
-65643.70000000
-0.00507154842
N/A
DFE
CH
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
3097808.65000000
USD
2859782.33000000
CHF
2021-06-16
-65643.70000000
N
N
N
PANAMA NOTAS DEL TESORO
549300SHS4T08CL0LP14
Panama Notas del Tesoro
000000000
2740000.00000000
PA
USD
2994306.25000000
0.231336276618
Long
DBT
NUSS
PA
N
2
2026-04-17
Fixed
3.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
69374.53000000
0.005359787584
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
4973507.01000000
TRY
668087.02000000
USD
2021-04-08
69374.53000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SR215822 IRS ZAR R F 6.25000 2 CCPVANILLA / Short: SR215822 IRS ZAR P V 03MJIBAR 1 CCPVANILLA
000000000
146265000.00000000
OU
Notional Amount
23763.10000000
0.001835906756
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-06-17
161457.61000000
ZAR
0.00000000
ZAR
146265000.00000000
ZAR
27188.91000000
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DT9
10370000.00000000
PA
USD
9864462.50000000
0.762115774092
Long
DBT
NUSS
CO
N
2
2051-05-15
Fixed
4.12500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
-10458.26000000
-0.00080799181
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
74692746.96000000
TWD
2616208.30000000
USD
2021-04-08
-10458.26000000
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
1380000.00000000
PA
USD
1531368.75000000
0.118311593797
Long
DBT
NUSS
BH
N
2
2030-05-14
Fixed
7.37500000
N
N
N
N
N
N
Barclays Capital Securities Limited
K9WDOH4D2PYBSLSOB484
Long: CS005470 CDS USD R V 03MEVENT 1 CORPORATE / Short: CS005470 CDS USD P F 1.00000 2 CORPORATE
000000000
1370000.00000000
OU
Notional Amount
USD
-2886.59000000
-0.00022301425
N/A
DCR
GB
N
2
Barclays Capital Securities Limited
K9WDOH4D2PYBSLSOB484
China Government International Bond
China Government International Bond
Y
buy protection
2021-06-20
549.55000000
USD
0.00000000
USD
1370000.00000000
USD
-3436.14000000
N
N
N
MINISTRY OF FINANCE OF T
N/A
Republic of Belarus Ministry of Finance
07737JAD5
3890000.00000000
PA
USD
3595001.85000000
0.277745251479
Long
DBT
NUSS
BY
N
2
2031-02-24
Fixed
6.37800000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
-7020.78000000
-0.00054241649
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
403368712.00000000
CLP
553044.74000000
USD
2021-05-17
-7020.78000000
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
3663000.00000000
PA
USD
415439.15000000
0.032096298139
Long
DBT
NUSS
LB
N
2
2027-11-29
None
0.00000000
Y
N
N
N
N
N
MERCADOLIBRE INC
549300DKPDN9M5S8GB14
MercadoLibre Inc
58733RAE2
830000.00000000
PA
USD
819791.00000000
0.063336005642
Long
DBT
CORP
US
N
2
2026-01-14
Fixed
2.37500000
N
N
N
N
N
N
State of Qatar
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PAY7
10470000.00000000
PA
USD
13234734.38000000
1.022498675109
Long
DBT
NUSS
QA
N
2
2048-04-23
Fixed
5.10300000
N
N
N
N
N
N
MEITUAN
21380033K525E5JLIA77
Meituan
000000000
200000.00000000
PA
USD
194500.00000000
0.015026821589
Long
DBT
CORP
KY
N
2
2030-10-28
Fixed
3.05000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-59183.77000000
-0.00457246248
N/A
DFE
XX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
13024013.35000000
USD
11053476.87000000
EUR
2021-04-09
-59183.77000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
-9122.67000000
-0.00070480583
N/A
DFE
CN
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1247095.27000000
USD
8174584.79000000
CNY
2021-06-16
-9122.67000000
N
N
N
YAPI VE KREDI BANKASI AS
B85ZYWEZ5IZCZ2WNIO12
Yapi ve Kredi Bankasi AS
000000000
3930000.00000000
PA
USD
4342650.00000000
0.335507592670
Long
DBT
CORP
TR
N
2
2024-01-15
Fixed
13.87500000
N
N
N
N
N
N
NE Property BV
7245006AG9J70KOIJH36
NE Property BV
000000000
980000.00000000
PA
1169716.96000000
0.090370838394
Long
DBT
CORP
NL
N
2
2024-11-23
Fixed
1.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-6165.13000000
-0.00047631006
N/A
DFE
ID
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
584261.83000000
USD
8419359035.76000000
IDR
2021-04-05
-6165.13000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
4367.43000000
0.000337422063
N/A
DFE
CL
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
551551.55000000
USD
400382301.00000000
CLP
2021-05-17
4367.43000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD CHF
000000000
1.00000000
NC
N/A
8383.89000000
0.000647728633
N/A
DFE
XX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
2580586.65000000
CHF
2336510.13000000
EUR
2021-06-16
8383.89000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
43795.49000000
0.003383583622
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
4520477.73000000
TRY
583332.61000000
USD
2021-04-19
43795.49000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
16718.14000000
0.001291622144
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
6798094.11000000
CNY
1048279.74000000
USD
2021-05-20
16718.14000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR215534 IRS EUR R V 06MLIBOR CCPVANILLA / Short: BR215534 IRS EUR P F .00000 CCPVANILLA
000000000
24590000.00000000
OU
Notional Amount
244290.04000000
0.018873536488
N/A
DIR
ER
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-06-16
179543.17000000
EUR
0.00000000
EUR
24590000.00000000
EUR
30148.95000000
N
N
N
The Federal Republic of Nigeria
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
1180000.00000000
PA
USD
1138331.25000000
0.087946018525
Long
DBT
NUSS
NG
N
2
2047-11-28
Fixed
7.62500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
38161.20000000
0.002948285573
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
6851220.99000000
EUR
8077589.54000000
USD
2021-04-30
38161.20000000
N
N
N
NIO INC
549300JBU4TV5OCKJV96
NIO Inc
62914VAD8
250000.00000000
PA
USD
211125.00000000
0.016311247856
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
0.50000000
N
N
N
N
N
NIO Inc
NIO Inc
USD
XXXX
N
N
N
ABU DHABI CRUDE OIL
549300DONDFW2383FV66
Abu Dhabi Crude Oil Pipeline LLC
00401MAB2
7490000.00000000
PA
USD
8454337.50000000
0.653171317570
Long
DBT
CORP
AE
N
2
2047-11-02
Fixed
4.60000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DS1
12560000.00000000
PA
USD
12293100.00000000
0.949749205544
Long
DBT
NUSS
CO
N
2
2031-04-15
Fixed
3.12500000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
000000000
440000.00000000
PA
569521.76000000
0.044000523797
Long
DBT
NUSS
RS
N
2
2027-05-15
Fixed
3.12500000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
2490000.00000000
PA
USD
1553915.63000000
0.120053536949
Long
DBT
NUSS
LK
N
2
2025-11-03
Fixed
6.85000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
42805.38000000
0.003307088988
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
11019705.78000000
SEK
1305494.57000000
USD
2021-06-16
42805.38000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD RUB
000000000
1.00000000
NC
12259.14000000
0.000947125499
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
46306153.27000000
RUB
621342.26000000
USD
2021-05-19
12259.14000000
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SS005947 CDS USD R F 1.00000 2 CCPCORPORATE / Short: SS005947 CDS USD P V 03MEVENT 1 CCPCORPORATE
000000000
4140000.00000000
OU
Notional Amount
USD
100040.62000000
0.007729010531
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Abu Dhabi Government International Bond
Abu Dhabi Government International Bond
Y
sell protection
2024-12-20
84439.47000000
USD
0.00000000
USD
4140000.00000000
USD
15601.15000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Long: CS005506 CDS USD R V 03MEVENT 1 CORPORATE / Short: CS005506 CDS USD P F 1.00000 2 CORPORATE
000000000
7050000.00000000
OU
Notional Amount
USD
-14854.35000000
-0.00114762810
N/A
DCR
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
China Government International Bond
China Government International Bond
Y
buy protection
2021-06-20
1388.68000000
USD
0.00000000
USD
7050000.00000000
USD
-16243.03000000
N
N
N
PETRONAS CAPITAL LTD
549300G7YFX3540OYR85
Petronas Capital Ltd
716743AS8
1890000.00000000
PA
USD
2375909.55000000
0.183559737377
Long
DBT
CORP
MY
N
2
2060-04-21
Fixed
4.80000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
Long: CS005531 CDS USD R V 03MEVENT 1 CORPORATE / Short: CS005531 CDS USD P F 1.00000 2 CORPORATE
000000000
3800000.00000000
OU
Notional Amount
USD
-8006.60000000
-0.00061857969
N/A
DCR
DE
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
China Government International Bond
China Government International Bond
Y
buy protection
2021-06-20
0.00000000
USD
-496.25000000
USD
3800000.00000000
USD
-7510.35000000
N
N
N
AUTORIDAD CANAL DE PANAM
549300W1ISP1PW2J2P64
Autoridad del Canal de Panama
05330GAA2
380000.00000000
PA
USD
471318.75000000
0.036413484667
Long
DBT
CORP
PA
N
2
2035-07-29
Fixed
4.95000000
N
N
N
N
N
N
GRUPO AVAL LTD
549300J4FW1ELLQ80113
Grupo Aval Ltd
40053FAC2
1530000.00000000
PA
USD
1539084.38000000
0.118907693516
Long
DBT
CORP
KY
N
2
2030-02-04
Fixed
4.37500000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
5890000.00000000
PA
USD
6350524.38000000
0.490633402859
Long
DBT
NUSS
UA
N
2
2023-09-01
Fixed
7.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
42194.37000000
0.003259883136
N/A
DFE
MX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
751022.26000000
USD
16350881.13000000
MXN
2021-06-16
42194.37000000
N
N
N
Republic of Guatemala
529900QKDFFU9UWW5315
Guatemala Government Bond
000000000
350000.00000000
PA
USD
373953.13000000
0.028891141219
Long
DBT
NUSS
GT
N
2
2027-06-05
Fixed
4.37500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
400.72000000
0.000030959115
N/A
DFE
GB
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1311546.63000000
USD
951424.75000000
GBP
2021-06-16
400.72000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
59128.28000000
0.004568175395
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
4054007.67000000
TRY
538023.58000000
USD
2021-05-03
59128.28000000
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
9584000.00000000
PA
USD
1069215.00000000
0.082606185323
Long
DBT
NUSS
LB
N
2
2030-02-26
None
0.00000000
Y
N
N
N
N
N
YUZHOU GROUP
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
410000.00000000
PA
USD
344400.00000000
0.026607904140
Long
DBT
CORP
KY
N
2
2022-09-29
Fixed
5.37500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
254.32000000
0.000019648438
N/A
DFE
CL
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
550050.00000000
USD
396338528.00000000
CLP
2021-05-17
254.32000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
14048.58000000
0.001085375348
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
36928982.18000000
TWD
1312703.76000000
USD
2021-04-08
14048.58000000
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JAB6
3340000.00000000
PA
USD
3122900.00000000
0.241271265506
Long
DBT
NUSS
EG
N
2
2031-02-16
Fixed
5.87500000
N
N
N
N
N
N
AKBANK TAS
789000TUMN63Z28TJ497
Akbank TAS
000000000
570000.00000000
PA
USD
567506.25000000
0.043844808069
Long
DBT
CORP
TR
N
2
2026-02-06
Fixed
6.80000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEF1
3130000.00000000
PA
USD
3161300.00000000
0.244238000462
Long
DBT
NUSS
DO
N
2
2032-09-23
Fixed
4.87500000
N
N
N
N
N
N
Republic of Azerbaijan
549300P74FF45UQVU281
Republic of Azerbaijan International Bond
000000000
3534000.00000000
PA
USD
3806780.63000000
0.294107009543
Long
DBT
NUSS
AZ
N
2
2024-03-18
Fixed
4.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-1932.59000000
-0.00014930943
N/A
DFE
NO
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1377151.22000000
USD
11762937.15000000
NOK
2021-06-16
-1932.59000000
N
N
N
Samarco Mineracao SA
529900U8HKV15GJC4O60
Samarco Mineracao SA
000000000
3185000.00000000
PA
USD
2481314.06000000
0.191703155200
Long
DBT
CORP
BR
N
2
2022-11-01
None
0.00000000
Y
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
450000.00000000
PA
USD
520875.00000000
0.040242137250
Long
DBT
NUSS
DO
N
2
2026-01-29
Fixed
6.87500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
-231300.11000000
-0.01786995108
N/A
DFE
TR
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1685131.94000000
USD
12076986.74000000
TRY
2021-04-08
-231300.11000000
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
2180000.00000000
PA
USD
95375.00000000
0.007368550689
Long
DBT
CORP
VE
N
2
2037-04-12
Fixed
5.50000000
Y
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
-1206.26000000
-0.00009319410
N/A
DFE
CO
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
583139.52000000
USD
2131010483.40000000
COP
2021-04-05
-1206.26000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
172025.79000000
0.013290492828
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1242334053.00000000
JPY
11399494.90000000
USD
2021-06-10
172025.79000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
21491.51000000
0.001660406614
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
2264195.40000000
NZD
1602506.94000000
USD
2021-06-16
21491.51000000
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
000000000
2740000.00000000
PA
3546567.33000000
0.274003262324
Long
DBT
NUSS
RS
N
2
2027-05-15
Fixed
3.12500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
4452.20000000
0.000343971285
N/A
DFE
MX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
531063.48000000
USD
11038791.71000000
MXN
2021-06-16
4452.20000000
N
N
N
Embotelladora Andina SA
254900NNPKP1J9XTSA53
Embotelladora Andina SA
29081PAE5
506000.00000000
PA
USD
552299.00000000
0.042669915356
Long
DBT
CORP
CL
N
2
2023-10-01
Fixed
5.00000000
N
N
N
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
8370000.00000000
OU
Notional Amount
USD
-17635.59000000
-0.00136250315
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
4301.56000000
USD
0.00000000
USD
8370000.00000000
USD
-21937.15000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
20038.00000000
0.001548110287
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
117532898.16000000
TWD
4157513.20000000
USD
2021-04-19
20038.00000000
N
N
N
MINISTRY OF FINANCE OF T
N/A
Republic of Belarus Ministry of Finance
07737JAE3
1400000.00000000
PA
USD
1341462.50000000
0.103639679465
Long
DBT
NUSS
BY
N
2
2026-02-24
Fixed
5.87500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
17371.24000000
0.001342079816
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1927590.01000000
NZD
1363345.86000000
USD
2021-06-16
17371.24000000
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DR0
5190000.00000000
PA
USD
4186059.38000000
0.323409601363
Long
DBT
NUSS
PE
N
2
2121-07-28
Fixed
3.23000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
682051AJ6
4250000.00000000
PA
USD
4081328.13000000
0.315318198748
Long
DBT
NUSS
OM
N
2
2048-01-17
Fixed
6.75000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
970000.00000000
PA
1041185.38000000
0.080440652681
Long
DBT
NUSS
UA
N
2
2030-01-27
Fixed
4.37500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDD1
3343000.00000000
PA
USD
3088932.00000000
0.238646941209
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
418097AL5
3000000.00000000
PA
USD
3052500.00000000
0.235832251419
Long
DBT
NUSS
JO
N
2
2030-07-07
Fixed
5.85000000
N
N
N
N
N
N
Easy Tactic Ltd
549300WYFMC41MKE6E16
Easy Tactic Ltd
000000000
490000.00000000
PA
USD
454475.00000000
0.035112158055
Long
DBT
CORP
VG
N
2
2024-02-27
Fixed
8.62500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
24651.02000000
0.001904506321
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1244351.09000000
CHF
1344009.39000000
USD
2021-06-16
24651.02000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-40573.07000000
-0.00313462356
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
16317460.64000000
MXN
751022.26000000
USD
2021-06-16
-40573.07000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
152001.18000000
0.011743417034
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
12981850.16000000
TRY
1701436.98000000
USD
2021-04-19
152001.18000000
N
N
N
MEXICO CITY ARPT TRUST
N/A
Mexico City Airport Trust
59284MAA2
1180000.00000000
PA
USD
1245268.75000000
0.096207873197
Long
DBT
CORP
MX
N
2
2026-10-31
Fixed
4.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
-20523.51000000
-0.00158562017
N/A
DFE
CH
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1340617.22000000
USD
1245044.62000000
CHF
2021-06-16
-20523.51000000
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PDW5
8760000.00000000
PA
USD
9280125.00000000
0.716970605144
Long
DBT
NUSS
DO
N
2
2048-02-15
Fixed
6.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
-6850.82000000
-0.00052928560
N/A
DFE
RU
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
556900.00000000
USD
41598202.40000000
RUB
2021-04-02
-6850.82000000
N
N
N
HUARONG FINANCE 2017 CO
5493006V07LYI3HE6G83
Huarong Finance 2017 Co Ltd
000000000
3770000.00000000
PA
USD
4106943.75000000
0.317297228833
Long
DBT
CORP
VG
N
2
2027-04-27
Fixed
4.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
-3109.21000000
-0.00024021359
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
9722041.11000000
TRY
1150993.72000000
USD
2021-04-26
-3109.21000000
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SS005903 CDS USD R F 1.00000 2 CCPCORPORATE / Short: SS005903 CDS USD P V 03MEVENT 1 CCPCORPORATE
000000000
12630000.00000000
OU
Notional Amount
USD
285858.58000000
0.022085068799
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Chile Government International Bond
Chile Government International Bond
Y
sell protection
2024-12-20
237039.55000000
USD
0.00000000
USD
12630000.00000000
USD
48819.03000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
8027.07000000
0.000620161176
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
4208494.11000000
SGD
3136454.10000000
USD
2021-04-06
8027.07000000
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05971PAA6
3820000.00000000
PA
USD
3959621.00000000
0.305915261325
Long
DBT
CORP
MX
N
2
2024-09-27
Fixed
6.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
8061.42000000
0.000622815013
N/A
DFE
MX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
552780.77000000
USD
11560857.02000000
MXN
2021-06-16
8061.42000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-2580.60000000
-0.00019937386
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1688863.23000000
CAD
1341442.93000000
USD
2021-06-16
-2580.60000000
N
N
N
PTT TREASURY CENTRE
254900FBQLIN5XACCX50
PTT Treasury Center Co Ltd
74446T2C6
2850000.00000000
PA
USD
2628234.38000000
0.203054031480
Long
DBT
CORP
TH
N
2
2070-07-16
Fixed
3.70000000
N
N
N
N
N
N
TC Ziraat Bankasi AS
213800K5KTZFSUS8MR51
TC Ziraat Bankasi AS
000000000
500000.00000000
PA
USD
497343.75000000
0.038424142929
Long
DBT
CORP
TR
N
2
2022-05-03
Fixed
5.12500000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SBB1
4240000.00000000
PA
USD
2586400.00000000
0.199821960711
Long
DBT
NUSS
LK
N
2
2030-03-28
Fixed
7.55000000
N
N
N
N
N
N
CREDIT BANK OF MOSCOW (C
635400Y22HQLUDCVZX38
Credit Bank of Moscow Via CBOM Finance PLC
12504PAH3
430000.00000000
PA
USD
432687.50000000
0.033428883631
Long
DBT
CORP
IE
N
2
2025-01-29
Fixed
4.70000000
N
N
N
N
N
N
FANTASIA HOLDINGS GROUP
5493005JQNLB3I01JW62
Fantasia Holdings Group Co Ltd
000000000
200000.00000000
PA
USD
184375.00000000
0.014244577020
Long
DBT
CORP
KY
N
2
2023-07-28
Fixed
9.25000000
N
N
N
N
N
N
NORTH MACEDONIA
635400RD1N6RVNCE4958
North Macedonia Government International Bond
000000000
6840000.00000000
PA
8372198.57000000
0.646825368744
Long
DBT
NUSS
MK
N
2
2025-01-18
Fixed
2.75000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PTMSIUSTR202105240710 PUT USD TRY 7.1 MAY21
000000000
5567000.00000000
OU
Notional Amount
USD
1781.44000000
0.000137631779
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Put
Purchased
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
FX Contract
N/A
1.00000000
NC
USD
1781.44000000
0.00000000
DFE
US
39525700.00000000
TRY
5567000.00000000
USD
2021-05-24
1.00000000
7.10000000
USD
2021-05-24
XXXX
-67332.87000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
-3673.61000000
-0.00028381841
N/A
DFE
CO
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
620120.45000000
USD
2258075600.61000000
COP
2021-04-27
-3673.61000000
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDF6
3043000.00000000
PA
USD
2597961.25000000
0.200715168120
Long
DBT
CORP
MX
N
2
2060-01-28
Fixed
6.95000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
3718.47000000
0.000287284243
N/A
DFE
SG
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1368550.00000000
USD
1846034.36000000
SGD
2021-04-06
3718.47000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
-33414.18000000
-0.00258153687
N/A
DFE
CN
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
6819717.22000000
USD
44811338.87000000
CNY
2021-06-16
-33414.18000000
N
N
N
Republic of Guatemala
529900QKDFFU9UWW5315
Guatemala Government Bond
000000000
5430000.00000000
PA
USD
5845734.38000000
0.451633972165
Long
DBT
NUSS
GT
N
2
2026-05-03
Fixed
4.50000000
N
N
N
N
N
N
GC TREASURY CENTRE CO
549300LUFQBC2EQNAR40
GC Treasury Center Co Ltd
36830BAB1
1740000.00000000
PA
USD
1720268.40000000
0.132905739498
Long
DBT
CORP
TH
N
2
2031-03-18
Fixed
2.98000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
000000000
200000.00000000
PA
USD
205562.50000000
0.015881496210
Long
DBT
CORP
MX
N
2
2033-01-18
Fixed
5.12500000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Long: CS005471 CDS USD R V 03MEVENT 1 CORPORATE / Short: CS005471 CDS USD P F 1.00000 2 CORPORATE
000000000
1220000.00000000
OU
Notional Amount
USD
-2570.54000000
-0.00019859663
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
514.02000000
USD
0.00000000
USD
1220000.00000000
USD
-3084.56000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-28101.93000000
-0.00217111922
N/A
DFE
XX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1349011.60000000
USD
1124537.12000000
EUR
2021-06-16
-28101.93000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD RUB
000000000
1.00000000
NC
87213.73000000
0.006738021392
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
163858332.98000000
RUB
2253897.29000000
USD
2021-04-02
87213.73000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
4143.35000000
0.000320109929
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
102260851.25000000
INR
1400053.00000000
USD
2021-04-05
4143.35000000
N
N
N
UNIFIN FINANCIERA SA DE
5493007GRMPGDJG93Z17
Unifin Financiera SAB de CV
000000000
690000.00000000
PA
USD
667359.38000000
0.051559333363
Long
DBT
CORP
MX
N
2
2026-02-12
Fixed
7.37500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-3182.10000000
-0.00024584498
N/A
DFE
IN
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1075242.64000000
USD
78536475.31000000
INR
2021-04-05
-3182.10000000
N
N
N
BANCO DO BRASIL (CAYMAN)
QE0Q0253K88YAGNPE356
Banco do Brasil SA/Cayman
000000000
1560000.00000000
PA
USD
1704300.00000000
0.131672041308
Long
DBT
CORP
BR
N
2
2024-06-18
Fixed
9.00000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PTDEUUSSG2021040101334 PUT USD SGD 1.334 APR21
000000000
27690000.00000000
OU
Notional Amount
USD
27.69000000
0.000002139294
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
Put
Purchased
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
FX Contract
N/A
1.00000000
NC
USD
27.69000000
0.00000000
DFE
US
36938460.00000000
SGD
27690000.00000000
USD
2021-04-01
1.00000000
1.33400000
USD
2021-04-01
XXXX
-32397.30000000
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CC2
4470000.00000000
PA
USD
4333106.25000000
0.334770254734
Long
DBT
NUSS
BR
N
2
2030-06-12
Fixed
3.87500000
N
N
N
N
N
N
Yapi ve Kredi Bankasi AS
B85ZYWEZ5IZCZ2WNIO12
Yapi ve Kredi Bankasi AS
000000000
200000.00000000
PA
USD
196500.00000000
0.015181339034
Long
DBT
CORP
TR
N
2
2024-06-21
Fixed
5.85000000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AJ9
2760000.00000000
PA
USD
3105862.50000000
0.239954970016
Long
DBT
NUSS
PY
N
2
2031-04-28
Fixed
4.95000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
-52487.52000000
-0.00405511875
N/A
DFE
TR
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
574682.78000000
USD
4337878.03000000
TRY
2021-04-08
-52487.52000000
N
N
N
State of Qatar
52990074F6OJOAXK4P65
Qatar Government International Bond
000000000
240000.00000000
PA
USD
293850.00000000
0.022702475701
Long
DBT
NUSS
QA
N
2
2049-03-14
Fixed
4.81700000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SBA3
910000.00000000
PA
USD
580978.13000000
0.044885628312
Long
DBT
NUSS
LK
N
2
2024-06-28
Fixed
6.35000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PTDEUUSID2021033114120 PUT USD IDR 14120 MAR21
000000000
11178000.00000000
OU
Notional Amount
USD
11.18000000
0.000000863752
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
Put
Purchased
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
FX Contract
N/A
1.00000000
NC
USD
11.18000000
0.00000000
DFE
US
157833360000.00000000
IDR
11178000.00000000
USD
2021-03-31
1.00000000
14120.00000000
USD
2021-03-31
XXXX
-45785.09000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
256151.04000000
0.019789902200
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
5267811.44000000
EUR
6433841.50000000
USD
2021-04-01
256151.04000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
CTHSBEUUS202104280119 CALL EUR USD 1.19 APR21
000000000
46846000.00000000
OU
Notional Amount
90315.28000000
0.006977643184
N/A
DFE
DE
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Call
Purchased
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
FX Contract
N/A
1.00000000
NC
90315.28000000
0.01000000
DFE
XX
55746740.00000000
USD
46846000.00000000
EUR
2021-04-28
1.00000000
1.19000000
EUR
2021-04-28
XXXX
-96987.13000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-16874.49000000
-0.00130370154
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
28740792.28000000
MXN
1377403.55000000
USD
2021-06-16
-16874.49000000
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
1500000.00000000
PA
USD
1818750.00000000
0.140514302135
Long
DBT
NUSS
DO
N
2
2027-04-20
Fixed
8.62500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
4153.77000000
0.000320914965
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
102517943.38000000
INR
1403572.85000000
USD
2021-04-05
4153.77000000
N
N
N
MTN MAURITIUS INVSTMENTS
2549009PQD415OQIR074
MTN Mauritius Investments Ltd
55377XAB2
550000.00000000
PA
USD
612906.25000000
0.047352354085
Long
DBT
CORP
MU
N
2
2026-10-13
Fixed
6.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-2256.32000000
-0.00017432040
N/A
DFE
XX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1395757.23000000
USD
1187544.97000000
EUR
2021-04-30
-2256.32000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
25922.24000000
0.002002719155
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1253838.26000000
CHF
1355339.65000000
USD
2021-06-16
25922.24000000
N
N
N
The Federal Republic of Nigeria
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
3140000.00000000
PA
USD
3228312.50000000
0.249415300625
Long
DBT
NUSS
NG
N
2
2027-11-28
Fixed
6.50000000
N
N
N
N
N
N
YAPI VE KREDI BANKASI AS
B85ZYWEZ5IZCZ2WNIO12
Yapi ve Kredi Bankasi AS
984848AN1
2090000.00000000
PA
USD
2016850.00000000
0.155819255127
Long
DBT
CORP
TR
N
2
2031-01-22
Fixed
7.87500000
N
N
N
N
N
N
THIRD PKSTAN INTL SUKUK
529900OMZDJ2H3CXKF72
Third Pakistan International Sukuk Co Ltd/The
000000000
2130000.00000000
PA
USD
2145975.00000000
0.165795287711
Long
DBT
CORP
PK
N
2
2021-10-13
Fixed
5.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT JUN21 XCBT 20210621
000000000
87.00000000
NC
USD
-148332.83000000
-0.01146000499
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US 10 Year Ultra Bond
UXYM1 Comdty
2021-06-21
12665457.83000000
USD
-148332.83000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Long: CS005485 CDS USD R V 03MEVENT 1 CORPORATE / Short: CS005485 CDS USD P F 1.00000 2 CORPORATE
000000000
7170000.00000000
OU
Notional Amount
USD
-15107.19000000
-0.00116716220
N/A
DCR
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
China Government International Bond
China Government International Bond
Y
buy protection
2021-06-20
3379.42000000
USD
0.00000000
USD
7170000.00000000
USD
-18486.61000000
N
N
N
GAZPROM PJSC (GAZ FN)
213800UNP9N6BPNYMQ45
Gazprom PJSC via Gaz Finance PLC
000000000
1780000.00000000
PA
USD
1703237.50000000
0.131589953915
Long
DBT
CORP
GB
N
2
2030-02-25
Fixed
3.25000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAF5
3080000.00000000
PA
USD
3165662.50000000
0.244575041640
Long
DBT
CORP
MX
N
2
2033-01-18
Fixed
5.12500000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SAY2
4380000.00000000
PA
USD
2790881.25000000
0.215619920927
Long
DBT
NUSS
LK
N
2
2024-03-14
Fixed
6.85000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CU8
4070000.00000000
PA
USD
4442659.38000000
0.343234189639
Long
DBT
NUSS
ID
N
2
2070-04-15
Fixed
4.45000000
N
N
N
N
N
N
DOMINICAN REPUBLIC BON
254900EHU7Q8FGVPI369
Dominican Republic Bond
000000000
152600000.00000000
PA
3002980.63000000
0.232006448138
Long
DBT
NUSS
DO
N
2
2028-08-11
Fixed
10.75000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
410000.00000000
PA
USD
402056.25000000
0.031062352378
Long
DBT
NUSS
SA
N
2
2055-01-21
Fixed
3.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-191384.95000000
-0.01478615680
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
74750469.71000000
ZAR
4820786.20000000
USD
2021-06-17
-191384.95000000
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
2630000.00000000
PA
USD
2850920.00000000
0.220258438072
Long
DBT
NUSS
UA
N
2
2025-09-01
Fixed
7.75000000
N
N
N
N
N
N
GREENKO DUTCH BV
724500PT585P4JPVRP08
Greenko Dutch BV
39530LAD2
670000.00000000
PA
USD
672303.13000000
0.051941281174
Long
DBT
CORP
NL
N
2
2026-03-29
Fixed
3.85000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD ILS
000000000
1.00000000
NC
11099.33000000
0.000857520059
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
2323255.64000000
ILS
706156.73000000
USD
2021-04-22
11099.33000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
CTJPMUSRU202104010791 CALL USD RUB 79.1 APR21
000000000
11117000.00000000
OU
Notional Amount
USD
11.12000000
0.000000859116
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Call
Purchased
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
FX Contract
N/A
1.00000000
NC
USD
11.12000000
0.00000000
DFE
US
879354700.00000000
RUB
11117000.00000000
USD
2021-04-01
1.00000000
79.10000000
USD
2021-04-01
XXXX
-17386.99000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
-152506.52000000
-0.01178245895
N/A
DFE
TR
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1123308.95000000
USD
8064459.61000000
TRY
2021-04-08
-152506.52000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD ILS
000000000
1.00000000
NC
41422.53000000
0.003200251763
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
12391790.96000000
ILS
3748499.90000000
USD
2021-04-16
41422.53000000
N
N
N
Kaisa Group Holdings Ltd
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
200000.00000000
PA
USD
203812.50000000
0.015746293445
Long
DBT
CORP
KY
N
2
2022-06-30
Fixed
8.50000000
N
N
N
N
N
N
Republic of Iraq
N/A
Iraq International Bond
000000000
218750.00000000
PA
USD
205693.36000000
0.015891606286
Long
DBT
NUSS
IQ
N
2
2028-01-15
Fixed
5.80000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
3026.89000000
0.000233853655
N/A
DFE
CO
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
583139.52000000
USD
2146512081.26000000
COP
2021-04-05
3026.89000000
N
N
N
BANCO DO BRASIL (CAYMAN)
QE0Q0253K88YAGNPE356
Banco do Brasil SA/Cayman
000000000
5210000.00000000
PA
USD
5106060.50000000
0.394487712890
Long
DBT
CORP
BR
N
2
2024-04-15
Fixed
6.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
-12143.95000000
-0.00093822606
N/A
DFE
RU
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
556900.00000000
USD
41197902.68000000
RUB
2021-04-02
-12143.95000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
-24050.42000000
-0.00185810473
N/A
DFE
CH
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1349088.78000000
USD
1249708.16000000
CHF
2021-06-16
-24050.42000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
231712.69000000
0.017901826491
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
5701828.61000000
EUR
6919494.02000000
USD
2021-04-09
231712.69000000
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JAC4
3990000.00000000
PA
USD
3595987.50000000
0.277821401540
Long
DBT
NUSS
EG
N
2
2061-02-16
Fixed
7.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-4118.46000000
-0.00031818695
N/A
DFE
KR
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
561068.89000000
USD
628677691.00000000
KRW
2021-04-05
-4118.46000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
36896.40000000
0.002850568740
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
35860827.38000000
TWD
1297988.54000000
USD
2021-04-08
36896.40000000
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567PAQ3
2530000.00000000
PA
USD
2556090.63000000
0.197480297495
Long
DBT
NUSS
ID
N
2
2050-06-23
Fixed
3.80000000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
36321PAE0
500000.00000000
PA
USD
483250.00000000
0.037335277804
Long
DBT
CORP
JE
N
2
2040-09-30
Fixed
2.94000000
N
N
N
N
N
N
Republic of Paraguay
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AF7
4590000.00000000
PA
USD
5202478.13000000
0.401936815842
Long
DBT
NUSS
PY
N
2
2048-03-13
Fixed
5.60000000
N
N
N
N
N
N
MEXICO CITY ARPT TRUST
N/A
Mexico City Airport Trust
000000000
6099000.00000000
PA
USD
6009344.70000000
0.464274296529
Long
DBT
CORP
MX
N
2
2047-07-31
Fixed
5.50000000
N
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
CTBNPUSIL202104200337 CALL USD ILS 3.37 APR21
000000000
-5538000.00000000
OU
Notional Amount
USD
-18098.18000000
-0.00139824227
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
Call
Written
BNP Paribas
R0MUWSFPU8MPRO8K5P83
BNP Paribas
R0MUWSFPU8MPRO8K5P83
FX Contract
N/A
1.00000000
NC
USD
-18098.18000000
0.00000000
DFE
IL
5538000.00000000
USD
18663060.00000000
ILS
2021-04-20
1.00000000
3.37000000
USD
2021-04-20
XXXX
-7797.50000000
N
N
N
Republic of Zambia
N/A
Zambia Government International Bond
000000000
5834000.00000000
PA
USD
3248808.75000000
0.250998814723
Long
DBT
NUSS
ZM
N
2
2022-09-20
Fixed
5.37500000
N
Y
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
36321PAD2
510000.00000000
PA
USD
494725.50000000
0.038221860278
Long
DBT
CORP
JE
N
2
2034-03-31
Fixed
2.16000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
1866.80000000
0.000144226583
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1890769.46000000
AUD
1438478.50000000
USD
2021-06-16
1866.80000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-9546.20000000
-0.00073752721
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
28679301.12000000
MXN
1381748.77000000
USD
2021-06-16
-9546.20000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-5638.97000000
-0.00043565962
N/A
DFE
NO
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1379925.09000000
USD
11754960.88000000
NOK
2021-06-16
-5638.97000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
-80823.84000000
-0.00624434665
N/A
DFE
RU
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
3616664.60000000
USD
268815829.90000000
RUB
2021-05-19
-80823.84000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
4360.85000000
0.000336913701
N/A
DFE
MX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
552795.12000000
USD
11484871.41000000
MXN
2021-06-16
4360.85000000
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAK6
3300000.00000000
PA
USD
3657843.75000000
0.282600336413
Long
DBT
NUSS
MX
N
2
2032-04-27
Fixed
4.75000000
N
N
N
N
N
N
INVERSIONES CMPC CI
549300G475ACIABB4385
Inversiones CMPC SA/Cayman Islands Branch
46128MAF8
660000.00000000
PA
USD
694237.50000000
0.053635902586
Long
DBT
CORP
CL
N
2
2023-05-15
Fixed
4.37500000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
000000000
850000.00000000
PA
1027944.85000000
0.079417706244
Long
DBT
NUSS
MX
N
2
2027-09-18
Fixed
1.35000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-23353.02000000
-0.00180422449
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
28622616.73000000
MXN
1365192.06000000
USD
2021-06-16
-23353.02000000
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
1930000.00000000
OU
Notional Amount
USD
-4066.51000000
-0.00031417336
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
863.98000000
USD
0.00000000
USD
1930000.00000000
USD
-4930.49000000
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
1520000.00000000
PA
USD
169259.60000000
0.013076780521
Long
DBT
NUSS
LB
N
2
2035-11-02
None
0.00000000
Y
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
-15289.92000000
-0.00118127969
N/A
DFE
CO
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
550550.00000000
USD
1960095637.50000000
COP
2021-04-05
-15289.92000000
N
N
N
FORTUNE STAR BVI LTD
2549008CU8NYQQRSNU62
Fortune Star BVI Ltd
000000000
260000.00000000
PA
USD
272431.25000000
0.021047690432
Long
DBT
CORP
VG
N
2
2023-07-02
Fixed
6.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
27581.34000000
0.002130899102
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
4996553267.11000000
COP
1391623.13000000
USD
2021-04-27
27581.34000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-35516.73000000
-0.00274397719
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
25696515.28000000
ZAR
1692302.62000000
USD
2021-05-25
-35516.73000000
N
N
N
TAJIKISTAN INT BOND
529900W1LSYUF3CYVU10
Republic of Tajikistan International Bond
000000000
710000.00000000
PA
USD
593911.45000000
0.045884840097
Long
DBT
NUSS
TJ
N
2
2027-09-14
Fixed
7.12500000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
2890000.00000000
PA
3626340.25000000
0.280166416239
Long
DBT
NUSS
UA
N
2
2026-06-20
Fixed
6.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
33247.53000000
0.002568661704
N/A
DFE
MX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
747121.18000000
USD
16086041.99000000
MXN
2021-06-16
33247.53000000
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
1820000.00000000
PA
USD
1880856.25000000
0.145312551690
Long
DBT
NUSS
OM
N
2
2028-01-17
Fixed
5.62500000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BK7
350000.00000000
PA
USD
405343.75000000
0.031316340429
Long
DBT
NUSS
UY
N
2
2031-01-23
Fixed
4.37500000
N
N
N
N
N
N
MTN MAURITIUS INVSTMENTS
2549009PQD415OQIR074
MTN Mauritius Investments Ltd
000000000
3390000.00000000
PA
USD
3463096.88000000
0.267554441963
Long
DBT
CORP
MU
N
2
2022-02-13
Fixed
5.37300000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AP9
1180000.00000000
PA
USD
1193275.00000000
0.092190902477
Long
DBT
NUSS
ZA
N
2
2041-03-08
Fixed
6.25000000
N
N
N
N
N
N
TURKIYE VAKIFLAR BANKASI
789000KAIHOLSQKQ9858
Turkiye Vakiflar Bankasi TAO
000000000
860000.00000000
PA
USD
884456.25000000
0.068331960268
Long
DBT
CORP
TR
N
2
2024-03-28
Fixed
8.12500000
N
N
N
N
N
N
TURKIYE VAKIFLAR BANKASI
789000KAIHOLSQKQ9858
Turkiye Vakiflar Bankasi TAO
90015WAJ2
1080000.00000000
PA
USD
1011487.50000000
0.078146232402
Long
DBT
CORP
TR
N
2
2025-02-05
Fixed
5.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
6515.21000000
0.000503356803
N/A
DFE
KR
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1457941.72000000
USD
1653058060.00000000
KRW
2021-04-05
6515.21000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
-10218.31000000
-0.00078945358
N/A
DFE
RU
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
556900.00000000
USD
41343532.03000000
RUB
2021-04-02
-10218.31000000
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CH8
550000.00000000
PA
USD
513218.75000000
0.039650625154
Long
DBT
NUSS
PH
N
2
2045-05-05
Fixed
2.95000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
Long: CS005518 CDS USD R V 03MEVENT 1 CORPORATE / Short: CS005518 CDS USD P F 1.00000 2 CORPORATE
000000000
6640000.00000000
OU
Notional Amount
USD
-13990.48000000
-0.00108088661
N/A
DCR
DE
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
China Government International Bond
China Government International Bond
Y
buy protection
2021-06-20
688.33000000
USD
0.00000000
USD
6640000.00000000
USD
-14678.81000000
N
N
N
BANCO LATINOAMERICANO SA
549300CN3134K4LC0651
Banco Latinoamericano de Comercio Exterior SA
05968CAC6
2830000.00000000
PA
USD
2877204.40000000
0.222289137246
Long
DBT
NUSS
PA
N
2
2025-09-14
Fixed
2.37500000
N
N
N
N
N
N
Embraer Overseas Ltd
N/A
Embraer Overseas Ltd
000000000
13000.00000000
PA
USD
13645.94000000
0.001054267896
Long
DBT
CORP
KY
N
2
2023-09-16
Fixed
5.69600000
N
N
N
N
N
N
Samarco Mineracao SA
529900U8HKV15GJC4O60
Samarco Mineracao SA
000000000
2080000.00000000
PA
USD
1725750.00000000
0.133329240913
Long
DBT
CORP
BR
N
2
2023-10-24
None
0.00000000
Y
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR215629 IRS CNY R V 03MLIBOR CCPVANILLA / Short: BR215629 IRS CNY P F 2.75000 CCPVANILLA
000000000
43080000.00000000
OU
Notional Amount
-16467.67000000
-0.00127227115
N/A
DIR
CN
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-06-16
0.00000000
CNY
-14120.99000000
CNY
43080000.00000000
CNY
-14288.00000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-5621.70000000
-0.00043432536
N/A
DFE
ID
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
552426.05000000
USD
7978137014.10000000
IDR
2021-04-12
-5621.70000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-3279.60000000
-0.00025337770
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1977924.36000000
NZD
1377841.89000000
USD
2021-06-16
-3279.60000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
22569.11000000
0.001743660613
N/A
DFE
CO
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
2044704.06000000
USD
7570250974.85000000
COP
2021-04-05
22569.11000000
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Ghana Government International Bond
374422AH6
210000.00000000
PA
USD
193790.63000000
0.014972016569
Long
DBT
NUSS
GH
N
2
2049-06-16
Fixed
8.62700000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Long: CS005695 CDS USD R F 1.00000 2 CORPORATE / Short: CS005695 CDS USD P V 03MEVENT 1 CORPORATE
000000000
3940000.00000000
OU
Notional Amount
USD
34100.70000000
0.002634576529
N/A
DCR
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Colombia Government International Bond
Colombia Government International Bond
Y
sell protection
2022-12-20
0.00000000
USD
0.00000000
USD
3940000.00000000
USD
34100.70000000
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
630000.00000000
PA
USD
255150.00000000
0.019712563128
Long
DBT
NUSS
EC
N
2
2030-07-31
None
0.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
-6019.55000000
-0.00046506274
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
11881521.12000000
TRY
1404435.12000000
USD
2021-04-26
-6019.55000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-28661.63000000
-0.00221436092
N/A
DFE
CA
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
2648452.32000000
USD
3291957.37000000
CAD
2021-06-16
-28661.63000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CHF / SOLD EUR
000000000
1.00000000
NC
N/A
-4298.72000000
-0.00033211361
N/A
DFE
CH
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1132112.41000000
EUR
1250152.11000000
CHF
2021-06-16
-4298.72000000
N
N
N
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
HSBC Bank PLC
000000000
74375000.00000000
PA
4308189.92000000
0.332845250901
Long
SN
CORP
GB
N
2
2021-12-23
None
0.00000000
N
N
N
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
000000000
2870000.00000000
PA
3365649.04000000
0.260025746303
Long
DBT
NUSS
TR
N
2
2026-02-16
Fixed
5.20000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Long: CS005513 CDS USD R V 03MEVENT 1 CORPORATE / Short: CS005513 CDS USD P F 1.00000 2 CORPORATE
000000000
4170000.00000000
OU
Notional Amount
USD
-8786.19000000
-0.00067880981
N/A
DCR
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
China Government International Bond
China Government International Bond
Y
buy protection
2021-06-20
1037.42000000
USD
0.00000000
USD
4170000.00000000
USD
-9823.61000000
N
N
N
INDONESIA ASAHAN ALUMINI
2549008P48EB9SN2OI80
Indonesia Asahan Aluminium Persero PT
74445PAG7
1060000.00000000
PA
USD
1208400.00000000
0.093359440660
Long
DBT
CORP
ID
N
2
2050-05-15
Fixed
5.80000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED ILS / SOLD USD
000000000
1.00000000
NC
2107.20000000
0.000162799580
N/A
DFE
IL
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
3546195.69000000
USD
11861049.39000000
ILS
2021-04-16
2107.20000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
23025.31000000
0.001778906043
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1151437.33000000
CHF
1243869.25000000
USD
2021-06-16
23025.31000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-3567.55000000
-0.00027562435
N/A
DFE
ID
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
584261.83000000
USD
8457189989.25000000
IDR
2021-04-05
-3567.55000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SR215799 IRS MXN R F 4.70000 2 CCPVANILLA / Short: SR215799 IRS MXN P V 01MTIIE 1 CCPVANILLA
000000000
198855000.00000000
OU
Notional Amount
-107381.41000000
-0.00829615059
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2023-06-14
0.00000000
MXN
-63153.53000000
MXN
198855000.00000000
MXN
-7450.13000000
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SS005809 CDS USD R F 1.00000 2 CCPCORPORATE / Short: SS005809 CDS USD P V 03MEVENT 1 CCPCORPORATE
000000000
29500000.00000000
OU
Notional Amount
USD
201989.45000000
0.015605446930
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Colombia Government International Bond
Colombia Government International Bond
Y
sell protection
2023-12-20
0.00000000
USD
-252598.28000000
USD
29500000.00000000
USD
454587.73000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
11588.36000000
0.000895301893
N/A
DFE
CO
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
548079.44000000
USD
2050091145.32000000
COP
2021-04-27
11588.36000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
8789.30000000
0.000679050092
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1225146.08000000
CHF
1307785.02000000
USD
2021-06-16
8789.30000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
-18987.20000000
-0.00146692682
N/A
DFE
TR
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1037648.78000000
USD
8462025.77000000
TRY
2021-04-08
-18987.20000000
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
3330000.00000000
PA
4217498.33000000
0.325838534486
Long
DBT
NUSS
RO
N
2
2027-04-19
Fixed
2.37500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-6024.85000000
-0.00046547221
N/A
DFE
ID
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
599131.70000000
USD
8689806176.80000000
IDR
2021-05-10
-6024.85000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
8581.80000000
0.000663018907
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
102288948.75000000
INR
1404875.00000000
USD
2021-04-05
8581.80000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-22235.45000000
-0.00171788246
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
7570250974.85000000
COP
2044416.92000000
USD
2021-04-27
-22235.45000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
1005.87000000
0.000077712231
N/A
DFE
XX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1392495.04000000
USD
1187544.97000000
EUR
2021-04-30
1005.87000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-169201.04000000
-0.01307225625
N/A
DFE
JP
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
11396657.83000000
USD
1242332689.00000000
JPY
2021-06-10
-169201.04000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
23117.11000000
0.001785998393
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1247643.94000000
CHF
1345966.82000000
USD
2021-06-16
23117.11000000
N
N
N
COUNTRY GARDEN HLDGS
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
000000000
1150000.00000000
PA
USD
1086750.00000000
0.083960917028
Long
DBT
CORP
KY
N
2
2031-01-12
Fixed
3.30000000
N
N
N
N
N
N
State of Qatar
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBB6
2950000.00000000
PA
USD
3611906.25000000
0.279051263834
Long
DBT
NUSS
QA
N
2
2049-03-14
Fixed
4.81700000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
-72909.97000000
-0.00563293116
N/A
DFE
NZ
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
2308885.95000000
USD
3202174.02000000
NZD
2021-06-16
-72909.97000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
-21656.44000000
-0.00167314889
N/A
DFE
CO
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
563013.70000000
USD
1983018703.46000000
COP
2021-04-27
-21656.44000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AU8
2670000.00000000
PA
USD
2630784.38000000
0.203251041223
Long
DBT
NUSS
ZA
N
2
2028-10-12
Fixed
4.30000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SS005823 CDS USD R F 1.00000 2 CCPCORPORATE / Short: SS005823 CDS USD P V 03MEVENT 1 CCPCORPORATE
000000000
9460000.00000000
OU
Notional Amount
USD
198951.37000000
0.015370728750
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Philippine Government International Bond
Philippine Government International Bond
Y
sell protection
2023-12-20
7309.35000000
USD
0.00000000
USD
9460000.00000000
USD
191642.02000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
2635.62000000
0.000203624635
N/A
DFE
BR
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
554459.10000000
USD
3136686.02000000
BRL
2021-04-05
2635.62000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
7915.40000000
0.000611533694
N/A
DFE
MX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1385753.13000000
USD
28728228.29000000
MXN
2021-06-16
7915.40000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
2260000.00000000
PA
2632081.20000000
0.203351231880
Long
DBT
NUSS
EG
N
2
2030-04-16
Fixed
5.62500000
N
N
N
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
60937LAC9
1940000.00000000
PA
USD
2070950.00000000
0.159998952031
Long
DBT
NUSS
MN
N
2
2026-04-07
Fixed
5.12500000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
990000.00000000
PA
USD
988143.75000000
0.076342724091
Long
DBT
NUSS
EG
N
2
2049-03-01
Fixed
8.70000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
14271.74000000
0.001102616404
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
645553.23000000
EUR
772554.85000000
USD
2021-06-16
14271.74000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CHF / SOLD EUR
000000000
1.00000000
NC
N/A
-153.27000000
-0.00001184144
N/A
DFE
CH
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1243896.41000000
EUR
1377901.37000000
CHF
2021-06-16
-153.27000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
2081.84000000
0.000160840299
N/A
DFE
CN
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1309637.05000000
USD
8661546.56000000
CNY
2021-06-16
2081.84000000
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
920000.00000000
PA
USD
1012000.00000000
0.078185827497
Long
DBT
NUSS
SA
N
2
2046-10-26
Fixed
4.50000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
000000000
570000.00000000
PA
USD
494296.88000000
0.038188745644
Long
DBT
NUSS
MX
N
2
2071-04-19
Fixed
3.75000000
N
N
N
N
N
N
STUDIO CITY FINANCE LTD
254900D6R731QAUIG324
Studio City Finance Ltd
86389QAF9
350000.00000000
PA
USD
375703.13000000
0.029026343984
Long
DBT
CORP
VG
N
2
2028-01-15
Fixed
6.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
28969.30000000
0.002238131119
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1244051.06000000
CHF
1348009.56000000
USD
2021-06-16
28969.30000000
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
6599000.00000000
PA
USD
7287770.63000000
0.563043851106
Long
DBT
NUSS
DO
N
2
2045-01-27
Fixed
6.85000000
N
N
N
N
N
N
FEDERAL REP OF ETHIOPIA
N/A
Ethiopia International Bond
000000000
950000.00000000
PA
USD
872218.75000000
0.067386506647
Long
DBT
NUSS
ET
N
2
2024-12-11
Fixed
6.62500000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JX62
4750000.00000000
PA
USD
4847968.75000000
0.374547873914
Long
DBT
NUSS
EG
N
2
2050-05-29
Fixed
8.87500000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
Long: CS005484 CDS USD R V 03MEVENT 1 CORPORATE / Short: CS005484 CDS USD P F 1.00000 2 CORPORATE
000000000
5090000.00000000
OU
Notional Amount
USD
-10724.63000000
-0.00082857121
N/A
DCR
DE
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
China Government International Bond
China Government International Bond
Y
buy protection
2021-06-20
2606.03000000
USD
0.00000000
USD
5090000.00000000
USD
-13330.66000000
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DQ5
640000.00000000
PA
USD
704000.00000000
0.054390140867
Long
DBT
NUSS
CO
N
2
2049-05-15
Fixed
5.20000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAH3
2070000.00000000
PA
USD
2071940.63000000
0.160075486840
Long
DBT
NUSS
RO
N
2
2031-02-14
Fixed
3.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-5895.55000000
-0.00045548266
N/A
DFE
XX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1380158.11000000
USD
1171150.00000000
EUR
2021-04-30
-5895.55000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
566.59000000
0.000043774019
N/A
DFE
AU
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1632103.63000000
USD
2148808.20000000
AUD
2021-06-16
566.59000000
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
600000.00000000
PA
USD
665400.00000000
0.051407954166
Long
DBT
NUSS
UA
N
2
2024-02-01
Fixed
8.99400000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
2924.63000000
0.000225953178
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
72181928.41000000
INR
988242.56000000
USD
2021-04-05
2924.63000000
N
N
N
GC TREASURY CENTRE CO
549300LUFQBC2EQNAR40
GC Treasury Center Co Ltd
36830BAC9
1870000.00000000
PA
USD
1899676.90000000
0.146766611071
Long
DBT
CORP
TH
N
2
2051-03-18
Fixed
4.30000000
N
N
N
N
N
N
SMC GLOBAL POWER HLDGS
549300HBCE80QXKII590
SMC Global Power Holdings Corp
000000000
210000.00000000
PA
USD
217021.88000000
0.016766833273
Long
DBT
CORP
PH
N
2
2024-04-25
Fixed
6.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD CAD
000000000
1.00000000
NC
N/A
-6908.41000000
-0.00053373493
N/A
DFE
XX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1647585.76000000
CAD
1110367.67000000
EUR
2021-06-16
-6908.41000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
-3666.89000000
-0.00028329923
N/A
DFE
ZA
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
567351.68000000
USD
8406676.78000000
ZAR
2021-06-17
-3666.89000000
N
N
N
Intercontinental Exchange, Inc.
5R6J7JCQRIPQR1EEP713
Long: SS005885 CDS USD R F 1.00000 2 CCPCORPORATE / Short: SS005885 CDS USD P V 03MEVENT 1 CCPCORPORATE
000000000
2020000.00000000
OU
Notional Amount
USD
44572.11000000
0.003443584292
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5R6J7JCQRIPQR1EEP713
Chile Government International Bond
Chile Government International Bond
Y
sell protection
2024-06-20
39836.56000000
USD
0.00000000
USD
2020000.00000000
USD
4735.55000000
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
68205LAD5
2680000.00000000
PA
USD
2964750.00000000
0.229052798491
Long
DBT
NUSS
OM
N
2
2027-10-28
Fixed
6.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
100565.44000000
0.007769557454
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
5039433.29000000
EUR
6010431.30000000
USD
2021-04-01
100565.44000000
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
000000000
2560000.00000000
PA
2824799.79000000
0.218240424008
Long
DBT
NUSS
MA
N
2
2031-11-27
Fixed
1.50000000
N
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
05675M2C7
3440000.00000000
PA
USD
3817325.00000000
0.294921654103
Long
DBT
NUSS
BH
N
2
2030-05-14
Fixed
7.37500000
N
N
N
N
N
N
IHS NETHERLANDS HOLDCO
5493006Z6YQYCCN2XI74
IHS Netherlands Holdco BV
44963LAC0
400000.00000000
PA
USD
430375.00000000
0.033250222835
Long
DBT
CORP
NL
N
2
2027-09-18
Fixed
8.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-37339.06000000
-0.00288476808
N/A
DFE
XX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
8568998.68000000
USD
7273871.34000000
EUR
2021-04-09
-37339.06000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-5455.92000000
-0.00042151741
N/A
DFE
IN
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1404875.00000000
USD
102517943.38000000
INR
2021-04-05
-5455.92000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD CHF
000000000
1.00000000
NC
N/A
-5817.14000000
-0.00044942480
N/A
DFE
XX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
2367037.36000000
CHF
2131659.52000000
EUR
2021-06-16
-5817.14000000
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
Long: CS005582 CDS USD R V 03MEVENT 1 CORPORATE / Short: CS005582 CDS USD P F 1.00000 2 CORPORATE
000000000
15570000.00000000
OU
Notional Amount
USD
-105980.32000000
-0.00818790416
N/A
DCR
DE
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
China Government International Bond
China Government International Bond
Y
buy protection
2021-12-20
8353.52000000
USD
0.00000000
USD
15570000.00000000
USD
-114333.84000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-2951.93000000
-0.00022806234
N/A
DFE
GB
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1303088.14000000
USD
942859.31000000
GBP
2021-06-16
-2951.93000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
22616.18000000
0.001747297181
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
116777880.53000000
TWD
4130805.82000000
USD
2021-04-12
22616.18000000
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CY4
6210000.00000000
PA
USD
5515256.25000000
0.426101653920
Long
DBT
NUSS
TR
N
2
2030-03-13
Fixed
5.25000000
N
N
N
N
N
N
Russian Federation
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
4000000.00000000
PA
USD
4477500.00000000
0.345925931443
Long
DBT
NUSS
RU
N
2
2026-05-27
Fixed
4.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
11237.10000000
0.000868163994
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
287591457.00000000
JPY
2610480.88000000
USD
2021-06-16
11237.10000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
3313.58000000
0.000256002958
N/A
DFE
SG
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1368550.00000000
USD
1845489.68000000
SGD
2021-04-06
3313.58000000
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
1430000.00000000
PA
USD
1465303.13000000
0.113207448373
Long
DBT
NUSS
OM
N
2
2026-06-15
Fixed
4.75000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
7360000.00000000
PA
9542729.08000000
0.737259060973
Long
DBT
NUSS
RO
N
2
2028-05-26
Fixed
2.87500000
N
N
N
N
N
N
The Federal Republic of Nigeria
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
9430000.00000000
PA
USD
9695218.75000000
0.749040218121
Long
DBT
NUSS
NG
N
2
2032-02-16
Fixed
7.87500000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
CTDEUUSRU2021040107910 CALL USD RUB APR21 79.10
000000000
-11117000.00000000
OU
Notional Amount
USD
-11.12000000
-0.00000085911
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
Call
Written
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
FX Contract
N/A
1.00000000
NC
USD
-11.12000000
0.00000000
DFE
RU
11117000.00000000
USD
879354700.00000000
RUB
2021-04-01
1.00000000
79.10000000
USD
2021-04-01
XXXX
43189.54000000
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CK1
1320000.00000000
PA
USD
1243812.77000000
0.096095386042
Long
DBT
NUSS
PH
N
2
2031-06-10
Fixed
1.64800000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
000000000
480000.00000000
PA
USD
496200.00000000
0.038335778265
Long
DBT
CORP
NL
N
2
2030-01-21
Fixed
3.68000000
N
N
N
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
4780000.00000000
OU
Notional Amount
USD
-10071.46000000
-0.00077810813
N/A
DCR
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
China Government International Bond
China Government International Bond
Y
buy protection
2021-06-20
2301.49000000
USD
0.00000000
USD
4780000.00000000
USD
-12372.95000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
8286.24000000
0.000640184319
N/A
DFE
CA
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1339656.53000000
USD
1693788.04000000
CAD
2021-06-16
8286.24000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBX9
2480000.00000000
PA
USD
1971228.00000000
0.152294557674
Long
DBT
CORP
MX
N
2
2046-01-23
Fixed
5.62500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
6845.65000000
0.000528886175
N/A
DFE
ZA
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
558169.37000000
USD
8426515.53000000
ZAR
2021-06-17
6845.65000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
10870.62000000
0.000839850217
N/A
DFE
ZA
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
582524.27000000
USD
8849766.96000000
ZAR
2021-06-17
10870.62000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
-75513.31000000
-0.00583406188
N/A
DFE
TR
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
534976.92000000
USD
3849586.93000000
TRY
2021-04-19
-75513.31000000
N
N
N
HUARONG FINANCE 2019
549300M6T6OW4AGYHK10
Huarong Finance 2019 Co Ltd
000000000
3400000.00000000
PA
USD
3299062.50000000
0.254881355265
Long
DBT
CORP
VG
N
2
2030-02-24
Fixed
3.37500000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AM6
4640000.00000000
PA
USD
4106400.00000000
0.317255219403
Long
DBT
NUSS
MA
N
2
2050-12-15
Fixed
4.00000000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAA6
3220000.00000000
PA
USD
3328675.00000000
0.257169179195
Long
DBT
CORP
NL
N
2
2030-01-21
Fixed
3.68000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
-106902.62000000
-0.00825915988
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
42281964.74000000
TRY
4753111.58000000
USD
2021-06-16
-106902.62000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
-68987.41000000
-0.00532987918
N/A
DFE
TR
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
575496.86000000
USD
4345202.72000000
TRY
2021-05-25
-68987.41000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
120000.00000000
PA
145913.20000000
0.011273067475
Long
DBT
NUSS
EG
N
2
2025-04-11
Fixed
4.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
-38026.88000000
-0.00293790818
N/A
DFE
NZ
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1458307.02000000
USD
2033969.08000000
NZD
2021-06-10
-38026.88000000
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CE4
550000.00000000
PA
USD
597437.50000000
0.046157258216
Long
DBT
NUSS
ID
N
2
2048-01-11
Fixed
4.35000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
-72867.25000000
-0.00562963067
N/A
DFE
TW
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
2771318.26000000
USD
76654663.12000000
TWD
2021-04-19
-72867.25000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
14467.23000000
0.001117719712
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
51862795218.59000000
IDR
3575511.56000000
USD
2021-04-05
14467.23000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-9517.32000000
-0.00073529598
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
16611695.93000000
ZAR
1104330.71000000
USD
2021-06-17
-9517.32000000
N
N
N
THIRD PKSTAN INTL SUKUK
529900OMZDJ2H3CXKF72
Third Pakistan International Sukuk Co Ltd/The
000000000
5200000.00000000
PA
USD
5313750.00000000
0.410533538404
Long
DBT
CORP
PK
N
2
2022-12-05
Fixed
5.62500000
N
N
N
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
2730000.00000000
OU
Notional Amount
USD
14698.05000000
0.001135552570
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Colombia Government International Bond
Colombia Government International Bond
Y
sell protection
2024-06-20
0.00000000
USD
-1050.76000000
USD
2730000.00000000
USD
15748.81000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
8360000.00000000
PA
10100948.95000000
0.780386415184
Long
DBT
NUSS
EG
N
2
2026-04-16
Fixed
4.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
35866.55000000
0.002771003845
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
5829191178.00000000
KRW
5199992.13000000
USD
2021-04-05
35866.55000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-30640.33000000
-0.00236723276
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
8878832.66000000
ZAR
564703.47000000
USD
2021-06-17
-30640.33000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
38387.74000000
0.002965787764
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
2645366.48000000
EUR
3141187.52000000
USD
2021-04-09
38387.74000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
14077.50000000
0.001087609670
N/A
DFE
CA
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1322341.12000000
USD
1679307.11000000
CAD
2021-06-16
14077.50000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Long: CS005694 CDS USD R F 1.00000 2 CORPORATE / Short: CS005694 CDS USD P V 03MEVENT 1 CORPORATE
000000000
3600000.00000000
OU
Notional Amount
USD
31158.00000000
0.002407227285
N/A
DCR
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Colombia Government International Bond
Colombia Government International Bond
Y
sell protection
2022-12-20
572.15000000
USD
0.00000000
USD
3600000.00000000
USD
30585.85000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR215537 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR215537 IRS EUR P F .25000 2 CCPVANILLA
000000000
3230000.00000000
OU
Notional Amount
169320.52000000
0.013081487123
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2041-06-16
91411.80000000
EUR
0.00000000
EUR
3230000.00000000
EUR
60293.69000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PTJPMUSRU2021041407225 PUT USD RUB 72.25 APR21
000000000
5478000.00000000
OU
Notional Amount
USD
1040.82000000
0.000080412423
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Put
Purchased
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
FX Contract
N/A
1.00000000
NC
USD
1040.82000000
0.00000000
DFE
US
395785500.00000000
RUB
5478000.00000000
USD
2021-04-14
1.00000000
72.25000000
USD
2021-04-14
XXXX
-41656.90000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
24569.02000000
0.001898171106
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1123423.40000000
EUR
1344170.48000000
USD
2021-06-16
24569.02000000
N
N
N
CBB INTL SUKUK PRGM SPC
5493006IRJ2IWXTNIM16
CBB International Sukuk Programme Co WLL
12482TAB4
2670000.00000000
PA
USD
2696700.00000000
0.208343597838
Long
DBT
CORP
BH
N
2
2027-09-16
Fixed
3.95000000
N
N
N
N
N
N
Brazil Loan Trust 1
N/A
Brazil Loan Trust 1
105859AA0
4045679.47000000
PA
USD
4216356.57000000
0.325750323567
Long
DBT
CORP
US
N
2
2023-07-24
Fixed
5.47700000
N
N
N
N
N
N
TC Ziraat Bankasi AS
213800K5KTZFSUS8MR51
TC Ziraat Bankasi AS
90014TAC5
770000.00000000
PA
USD
752193.75000000
0.058113528440
Long
DBT
CORP
TR
N
2
2023-09-29
Fixed
5.12500000
N
N
N
N
N
N
MEXICO CITY ARPT TRUST
N/A
Mexico City Airport Trust
59284MAC8
4830000.00000000
PA
USD
4894903.13000000
0.378173964169
Long
DBT
CORP
MX
N
2
2028-04-30
Fixed
3.87500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
-34428.45000000
-0.00265989807
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
965556930.00000000
CLP
1306218.79000000
USD
2021-05-17
-34428.45000000
N
N
N
STUDIO CITY FINANCE LTD
254900D6R731QAUIG324
Studio City Finance Ltd
86389QAE2
430000.00000000
PA
USD
452860.95000000
0.034987458613
Long
DBT
CORP
VG
N
2
2025-07-15
Fixed
6.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
160179.66000000
0.012375275953
N/A
DFE
ZA
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
6336104.98000000
USD
96614195.98000000
ZAR
2021-05-25
160179.66000000
N
N
N
IHS NETHERLANDS HOLDCO
5493006Z6YQYCCN2XI74
IHS Netherlands Holdco BV
44963LAB2
490000.00000000
PA
USD
510825.00000000
0.039465687086
Long
DBT
CORP
NL
N
2
2025-03-18
Fixed
7.12500000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
1950000.00000000
PA
2219305.46000000
0.171460705395
Long
DBT
NUSS
ID
N
2
2033-03-12
Fixed
1.10000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
-9647.61000000
-0.00074536202
N/A
DFE
RU
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
556900.00000000
USD
41386691.78000000
RUB
2021-04-02
-9647.61000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
21535.02000000
0.001663768141
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1152842.90000000
CHF
1243869.25000000
USD
2021-06-16
21535.02000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
-8087.93000000
-0.00062486314
N/A
DFE
ZA
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1107735.35000000
USD
16399911.08000000
ZAR
2021-06-17
-8087.93000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
1263.67000000
0.000097629530
N/A
DFE
SG
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1368550.00000000
USD
1842732.05000000
SGD
2021-04-06
1263.67000000
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
2480000.00000000
PA
2935561.31000000
0.226797717581
Long
DBT
NUSS
CI
N
2
2048-03-22
Fixed
6.62500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
116033.11000000
0.008964569883
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
5812494.35000000
EUR
6932486.45000000
USD
2021-04-01
116033.11000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
4142.78000000
0.000320065891
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
102246802.50000000
INR
1399860.66000000
USD
2021-04-05
4142.78000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
688.59000000
0.000053199583
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
16475294.20000000
ZAR
1105390.60000000
USD
2021-06-17
688.59000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
28287.71000000
0.002185472346
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1238500.60000000
CHF
1341442.93000000
USD
2021-06-16
28287.71000000
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724BY7
873000.00000000
PA
USD
868089.38000000
0.067067476795
Long
DBT
NUSS
UA
N
2
2033-03-15
Fixed
7.25300000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAB6
1220000.00000000
PA
USD
1207037.50000000
0.093254175650
Long
DBT
NUSS
MX
N
2
2047-01-15
Fixed
4.35000000
N
N
N
N
N
N
YUZHOU GROUP
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
630000.00000000
PA
USD
544005.00000000
0.042029131509
Long
DBT
CORP
KY
N
2
2025-02-20
Fixed
7.70000000
N
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
05675M2G8
4150000.00000000
PA
USD
3942500.00000000
0.304592514732
Long
DBT
NUSS
BH
N
2
2033-01-25
Fixed
5.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
-56283.00000000
-0.00434835269
N/A
DFE
TR
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
583332.61000000
USD
4521411.06000000
TRY
2021-05-25
-56283.00000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
12016.61000000
0.000928387941
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
242474693.60000000
INR
3321912.44000000
USD
2021-04-05
12016.61000000
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123AW0
999000.00000000
PA
USD
1029282.19000000
0.079521027424
Long
DBT
NUSS
TR
N
2
2025-02-05
Fixed
7.37500000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Long: CS005534 CDS USD R V 03MEVENT 1 CORPORATE / Short: CS005534 CDS USD P F 1.00000 2 CORPORATE
000000000
3770000.00000000
OU
Notional Amount
USD
-7943.39000000
-0.00061369616
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
0.00000000
USD
-117.74000000
USD
3770000.00000000
USD
-7825.65000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
CTHSBUSKR2021040101150 CALL USD KRW APR21 1150
000000000
-11117000.00000000
OU
Notional Amount
USD
-11.12000000
-0.00000085911
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Call
Written
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
FX Contract
N/A
1.00000000
NC
USD
-11.12000000
0.00000000
DFE
KR
11117000.00000000
USD
12784550000.00000000
KRW
2021-04-01
1.00000000
1150.00000000
USD
2021-04-01
XXXX
26992.07000000
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
1550000.00000000
PA
1822797.26000000
0.140826988274
Long
DBT
NUSS
ID
N
2
2027-02-14
Fixed
0.90000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
-14564.30000000
-0.00112521921
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
78931021.13000000
TWD
2761146.63000000
USD
2021-04-08
-14564.30000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
-14339.85000000
-0.00110787849
N/A
DFE
RU
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
556900.00000000
USD
41031835.10000000
RUB
2021-04-02
-14339.85000000
N
N
N
Republic of Guatemala
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AN9
4220000.00000000
PA
USD
4543093.75000000
0.350993620793
Long
DBT
NUSS
GT
N
2
2026-05-03
Fixed
4.50000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAR0
1770000.00000000
PA
USD
1735706.25000000
0.134098448072
Long
DBT
NUSS
SA
N
2
2055-01-21
Fixed
3.75000000
N
N
N
N
N
N
PPF TELECOM GROUP BV
31570074PLDZISJWNN43
PPF Telecom Group BV
000000000
1648000.00000000
PA
1964722.44000000
0.151791946417
Long
DBT
CORP
NL
N
2
2025-01-31
Fixed
2.12500000
N
N
N
N
N
N
REPUBLIC OF ARMENIA
5299000H77JSW90G7935
Republic of Armenia International Bond
042207AD2
2150000.00000000
PA
USD
1964562.50000000
0.151779589657
Long
DBT
NUSS
AM
N
2
2031-02-02
Fixed
3.60000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
130000.00000000
PA
USD
14868.75000000
0.001148740634
Long
DBT
NUSS
LB
N
2
2026-11-27
None
0.00000000
Y
N
N
N
N
N
Corp Lindley SA
549300XI785GPWS6HA82
Corp Lindley SA
21988VAD5
120000.00000000
PA
USD
123787.50000000
0.009563664151
Long
DBT
CORP
PE
N
2
2023-04-12
Fixed
4.62500000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Long: CS005489 CDS USD R V 03MEVENT 1 CORPORATE / Short: CS005489 CDS USD P F 1.00000 2 CORPORATE
000000000
5350000.00000000
OU
Notional Amount
USD
-11272.45000000
-0.00087089509
N/A
DCR
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
China Government International Bond
China Government International Bond
Y
buy protection
2021-06-20
2282.12000000
USD
0.00000000
USD
5350000.00000000
USD
-13554.57000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-10499.53000000
-0.00081118027
N/A
DFE
IN
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1404875.00000000
USD
102148461.25000000
INR
2021-04-05
-10499.53000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
36631.78000000
0.002830124537
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
11220606.56000000
SEK
1322341.12000000
USD
2021-06-16
36631.78000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
65350.41000000
0.005048889212
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
4170946.69000000
TRY
563169.60000000
USD
2021-04-19
65350.41000000
N
N
N
CREDIT BANK OF MOSCOW (C
635400Y22HQLUDCVZX38
Credit Bank of Moscow Via CBOM Finance PLC
12504PAF7
3010000.00000000
PA
USD
3118171.88000000
0.240905976993
Long
DBT
CORP
IE
N
2
2023-02-14
Fixed
5.55000000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AK0
2620000.00000000
PA
USD
2530756.25000000
0.195522995653
Long
DBT
NUSS
MA
N
2
2027-12-15
Fixed
2.37500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-58443.18000000
-0.00451524544
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
12277357.27000000
BRL
2122090.96000000
USD
2021-04-05
-58443.18000000
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
260000.00000000
PA
USD
273081.25000000
0.021097908602
Long
DBT
CORP
KY
N
2
2023-11-12
Fixed
11.95000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DL9
390000.00000000
PA
USD
397190.63000000
0.030686440791
Long
DBT
NUSS
CL
N
2
2050-01-25
Fixed
3.50000000
N
N
N
N
N
N
MEXICO CITY ARPT TRUST
N/A
Mexico City Airport Trust
59284MAB0
1630000.00000000
PA
USD
1604001.50000000
0.123923107297
Long
DBT
CORP
MX
N
2
2046-10-31
Fixed
5.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-6744.82000000
-0.00052109617
N/A
DFE
ID
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
584261.83000000
USD
8410916452.31000000
IDR
2021-04-05
-6744.82000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD RUB
000000000
1.00000000
NC
17732.73000000
0.001370008071
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
40775243.42000000
RUB
556900.00000000
USD
2021-04-02
17732.73000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
-144105.70000000
-0.01113342233
N/A
DFE
TR
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1103825.99000000
USD
8349535.17000000
TRY
2021-06-16
-144105.70000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT JUN21 XCBT 20210621
000000000
270.00000000
NC
USD
-1461404.07000000
-0.11290621197
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury Ultra Long Bond
WNM1 Comdty
2021-06-21
50567654.07000000
USD
-1461404.07000000
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAD2
200000.00000000
PA
USD
203687.50000000
0.015736636105
Long
DBT
NUSS
MX
N
2
2048-02-10
Fixed
4.60000000
N
N
N
N
N
N
AEROPUERTO INTL TOCUMEN
254900FO1PHX49ZIGB14
Aeropuerto Internacional de Tocumen SA
000000000
198204.87000000
PA
USD
209913.82000000
0.016217673636
Long
DBT
CORP
PA
N
2
2048-11-18
Fixed
6.00000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BW2
400000.00000000
PA
USD
451500.00000000
0.034882313354
Long
DBT
CORP
MX
N
2
2027-06-05
Fixed
7.37500000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
138210000.00000000
PA
USD
4837350.00000000
0.373727482851
Long
DBT
CORP
VE
N
2
2022-10-28
Fixed
6.00000000
Y
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
-288440.43000000
-0.02228453923
N/A
DFE
TR
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
3348721.22000000
USD
26624342.93000000
TRY
2021-06-16
-288440.43000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
26748.92000000
0.002066587396
N/A
DFE
KR
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
9714597.60000000
USD
10984975529.00000000
KRW
2021-06-15
26748.92000000
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AE0
2670000.00000000
PA
USD
2480596.88000000
0.191647746789
Long
DBT
NUSS
AO
N
2
2049-11-26
Fixed
9.12500000
N
N
N
N
N
N
Republic of Belize
529900096070LUHXVI62
Belize Government International Bond
07782GAG8
2537842.49000000
PA
USD
972310.90000000
0.075119498321
Long
DBT
NUSS
BZ
N
2
2034-02-20
Variable
4.93800000
N
N
Y
N
N
N
Eskom Holdings SOC Ltd
3789001900ED06F65111
Eskom Holdings SOC Ltd
000000000
2170000.00000000
PA
USD
2240525.00000000
0.173100099954
Long
DBT
CORP
ZA
N
2
2025-02-11
Fixed
7.12500000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HX1
1479348.00000000
PA
USD
529791.50000000
0.040931014652
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
FANTASIA HOLDINGS GROUP
5493005JQNLB3I01JW62
Fantasia Holdings Group Co Ltd
000000000
220000.00000000
PA
USD
204600.00000000
0.015807134689
Long
DBT
CORP
KY
N
2
2024-03-02
Fixed
10.87500000
N
N
N
N
N
N
Corp Lindley SA
549300XI785GPWS6HA82
Corp Lindley SA
000000000
1780000.00000000
PA
USD
1807812.50000000
0.139669284854
Long
DBT
CORP
PE
N
2
2021-11-23
Fixed
6.75000000
N
N
N
N
N
N
TURKIYE VAKIFLAR BANKASI
789000KAIHOLSQKQ9858
Turkiye Vakiflar Bankasi TAO
90015WAK9
750000.00000000
PA
USD
716250.00000000
0.055336560222
Long
DBT
CORP
TR
N
2
2026-01-08
Fixed
6.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
6375.19000000
0.000492539037
N/A
DFE
ZA
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
547340.09000000
USD
8257993.61000000
ZAR
2021-06-17
6375.19000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: BR215745 IRS BRL R V 00MBRCDI CCPNDFPREDISWAP / Short: BR215745 IRS BRL P F 5.80000 CCPNDFPREDISWAP
000000000
130700000.00000000
OU
Notional Amount
139953.13000000
0.010812600078
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2023-01-02
744888.76000000
BRL
0.00000000
BRL
130700000.00000000
BRL
4468.33000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
-21700.01000000
-0.00167651505
N/A
DFE
CH
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1312056.74000000
USD
1216998.23000000
CHF
2021-06-16
-21700.01000000
N
N
N
Republic of Paraguay
529900UXKJTJPCU0HK83
Paraguay Government International Bond
000000000
685000.00000000
PA
USD
769126.56000000
0.059421735715
Long
DBT
NUSS
PY
N
2
2026-04-15
Fixed
5.00000000
N
N
N
N
N
N
The Federal Republic of Nigeria
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
3180000.00000000
PA
USD
3237637.50000000
0.250135738216
Long
DBT
NUSS
NG
N
2
2030-02-23
Fixed
7.14300000
N
N
N
N
N
N
INTERNATIONAL CONTAINER
254900FU1MWK0I0Q4J61
International Container Terminal Services Inc
000000000
340000.00000000
PA
USD
376868.75000000
0.029116398297
Long
DBT
CORP
PH
N
2
2030-06-17
Fixed
4.75000000
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
11830000.00000000
OU
Notional Amount
USD
176630.18000000
0.013646222118
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Peruvian Government International Bond
Peruvian Government International Bond
Y
sell protection
2024-12-20
123361.61000000
USD
0.00000000
USD
11830000.00000000
USD
53268.57000000
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
CTBNPUSTW2021042802880 CALL USD TWD 28.80 APR21
000000000
-5224000.00000000
OU
Notional Amount
USD
-8170.34000000
-0.00063123003
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
Call
Written
BNP Paribas
R0MUWSFPU8MPRO8K5P83
BNP Paribas
R0MUWSFPU8MPRO8K5P83
FX Contract
N/A
1.00000000
NC
USD
-8170.34000000
0.00000000
DFE
TW
5224000.00000000
USD
150451200.00000000
TWD
2021-04-28
1.00000000
28.80000000
USD
2021-04-28
XXXX
4220.76000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205BB9
6120000.00000000
PA
USD
5634225.00000000
0.435293027601
Long
DBT
NUSS
ZA
N
2
2049-09-30
Fixed
5.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-1345388.03000000
-0.10394296090
N/A
DFE
XX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
49775947.33000000
USD
41230648.12000000
EUR
2021-06-16
-1345388.03000000
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JX54
6270000.00000000
PA
USD
6399318.75000000
0.494403193566
Long
DBT
NUSS
EG
N
2
2032-05-29
Fixed
7.62500000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAG5
383000.00000000
PA
USD
386949.69000000
0.029895238846
Long
DBT
NUSS
MX
N
2
2050-01-31
Fixed
4.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-100351.20000000
-0.00775300554
N/A
DFE
AU
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
4134093.75000000
USD
5308934.38000000
AUD
2021-06-16
-100351.20000000
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAG6
2370000.00000000
PA
USD
2299640.63000000
0.177667298027
Long
DBT
NUSS
GH
N
2
2027-02-11
Fixed
6.37500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
24583.04000000
0.001899254273
N/A
DFE
MX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1369184.53000000
USD
28730269.89000000
MXN
2021-06-16
24583.04000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-8539.20000000
-0.00065972768
N/A
DFE
ID
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1168523.66000000
USD
16893930814.45000000
IDR
2021-04-05
-8539.20000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-5839.49000000
-0.00045115153
N/A
DFE
NO
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
569122.52000000
USD
4818043.28000000
NOK
2021-06-16
-5839.49000000
N
N
N
BRF SA
254900MTXR9LUVQFU480
BRF SA
000000000
2580000.00000000
PA
USD
2629084.50000000
0.203119710665
Long
DBT
CORP
BR
N
2
2030-01-24
Fixed
4.87500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
4102.73000000
0.000316971679
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1835512.95000000
SGD
1368550.00000000
USD
2021-04-06
4102.73000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
43283.27000000
0.003344010159
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
11569430.55000000
SEK
1368962.49000000
USD
2021-06-16
43283.27000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
-65063.90000000
-0.00502675381
N/A
DFE
TW
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
2781800.64000000
USD
77174104.26000000
TWD
2021-04-19
-65063.90000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
1081.69000000
0.000083569987
N/A
DFE
NO
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
565999.05000000
USD
4850526.96000000
NOK
2021-06-16
1081.69000000
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
7704000.00000000
PA
USD
876137.40000000
0.067689256542
Long
DBT
NUSS
LB
N
2
2029-05-25
None
0.00000000
Y
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
-2383.05000000
-0.00018411139
N/A
DFE
ZA
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
558017.73000000
USD
8286619.09000000
ZAR
2021-06-17
-2383.05000000
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
8280000.00000000
PA
USD
8991562.50000000
0.694676634939
Long
DBT
NUSS
UA
N
2
2026-09-01
Fixed
7.75000000
N
N
N
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567PAK6
25540000.00000000
PA
USD
28604800.00000000
2.209970314627
Long
DBT
NUSS
ID
N
2
2028-03-01
Fixed
4.40000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCL4
5231000.00000000
PA
USD
4309036.25000000
0.332910637276
Long
DBT
CORP
MX
N
2
2048-02-12
Fixed
6.35000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: BR215575 IRS BRL R V 00MBRCDI CCPNDFPREDISWAP / Short: BR215575 IRS BRL P F 6.32000 CCPNDFPREDISWAP
000000000
150927500.00000000
OU
Notional Amount
1014382.75000000
0.078369915719
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2025-01-02
1693531.80000000
BRL
0.00000000
BRL
150927500.00000000
BRL
1501623.18000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-16881.50000000
-0.00130424312
N/A
DFE
ID
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
3560293.49000000
USD
51862795218.59000000
IDR
2021-05-03
-16881.50000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
13560000.00000000
PA
16696902.78000000
1.289981383894
Long
DBT
CORP
MX
N
2
2023-03-15
Fixed
5.12500000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
9100000.00000000
PA
USD
4163250.00000000
0.321647377795
Long
DBT
NUSS
EC
N
2
2035-07-31
Variable
0.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-2937.00000000
-0.00022690886
N/A
DFE
KR
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1389625.00000000
USD
1565273600.00000000
KRW
2021-04-05
-2937.00000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED ILS / SOLD USD
000000000
1.00000000
NC
-6063.64000000
-0.00046846908
N/A
DFE
IL
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1195257.34000000
USD
3971256.85000000
ILS
2021-06-16
-6063.64000000
N
N
N
Republic of Paraguay
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AD2
2770000.00000000
PA
USD
3086818.75000000
0.238483674213
Long
DBT
NUSS
PY
N
2
2027-03-27
Fixed
4.70000000
N
N
N
N
N
N
ZHENRO PROPERTIES GROUP
549300I66TVJEL841P38
Zhenro Properties Group Ltd
000000000
790000.00000000
PA
USD
808515.63000000
0.062464884956
Long
DBT
CORP
KY
N
2
2022-01-25
Fixed
10.25000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PTJPMUSTR202104070695 PUT USD TRY 6.95 APR21
000000000
22230000.00000000
OU
Notional Amount
USD
22.23000000
0.000001717461
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Put
Purchased
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
FX Contract
N/A
1.00000000
NC
USD
22.23000000
0.00000000
DFE
US
154498500.00000000
TRY
22230000.00000000
USD
2021-04-07
1.00000000
6.95000000
USD
2021-04-07
XXXX
-183775.41000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
17338.97000000
0.001339586677
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
9644794569.00000000
COP
2651125.50000000
USD
2021-04-05
17338.97000000
N
N
N
BNQ CEN TUNISIA INT BOND
254900B5LFB16S9T2T11
Banque Centrale de Tunisie International Bond
000000000
760000.00000000
PA
782073.64000000
0.060422010580
Long
DBT
NUSS
TN
N
2
2026-07-15
Fixed
6.37500000
N
N
N
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
000000000
3490000.00000000
PA
USD
3651412.50000000
0.282103466252
Long
DBT
NUSS
MN
N
2
2023-05-01
Fixed
5.62500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD SEK
000000000
1.00000000
NC
N/A
1934.58000000
0.000149463180
N/A
DFE
XX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
11846349.35000000
SEK
1158250.00000000
EUR
2021-04-06
1934.58000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
57526.79000000
0.004444446323
N/A
DFE
BR
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
2119142.37000000
USD
12277357.27000000
BRL
2021-05-04
57526.79000000
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
140000.00000000
PA
USD
61250.00000000
0.004732096772
Long
DBT
NUSS
EC
N
2
2040-07-31
Variable
0.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-17760.19000000
-0.00137212959
N/A
DFE
ID
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1369079.37000000
USD
19680515943.75000000
IDR
2021-04-05
-17760.19000000
N
N
N
REPUBLIC OF MOZAMBIQUE
213800759WLKYIKPER73
Mozambique International Bond
000000000
2060000.00000000
PA
USD
1678900.00000000
0.129709669748
Long
DBT
NUSS
MZ
N
2
2031-09-15
Variable
5.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-18875.07000000
-0.00145826380
N/A
DFE
BR
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1104318.59000000
USD
6111519.94000000
BRL
2021-04-05
-18875.07000000
N
N
N
Republic of Senegal
549300NP14ZLQGWIUZ97
Senegal Government International Bond
000000000
4580000.00000000
PA
5449852.12000000
0.421048614369
Long
DBT
NUSS
SN
N
2
2028-03-13
Fixed
4.75000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
379000.00000000
PA
USD
349745.94000000
0.027020924637
Long
DBT
NUSS
GH
N
2
2049-06-16
Fixed
8.62700000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-134041.98000000
-0.01035591217
N/A
DFE
XX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
5177793.01000000
USD
4300171.09000000
EUR
2021-04-09
-134041.98000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
-11192.51000000
-0.00086471902
N/A
DFE
CN
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1380052.58000000
USD
9038861.38000000
CNY
2021-06-16
-11192.51000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
7308.71000000
0.000564661600
N/A
DFE
MX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
523636.86000000
USD
10944586.37000000
MXN
2021-06-16
7308.71000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-156039.45000000
-0.01205540861
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
197851345.09000000
MXN
9470877.84000000
USD
2021-05-19
-156039.45000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
5746.07000000
0.000443934029
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1058046.89000000
GBP
1464717.79000000
USD
2021-06-16
5746.07000000
N
N
N
TENGIZCHEVROIL FIN CO IN
5493001VEV2XTJIBZH31
Tengizchevroil Finance Co International Ltd
88034QAB3
1690000.00000000
PA
USD
1703836.88000000
0.131636261248
Long
DBT
CORP
BM
N
2
2025-08-15
Fixed
2.62500000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
1760000.00000000
PA
USD
1678050.00000000
0.129643999834
Long
DBT
NUSS
DO
N
2
2060-01-30
Fixed
5.87500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
4131.68000000
0.000319208319
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
101972851.88000000
INR
1396110.00000000
USD
2021-04-05
4131.68000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
703799.62000000
0.054374659765
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
40385267.77000000
TRY
5565392.10000000
USD
2021-04-08
703799.62000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
10044.02000000
0.000775988157
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
8090638.47000000
SGD
6024302.66000000
USD
2021-04-06
10044.02000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-36644.05000000
-0.00283107250
N/A
DFE
SE
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1368287.74000000
USD
11621483.51000000
SEK
2021-06-16
-36644.05000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
-4527.27000000
-0.00034977109
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
19985447.53000000
TRY
2367944.02000000
USD
2021-04-26
-4527.27000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
21753.05000000
0.001680612860
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
5629358.81000000
TRY
668808.22000000
USD
2021-06-16
21753.05000000
N
N
N
Sunac China Holdings Ltd
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
880000.00000000
PA
USD
916300.00000000
0.070792167723
Long
DBT
CORP
KY
N
2
2023-04-19
Fixed
8.35000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SS005905 CDS USD R F 1.00000 2 CCPCORPORATE / Short: SS005905 CDS USD P V 03MEVENT 1 CCPCORPORATE
000000000
13450000.00000000
OU
Notional Amount
USD
328003.81000000
0.025341155441
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Qatar Government International Bond
Qatar Government International Bond
Y
sell protection
2024-12-20
0.00000000
USD
-159011.78000000
USD
13450000.00000000
USD
487015.59000000
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
Kenya Government International Bond
491798AK0
6380000.00000000
PA
USD
6768781.25000000
0.522947394448
Long
DBT
NUSS
KE
N
2
2032-05-22
Fixed
8.00000000
N
N
N
N
N
N
BOLIVIA GOVERNMENT
529900TGIRPY3SZXEB56
Bolivian Government International Bond
000000000
200000.00000000
PA
USD
174000.00000000
0.013443017771
Long
DBT
NUSS
BO
N
2
2028-03-20
Fixed
4.50000000
N
N
N
N
N
N
HUARONG FINANCE 2017 CO
5493006V07LYI3HE6G83
Huarong Finance 2017 Co Ltd
000000000
3530000.00000000
PA
USD
3576331.25000000
0.276302784769
Long
DBT
CORP
VG
N
2
2022-11-07
Fixed
4.00000000
N
N
N
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
60937GAB2
781000.00000000
PA
USD
806382.50000000
0.062300082057
Long
DBT
NUSS
MN
N
2
2022-12-05
Fixed
5.12500000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
610000.00000000
PA
USD
547475.00000000
0.042297219277
Long
DBT
NUSS
SV
N
2
2050-01-20
Fixed
7.12500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
-9719.24000000
-0.00075089606
N/A
DFE
TW
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1363445.11000000
USD
38480511.34000000
TWD
2021-04-12
-9719.24000000
N
N
N
EASTERN & SOUTHERN AFRIC
2138004HC83AB2ENIZ64
Eastern & Southern African Trade & Development Bank/The
000000000
4530000.00000000
PA
USD
4724880.60000000
0.365038240650
Long
DBT
NUSS
XX
N
2
2024-05-23
Fixed
4.87500000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAQ2
1770000.00000000
PA
USD
1767787.50000000
0.136577004473
Long
DBT
NUSS
SA
N
2
2032-02-03
Fixed
2.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
6250.37000000
0.000482895603
N/A
DFE
RU
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
757925.04000000
USD
57791784.30000000
RUB
2021-04-02
6250.37000000
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
3600000.00000000
PA
USD
4032000.00000000
0.311507170425
Long
DBT
NUSS
SA
N
2
2047-10-04
Fixed
4.62500000
N
N
N
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
600814AR8
280000.00000000
PA
USD
291200.00000000
0.022497740086
Long
DBT
CORP
LU
N
2
2031-04-27
Fixed
4.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) JUN21 XCBT 20210630
000000000
411.00000000
NC
USD
-57678.13000000
-0.00445613865
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
2 Year US Treasury Note
TUM1 Comdty
2021-06-30
90779506.67000000
USD
-57678.13000000
N
N
N
BENIN INTL GOV BOND
635400Q11P6AE5A5Y230
Benin Government International Bond
000000000
4510000.00000000
PA
5024433.20000000
0.388181291945
Long
DBT
NUSS
BJ
N
2
2032-01-19
Fixed
4.87500000
N
N
N
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
3350000.00000000
PA
USD
3508078.13000000
0.271029635889
Long
DBT
CORP
IL
N
2
2023-06-30
Fixed
5.75000000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
17520000.00000000
PA
USD
766500.00000000
0.059218811044
Long
DBT
CORP
VE
N
2
2027-04-12
Fixed
5.37500000
Y
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PBX5
8900000.00000000
PA
237722.86000000
0.018366164549
Long
DBT
NUSS
DO
N
2
2028-02-04
Fixed
18.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
-21064.92000000
-0.00162744881
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
9820019.45000000
TRY
1150993.72000000
USD
2021-04-19
-21064.92000000
N
N
N
VEDANTA RESOURCES
8945002DGA3BBXO3N634
Vedanta Resources Finance II PLC
000000000
260000.00000000
PA
USD
218717.20000000
0.016897811531
Long
DBT
CORP
GB
N
2
2026-04-23
Fixed
9.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
82371.33000000
0.006363903753
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
24850777.49000000
SEK
2929889.12000000
USD
2021-06-16
82371.33000000
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
2020000.00000000
PA
USD
225356.25000000
0.017410736055
Long
DBT
NUSS
LB
N
2
2024-04-22
None
0.00000000
Y
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SR215672 IRS BRL R F 3.39000 CCPNDFPREDISWAP / Short: SR215672 IRS BRL P V 00MBRCDI CCPNDFPREDISWAP
000000000
173620000.00000000
OU
Notional Amount
-219376.61000000
-0.01694875670
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2022-01-03
0.00000000
BRL
0.00000000
BRL
173620000.00000000
BRL
-219376.61000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
54191.83000000
0.004186791573
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
2760466.65000000
TRY
383664.58000000
USD
2021-04-19
54191.83000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-17447.06000000
-0.00134793757
N/A
DFE
SE
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1382931.47000000
USD
11916817.28000000
SEK
2021-06-16
-17447.06000000
N
N
N
Barclays Capital Securities Limited
K9WDOH4D2PYBSLSOB484
Long: CS005516 CDS USD R V 03MEVENT 1 CORPORATE / Short: CS005516 CDS USD P F 1.00000 2 CORPORATE
000000000
2480000.00000000
OU
Notional Amount
USD
-5225.36000000
-0.00040370463
N/A
DCR
GB
N
2
Barclays Capital Securities Limited
K9WDOH4D2PYBSLSOB484
China Government International Bond
China Government International Bond
Y
buy protection
2021-06-20
180.15000000
USD
0.00000000
USD
2480000.00000000
USD
-5405.51000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
11642.70000000
0.000899500132
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
3957886811.00000000
KRW
3517965.26000000
USD
2021-04-05
11642.70000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-10658.74000000
-0.00082348063
N/A
DFE
CA
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1351147.81000000
USD
1684421.93000000
CAD
2021-06-16
-10658.74000000
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
993040.00000000
PA
USD
580928.40000000
0.044881786236
Long
DBT
NUSS
EC
N
2
2030-07-31
Variable
0.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
-12903.90000000
-0.00099693883
N/A
DFE
RU
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
556900.00000000
USD
41140430.60000000
RUB
2021-04-02
-12903.90000000
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
710000.00000000
PA
USD
78998.15000000
0.006103296174
Long
DBT
NUSS
LB
N
2
2027-03-23
None
0.00000000
Y
N
N
N
N
N
MEXICO CITY ARPT TRUST
N/A
Mexico City Airport Trust
000000000
1409000.00000000
PA
USD
1486935.31000000
0.114878722972
Long
DBT
CORP
MX
N
2
2026-10-31
Fixed
4.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
-626.53000000
-0.00004840490
N/A
DFE
SG
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1368550.00000000
USD
1840189.28000000
SGD
2021-04-06
-626.53000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
7398971.40000000
0.571635080573
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
180333786.56000000
EUR
218915839.53000000
USD
2021-04-09
7398971.40000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) JUN21 XCBT 20210630
000000000
1263.00000000
NC
USD
-1483146.67000000
-0.11458601748
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
5 Year US Treasury Note
FVM1 Comdty
2021-06-30
157404443.55000000
USD
-1483146.67000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
14949.33000000
0.001154966142
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
938095.24000000
GBP
1308516.22000000
USD
2021-06-16
14949.33000000
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
Long: CS005488 CDS USD R V 03MEVENT 1 CORPORATE / Short: CS005488 CDS USD P F 1.00000 2 CORPORATE
000000000
3070000.00000000
OU
Notional Amount
USD
-6468.49000000
-0.00049974727
N/A
DCR
DE
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
China Government International Bond
China Government International Bond
Y
buy protection
2021-06-20
1450.79000000
USD
0.00000000
USD
3070000.00000000
USD
-7919.28000000
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HT0
28450015.00000000
PA
USD
8392754.43000000
0.648413488234
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
0.12500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-1186.54000000
-0.00009167056
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
12344422.97000000
ZAR
826532.15000000
USD
2021-06-17
-1186.54000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
13854.33000000
0.001070367841
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1153486.56000000
GBP
1604430.60000000
USD
2021-06-16
13854.33000000
N
N
N
DP World PLC
549300M3U2DNF4QVSS04
DP World PLC
000000000
1070000.00000000
PA
USD
1253571.88000000
0.096849362416
Long
DBT
CORP
AE
N
2
2048-09-25
Fixed
5.62500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
12756.63000000
0.000985560941
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
11135081.11000000
NOK
1314571.88000000
USD
2021-06-16
12756.63000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
-4392.94000000
-0.00033939293
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
397876112.00000000
CLP
548046.27000000
USD
2021-05-17
-4392.94000000
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
350000.00000000
PA
USD
387078.13000000
0.029905161956
Long
DBT
NUSS
ID
N
2
2043-04-15
Fixed
4.62500000
N
N
N
N
N
N
MHP Lux SA
222100RHC7R1WZ1J3M44
MHP Lux SA
000000000
380000.00000000
PA
USD
396720.00000000
0.030650080518
Long
DBT
CORP
LU
N
2
2026-04-03
Fixed
6.95000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91086QBF4
520000.00000000
PA
USD
530075.00000000
0.040952917500
Long
DBT
NUSS
MX
N
2
2046-01-23
Fixed
4.60000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-16775.62000000
-0.00129606297
N/A
DFE
XX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
831895.46000000
USD
694950.00000000
EUR
2021-04-09
-16775.62000000
N
N
N
LUKOIL INTL FINANCE BV
724500LG1GUKJ5TOIW61
Lukoil International Finance BV
000000000
1800000.00000000
PA
USD
1982812.50000000
0.153189561348
Long
DBT
CORP
NL
N
2
2026-11-02
Fixed
4.75000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
68205LAE3
4660000.00000000
PA
USD
5171143.75000000
0.399515961662
Long
DBT
NUSS
OM
N
2
2032-10-28
Fixed
7.37500000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PTHSBUSKR2021040101110 PUT USD KRW APR21 1110
000000000
11117000.00000000
OU
Notional Amount
USD
11.12000000
0.000000859116
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Put
Purchased
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
FX Contract
N/A
1.00000000
NC
USD
11.12000000
0.00000000
DFE
US
12339870000.00000000
KRW
11117000.00000000
USD
2021-04-01
1.00000000
1110.00000000
USD
2021-04-01
XXXX
-52716.81000000
N
N
N
Goldman Sachs Financial Square Government Fund
549300BRJMXN4GUWZ402
Goldman Sachs Financial Square Government Fund
38141W273
70786979.21000000
NS
USD
70786979.21000000
5.468911606313
Long
EC
RF
US
N
1
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
1970000.00000000
PA
USD
2449571.88000000
0.189250794913
Long
DBT
NUSS
GH
N
2
2030-10-14
Fixed
10.75000000
N
N
N
N
N
N
Republic of Angola
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AB6
9610000.00000000
PA
USD
9195568.75000000
0.710437897262
Long
DBT
NUSS
AO
N
2
2028-05-09
Fixed
8.25000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CX2
2040000.00000000
PA
USD
1930788.60000000
0.149170261278
Long
DBT
NUSS
ID
N
2
2071-03-12
Fixed
3.35000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
CTDEUUSID20210331014650 CALL USD IDR 14650 MAR21
000000000
-11178000.00000000
OU
Notional Amount
USD
-11.18000000
-0.00000086375
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
Call
Written
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
FX Contract
N/A
1.00000000
NC
USD
-11.18000000
0.00000000
DFE
ID
11178000.00000000
USD
163757700000.00000000
IDR
2021-03-31
1.00000000
14650.00000000
USD
2021-03-31
XXXX
29185.76000000
N
N
N
NE PROPERTY BV
7245006AG9J70KOIJH36
NE Property BV
000000000
2440000.00000000
PA
3106930.89000000
0.240037512462
Long
DBT
CORP
NL
N
2
2027-07-14
Fixed
3.37500000
N
N
N
N
N
N
Russian Federation
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
4600000.00000000
PA
USD
5307250.00000000
0.410031356706
Long
DBT
NUSS
RU
N
2
2035-03-28
Fixed
5.10000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-7696.89000000
-0.00059465189
N/A
DFE
CA
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1348410.35000000
USD
1684703.89000000
CAD
2021-06-16
-7696.89000000
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
05675M2A1
4410000.00000000
PA
USD
4352118.75000000
0.336239136202
Long
DBT
NUSS
BH
N
2
2031-09-30
Fixed
5.62500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
-19581.24000000
-0.00151282159
N/A
DFE
CO
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
649407.47000000
USD
2307084977.92000000
COP
2021-04-27
-19581.24000000
N
N
N
UBS Switzerland AG
549300WOIFUSNYH0FL22
Long: CS005510 CDS USD R V 03MEVENT 1 CORPORATE / Short: CS005510 CDS USD P F 1.00000 2 CORPORATE
000000000
6050000.00000000
OU
Notional Amount
USD
-12747.35000000
-0.00098484398
N/A
DCR
GB
N
2
UBS Switzerland AG
549300WOIFUSNYH0FL22
China Government International Bond
China Government International Bond
Y
buy protection
2021-06-20
1337.25000000
USD
0.00000000
USD
6050000.00000000
USD
-14084.60000000
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
34105000.00000000
OU
Notional Amount
-214119.22000000
-0.01654257746
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2024-01-02
26151.40000000
BRL
0.00000000
BRL
34105000.00000000
BRL
-207066.82000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
1002.54000000
0.000077454959
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
18181947.63000000
CNY
2754506.67000000
USD
2021-06-16
1002.54000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
-17749.48000000
-0.00137130215
N/A
DFE
CH
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1349088.78000000
USD
1255650.89000000
CHF
2021-06-16
-17749.48000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
-19368.95000000
-0.00149642033
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
205964519.39000000
INR
2781800.64000000
USD
2021-04-27
-19368.95000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-5307.59000000
-0.00041005762
N/A
DFE
IN
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
990625.52000000
USD
72181928.41000000
INR
2021-04-05
-5307.59000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-5817.32000000
-0.00044943871
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1559088551.00000000
KRW
1375391.29000000
USD
2021-04-05
-5817.32000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
27852.07000000
0.002151815356
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
2165177980.00000000
KRW
1946000.00000000
USD
2021-04-05
27852.07000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-9157.12000000
-0.00070746739
N/A
DFE
IN
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1404875.00000000
USD
102246802.50000000
INR
2021-04-05
-9157.12000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-21724.63000000
-0.00167841716
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
27668948.75000000
MXN
1320555.96000000
USD
2021-06-16
-21724.63000000
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBE0
2770000.00000000
PA
USD
3213200.00000000
0.248247728177
Long
DBT
NUSS
QA
N
2
2050-04-16
Fixed
4.40000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-5457.85000000
-0.00042166652
N/A
DFE
NO
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
561755.45000000
USD
4758293.36000000
NOK
2021-06-16
-5457.85000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
12002.10000000
0.000927266917
N/A
DFE
ZA
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
587048.83000000
USD
8934120.03000000
ZAR
2021-06-17
12002.10000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD SEK
000000000
1.00000000
NC
N/A
12531.02000000
0.000968130600
N/A
DFE
XX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
9863765.56000000
SEK
973718.22000000
EUR
2021-04-06
12531.02000000
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
05675M2F0
1950000.00000000
PA
USD
1934234.25000000
0.149436467796
Long
DBT
NUSS
BH
N
2
2028-01-25
Fixed
4.25000000
N
N
N
N
N
N
AGILE GROUP HOLDINGS LTD
549300ZRISRT38EEYY07
Agile Group Holdings Ltd
000000000
200000.00000000
PA
USD
206750.00000000
0.015973240943
Long
DBT
CORP
KY
N
2
2024-07-31
Fixed
7.87500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
2478.18000000
0.000191461021
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
630529219.00000000
KRW
561068.89000000
USD
2021-04-05
2478.18000000
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HS2
19634677.00000000
PA
USD
6522394.27000000
0.503911851052
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.12500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD ILS
000000000
1.00000000
NC
3287.90000000
0.000254018954
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
4616753.70000000
ILS
1384500.00000000
USD
2021-04-22
3287.90000000
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
2660000.00000000
OU
Notional Amount
USD
-5604.62000000
-0.00043300578
N/A
DCR
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
China Government International Bond
China Government International Bond
Y
buy protection
2021-06-20
1122.90000000
USD
0.00000000
USD
2660000.00000000
USD
-6727.52000000
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
72125000.00000000
OU
Notional Amount
179045.40000000
0.013832818931
N/A
DIR
BR
N
2
Credit Suisse Securities (Europe) Limited
DL6FFRRLF74S01HE2M14
N/A
N/A
Y
2022-01-03
1340776.09000000
BRL
0.00000000
BRL
72125000.00000000
BRL
-71267.56000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-12896.68000000
-0.00099638102
N/A
DFE
IN
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1404875.00000000
USD
101972851.88000000
INR
2021-04-05
-12896.68000000
N
N
N
CENTRAL CHN REAL ESTATE
549300JDML9PYG0CIJ22
Central China Real Estate Ltd
000000000
360000.00000000
PA
USD
311062.50000000
0.024032291468
Long
DBT
CORP
KY
N
2
2024-08-13
Fixed
7.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-11733.23000000
-0.00090649436
N/A
DFE
NO
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
2210415.63000000
USD
18806437.22000000
NOK
2021-06-16
-11733.23000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
-21643.97000000
-0.00167218547
N/A
DFE
TW
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
2770627.83000000
USD
78090145.39000000
TWD
2021-04-19
-21643.97000000
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DQ2
3600000.00000000
PA
USD
2966625.00000000
0.229197658596
Long
DBT
NUSS
PE
N
2
2060-12-01
Fixed
2.78000000
N
N
N
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
CTCSIUSTR20210416080 CALL USD TRY 8.0 APR21
000000000
-5591000.00000000
OU
Notional Amount
USD
-287176.12000000
-0.02218686025
N/A
DFE
US
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
Call
Written
Credit Suisse International
E58DKGMJYYYJLN8C3868
Credit Suisse International
E58DKGMJYYYJLN8C3868
FX Contract
N/A
1.00000000
NC
USD
-287176.12000000
-0.02000000
DFE
TR
5591000.00000000
USD
44728000.00000000
TRY
2021-04-16
1.00000000
8.00000000
USD
2021-04-16
XXXX
-259416.80000000
N
N
N
AEROPUERTOS DOMINICANOS
254900KJA5MXNPYB4W32
Aeropuertos Dominicanos Siglo XXI SA
007866AC0
3220000.00000000
PA
USD
3337731.25000000
0.257868853503
Long
DBT
CORP
DO
N
2
2029-03-30
Fixed
6.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
171898.24000000
0.013280638478
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
687626229.00000000
JPY
6386645.44000000
USD
2021-06-16
171898.24000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
143586.21000000
0.011093287199
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
3298457.98000000
EUR
4012409.21000000
USD
2021-04-09
143586.21000000
N
N
N
TRINIDAD & TOBAGO
N/A
Trinidad & Tobago Government International Bond
896292AK5
1560000.00000000
PA
USD
1579987.50000000
0.122067816327
Long
DBT
NUSS
TT
N
2
2030-06-26
Fixed
4.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
72080.54000000
0.005568850460
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
4454554.13000000
EUR
5296910.32000000
USD
2021-04-09
72080.54000000
N
N
N
PERUSAHAAN GAS NEGARA
549300OX1VFDX7ZPN240
Perusahaan Gas Negara Tbk PT
000000000
1730000.00000000
PA
USD
1896512.50000000
0.146522133569
Long
DBT
CORP
ID
N
2
2024-05-16
Fixed
5.12500000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR215536 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR215536 IRS EUR P F .00000 2 CCPVANILLA
000000000
830000.00000000
OU
Notional Amount
52772.51000000
0.004077136722
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2036-06-16
36333.57000000
EUR
0.00000000
EUR
830000.00000000
EUR
9437.46000000
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AH7
1890000.00000000
PA
USD
1827984.38000000
0.141227738540
Long
DBT
NUSS
BM
N
2
2050-08-20
Fixed
3.37500000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAN0
12809000.00000000
PA
USD
11283928.44000000
0.871781899708
Long
DBT
NUSS
MX
N
2
2061-05-24
Fixed
3.77100000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
68205LAS2
4820000.00000000
PA
USD
5041418.75000000
0.389493573844
Long
DBT
NUSS
OM
N
2
2031-01-25
Fixed
6.25000000
N
N
N
N
N
N
Republic of Iraq
N/A
Iraq International Bond
000000000
1790000.00000000
PA
USD
1779371.88000000
0.137471998877
Long
DBT
NUSS
IQ
N
2
2023-03-09
Fixed
6.75200000
N
N
N
N
N
N
MGM CHINA HOLDINGS LTD
529900VZFN87OS7WJM66
MGM China Holdings Ltd
55300RAG6
440000.00000000
PA
USD
446050.00000000
0.034461253315
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
4.75000000
N
N
N
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
48880000.00000000
OU
Notional Amount
-279859.93000000
-0.02162162076
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-12-16
0.00000000
PLN
-36242.16000000
PLN
48880000.00000000
PLN
-270111.88000000
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
750000.00000000
PA
USD
85546.88000000
0.006609242690
Long
DBT
NUSS
LB
N
2
2028-11-03
None
0.00000000
Y
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
680000.00000000
PA
USD
655137.50000000
0.050615086523
Long
DBT
NUSS
BH
N
2
2032-09-16
Fixed
5.45000000
N
N
N
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
50105000.00000000
OU
Notional Amount
-199417.39000000
-0.01540673286
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2023-01-02
0.00000000
BRL
-342380.02000000
BRL
50105000.00000000
BRL
288939.43000000
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CB4
1530000.00000000
PA
USD
1384171.88000000
0.106939351617
Long
DBT
NUSS
BR
N
2
2050-01-14
Fixed
4.75000000
N
N
N
N
N
N
Republic of Uzbekistan
213800L6VDKUM3TCM927
Republic of Uzbekistan Bond
91822Q2A4
1460000.00000000
PA
USD
1596783.75000000
0.123365473150
Long
DBT
NUSS
UZ
N
2
2029-02-20
Fixed
5.37500000
N
N
N
N
N
N
Republic of Paraguay
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AH3
3250000.00000000
PA
USD
3635937.50000000
0.280907887516
Long
DBT
NUSS
PY
N
2
2050-03-30
Fixed
5.40000000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
221597CP0
1080000.00000000
PA
USD
1085737.50000000
0.083882692571
Long
DBT
NUSS
CR
N
2
2031-02-19
Fixed
6.12500000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DR3
2460000.00000000
PA
USD
2403881.25000000
0.185720795194
Long
DBT
NUSS
CO
N
2
2030-01-30
Fixed
3.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SR215189 IRS PLN R F .34500 2 CCPVANILLA / Short: SR215189 IRS PLN P V 06MWIBOR 1 CCPVANILLA
000000000
16745000.00000000
OU
Notional Amount
-22489.38000000
-0.00173750077
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-06-16
87.91000000
PLN
0.00000000
PLN
16745000.00000000
PLN
-4129.31000000
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123DA5
7140000.00000000
PA
USD
6461700.00000000
0.499222689270
Long
DBT
NUSS
TR
N
2
2031-01-15
Fixed
5.95000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-29042.10000000
-0.00224375555
N/A
DFE
ID
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
2238767.25000000
USD
32182279274.84000000
IDR
2021-04-05
-29042.10000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-13681.69000000
-0.00105702989
N/A
DFE
BR
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
551677.59000000
USD
3029151.31000000
BRL
2021-04-05
-13681.69000000
N
N
N
DEBT AND ASSET TRADING C
N/A
Viet Nam Debt & Asset Trading Corp
000000000
4680000.00000000
PA
USD
4049662.50000000
0.312871752617
Long
DBT
NUSS
VN
N
2
2025-10-10
Fixed
1.00000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SS006039 CDS USD R F 1.00000 2 CCPCORPORATE / Short: SS006039 CDS USD P V 03MEVENT 1 CCPCORPORATE
000000000
7030000.00000000
OU
Notional Amount
USD
-1177650.84000000
-0.09098379983
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Turkey Government International Bond
Turkey Government International Bond
Y
sell protection
2026-06-20
0.00000000
USD
-1189111.25000000
USD
7030000.00000000
USD
11460.41000000
N
N
N
Vedanta Resources Ltd
2138007MYEKPEAZQTW83
Vedanta Resources Ltd
000000000
620000.00000000
PA
USD
498325.00000000
0.038499953051
Long
DBT
CORP
GB
N
2
2024-08-09
Fixed
6.12500000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SS006031 CDS USD R F 5.00000 2 CCPCORPORATE / Short: SS006031 CDS USD P V 03MEVENT 1 CCPCORPORATE
000000000
560000.00000000
OU
Notional Amount
USD
-215034.18000000
-0.01661326611
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Argentine Republic Government International Bond
Argentine Republic Government International Bond
Y
sell protection
2025-12-20
0.00000000
USD
-111695.84000000
USD
560000.00000000
USD
-103338.34000000
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
290000.00000000
PA
USD
279140.95000000
0.021566073284
Long
DBT
NUSS
SV
N
2
2041-02-01
Fixed
7.62500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
26840.52000000
0.002073664295
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
4999266932.21000000
COP
1391623.13000000
USD
2021-04-27
26840.52000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
24569.60000000
0.001898215916
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
271885569.00000000
JPY
2481863.99000000
USD
2021-06-16
24569.60000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
-29149.03000000
-0.00225201682
N/A
DFE
TW
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1282466.12000000
USD
35639733.47000000
TWD
2021-04-08
-29149.03000000
N
N
N
FANTASIA HOLDINGS GROUP
5493005JQNLB3I01JW62
Fantasia Holdings Group Co Ltd
000000000
450000.00000000
PA
USD
415687.50000000
0.032115485343
Long
DBT
CORP
KY
N
2
2023-10-19
Fixed
9.87500000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
1050000.00000000
PA
USD
1069096.88000000
0.082597059523
Long
DBT
NUSS
UA
N
2
2021-09-01
Fixed
7.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-24031.59000000
-0.00185664995
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
12789065.22000000
MXN
596393.64000000
USD
2021-06-16
-24031.59000000
N
N
N
SINO OCEAN LAND IV
213800EAGXDYG9QWS896
Sino-Ocean Land Treasure IV Ltd
000000000
320000.00000000
PA
USD
322500.00000000
0.024915938110
Long
DBT
CORP
VG
N
2
2030-01-14
Fixed
4.75000000
N
N
N
N
N
N
Russian Federation
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
2400000.00000000
PA
USD
2769000.00000000
0.213929403498
Long
DBT
NUSS
RU
N
2
2035-03-28
Fixed
5.10000000
N
N
N
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
4500000.00000000
PA
5166329.91000000
0.399144050532
Long
DBT
NUSS
RU
N
2
2032-11-20
Fixed
1.85000000
N
N
N
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
370000.00000000
PA
USD
381100.00000000
0.029443299268
Long
DBT
NUSS
SV
N
2
2032-04-10
Fixed
8.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
431312.18000000
0.033322628165
N/A
DFE
MX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
12219133.89000000
USD
260768536.45000000
MXN
2021-06-16
431312.18000000
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
570000.00000000
PA
USD
579796.88000000
0.044794366445
Long
DBT
NUSS
CI
N
2
2033-06-15
Fixed
6.12500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
-6362.19000000
-0.00049153467
N/A
DFE
NZ
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1323875.05000000
USD
1886829.50000000
NZD
2021-06-16
-6362.19000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Long: CS005468 CDS USD R V 03MEVENT 1 CORPORATE / Short: CS005468 CDS USD P F 1.00000 2 CORPORATE
000000000
5820000.00000000
OU
Notional Amount
USD
-12262.74000000
-0.00094740363
N/A
DCR
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
China Government International Bond
China Government International Bond
Y
buy protection
2021-06-20
2393.91000000
USD
0.00000000
USD
5820000.00000000
USD
-14656.65000000
N
N
N
Corp Lindley SA
549300XI785GPWS6HA82
Corp Lindley SA
21988VAA1
815000.00000000
PA
USD
827734.38000000
0.063949701036
Long
DBT
CORP
PE
N
2
2021-11-23
Fixed
6.75000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAL5
800000.00000000
PA
USD
794000.00000000
0.061343425922
Long
DBT
NUSS
GH
N
2
2029-04-07
Fixed
7.75000000
N
N
N
N
N
N
AXIATA SPV5 LABUAN LTD
2549002DHJ9LDV9BRC77
Axiata Spv5 Labuan Ltd
000000000
360000.00000000
PA
USD
325800.00000000
0.025170891895
Long
DBT
CORP
MY
N
2
2050-08-19
Fixed
3.06400000
N
N
N
N
N
N
CHINA SCE GRP HLDGS LTD
549300Q8UEI2ERAP6P49
China SCE Group Holdings Ltd
000000000
660000.00000000
PA
USD
653400.00000000
0.050480849493
Long
DBT
CORP
KY
N
2
2024-09-29
Fixed
5.95000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
-4567.91000000
-0.00035291089
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
401313138.00000000
CLP
552643.51000000
USD
2021-05-17
-4567.91000000
N
N
N
SASOL Financing USA LLC
549300XRB1PFMESFEL85
SASOL Financing USA LLC
80386WAA3
4800000.00000000
PA
USD
5069880.00000000
0.391692453669
Long
DBT
CORP
US
N
2
2024-03-27
Fixed
5.87500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD NOK
000000000
1.00000000
NC
N/A
-35199.92000000
-0.00271950086
N/A
DFE
XX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
11599487.94000000
NOK
1124537.12000000
EUR
2021-06-16
-35199.92000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-3596.95000000
-0.00027789576
N/A
DFE
CA
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1320555.96000000
USD
1654854.70000000
CAD
2021-06-16
-3596.95000000
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
36321PAB6
580000.00000000
PA
USD
553900.00000000
0.042793606572
Long
DBT
CORP
JE
N
2
2036-03-31
Fixed
2.62500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
-120294.81000000
-0.00929382338
N/A
DFE
TR
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1134291.32000000
USD
8495705.87000000
TRY
2021-04-19
-120294.81000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-8965.35000000
-0.00069265149
N/A
DFE
IN
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1404875.00000000
USD
102260851.25000000
INR
2021-04-05
-8965.35000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR215531 IRS EUR R V 06MLIBOR CCPVANILLA / Short: BR215531 IRS EUR P F .00000 CCPVANILLA
000000000
21460000.00000000
OU
Notional Amount
47669.70000000
0.003682900139
N/A
DIR
ER
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-06-16
56334.22000000
EUR
0.00000000
EUR
21460000.00000000
EUR
-19520.11000000
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEB0
360000.00000000
PA
USD
376987.50000000
0.029125572770
Long
DBT
NUSS
DO
N
2
2049-06-05
Fixed
6.40000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
-145184.29000000
-0.01121675281
N/A
DFE
TR
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1370568.50000000
USD
10660802.61000000
TRY
2021-06-16
-145184.29000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-26355.98000000
-0.00203622935
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
15890358.41000000
MXN
744519.70000000
USD
2021-06-16
-26355.98000000
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
2120000.00000000
PA
USD
2247200.00000000
0.173615801929
Long
DBT
NUSS
SV
N
2
2052-07-15
Fixed
9.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-9824.46000000
-0.00075902523
N/A
DFE
IN
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
3319720.29000000
USD
242474693.60000000
INR
2021-04-05
-9824.46000000
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
2600000.00000000
PA
3504848.53000000
0.270780121118
Long
DBT
NUSS
RO
N
2
2030-05-26
Fixed
3.62400000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-13298.36000000
-0.00102741430
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
5621598.13000000
CAD
4460456.54000000
USD
2021-06-16
-13298.36000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
-153868.04000000
-0.01188764825
N/A
DFE
TW
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
5359919.03000000
USD
148040963.56000000
TWD
2021-04-08
-153868.04000000
N
N
N
Banco de Bogota SA
549300LYHE7LWSKDZT53
Banco de Bogota SA
059514AC3
6870000.00000000
PA
USD
7696461.00000000
0.594618747122
Long
DBT
CORP
CO
N
2
2026-05-12
Fixed
6.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
364134.86000000
0.028132594219
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
19611274.58000000
TRY
2650172.24000000
USD
2021-05-25
364134.86000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
-33289.80000000
-0.00257192743
N/A
DFE
TW
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1424962.36000000
USD
39574054.66000000
TWD
2021-04-08
-33289.80000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-8863.00000000
-0.00068474406
N/A
DFE
ID
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
584261.83000000
USD
8380067427.69000000
IDR
2021-04-05
-8863.00000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-1865.29000000
-0.00014410992
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
8045651364.00000000
IDR
549566.35000000
USD
2021-04-12
-1865.29000000
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
14798455.00000000
PA
USD
6770293.16000000
0.523064202683
Long
DBT
NUSS
EC
N
2
2035-07-31
Variable
0.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) JUN21 XCBT 20210621
000000000
181.00000000
NC
USD
-971328.90000000
-0.07504363025
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury Long Bond
USM1 Comdty
2021-06-21
28998047.65000000
USD
-971328.90000000
N
N
N
HUARONG FINANCE 2019
549300M6T6OW4AGYHK10
Huarong Finance 2019 Co Ltd
000000000
1690000.00000000
PA
USD
1709012.50000000
0.132036123039
Long
DBT
CORP
VG
N
2
2029-11-13
Fixed
3.87500000
N
N
N
N
N
N
FPC RESOURCES
254900BC87JWWVVVS513
FPC Resources Ltd
000000000
380000.00000000
PA
USD
406243.75000000
0.031385873280
Long
DBT
CORP
VG
N
2
2027-09-11
Fixed
4.37500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
24577.59000000
0.001898833213
N/A
DFE
ZA
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1357596.19000000
USD
20613450.02000000
ZAR
2021-06-17
24577.59000000
N
N
N
AKBANK TAS
789000TUMN63Z28TJ497
Akbank TAS
000000000
564000.00000000
PA
USD
519408.75000000
0.040128856648
Long
DBT
CORP
TR
N
2
2028-04-27
Fixed
6.79700000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
1059000.00000000
PA
1274488.91000000
0.098465385439
Long
DBT
NUSS
EG
N
2
2031-04-11
Fixed
6.37500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-6053.66000000
-0.00046769804
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
11552366.53000000
MXN
554376.64000000
USD
2021-06-16
-6053.66000000
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
05675M2D5
6010000.00000000
PA
USD
5790259.38000000
0.447348044516
Long
DBT
NUSS
BH
N
2
2032-09-16
Fixed
5.45000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
000000000
580000.00000000
PA
671323.85000000
0.051865623252
Long
DBT
NUSS
PE
N
2
2033-03-11
Fixed
1.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
-37884.40000000
-0.00292690035
N/A
DFE
CO
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
2223917.47000000
USD
8007548430.56000000
COP
2021-04-27
-37884.40000000
N
N
N
INDIA GREEN POWER HOLD
254900I7N0GT4VVL6V29
India Green Power Holdings
45410LAA0
670000.00000000
PA
USD
669790.63000000
0.051747168633
Long
DBT
CORP
MU
N
2
2027-02-22
Fixed
4.00000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HV5
1434455.00000000
PA
USD
492197.37000000
0.038026540183
Long
DBT
NUSS
AR
N
2
2041-07-09
Variable
0.12500000
N
N
N
N
N
N
NORTH MACEDONIA
635400RD1N6RVNCE4958
North Macedonia Government International Bond
000000000
2700000.00000000
PA
3087132.78000000
0.238507935770
Long
DBT
NUSS
MK
N
2
2028-03-10
Fixed
1.62500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-4738.33000000
-0.00036607732
N/A
DFE
KR
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1166353.38000000
USD
1311214470.00000000
KRW
2021-04-05
-4738.33000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-14558.76000000
-0.00112479120
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
23075827.10000000
MXN
1104899.55000000
USD
2021-06-16
-14558.76000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-51575.10000000
-0.00398462635
N/A
DFE
ID
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1390755.93000000
USD
19620784685.18000000
IDR
2021-05-10
-51575.10000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
4979.47000000
0.000384707492
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
10825062.36000000
TRY
1266830.00000000
USD
2021-05-25
4979.47000000
N
N
N
RED SUN PROPERTIES GRP
549300TYWIIKAOK07L47
Redsun Properties Group Ltd
000000000
220000.00000000
PA
USD
227562.50000000
0.017581188112
Long
DBT
CORP
KY
N
2
2023-04-16
Fixed
9.70000000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SAV8
200000.00000000
PA
USD
136062.50000000
0.010512014974
Long
DBT
NUSS
LK
N
2
2023-04-18
Fixed
5.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
-19678.63000000
-0.00152034582
N/A
DFE
RU
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
556900.00000000
USD
40628082.60000000
RUB
2021-04-02
-19678.63000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-701.46000000
-0.00005419390
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1931829.28000000
NZD
1348233.31000000
USD
2021-06-16
-701.46000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AW4
810000.00000000
PA
USD
836831.25000000
0.064652513593
Long
DBT
NUSS
ZA
N
2
2027-09-27
Fixed
4.85000000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
000000000
6002000.00000000
PA
USD
6834777.50000000
0.528046180434
Long
DBT
CORP
KZ
N
2
2027-04-19
Fixed
4.75000000
N
N
N
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
000000000
5290000.00000000
PA
5905035.63000000
0.456215511002
Long
DBT
NUSS
TR
N
2
2025-06-14
Fixed
3.25000000
N
N
N
N
N
N
BANCO NACIONAL DE PANAMA
529900H2Q7WMDKKIW109
Banco Nacional de Panama
059626AC5
1990000.00000000
PA
USD
1846720.00000000
0.142675228613
Long
DBT
CORP
PA
N
2
2030-08-11
Fixed
2.50000000
N
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
000000000
580000.00000000
PA
USD
641262.50000000
0.049543121744
Long
DBT
NUSS
PK
N
2
2025-09-30
Fixed
8.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
-64968.79000000
-0.00501940573
N/A
DFE
TR
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
561654.48000000
USD
4125969.98000000
TRY
2021-04-08
-64968.79000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
17848.68000000
0.001378966220
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
11611416.10000000
NOK
1375352.81000000
USD
2021-06-16
17848.68000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED SEK / SOLD NOK
000000000
1.00000000
NC
N/A
-5984.93000000
-0.00046238804
N/A
DFE
SE
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
11223388.27000000
NOK
11399034.30000000
SEK
2021-06-16
-5984.93000000
N
N
N
Kingdom Of Bahrain
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
1140000.00000000
PA
USD
1125037.50000000
0.086918960378
Long
DBT
NUSS
BH
N
2
2031-09-30
Fixed
5.62500000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SS006017 CDS USD R F 1.00000 2 CCPCORPORATE / Short: SS006017 CDS USD P V 03MEVENT 1 CCPCORPORATE
000000000
2310000.00000000
OU
Notional Amount
USD
39442.79000000
0.003047299580
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Saudi Government International Bond
Saudi Government International Bond
Y
sell protection
2025-12-20
83.45000000
USD
0.00000000
USD
2310000.00000000
USD
39359.34000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
25169.80000000
0.001944586601
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1153267.09000000
EUR
1379826.41000000
USD
2021-06-16
25169.80000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-14414.30000000
-0.00111363040
N/A
DFE
XX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
2039347.16000000
USD
1726405.15000000
EUR
2021-04-09
-14414.30000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
-913.85000000
-0.00007060288
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
78536475.31000000
INR
1071146.69000000
USD
2021-04-05
-913.85000000
N
N
N
MTN MAURITIUS INVSTMENTS
2549009PQD415OQIR074
MTN Mauritius Investments Ltd
000000000
1790000.00000000
PA
USD
1868312.50000000
0.144343437585
Long
DBT
CORP
MU
N
2
2024-11-11
Fixed
4.75500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
-5355.35000000
-0.00041374750
N/A
DFE
SG
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
2024880.33000000
USD
2716751.56000000
SGD
2021-04-06
-5355.35000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
2870.26000000
0.000221752621
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
4797715.90000000
TRY
575496.86000000
USD
2021-04-19
2870.26000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-100430.19000000
-0.00775910821
N/A
DFE
XX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
5573363.06000000
USD
4659301.33000000
EUR
2021-06-16
-100430.19000000
N
N
N
STATE OF MINAS GERAIS
N/A
Brazil Minas SPE via State of Minas Gerais
105860AA8
2450000.00000000
PA
USD
2655953.13000000
0.205195546703
Long
DBT
CORP
KY
N
2
2028-02-15
Fixed
5.33300000
N
N
N
N
N
N
REPUBLIC OF ARMENIA
5299000H77JSW90G7935
Republic of Armenia International Bond
042207AC4
2100000.00000000
PA
USD
1981087.50000000
0.153056290052
Long
DBT
NUSS
AM
N
2
2029-09-26
Fixed
3.95000000
N
N
N
N
N
N
BNQ CEN TUNISIA INT BOND
254900B5LFB16S9T2T11
Banque Centrale de Tunisie International Bond
000000000
850000.00000000
PA
908952.45000000
0.070224505394
Long
DBT
NUSS
TN
N
2
2023-10-31
Fixed
6.75000000
N
N
N
N
N
N
Banco de Bogota SA
549300LYHE7LWSKDZT53
Banco de Bogota SA
000000000
1980000.00000000
PA
USD
2218194.00000000
0.171374835415
Long
DBT
CORP
CO
N
2
2026-05-12
Fixed
6.25000000
N
N
N
N
N
N
Yapi ve Kredi Bankasi AS
B85ZYWEZ5IZCZ2WNIO12
Yapi ve Kredi Bankasi AS
000000000
1820000.00000000
PA
USD
1818862.50000000
0.140522993741
Long
DBT
CORP
TR
N
2
2023-03-16
Fixed
6.10000000
N
N
N
N
N
N
BANCO SANTANDER MEXICO
SCRYQ25DTVRHYYMM6P89
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand
05969BAC7
1090000.00000000
PA
USD
1172404.00000000
0.090578435673
Long
DBT
CORP
MX
N
2
2028-10-01
Fixed
5.95000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SR215530 IRS EUR R F .00000 CCPVANILLA / Short: SR215530 IRS EUR P V 06MLIBOR CCPVANILLA
000000000
35750000.00000000
OU
Notional Amount
-9118.47000000
-0.00070448134
N/A
DIR
ER
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-06-16
0.00000000
EUR
-28132.74000000
EUR
35750000.00000000
EUR
24435.44000000
N
N
N
Republic of Paraguay
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AC4
1010000.00000000
PA
USD
1134040.63000000
0.087614530704
Long
DBT
NUSS
PY
N
2
2026-04-15
Fixed
5.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
-10858.89000000
-0.00083894397
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
4790187.44000000
TRY
539739.43000000
USD
2021-06-16
-10858.89000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD NOK
000000000
1.00000000
NC
N/A
-4588.57000000
-0.00035450705
N/A
DFE
XX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
4613941.24000000
NOK
455321.95000000
EUR
2021-06-16
-4588.57000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
-31794.51000000
-0.00245640323
N/A
DFE
TW
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1387564.59000000
USD
38513242.76000000
TWD
2021-04-19
-31794.51000000
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAF7
820000.00000000
PA
USD
906612.50000000
0.070043723846
Long
DBT
NUSS
MX
N
2
2029-04-22
Fixed
4.50000000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
000000000
400000.00000000
PA
USD
450125.00000000
0.034776082611
Long
DBT
NUSS
PY
N
2
2031-04-28
Fixed
4.95000000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SAQ9
6010000.00000000
PA
USD
3750615.63000000
0.289767773376
Long
DBT
NUSS
LK
N
2
2025-11-03
Fixed
6.85000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
11035.33000000
0.000852575501
N/A
DFE
CA
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1340122.60000000
USD
1697828.12000000
CAD
2021-06-16
11035.33000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Long: CS005527 CDS USD R V 03MEVENT 1 CORPORATE / Short: CS005527 CDS USD P F 1.00000 2 CORPORATE
000000000
6280000.00000000
OU
Notional Amount
USD
-13231.96000000
-0.00102228433
N/A
DCR
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
China Government International Bond
China Government International Bond
Y
buy protection
2021-06-20
0.00000000
USD
0.00000000
USD
6280000.00000000
USD
-13231.96000000
N
N
N
Intercontinental Exchange, Inc.
5R6J7JCQRIPQR1EEP713
Long: BR215535 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR215535 IRS EUR P F .00000 2 CCPVANILLA
000000000
22460000.00000000
OU
Notional Amount
249802.85000000
0.019299449148
N/A
DIR
US
N
2
Intercontinental Exchange, Inc.
5R6J7JCQRIPQR1EEP713
N/A
N/A
Y
2031-06-16
117224.34000000
EUR
0.00000000
EUR
22460000.00000000
EUR
109989.40000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD RUB
000000000
1.00000000
NC
20304.55000000
0.001568703600
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
40580746.10000000
RUB
556900.00000000
USD
2021-04-02
20304.55000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
-18062.27000000
-0.00139546791
N/A
DFE
RU
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
556900.00000000
USD
40750322.15000000
RUB
2021-04-02
-18062.27000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
1460.01000000
0.000112798507
N/A
DFE
SG
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1368550.00000000
USD
1842996.18000000
SGD
2021-04-06
1460.01000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR215538 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR215538 IRS EUR P F .00000 2 CCPVANILLA
000000000
810000.00000000
OU
Notional Amount
134449.38000000
0.010387387383
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2051-06-16
92972.98000000
EUR
0.00000000
EUR
810000.00000000
EUR
23560.53000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
2806.63000000
0.000216836649
N/A
DFE
NO
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
717113.23000000
USD
6157836.96000000
NOK
2021-06-16
2806.63000000
N
N
N
Grupo Aval Ltd
549300J4FW1ELLQ80113
Grupo Aval Ltd
000000000
590000.00000000
PA
USD
615075.00000000
0.047519908940
Long
DBT
CORP
KY
N
2
2022-09-26
Fixed
4.75000000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AK6
13049000.00000000
PA
USD
12465872.81000000
0.963097412183
Long
DBT
NUSS
PY
N
2
2033-01-29
Fixed
2.73900000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SS006003 CDS USD R F 1.00000 2 CCPCORPORATE / Short: SS006003 CDS USD P V 03MEVENT 1 CCPCORPORATE
000000000
22960000.00000000
OU
Notional Amount
USD
209264.33000000
0.016167494868
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Indonesia Government International Bond
Indonesia Government International Bond
Y
sell protection
2025-12-20
113991.57000000
USD
0.00000000
USD
22960000.00000000
USD
95272.76000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-20772.09000000
-0.00160482514
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
15775255.66000000
MXN
744519.70000000
USD
2021-06-16
-20772.09000000
N
N
N
ITAU UNIBANCO HLDG SA/KY
5493002W2IVG62O3ZJ94
Itau Unibanco Holding SA/Cayman Island
46556M2A9
720000.00000000
PA
USD
698760.00000000
0.053985305160
Long
DBT
CORP
BR
N
2
2031-04-15
Fixed
3.87500000
N
N
N
N
N
N
HONDURAS GOVERNMENT
5493002DW1JNBNG17615
Honduras Government International Bond
438180AJ0
1170000.00000000
PA
USD
1221187.50000000
0.094347386578
Long
DBT
NUSS
HN
N
2
2030-06-24
Fixed
5.62500000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AL8
6260000.00000000
PA
USD
5860925.00000000
0.452807580065
Long
DBT
NUSS
MA
N
2
2032-12-15
Fixed
3.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
22905.33000000
0.001769636541
N/A
DFE
MX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1105148.84000000
USD
23253016.79000000
MXN
2021-06-16
22905.33000000
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAN1
1410000.00000000
PA
USD
1350075.00000000
0.104305070216
Long
DBT
NUSS
GH
N
2
2042-05-07
Fixed
8.87500000
N
N
N
N
N
N
ROYAL CAPITAL BV
72450057BWJ6BYW0TI63
Royal Capital BV
000000000
460000.00000000
PA
USD
481418.75000000
0.037193797768
Long
DBT
CORP
NL
N
2
2026-02-05
Fixed
5.00000000
N
N
N
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
243090000.00000000
OU
Notional Amount
-49177.15000000
-0.00379936380
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2021-12-16
0.00000000
PLN
-32078.63000000
PLN
243090000.00000000
PLN
-40537.91000000
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CL9
2940000.00000000
PA
USD
2632020.30000000
0.203346526824
Long
DBT
NUSS
PH
N
2
2045-12-10
Fixed
2.65000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
CTMSIUSTR202105240790 CALL USD TRY 7.9 MAY21
000000000
-5567000.00000000
OU
Notional Amount
USD
-497127.53000000
-0.03840743804
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Call
Written
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
FX Contract
N/A
1.00000000
NC
USD
-497127.53000000
-0.04000000
DFE
TR
5567000.00000000
USD
43979300.00000000
TRY
2021-05-24
1.00000000
7.90000000
USD
2021-05-24
XXXX
-419968.91000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW89
2850000.00000000
PA
USD
2844656.25000000
0.219774508747
Long
DBT
NUSS
EG
N
2
2049-03-01
Fixed
8.70000000
N
N
N
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CM0
7640000.00000000
PA
USD
6197950.00000000
0.478845701125
Long
DBT
NUSS
TR
N
2
2047-05-11
Fixed
5.75000000
N
N
N
N
N
N
CHINA SCE GRP HLDGS LTD
549300Q8UEI2ERAP6P49
China SCE Group Holdings Ltd
000000000
510000.00000000
PA
USD
484340.63000000
0.037419538485
Long
DBT
CORP
KY
N
2
2026-02-04
Fixed
6.00000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAB7
4640000.00000000
PA
USD
4471800.00000000
0.345485556723
Long
DBT
NUSS
GH
N
2
2032-03-26
Fixed
8.12500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
-27998.10000000
-0.00216309744
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
8344628.25000000
TRY
945299.15000000
USD
2021-05-24
-27998.10000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
-7577.75000000
-0.00058544728
N/A
DFE
CO
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
597581.73000000
USD
2161214084.72000000
COP
2021-04-27
-7577.75000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-81941.78000000
-0.00633071726
N/A
DFE
XX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
5698024.02000000
USD
4788919.49000000
EUR
2021-04-01
-81941.78000000
N
N
N
DP WORLD CRESCENT LTD
21380096JRTWB8TL9236
DP World Crescent Ltd
000000000
1390000.00000000
PA
USD
1456025.00000000
0.112490631899
Long
DBT
CORP
KY
N
2
2029-07-18
Fixed
3.87500000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
12551936.00000000
PA
USD
5491472.00000000
0.424264113142
Long
DBT
NUSS
EC
N
2
2040-07-31
Variable
0.50000000
N
N
N
N
N
N
SHARJAH SUKUK PROGRAM
549300N3BQ9P6RRMVV02
Sharjah Sukuk Program Ltd
000000000
1370000.00000000
PA
USD
1482168.75000000
0.114510464634
Long
DBT
CORP
KY
N
2
2028-03-14
Fixed
4.22600000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
459.99000000
0.000035538239
N/A
DFE
NO
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
566386.21000000
USD
4848520.83000000
NOK
2021-06-16
459.99000000
N
N
N
SoftBank Group Corp
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
1310000.00000000
PA
USD
1311637.50000000
0.101335438057
Long
DBT
CORP
JP
N
2
2023-07-19
Fixed
6.00000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PTDEUUSRU202104010717 PUT USD RUB 71.7 APR21
000000000
27485000.00000000
OU
Notional Amount
USD
27.49000000
0.000002123842
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
Put
Purchased
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
FX Contract
N/A
1.00000000
NC
USD
27.49000000
0.00000000
DFE
US
1970674500.00000000
RUB
27485000.00000000
USD
2021-04-01
1.00000000
71.70000000
USD
2021-04-01
XXXX
-148858.76000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
93030.82000000
0.007187442336
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
69389317789.20000000
IDR
4857495.12000000
USD
2021-04-05
93030.82000000
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
2010000.00000000
PA
USD
1867415.63000000
0.144274146554
Long
DBT
NUSS
AO
N
2
2049-11-26
Fixed
9.12500000
N
N
N
N
N
N
REDE D'OR FINANCE SARL
549300FDE772OLJUCP79
Rede D'or Finance Sarl
75735GAA6
980000.00000000
PA
USD
957048.40000000
0.073940337064
Long
DBT
CORP
LU
N
2
2030-01-22
Fixed
4.50000000
N
N
N
N
N
N
IQIYI INC
222100XL8T2Q5B8MS302
iQIYI Inc
46267XAD0
550000.00000000
PA
USD
507650.00000000
0.039220390641
Long
DBT
CORP
KY
N
2
2025-04-01
Fixed
2.00000000
N
N
N
N
Y
iQIYI Inc
iQIYI Inc
USD
XXXX
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PED6
4750000.00000000
PA
USD
4772265.63000000
0.368699147549
Long
DBT
NUSS
DO
N
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
21756.32000000
0.001680865496
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1156342.34000000
EUR
1380025.20000000
USD
2021-06-16
21756.32000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
-57512.86000000
-0.00444337010
N/A
DFE
TR
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
567145.66000000
USD
4269926.25000000
TRY
2021-04-19
-57512.86000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
10511.19000000
0.000812081114
N/A
DFE
CA
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1385607.61000000
USD
1754324.72000000
CAD
2021-06-16
10511.19000000
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
3532360.00000000
PA
USD
1430605.80000000
0.110526776972
Long
DBT
NUSS
EC
N
2
2030-07-31
None
0.00000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
2320000.00000000
PA
2780178.56000000
0.214793044767
Long
DBT
NUSS
RO
N
2
2031-07-16
Fixed
2.12400000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
16657.72000000
0.001286954172
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
2686519200.31000000
COP
750068.18000000
USD
2021-04-27
16657.72000000
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SS005868 CDS USD R F 1.00000 2 CCPCORPORATE / Short: SS005868 CDS USD P V 03MEVENT 1 CCPCORPORATE
000000000
17110000.00000000
OU
Notional Amount
USD
342253.04000000
0.026442032752
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Saudi Government International Bond
Saudi Government International Bond
Y
sell protection
2024-06-20
54134.74000000
USD
0.00000000
USD
17110000.00000000
USD
288118.30000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-5473.87000000
-0.00042290420
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
64327592567.35000000
IDR
4411438.25000000
USD
2021-04-05
-5473.87000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR215754 IRS KRW R V 03MLIBOR CCPNDF / Short: BR215754 IRS KRW P F 1.00000 CCPNDF
000000000
133013300000.00000000
OU
Notional Amount
370733.07000000
0.028642363496
N/A
DIR
KR
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-06-16
505691444.00000000
KRW
0.00000000
KRW
133013300000.00000000
KRW
-73571.20000000
N
N
N
Barclays Capital Securities Limited
K9WDOH4D2PYBSLSOB484
Long: CS005490 CDS USD R V 03MEVENT 1 CORPORATE / Short: CS005490 CDS USD P F 1.00000 2 CORPORATE
000000000
1210000.00000000
OU
Notional Amount
USD
-2549.47000000
-0.00019696879
N/A
DCR
GB
N
2
Barclays Capital Securities Limited
K9WDOH4D2PYBSLSOB484
China Government International Bond
China Government International Bond
Y
buy protection
2021-06-20
497.64000000
USD
0.00000000
USD
1210000.00000000
USD
-3047.11000000
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CX6
5380000.00000000
PA
USD
4993312.50000000
0.385776946409
Long
DBT
NUSS
TR
N
2
2025-03-13
Fixed
4.25000000
N
N
N
N
N
N
TURKIYE VAKIFLAR BANKASI
789000KAIHOLSQKQ9858
Turkiye Vakiflar Bankasi TAO
000000000
900000.00000000
PA
USD
842906.25000000
0.065121860335
Long
DBT
CORP
TR
N
2
2025-02-05
Fixed
5.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
-59240.89000000
-0.00457687550
N/A
DFE
TR
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
583332.61000000
USD
4496036.09000000
TRY
2021-05-25
-59240.89000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
4156.97000000
0.000321162193
N/A
DFE
CA
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1311676.08000000
USD
1653439.84000000
CAD
2021-06-16
4156.97000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Long: CS005472 CDS USD R V 03MEVENT 1 CORPORATE / Short: CS005472 CDS USD P F 1.00000 2 CORPORATE
000000000
3070000.00000000
OU
Notional Amount
USD
-6468.49000000
-0.00049974727
N/A
DCR
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
China Government International Bond
China Government International Bond
Y
buy protection
2021-06-20
1261.68000000
USD
0.00000000
USD
3070000.00000000
USD
-7730.17000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
36478.06000000
0.002818248326
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
5915054.50000000
EUR
6977380.54000000
USD
2021-04-30
36478.06000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Long: CS005521 CDS USD R V 03MEVENT 1 CORPORATE / Short: CS005521 CDS USD P F 1.00000 2 CORPORATE
000000000
2380000.00000000
OU
Notional Amount
USD
-5014.66000000
-0.00038742622
N/A
DCR
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
China Government International Bond
China Government International Bond
Y
buy protection
2021-06-20
234.84000000
USD
0.00000000
USD
2380000.00000000
USD
-5249.50000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-66182.33000000
-0.00511316228
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
24086723.52000000
MXN
1102316.76000000
USD
2021-06-16
-66182.33000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-11448.11000000
-0.00088446635
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1668611.10000000
CAD
1316458.46000000
USD
2021-06-16
-11448.11000000
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
000000000
200000.00000000
PA
USD
213500.00000000
0.016494737322
Long
DBT
NUSS
MN
N
2
2026-04-07
Fixed
5.12500000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SAW6
1690000.00000000
PA
USD
1027731.25000000
0.079401203781
Long
DBT
NUSS
LK
N
2
2028-04-18
Fixed
6.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
-12289.97000000
-0.00094950738
N/A
DFE
CN
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1391674.27000000
USD
9108355.01000000
CNY
2021-06-16
-12289.97000000
N
N
N
PETRONAS CAPITAL LTD
549300G7YFX3540OYR85
Petronas Capital Ltd
716743AR0
4410000.00000000
PA
USD
5172224.40000000
0.399599451301
Long
DBT
CORP
MY
N
2
2050-04-21
Fixed
4.55000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
15381.59000000
0.001188361998
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
8462025.77000000
TRY
1001778.83000000
USD
2021-05-25
15381.59000000
N
N
N
PTTEP TREASURY CENTER CO
2549006WFOUPZX6TZG08
PTTEP Treasury Center Co Ltd
69371MAE7
1040000.00000000
PA
USD
1048450.00000000
0.081001907944
Long
DBT
CORP
TH
N
2
2030-01-15
Fixed
2.99300000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
28858.32000000
0.002229556946
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1322879.43000000
EUR
1582745.87000000
USD
2021-06-16
28858.32000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
1173.45000000
0.000090659248
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
22777588.80000000
SEK
2611135.62000000
USD
2021-06-16
1173.45000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
19677.85000000
0.001520285558
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
18085318.77000000
CNY
2758548.34000000
USD
2021-06-16
19677.85000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-5326.50000000
-0.00041151858
N/A
DFE
NO
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
561755.45000000
USD
4759416.87000000
NOK
2021-06-16
-5326.50000000
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
Kenya Government International Bond
491798AG9
750000.00000000
PA
USD
789140.63000000
0.060967997202
Long
DBT
NUSS
KE
N
2
2028-02-28
Fixed
7.25000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
9860000.00000000
PA
USD
10621068.75000000
0.820570206647
Long
DBT
NUSS
UA
N
2
2024-09-01
Fixed
7.75000000
N
N
N
N
N
N
JP MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
JPMorgan Chase Bank NA
000000000
78475000.00000000
PA
4727597.62000000
0.365248154145
Long
SN
CORP
US
N
2
2021-09-02
None
0.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
15080.43000000
0.001165094761
N/A
DFE
MX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
753755.13000000
USD
15848304.61000000
MXN
2021-06-16
15080.43000000
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SX003033 CDS USD R F 1.00000 2 CCPCDX / Short: SX003033 CDS USD P V 03MEVENT 1 CCPCDX
000000000
28520000.00000000
OU
Notional Amount
USD
-1189264.04000000
-0.09188102083
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.EM.S35.V1
2I65BZEA6
Y
sell protection
2026-06-20
0.00000000
USD
-950532.49000000
USD
28520000.00000000
USD
-238731.55000000
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
4460000.00000000
PA
5279275.58000000
0.407870088745
Long
DBT
NUSS
CI
N
2
2048-03-22
Fixed
6.62500000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
3990000.00000000
PA
USD
455109.38000000
0.035161169443
Long
DBT
NUSS
LB
N
2
2025-02-26
None
0.00000000
Y
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
-7691.66000000
-0.00059424782
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
68055388.80000000
TWD
2391264.54000000
USD
2021-05-03
-7691.66000000
N
N
N
REPUBLIC OF GABON
N/A
Gabon Government International Bond
362420AD3
2760000.00000000
PA
USD
2659950.00000000
0.205504339774
Long
DBT
NUSS
GA
N
2
2031-02-06
Fixed
6.62500000
N
N
N
N
N
N
STATE OIL CO OF THE AZER
2549002HARR1VE257O76
State Oil Co of the Azerbaijan Republic
000000000
400000.00000000
PA
USD
420750.00000000
0.032506607628
Long
DBT
CORP
AZ
N
2
2023-03-13
Fixed
4.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-4303.25000000
-0.00033246359
N/A
DFE
ID
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
555739.05000000
USD
8045712096.38000000
IDR
2021-04-12
-4303.25000000
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
580000.00000000
PA
USD
569850.00000000
0.044025883201
Long
DBT
NUSS
SV
N
2
2027-01-18
Fixed
6.37500000
N
N
N
N
N
N
The Federal Republic of Nigeria
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAH6
9820000.00000000
PA
USD
9620531.25000000
0.743269957260
Long
DBT
NUSS
NG
N
2
2038-02-23
Fixed
7.69600000
N
N
N
N
N
N
VEDANTA RESOURCES
8945002DGA3BBXO3N634
Vedanta Resources Finance II PLC
92243XAE1
770000.00000000
PA
USD
735735.00000000
0.056841946436
Long
DBT
CORP
GB
N
2
2025-03-11
Fixed
8.95000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
2660000.00000000
PA
USD
2554431.25000000
0.197352095915
Long
DBT
NUSS
OM
N
2
2048-01-17
Fixed
6.75000000
N
N
N
N
N
N
CLIFFTON LTD
254900N1JEUJFV1S3E87
Cliffton Ltd
18684LAA6
250000.00000000
PA
USD
249062.50000000
0.019242250653
Long
DBT
CORP
MU
N
2
2025-10-25
Fixed
6.25000000
N
N
N
N
N
N
SHARJAH SUKUK PROGRAM
549300N3BQ9P6RRMVV02
Sharjah Sukuk Program Ltd
000000000
4900000.00000000
PA
USD
4956656.25000000
0.382944931351
Long
DBT
CORP
KY
N
2
2029-10-23
Fixed
3.23400000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
24923.71000000
0.001925574002
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1149576.38000000
EUR
1375245.12000000
USD
2021-06-16
24923.71000000
N
N
N
BHARTI AIRTEL INTERNATIO
724500ULW6PWKDAI7I46
Bharti Airtel International Netherlands BV
000000000
550000.00000000
PA
USD
587468.75000000
0.045387085323
Long
DBT
CORP
NL
N
2
2023-03-11
Fixed
5.12500000
N
N
N
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
000000000
200000.00000000
PA
USD
207560.00000000
0.016035820509
Long
DBT
CORP
KY
N
2
2028-08-26
Fixed
5.62500000
N
N
N
N
N
N
ADANI ELECTRICITY MUMBAI
335800AIC1B5EBFVUC38
Adani Electricity Mumbai Ltd
000000000
200000.00000000
PA
USD
201312.50000000
0.015553146638
Long
DBT
CORP
IN
N
2
2030-02-12
Fixed
3.94900000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DX0
3040000.00000000
PA
USD
2717000.00000000
0.209911949912
Long
DBT
NUSS
CO
N
2
2061-02-15
Fixed
3.87500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
-46692.05000000
-0.00360736814
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
20340639.13000000
TRY
2367944.02000000
USD
2021-04-26
-46692.05000000
N
N
N
INDUSTRIAS PENOLES SAB D
549300WA2HB7776CB324
Industrias Penoles SAB de CV
456472AD1
400000.00000000
PA
USD
410500.00000000
0.031714705719
Long
DBT
CORP
MX
N
2
2050-08-06
Fixed
4.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
3030.48000000
0.000234131014
N/A
DFE
NO
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
562322.37000000
USD
4835747.45000000
NOK
2021-06-16
3030.48000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
-5293.30000000
-0.00040895359
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
4866113.70000000
TRY
575496.86000000
USD
2021-04-19
-5293.30000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)JUN21 XCBT 20210621
000000000
1164.00000000
NC
USD
-2386447.27000000
-0.18437386816
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
10 Year US Treasury Note
TYM1 Comdty
2021-06-21
154925009.77000000
USD
-2386447.27000000
N
N
N
STATE OIL CO OF THE AZER
2549002HARR1VE257O76
State Oil Co of the Azerbaijan Republic
000000000
1040000.00000000
PA
USD
1282710.00000000
0.099100536353
Long
DBT
CORP
AZ
N
2
2030-03-18
Fixed
6.95000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
19835.47000000
0.001532463078
N/A
DFE
KR
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
8099739.86000000
USD
9165260635.00000000
KRW
2021-04-05
19835.47000000
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAD0
1500000.00000000
PA
USD
1365000.00000000
0.105458156654
Long
DBT
CORP
NL
N
2
2050-08-03
Fixed
4.02700000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCC4
705000.00000000
PA
USD
599391.00000000
0.046308183132
Long
DBT
CORP
MX
N
2
2047-09-21
Fixed
6.75000000
N
N
N
N
N
N
CREDIT BANK OF MOSCOW (C
635400Y22HQLUDCVZX38
Credit Bank of Moscow Via CBOM Finance PLC
000000000
310000.00000000
PA
USD
312228.13000000
0.024122346553
Long
DBT
CORP
IE
N
2
2027-10-05
Fixed
7.50000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
000000000
3559900.00000000
PA
1341475.55000000
0.103640687692
Long
DBT
NUSS
AR
N
2
2030-07-09
Fixed
0.12500000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
000000000
120088.00000000
PA
48514.97000000
0.003748204620
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
0.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
1643.36000000
0.000126963894
N/A
DFE
RU
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
556900.00000000
USD
42240586.55000000
RUB
2021-04-02
1643.36000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
52726.87000000
0.004073610634
N/A
DFE
CL
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
3042120.49000000
USD
2228961680.00000000
CLP
2021-05-17
52726.87000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
210146.60000000
0.016235657921
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
5440994104.00000000
KRW
5030365.38000000
USD
2021-04-05
210146.60000000
N
N
N
Metinvest BV
635400TMCKVEU87EJ582
Metinvest BV
000000000
200000.00000000
PA
USD
212875.00000000
0.016446450621
Long
DBT
CORP
NL
N
2
2023-04-23
Fixed
7.75000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
1280000.00000000
PA
USD
1206400.00000000
0.093204923214
Long
DBT
NUSS
OM
N
2
2047-03-08
Fixed
6.50000000
N
N
N
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
X5424XCA4
3200000.00000000
PA
USD
3499200.00000000
0.270343722904
Long
DBT
NUSS
RU
N
2
2029-03-21
Fixed
4.37500000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAM2
6970000.00000000
PA
USD
6610609.38000000
0.510727237785
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.65900000
N
N
N
N
N
N
MEITUAN
21380033K525E5JLIA77
Meituan
58533EAC7
540000.00000000
PA
USD
525150.00000000
0.040572418290
Long
DBT
CORP
KY
N
2
2030-10-28
Fixed
3.05000000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Kenya Government International Bond
000000000
550000.00000000
PA
USD
578703.13000000
0.044709864717
Long
DBT
NUSS
KE
N
2
2028-02-28
Fixed
7.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-6608.86000000
-0.00051059208
N/A
DFE
ID
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
600869.25000000
USD
8670543277.50000000
IDR
2021-04-12
-6608.86000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-4329.78000000
-0.00033451327
N/A
DFE
ID
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
584261.83000000
USD
8446089014.48000000
IDR
2021-04-05
-4329.78000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
-14881.99000000
-0.00114976354
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
160028721.01000000
INR
2169586.78000000
USD
2021-04-05
-14881.99000000
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
Kenya Government International Bond
000000000
200000.00000000
PA
USD
212187.50000000
0.016393335249
Long
DBT
NUSS
KE
N
2
2032-05-22
Fixed
8.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
1823.15000000
0.000140854240
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
23282002.22000000
NOK
2723749.05000000
USD
2021-06-16
1823.15000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD RUB
000000000
1.00000000
NC
95602.52000000
0.007386128593
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
406581905.81000000
RUB
5471797.40000000
USD
2021-04-02
95602.52000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
26403.59000000
0.002039907641
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
74709357622.61000000
IDR
5090098.28000000
USD
2021-07-01
26403.59000000
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BL7
3680000.00000000
PA
USD
3648950.00000000
0.281913216647
Long
DBT
NUSS
PA
N
2
2060-07-23
Fixed
3.87000000
N
N
N
N
N
N
EASTERN & SOUTHERN AFRIC
2138004HC83AB2ENIZ64
Eastern & Southern African Trade & Development Bank/The
000000000
8747000.00000000
PA
USD
8942233.04000000
0.690865503862
Long
DBT
NUSS
XX
N
2
2022-03-14
Fixed
5.37500000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
7200000.00000000
PA
8385391.44000000
0.647844633031
Long
DBT
NUSS
EG
N
2
2030-04-16
Fixed
5.62500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
-17588.25000000
-0.00135884573
N/A
DFE
CO
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
748711.46000000
USD
2678140892.42000000
COP
2021-04-27
-17588.25000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205BA1
7690000.00000000
PA
USD
7721240.63000000
0.596533189688
Long
DBT
NUSS
ZA
N
2
2029-09-30
Fixed
4.85000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
15349.23000000
0.001185861906
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
2053800650.22000000
COP
576198.14000000
USD
2021-04-05
15349.23000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
255972.80000000
0.019776131605
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
20636069.22000000
TRY
2740149.94000000
USD
2021-04-08
255972.80000000
N
N
N
CHINA SCE GRP HLDGS LTD
549300Q8UEI2ERAP6P49
China SCE Group Holdings Ltd
000000000
200000.00000000
PA
USD
202500.00000000
0.015644891371
Long
DBT
CORP
KY
N
2
2025-05-02
Fixed
7.00000000
N
N
N
N
N
N
SOCIEDAD QUIMICA Y MINER
TJ88LXZZW5PWIN93ZC81
Sociedad Quimica y Minera de Chile SA
833636AG8
3291000.00000000
PA
USD
3569706.56000000
0.275790969681
Long
DBT
CORP
CL
N
2
2025-01-28
Fixed
4.37500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
11344.45000000
0.000876457718
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
4552858.92000000
TRY
550567.02000000
USD
2021-04-29
11344.45000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
CTUBSEUSE20210331010245 CALL EUR SEK 10.245 MAR21
000000000
-4633000.00000000
OU
Notional Amount
-5.43000000
-0.00000041951
N/A
DFE
DE
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
Call
Written
UBS AG
BFM8T61CT2L1QCEMIK50
UBS AG
BFM8T61CT2L1QCEMIK50
FX Contract
N/A
1.00000000
NC
-5.43000000
0.00000000
DFE
SE
4633000.00000000
EUR
47465085.00000000
SEK
2021-03-31
1.00000000
10.24500000
EUR
2021-03-31
XXXX
15308.48000000
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
41690000.00000000
PA
USD
1823937.50000000
0.140915081760
Long
DBT
CORP
VE
N
2
2024-05-16
Fixed
6.00000000
Y
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-27403.90000000
-0.00211719031
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
9165260635.00000000
KRW
8100240.95000000
USD
2021-06-15
-27403.90000000
N
N
N
Republic of Guatemala
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AR0
6120000.00000000
PA
USD
7080075.00000000
0.546997551996
Long
DBT
NUSS
GT
N
2
2050-06-01
Fixed
6.12500000
N
N
N
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
Kenya Government International Bond
491798AJ3
3900000.00000000
PA
USD
4140093.75000000
0.319858355495
Long
DBT
NUSS
KE
N
2
2027-05-22
Fixed
7.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-383113.71000000
-0.02959887593
N/A
DFE
PL
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
14188342.03000000
USD
54535630.95000000
PLN
2021-06-16
-383113.71000000
N
N
N
Innovate Capital Pte Ltd
5493008BPW7MCO0YPS29
Innovate Capital Pte Ltd
000000000
660325.22000000
PA
USD
167848.07000000
0.012967727516
Long
DBT
CORP
SG
N
2
2024-12-11
Variable
6.00000000
N
N
Y
Y
N
Bumi Resources Tbk PT
Bumi Resources Tbk PT
USD
XXXX
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD ILS
000000000
1.00000000
NC
37922.52000000
0.002929845461
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
7744919.12000000
ILS
2355000.00000000
USD
2021-04-22
37922.52000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD GBP
000000000
1.00000000
NC
N/A
-12441.61000000
-0.00096122289
N/A
DFE
XX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1075567.40000000
GBP
1252050.13000000
EUR
2021-06-16
-12441.61000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Long: CS005967 CDS USD R F 5.00000 2 CORPORATE / Short: CS005967 CDS USD P V 03MEVENT 1 CORPORATE
000000000
520000.00000000
OU
Notional Amount
USD
15925.00000000
0.001230345160
N/A
DCR
GB
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Ukraine Government International Bond
Ukraine Government International Bond
Y
sell protection
2025-06-20
0.00000000
USD
-20004.19000000
USD
520000.00000000
USD
35929.19000000
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
4320000.00000000
PA
4926747.29000000
0.380634203300
Long
DBT
NUSS
CI
N
2
2032-01-30
Fixed
4.87500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
-11018.75000000
-0.00085129455
N/A
DFE
RU
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
556900.00000000
USD
41282997.00000000
RUB
2021-04-02
-11018.75000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
313518.11000000
0.024222008760
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
53689620.76000000
PLN
13903173.45000000
USD
2021-06-02
313518.11000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
12726.74000000
0.000983251678
N/A
DFE
IN
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
2489043.79000000
USD
183950292.39000000
INR
2021-04-27
12726.74000000
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
1580000.00000000
PA
USD
1703536.25000000
0.131613034958
Long
DBT
NUSS
UA
N
2
2023-09-01
Fixed
7.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CHF / SOLD EUR
000000000
1.00000000
NC
N/A
9802.48000000
0.000757327085
N/A
DFE
CH
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
2134270.39000000
EUR
2373688.57000000
CHF
2021-06-16
9802.48000000
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
200000.00000000
PA
USD
196125.00000000
0.015152367013
Long
DBT
CORP
KY
N
2
2025-04-16
Fixed
11.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
12124.38000000
0.000936714113
N/A
DFE
KR
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
2779250.00000000
USD
3150863518.00000000
KRW
2021-04-05
12124.38000000
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SS005898 CDS USD R F 1.00000 2 CCPCORPORATE / Short: SS005898 CDS USD P V 03MEVENT 1 CCPCORPORATE
000000000
26630000.00000000
OU
Notional Amount
USD
156081.09000000
0.012058625670
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Russian Foreign Bond - Eurobond
Russian Foreign Bond - Eurobond
Y
sell protection
2024-12-20
0.00000000
USD
-553592.26000000
USD
26630000.00000000
USD
709673.35000000
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
12470000.00000000
OU
Notional Amount
USD
-26274.29000000
-0.00202991808
N/A
DCR
GB
N
2
UBS Switzerland AG
549300WOIFUSNYH0FL22
China Government International Bond
China Government International Bond
Y
buy protection
2021-06-20
2408.80000000
USD
0.00000000
USD
12470000.00000000
USD
-28683.09000000
N
N
N
LUKOIL SECURITIES BV
724500IVNQ6LF8OFIO42
Lukoil Securities BV
54988LAB2
1740000.00000000
PA
USD
1795018.80000000
0.138680859932
Long
DBT
CORP
NL
N
2
2030-05-06
Fixed
3.87500000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
1730000.00000000
PA
2073150.39000000
0.160168951352
Long
DBT
NUSS
RO
N
2
2031-07-16
Fixed
2.12400000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
48126PAA0
2100000.00000000
PA
USD
2149350.00000000
0.166056035901
Long
DBT
CORP
KZ
N
2
2033-04-14
Fixed
3.50000000
N
N
N
N
N
N
Greenko Dutch BV
724500PT585P4JPVRP08
Greenko Dutch BV
000000000
690000.00000000
PA
USD
695821.88000000
0.053758309761
Long
DBT
CORP
NL
N
2
2022-07-24
Fixed
4.87500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
-4540.04000000
-0.00035075769
N/A
DFE
CO
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1105008.92000000
USD
4031072540.16000000
COP
2021-04-27
-4540.04000000
N
N
N
MV24 CAPITAL BV
N/A
MV24 Capital BV
55388RAA4
1457332.80000000
PA
USD
1521091.11000000
0.117517556457
Long
DBT
CORP
NL
N
2
2034-06-01
Fixed
6.74800000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-181919.36000000
-0.01405485741
N/A
DFE
XX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
6533118.66000000
USD
5415765.09000000
EUR
2021-04-01
-181919.36000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
701.36000000
0.000054186177
N/A
DFE
SG
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
5056044.84000000
USD
6804728.51000000
SGD
2021-06-16
701.36000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Long: CS005503 CDS USD R V 03MEVENT 1 CORPORATE / Short: CS005503 CDS USD P F 1.00000 2 CORPORATE
000000000
3950000.00000000
OU
Notional Amount
USD
-8322.65000000
-0.00064299730
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
739.18000000
USD
0.00000000
USD
3950000.00000000
USD
-9061.83000000
N
N
N
TRAFIGURA GROUP PTE LTD
549300HJ8VS88NIO3006
Trafigura Group Pte Ltd
000000000
470000.00000000
PA
USD
472937.50000000
0.036538547225
Long
DBT
CORP
SG
N
2
2021-12-22
Fixed
6.87500000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CS3
2380000.00000000
PA
USD
2609818.75000000
0.201631263426
Long
DBT
NUSS
ID
N
2
2030-10-15
Fixed
3.85000000
N
N
N
N
N
N
HUNGARY
5299008DH62LEB10JK83
Hungary Government International Bond
000000000
3250000.00000000
PA
4070918.15000000
0.314513936988
Long
DBT
NUSS
HU
N
2
2035-06-05
Fixed
1.75000000
N
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
695847AU7
620000.00000000
PA
USD
641506.25000000
0.049561953558
Long
DBT
NUSS
PK
N
2
2051-04-08
Fixed
8.87500000
N
N
N
N
N
N
BANCO SANTANDER MEXICO
SCRYQ25DTVRHYYMM6P89
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand
000000000
330000.00000000
PA
USD
344520.00000000
0.026617175187
Long
DBT
CORP
MX
N
2
2022-11-09
Fixed
4.12500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
38161.20000000
0.002948285573
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
6851220.99000000
EUR
8077589.54000000
USD
2021-04-30
38161.20000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
14209.05000000
0.001097773055
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
4812594.24000000
SEK
565658.50000000
USD
2021-06-16
14209.05000000
N
N
N
SUNNY EXPRESS
254900RHBSC69QS5NZ68
Sunny Express Enterprises Corp
000000000
870000.00000000
PA
USD
881418.75000000
0.068097286897
Long
DBT
CORP
VG
N
2
2022-10-23
Fixed
3.35000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CHF / SOLD EUR
000000000
1.00000000
NC
N/A
1603.34000000
0.000123872000
N/A
DFE
CH
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1065829.76000000
EUR
1182287.65000000
CHF
2021-06-16
1603.34000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
-1824.49000000
-0.00014095776
N/A
DFE
RU
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
62410.34000000
USD
4581885.96000000
RUB
2021-04-02
-1824.49000000
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
3387934.00000000
PA
USD
148222.11000000
0.011451450912
Long
DBT
CORP
VE
N
2
2026-11-15
Fixed
6.00000000
Y
N
N
N
N
N
Republic of Azerbaijan
549300P74FF45UQVU281
Republic of Azerbaijan International Bond
000000000
7600000.00000000
PA
USD
7493125.00000000
0.578909267458
Long
DBT
NUSS
AZ
N
2
2032-09-01
Fixed
3.50000000
N
N
N
N
N
N
DP World PLC
549300M3U2DNF4QVSS04
DP World PLC
23330JAA9
290000.00000000
PA
USD
376546.88000000
0.029091531032
Long
DBT
CORP
AE
N
2
2037-07-02
Fixed
6.85000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
3098000.00000000
PA
USD
3177262.33000000
0.245471229691
Long
DBT
NUSS
UA
N
2
2040-05-31
None
0.00000000
N
N
N
N
N
N
PNG GOVT INTL BOND
N/A
Papua New Guinea Government International Bond
69888UAB1
1450000.00000000
PA
USD
1498031.25000000
0.115735981125
Long
DBT
NUSS
PG
N
2
2028-10-04
Fixed
8.37500000
N
N
N
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan Bond
91822Q2C0
1160000.00000000
PA
USD
1125200.00000000
0.086931514921
Long
DBT
NUSS
UZ
N
2
2030-11-25
Fixed
3.70000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
-5305.89000000
-0.00040992628
N/A
DFE
RU
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
556900.00000000
USD
41715040.02000000
RUB
2021-04-02
-5305.89000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PTUBSUSSG2021040101335 PUT USD SGD 1.335 APR21
000000000
11032000.00000000
OU
Notional Amount
USD
11.03000000
0.000000852163
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
Put
Purchased
UBS AG
BFM8T61CT2L1QCEMIK50
UBS AG
BFM8T61CT2L1QCEMIK50
FX Contract
N/A
1.00000000
NC
USD
11.03000000
0.00000000
DFE
US
14727720.00000000
SGD
11032000.00000000
USD
2021-04-01
1.00000000
1.33500000
USD
2021-04-01
XXXX
-17717.39000000
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Kenya Government International Bond
000000000
610000.00000000
PA
USD
647553.13000000
0.050029127784
Long
DBT
NUSS
KE
N
2
2027-05-22
Fixed
7.00000000
N
N
N
N
N
N
Eskom Holdings SOC Ltd
3789001900ED06F65111
Eskom Holdings SOC Ltd
000000000
520000.00000000
PA
USD
535600.00000000
0.041379771944
Long
DBT
CORP
ZA
N
2
2023-08-06
Fixed
6.75000000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
000000000
460000.00000000
PA
USD
522100.00000000
0.040336779186
Long
DBT
CORP
NL
N
2
2025-07-21
Fixed
5.50000000
N
N
N
N
N
N
EMPRESA DE LOS FERROCARR
8755006LY8XNRFOGWN86
Empresa de los Ferrocarriles del Estado
292487AA3
600000.00000000
PA
USD
522187.50000000
0.040343539324
Long
DBT
CORP
CL
N
2
2050-08-18
Fixed
3.06800000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SS005870 CDS USD R F 1.00000 2 CCPCORPORATE / Short: SS005870 CDS USD P V 03MEVENT 1 CCPCORPORATE
000000000
16310000.00000000
OU
Notional Amount
USD
258304.73000000
0.019956293539
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Peruvian Government International Bond
Peruvian Government International Bond
Y
sell protection
2024-06-20
192790.87000000
USD
0.00000000
USD
16310000.00000000
USD
65513.86000000
N
N
N
Samarco Mineracao SA
529900U8HKV15GJC4O60
Samarco Mineracao SA
000000000
800000.00000000
PA
USD
663750.00000000
0.051280477274
Long
DBT
CORP
BR
N
2
2024-09-26
None
0.00000000
Y
N
N
N
N
N
MEXICO CITY ARPT TRUST
N/A
Mexico City Airport Trust
000000000
722000.00000000
PA
USD
710484.10000000
0.054891094152
Long
DBT
CORP
MX
N
2
2046-10-31
Fixed
5.50000000
N
N
N
N
N
N
BRF SA
254900MTXR9LUVQFU480
BRF SA
000000000
200000.00000000
PA
USD
196230.00000000
0.015160479179
Long
DBT
CORP
BR
N
2
2050-09-21
Fixed
5.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD RUB
000000000
1.00000000
NC
61344.40000000
0.004739389996
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
175551600.78000000
RUB
2379392.80000000
USD
2021-04-15
61344.40000000
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SS006025 CDS USD R F 1.00000 2 CCPCORPORATE / Short: SS006025 CDS USD P V 03MEVENT 1 CCPCORPORATE
000000000
1000000.00000000
OU
Notional Amount
USD
11718.40000000
0.000905348617
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Panama Government International Bond
Panama Government International Bond
Y
sell protection
2025-12-20
3722.37000000
USD
0.00000000
USD
1000000.00000000
USD
7996.03000000
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CK4
1200000.00000000
PA
USD
1107000.00000000
0.085525406165
Long
DBT
NUSS
TR
N
2
2026-10-09
Fixed
4.87500000
N
N
N
N
N
N
Russian Federation
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
1800000.00000000
PA
USD
2076750.00000000
0.160447052624
Long
DBT
NUSS
RU
N
2
2035-03-28
Fixed
5.10000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAU3
8270000.00000000
PA
USD
9215881.25000000
0.712007215070
Long
DBT
NUSS
SA
N
2
2060-04-22
Fixed
4.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
31035.79000000
0.002397785497
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1274268.84000000
CHF
1382115.30000000
USD
2021-06-16
31035.79000000
N
N
N
ABENGOA TRANSMISION SUR
549300PQCSQSSZTVDH16
ABY Transmision Sur SA
00289LAA3
5000556.00000000
PA
USD
6680430.28000000
0.516121511345
Long
DBT
CORP
PE
N
2
2043-04-30
Fixed
6.87500000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
CTJPMUSCN202105170662 CALL USD CNH 6.62 MAY21
000000000
-5591000.00000000
OU
Notional Amount
USD
-27367.95000000
-0.00211441286
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Call
Written
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
FX Contract
N/A
1.00000000
NC
USD
-27367.95000000
0.00000000
DFE
CN
5591000.00000000
USD
37012420.00000000
CNY
2021-05-17
1.00000000
6.62000000
USD
2021-05-17
XXXX
-2924.10000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Long: CS005512 CDS USD R V 03MEVENT 1 CORPORATE / Short: CS005512 CDS USD P F 1.00000 2 CORPORATE
000000000
980000.00000000
OU
Notional Amount
USD
-2064.86000000
-0.00015952844
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
223.30000000
USD
0.00000000
USD
980000.00000000
USD
-2288.16000000
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SS005943 CDS USD R F 1.00000 2 CCPCORPORATE / Short: SS005943 CDS USD P V 03MEVENT 1 CCPCORPORATE
000000000
2270000.00000000
OU
Notional Amount
USD
57453.70000000
0.004438799483
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Philippine Government International Bond
Philippine Government International Bond
Y
sell protection
2024-12-20
0.00000000
USD
-15755.36000000
USD
2270000.00000000
USD
73209.06000000
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BM5
6500000.00000000
PA
USD
7131718.75000000
0.550987482162
Long
DBT
NUSS
PA
N
2
2056-04-01
Fixed
4.50000000
N
N
N
N
N
N
REDE D'OR FINANCE SARL
549300FDE772OLJUCP79
Rede D'or Finance Sarl
000000000
820000.00000000
PA
USD
800795.60000000
0.061868445298
Long
DBT
CORP
LU
N
2
2030-01-22
Fixed
4.50000000
N
N
N
N
N
N
SMC GLOBAL POWER HLDGS
549300HBCE80QXKII590
SMC Global Power Holdings Corp
000000000
1750000.00000000
PA
USD
1855796.25000000
0.143376448096
Long
DBT
CORP
PH
N
2
2025-10-21
Fixed
7.00000000
N
N
N
N
N
N
Metinvest BV
635400TMCKVEU87EJ582
Metinvest BV
591555AD9
301000.00000000
PA
USD
320376.88000000
0.024751908571
Long
DBT
CORP
NL
N
2
2023-04-23
Fixed
7.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-2055.68000000
-0.00015881921
N/A
DFE
KR
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
561068.89000000
USD
631006127.00000000
KRW
2021-04-05
-2055.68000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
-2188.19000000
-0.00016905676
N/A
DFE
MX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
742036.40000000
USD
15250777.31000000
MXN
2021-06-16
-2188.19000000
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PCW6
3370000.00000000
PA
USD
3721743.75000000
0.287537168802
Long
DBT
NUSS
DO
N
2
2045-01-27
Fixed
6.85000000
N
N
N
N
N
N
FIN DEPT GOVT SHARJAH
254900ZNL8O3F1CLJO24
Finance Department Government of Sharjah
38381CAC6
2700000.00000000
PA
USD
2655281.25000000
0.205143638112
Long
DBT
NUSS
AE
N
2
2033-03-10
Fixed
3.62500000
N
N
N
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
750000.00000000
PA
USD
778593.75000000
0.060153158723
Long
DBT
CORP
KY
N
2
2023-07-23
Fixed
10.87500000
N
N
N
N
N
N
Barclays Capital Securities Limited
K9WDOH4D2PYBSLSOB484
Long: CS005511 CDS USD R V 03MEVENT 1 CORPORATE / Short: CS005511 CDS USD P F 1.00000 2 CORPORATE
000000000
1970000.00000000
OU
Notional Amount
USD
-4150.79000000
-0.00032068473
N/A
DCR
GB
N
2
Barclays Capital Securities Limited
K9WDOH4D2PYBSLSOB484
China Government International Bond
China Government International Bond
Y
buy protection
2021-06-20
448.85000000
USD
0.00000000
USD
1970000.00000000
USD
-4599.64000000
N
N
N
DP WORLD CRESCENT LTD
21380096JRTWB8TL9236
DP World Crescent Ltd
000000000
1500000.00000000
PA
USD
1556250.00000000
0.120233887394
Long
DBT
CORP
KY
N
2
2030-01-30
Fixed
3.75000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: BR215829 IRS MXN R V 01MTIIE 1 CCPVANILLA / Short: BR215829 IRS MXN P F 6.40000 2 CCPVANILLA
000000000
448355000.00000000
OU
Notional Amount
903435.49000000
0.069798272111
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-06-04
1426372.35000000
MXN
0.00000000
MXN
448355000.00000000
MXN
840225.29000000
N
N
N
HUARONG FINANCE 2019
549300M6T6OW4AGYHK10
Huarong Finance 2019 Co Ltd
000000000
280000.00000000
PA
USD
276500.00000000
0.021362036860
Long
DBT
CORP
VG
N
2
2030-09-30
Fixed
3.62500000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
230000.00000000
PA
USD
139868.75000000
0.010806080987
Long
DBT
NUSS
LK
N
2
2028-04-18
Fixed
6.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD CHF
000000000
1.00000000
NC
N/A
26041.07000000
0.002011899809
N/A
DFE
GB
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1633449.96000000
CHF
1274867.87000000
GBP
2021-06-16
26041.07000000
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
3960000.00000000
PA
USD
2494800.00000000
0.192745061700
Long
DBT
NUSS
LK
N
2
2025-06-03
Fixed
6.12500000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AX2
3350000.00000000
PA
USD
3078859.38000000
0.237868743452
Long
DBT
NUSS
ZA
N
2
2047-09-27
Fixed
5.65000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BX0
1820000.00000000
PA
USD
1961050.00000000
0.151508218393
Long
DBT
CORP
MX
N
2
2030-09-17
Fixed
5.20000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-36364.01000000
-0.00280943696
N/A
DFE
XX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
6973092.13000000
USD
5915054.50000000
EUR
2021-04-01
-36364.01000000
N
N
N
Intercontinental Exchange, Inc.
5R6J7JCQRIPQR1EEP713
Long: SS005888 CDS USD R F 1.00000 2 CCPCORPORATE / Short: SS005888 CDS USD P V 03MEVENT 1 CCPCORPORATE
000000000
5830000.00000000
OU
Notional Amount
USD
133041.18000000
0.010278591649
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5R6J7JCQRIPQR1EEP713
Qatar Government International Bond
Qatar Government International Bond
Y
sell protection
2024-06-20
79821.28000000
USD
0.00000000
USD
5830000.00000000
USD
53219.90000000
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PTBNPUSTW2021042802820 PUT USD TWD 28.20 APR21
000000000
5224000.00000000
OU
Notional Amount
USD
14507.05000000
0.001120796154
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
Put
Purchased
BNP Paribas
R0MUWSFPU8MPRO8K5P83
BNP Paribas
R0MUWSFPU8MPRO8K5P83
FX Contract
N/A
1.00000000
NC
USD
14507.05000000
0.00000000
DFE
US
147316800.00000000
TWD
5224000.00000000
USD
2021-04-28
1.00000000
28.20000000
USD
2021-04-28
XXXX
1567.43000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
23256.42000000
0.001796761306
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1151606.11000000
EUR
1375962.01000000
USD
2021-06-16
23256.42000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
-10127.73000000
-0.00078245548
N/A
DFE
RU
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
556900.00000000
USD
41350381.90000000
RUB
2021-04-02
-10127.73000000
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
283875CB6
5670000.00000000
PA
USD
6010200.00000000
0.464340375915
Long
DBT
NUSS
SV
N
2
2052-07-15
Fixed
9.50000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
1770000.00000000
PA
2130165.60000000
0.164573873659
Long
DBT
NUSS
EG
N
2
2031-04-11
Fixed
6.37500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
4138.80000000
0.000319758402
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
102148461.25000000
INR
1398514.27000000
USD
2021-04-05
4138.80000000
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
1380000.00000000
PA
USD
1635300.00000000
0.126341189433
Long
DBT
NUSS
SA
N
2
2049-04-17
Fixed
5.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-9430.98000000
-0.00072862546
N/A
DFE
NO
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
567351.68000000
USD
4772176.53000000
NOK
2021-06-16
-9430.98000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
-13009.34000000
-0.00100508499
N/A
DFE
CN
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1369996.36000000
USD
8960461.19000000
CNY
2021-06-16
-13009.34000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
4695.69000000
0.000362783012
N/A
DFE
KR
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1389625.00000000
USD
1573889275.00000000
KRW
2021-04-05
4695.69000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
-466305.65000000
-0.03602617896
N/A
DFE
TR
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
3948610.96000000
USD
28927523.87000000
TRY
2021-04-08
-466305.65000000
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SX003034 CDS USD R F 1.00000 2 CCPCDX / Short: SX003034 CDS USD P V 03MEVENT 1 CCPCDX
000000000
30890000.00000000
OU
Notional Amount
USD
559152.25000000
0.043199388699
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
iTraxx Asia ex-Japan IG S35.V1
4ABCAMBF2
Y
sell protection
2026-06-20
548577.69000000
USD
0.00000000
USD
30890000.00000000
USD
10574.56000000
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
Long: CS005536 CDS USD R V 03MEVENT 1 CORPORATE / Short: CS005536 CDS USD P F 1.00000 2 CORPORATE
000000000
5890000.00000000
OU
Notional Amount
USD
-12410.23000000
-0.00095879851
N/A
DCR
DE
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
China Government International Bond
China Government International Bond
Y
buy protection
2021-06-20
0.00000000
USD
-61.28000000
USD
5890000.00000000
USD
-12348.95000000
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
630000.00000000
OU
Notional Amount
USD
2442.51000000
0.000188705203
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
-2453.24000000
USD
630000.00000000
USD
4895.75000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
CTJPMUSRU202104140779 CALL USD RUB 77.9 APR21
000000000
-5478000.00000000
OU
Notional Amount
USD
-17759.68000000
-0.00137209019
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Call
Written
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
FX Contract
N/A
1.00000000
NC
USD
-17759.68000000
0.00000000
DFE
RU
5478000.00000000
USD
426736200.00000000
RUB
2021-04-14
1.00000000
77.90000000
USD
2021-04-14
XXXX
4422.93000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR215533 IRS EUR R V 06MLIBOR CCPVANILLA / Short: BR215533 IRS EUR P F .00000 CCPVANILLA
000000000
48600000.00000000
OU
Notional Amount
-119930.84000000
-0.00926570352
N/A
DIR
ER
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-06-16
0.00000000
EUR
-84475.26000000
EUR
48600000.00000000
EUR
-19177.22000000
N
N
N
GAZPROM PJSC (GAZ FN)
213800UNP9N6BPNYMQ45
Gazprom PJSC via Gaz Finance PLC
000000000
6010000.00000000
PA
USD
6049440.63000000
0.467372056871
Long
DBT
CORP
GB
N
2
2025-10-26
Fixed
4.59900000
N
N
N
N
N
N
BRF SA
254900MTXR9LUVQFU480
BRF SA
10552TAH0
1090000.00000000
PA
USD
1069453.50000000
0.082624611529
Long
DBT
CORP
BR
N
2
2050-09-21
Fixed
5.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-236248.03000000
-0.01825222106
N/A
DFE
XX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
6929912.48000000
USD
5706844.41000000
EUR
2021-04-09
-236248.03000000
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAM3
2660000.00000000
PA
USD
2600150.00000000
0.200884268150
Long
DBT
NUSS
GH
N
2
2034-04-07
Fixed
8.62500000
N
N
N
N
N
N
EMPRESA DE TRANSPORTE ME
959800T4M5QUPYMSCH69
Empresa de Transporte de Pasajeros Metro SA
29246QAD7
830000.00000000
PA
USD
898475.00000000
0.069415030989
Long
DBT
CORP
CL
N
2
2030-05-07
Fixed
3.65000000
N
N
N
N
N
N
FIN DEPT GOVT SHARJAH
254900ZNL8O3F1CLJO24
Finance Department Government of Sharjah
38381CAB8
6310000.00000000
PA
USD
5537025.00000000
0.427783479743
Long
DBT
NUSS
AE
N
2
2050-07-28
Fixed
4.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-166127.06000000
-0.01283476448
N/A
DFE
JP
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
10638512.63000000
USD
1158709561.00000000
JPY
2021-06-16
-166127.06000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
-17220.79000000
-0.00133045624
N/A
DFE
RU
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
849189.37000000
USD
62918733.00000000
RUB
2021-04-02
-17220.79000000
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
2210000.00000000
PA
2372185.23000000
0.183272001171
Long
DBT
NUSS
UA
N
2
2030-01-27
Fixed
4.37500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
2993.15000000
0.000231246946
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
4781644.10000000
NOK
562020.71000000
USD
2021-06-16
2993.15000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
4419.94000000
0.000341478919
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1867396.87000000
NZD
1308363.61000000
USD
2021-06-16
4419.94000000
N
N
N
YUZHOU GROUP
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
400000.00000000
PA
USD
354800.00000000
0.027411394857
Long
DBT
CORP
KY
N
2
2023-10-25
Fixed
6.00000000
N
N
N
N
N
N
Metinvest BV
635400TMCKVEU87EJ582
Metinvest BV
000000000
500000.00000000
PA
USD
557625.00000000
0.043081395314
Long
DBT
CORP
NL
N
2
2026-04-23
Fixed
8.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-22606.45000000
-0.00174654545
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
8679723.89000000
ZAR
559386.71000000
USD
2021-06-17
-22606.45000000
N
N
N
MHP SE
213800D7DXFXGA292757
MHP SE
000000000
1910000.00000000
PA
USD
2041909.38000000
0.157755310820
Long
DBT
CORP
CY
N
2
2024-05-10
Fixed
7.75000000
N
N
N
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123BJ8
3640000.00000000
PA
USD
3059875.00000000
0.236402034500
Long
DBT
NUSS
TR
N
2
2041-01-14
Fixed
6.00000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Long: CS005520 CDS USD R V 03MEVENT 1 CORPORATE / Short: CS005520 CDS USD P F 1.00000 2 CORPORATE
000000000
2040000.00000000
OU
Notional Amount
USD
-4298.28000000
-0.00033207962
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
201.29000000
USD
0.00000000
USD
2040000.00000000
USD
-4499.57000000
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
Long: CS005515 CDS USD R V 03MEVENT 1 CORPORATE / Short: CS005515 CDS USD P F 1.00000 2 CORPORATE
000000000
3540000.00000000
OU
Notional Amount
USD
-7458.78000000
-0.00057625581
N/A
DCR
DE
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
China Government International Bond
China Government International Bond
Y
buy protection
2021-06-20
588.57000000
USD
0.00000000
USD
3540000.00000000
USD
-8047.35000000
N
N
N
NATIONAL BANK OF UZBEKIS
253400TZJ7T1YULTGN68
National Bank of Uzbekistan
000000000
400000.00000000
PA
USD
409625.00000000
0.031647104336
Long
DBT
NUSS
UZ
N
2
2025-10-21
Fixed
4.85000000
N
N
N
N
N
N
NBK TIER 1 FINANCING 2
549300HMWSJFNREWT164
NBK Tier 1 Financing 2 Ltd
62878WAA6
2480000.00000000
PA
USD
2570675.00000000
0.198607067294
Long
DBT
CORP
AE
N
2
2025-08-27
Fixed
4.50000000
N
N
N
N
N
N
DP World Crescent Ltd
21380096JRTWB8TL9236
DP World Crescent Ltd
000000000
840000.00000000
PA
USD
936600.00000000
0.072360519796
Long
DBT
CORP
KY
N
2
2028-09-26
Fixed
4.84800000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-5616.20000000
-0.00043390043
N/A
DFE
ID
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
598219.46000000
USD
8646364965.11000000
IDR
2021-04-12
-5616.20000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-26389.28000000
-0.00203880206
N/A
DFE
ID
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
5156142.37000000
USD
74709357622.61000000
IDR
2021-04-05
-26389.28000000
N
N
N
HONDURAS GOVERNMENT
5493002DW1JNBNG17615
Honduras Government International Bond
000000000
1120000.00000000
PA
USD
1210650.00000000
0.093533272786
Long
DBT
NUSS
HN
N
2
2024-03-15
Fixed
7.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
5052.60000000
0.000390357422
N/A
DFE
MX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
552780.76000000
USD
11498834.81000000
MXN
2021-06-16
5052.60000000
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
2100000.00000000
PA
2537319.71000000
0.196030080190
Long
DBT
NUSS
CI
N
2
2030-03-22
Fixed
5.25000000
N
N
N
N
N
N
Republic of Guatemala
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AP4
7400000.00000000
PA
USD
7906437.50000000
0.610841263335
Long
DBT
NUSS
GT
N
2
2027-06-05
Fixed
4.37500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
6608.47000000
0.000510561952
N/A
DFE
NO
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1380130.33000000
USD
11861474.92000000
NOK
2021-06-16
6608.47000000
N
N
N
HONDURAS GOVERNMENT
5493002DW1JNBNG17615
Honduras Government International Bond
000000000
1310000.00000000
PA
USD
1416028.13000000
0.109400524806
Long
DBT
NUSS
HN
N
2
2024-03-15
Fixed
7.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
7142.04000000
0.000551784888
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
2109273957.79000000
COP
583139.52000000
USD
2021-04-05
7142.04000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
-6713.41000000
-0.00051866948
N/A
DFE
TW
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
263512.34000000
USD
7294864.92000000
TWD
2021-04-19
-6713.41000000
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CW4
2960000.00000000
PA
USD
2926700.00000000
0.226113104088
Long
DBT
NUSS
ID
N
2
2051-03-12
Fixed
3.05000000
N
N
N
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CL2
4780000.00000000
PA
USD
4569381.25000000
0.353024559469
Long
DBT
NUSS
TR
N
2
2027-03-25
Fixed
6.00000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SS005923 CDS USD R F 1.00000 2 CCPCORPORATE / Short: SS005923 CDS USD P V 03MEVENT 1 CCPCORPORATE
000000000
13220000.00000000
OU
Notional Amount
USD
-373872.18000000
-0.02888488712
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Brazilian Government International Bond
Brazilian Government International Bond
Y
sell protection
2024-12-20
0.00000000
USD
-98887.66000000
USD
13220000.00000000
USD
-274984.52000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-6483.96000000
-0.00050094246
N/A
DFE
IN
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
2190952.73000000
USD
160028721.01000000
INR
2021-04-05
-6483.96000000
N
N
N
Yapi ve Kredi Bankasi AS
B85ZYWEZ5IZCZ2WNIO12
Yapi ve Kredi Bankasi AS
984848AM3
4610000.00000000
PA
USD
4794400.00000000
0.370409220706
Long
DBT
CORP
TR
N
2
2024-10-15
Fixed
8.25000000
N
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
695847AT0
1360000.00000000
PA
USD
1388475.00000000
0.107271805172
Long
DBT
NUSS
PK
N
2
2031-04-08
Fixed
7.37500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD AUD
000000000
1.00000000
NC
N/A
1075.41000000
0.000083084803
N/A
DFE
XX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1713566.34000000
AUD
1109330.60000000
EUR
2021-06-16
1075.41000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CTMSIUSTR2021043008320 CALL USD TRY APR21 8.320
000000000
-5584000.00000000
OU
Notional Amount
USD
-231641.07000000
-0.01789629322
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Written
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
FX Contract
N/A
1.00000000
NC
USD
-231641.07000000
-0.02000000
DFE
TR
5584000.00000000
USD
46458880.00000000
TRY
2021-04-30
1.00000000
8.32000000
USD
2021-04-30
XXXX
-188264.56000000
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AG9
1900000.00000000
PA
USD
1848804.50000000
0.142836274420
Long
DBT
NUSS
BM
N
2
2030-08-20
Fixed
2.37500000
N
N
N
N
N
N
GNL Quintero SA
549300JJJIQXE6E1QY27
GNL Quintero SA
000000000
1060000.00000000
PA
USD
1154870.00000000
0.089223781227
Long
DBT
CORP
CL
N
2
2029-07-31
Fixed
4.63400000
N
N
N
N
N
N
AEROPUERTO INTL TOCUMEN
254900FO1PHX49ZIGB14
Aeropuerto Internacional de Tocumen SA
000000000
2490000.00000000
PA
USD
2611387.50000000
0.201752463047
Long
DBT
CORP
PA
N
2
2036-05-18
Fixed
5.62500000
N
N
N
N
N
N
Government of Jamaica
529900Y93KNSXZI8KK56
Jamaica Government International Bond
470160CB6
6290000.00000000
PA
USD
8473919.45000000
0.654684194018
Long
DBT
NUSS
JM
N
2
2045-07-28
Fixed
7.87500000
N
N
N
N
N
N
GAZPROM (GAZ CAPITAL SA)
213800568PRHV2JR9650
Gazprom PJSC Via Gaz Capital SA
000000000
410000.00000000
PA
USD
576690.63000000
0.044554381538
Long
DBT
CORP
LU
N
2
2034-04-28
Fixed
8.62500000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBR2
1030000.00000000
PA
USD
854900.00000000
0.066048482141
Long
DBT
CORP
MX
N
2
2045-01-23
Fixed
6.37500000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Long: CS005629 CDS USD R V 03MEVENT 1 CORPORATE / Short: CS005629 CDS USD P F 1.00000 2 CORPORATE
000000000
2820000.00000000
OU
Notional Amount
USD
-31957.09000000
-0.00246896395
N/A
DCR
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
China Government International Bond
China Government International Bond
Y
buy protection
2022-06-20
0.00000000
USD
-7528.20000000
USD
2820000.00000000
USD
-24428.89000000
N
N
N
2021-04-28
GOLDMAN SACHS TRUST
Peter Fortner
Peter Fortner
Vice President