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
2020-12-31
N
1400970671.78
17411342.05
1383559329.73
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
81622140.39000000
AED
ARS
AUD
BRL
CAD
CHF
CNY
COP
CZK
DOP
EGP
EUR
GBP
HKD
HUF
IDR
ILS
INR
JPY
KRW
MXN
MYR
NOK
NZD
PHP
PLN
RUB
SEK
SGD
THB
TRY
TWD
USD
ZAR
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
2050000.00000000
PA
USD
2364546.88000000
0.170903179154
Long
DBT
NUSS
EG
N
2
2027-01-31
Fixed
7.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-23946.42000000
-0.00173078374
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1479460931.00000000
KRW
1335940.81000000
USD
2021-01-08
-23946.42000000
N
N
N
Republic of Paraguay
529900UXKJTJPCU0HK83
Paraguay Government International Bond
000000000
5650000.00000000
PA
USD
7558640.63000000
0.546318503845
Long
DBT
NUSS
PY
N
2
2044-08-11
Fixed
6.10000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
5692.62000000
0.000411447480
N/A
DFE
CN
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1402903.26000000
USD
9207254.10000000
CNY
2021-03-17
5692.62000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-207179.59000000
-0.01497439145
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
95510607.87000000
ZAR
6228445.07000000
USD
2021-03-17
-207179.59000000
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
1650000.00000000
PA
USD
52800.00000000
0.003816244006
Long
DBT
CORP
VE
N
2
2027-04-12
Fixed
5.38000000
Y
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCK6
1280000.00000000
PA
USD
1264000.00000000
0.091358568645
Long
DBT
CORP
MX
N
2
2028-02-12
Fixed
5.35000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
CS005850 CDS USD R F 5.00000 2 CORPORATE
000000000
3820000.00000000
OU
Notional Amount
USD
162687.31000000
0.011758607419
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
-199259.03000000
USD
3820000.00000000
USD
361946.34000000
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
-23671.16000000
-0.00171088868
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
1810.74000000
USD
0.00000000
USD
5290000.00000000
USD
-25481.90000000
N
N
N
DP WORLD SALAAM
549300SUYBT9X88E9435
DP World Salaam
000000000
6350000.00000000
PA
USD
6887765.63000000
0.497829437595
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
1163915.63000000
0.084124735744
Long
DBT
CORP
TR
N
2
2024-03-28
Fixed
8.13000000
N
N
N
N
N
N
Republic of Gabon
N/A
Gabon Government International Bond
000000000
1854118.00000000
PA
USD
1928282.72000000
0.139371162375
Long
DBT
NUSS
GA
N
2
2024-12-12
Fixed
6.38000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
2270000.00000000
PA
2904003.51000000
0.209893674062
Long
DBT
NUSS
RO
N
2
2032-01-28
Fixed
2.00000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325CU7
2180000.00000000
PA
USD
2664368.75000000
0.192573508974
Long
DBT
NUSS
CO
N
2
2045-06-15
Fixed
5.00000000
N
N
N
N
N
N
PANAMA NOTAS DEL TESORO
549300SHS4T08CL0LP14
Panama Notas del Tesoro
000000000
2740000.00000000
PA
USD
2984887.50000000
0.215739754404
Long
DBT
NUSS
PA
N
2
2026-04-17
Fixed
3.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
672.22000000
0.000048586279
N/A
DFE
CH
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1414818.97000000
USD
1250268.45000000
CHF
2021-03-17
672.22000000
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DT9
10370000.00000000
PA
USD
11521070.00000000
0.832712392770
Long
DBT
NUSS
CO
N
2
2051-05-15
Fixed
4.13000000
N
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
1380000.00000000
PA
USD
1636593.75000000
0.118288657004
Long
DBT
NUSS
BH
N
2
2030-05-14
Fixed
7.38000000
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
-6130.34000000
-0.00044308472
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
1167.78000000
USD
0.00000000
USD
1370000.00000000
USD
-7298.12000000
N
N
N
MINISTRY OF FINANCE OF T
N/A
Republic of Belarus Ministry of Finance
07737JAD5
5390000.00000000
PA
USD
5470850.00000000
0.395418532652
Long
DBT
NUSS
BY
N
2
2031-02-24
Fixed
6.38000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
3663000.00000000
PA
USD
439560.00000000
0.031770231355
Long
DBT
NUSS
LB
N
2
2027-11-29
None
0.00000000
Y
N
N
N
N
N
State of Qatar
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PAY7
10470000.00000000
PA
USD
14710350.00000000
1.063225095151
Long
DBT
NUSS
QA
N
2
2048-04-23
Fixed
5.10000000
N
N
N
N
N
N
YAPI VE KREDI BANKASI AS
B85ZYWEZ5IZCZ2WNIO12
Yapi ve Kredi Bankasi AS
000000000
4330000.00000000
PA
USD
4827950.00000000
0.348951425230
Long
DBT
CORP
TR
N
2
2024-01-15
Fixed
13.88000000
N
N
N
N
N
N
NE Property BV
7245006AG9J70KOIJH36
NE Property BV
000000000
980000.00000000
PA
1225276.86000000
0.088559762756
Long
DBT
CORP
NL
N
2
2024-11-23
Fixed
1.75000000
N
N
N
N
N
N
Fortune Star BVI Ltd
2549008CU8NYQQRSNU62
Fortune Star BVI Ltd
000000000
610000.00000000
PA
USD
616671.88000000
0.044571408449
Long
DBT
CORP
VG
N
2
2022-03-23
Fixed
5.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
4670.94000000
0.000337603158
N/A
DFE
PH
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1363961.25000000
USD
65786579.01000000
PHP
2021-01-15
4670.94000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
254226.25000000
0.018374799297
N/A
DFE
NO
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
8866810.86000000
USD
78227882.12000000
NOK
2021-03-17
254226.25000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-2218.15000000
-0.00016032200
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1880645344.28000000
COP
548432.21000000
USD
2021-01-29
-2218.15000000
N
N
N
JP MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
JPMorgan Chase Bank NA
000000000
59625000.00000000
PA
3552747.85000000
0.256783194884
Long
SN
CORP
US
N
2
2021-07-08
None
0.00000000
N
N
N
N
N
N
ABU DHABI CRUDE OIL
549300DONDFW2383FV66
Abu Dhabi Crude Oil Pipeline LLC
00401MAB2
12180000.00000000
PA
USD
15160293.75000000
1.095745836426
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
4600000.00000000
PA
USD
4882900.00000000
0.352923065536
Long
DBT
NUSS
CO
N
2
2031-04-15
Fixed
3.13000000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
000000000
440000.00000000
PA
603372.98000000
0.043610199218
Long
DBT
NUSS
RS
N
2
2027-05-15
Fixed
3.13000000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
2490000.00000000
PA
USD
1471434.38000000
0.106351375642
Long
DBT
NUSS
LK
N
2
2025-11-03
Fixed
6.85000000
N
N
N
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
119458.04000000
0.008634110401
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
90031.50000000
USD
0.00000000
USD
4140000.00000000
USD
29426.54000000
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
-31546.64000000
-0.00228010749
N/A
DCR
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
China Government International Bond
China Government International Bond
Y
buy protection
2021-06-20
2950.95000000
USD
0.00000000
USD
7050000.00000000
USD
-34497.59000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED PLN / SOLD EUR
000000000
1.00000000
NC
N/A
-27281.54000000
-0.00197183737
N/A
DFE
PL
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1145964.32000000
EUR
5135372.09000000
PLN
2021-03-17
-27281.54000000
N
N
N
PETRONAS CAPITAL LTD
549300G7YFX3540OYR85
Petronas Capital Ltd
716743AS8
1890000.00000000
PA
USD
2740500.00000000
0.198076073870
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
-17003.86000000
-0.00122899391
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
-1054.52000000
USD
3800000.00000000
USD
-15949.34000000
N
N
N
AUTORIDAD CANAL DE PANAM
549300W1ISP1PW2J2P64
Autoridad del Canal de Panama
05330GAA2
380000.00000000
PA
USD
479631.25000000
0.034666475061
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
1627059.38000000
0.117599538020
Long
DBT
CORP
KY
N
2
2030-02-04
Fixed
4.38000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
5890000.00000000
PA
USD
6479000.00000000
0.468284941655
Long
DBT
NUSS
UA
N
2
2023-09-01
Fixed
7.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
59269.12000000
0.004283814848
N/A
DFE
XX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
7547889.89000000
USD
6216000.00000000
EUR
2021-03-17
59269.12000000
N
N
N
Republic of Guatemala
529900QKDFFU9UWW5315
Guatemala Government Bond
000000000
350000.00000000
PA
USD
389156.25000000
0.028127181945
Long
DBT
NUSS
GT
N
2
2027-06-05
Fixed
4.38000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED AUD / SOLD NZD
000000000
1.00000000
NC
N/A
128531.01000000
0.009289880617
N/A
DFE
AU
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
11614909.84000000
NZD
11003000.00000000
AUD
2021-03-17
128531.01000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
18832.81000000
0.001361185573
N/A
DFE
NO
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1453000.00000000
USD
12623385.02000000
NOK
2021-03-17
18832.81000000
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
9584000.00000000
PA
USD
1150080.00000000
0.083124733091
Long
DBT
NUSS
LB
N
2
2030-02-26
None
0.00000000
Y
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-15619.43000000
-0.00112893098
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1933408.99000000
NZD
1375918.24000000
USD
2021-03-17
-15619.43000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-8995.55000000
-0.00065017450
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
133909185.00000000
JPY
1289050.90000000
USD
2021-03-17
-8995.55000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
255661.55000000
0.018478538975
N/A
DFE
TR
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
4229565.77000000
USD
34367336.70000000
TRY
2021-03-17
255661.55000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
21391.32000000
0.001546107892
N/A
DFE
AU
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1419761.54000000
USD
1868131.87000000
AUD
2021-03-17
21391.32000000
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEF1
3130000.00000000
PA
USD
3449846.88000000
0.249345785603
Long
DBT
NUSS
DO
N
2
2032-09-23
Fixed
4.88000000
N
N
N
N
N
N
Republic of Azerbaijan
549300P74FF45UQVU281
Republic of Azerbaijan International Bond
000000000
3534000.00000000
PA
USD
3854268.75000000
0.278576326087
Long
DBT
NUSS
AZ
N
2
2024-03-18
Fixed
4.75000000
N
N
N
N
N
N
Samarco Mineracao SA
529900U8HKV15GJC4O60
Samarco Mineracao SA
000000000
3185000.00000000
PA
USD
2229500.00000000
0.161142348730
Long
DBT
CORP
BR
N
2
2022-11-01
None
0.00000000
Y
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
19448.95000000
0.001405718539
N/A
DFE
RU
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
540046.98000000
USD
41521242.03000000
RUB
2021-01-25
19448.95000000
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
450000.00000000
PA
USD
541968.75000000
0.039172064280
Long
DBT
NUSS
DO
N
2
2026-01-29
Fixed
6.88000000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
2180000.00000000
PA
USD
69760.00000000
0.005042067839
Long
DBT
CORP
VE
N
2
2037-04-12
Fixed
5.50000000
Y
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-21271.81000000
-0.00153747002
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1491119961.00000000
KRW
1349332.14000000
USD
2021-01-08
-21271.81000000
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
000000000
2740000.00000000
PA
3757368.08000000
0.271572602580
Long
DBT
NUSS
RS
N
2
2027-05-15
Fixed
3.13000000
N
N
N
N
N
N
Embotelladora Andina SA
254900NNPKP1J9XTSA53
Embotelladora Andina SA
29081PAE5
506000.00000000
PA
USD
558971.88000000
0.040401005434
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
-37453.24000000
-0.00270702088
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
9140.82000000
USD
0.00000000
USD
8370000.00000000
USD
-46594.06000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
30416.91000000
0.002198453607
N/A
DFE
TR
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
564840.27000000
USD
4463085.39000000
TRY
2021-01-25
30416.91000000
N
N
N
MINISTRY OF FINANCE OF T
N/A
Republic of Belarus Ministry of Finance
07737JAE3
1400000.00000000
PA
USD
1435000.00000000
0.103717995257
Long
DBT
NUSS
BY
N
2
2026-02-24
Fixed
5.88000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DR0
5260000.00000000
PA
USD
5257370.00000000
0.379988764271
Long
DBT
NUSS
PE
N
2
2121-07-28
Fixed
3.23000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-2892.93000000
-0.00020909331
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1637341.32000000
CAD
1283688.88000000
USD
2021-03-17
-2892.93000000
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
682051AJ6
4250000.00000000
PA
USD
4198203.13000000
0.303434991170
Long
DBT
NUSS
OM
N
2
2048-01-17
Fixed
6.75000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDD1
3343000.00000000
PA
USD
3370579.75000000
0.243616567614
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-7373890.95000000
-0.53296528681
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
179196552.78000000
EUR
211658366.71000000
USD
2021-01-21
-7373890.95000000
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
418097AL5
3000000.00000000
PA
USD
3307500.00000000
0.239057330533
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
740000.00000000
PA
USD
652818.75000000
0.047184008374
Long
DBT
CORP
VG
N
2
2024-02-27
Fixed
8.63000000
N
N
N
N
N
N
MEXICO CITY ARPT TRUST
N/A
Mexico City Airport Trust
59284MAA2
1180000.00000000
PA
USD
1250800.00000000
0.090404507643
Long
DBT
CORP
MX
N
2
2026-10-31
Fixed
4.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
-9135.11000000
-0.00066026153
N/A
DFE
TW
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
2677322.25000000
USD
74550038.06000000
TWD
2021-02-05
-9135.11000000
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PDW5
11020000.00000000
PA
USD
12986381.25000000
0.938621204811
Long
DBT
NUSS
DO
N
2
2048-02-15
Fixed
6.50000000
N
N
N
N
N
N
HUARONG FINANCE 2017 CO
5493006V07LYI3HE6G83
Huarong Finance 2017 Co Ltd
000000000
3770000.00000000
PA
USD
4200015.63000000
0.303565993864
Long
DBT
CORP
VG
N
2
2027-04-27
Fixed
4.75000000
N
N
N
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
342136.60000000
0.024728726311
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Chile Government International Bond
Chile Government International Bond
Y
sell protection
2024-12-20
252737.53000000
USD
0.00000000
USD
12630000.00000000
USD
89399.07000000
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05971PAA6
3820000.00000000
PA
USD
4125600.00000000
0.298187429432
Long
DBT
CORP
MX
N
2
2024-09-27
Fixed
6.75000000
N
N
N
N
N
N
PTT TREASURY CENTRE
254900FBQLIN5XACCX50
PTT Treasury Center Co Ltd
74446T2C6
2850000.00000000
PA
USD
2996953.13000000
0.216611826150
Long
DBT
CORP
TH
N
2
2070-07-16
Fixed
3.70000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
-87935.25000000
-0.00635572671
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
8685477.33000000
TRY
1073076.02000000
USD
2021-01-19
-87935.25000000
N
N
N
TC Ziraat Bankasi AS
213800K5KTZFSUS8MR51
TC Ziraat Bankasi AS
000000000
500000.00000000
PA
USD
501250.00000000
0.036229020991
Long
DBT
CORP
TR
N
2
2022-05-03
Fixed
5.13000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SBB1
4240000.00000000
PA
USD
2406200.00000000
0.173913756229
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
439137.50000000
0.031739694176
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
201437.50000000
0.014559368410
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
10480000.00000000
PA
13547061.02000000
0.979145652007
Long
DBT
NUSS
MK
N
2
2025-01-18
Fixed
2.75000000
N
N
N
N
N
N
NORTH MACEDONIA
635400RD1N6RVNCE4958
North Macedonia Government International Bond
000000000
600000.00000000
PA
819345.44000000
0.059220116000
Long
DBT
NUSS
MK
N
2
2023-07-26
Fixed
5.63000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDF6
3043000.00000000
PA
USD
2856311.95000000
0.206446654554
Long
DBT
CORP
MX
N
2
2060-01-28
Fixed
6.95000000
N
N
N
N
N
N
Republic of Guatemala
529900QKDFFU9UWW5315
Guatemala Government Bond
000000000
5430000.00000000
PA
USD
6005240.63000000
0.434042870512
Long
DBT
NUSS
GT
N
2
2026-05-03
Fixed
4.50000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
000000000
1210000.00000000
PA
USD
1306800.00000000
0.094452039165
Long
DBT
CORP
MX
N
2
2033-01-18
Fixed
5.13000000
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
-5459.13000000
-0.00039457144
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
1092.29000000
USD
0.00000000
USD
1220000.00000000
USD
-6551.42000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
227483.60000000
0.016441911460
N/A
DFE
NZ
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
9827813.67000000
USD
13970877.35000000
NZD
2021-03-17
227483.60000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
566.98000000
0.000040979811
N/A
DFE
TW
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1359393.86000000
USD
38196248.73000000
TWD
2021-01-04
566.98000000
N
N
N
BANCO DO BRASIL (CAYMAN)
QE0Q0253K88YAGNPE356
Banco do Brasil SA/Cayman
000000000
5670000.00000000
PA
USD
6323821.88000000
0.457069078579
Long
DBT
CORP
BR
N
2
2024-06-18
Fixed
9.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
19329.19000000
0.001397062604
N/A
DFE
TW
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1349405.92000000
USD
38442685.49000000
TWD
2021-01-04
19329.19000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
48694.08000000
0.003519478995
N/A
DFE
IN
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
2777000.00000000
USD
206942040.00000000
INR
2021-01-27
48694.08000000
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CC2
5930000.00000000
PA
USD
6256150.00000000
0.452177934517
Long
DBT
NUSS
BR
N
2
2030-06-12
Fixed
3.88000000
N
N
N
N
N
N
Yapi ve Kredi Bankasi AS
B85ZYWEZ5IZCZ2WNIO12
Yapi ve Kredi Bankasi AS
000000000
200000.00000000
PA
USD
204000.00000000
0.014744579116
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
3332700.00000000
0.240878719718
Long
DBT
NUSS
PY
N
2
2031-04-28
Fixed
4.95000000
N
N
N
N
N
N
State of Qatar
52990074F6OJOAXK4P65
Qatar Government International Bond
000000000
240000.00000000
PA
USD
326850.00000000
0.023623851393
Long
DBT
NUSS
QA
N
2
2049-03-14
Fixed
4.82000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) MAR21 XCBT 20210322
000000000
367.00000000
NC
USD
-447411.14000000
-0.03233769093
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury Long Bond
USH1 Comdty
2021-03-22
63915473.64000000
USD
-447411.14000000
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SBA3
910000.00000000
PA
USD
549128.13000000
0.039689525284
Long
DBT
NUSS
LK
N
2
2024-06-28
Fixed
6.35000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
1691.30000000
0.000122242679
N/A
DFE
BR
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1384801.12000000
USD
7204926.36000000
BRL
2021-02-02
1691.30000000
N
N
N
CROATIA
74780000O00QGQ7CER13
Croatia Government International Bond
000000000
2720000.00000000
PA
3497339.86000000
0.252778452275
Long
DBT
NUSS
HR
N
2
2029-06-19
Fixed
1.13000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
1500000.00000000
PA
USD
1906406.25000000
0.137789989126
Long
DBT
NUSS
DO
N
2
2027-04-20
Fixed
8.63000000
N
N
N
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567PAH3
4870000.00000000
PA
USD
5583759.38000000
0.403579323272
Long
DBT
NUSS
ID
N
2
2027-03-29
Fixed
4.15000000
N
N
N
N
N
N
MTN MAURITIUS INVSTMENTS
2549009PQD415OQIR074
MTN Mauritius Investments Ltd
55377XAB2
550000.00000000
PA
USD
628718.75000000
0.045442124272
Long
DBT
CORP
MU
N
2
2026-10-13
Fixed
6.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED SEK / SOLD EUR
000000000
1.00000000
NC
N/A
11016.17000000
0.000796219559
N/A
DFE
SE
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1128373.35000000
EUR
11442495.63000000
SEK
2021-03-17
11016.17000000
N
N
N
The Federal Republic of Nigeria
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
3140000.00000000
PA
USD
3382368.75000000
0.244468645277
Long
DBT
NUSS
NG
N
2
2027-11-28
Fixed
6.50000000
N
N
N
N
N
N
THIRD PKSTAN INTL SUKUK
529900OMZDJ2H3CXKF72
Third Pakistan International Sukuk Co Ltd/The
000000000
2130000.00000000
PA
USD
2153296.88000000
0.155634589260
Long
DBT
CORP
PK
N
2
2021-10-13
Fixed
5.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-24418.15000000
-0.00176487914
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1863888.94000000
AUD
1413461.54000000
USD
2021-03-17
-24418.15000000
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
-32083.60000000
-0.00231891754
N/A
DCR
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
China Government International Bond
China Government International Bond
Y
buy protection
2021-06-20
7181.26000000
USD
0.00000000
USD
7170000.00000000
USD
-39264.86000000
N
N
N
GAZPROM PJSC (GAZ FN)
213800UNP9N6BPNYMQ45
Gazprom PJSC via Gaz Finance PLC
000000000
6160000.00000000
PA
USD
6354425.00000000
0.459280990952
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
3326400.00000000
0.240423372422
Long
DBT
CORP
MX
N
2
2033-01-18
Fixed
5.13000000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SAY2
4380000.00000000
PA
USD
2651268.75000000
0.191626675707
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
5550000.00000000
PA
USD
6817828.13000000
0.492774540527
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
2988962.45000000
0.216034280986
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
447796.88000000
0.032365571203
Long
DBT
NUSS
SA
N
2
2055-01-21
Fixed
3.75000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
2630000.00000000
PA
USD
2939846.88000000
0.212484337811
Long
DBT
NUSS
UA
N
2
2025-09-01
Fixed
7.75000000
N
N
N
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567RAM8
1460000.00000000
PA
USD
1725081.25000000
0.124684298889
Long
DBT
NUSS
ID
N
2
2029-02-20
Fixed
4.45000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
-176.88000000
-0.00001278441
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
252126.08000000
CZK
11567.01000000
USD
2021-03-17
-176.88000000
N
N
N
Kaisa Group Holdings Ltd
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
200000.00000000
PA
USD
204625.00000000
0.014789752459
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
234375.00000000
PA
USD
217675.78000000
0.015733028235
Long
DBT
NUSS
IQ
N
2
2028-01-15
Fixed
5.80000000
N
N
N
N
N
N
BANCO DO BRASIL (CAYMAN)
QE0Q0253K88YAGNPE356
Banco do Brasil SA/Cayman
000000000
5210000.00000000
PA
USD
5335365.63000000
0.385626081610
Long
DBT
CORP
BR
N
2
2024-04-15
Fixed
6.25000000
N
N
N
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
Israel Government International Bond
46513JB59
2820000.00000000
PA
USD
3729450.00000000
0.269554757780
Long
DBT
NUSS
IL
N
2
2120-04-03
Fixed
4.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-8256.59000000
-0.00059676443
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
8241828.87000000
ZAR
547088.19000000
USD
2021-03-17
-8256.59000000
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
000000000
600000.00000000
PA
USD
687000.00000000
0.049654538496
Long
DBT
CORP
MX
N
2
2034-09-13
Fixed
5.88000000
N
N
N
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567PAQ3
4050000.00000000
PA
USD
4467656.25000000
0.322910348258
Long
DBT
NUSS
ID
N
2
2050-06-23
Fixed
3.80000000
N
N
N
N
N
N
Republic of Paraguay
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AF7
4590000.00000000
PA
USD
5892412.50000000
0.425887952427
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
10548000.00000000
PA
USD
11022660.00000000
0.796688639449
Long
DBT
CORP
MX
N
2
2047-07-31
Fixed
5.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED HUF / SOLD EUR
000000000
1.00000000
NC
N/A
-16130.41000000
-0.00116586326
N/A
DFE
HU
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
699448.13000000
EUR
249340668.28000000
HUF
2021-03-17
-16130.41000000
N
N
N
Republic of Zambia
N/A
Zambia Government International Bond
000000000
5834000.00000000
PA
USD
3008156.25000000
0.217421557960
Long
DBT
NUSS
ZM
N
2
2022-09-20
Fixed
5.38000000
N
Y
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
15031.41000000
0.001086430460
N/A
DFE
SG
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1364181.41000000
USD
1822614.57000000
SGD
2021-03-17
15031.41000000
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91086QBB3
1560000.00000000
PA
USD
1856010.00000000
0.134147481796
Long
DBT
NUSS
MX
N
2
2044-03-08
Fixed
4.75000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAK6
3300000.00000000
PA
USD
3966187.50000000
0.286665516597
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
701992.50000000
0.050738156645
Long
DBT
CORP
CL
N
2
2023-05-15
Fixed
4.38000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
000000000
850000.00000000
PA
1070852.65000000
0.077398390295
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 NOK
000000000
1.00000000
NC
-24763.84000000
-0.00178986469
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
9458158.59000000
NOK
1078017.08000000
USD
2021-03-17
-24763.84000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
24037.51000000
0.001737367490
N/A
DFE
NZ
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1439879.26000000
USD
2033969.08000000
NZD
2021-03-18
24037.51000000
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
-8636.17000000
-0.00062419946
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
1835.94000000
USD
0.00000000
USD
1930000.00000000
USD
-10472.11000000
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
1520000.00000000
PA
USD
182400.00000000
0.013183388386
Long
DBT
NUSS
LB
N
2
2035-11-02
None
0.00000000
Y
N
N
N
N
N
FORTUNE STAR BVI LTD
2549008CU8NYQQRSNU62
Fortune Star BVI Ltd
000000000
260000.00000000
PA
USD
273568.75000000
0.019772823913
Long
DBT
CORP
VG
N
2
2023-07-02
Fixed
6.75000000
N
N
N
N
N
N
TAJIKISTAN INT BOND
529900W1LSYUF3CYVU10
Republic of Tajikistan International Bond
000000000
710000.00000000
PA
USD
605940.63000000
0.043795782152
Long
DBT
NUSS
TJ
N
2
2027-09-14
Fixed
7.13000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
680000.00000000
PA
USD
692886.00000000
0.050079962970
Long
DBT
NUSS
OM
N
2
2028-01-17
Fixed
5.63000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BK7
350000.00000000
PA
USD
429296.88000000
0.031028440253
Long
DBT
NUSS
UY
N
2
2031-01-23
Fixed
4.38000000
N
N
N
N
N
N
NORTH MACEDONIA
635400RD1N6RVNCE4958
North Macedonia Government International Bond
000000000
2710000.00000000
PA
3503104.52000000
0.253195106615
Long
DBT
NUSS
MK
N
2
2025-01-18
Fixed
2.75000000
N
N
N
N
N
N
MTN MAURITIUS INVSTMENTS
2549009PQD415OQIR074
MTN Mauritius Investments Ltd
000000000
3390000.00000000
PA
USD
3491700.00000000
0.252370818147
Long
DBT
CORP
MU
N
2
2022-02-13
Fixed
5.37000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED ILS / SOLD USD
000000000
1.00000000
NC
20417.28000000
0.001475706864
N/A
DFE
IL
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1457895.16000000
USD
4743990.85000000
ILS
2021-03-17
20417.28000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AP9
1180000.00000000
PA
USD
1273293.75000000
0.092030296253
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
250000.00000000
PA
USD
266953.13000000
0.019294664440
Long
DBT
CORP
TR
N
2
2024-03-28
Fixed
8.13000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-3048.73000000
-0.00022035412
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
11299686.91000000
MXN
559831.10000000
USD
2021-03-17
-3048.73000000
N
N
N
TURKIYE VAKIFLAR BANKASI
789000KAIHOLSQKQ9858
Turkiye Vakiflar Bankasi TAO
90015WAJ2
1080000.00000000
PA
USD
1063125.00000000
0.076839856242
Long
DBT
CORP
TR
N
2
2025-02-05
Fixed
5.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-15465.66000000
-0.00111781689
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1584591.97000000
CAD
1229667.03000000
USD
2021-03-17
-15465.66000000
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
-29712.01000000
-0.00214750530
N/A
DCR
DE
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
China Government International Bond
China Government International Bond
Y
buy protection
2021-06-20
1462.69000000
USD
0.00000000
USD
6640000.00000000
USD
-31174.70000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
47639.57000000
0.003443261808
N/A
DFE
IN
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
2682396.80000000
USD
199936469.08000000
INR
2021-01-27
47639.57000000
N
N
N
BANCO LATINOAMERICANO SA
549300CN3134K4LC0651
Banco Latinoamericano de Comercio Exterior SA
05968CAC6
2830000.00000000
PA
USD
2902929.10000000
0.209816018556
Long
DBT
NUSS
PA
N
2
2025-09-14
Fixed
2.38000000
N
N
N
N
N
N
Embraer Overseas Ltd
N/A
Embraer Overseas Ltd
000000000
13000.00000000
PA
USD
13784.06000000
0.000996275309
Long
DBT
CORP
KY
N
2
2023-09-16
Fixed
5.70000000
N
N
N
N
N
N
Samarco Mineracao SA
529900U8HKV15GJC4O60
Samarco Mineracao SA
000000000
2080000.00000000
PA
USD
1473550.00000000
0.106504287046
Long
DBT
CORP
BR
N
2
2023-10-24
None
0.00000000
Y
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR215241 IRS EUR R V 06MLIBOR CCPVANILLA / Short: BR215241 IRS EUR P F .00000 CCPVANILLA
000000000
50920000.00000000
OU
Notional Amount
-644470.98000000
-0.04658065369
N/A
DIR
ER
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-03-17
0.00000000
EUR
-567977.49000000
EUR
50920000.00000000
EUR
43179.74000000
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Ghana Government International Bond
374422AH6
210000.00000000
PA
USD
213937.50000000
0.015462835268
Long
DBT
NUSS
GH
N
2
2049-06-16
Fixed
8.63000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-14293.65000000
-0.00103310712
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
18232978987.41000000
IDR
1293761.37000000
USD
2021-01-06
-14293.65000000
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
54373.18000000
0.003929949285
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
54373.18000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-26116.34000000
-0.00188761981
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1814056.69000000
AUD
1373320.73000000
USD
2021-03-17
-26116.34000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
287504.96000000
0.020780096221
N/A
DFE
ZA
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
6234547.95000000
USD
96614195.98000000
ZAR
2021-03-03
287504.96000000
N
N
N
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
HSBC Bank PLC
000000000
88025000.00000000
PA
4975231.20000000
0.359596519866
Long
SN
CORP
GB
N
2
2021-12-23
None
0.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
-9703.25000000
-0.00070132518
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
44435019.58000000
THB
1473627.26000000
USD
2021-03-17
-9703.25000000
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
000000000
6280000.00000000
PA
8304899.43000000
0.600256111288
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
-18659.50000000
-0.00134865918
N/A
DCR
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
China Government International Bond
China Government International Bond
Y
buy protection
2021-06-20
2204.50000000
USD
0.00000000
USD
4170000.00000000
USD
-20864.00000000
N
N
N
INDONESIA ASAHAN ALUMINI
2549008P48EB9SN2OI80
Indonesia Asahan Aluminium Persero PT
74445PAG7
1060000.00000000
PA
USD
1319037.50000000
0.095336533219
Long
DBT
CORP
ID
N
2
2050-05-15
Fixed
5.80000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-10965.76000000
-0.00079257605
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1878945255.00000000
COP
539186.81000000
USD
2021-01-29
-10965.76000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
13154.73000000
0.000950789006
N/A
DFE
IN
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1372020.85000000
USD
101444477.61000000
INR
2021-01-27
13154.73000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
11144.11000000
0.000805466723
N/A
DFE
ID
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
537500.89000000
USD
7647562662.92000000
IDR
2021-01-06
11144.11000000
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
498375.95000000
0.036021292277
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
-275492.37000000
USD
29500000.00000000
USD
773868.32000000
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
3330000.00000000
PA
4440579.71000000
0.320953327738
Long
DBT
NUSS
RO
N
2
2027-04-19
Fixed
2.38000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD PLN
000000000
1.00000000
NC
N/A
13535.44000000
0.000978305715
N/A
DFE
XX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
3363159.21000000
PLN
746953.74000000
EUR
2021-03-17
13535.44000000
N
N
N
State of Qatar
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBB6
2950000.00000000
PA
USD
4017531.25000000
0.290376506715
Long
DBT
NUSS
QA
N
2
2049-03-14
Fixed
4.82000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AU8
2670000.00000000
PA
USD
2776800.00000000
0.200699741625
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
231439.85000000
0.016727858721
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Philippine Government International Bond
Philippine Government International Bond
Y
sell protection
2023-12-20
7971.83000000
USD
0.00000000
USD
9460000.00000000
USD
223468.02000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
41865.39000000
0.003025919387
N/A
DFE
ID
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
2526240.67000000
USD
35796830322.23000000
IDR
2021-01-06
41865.39000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
2260000.00000000
PA
2880857.05000000
0.208220709303
Long
DBT
NUSS
EG
N
2
2030-04-16
Fixed
5.63000000
N
N
N
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
60937LAC9
1940000.00000000
PA
USD
2080650.00000000
0.150383865389
Long
DBT
NUSS
MN
N
2
2026-04-07
Fixed
5.13000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
37665.00000000
0.002722326335
N/A
DFE
TR
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
539876.77000000
USD
4330259.79000000
TRY
2021-01-25
37665.00000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
990000.00000000
PA
USD
1144378.13000000
0.082712617045
Long
DBT
NUSS
EG
N
2
2049-03-01
Fixed
8.70000000
N
N
N
N
N
N
Eterna Capital Pte Ltd
N/A
Eterna Capital Pte Ltd
000000000
402741.00000000
PA
USD
193315.68000000
0.013972344795
Long
DBT
CORP
SG
N
2
2022-12-11
Fixed
8.00000000
N
N
Y
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
13448.89000000
0.000972050110
N/A
DFE
CO
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
548881.51000000
USD
1920536403.49000000
COP
2021-01-29
13448.89000000
N
N
N
CNAC HK FINBRIDGE CO LTD
549300US1UQ7R7WABI28
CNAC HK Finbridge Co Ltd
000000000
2630000.00000000
PA
USD
2487215.72000000
0.179769357667
Long
DBT
CORP
HK
N
2
2030-09-22
Fixed
3.00000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
920000.00000000
PA
USD
1113775.00000000
0.080500703950
Long
DBT
NUSS
SA
N
2
2046-10-26
Fixed
4.50000000
N
N
N
N
N
N
STUDIO CITY FINANCE LTD
254900D6R731QAUIG324
Studio City Finance Ltd
86389QAF9
350000.00000000
PA
USD
374829.00000000
0.027091646302
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 TWD
000000000
1.00000000
NC
1988.61000000
0.000143731458
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
61224750.68000000
TWD
2193256.34000000
USD
2021-02-05
1988.61000000
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
6599000.00000000
PA
USD
8028095.94000000
0.580249488944
Long
DBT
NUSS
DO
N
2
2045-01-27
Fixed
6.85000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JX62
6510000.00000000
PA
USD
7630940.63000000
0.551544156150
Long
DBT
NUSS
EG
N
2
2050-05-29
Fixed
8.88000000
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
-22776.22000000
-0.00164620479
N/A
DCR
DE
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
China Government International Bond
China Government International Bond
Y
buy protection
2021-06-20
5537.79000000
USD
0.00000000
USD
5090000.00000000
USD
-28314.01000000
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DQ5
640000.00000000
PA
USD
809000.00000000
0.058472375026
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
2215546.88000000
0.160133854211
Long
DBT
NUSS
RO
N
2
2031-02-14
Fixed
3.00000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
600000.00000000
PA
USD
678000.00000000
0.049004042358
Long
DBT
NUSS
UA
N
2
2024-02-01
Fixed
8.99000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
-15237.77000000
-0.00110134561
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
102117172.90000000
INR
1379123.14000000
USD
2021-01-27
-15237.77000000
N
N
N
SMC GLOBAL POWER HLDGS
549300HBCE80QXKII590
SMC Global Power Holdings Corp
000000000
210000.00000000
PA
USD
211509.38000000
0.015287337192
Long
DBT
CORP
PH
N
2
2024-04-25
Fixed
6.50000000
N
N
N
N
N
N
ICE Clear Europe Limited
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
51743.71000000
0.003739898166
N/A
DCR
US
N
2
ICE Clear Europe Limited
5R6J7JCQRIPQR1EEP713
Chile Government International Bond
Chile Government International Bond
Y
sell protection
2024-06-20
42885.27000000
USD
0.00000000
USD
2020000.00000000
USD
8858.44000000
N
N
N
Republic of Belarus
635400CVCOWYLHF4ZB08
Republic of Belarus International Bond
000000000
1340000.00000000
PA
USD
1357168.75000000
0.098092558868
Long
DBT
NUSS
BY
N
2
2030-02-28
Fixed
6.20000000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BBC1
2290000.00000000
PA
USD
2602012.50000000
0.188066564554
Long
DBT
CORP
CL
N
2
2031-01-15
Fixed
3.75000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
68205LAD5
2680000.00000000
PA
USD
2897750.00000000
0.209441686939
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 COP
000000000
1.00000000
NC
-23353.82000000
-0.00168795218
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
9711157975.89000000
COP
2820059.81000000
USD
2021-01-29
-23353.82000000
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
000000000
2560000.00000000
PA
3043374.69000000
0.219967053425
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
8530000.00000000
PA
USD
10116046.88000000
0.731161046919
Long
DBT
NUSS
BH
N
2
2030-05-14
Fixed
7.38000000
N
N
N
N
N
N
IHS NETHERLANDS HOLDCO
5493006Z6YQYCCN2XI74
IHS Netherlands Holdco BV
44963LAC0
400000.00000000
PA
USD
431000.00000000
0.031151537251
Long
DBT
CORP
NL
N
2
2027-09-18
Fixed
8.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD ILS
000000000
1.00000000
NC
-66556.62000000
-0.00481053602
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
16893455.01000000
ILS
5197746.26000000
USD
2021-03-17
-66556.62000000
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
-143089.86000000
-0.01034215569
N/A
DCR
DE
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
China Government International Bond
China Government International Bond
Y
buy protection
2021-12-20
11212.14000000
USD
0.00000000
USD
15570000.00000000
USD
-154302.00000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
29787.31000000
0.002152947789
N/A
DFE
TR
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
546251.99000000
USD
4413808.94000000
TRY
2021-03-17
29787.31000000
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CY4
3450000.00000000
PA
USD
3461859.38000000
0.250214017253
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
4622000.00000000
0.334065905283
Long
DBT
NUSS
RU
N
2
2026-05-27
Fixed
4.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
12195.50000000
0.000881458404
N/A
DFE
ID
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
801854.18000000
USD
11347038501.18000000
IDR
2021-01-06
12195.50000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-29687.06000000
-0.00214570198
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1494714473.00000000
KRW
1344220.88000000
USD
2021-01-08
-29687.06000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
3898.35000000
0.000281762401
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1750728904.00000000
KRW
1613129.00000000
USD
2021-01-08
3898.35000000
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
1430000.00000000
PA
USD
1426871.88000000
0.103130516295
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
10092784.32000000
0.729479690760
Long
DBT
NUSS
RO
N
2
2028-05-26
Fixed
2.88000000
N
N
N
N
N
N
The Federal Republic of Nigeria
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
8390000.00000000
PA
USD
9236865.63000000
0.667616157219
Long
DBT
NUSS
NG
N
2
2032-02-16
Fixed
7.88000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-18484.67000000
-0.00133602293
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1477605089.00000000
KRW
1339696.71000000
USD
2021-01-08
-18484.67000000
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CK1
1320000.00000000
PA
USD
1329900.00000000
0.096121645918
Long
DBT
NUSS
PH
N
2
2031-06-10
Fixed
1.65000000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
000000000
480000.00000000
PA
USD
521100.00000000
0.037663726361
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
-21389.07000000
-0.00154594526
N/A
DCR
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
China Government International Bond
China Government International Bond
Y
buy protection
2021-06-20
4890.66000000
USD
0.00000000
USD
4780000.00000000
USD
-26279.73000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
18585.62000000
0.001343319335
N/A
DFE
IN
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1347424.55000000
USD
100040883.14000000
INR
2021-01-27
18585.62000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBX9
1940000.00000000
PA
USD
1659306.25000000
0.119930256284
Long
DBT
CORP
MX
N
2
2046-01-23
Fixed
5.63000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
-9481.52000000
-0.00068529912
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1822925.75000000
SGD
1369966.78000000
USD
2021-03-17
-9481.52000000
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AM6
5060000.00000000
PA
USD
5205475.00000000
0.376237931264
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
3495712.50000000
0.252660831009
Long
DBT
CORP
NL
N
2
2030-01-21
Fixed
3.68000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
944.01000000
0.000068230539
N/A
DFE
MX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1375908.01000000
USD
27639996.85000000
MXN
2021-03-17
944.01000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-253513.88000000
-0.01832331108
N/A
DFE
PL
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
17559970.41000000
USD
64629242.82000000
PLN
2021-03-17
-253513.88000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
8566.52000000
0.000619165352
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
40894252.34000000
THB
1373699.08000000
USD
2021-03-17
8566.52000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
6082.83000000
0.000439650824
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
36461299.44000000
TWD
1311052.92000000
USD
2021-02-05
6082.83000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
120000.00000000
PA
152736.80000000
0.011039410939
Long
DBT
NUSS
EG
N
2
2025-04-11
Fixed
4.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-37962.02000000
-0.00274379415
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1956149410.60000000
COP
534795.82000000
USD
2021-01-29
-37962.02000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-23737.83000000
-0.00171570741
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1028036.58000000
GBP
1382783.22000000
USD
2021-03-17
-23737.83000000
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CE4
550000.00000000
PA
USD
655531.25000000
0.047380060682
Long
DBT
NUSS
ID
N
2
2048-01-11
Fixed
4.35000000
N
N
N
N
N
N
THIRD PKSTAN INTL SUKUK
529900OMZDJ2H3CXKF72
Third Pakistan International Sukuk Co Ltd/The
000000000
5200000.00000000
PA
USD
5307250.00000000
0.383593958419
Long
DBT
CORP
PK
N
2
2022-12-05
Fixed
5.63000000
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
42295.07000000
0.003056975518
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
-1131.18000000
USD
2730000.00000000
USD
43426.25000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
8360000.00000000
PA
10595981.99000000
0.765849484175
Long
DBT
NUSS
EG
N
2
2026-04-16
Fixed
4.75000000
N
N
N
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
49681.08000000
0.003590816738
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
654.14000000
USD
0.00000000
USD
3600000.00000000
USD
49026.94000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT MAR21 XCBT 20210322
000000000
9.00000000
NC
USD
6570.10000000
0.000474869408
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury Ultra Long Bond
WNH1 Comdty
2021-03-22
1910992.40000000
USD
6570.10000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR215243 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR215243 IRS EUR P F .00000 2 CCPVANILLA
000000000
32000000.00000000
OU
Notional Amount
-1019684.93000000
-0.07370012315
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-03-17
0.00000000
EUR
-834126.07000000
EUR
32000000.00000000
EUR
-9807.95000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
5697.79000000
0.000411821154
N/A
DFE
TH
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1379268.19000000
USD
41488387.16000000
THB
2021-03-17
5697.79000000
N
N
N
CBB INTL SUKUK PRGM SPC
5493006IRJ2IWXTNIM16
CBB International Sukuk Programme Co SPC
12482TAB4
2670000.00000000
PA
USD
2760112.50000000
0.199493613370
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
4742598.72000000
PA
USD
4907107.61000000
0.354672727403
Long
DBT
CORP
US
N
2
2023-07-24
Fixed
5.48000000
N
N
N
N
N
N
TC Ziraat Bankasi AS
213800K5KTZFSUS8MR51
TC Ziraat Bankasi AS
90014TAC5
770000.00000000
PA
USD
769037.50000000
0.055583991483
Long
DBT
CORP
TR
N
2
2023-09-29
Fixed
5.13000000
N
N
N
N
N
N
Republic of Paraguay
529900UXKJTJPCU0HK83
Paraguay Government International Bond
000000000
12098000.00000000
PA
USD
13031814.38000000
0.941904990987
Long
DBT
NUSS
PY
N
2
2023-01-25
Fixed
4.63000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
169449.69000000
0.012247374316
N/A
DFE
TR
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1322437.43000000
USD
11127358.82000000
TRY
2021-01-11
169449.69000000
N
N
N
MEXICO CITY ARPT TRUST
N/A
Mexico City Airport Trust
59284MAC8
5200000.00000000
PA
USD
5369000.00000000
0.388057084696
Long
DBT
CORP
MX
N
2
2028-04-30
Fixed
3.88000000
N
N
N
N
N
N
STUDIO CITY FINANCE LTD
254900D6R731QAUIG324
Studio City Finance Ltd
86389QAE2
430000.00000000
PA
USD
453650.00000000
0.032788619197
Long
DBT
CORP
VG
N
2
2025-07-15
Fixed
6.00000000
N
N
N
N
N
N
IHS NETHERLANDS HOLDCO
5493006Z6YQYCCN2XI74
IHS Netherlands Holdco BV
44963LAB2
490000.00000000
PA
USD
514040.63000000
0.037153493815
Long
DBT
CORP
NL
N
2
2025-03-18
Fixed
7.13000000
N
N
N
N
N
N
TENGIZCHEVROIL FIN CO IN
5493001VEV2XTJIBZH31
Tengizchevroil Finance Co International Ltd
88034QAC1
1500000.00000000
PA
USD
1588125.00000000
0.114785464264
Long
DBT
CORP
BM
N
2
2030-08-15
Fixed
3.25000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
1580000.00000000
PA
2134688.45000000
0.154289621278
Long
DBT
NUSS
CI
N
2
2048-03-22
Fixed
6.63000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
2251.06000000
0.000162700648
N/A
DFE
KR
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1268338.79000000
USD
1382311714.00000000
KRW
2021-01-08
2251.06000000
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724BY7
3453000.00000000
PA
USD
3763770.00000000
0.272035316384
Long
DBT
NUSS
UA
N
2
2033-03-15
Fixed
7.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
2890.92000000
0.000208948032
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
10976902.90000000
MXN
549691.67000000
USD
2021-03-17
2890.92000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR215208 IRS CNY R V 03MLIBOR CCPVANILLA / Short: BR215208 IRS CNY P F 2.50000 CCPVANILLA
000000000
157200000.00000000
OU
Notional Amount
-290.85000000
-0.00002102186
N/A
DIR
CN
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-03-17
656543.67000000
CNY
0.00000000
CNY
157200000.00000000
CNY
-100241.55000000
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAB6
1220000.00000000
PA
USD
1390800.00000000
0.100523336449
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
970000.00000000
PA
USD
1039415.63000000
0.075126205842
Long
DBT
CORP
KY
N
2
2025-02-20
Fixed
7.70000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR215242 IRS EUR R V 06MLIBOR CCPVANILLA / Short: BR215242 IRS EUR P F .00000 CCPVANILLA
000000000
25400000.00000000
OU
Notional Amount
-295116.19000000
-0.02133021574
N/A
DIR
ER
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-03-17
0.00000000
EUR
-251487.83000000
EUR
25400000.00000000
EUR
9360.28000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-22492.09000000
-0.00162566862
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
884866183.00000000
KRW
790857.01000000
USD
2021-01-08
-22492.09000000
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123AW0
999000.00000000
PA
USD
1113885.00000000
0.080508654458
Long
DBT
NUSS
TR
N
2
2025-02-05
Fixed
7.38000000
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
-16869.62000000
-0.00121929140
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
-250.20000000
USD
3770000.00000000
USD
-16619.42000000
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
1550000.00000000
PA
1919002.32000000
0.138700399669
Long
DBT
NUSS
ID
N
2
2027-02-14
Fixed
0.90000000
N
N
N
N
N
N
Republic of Guatemala
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AN9
4220000.00000000
PA
USD
4667056.25000000
0.337322451572
Long
DBT
NUSS
GT
N
2
2026-05-03
Fixed
4.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
6833.96000000
0.000493940509
N/A
DFE
MX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
546741.41000000
USD
11112901.88000000
MXN
2021-03-17
6833.96000000
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAR0
1770000.00000000
PA
USD
1933171.88000000
0.139724537897
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
2052679.21000000
0.148362210849
Long
DBT
CORP
NL
N
2
2025-01-31
Fixed
2.13000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
45205.83000000
0.003267357534
N/A
DFE
GB
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1458264.00000000
USD
1098897.16000000
GBP
2021-03-17
45205.83000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD JPY
000000000
1.00000000
NC
N/A
2847.37000000
0.000205800354
N/A
DFE
XX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
131648410.00000000
JPY
1045085.78000000
EUR
2021-03-17
2847.37000000
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
130000.00000000
PA
USD
15600.00000000
0.001127526638
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
124725.00000000
0.009014792305
Long
DBT
CORP
PE
N
2
2023-04-12
Fixed
4.63000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAN9
1820000.00000000
PA
USD
2260904.10000000
0.163412153813
Long
DBT
CORP
NL
N
2
2115-06-05
Fixed
6.85000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-1215.52000000
-0.00008785456
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
20490170.86000000
ZAR
1379437.92000000
USD
2021-03-17
-1215.52000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD PLN
000000000
1.00000000
NC
N/A
13861.46000000
0.001001869576
N/A
DFE
XX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
6771660.47000000
PLN
1493035.05000000
EUR
2021-03-17
13861.46000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-22483.44000000
-0.00162504343
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
18327565900.84000000
IDR
1292357.36000000
USD
2021-01-06
-22483.44000000
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
-23939.65000000
-0.00173029442
N/A
DCR
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
China Government International Bond
China Government International Bond
Y
buy protection
2021-06-20
4849.50000000
USD
0.00000000
USD
5350000.00000000
USD
-28789.15000000
N
N
N
CREDIT BANK OF MOSCOW (C
635400Y22HQLUDCVZX38
Credit Bank of Moscow Via CBOM Finance PLC
12504PAF7
3010000.00000000
PA
USD
3152975.00000000
0.227888673239
Long
DBT
CORP
IE
N
2
2023-02-14
Fixed
5.55000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-19168.32000000
-0.00138543534
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1907454777.06000000
COP
539331.80000000
USD
2021-01-29
-19168.32000000
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AK0
3300000.00000000
PA
USD
3312375.00000000
0.239409682608
Long
DBT
NUSS
MA
N
2
2027-12-15
Fixed
2.38000000
N
N
N
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
260000.00000000
PA
USD
275681.25000000
0.019925509811
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
447159.38000000
0.032319494393
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
2190000.00000000
PA
USD
2285812.50000000
0.165212466923
Long
DBT
CORP
MX
N
2
2046-10-31
Fixed
5.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD NZD
000000000
1.00000000
NC
N/A
-17571.43000000
-0.00127001637
N/A
DFE
XX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1948730.74000000
NZD
1131713.10000000
EUR
2021-03-17
-17571.43000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SR215238 IRS EUR R F .00000 CCPVANILLA / Short: SR215238 IRS EUR P V 06MLIBOR CCPVANILLA
000000000
40120000.00000000
OU
Notional Amount
266657.96000000
0.019273330335
N/A
DIR
ER
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-03-17
237361.16000000
EUR
0.00000000
EUR
40120000.00000000
EUR
-20715.35000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-1109.47000000
-0.00008018954
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
7071357.61000000
NOK
823380.64000000
USD
2021-03-17
-1109.47000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
4828.43000000
0.000348986118
N/A
DFE
KR
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1393044.99000000
USD
1520787216.00000000
KRW
2021-01-08
4828.43000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) MAR21 XCBT 20210331
000000000
1327.00000000
NC
USD
318119.02000000
0.022992799308
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
5 Year US Treasury Note
FVH1 Comdty
2021-03-31
167080858.21000000
USD
318119.02000000
N
N
N
SYNGENTA FINANCE NV
54930042S3BYCEGOCN86
Syngenta Finance NV
87164KAJ3
4140000.00000000
PA
USD
4292186.40000000
0.310227852739
Long
DBT
CORP
NL
N
2
2048-04-24
Fixed
5.68000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
-1047.94000000
-0.00007574232
N/A
DFE
TW
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1382546.77000000
USD
38517753.01000000
TWD
2021-02-17
-1047.94000000
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BW2
400000.00000000
PA
USD
454375.00000000
0.032841020275
Long
DBT
CORP
MX
N
2
2027-06-05
Fixed
7.38000000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
138210000.00000000
PA
USD
3662565.00000000
0.264720487318
Long
DBT
CORP
VE
N
2
2022-10-28
Fixed
6.00000000
Y
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
427997.57000000
0.030934529571
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
53689620.76000000
PLN
14804640.45000000
USD
2021-03-10
427997.57000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
-13578.07000000
-0.00098138689
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
2206997.61000000
SGD
1656505.91000000
USD
2021-03-17
-13578.07000000
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AE0
2670000.00000000
PA
USD
2464743.75000000
0.178145143257
Long
DBT
NUSS
AO
N
2
2049-11-26
Fixed
9.13000000
N
N
N
N
N
N
Republic of Belize
529900096070LUHXVI62
Belize Government International Bond
07782GAG8
2537842.49000000
PA
USD
1156304.48000000
0.083574622002
Long
DBT
NUSS
BZ
N
2
2034-02-20
Variable
4.94000000
N
N
Y
N
N
N
Eskom Holdings SOC Ltd
3789001900ED06F65111
Eskom Holdings SOC Ltd
000000000
800000.00000000
PA
USD
817250.00000000
0.059068663152
Long
DBT
CORP
ZA
N
2
2025-02-11
Fixed
7.13000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-5458.35000000
-0.00039451506
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
146551209.00000000
JPY
1415133.35000000
USD
2021-03-17
-5458.35000000
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HX1
1479348.00000000
PA
USD
643516.38000000
0.046511657734
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD EUR
000000000
1.00000000
NC
N/A
16615.45000000
0.001200920671
N/A
DFE
GB
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1123599.22000000
EUR
1017188.76000000
GBP
2021-03-17
16615.45000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD NOK
000000000
1.00000000
NC
N/A
-100895.24000000
-0.00729244043
N/A
DFE
XX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
36375482.62000000
NOK
3383167.87000000
EUR
2021-03-17
-100895.24000000
N
N
N
Corp Lindley SA
549300XI785GPWS6HA82
Corp Lindley SA
000000000
1780000.00000000
PA
USD
1839518.75000000
0.132955537971
Long
DBT
CORP
PE
N
2
2021-11-23
Fixed
6.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
47699.46000000
0.003447590499
N/A
DFE
TR
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
523229.06000000
USD
4271092.66000000
TRY
2021-01-19
47699.46000000
N
N
N
Republic of Paraguay
529900UXKJTJPCU0HK83
Paraguay Government International Bond
000000000
685000.00000000
PA
USD
800807.81000000
0.057880265254
Long
DBT
NUSS
PY
N
2
2026-04-15
Fixed
5.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
63576.54000000
0.004595143745
N/A
DFE
RU
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1370444.63000000
USD
106593183.32000000
RUB
2021-02-08
63576.54000000
N
N
N
The Federal Republic of Nigeria
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
1190000.00000000
PA
USD
1281109.38000000
0.092595189268
Long
DBT
NUSS
NG
N
2
2030-02-23
Fixed
7.14000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
16235.16000000
0.001173434319
N/A
DFE
TW
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1351387.47000000
USD
38211832.10000000
TWD
2021-02-05
16235.16000000
N
N
N
INTERNATIONAL CONTAINER
254900FU1MWK0I0Q4J61
International Container Terminal Services Inc
000000000
340000.00000000
PA
USD
370175.00000000
0.026755267522
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
274948.13000000
0.019872521842
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Peruvian Government International Bond
Peruvian Government International Bond
Y
sell protection
2024-12-20
131531.28000000
USD
0.00000000
USD
11830000.00000000
USD
143416.85000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205BB9
4120000.00000000
PA
USD
4112275.00000000
0.297224333762
Long
DBT
NUSS
ZA
N
2
2049-09-30
Fixed
5.75000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JX54
8180000.00000000
PA
USD
9251068.75000000
0.668642721075
Long
DBT
NUSS
EG
N
2
2032-05-29
Fixed
7.63000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAG5
383000.00000000
PA
USD
447870.63000000
0.032370901657
Long
DBT
NUSS
MX
N
2
2050-01-31
Fixed
4.50000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAG6
2370000.00000000
PA
USD
2456653.13000000
0.177560374695
Long
DBT
NUSS
GH
N
2
2027-02-11
Fixed
6.38000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-16768.09000000
-0.00121195308
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
731354.35000000
GBP
983843.47000000
USD
2021-03-17
-16768.09000000
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAJ9
5860000.00000000
PA
USD
6372750.00000000
0.460605473365
Long
DBT
NUSS
RO
N
2
2051-02-14
Fixed
4.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-12035.95000000
-0.00086992655
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1768936.08000000
CAD
1377949.73000000
USD
2021-03-17
-12035.95000000
N
N
N
BRF SA
254900MTXR9LUVQFU480
BRF SA
000000000
2020000.00000000
PA
USD
2192331.25000000
0.158455890028
Long
DBT
CORP
BR
N
2
2030-01-24
Fixed
4.88000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
18756.72000000
0.001355685990
N/A
DFE
TW
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
2653961.92000000
USD
74676649.71000000
TWD
2021-02-05
18756.72000000
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
7704000.00000000
PA
USD
924480.00000000
0.066818963244
Long
DBT
NUSS
LB
N
2
2029-05-25
None
0.00000000
Y
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
1330000.00000000
PA
USD
1501237.50000000
0.108505466136
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
33470000.00000000
PA
USD
39180818.75000000
2.831885695689
Long
DBT
NUSS
ID
N
2
2028-03-01
Fixed
4.40000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
2691.68000000
0.000194547493
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
24629911.48000000
THB
824887.77000000
USD
2021-03-17
2691.68000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCL4
2091000.00000000
PA
USD
1878632.81000000
0.135782598521
Long
DBT
CORP
MX
N
2
2048-02-12
Fixed
6.35000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
-570.63000000
-0.00004124362
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
38442685.49000000
TWD
1368164.48000000
USD
2021-01-04
-570.63000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
13560000.00000000
PA
17191960.93000000
1.242589353458
Long
DBT
CORP
MX
N
2
2023-03-15
Fixed
5.13000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
33790.11000000
0.002442259560
N/A
DFE
AU
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1412720.87000000
USD
1875077.48000000
AUD
2021-03-17
33790.11000000
N
N
N
Republic of Paraguay
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AD2
2770000.00000000
PA
USD
3223587.50000000
0.232992357518
Long
DBT
NUSS
PY
N
2
2027-03-27
Fixed
4.70000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
16725.14000000
0.001208848774
N/A
DFE
IN
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1348727.62000000
USD
100000060.66000000
INR
2021-01-27
16725.14000000
N
N
N
ZHENRO PROPERTIES GROUP
549300I66TVJEL841P38
Zhenro Properties Group Ltd
000000000
590000.00000000
PA
USD
608253.13000000
0.043962923521
Long
DBT
CORP
KY
N
2
2022-01-25
Fixed
10.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
6073.02000000
0.000438941783
N/A
DFE
NO
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
552012.96000000
USD
4786504.38000000
NOK
2021-03-17
6073.02000000
N
N
N
BNQ CEN TUNISIA INT BOND
254900B5LFB16S9T2T11
Banque Centrale de Tunisie International Bond
000000000
760000.00000000
PA
847794.62000000
0.061276347300
Long
DBT
NUSS
TN
N
2
2026-07-15
Fixed
6.38000000
N
N
N
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
000000000
3490000.00000000
PA
USD
3677587.50000000
0.265806273787
Long
DBT
NUSS
MN
N
2
2023-05-01
Fixed
5.63000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SX002997 CDS USD R F 1.00000 2 CCPCDX / Short: SX002997 CDS USD P V 03MEVENT 1 CCPCDX
000000000
13930000.00000000
OU
Notional Amount
USD
-330238.51000000
-0.02386876391
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.EM.S34.V1
2I65BZDZ2
Y
sell protection
2025-12-20
0.00000000
USD
-841377.49000000
USD
13930000.00000000
USD
511138.98000000
N
N
N
REPUBLIC OF MOZAMBIQUE
213800759WLKYIKPER73
Mozambique International Bond
000000000
2060000.00000000
PA
USD
1868806.25000000
0.135072360819
Long
DBT
NUSS
MZ
N
2
2031-09-15
Variable
5.00000000
N
N
N
N
N
N
Republic of Senegal
549300NP14ZLQGWIUZ97
Senegal Government International Bond
000000000
4580000.00000000
PA
5969333.53000000
0.431447600527
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
1899000.00000000
PA
USD
1934606.25000000
0.139828210357
Long
DBT
NUSS
GH
N
2
2049-06-16
Fixed
8.63000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SR215058 IRS ZAR R F 5.25000 2 CCPVANILLA / Short: SR215058 IRS ZAR P V 03MJIBAR 1 CCPVANILLA
000000000
537155000.00000000
OU
Notional Amount
572129.47000000
0.041352001154
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-03-17
1304935.13000000
ZAR
0.00000000
ZAR
537155000.00000000
ZAR
605704.71000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
39712.03000000
0.002870280236
N/A
DFE
BR
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1083838.31000000
USD
5835222.89000000
BRL
2021-01-05
39712.03000000
N
N
N
TENGIZCHEVROIL FIN CO IN
5493001VEV2XTJIBZH31
Tengizchevroil Finance Co International Ltd
88034QAB3
2920000.00000000
PA
USD
3030960.00000000
0.219069752548
Long
DBT
CORP
BM
N
2
2025-08-15
Fixed
2.63000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
1760000.00000000
PA
USD
1929400.00000000
0.139451916411
Long
DBT
NUSS
DO
N
2
2060-01-30
Fixed
5.88000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
5930.50000000
0.000428640815
N/A
DFE
CN
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1361913.01000000
USD
8940877.20000000
CNY
2021-03-17
5930.50000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
-107017.53000000
-0.00773494332
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
11178989.01000000
TRY
1383963.02000000
USD
2021-01-25
-107017.53000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
82161.13000000
0.005938388635
N/A
DFE
IN
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
5622579.54000000
USD
417791395.23000000
INR
2021-01-27
82161.13000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
-6214.15000000
-0.00044914228
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
101707053.14000000
INR
1382546.77000000
USD
2021-01-27
-6214.15000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
7792.47000000
0.000563219070
N/A
DFE
CN
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1362331.89000000
USD
8955785.93000000
CNY
2021-03-17
7792.47000000
N
N
N
Sunac China Holdings Ltd
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
880000.00000000
PA
USD
926475.00000000
0.066963156555
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
391698.97000000
0.028310963005
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
-169542.36000000
USD
13450000.00000000
USD
561241.33000000
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
Kenya Government International Bond
491798AK0
6380000.00000000
PA
USD
7434693.75000000
0.537359951990
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
187687.50000000
0.013565554867
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
3597290.63000000
0.260002628922
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
810531.56000000
0.058583072122
Long
DBT
NUSS
MN
N
2
2022-12-05
Fixed
5.13000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-7930.12000000
-0.00057316804
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
7700632103.88000000
IDR
544522.14000000
USD
2021-01-06
-7930.12000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SR215338 IRS MXN R F 4.40000 2 CCPVANILLA / Short: SR215338 IRS MXN P V 01MTIIE 1 CCPVANILLA
000000000
1616210000.00000000
OU
Notional Amount
167554.02000000
0.012110360314
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2023-03-15
438673.53000000
MXN
0.00000000
MXN
1616210000.00000000
MXN
145697.25000000
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAQ2
1770000.00000000
PA
USD
1867350.00000000
0.134967106930
Long
DBT
NUSS
SA
N
2
2032-02-03
Fixed
2.75000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
3600000.00000000
PA
USD
4444875.00000000
0.321263779910
Long
DBT
NUSS
SA
N
2
2047-10-04
Fixed
4.63000000
N
N
N
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
600814AR8
280000.00000000
PA
USD
301787.50000000
0.021812400344
Long
DBT
CORP
LU
N
2
2031-04-27
Fixed
4.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED SEK / SOLD EUR
000000000
1.00000000
NC
N/A
7351.30000000
0.000531332472
N/A
DFE
SE
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1128373.35000000
EUR
11412368.06000000
SEK
2021-03-17
7351.30000000
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
3350000.00000000
PA
USD
3566008.00000000
0.257741603368
Long
DBT
CORP
IL
N
2
2023-06-30
Fixed
5.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-2322.83000000
-0.00016788799
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1885146413.54000000
COP
549645.43000000
USD
2021-01-29
-2322.83000000
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
17520000.00000000
PA
USD
560640.00000000
0.040521572725
Long
DBT
CORP
VE
N
2
2027-04-12
Fixed
5.38000000
Y
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PBX5
8900000.00000000
PA
228420.60000000
0.016509635336
Long
DBT
NUSS
DO
N
2
2028-02-04
Fixed
18.50000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
170000.00000000
PA
USD
200334.38000000
0.014479637822
Long
DBT
NUSS
DO
N
2
2048-02-15
Fixed
6.50000000
N
N
N
N
N
N
VEDANTA RESOURCES
8945002DGA3BBXO3N634
Vedanta Resources Finance II PLC
000000000
460000.00000000
PA
USD
340400.00000000
0.024603209467
Long
DBT
CORP
GB
N
2
2026-04-23
Fixed
9.25000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
2020000.00000000
PA
USD
242400.00000000
0.017520029303
Long
DBT
NUSS
LB
N
2
2024-04-22
None
0.00000000
Y
N
N
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
-11097.26000000
-0.00080208052
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
382.81000000
USD
0.00000000
USD
2480000.00000000
USD
-11480.07000000
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
993040.00000000
PA
USD
638028.20000000
0.046114986635
Long
DBT
NUSS
EC
N
2
2030-07-31
Variable
0.50000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
710000.00000000
PA
USD
85200.00000000
0.006158030101
Long
DBT
NUSS
LB
N
2
2027-03-23
None
0.00000000
Y
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
1330000.00000000
PA
1779150.10000000
0.128592252010
Long
DBT
NUSS
RO
N
2
2030-02-08
Fixed
2.50000000
N
N
N
N
N
N
MEXICO CITY ARPT TRUST
N/A
Mexico City Airport Trust
000000000
1409000.00000000
PA
USD
1493540.00000000
0.107949111245
Long
DBT
CORP
MX
N
2
2026-10-31
Fixed
4.25000000
N
N
N
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
-13737.33000000
-0.00099289778
N/A
DCR
DE
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
China Government International Bond
China Government International Bond
Y
buy protection
2021-06-20
3082.92000000
USD
0.00000000
USD
3070000.00000000
USD
-16820.25000000
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HT0
33640015.00000000
PA
USD
12312245.49000000
0.889896459474
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
0.13000000
N
N
N
N
N
N
DP World PLC
549300M3U2DNF4QVSS04
DP World PLC
000000000
1070000.00000000
PA
USD
1362912.50000000
0.098507701889
Long
DBT
CORP
AE
N
2
2048-09-25
Fixed
5.63000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
350000.00000000
PA
USD
421203.13000000
0.030443445463
Long
DBT
NUSS
ID
N
2
2043-04-15
Fixed
4.63000000
N
N
N
N
N
N
MHP Lux SA
222100RHC7R1WZ1J3M44
MHP Lux SA
000000000
380000.00000000
PA
USD
416693.75000000
0.030117519433
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
320000.00000000
PA
USD
374200.00000000
0.027046183850
Long
DBT
NUSS
MX
N
2
2046-01-23
Fixed
4.60000000
N
N
N
N
N
N
LUKOIL INTL FINANCE BV
724500LG1GUKJ5TOIW61
Lukoil International Finance BV
000000000
1800000.00000000
PA
USD
2048625.00000000
0.148069183299
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
5126000.00000000
0.370493688984
Long
DBT
NUSS
OM
N
2
2032-10-28
Fixed
7.38000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
3559.05000000
0.000257238697
N/A
DFE
JP
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1307038.21000000
USD
135203953.00000000
JPY
2021-03-17
3559.05000000
N
N
N
Goldman Sachs Financial Square Government Fund
549300BRJMXN4GUWZ402
Goldman Sachs Financial Square Government Fund
38141W273
45527054.38000000
NS
USD
45527054.38000000
3.290574780691
Long
EC
RF
US
N
1
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
1970000.00000000
PA
USD
2630565.63000000
0.190130309085
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
9222596.88000000
0.666584849801
Long
DBT
NUSS
AO
N
2
2028-05-09
Fixed
8.25000000
N
N
N
N
N
N
NE PROPERTY BV
7245006AG9J70KOIJH36
NE Property BV
000000000
2440000.00000000
PA
3234196.43000000
0.233759142850
Long
DBT
CORP
NL
N
2
2027-07-14
Fixed
3.38000000
N
N
N
N
N
N
Russian Federation
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
4600000.00000000
PA
USD
5806062.50000000
0.419646803374
Long
DBT
NUSS
RU
N
2
2035-03-28
Fixed
5.10000000
N
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
05675M2A1
4410000.00000000
PA
USD
4663575.00000000
0.337070836052
Long
DBT
NUSS
BH
N
2
2031-09-30
Fixed
5.63000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD RUB
000000000
1.00000000
NC
-15569.97000000
-0.00112535614
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
40804235.43000000
RUB
533378.24000000
USD
2021-02-08
-15569.97000000
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
-27071.94000000
-0.00195668804
N/A
DCR
GB
N
2
UBS Switzerland AG
549300WOIFUSNYH0FL22
China Government International Bond
China Government International Bond
Y
buy protection
2021-06-20
2841.65000000
USD
0.00000000
USD
6050000.00000000
USD
-29913.59000000
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
82988.30000000
0.005998174289
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
90040.70000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
10605.57000000
0.000766542480
N/A
DFE
XX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1665583.18000000
USD
1371337.94000000
EUR
2021-01-21
10605.57000000
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBE0
2770000.00000000
PA
USD
3601000.00000000
0.260270732351
Long
DBT
NUSS
QA
N
2
2050-04-16
Fixed
4.40000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
-4161.27000000
-0.00030076556
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
40958176.72000000
THB
1363105.22000000
USD
2021-03-17
-4161.27000000
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HS2
19634677.00000000
PA
USD
7981496.20000000
0.576881383291
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.13000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
-1439.11000000
-0.00010401505
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
8764056.36000000
CNY
1339353.00000000
USD
2021-03-17
-1439.11000000
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
-11902.70000000
-0.00086029559
N/A
DCR
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
China Government International Bond
China Government International Bond
Y
buy protection
2021-06-20
2386.16000000
USD
0.00000000
USD
2660000.00000000
USD
-14288.86000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
-22130.11000000
-0.00159950567
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
100189976.62000000
INR
1345915.86000000
USD
2021-01-27
-22130.11000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
18859.49000000
0.001363113933
N/A
DFE
IN
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1352551.20000000
USD
100436394.46000000
INR
2021-01-27
18859.49000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-23379.73000000
-0.00168982489
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1927062659.57000000
COP
540861.55000000
USD
2021-01-29
-23379.73000000
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DQ2
4910000.00000000
PA
USD
4941915.00000000
0.357188513264
Long
DBT
NUSS
PE
N
2
2060-12-01
Fixed
2.78000000
N
N
N
N
N
N
AEROPUERTOS DOMINICANOS
254900KJA5MXNPYB4W32
Aeropuertos Dominicanos Siglo XXI SA
007866AC0
3220000.00000000
PA
USD
3347793.75000000
0.241969655949
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 IDR
000000000
1.00000000
NC
-10329.00000000
-0.00074655273
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
7654477416.95000000
IDR
538812.07000000
USD
2021-01-06
-10329.00000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-544.45000000
-0.00003935140
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
3774572511.72000000
COP
1104645.16000000
USD
2021-01-29
-544.45000000
N
N
N
TRINIDAD & TOBAGO
N/A
Trinidad & Tobago Government International Bond
896292AK5
1560000.00000000
PA
USD
1675050.00000000
0.121068172792
Long
DBT
NUSS
TT
N
2
2030-06-26
Fixed
4.50000000
N
N
N
N
N
N
PERUSAHAAN GAS NEGARA
549300OX1VFDX7ZPN240
Perusahaan Gas Negara Tbk PT
000000000
1730000.00000000
PA
USD
1910568.75000000
0.138090843590
Long
DBT
CORP
ID
N
2
2024-05-16
Fixed
5.13000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
-7799.87000000
-0.00056375392
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
38196248.73000000
TWD
1352160.97000000
USD
2021-01-04
-7799.87000000
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AH7
1890000.00000000
PA
USD
2035884.38000000
0.147148325066
Long
DBT
NUSS
BM
N
2
2050-08-20
Fixed
3.38000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAN0
13439000.00000000
PA
USD
13973200.25000000
1.009945865691
Long
DBT
NUSS
MX
N
2
2061-05-24
Fixed
3.77000000
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
95415.25000000
0.006896361287
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-12-16
0.00000000
PLN
-38138.55000000
PLN
48880000.00000000
PLN
105666.73000000
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
36321PAC4
1840000.00000000
PA
USD
1941200.00000000
0.140304789125
Long
DBT
CORP
JE
N
2
2040-09-30
Fixed
3.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
12449.07000000
0.000899785772
N/A
DFE
ZA
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
543275.63000000
USD
8247467.34000000
ZAR
2021-03-17
12449.07000000
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
750000.00000000
PA
USD
90000.00000000
0.006504961375
Long
DBT
NUSS
LB
N
2
2028-11-03
None
0.00000000
Y
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD NOK
000000000
1.00000000
NC
N/A
-10275.44000000
-0.00074268155
N/A
DFE
XX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
11903491.94000000
NOK
1125688.52000000
EUR
2021-03-17
-10275.44000000
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
76795000.00000000
OU
Notional Amount
107300.70000000
0.007755410100
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2023-01-02
0.00000000
BRL
-271355.55000000
BRL
76795000.00000000
BRL
154235.22000000
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CB4
3210000.00000000
PA
USD
3424668.75000000
0.247525977123
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
1700900.00000000
0.122936542253
Long
DBT
NUSS
UZ
N
2
2029-02-20
Fixed
5.38000000
N
N
N
N
N
N
Republic of Paraguay
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AH3
3050000.00000000
PA
USD
3849671.88000000
0.278244076511
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
1005750.00000000
0.072692943366
Long
DBT
NUSS
CR
N
2
2031-02-19
Fixed
6.13000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DR3
2460000.00000000
PA
USD
2584537.50000000
0.186803517887
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
45495000.00000000
OU
Notional Amount
24979.20000000
0.001805430346
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-06-16
238.85000000
PLN
0.00000000
PLN
45495000.00000000
PLN
74862.24000000
N
N
N
DEBT AND ASSET TRADING C
N/A
Viet Nam Debt & Asset Trading Corp
000000000
4680000.00000000
PA
USD
4024800.00000000
0.290901872692
Long
DBT
NUSS
VN
N
2
2025-10-10
Fixed
1.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
-15650.36000000
-0.00113116652
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
59920876.43000000
INR
802540.40000000
USD
2021-01-27
-15650.36000000
N
N
N
ITAU UNIBANCO HLDG SA/KY
5493002W2IVG62O3ZJ94
Itau Unibanco Holding SA/Cayman Island
465562AA4
3360000.00000000
PA
USD
3298050.00000000
0.238374309589
Long
DBT
CORP
BR
N
2
2025-02-27
Fixed
4.63000000
N
N
N
N
N
N
Vedanta Resources Ltd
2138007MYEKPEAZQTW83
Vedanta Resources Ltd
000000000
1280000.00000000
PA
USD
911600.00000000
0.065888030994
Long
DBT
CORP
GB
N
2
2024-08-09
Fixed
6.13000000
N
N
N
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
Israel Government International Bond
46513JB42
1390000.00000000
PA
USD
1670606.25000000
0.120746990324
Long
DBT
NUSS
IL
N
2
2050-07-03
Fixed
3.88000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
452660.28000000
0.032717084860
N/A
DFE
CO
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
6739714.57000000
USD
24564237708.03000000
COP
2021-01-29
452660.28000000
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
-120130.19000000
-0.00868269162
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
-117526.83000000
USD
560000.00000000
USD
-2603.36000000
N
N
N
FANTASIA HOLDINGS GROUP
5493005JQNLB3I01JW62
Fantasia Holdings Group Co Ltd
000000000
450000.00000000
PA
USD
457312.50000000
0.033053334987
Long
DBT
CORP
KY
N
2
2023-10-19
Fixed
9.88000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
1050000.00000000
PA
USD
1088850.00000000
0.078699191035
Long
DBT
NUSS
UA
N
2
2021-09-01
Fixed
7.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
19440.76000000
0.001405126587
N/A
DFE
GB
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1397051.77000000
USD
1035324.81000000
GBP
2021-03-17
19440.76000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-21670.41000000
-0.00156627977
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
11920906.26000000
NOK
1368256.37000000
USD
2021-03-17
-21670.41000000
N
N
N
SINO OCEAN LAND IV
213800EAGXDYG9QWS896
Sino-Ocean Land Treasure IV Ltd
000000000
320000.00000000
PA
USD
333200.00000000
0.024082812557
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
3029250.00000000
0.218946158282
Long
DBT
NUSS
RU
N
2
2035-03-28
Fixed
5.10000000
N
N
N
N
N
N
Vedanta Resources Ltd
2138007MYEKPEAZQTW83
Vedanta Resources Ltd
000000000
600000.00000000
PA
USD
487125.00000000
0.035208103442
Long
DBT
CORP
GB
N
2
2023-05-31
Fixed
7.13000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
570000.00000000
PA
USD
642140.63000000
0.046412222172
Long
DBT
NUSS
CI
N
2
2033-06-15
Fixed
6.13000000
N
N
N
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
-26042.75000000
-0.00188230092
N/A
DCR
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
China Government International Bond
China Government International Bond
Y
buy protection
2021-06-20
5087.05000000
USD
0.00000000
USD
5820000.00000000
USD
-31129.80000000
N
N
N
Corp Lindley SA
549300XI785GPWS6HA82
Corp Lindley SA
21988VAA1
815000.00000000
PA
USD
842251.56000000
0.060875709620
Long
DBT
CORP
PE
N
2
2021-11-23
Fixed
6.75000000
N
N
N
N
N
N
AXIATA SPV5 LABUAN LTD
2549002DHJ9LDV9BRC77
Axiata Spv5 Labuan Ltd
000000000
360000.00000000
PA
USD
362925.00000000
0.026231256744
Long
DBT
CORP
MY
N
2
2050-08-19
Fixed
3.06000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
11233.44000000
0.000811923258
N/A
DFE
ID
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
540127.59000000
USD
7685421465.35000000
IDR
2021-01-06
11233.44000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR215246 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR215246 IRS EUR P F .00000 2 CCPVANILLA
000000000
2730000.00000000
OU
Notional Amount
-27943.84000000
-0.00201970666
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2051-03-17
0.00000000
EUR
-6483.80000000
EUR
2730000.00000000
EUR
-20093.90000000
N
N
N
SASOL Financing USA LLC
549300XRB1PFMESFEL85
SASOL Financing USA LLC
80386WAA3
4800000.00000000
PA
USD
5106000.00000000
0.369048142011
Long
DBT
CORP
US
N
2
2024-03-27
Fixed
5.88000000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
36321PAB6
1010000.00000000
PA
USD
1045350.00000000
0.075555126371
Long
DBT
CORP
JE
N
2
2036-03-31
Fixed
2.63000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AT1
240000.00000000
PA
USD
261750.00000000
0.018918595999
Long
DBT
NUSS
ZA
N
2
2026-04-14
Fixed
4.88000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
3376.12000000
0.000244017002
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
197851345.09000000
MXN
9874201.24000000
USD
2021-03-04
3376.12000000
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEB0
3490000.00000000
PA
USD
4097478.13000000
0.296154855231
Long
DBT
NUSS
DO
N
2
2049-06-05
Fixed
6.40000000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
000000000
200000.00000000
PA
USD
226000.00000000
0.016334680786
Long
DBT
CORP
MX
N
2
2028-01-10
Fixed
7.63000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED AUD / SOLD EUR
000000000
1.00000000
NC
N/A
26311.30000000
0.001901711002
N/A
DFE
AU
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1127732.29000000
EUR
1823125.85000000
AUD
2021-03-17
26311.30000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-35543.71000000
-0.00256900511
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1021974.36000000
GBP
1362683.24000000
USD
2021-03-17
-35543.71000000
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
150000.00000000
PA
USD
151312.50000000
0.010936466311
Long
DBT
NUSS
SV
N
2
2052-07-15
Fixed
9.50000000
N
N
N
N
N
N
TELECOM ARGENTINA SA
549300MKPIRSJD8SB782
Telecom Argentina SA
879273AT7
256000.00000000
PA
USD
239120.00000000
0.017282959600
Long
DBT
CORP
AR
N
2
2025-08-06
Fixed
8.50000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
3250000.00000000
PA
4729694.65000000
0.341849789045
Long
DBT
NUSS
RO
N
2
2030-05-26
Fixed
3.62000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-33624.01000000
-0.00243025429
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
32182279274.84000000
IDR
2275169.97000000
USD
2021-01-06
-33624.01000000
N
N
N
Banco de Bogota SA
549300LYHE7LWSKDZT53
Banco de Bogota SA
059514AC3
6870000.00000000
PA
USD
7952025.00000000
0.574751283094
Long
DBT
CORP
CO
N
2
2026-05-12
Fixed
6.25000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
14798455.00000000
PA
USD
8028161.84000000
0.580254252021
Long
DBT
NUSS
EC
N
2
2035-07-31
Variable
0.50000000
N
N
N
N
N
N
HUARONG FINANCE 2019
549300M6T6OW4AGYHK10
Huarong Finance 2019 Co Ltd
000000000
1690000.00000000
PA
USD
1796681.25000000
0.129859357050
Long
DBT
CORP
VG
N
2
2029-11-13
Fixed
3.88000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
860.42000000
0.000062188876
N/A
DFE
ZA
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
546229.60000000
USD
8119320.64000000
ZAR
2021-03-17
860.42000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
4340.63000000
0.000313729227
N/A
DFE
XX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
993931.57000000
USD
816715.03000000
EUR
2021-01-21
4340.63000000
N
N
N
FPC RESOURCES
254900BC87JWWVVVS513
FPC Resources Ltd
000000000
380000.00000000
PA
USD
398168.75000000
0.028778581550
Long
DBT
CORP
VG
N
2
2027-09-11
Fixed
4.38000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-34110.58000000
-0.00246542228
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1217724.60000000
EUR
1454316.31000000
USD
2021-01-21
-34110.58000000
N
N
N
AKBANK TAS
789000TUMN63Z28TJ497
Akbank T.A.S.
000000000
564000.00000000
PA
USD
547080.00000000
0.039541491878
Long
DBT
CORP
TR
N
2
2028-04-27
Fixed
6.80000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
2369000.00000000
PA
3106623.71000000
0.224538524893
Long
DBT
NUSS
EG
N
2
2031-04-11
Fixed
6.38000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CR5
720000.00000000
PA
USD
780075.00000000
0.056381752718
Long
DBT
NUSS
ID
N
2
2050-02-14
Fixed
3.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
-26007.17000000
-0.00187972929
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
4306779.27000000
TRY
549691.67000000
USD
2021-01-19
-26007.17000000
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
05675M2D5
6010000.00000000
PA
USD
6310500.00000000
0.456106208414
Long
DBT
NUSS
BH
N
2
2032-09-16
Fixed
5.45000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HV5
1434455.00000000
PA
USD
540789.54000000
0.039086834108
Long
DBT
NUSS
AR
N
2
2041-07-09
Variable
0.13000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT MAR21 XCBT 20210322
000000000
45.00000000
NC
USD
1323.00000000
0.000095622932
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US 10 Year Ultra Bond
UXYH1 Comdty
2021-03-22
7028520.75000000
USD
1323.00000000
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
000000000
4400000.00000000
PA
5549956.33000000
0.401136128443
Long
DBT
NUSS
RS
N
2
2029-06-26
Fixed
1.50000000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
000000000
330000.00000000
PA
USD
372281.25000000
0.026907501687
Long
DBT
CORP
MX
N
2
2029-06-27
Fixed
7.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
18433.39000000
0.001332316555
N/A
DFE
TW
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1349405.92000000
USD
38136910.11000000
TWD
2021-02-17
18433.39000000
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SAV8
200000.00000000
PA
USD
126937.50000000
0.009174705939
Long
DBT
NUSS
LK
N
2
2023-04-18
Fixed
5.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-5564.89000000
-0.00040221549
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
895475.15000000
GBP
1219590.59000000
USD
2021-03-17
-5564.89000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-255936.83000000
-0.01849843548
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
11553286810.00000000
KRW
10363644.10000000
USD
2021-01-15
-255936.83000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AW4
3660000.00000000
PA
USD
3952800.00000000
0.285697903592
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
6966071.25000000
0.503489160190
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
6527154.23000000
0.471765401724
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
2190000.00000000
PA
USD
2190000.00000000
0.158287393459
Long
DBT
CORP
PA
N
2
2030-08-11
Fixed
2.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-200588.87000000
-0.01449803168
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
56494249.89000000
SEK
6671656.14000000
USD
2021-03-17
-200588.87000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR215239 IRS EUR R V 06MLIBOR CCPVANILLA / Short: BR215239 IRS EUR P F .00000 CCPVANILLA
000000000
15550000.00000000
OU
Notional Amount
-147066.44000000
-0.01062957235
N/A
DIR
ER
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-17
0.00000000
EUR
-131442.28000000
EUR
15550000.00000000
EUR
12070.80000000
N
N
N
Kingdom Of Bahrain
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
1140000.00000000
PA
USD
1205550.00000000
0.087133957618
Long
DBT
NUSS
BH
N
2
2031-09-30
Fixed
5.63000000
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
37618.81000000
0.002718987844
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Saudi Government International Bond
Saudi Government International Bond
Y
sell protection
2025-12-20
87.80000000
USD
0.00000000
USD
2310000.00000000
USD
37531.01000000
N
N
N
MTN MAURITIUS INVSTMENTS
2549009PQD415OQIR074
MTN Mauritius Investments Ltd
000000000
1790000.00000000
PA
USD
1885093.75000000
0.136249578134
Long
DBT
CORP
MU
N
2
2024-11-11
Fixed
4.76000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
14148.47000000
0.001022613898
N/A
DFE
ID
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
537372.01000000
USD
7687643975.06000000
IDR
2021-01-06
14148.47000000
N
N
N
STATE OF MINAS GERAIS
N/A
Brazil Minas SPE via State of Minas Gerais
105860AA8
2800000.00000000
PA
USD
3044125.00000000
0.220021283842
Long
DBT
CORP
KY
N
2
2028-02-15
Fixed
5.33000000
N
N
N
N
N
N
REPUBLIC OF ARMENIA
5299000H77JSW90G7935
Republic of Armenia International Bond
042207AC4
2100000.00000000
PA
USD
2101968.75000000
0.151924728114
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
981614.94000000
0.070948525220
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
2291850.00000000
0.165648841415
Long
DBT
CORP
CO
N
2
2026-05-12
Fixed
6.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
4423.24000000
0.000319700059
N/A
DFE
CA
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1411521.79000000
USD
1801972.71000000
CAD
2021-03-17
4423.24000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
-4323.32000000
-0.00031247810
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1820168.16000000
SGD
1373038.25000000
USD
2021-03-17
-4323.32000000
N
N
N
Yapi ve Kredi Bankasi AS
B85ZYWEZ5IZCZ2WNIO12
Yapi ve Kredi Bankasi AS
000000000
1820000.00000000
PA
USD
1861518.75000000
0.134545639641
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
1198318.75000000
0.086611302041
Long
DBT
CORP
MX
N
2
2028-10-01
Fixed
5.95000000
N
N
N
N
N
N
Republic of Paraguay
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AC4
3930000.00000000
PA
USD
4594415.63000000
0.332072180157
Long
DBT
NUSS
PY
N
2
2026-04-15
Fixed
5.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD GBP
000000000
1.00000000
NC
N/A
-5646.41000000
-0.00040810754
N/A
DFE
XX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1014282.63000000
GBP
1129313.36000000
EUR
2021-03-17
-5646.41000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
57971.12000000
0.004189998849
N/A
DFE
GB
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
2095165.25000000
USD
1573743.21000000
GBP
2021-03-17
57971.12000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
14868.69000000
0.001074669490
N/A
DFE
ZA
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1379437.92000000
USD
20692796.50000000
ZAR
2021-03-17
14868.69000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
-16400.61000000
-0.00118539260
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
4235439.68000000
TRY
551460.82000000
USD
2021-01-11
-16400.61000000
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAF7
820000.00000000
PA
USD
961450.00000000
0.069491056822
Long
DBT
NUSS
MX
N
2
2029-04-22
Fixed
4.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
420.09000000
0.000030362991
N/A
DFE
PH
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1290243.77000000
USD
62103303.38000000
PHP
2021-02-08
420.09000000
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
000000000
400000.00000000
PA
USD
483000.00000000
0.034909959379
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
3551534.38000000
0.256695488490
Long
DBT
NUSS
LK
N
2
2025-11-03
Fixed
6.85000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED NOK / SOLD EUR
000000000
1.00000000
NC
N/A
2693.88000000
0.000194706503
N/A
DFE
NO
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
451888.88000000
EUR
4766184.99000000
NOK
2021-03-17
2693.88000000
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
-28101.12000000
-0.00203107444
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
-28101.12000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
24125.86000000
0.001743753193
N/A
DFE
SG
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
2359710.80000000
USD
3150213.92000000
SGD
2021-03-17
24125.86000000
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDE9
997000.00000000
PA
USD
994507.50000000
0.071880365274
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
Grupo Aval Ltd
549300J4FW1ELLQ80113
Grupo Aval Ltd
000000000
590000.00000000
PA
USD
617840.63000000
0.044655882601
Long
DBT
CORP
KY
N
2
2022-09-26
Fixed
4.75000000
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
345731.68000000
0.024988569161
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Indonesia Government International Bond
Indonesia Government International Bond
Y
sell protection
2025-12-20
119942.41000000
USD
0.00000000
USD
22960000.00000000
USD
225789.27000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SR215191 IRS ZAR R F 4.00000 2 CCPVANILLA / Short: SR215191 IRS ZAR P V 03MJIBAR 1 CCPVANILLA
000000000
258850086.00000000
OU
Notional Amount
81699.39000000
0.005905015292
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-06-16
803674.06000000
ZAR
0.00000000
ZAR
258850086.00000000
ZAR
85037.23000000
N
N
N
HONDURAS GOVERNMENT
5493002DW1JNBNG17615
Honduras Government International Bond
438180AJ0
1170000.00000000
PA
USD
1328681.25000000
0.096033557900
Long
DBT
NUSS
HN
N
2
2030-06-24
Fixed
5.63000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
287.42000000
0.000020773955
N/A
DFE
PH
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1360334.51000000
USD
65469499.13000000
PHP
2021-02-08
287.42000000
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AL8
7490000.00000000
PA
USD
7583625.00000000
0.548124307866
Long
DBT
NUSS
MA
N
2
2032-12-15
Fixed
3.00000000
N
N
N
N
N
N
CROATIA
74780000O00QGQ7CER13
Croatia Government International Bond
000000000
6160000.00000000
PA
8212054.02000000
0.593545491222
Long
DBT
NUSS
HR
N
2
2031-06-17
Fixed
1.50000000
N
N
N
N
N
N
ROYAL CAPITAL BV
72450057BWJ6BYW0TI63
Royal Capital BV
000000000
460000.00000000
PA
USD
477825.00000000
0.034535924100
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
-67600.19000000
-0.00488596249
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2021-12-16
0.00000000
PLN
-43225.66000000
PLN
243090000.00000000
PLN
-56002.64000000
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CL9
2470000.00000000
PA
USD
2488525.00000000
0.179863988954
Long
DBT
NUSS
PH
N
2
2045-12-10
Fixed
2.65000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW89
2850000.00000000
PA
USD
3294421.88000000
0.238112078695
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
7258000.00000000
0.524588996224
Long
DBT
NUSS
TR
N
2
2047-05-11
Fixed
5.75000000
N
N
N
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAB7
4640000.00000000
PA
USD
4899550.00000000
0.354126483390
Long
DBT
NUSS
GH
N
2
2032-03-26
Fixed
8.13000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
4445.98000000
0.000321343646
N/A
DFE
CN
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
2745923.51000000
USD
17977725.98000000
CNY
2021-03-17
4445.98000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
-3037.51000000
-0.00021954316
N/A
DFE
TW
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
2758768.70000000
USD
76996048.15000000
TWD
2021-02-05
-3037.51000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
38356.65000000
0.002772316963
N/A
DFE
ID
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1906752.04000000
USD
27112870005.13000000
IDR
2021-01-06
38356.65000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
300639.11000000
0.021729397759
N/A
DFE
XX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
29244457.71000000
USD
24142037.98000000
EUR
2021-03-17
300639.11000000
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
1880000.00000000
PA
2635465.72000000
0.190484474598
Long
DBT
NUSS
RO
N
2
2050-01-28
Fixed
3.38000000
N
N
N
N
N
N
DP WORLD CRESCENT LTD
21380096JRTWB8TL9236
DP World Crescent Ltd
000000000
1390000.00000000
PA
USD
1525525.00000000
0.110260902241
Long
DBT
CORP
KY
N
2
2029-07-18
Fixed
3.88000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
2822.45000000
0.000203999202
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
10872197.86000000
MXN
544407.45000000
USD
2021-03-17
2822.45000000
N
N
N
PHOSAGRO(PHOS BOND FUND)
635400F8A3KGJIIBIK95
Phosagro OAO Via Phosagro Bond Funding DAC
71922LAB5
3610000.00000000
PA
USD
3772450.00000000
0.272662683770
Long
DBT
CORP
IE
N
2
2023-04-24
Fixed
3.95000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
12551936.00000000
PA
USD
6323037.76000000
0.457012404465
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
1527978.13000000
0.110438207973
Long
DBT
CORP
KY
N
2
2028-03-14
Fixed
4.23000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
282.45000000
0.000020414737
N/A
DFE
CH
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1281547.96000000
USD
1132209.18000000
CHF
2021-03-17
282.45000000
N
N
N
SoftBank Group Corp
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
1310000.00000000
PA
USD
1278887.50000000
0.092434597672
Long
DBT
CORP
JP
N
2
2023-07-19
Fixed
6.00000000
N
N
N
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
560000.00000000
PA
USD
646800.00000000
0.046748989082
Long
DBT
NUSS
BH
N
2
2028-10-12
Fixed
7.00000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
2010000.00000000
PA
USD
1855481.25000000
0.134109265148
Long
DBT
NUSS
AO
N
2
2049-11-26
Fixed
9.13000000
N
N
N
N
N
N
REDE D'OR FINANCE SARL
549300FDE772OLJUCP79
Rede D'or Finance Sarl
75735GAA6
980000.00000000
PA
USD
1019200.00000000
0.073665073705
Long
DBT
CORP
LU
N
2
2030-01-22
Fixed
4.50000000
N
N
N
N
N
N
IQIYI INC
222100XL8T2Q5B8MS302
iQIYI Inc
46267XAD0
710000.00000000
PA
USD
627725.20000000
0.045370313112
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
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
-13724.22000000
-0.00099195023
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
41635565.89000000
THB
1376154.88000000
USD
2021-03-17
-13724.22000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-21825.29000000
-0.00157747409
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
5742327.10000000
BRL
1083838.31000000
USD
2021-01-05
-21825.29000000
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
3532360.00000000
PA
USD
1669040.10000000
0.120633793154
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
2998967.71000000
0.216757434651
Long
DBT
NUSS
RO
N
2
2031-07-16
Fixed
2.12000000
N
N
N
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
338141.51000000
0.024439971798
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Saudi Government International Bond
Saudi Government International Bond
Y
sell protection
2024-06-20
58277.71000000
USD
0.00000000
USD
17110000.00000000
USD
279863.80000000
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
-5414.39000000
-0.00039133775
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
1057.49000000
USD
0.00000000
USD
1210000.00000000
USD
-6471.88000000
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
990000.00000000
PA
USD
1023103.13000000
0.073947181592
Long
DBT
NUSS
BH
N
2
2044-09-19
Fixed
6.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-11782.23000000
-0.00085158834
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1019889.94000000
GBP
1383592.89000000
USD
2021-03-17
-11782.23000000
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CX6
5380000.00000000
PA
USD
5388406.25000000
0.389459716993
Long
DBT
NUSS
TR
N
2
2025-03-13
Fixed
4.25000000
N
N
N
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
-13737.33000000
-0.00099289778
N/A
DCR
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
China Government International Bond
China Government International Bond
Y
buy protection
2021-06-20
2681.06000000
USD
0.00000000
USD
3070000.00000000
USD
-16418.39000000
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
-10649.79000000
-0.00076973858
N/A
DCR
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
China Government International Bond
China Government International Bond
Y
buy protection
2021-06-20
499.01000000
USD
0.00000000
USD
2380000.00000000
USD
-11148.80000000
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SAW6
1690000.00000000
PA
USD
959075.00000000
0.069319398119
Long
DBT
NUSS
LK
N
2
2028-04-18
Fixed
6.75000000
N
N
N
N
N
N
PETRONAS CAPITAL LTD
549300G7YFX3540OYR85
Petronas Capital Ltd
716743AR0
4410000.00000000
PA
USD
5889180.15000000
0.425654326739
Long
DBT
CORP
MY
N
2
2050-04-21
Fixed
4.55000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
35493.37000000
0.002565366676
N/A
DFE
KR
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1341198.40000000
USD
1497743077.00000000
KRW
2021-01-08
35493.37000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
118539.74000000
0.008567738112
N/A
DFE
TR
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1063590.08000000
USD
8843464.35000000
TRY
2021-01-19
118539.74000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
122930.46000000
0.008885087712
N/A
DFE
JP
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
10775473.99000000
USD
1124302181.00000000
JPY
2021-03-17
122930.46000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
-42776.75000000
-0.00309179007
N/A
DFE
MX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
13855756.69000000
USD
277292487.39000000
MXN
2021-03-17
-42776.75000000
N
N
N
PTTEP TREASURY CENTER CO
2549006WFOUPZX6TZG08
PTTEP Treasury Center Co Ltd
69371MAE7
1040000.00000000
PA
USD
1103375.00000000
0.079749019524
Long
DBT
CORP
TH
N
2
2030-01-15
Fixed
2.99000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
19095.67000000
0.001380184397
N/A
DFE
CA
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
4863258.57000000
USD
6213425.59000000
CAD
2021-03-17
19095.67000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-20737.73000000
-0.00149886814
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
20899051484.49000000
IDR
1478584.42000000
USD
2021-01-06
-20737.73000000
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
Kenya Government International Bond
491798AG9
750000.00000000
PA
USD
841406.25000000
0.060814612855
Long
DBT
NUSS
KE
N
2
2028-02-28
Fixed
7.25000000
N
N
N
N
N
N
Republic of Belarus
635400CVCOWYLHF4ZB08
Republic of Belarus International Bond
000000000
450000.00000000
PA
USD
494437.50000000
0.035736631554
Long
DBT
NUSS
BY
N
2
2027-06-29
Fixed
7.63000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
9860000.00000000
PA
USD
10935356.25000000
0.790378555875
Long
DBT
NUSS
UA
N
2
2024-09-01
Fixed
7.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
10905.69000000
0.000788234357
N/A
DFE
ID
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
542908.66000000
USD
7719618236.54000000
IDR
2021-01-06
10905.69000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
7309.29000000
0.000528296101
N/A
DFE
TH
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1379268.19000000
USD
41536661.54000000
THB
2021-03-17
7309.29000000
N
N
N
JP MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
JPMorgan Chase Bank NA
000000000
78475000.00000000
PA
4599118.92000000
0.332412121487
Long
SN
CORP
US
N
2
2021-09-02
None
0.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
92105.71000000
0.006657156510
N/A
DFE
XX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
10988206.02000000
USD
9054000.00000000
EUR
2021-03-17
92105.71000000
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
2370000.00000000
PA
3202032.68000000
0.231434432278
Long
DBT
NUSS
CI
N
2
2048-03-22
Fixed
6.63000000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
3990000.00000000
PA
USD
478800.00000000
0.034606394515
Long
DBT
NUSS
LB
N
2
2025-02-26
None
0.00000000
Y
N
N
N
N
N
REPUBLIC OF GABON
N/A
Gabon Government International Bond
362420AD3
2760000.00000000
PA
USD
2841937.50000000
0.205407707420
Long
DBT
NUSS
GA
N
2
2031-02-06
Fixed
6.63000000
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
425500.00000000
0.030754011834
Long
DBT
CORP
AZ
N
2
2023-03-13
Fixed
4.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-24719.14000000
-0.00178663389
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1479527087.00000000
KRW
1335228.90000000
USD
2021-01-08
-24719.14000000
N
N
N
The Federal Republic of Nigeria
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAH6
9820000.00000000
PA
USD
10436818.75000000
0.754345587191
Long
DBT
NUSS
NG
N
2
2038-02-23
Fixed
7.70000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
800000.00000000
PA
USD
790250.00000000
0.057117174740
Long
DBT
NUSS
OM
N
2
2048-01-17
Fixed
6.75000000
N
N
N
N
N
N
SHARJAH SUKUK PROGRAM
549300N3BQ9P6RRMVV02
Sharjah Sukuk Program Ltd
000000000
4900000.00000000
PA
USD
5117437.50000000
0.369874814186
Long
DBT
CORP
KY
N
2
2029-10-23
Fixed
3.23000000
N
N
N
N
N
N
BHARTI AIRTEL INTERNATIO
724500ULW6PWKDAI7I46
Bharti Airtel International Netherlands BV
000000000
550000.00000000
PA
USD
586781.25000000
0.042410992965
Long
DBT
CORP
NL
N
2
2023-03-11
Fixed
5.13000000
N
N
N
N
N
N
ADANI ELECTRICITY MUMBAI
335800AIC1B5EBFVUC38
Adani Electricity Mumbai Ltd
000000000
200000.00000000
PA
USD
211625.00000000
0.015295693899
Long
DBT
CORP
IN
N
2
2030-02-12
Fixed
3.95000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
19839.52000000
0.001433947903
N/A
DFE
IN
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1378296.03000000
USD
102393612.07000000
INR
2021-01-27
19839.52000000
N
N
N
INDUSTRIAS PENOLES SAB D
549300WA2HB7776CB324
Industrias Penoles SAB de CV
456472AD1
400000.00000000
PA
USD
463000.00000000
0.033464412407
Long
DBT
CORP
MX
N
2
2050-08-06
Fixed
4.75000000
N
N
N
N
N
N
GAZPROM (GAZ CAPITAL SA)
213800568PRHV2JR9650
Gazprom PJSC Via Gaz Capital SA
000000000
3970000.00000000
PA
USD
5822253.13000000
0.420817019183
Long
DBT
CORP
LU
N
2
2037-08-16
Fixed
7.29000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
-822.89000000
-0.00005947630
N/A
DFE
MX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
543816.28000000
USD
10900471.04000000
MXN
2021-03-17
-822.89000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
5454.51000000
0.000394237520
N/A
DFE
TW
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
2642789.45000000
USD
73992819.02000000
TWD
2021-02-05
5454.51000000
N
N
N
STATE OIL CO OF THE AZER
2549002HARR1VE257O76
State Oil Co of the Azerbaijan Republic
000000000
1040000.00000000
PA
USD
1330017.00000000
0.096130102368
Long
DBT
CORP
AZ
N
2
2030-03-18
Fixed
6.95000000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAD0
1500000.00000000
PA
USD
1556250.00000000
0.112481623777
Long
DBT
CORP
NL
N
2
2050-08-03
Fixed
4.03000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCC4
365000.00000000
PA
USD
342187.50000000
0.024732405228
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
310000.00000000
0.022405978069
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
1609112.29000000
0.116302369939
Long
DBT
NUSS
AR
N
2
2030-07-09
Fixed
0.13000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
000000000
120088.00000000
PA
56481.62000000
0.004082341738
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
0.50000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR215245 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR215245 IRS EUR P F .25000 2 CCPVANILLA
000000000
3260000.00000000
OU
Notional Amount
-200514.90000000
-0.01449268532
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2041-03-17
0.00000000
EUR
-158812.87000000
EUR
3260000.00000000
EUR
-8240.06000000
N
N
N
Metinvest BV
635400TMCKVEU87EJ582
Metinvest BV
000000000
200000.00000000
PA
USD
213000.00000000
0.015395075254
Long
DBT
CORP
NL
N
2
2023-04-23
Fixed
7.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
21229.35000000
0.001534401130
N/A
DFE
GB
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
979382.21000000
USD
731354.35000000
GBP
2021-03-17
21229.35000000
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
1280000.00000000
PA
USD
1253600.00000000
0.090606884219
Long
DBT
NUSS
OM
N
2
2047-03-08
Fixed
6.50000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAY5
2510000.00000000
PA
USD
2936700.00000000
0.212256889668
Long
DBT
CORP
NL
N
2
2028-01-27
Fixed
6.00000000
N
N
N
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
X5424XCA4
3200000.00000000
PA
USD
3734400.00000000
0.269912530655
Long
DBT
NUSS
RU
N
2
2029-03-21
Fixed
4.38000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAM2
6970000.00000000
PA
USD
7168645.00000000
0.518130653739
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.66000000
N
N
N
N
N
N
MEITUAN
21380033K525E5JLIA77
Meituan
58533EAC7
540000.00000000
PA
USD
562612.50000000
0.040664139795
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
617031.25000000
0.044597382760
Long
DBT
NUSS
KE
N
2
2028-02-28
Fixed
7.25000000
N
N
N
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
Kenya Government International Bond
000000000
200000.00000000
PA
USD
233062.50000000
0.016845139560
Long
DBT
NUSS
KE
N
2
2032-05-22
Fixed
8.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)MAR21 XCBT 20210322
000000000
1269.00000000
NC
USD
237289.84000000
0.017150680487
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
10 Year US Treasury Note
TYH1 Comdty
2021-03-22
174924366.41000000
USD
237289.84000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
45512.01000000
0.003289487412
N/A
DFE
TH
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
7379535.66000000
USD
222426584.36000000
THB
2021-03-17
45512.01000000
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BL7
3680000.00000000
PA
USD
4333200.00000000
0.313192207004
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
000000000
3660000.00000000
PA
USD
3777522.60000000
0.273029317849
Long
DBT
NUSS
XX
N
2
2022-03-14
Fixed
5.38000000
N
N
N
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
7200000.00000000
PA
9177951.66000000
0.663358011672
Long
DBT
NUSS
EG
N
2
2030-04-16
Fixed
5.63000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD RUB
000000000
1.00000000
NC
-39825.86000000
-0.00287850756
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
167010311.00000000
RUB
2207000.00000000
USD
2021-02-08
-39825.86000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205BA1
5670000.00000000
PA
USD
6006656.25000000
0.434145187772
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 GBP
000000000
1.00000000
NC
-7456.94000000
-0.00053896785
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
888000.00000000
GBP
1207471.32000000
USD
2021-03-17
-7456.94000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
-80734.62000000
-0.00583528427
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
8947366.05000000
TRY
1115284.02000000
USD
2021-01-19
-80734.62000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
10626.86000000
0.000768081264
N/A
DFE
CO
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
551386.32000000
USD
1919452974.00000000
COP
2021-01-29
10626.86000000
N
N
N
SOCIEDAD QUIMICA Y MINER
TJ88LXZZW5PWIN93ZC81
Sociedad Quimica y Minera de Chile SA
833636AG8
3291000.00000000
PA
USD
3624213.75000000
0.261948560652
Long
DBT
CORP
CL
N
2
2025-01-28
Fixed
4.38000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
-671.00000000
-0.00004849810
N/A
DFE
ZA
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
551621.03000000
USD
8176606.82000000
ZAR
2021-03-17
-671.00000000
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
41690000.00000000
PA
USD
1334080.00000000
0.096423765236
Long
DBT
CORP
VE
N
2
2024-05-16
Fixed
6.00000000
Y
N
N
N
N
N
Republic of Guatemala
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AR0
6120000.00000000
PA
USD
8070750.00000000
0.583332411308
Long
DBT
NUSS
GT
N
2
2050-06-01
Fixed
6.13000000
N
N
N
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
Kenya Government International Bond
491798AJ3
3900000.00000000
PA
USD
4287562.50000000
0.309893649507
Long
DBT
NUSS
KE
N
2
2027-05-22
Fixed
7.00000000
N
N
N
N
N
N
Innovate Capital Pte Ltd
5493008BPW7MCO0YPS29
Innovate Capital Pte Ltd
000000000
648538.97000000
PA
USD
199218.20000000
0.014398963291
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 SEK / SOLD USD
000000000
1.00000000
NC
8131.73000000
0.000587739884
N/A
DFE
SE
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1379437.92000000
USD
11406710.10000000
SEK
2021-03-17
8131.73000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) MAR21 XCBT 20210331
000000000
218.00000000
NC
USD
38744.66000000
0.002800361297
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
2 Year US Treasury Note
TUH1 Comdty
2021-03-31
48130739.82000000
USD
38744.66000000
N
N
N
Greenko Investment Co
21380023V4N5Y8KXN552
Greenko Investment Co
39530XAA2
1190000.00000000
PA
USD
1213428.13000000
0.087703367967
Long
DBT
CORP
MU
N
2
2023-08-16
Fixed
4.88000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
900000.00000000
PA
1261659.12000000
0.091189376045
Long
DBT
NUSS
RO
N
2
2050-01-28
Fixed
3.38000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDG4
930000.00000000
PA
USD
1017094.50000000
0.073512893747
Long
DBT
CORP
MX
N
2
2025-10-16
Fixed
6.88000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
2742.85000000
0.000198245925
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
8065844.77000000
ZAR
546229.60000000
USD
2021-03-17
2742.85000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED HUF / SOLD EUR
000000000
1.00000000
NC
N/A
-17666.19000000
-0.00127686537
N/A
DFE
HU
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
739890.46000000
EUR
263578577.47000000
HUF
2021-03-17
-17666.19000000
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
25155.10000000
0.001818143932
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
-21172.51000000
USD
520000.00000000
USD
46327.61000000
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
1230000.00000000
PA
1542073.63000000
0.111456993340
Long
DBT
NUSS
CI
N
2
2032-01-30
Fixed
4.88000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
448896.91000000
0.032445078454
N/A
DFE
KR
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
10170684.02000000
USD
11553286810.00000000
KRW
2021-01-15
448896.91000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
61079.76000000
0.004414683106
N/A
DFE
TR
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1083526.04000000
USD
8562748.73000000
TRY
2021-01-19
61079.76000000
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
1580000.00000000
PA
USD
1738000.00000000
0.125618031887
Long
DBT
NUSS
UA
N
2
2023-09-01
Fixed
7.75000000
N
N
N
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
240000.00000000
PA
USD
245250.00000000
0.017726019747
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
470451.03000000
0.034002953100
N/A
DFE
KR
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
13082975.71000000
USD
14745167771.00000000
KRW
2021-01-08
470451.03000000
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
329556.90000000
0.023819498948
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
-590254.02000000
USD
26630000.00000000
USD
919810.92000000
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
-55799.51000000
-0.00403304063
N/A
DCR
GB
N
2
UBS Switzerland AG
549300WOIFUSNYH0FL22
China Government International Bond
China Government International Bond
Y
buy protection
2021-06-20
5118.69000000
USD
0.00000000
USD
12470000.00000000
USD
-60918.20000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
255787.60000000
0.018487649535
N/A
DFE
KR
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
10362993.39000000
USD
11553286810.00000000
KRW
2021-02-19
255787.60000000
N
N
N
LUKOIL SECURITIES BV
724500IVNQ6LF8OFIO42
Lukoil Securities BV
54988LAB2
1740000.00000000
PA
USD
1881496.80000000
0.135989600125
Long
DBT
CORP
NL
N
2
2030-05-06
Fixed
3.88000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
1730000.00000000
PA
2236299.19000000
0.161633776155
Long
DBT
NUSS
RO
N
2
2031-07-16
Fixed
2.12000000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
48126PAA0
2100000.00000000
PA
USD
2283750.00000000
0.165063394892
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
694959.38000000
0.050229821379
Long
DBT
CORP
NL
N
2
2022-07-24
Fixed
4.88000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD NOK
000000000
1.00000000
NC
N/A
-18347.97000000
-0.00132614262
N/A
DFE
XX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
11999389.80000000
NOK
1128228.76000000
EUR
2021-03-17
-18347.97000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-21707.26000000
-0.00156894319
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
28099607.32000000
MXN
1378039.69000000
USD
2021-03-17
-21707.26000000
N
N
N
MV24 CAPITAL BV
N/A
MV24 Capital BV
55388RAA4
1457332.80000000
PA
USD
1598511.92000000
0.115536203301
Long
DBT
CORP
NL
N
2
2034-06-01
Fixed
6.75000000
N
N
N
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
-17675.07000000
-0.00127750719
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
1570.73000000
USD
0.00000000
USD
3950000.00000000
USD
-19245.80000000
N
N
N
TRAFIGURA GROUP PTE LTD
549300HJ8VS88NIO3006
Trafigura Group Pte Ltd
000000000
470000.00000000
PA
USD
462215.63000000
0.033407720223
Long
DBT
CORP
SG
N
2
2021-12-22
Fixed
6.88000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CS3
2380000.00000000
PA
USD
2763031.25000000
0.199704572881
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
4409021.15000000
0.318672358695
Long
DBT
NUSS
HU
N
2
2035-06-05
Fixed
1.75000000
N
N
N
N
N
N
CONTEMPRY RUIDNG DEVELOP
549300MSU00BINFBY870
Contemporary Ruiding Development Ltd
000000000
290000.00000000
PA
USD
293081.25000000
0.021183135677
Long
DBT
CORP
VG
N
2
2030-09-17
Fixed
2.63000000
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
347840.63000000
0.025140998475
Long
DBT
CORP
MX
N
2
2022-11-09
Fixed
4.13000000
N
N
N
N
N
N
SUNNY EXPRESS
254900RHBSC69QS5NZ68
Sunny Express Enterprises Corp
000000000
870000.00000000
PA
USD
882506.25000000
0.063785211883
Long
DBT
CORP
VG
N
2
2022-10-23
Fixed
3.35000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
4306.35000000
0.000311251560
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1481683441.00000000
KRW
1366236.46000000
USD
2021-01-08
4306.35000000
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
3387934.00000000
PA
USD
110107.86000000
0.007958304182
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
8050000.00000000
PA
USD
8497781.25000000
0.614197097833
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
397209.38000000
0.028709240830
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
3518000.00000000
PA
USD
3615844.38000000
0.261343644779
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
1478546.88000000
0.106865448284
Long
DBT
NUSS
PG
N
2
2028-10-04
Fixed
8.38000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
36572.66000000
0.002643374896
N/A
DFE
ID
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
2265559.96000000
USD
32182279274.84000000
IDR
2021-03-05
36572.66000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
-102718.94000000
-0.00742425263
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
570747302.38000000
INR
7690561.11000000
USD
2021-01-27
-102718.94000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-28145.26000000
-0.00203426476
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1494011003.00000000
KRW
1345116.07000000
USD
2021-01-08
-28145.26000000
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan Bond
91822Q2C0
1160000.00000000
PA
USD
1220900.00000000
0.088243414920
Long
DBT
NUSS
UZ
N
2
2030-11-25
Fixed
3.70000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-449106.10000000
-0.03246019815
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
11553286810.00000000
KRW
10170415.42000000
USD
2021-01-08
-449106.10000000
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Kenya Government International Bond
000000000
610000.00000000
PA
USD
670618.75000000
0.048470545179
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
527962.50000000
0.038159729666
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
527706.25000000
0.038141208595
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
580125.00000000
0.041929896863
Long
DBT
CORP
CL
N
2
2050-08-18
Fixed
3.07000000
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
365779.48000000
0.026437570991
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Peruvian Government International Bond
Peruvian Government International Bond
Y
sell protection
2024-06-20
207545.26000000
USD
0.00000000
USD
16310000.00000000
USD
158234.22000000
N
N
N
Samarco Mineracao SA
529900U8HKV15GJC4O60
Samarco Mineracao SA
000000000
800000.00000000
PA
USD
568000.00000000
0.041053534011
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
753587.50000000
0.054467306446
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
221937.50000000
0.016041054057
Long
DBT
CORP
BR
N
2
2050-09-21
Fixed
5.75000000
N
N
N
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
25526.70000000
0.001845002194
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Panama Government International Bond
Panama Government International Bond
Y
sell protection
2025-12-20
3916.69000000
USD
0.00000000
USD
1000000.00000000
USD
21610.01000000
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
000000000
830000.00000000
PA
USD
911962.50000000
0.065914231533
Long
DBT
CORP
MX
N
2
2029-11-19
Fixed
5.45000000
N
N
N
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CK4
1200000.00000000
PA
USD
1212750.00000000
0.087654354528
Long
DBT
NUSS
TR
N
2
2026-10-09
Fixed
4.88000000
N
N
N
N
N
N
Russian Federation
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
1800000.00000000
PA
USD
2271937.50000000
0.164209618711
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
10378850.00000000
0.750155759639
Long
DBT
NUSS
SA
N
2
2060-04-22
Fixed
4.50000000
N
N
N
N
N
N
ABENGOA TRANSMISION SUR
549300PQCSQSSZTVDH16
ABY Transmision Sur SA
00289LAA3
5000556.00000000
PA
USD
6681992.96000000
0.482956734591
Long
DBT
CORP
PE
N
2
2043-04-30
Fixed
6.88000000
N
N
N
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
-4385.21000000
-0.00031695135
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
474.49000000
USD
0.00000000
USD
980000.00000000
USD
-4859.70000000
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
66393.41000000
0.004798739640
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
-16798.75000000
USD
2270000.00000000
USD
83192.16000000
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BM5
6500000.00000000
PA
USD
8385000.00000000
0.606045568109
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
620000.00000000
PA
USD
644800.00000000
0.046604434384
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
1791562.50000000
0.129489387372
Long
DBT
CORP
PH
N
2
2025-10-21
Fixed
7.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
-174971.78000000
-0.01264649634
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
9363313.46000000
TRY
1080403.10000000
USD
2021-01-11
-174971.78000000
N
N
N
Metinvest BV
635400TMCKVEU87EJ582
Metinvest BV
591555AD9
301000.00000000
PA
USD
320565.00000000
0.023169588257
Long
DBT
CORP
NL
N
2
2023-04-23
Fixed
7.75000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SR215446 IRS MXN R F 4.90000 2 CCPVANILLA / Short: SR215446 IRS MXN P V 01MTIIE 1 CCPVANILLA
000000000
383270000.00000000
OU
Notional Amount
132634.01000000
0.009586434578
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2026-03-11
183250.07000000
MXN
0.00000000
MXN
383270000.00000000
MXN
123562.45000000
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PCW6
4740000.00000000
PA
USD
5766506.25000000
0.416787782503
Long
DBT
NUSS
DO
N
2
2045-01-27
Fixed
6.85000000
N
N
N
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
200000.00000000
PA
USD
208562.50000000
0.015074344519
Long
DBT
CORP
KY
N
2
2023-07-23
Fixed
10.88000000
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
-8815.16000000
-0.00063713639
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
953.79000000
USD
0.00000000
USD
1970000.00000000
USD
-9768.95000000
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAL4
5690000.00000000
PA
USD
7094007.50000000
0.512736053132
Long
DBT
NUSS
MX
N
2
2051-04-27
Fixed
5.00000000
N
N
N
N
N
N
DP WORLD CRESCENT LTD
21380096JRTWB8TL9236
DP World Crescent Ltd
000000000
1500000.00000000
PA
USD
1631250.00000000
0.117902424922
Long
DBT
CORP
KY
N
2
2030-01-30
Fixed
3.75000000
N
N
N
N
N
N
HUARONG FINANCE 2019
549300M6T6OW4AGYHK10
Huarong Finance 2019 Co Ltd
000000000
280000.00000000
PA
USD
293687.69000000
0.021226967553
Long
DBT
CORP
VG
N
2
2030-09-30
Fixed
3.63000000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
230000.00000000
PA
USD
130525.00000000
0.009434000927
Long
DBT
NUSS
LK
N
2
2028-04-18
Fixed
6.75000000
N
N
N
N
N
N
Republic of Sri Lanka
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
3960000.00000000
PA
USD
2341350.00000000
0.169226570172
Long
DBT
NUSS
LK
N
2
2025-06-03
Fixed
6.13000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AX2
3350000.00000000
PA
USD
3329062.50000000
0.240615810862
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
1988350.00000000
0.143712666112
Long
DBT
CORP
MX
N
2
2030-09-17
Fixed
5.20000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
41170.19000000
0.002975672175
N/A
DFE
MX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1378106.09000000
USD
28491654.36000000
MXN
2021-03-17
41170.19000000
N
N
N
ICE Clear Europe Limited
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
155220.25000000
0.011218908120
N/A
DCR
US
N
2
ICE Clear Europe Limited
5R6J7JCQRIPQR1EEP713
Qatar Government International Bond
Qatar Government International Bond
Y
sell protection
2024-06-20
85930.06000000
USD
0.00000000
USD
5830000.00000000
USD
69290.19000000
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
283875CB6
5670000.00000000
PA
USD
5719612.50000000
0.413398426586
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
2321116.08000000
0.167764116082
Long
DBT
NUSS
EG
N
2
2031-04-11
Fixed
6.38000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
1380000.00000000
PA
USD
1807800.00000000
0.130662990820
Long
DBT
NUSS
SA
N
2
2049-04-17
Fixed
5.00000000
N
N
N
N
N
N
VEDANTA RESOURCES
8945002DGA3BBXO3N634
Vedanta Resources Finance II PLC
92243XAD3
500000.00000000
PA
USD
525312.50000000
0.037968194692
Long
DBT
CORP
GB
N
2
2024-01-21
Fixed
13.88000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED ILS / SOLD USD
000000000
1.00000000
NC
9440.03000000
0.000682300339
N/A
DFE
IL
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
739921.22000000
USD
2404743.97000000
ILS
2021-03-17
9440.03000000
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05971PAB4
1350000.00000000
PA
USD
1522968.75000000
0.110076143268
Long
DBT
CORP
MX
N
2
2029-06-27
Fixed
7.50000000
N
N
N
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
-26355.98000000
-0.00190494035
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
-130.21000000
USD
5890000.00000000
USD
-26225.77000000
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
5731.24000000
0.000414238831
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
-2596.52000000
USD
630000.00000000
USD
8327.76000000
N
N
N
GAZPROM PJSC (GAZ FN)
213800UNP9N6BPNYMQ45
Gazprom PJSC via Gaz Finance PLC
000000000
6010000.00000000
PA
USD
6242887.50000000
0.451219356181
Long
DBT
CORP
GB
N
2
2025-10-26
Fixed
4.60000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD PLN
000000000
1.00000000
NC
N/A
20901.95000000
0.001510737526
N/A
DFE
XX
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
5094164.28000000
PLN
1131734.71000000
EUR
2021-03-17
20901.95000000
N
N
N
BRF SA
254900MTXR9LUVQFU480
BRF SA
10552TAH0
1290000.00000000
PA
USD
1431496.88000000
0.103464799032
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 TWD
000000000
1.00000000
NC
-14393.32000000
-0.00104031100
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
38023776.79000000
TWD
1346498.70000000
USD
2021-02-05
-14393.32000000
N
N
N
EMPRESA DE TRANSPORTE ME
959800T4M5QUPYMSCH69
Empresa de Transporte de Pasajeros Metro SA
29246QAD7
830000.00000000
PA
USD
931675.00000000
0.067338998767
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
6396762.50000000
0.462341033199
Long
DBT
NUSS
AE
N
2
2050-07-28
Fixed
4.00000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
2210000.00000000
PA
2575822.48000000
0.186173619349
Long
DBT
NUSS
UA
N
2
2030-01-27
Fixed
4.38000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
40000.00000000
PA
51981.21000000
0.003757064036
Long
DBT
NUSS
RO
N
2
2040-12-02
Fixed
2.63000000
N
N
N
N
N
N
MHP SE
213800D7DXFXGA292757
MHP SE
000000000
1910000.00000000
PA
USD
2090256.25000000
0.151078179669
Long
DBT
CORP
CY
N
2
2024-05-10
Fixed
7.75000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
420000.00000000
PA
692675.60000000
0.050064755816
Long
DBT
NUSS
RO
N
2
2049-04-03
Fixed
4.63000000
N
N
N
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123BJ8
3640000.00000000
PA
USD
3588812.50000000
0.259389852164
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
-9128.39000000
-0.00065977582
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
427.73000000
USD
0.00000000
USD
2040000.00000000
USD
-9556.12000000
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
-15840.44000000
-0.00114490500
N/A
DCR
DE
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
China Government International Bond
China Government International Bond
Y
buy protection
2021-06-20
1250.69000000
USD
0.00000000
USD
3540000.00000000
USD
-17091.13000000
N
N
N
NBK TIER 1 FINANCING 2
549300HMWSJFNREWT164
NBK Tier 1 Financing 2 Ltd
62878WAA6
2480000.00000000
PA
USD
2525725.00000000
0.182552706322
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
976500.00000000
0.070578830919
Long
DBT
CORP
KY
N
2
2028-09-26
Fixed
4.85000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
27756.21000000
0.002006145266
N/A
DFE
RU
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
536467.75000000
USD
41939707.53000000
RUB
2021-02-08
27756.21000000
N
N
N
HONDURAS GOVERNMENT
5493002DW1JNBNG17615
Honduras Government International Bond
000000000
1120000.00000000
PA
USD
1248450.00000000
0.090234655874
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 CAD
000000000
1.00000000
NC
-10641.14000000
-0.00076911338
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1676916.95000000
CAD
1307038.21000000
USD
2021-03-17
-10641.14000000
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
2100000.00000000
PA
2751461.40000000
0.198868334799
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
8227875.00000000
0.594688989709
Long
DBT
NUSS
GT
N
2
2027-06-05
Fixed
4.38000000
N
N
N
N
N
N
HONDURAS GOVERNMENT
5493002DW1JNBNG17615
Honduras Government International Bond
000000000
1310000.00000000
PA
USD
1460240.63000000
0.105542321071
Long
DBT
NUSS
HN
N
2
2024-03-15
Fixed
7.50000000
N
N
N
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CL2
4780000.00000000
PA
USD
5066800.00000000
0.366214869946
Long
DBT
NUSS
TR
N
2
2027-03-25
Fixed
6.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD RUB
000000000
1.00000000
NC
-30531.87000000
-0.00220676261
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
104686878.35000000
RUB
1380116.74000000
USD
2021-01-25
-30531.87000000
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
-88724.71000000
-0.00641278679
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
-105436.51000000
USD
13220000.00000000
USD
16711.80000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
-4553.65000000
-0.00032912574
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
8823958.94000000
CNY
1345402.82000000
USD
2021-03-17
-4553.65000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
-33111.63000000
-0.00239322082
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
210337869.96000000
INR
2838950.87000000
USD
2021-01-27
-33111.63000000
N
N
N
Republic of Guatemala
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AQ2
1410000.00000000
PA
USD
1639565.63000000
0.118503456611
Long
DBT
NUSS
GT
N
2
2030-06-01
Fixed
4.90000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
-13098.77000000
-0.00094674436
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
100025395.58000000
INR
1352699.92000000
USD
2021-01-27
-13098.77000000
N
N
N
Yapi ve Kredi Bankasi AS
B85ZYWEZ5IZCZ2WNIO12
Yapi ve Kredi Bankasi AS
984848AM3
4610000.00000000
PA
USD
5047950.00000000
0.364852441924
Long
DBT
CORP
TR
N
2
2024-10-15
Fixed
8.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-2475.63000000
-0.00017893197
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
141592883.00000000
JPY
1370052.62000000
USD
2021-03-17
-2475.63000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
33800.15000000
0.002442985224
N/A
DFE
RU
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1085357.69000000
USD
83188867.87000000
RUB
2021-02-08
33800.15000000
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AG9
1900000.00000000
PA
USD
1993100.00000000
0.144055983518
Long
DBT
NUSS
BM
N
2
2030-08-20
Fixed
2.38000000
N
N
N
N
N
N
GNL Quintero SA
549300JJJIQXE6E1QY27
GNL Quintero SA
000000000
1060000.00000000
PA
USD
1175606.25000000
0.084969702761
Long
DBT
CORP
CL
N
2
2029-07-31
Fixed
4.63000000
N
N
N
N
N
N
AEROPUERTO INTL TOCUMEN
254900FO1PHX49ZIGB14
Aeropuerto Internacional de Tocumen SA
000000000
2240000.00000000
PA
USD
2604000.00000000
0.188210215785
Long
DBT
CORP
PA
N
2
2036-05-18
Fixed
5.63000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
6891.13000000
0.000498072605
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
75862761.28000000
TWD
2722061.36000000
USD
2021-02-05
6891.13000000
N
N
N
Government of Jamaica
529900Y93KNSXZI8KK56
Jamaica Government International Bond
470160CB6
6890000.00000000
PA
USD
9850546.88000000
0.711971410862
Long
DBT
NUSS
JM
N
2
2045-07-28
Fixed
7.88000000
N
N
N
N
N
N
GAZPROM (GAZ CAPITAL SA)
213800568PRHV2JR9650
Gazprom PJSC Via Gaz Capital SA
000000000
410000.00000000
PA
USD
641137.50000000
0.046339718595
Long
DBT
CORP
LU
N
2
2034-04-28
Fixed
8.63000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
19287.18000000
0.001394026232
N/A
DFE
IN
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1346309.58000000
USD
100010607.15000000
INR
2021-01-27
19287.18000000
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
-38861.01000000
-0.00280877076
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
-9050.75000000
USD
2820000.00000000
USD
-29810.26000000
N
N
N
2021-01-27
GOLDMAN SACHS TRUST
Peter Fortner
Peter Fortner
Vice President
XXXX