NOTES
TO FINANCIAL STATEMENTS
AT
DECEMBER 31, 2018 AND 2017, AND FOR THE YEAR ENDED DECEMBER 31, 2018
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1.
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DESCRIPTION OF THE PLAN
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The following summary
of the Morgan Stanley 401(k) Plan (the “Plan”) is provided for general information purposes only. Participants
should refer to the Plan document for more complete information. Terms used in this description have the same meaning as in the
Plan document.
General
—
The Plan is a profit-sharing plan that includes a “qualified cash or deferred arrangement” as described in Section 401(k)
of the Internal Revenue Code of 1986, as amended (the “Code”), and is subject to the provisions of the Employee Retirement
Income Security Act of 1974, as amended (“ERISA”). The Plan’s interest in the Morgan Stanley Stock Fund is designated
as an employee stock ownership plan within the meaning of Code section 4975(e)(7) to the extent provided in the Plan.
Morgan Stanley Domestic
Holdings, Inc. (the “Plan Sponsor”) is a corporation wholly owned by Morgan Stanley Capital Management, LLC, a limited
liability company whose sole member is Morgan Stanley (the “Company”). As of December 31, 2018, Morgan Stanley Services
Group Inc. (“MSSG”) was a corporation wholly owned by Morgan Stanley Services Holdings LLC, a limited liability company
whose sole member was the Plan Sponsor (see Note 7). The Plan Sponsor has delegated certain functions to MSSG. The Company’s
Chief Human Resources Officer or his or her delegate (the “Plan Administrator”) has the authority to control and manage
the operation and administration of the Plan, make rules and regulations and take actions to administer the Plan. The Plan Administrator
has delegated certain operational and administrative responsibilities to certain employees in the Company’s Human Resources
department.
All of the Plan’s
investments are held in a trust account (“trust account”) at The Northern Trust Company, N.A. (the “Trustee”).
Eligibility
—
U.S. benefits-eligible employees, generally defined as full-time and part-time (regularly scheduled to work at least 50% of the
Company’s standard work week) employees of participating companies are eligible to participate in the Plan upon hire.
Part-time employees
who are regularly scheduled to work less than 50% of the Company’s standard work week may elect to commence participation
in the Plan on the later of (A) the date their employment commences or (B) January 1, 2018, without regard to age.
Eligible participants
who terminate employment and are later rehired by a participating company may participate in the Plan immediately upon rehire.
Individuals who are (a) classified by a participating company as non-U.S. benefits-eligible workers, interns, summer associates,
contingent workers, leased workers, independent contractors or consultants, regardless of whether or not such classification is
subsequently upheld for any purpose by a court or federal, state or local administrative authority; (b) covered by a collective
bargaining agreement with respect to which a participating company is a party, unless such agreement provides for participation
in the Plan; (c) first hired or transferred to a participating company while in an hourly status on or after July 1,
2004; or (d) Puerto Rico residents, are not eligible to participate in the Plan.
Employee Contributions
—
Eligible participants may elect to contribute before-tax or Roth after-tax contributions of 1% to 30% of eligible pay subject
to Code limits ($18,500 for 2018). Those participants who have attained at least age 50 by the end of the year may elect
an additional before-tax or Roth after-tax “Catch-Up Contribution” of 1% to 30% of eligible pay, subject to Code limits
($6,000 for 2018).
Certain eligible
participants may also elect to contribute non-Roth after-tax contributions of 1% to 30% of eligible earnings. Participants eligible
to make non-Roth after-tax contributions include eligible employees considered to be non-highly compensated employees (for 2018,
employees who earned less than $305,000 during 2017). Participants may also contribute amounts representing eligible rollover
distributions from other qualified retirement plans, excluding other qualified plans sponsored by the Company and its affiliates.
All contributions are subject to certain Code limitations.
The Plan was amended
effective January 17, 2018 to exclude from the definition of eligible pay a special one-time bonus payment (generally not to exceed
$1,000) made to certain employees in the first calendar quarter of 2018.
Company Contributions
—
In addition to the eligibility requirements for each type of Company Contribution described below, to be eligible for Company
Contributions for any given Plan Year, a participant must be actively at work or on an authorized leave of absence on December
31 or, during the year, have terminated employment because of retirement or Release, become totally and permanently disabled or
died. Company Contributions are generally credited to participant accounts during the first quarter of the year following the
calendar year for which the contribution amounts are determined.
Company Match
:
The Plan-provided Company Match for 2018 was one dollar for each dollar of before-tax or Roth after-tax contributions that eligible
participants contributed to the Plan, up to a maximum of 4% of eligible pay, up to the Code limit of $275,000. The maximum Company
Match for 2018 was limited to $11,000. The Company Match is made at the discretion of the Plan Sponsor.
The 2018 Company
Match contributions were invested according to each participant’s investment elections on file or in a default fund or funds,
as selected by the Plan Administrator. The 2018 Company Match was $234,156,585, of which $6,783,579 was covered by forfeitures
held by the trust account. The contribution was recorded as Employer contributions receivable at December 31, 2018 and paid in
cash by the Company to the Plan in January 2019. The 2017 Company Match was $218,502,369 of which $6,052,392 was covered by forfeitures
held by the trust account. The contribution was recorded as Employer contributions receivable at December 31, 2017 and paid in
cash by the Company to the Plan in January 2018.
Fixed Contribution
:
Eligible employees with annualized base pay and eligible annual pay of $100,000 or less and who are not employed as Financial
Advisors, Producing Assistant Branch Managers, Producing Branch Managers, or Producing Sales Managers (or equivalent title), Advisory
Directors or Senior Advisors (or equivalent title) at December 31 and who are not Saxon employees of Morgan Stanley’s U.S.
Residential Mortgage Business receive a Fixed Contribution of 2% of eligible pay regardless of whether they contribute to the
Plan or receive a Company Match. The 2018 Fixed Contribution of $17,412,777 was recorded as Employer contributions receivable
at December 31, 2018 and paid in cash by the Company in January 2019. The 2017 Fixed Contribution of $17,656,210 was recorded
as Employer contributions receivable at December 31, 2017 and paid in cash by the Company in January 2018.
Citi Pension Transition
Contributions
: To be eligible for Citi Pension Transition Contributions, employees who transferred from Citigroup to the Company
or its affiliates in connection with the formation of the Company’s Wealth Management business segment must have been notified
by
Citigroup that their prior plan benefit opportunity qualified them for transition contributions under the Citigroup 401(k)
Plan and they must have been at least age 45 with five or more years of service, including prior Citigroup service, at December
31, 2010. Citi Pension Transition Contributions may be available for up to 10 Plan Years, beginning with the 2011 Plan year, as
determined by the Plan Sponsor, in its discretion.
The Citi Pension
Transition Contributions are based on the one-time calculation Citigroup performed to determine the percentage of annual eligible
pay for the annual transition contributions under the Citigroup 401(k) Plan. The 2018 Citi Pension Transition Contribution of
$2,185,280 was recorded as Employer contributions receivable at December 31, 2018 and paid in cash by the Company in January 2019.
The 2017 Citi Pension Transition Contribution of $2,216,371 was recorded as Employer contributions receivable at December 31,
2017 and paid in cash by the Company in January 2018.
Morgan Stanley
Transition Contribution
: Eligible employees are those who earned a Morgan Stanley pension benefit or received a 401(k) Plan
Retirement Contribution during 2010 and at December 31, 2010 were employed by a participating company and at least age 45 with
five or more years of service. Eligible employees receive a Morgan Stanley Transition Contribution regardless of whether or not
they contribute to the Plan. Morgan Stanley Transition Contributions may be available under the Plan for up to 10 Plan Years as
determined by the Plan Sponsor in its discretion, beginning with the 2011 Plan Year.
The Morgan Stanley
Transition Contribution is based on a formula generally intended to provide 80% of (1) minus (2):
1. Under the Plan
provisions in effect in 2010:
The estimated value
of the benefit the employee would have earned under the Morgan Stanley Employees Retirement Plan (or what the employee would have
received as a Retirement Contribution in the Plan), plus
The Company Match the
employee would have received had the employee contributed 6% of eligible pay to the Plan (regardless of how much the employee
actually contributed).
2. Under the Plan
provisions in effect during the applicable Plan year:
The maximum Company
Match available under the Plan (regardless of how much the employee actually contributed), plus
The employee’s
Fixed Contribution for the Plan year, if applicable.
The 2018 Morgan
Stanley Transition Contribution of $24,595,648 was recorded as Employer contributions receivable at December 31, 2018 and
paid in cash by the Company in January 2019. The 2017 Morgan Stanley Transition Contribution of $25,601,028 was recorded as
Employer contributions receivable at December 31, 2017 and paid in cash by the Company in January 2018.
Participant Accounts
—
Individual accounts are maintained for each Plan participant. Each participant’s account is credited with the participant’s
contributions, allocations of Company Contributions and Plan earnings, and charged with an allocation of Plan losses and administrative
expenses not otherwise paid by the Plan Sponsor, and reduced by the amount of any benefit payments to such participant. The benefit
to which a participant is entitled is the benefit that can be provided from the participant’s vested account.
Investments
—
Participants direct the investment of their contributions into various investment options offered by the Plan, which are subject
to change from time to time. At December 31, 2018, the Plan offered six mutual funds, 20 commingled or collective trust
funds, one employer stock fund, and 13 separately managed accounts.
The Plan is intended
to meet the requirements of Section 404(c) of ERISA, with the result that participants, and no other fiduciaries, are responsible
for the investment of their Plan accounts.
Employer Stock
Provisions
— The Morgan Stanley Stock Fund is invested primarily in “employer securities” (as defined in
the Code), is designated an employee stock ownership plan to the extent provided in the Plan, and is subject to additional plan
provisions, including the ability of eligible participants to elect to receive current cash dividend distributions relating to
the Morgan Stanley Stock Fund.
Voting and Tender
Rights
— Each participant may direct a vote on shares of Company common stock in the Morgan Stanley Stock Fund
that are allocated to his or her Plan account. Each participant is to be notified prior to the time that voting rights are to
be exercised. Unvoted shares, including shares held in the Plan’s forfeiture account, are to be voted in the same proportion
as the total actual votes cast by participants with respect to shares held in the Morgan Stanley Stock Fund for or against the
matter under consideration. Similar rules apply to tender or other similar rights appurtenant to Company common stock held in
the Morgan Stanley Stock Fund, except that shares for which no tender direction is given by the participant will not be tendered.
If there is a tender for less than all shares or if there are more tender directions than can be satisfied, participant shares
are to be tendered on a pro rata basis.
Vesting
—
Participants are vested immediately in their Employee Contributions plus earnings thereon. Generally, participants are vested
in any Company Contributions upon the earlier of: (i) completion of three years of service, or (ii) termination of employment
due to death, retirement, Release or Total and Permanent Disability, each as defined by the Plan. There is no partial vesting.
A participant is always fully vested in dividends paid with respect to the Morgan Stanley Stock Fund.
Other
—
Certain reservists and persons who provide military service are entitled to additional rights under the Plan. Additional rules
apply in the event that the Plan becomes top-heavy as described in the Code.
Forfeitures
— Forfeitures are used to reduce the year-end Company Contributions and pay certain Plan expenses.
Notes Receivable
from Participants
— Generally, a participant may borrow up to the lesser of $50,000 or 50% of his/her vested Plan
account. The loan is secured by the balance in the participant’s account and bears interest at a rate determined by the
Plan Administrator. Fixed, Retirement and Transition Contributions, each as defined by the Plan, are not eligible for loans. Each
loan processed incurs a $75 administrative fee. Generally, principal and interest are paid ratably through payroll deductions
back to the individual participant’s account; participants may fully or partially pre-pay their loans without penalty. A
participant may only have one outstanding loan at a time. Loans become due on termination of employment, except in the case of
Release, in which case a participant may continue repayments for up to 12 months.
Domestic Relations
Orders
— Generally, participants who submit a domestic relations order for qualification incur a $750 qualification
fee which is paid from the participant’s and alternate payee’s accounts.
Payment of Benefits
—
Participants may elect to receive all or a portion of their vested account balance following termination of employment.
Participants may
withdraw any vested amount allocated to their accounts while in service after attaining age 59-1/2. In the event of a hardship
(as defined in the Plan), participants regardless of age may withdraw their vested Employee and Company Contributions to the extent
permitted by the Plan. Voluntary Employee Contributions made before 1984 and after-tax Employee Contributions made after 1983
also may be withdrawn in service without regard to the participant’s age, subject to Plan terms. Payments are made in cash
and/or in-kind in shares of Morgan Stanley stock at the direction of the participant. Non-hardship withdrawals are limited to
eight per year.
A participant may
elect to receive his or her vested interest in the Morgan Stanley Stock Fund in-kind. Shares are recorded electronically in book
entry form on the records of the Company’s transfer agent, Broadridge Financial Solutions, Inc. The Company’s transfer
agent prior to September 8, 2017 was Computershare.
Plan Termination
—
Although it has not expressed any intent to do so, the Plan Sponsor (or its delegate, MSSG) has the right under the Plan to terminate
the Plan subject to the provisions of ERISA. In such event, participants become fully vested in any Company Contributions to the
extent required by the Code.
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2.
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SUMMARY OF SIGNIFICANT ACCOUNTING
POLICIES
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Basis of Accounting
—
The Plan’s financial statements have been prepared on the accrual basis of accounting in accordance with accounting principles
generally accepted in the United States of America.
Use of Estimates
—
The preparation of financial statements requires Plan management to make estimates and assumptions regarding the valuation of
certain financial instruments that affect the reported amounts of net assets available for benefits and changes therein. Actual
results could differ from the estimates and assumptions used.
Administrative
Expenses
— Administrative expenses of the Plan are paid by the Plan, unless paid by the Plan Sponsor, as provided
in the Plan document. The Plan Sponsor is under no obligation to pay the Plan’s administrative expenses.
Payment of Benefits
—
Benefit payments to participants are recorded upon distribution. Amounts allocated to participants who elected to withdraw from
the Plan during the years ended December 31, 2018 and 2017 generally were paid prior to the respective year end. Amounts
requested in the plan year but paid subsequent to the plan year were not significant.
Risks and Uncertainties
—
The Plan utilizes various investment options, including derivative instruments. Investments, in general, are exposed to various
risks, such as interest rate, market liquidity and credit risks, as well as overall market volatility. Due to the level of risk
associated with certain investments and the sensitivity of certain fair value estimates to changes in valuation assumptions, it
is reasonably possible that changes in value of investments will occur in the near term and that such changes could materially
affect participants’ account balances and the amounts reported in the financial statements.
Investment Valuation
and Income Recognition
— Purchases and sales of securities are recorded on a trade-date basis. Interest income
is recorded on an accrual basis. The cost of Plan investments is based on the average cost method for individual securities. Dividends
are recorded on the ex-dividend date.
Realized and unrealized gains and losses on the investments are reflected in Net investment
income (loss)—Net appreciation (depreciation) in fair value of investments, and include the Plan’s gains and losses
on investments bought and sold as well as held during the year. Management fees and operating expenses charged to each of the
investment options under the Plan are deducted from income earned and are not separately reflected in the Statement of changes
in net assets available for benefits. Consequently, management fees and operating expenses are reflected as a reduction of investment
return for such investments.
The Plan’s
investments and derivative instruments are measured at fair value. Fair value is defined as the price that would be received to
sell an asset or paid to transfer a liability (i.e., the “exit price”) in an orderly transaction between market participants
at the measurement date (see Note 6).
In determining fair
value, the Plan uses various valuation approaches. A hierarchy for inputs is used in measuring fair value that maximizes the use
of relevant observable inputs and minimizes the use of unobservable inputs by requiring that the most observable inputs be used
when available. The hierarchy is broken down into three levels wherein Level 1 represents quoted prices in active markets, Level
2 represents valuations based on quoted prices in markets that are not active or for which all significant inputs are observable,
and Level 3 consists of valuation techniques that incorporate significant unobservable inputs and, therefore, require the greatest
use of judgment.
The availability
of observable inputs can vary from product to product and is affected by a wide variety of factors, including, for example, the
type of product, whether the product is new and not yet established in the marketplace, the liquidity of markets and other characteristics
particular to the product. To the extent that valuation is based on models or inputs that are less observable or unobservable
in the market, the determination of fair value requires more judgment. Accordingly, the degree of judgment exercised by the Plan
in determining fair value is greatest for instruments categorized in Level 3 of the fair value hierarchy.
The Plan considers
prices and inputs that are current at the measurement date, including during periods of market dislocation. In periods of market
dislocation, the observability of prices and inputs may be reduced for many instruments. This condition could cause an instrument
to be reclassified from Level 1 to Level 2 or Level 2 to Level 3 of the fair value hierarchy.
In certain cases,
the inputs used to measure fair value may fall into different Levels of the fair value hierarchy. In such cases, for disclosure
purposes, the Level of the fair value hierarchy within which the fair value measurement falls in its entirety is determined based
on the lowest Level input that is significant to the fair value measurement in its entirety.
For assets and liabilities
that are transferred between Levels in the fair value hierarchy during the period, fair values are ascribed as if the assets or
liabilities had been transferred at the beginning of the period.
Notes Receivable
from Participants
— Notes receivable from participants are measured at their unpaid principal balance. Interest
is repaid monthly and any delinquent interest payments at December 31, 2018 and 2017 were not significant. Based on the terms
of the Plan document, delinquent participant loans are recorded as distributions when a distributable event occurs.
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3.
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DERIVATIVE INSTRUMENTS AND REPURCHASE
AGREEMENTS
|
Derivative instruments
are permitted in the Plan’s separately managed account (“Separate Account”) portfolios only to the extent that
they comply with all of the Plan’s policy guidelines, and are consistent
with the Plan’s risk and return objectives.
In addition, derivative instruments may be used only if they are deemed to be more attractive than a similar direct investment
in the underlying cash market, or if the investment vehicle is being used to manage the risk of the portfolio. Any use of derivative
instruments may not result in exposure of the Plan to investment sectors that are otherwise prohibited under the investment guidelines.
The investment guidelines
established with each Separate Account manager for the Plan set forth the guidelines for the commitments that an investment manager
may make with respect to derivative instruments. Within the scope of the investment guidelines, the Plan may be invested in futures,
options, swaps and forwards.
Market risk arises
from adverse changes in the fair value of these contracts.
Futures and Options
— The trust account held certain futures contracts on Eurodollars in separately managed accounts at December 31, 2018
within the PIMCO Core Fixed Income Fund, PIMCO Real Return Portfolio Fund, PIMCO Low Duration Fund and Morgan Stanley International
Equity Fund and at December 31, 2017 within the PIMCO Core Fixed Income Fund, PIMCO Real Return Portfolio Fund and PIMCO Low Duration
Fund. Both written and purchased options were held as underlying investments. When the investment manager purchases or writes
an option, an amount equal to the premium paid or received by the Plan is recorded as an asset or liability and is subsequently
adjusted to the current market value of the option written or purchased. The fair value of these investments at December 31, 2018
and 2017 was not significant and the changes in fair value are accounted for as part of Net appreciation (depreciation) in fair
value of investments in the Statement of changes in net assets available for benefits.
Swaps
—
Under the investment managers’ standard International Swap and Derivatives Association agreements, counterparty risk is
limited by provisions which allow for the mutual exchange of collateral should a swap’s market value exceed $250,000. Further,
the investment managers are instructed to restrict trading to only those counterparties with the largest capitalization and highest
credit ratings in the industry. Investment manager policy is to execute swaps only with counterparties whose credit rating is
A-/A3 or better, unless otherwise approved by the Plan. At December 31, 2018 and 2017, the investment assets held by the
Plan included positions in several interest rate swaps, where fixed rates were paid to counterparties in exchange for floating
rates, and credit default swaps. At December 31, 2018, the investment assets held by the Plan also included positions in total
return swaps. These assets were held in Separate Accounts at December 31, 2018 within the PIMCO Core Fixed Income Fund, PIMCO
Real Return Portfolio Fund, PIMCO Low Duration Fund and Morgan Stanley International Equity Fund and at December 31, 2017 within
the PIMCO Core Fixed Income Fund, PIMCO Real Return Portfolio Fund, and PIMCO Low Duration Fund. The Plan also held in Separate
Accounts several positions in inflation swaps at December 31, 2018 and 2017 within the PIMCO Real Return Portfolio Fund.
The fair value of these investments at December 31, 2018 and 2017 was not significant and the changes in fair value are accounted
for as part of Net appreciation (depreciation) in fair value of investments in the Statement of changes in net assets available
for benefits.
Forwards
—
The Plan may enter into forward foreign currency contracts in order to hedge certain foreign currency denominated investments.
Forward foreign currency commitments are generally entered into with counterparties of high credit quality; therefore, the risk
of nonperformance by the counterparties is considered negligible. Additionally, the Plan’s investment guidelines require
that the forward foreign currency contracts be restricted in their application and used for economic hedging purposes. The Plan
held positions in forward foreign currency contracts in Separate Accounts at December 31, 2018 in the PIMCO Real Return Portfolio
Fund, Fidelity Institutional Asset Management Select International Small Growth Fund, Artisan International Growth Fund, PIMCO
Low Duration
Fund, and Morgan Stanley International Equity Fund and at December 31, 2017 in the PIMCO Real Return Portfolio Fund,
Fidelity Institutional Asset Management Select International Small Growth Fund, Artisan International Growth Fund and PIMCO Low
Duration Fund. The Plan also held positions in forward equity contracts in Separate Accounts at December 31, 2018 in the Morgan
Stanley International Equity Fund. The fair value of these investments at December 31, 2018 and 2017 was not significant and the
changes in fair value are accounted for as part of Net appreciation (depreciation) in fair value of investments in the Statement
of changes in net assets available for benefits.
Securities sold
under agreements to repurchase (“repurchase agreements”)
— The investment managers, BlackRock and PIMCO,
entered into several repurchase agreements. The fair value of these investments at December 31, 2018 and 2017 was not significant
and the changes in fair value are accounted for as part of Net appreciation (depreciation) in fair value of investments in the
Statement of changes in net assets available for benefits.
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4.
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EXEMPT PARTY-IN-INTEREST TRANSACTIONS
|
There were 40 and
37 investment options, respectively, available in the Plan at December 31, 2018 and 2017, of which three and four, respectively,
were managed by Morgan Stanley Investment Management, 36 and 32, respectively, were managed by third parties and one of which
was an employer stock fund (the Morgan Stanley Stock Fund). All party-in-interest investment options are in the Morgan Stanley
Stock Fund, Northern Trust Short-Term Investment Fund, the funds managed by Morgan Stanley Investment Management, an affiliate
of the Plan Sponsor, and funds issued by PIMCO, Blackrock, Voya Financial Inc., AQR Capital Management, T. Rowe Price, William
Blair, Rice Hall James, Artisan Partners, Fidelity Institutional Asset Management, Shenkman, and Thompson, Siegel & Walmsley.
At December 31,
2018 and 2017, the Plan held 37,084,930 shares and 37,851,013 shares, respectively, of Morgan Stanley common stock with a fair
value of $1,470,417,474 and $1,986,042,651 respectively, and had net realized gains of $49,957,987 during 2018. The Plan earned
dividend income of $40,998,018 on Morgan Stanley common stock for the year ended December 31, 2018. Eligible participants
have the opportunity to elect to receive current cash payment of the dividends paid on the Morgan Stanley Stock Fund held within
the Plan to the extent provided in the Plan.
At December 31, 2018
and 2017, the Plan held 195,000 shares and 235,300 shares, respectively, of Mitsubishi UFJ Financial Group common stock with a
fair value of $956,027 and $1,726,160, respectively.
At December 31,
2018 and 2017, the Plan held investments in Registered Investment Companies issued by Morgan Stanley Investment Management with
a fair value of $1,312,018,722 and $1,807,712,968 respectively, and had a net realized gain of $126,380,868 and generated dividend
and interest income of $5,983,809 during 2018. At December 31, 2018, the Plan also held investments in a Collective Trust Fund
issued by Morgan Stanley Investment Management with a fair value of $137,126,130.
Certain officers
and employees of the Plan Sponsor (who may also be participants in the Plan) perform administrative services related to the operation,
record keeping and financial reporting of the Plan. The Plan Sponsor pays these salaries and other administrative expenses on
behalf of the Plan. Certain fees, including fees for the investment management services, to the extent not paid by the Plan Sponsor,
are paid by the Plan. All direct and indirect fees paid by the Plan are considered party-in-interest transactions.
At December 31,
2018 and 2017, the Plan held notes receivable from participants for participant loans of $103,826,360 and $101,010,373, respectively,
which are considered party-in-interest transactions.
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5.
|
FEDERAL INCOME TAX STATUS
|
The Internal Revenue
Service determined and informed the Plan Sponsor by a letter dated May 22, 2018, that the Plan and its related trust account continue
to be designed in accordance with the applicable provisions of the Code. The Plan has been amended since receiving this letter,
however, the Plan Sponsor and the Plan Administrator believe the Plan is currently designed and operated in compliance with the
applicable requirements of the Code.
The Plan Sponsor
has analyzed the tax positions taken by the Plan, and has concluded that at December 31, 2018 and 2017, there are no uncertain
tax positions taken by the Plan that would require recognition of a liability (or asset) or disclosure in the financial statements.
The Plan is subject to routine audits by taxing jurisdictions; however, there are currently no audits of the Plan for any tax
periods in progress. The Plan Sponsor believes the Plan is no longer subject to income tax examinations for years prior to 2013.
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6.
|
FAIR VALUE MEASUREMENTS
|
The following descriptions
of the valuation methods and assumptions used by the Plan to determine the fair values of investments apply to investments held
directly by the Plan.
Registered
Investment Companies (“RIC’s”)
–
Mutual
funds are registered with the Securities and Exchange Commission (“SEC”) and are intended to meet the requirements
of the Investment Company Act of 1940 with respect to income distribution, fee structure, and diversification of assets. Mutual
funds are generally marked to quoted prices or net asset value (“NAV”) and are categorized in Level 1 of the fair
value hierarchy if based upon prices which are observable in an active market. The PIMCO International Bond (Unhedged) fund requires
the Trustee to calculate the fair value since the fund has a daily interest rate factor that pays a monthly dividend and therefore
the fund is categorized as Level 2 of the fair value hierarchy. The Plan generally prohibits the sale of these investment options
within 30 days of a purchase into that investment option.
Separately
Managed Accounts
–
The Plan holds investments in
the Morgan Stanley Stock Fund (the “Fund”) holding Morgan Stanley common stock and containing a short-term investment
fund to facilitate participant transactions into and out of the Fund. There are no unfunded commitments and no restricted redemption
notice periods. The Company has specific rules that govern employee transactions in Morgan Stanley stock. Employees may transact
in Morgan Stanley stock (including the Fund) only during a window period. Shorter window periods and prior approval requirements
apply to those employees deemed Access Persons (as defined in the Company’s employee trading policy) by the Company. Access
Persons who are members of the Company’s Management or Operating Committees are prohibited from selling the Fund within
six months of a purchase.
The
remaining Separate Accounts are professionally managed portfolios held by the Plan. The participants share
in the appreciation and depreciation in proportion to their contribution
to the Separate Account. Separate Accounts are administered and supervised by investment
managers who decide how to invest funds
contributed by investors, subject to written investment
guidelines. At December 31, 2018 and 2017, the Plan’s Separate Accounts consisted of the T. Rowe Price U.S. Large-Cap Value
Fund, the PIMCO Core Fixed Income Fund, the PIMCO Real Return Fund, the PIMCO Low Duration Fund, the Shenkman Capital High Yield
Bond Fund, the Fidelity Institutional Asset Management Select International Small Cap Fund, the Artisan International Growth Fund,
the BlackRock Government Short Term Investment Fund, the Thompson, Siegel & Walmsley Mid Cap Value Fund, the William Blair
Small Cap Value Fund, the Voya Mid Cap Growth Fund, and the Rice Hall James Small Cap Opportunities Fund. At December 31, 2018,
the Plan’s Separate Accounts also consisted of AQR
International Equity Fund. The Trustee is responsible for determining
the Separate Accounts’ fair value. Terms of the agreements with the investment managers (“Investment Management Agreements”)
for the Separate Accounts permit the termination of the Investment Management Agreements and the distribution of the Separate
Accounts’ securities at fair value. There were no unfunded commitments and no restricted redemption notice periods. The
Plan generally prohibits the sale of these investment options within 30 days of a purchase into that investment option.
A
description of the valuation methods and assumptions applied to the major categories of the Fund and the Separate Accounts are
as follows:
Corporate equities
Corporate
equities, including Morgan Stanley common stock, are exchange-traded equity securities that are generally valued based on quoted
prices from the exchange. To the extent these securities are actively traded, valuation adjustments are not applied. Corporate
equities are categorized in Level 1 of the fair value hierarchy. Stapled securities, consisting of two or more corporate equity
securities that are contractually bound to form a single salable unit that cannot be bought or sold separately, are categorized
in Level 2 of the fair value hierarchy.
Cash and cash equivalents
Cash and cash equivalents
are valued at cost, which approximates fair value and are categorized in Level 1 of the fair value hierarchy.
Government securities
Government securities
are valued using factors which include but are not limited to market quotations, yields, maturities, and the bond’s terms
and conditions. U.S. Treasury securities, valued using quoted market prices, are categorized in Level 1 of the fair value hierarchy.
Callable agency-issued debt securities are valued by benchmarking model-derived prices to quoted market prices and trade data
for comparable instruments. The fair value of agency mortgage pass-through pool securities is model-driven based on spreads of
a comparable to be announced security. For index linked securities, the market price is adjusted daily by the appropriate index
factor. The fair value of state and municipal government securities is determined using recently executed transactions, market
price quotations or pricing models that factor in, where applicable, interest rates, bond or CDS spreads and volatility. Callable
agency-issued debt securities, agency mortgage pass-through pool securities, index linked securities, and state and municipal
government securities are generally categorized in Level 2 of the fair value hierarchy.
Corporate debt
instruments
Corporate debt instruments
are composed of corporate bonds, corporate loans and asset-backed securities. Corporate bonds and corporate loans are valued using
factors which include but are not limited to recently executed transactions, observable market price quotations and spreads. Asset-backed
securities may be valued based on price or spread data obtained from observed transactions or independent external parties such
as vendors or brokers. When position-specific external price data are not observable, the fair value determination may require
benchmarking to similar securities. For index linked securities, the market price is adjusted daily by the appropriate index factor.
Corporate debt instruments are categorized in Level 2 of the fair value hierarchy.
Derivative investments
Depending on the product
and terms of the transaction, the fair value of over-the-counter (“OTC”) derivative products can be either observed
or modeled using a series of techniques and model inputs from comparable benchmarks, including closed-form analytic formulas,
such as the Black-Scholes option-pricing model, and simulation models or a combination thereof. Many pricing models do not entail
material subjectivity as the methodologies employed do not necessitate significant judgment, since
model inputs may be observed
from actively quoted markets, as is the case for generic interest rate swaps and certain option contracts. Interest rate swaps
are valued using observable inputs. Listed derivatives that are not actively traded are valued using the same approaches as those
applied to OTC derivatives. Derivative investments are categorized in Level 2 of the fair value hierarchy.
Repurchase agreements
The fair value of
repurchase agreements is computed using a standard cash flow discounting methodology. The inputs to the valuation include contractual
cash flows and collateral funding spreads which are estimated using various benchmarks, interest rate yield curves and option
volatilities. Repurchase agreements are categorized in Level 2 of the fair value hierarchy.
Collective
Trust Funds
–
Each investment is administered and supervised
by its respective investment manager who decides how to
invest the contributed funds.
The Collective Trust Funds do not have a readily determinable fair value. The fair values of participating units held in the Collective
Trust Funds are valued by the investment managers at NAVs and recent transaction prices and therefore are not required to be categorized
by Levels of the fair value hierarchy. If there is a fee accrual, the Trustee is responsible for determining the fair value. At
December 31, 2018 and 2017, the Plan held investments in funds managed by State Street Global Advisors, BlackRock, Inc., Wellington
Management, and PIMCO. At December 31, 2018, the Plan also held investments in funds managed by Morgan Stanley Investment Management.
Terms of the applicable Collective Trust Fund Agreements and/or Investment Management Agreements permit the termination of the
agreement and the receipt of the fund securities at fair value within 30 days. There were no unfunded commitments and no restricted
redemption notice periods. Other than certain funds managed by State Street Global Advisors and BlackRock, Inc., from which the
Plan does not restrict the frequency of redemptions, the Plan generally prohibits the sale of the Collective Trust Fund investment
options within 30 days of a purchase into that investment option.
The following tables
set forth by Level within the fair value hierarchy the Plan’s investment and derivative instrument assets and liabilities
at fair value at December 31, 2018 and 2017. There were no transfers of investments between Levels for either year.
|
|
Plan's Investment Assets and Liabilities at Fair Value at December 31, 2018
|
|
|
Quoted Prices in Active Markets for Identical Assets
|
|
Significant Other Observable Inputs
|
|
Significant Unobservable Inputs
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Level 1
|
|
Level 2
|
|
Level 3
|
|
Total
|
Investment Assets:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Registered Investment Companies
|
|
$
|
1,376,068,724
|
|
|
$
|
36,254,872
|
|
|
$
|
—
|
|
|
$
|
1,412,323,596
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Separately Managed Accounts
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Corporate equities
|
|
|
3,306,299,802
|
|
|
|
2,521,659
|
|
|
|
—
|
|
|
|
3,308,821,461
|
|
Cash and cash equivalents
|
|
|
55,260,076
|
|
|
|
—
|
|
|
|
—
|
|
|
|
55,260,076
|
|
Government securities
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. Treasury and agency securities
|
|
|
130,403,058
|
|
|
|
746,219,549
|
|
|
|
—
|
|
|
|
876,622,607
|
|
Other sovereign government obligations
|
|
|
—
|
|
|
|
20,656,700
|
|
|
|
—
|
|
|
|
20,656,700
|
|
State and municipal securities
|
|
|
—
|
|
|
|
4,387,453
|
|
|
|
—
|
|
|
|
4,387,453
|
|
Total government securities
|
|
|
130,403,058
|
|
|
|
771,263,702
|
|
|
|
—
|
|
|
|
901,666,760
|
|
Corporate debt instruments
|
|
|
—
|
|
|
|
230,553,381
|
|
|
|
—
|
|
|
|
230,553,381
|
|
Derivative investments
|
|
|
—
|
|
|
|
12,404,512
|
|
|
|
—
|
|
|
|
12,404,512
|
|
Repurchase agreements
|
|
|
—
|
|
|
|
39,600,000
|
|
|
|
—
|
|
|
|
39,600,000
|
|
|
|
|
3,491,962,936
|
|
|
|
1,056,343,254
|
|
|
|
—
|
|
|
|
4,548,306,190
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Collective Trust Funds *
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,021,274,925
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Participant-directed investments
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
9,981,904,711
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Investment Liabilities:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Participant-directed derivative investments
|
|
$
|
1,690,136
|
|
|
$
|
13,981,886
|
|
|
$
|
—
|
|
|
$
|
15,672,022
|
|
|
*
|
Amounts
represent certain investments that are measured at fair value using the NAV per share,
which are not classified in the fair value hierarchy. The fair value amounts presented
in this table are intended to permit reconciliation of the fair value hierarchy to the
participant-directed investments presented in the Statement of net assets available for
benefits.
|
MORGAN
STANLEY 401(k) PLAN
Plan
Number 003, Employer Identification Number 20-8764829
FORM
5500, SCHEDULE H, LINE 4i —
SCHEDULE
OF ASSETS (HELD AT END OF YEAR)
AT
DECEMBER 31, 2018
|
|
|
|
|
(e)
|
|
(b)
|
(c)
|
(d)
|
|
Current
|
(a)
|
Identity of Issuer
|
Description of Investment
|
Cost**
|
|
Value
|
|
Corporate equities (continued)
|
|
|
|
|
|
Kohls Corp
|
47,458 Shares of Common Stock
|
|
|
$ 3,148,364
|
|
Kojamo Oyj
|
44,000 Shares of Common Stock
|
|
|
407,670
|
|
Kolon Industries
|
9,160 Shares of Common Stock
|
|
|
470,396
|
|
Kon Ahold Delhaize
|
166,484 Shares of Common Stock
|
|
|
4,201,230
|
|
Konami Holdings Co
|
14,500 Shares of Common Stock
|
|
|
635,032
|
|
Koninklijke Dsm
|
4,306 Shares of Common Stock
|
|
|
351,657
|
|
Koninklijke Dsm
|
25,043 Shares of Common Stock
|
|
|
2,045,178
|
|
Koninklijke Kpn
|
68,723 Shares of Common Stock
|
|
|
201,115
|
|
Koninklijke Philip
|
24,772 Shares of Common Stock
|
|
|
875,879
|
|
Kose Corporation
|
3,300 Shares of Common Stock
|
|
|
519,145
|
|
Kroger Co
|
105,500 Shares of Common Stock
|
|
|
2,901,250
|
|
Kudelski Sa
|
33,549 Shares of Common Stock
|
|
|
191,942
|
|
Kurita Water Inds
|
3,200 Shares of Common Stock
|
|
|
77,699
|
|
Kyocera Corp
|
2,300 Shares of Common Stock
|
|
|
115,466
|
|
Kyung Dong Navien
|
12,166 Shares of Common Stock
|
|
|
453,036
|
|
L3 Technologies Inc
|
21,085 Shares of Common Stock
|
|
|
3,661,621
|
|
Lab Corp Amer Hldgs
|
16,700 Shares of Common Stock
|
|
|
2,110,212
|
|
Lam Resh Corp
|
19,101 Shares of Common Stock
|
|
|
2,600,983
|
|
Las Vegas Sands Corp
|
81,321 Shares of Common Stock
|
|
|
4,232,758
|
|
Lawson Inc
|
1,300 Shares of Common Stock
|
|
|
82,350
|
|
Lci Industries
|
51,055 Shares of Common Stock
|
|
|
3,410,474
|
|
Leidos Hldgs Inc
|
39,300 Shares of Common Stock
|
|
|
2,071,896
|
|
Lennar Corp
|
89,000 Shares of Common Stock
|
|
|
3,484,350
|
|
Lg Innotek Co
|
450 Shares of Common Stock
|
|
|
34,845
|
|
Li & Fung
|
1,578,000 Shares of Common Stock
|
|
|
247,906
|
|
Liberty Expedia Hldgs Inc
|
39,200 Shares of Common Stock
|
|
|
1,533,112
|
|
Liberty Media Corp
|
21,500 Shares of Common Stock
|
|
|
795,070
|
|
Lifestyle Internat
|
281,500 Shares of Common Stock
|
|
|
426,420
|
|
Ligand Pharmaceuticals Incorporated
|
26,617 Shares of Common Stock
|
|
|
3,611,927
|
|
Linde Plc
|
67,082 Shares of Common Stock
|
|
|
10,624,678
|
|
Linde Plc
|
6,059 Shares of Common Stock
|
|
|
959,645
|
|
Link Real Estate Investment
|
60,000 Shares of Common Stock
|
|
|
607,713
|
|
Live Nation Entertainment Inc
|
92,384 Shares of Common Stock
|
|
|
4,549,912
|
|
Liveramp Holdings Inc
|
51,077 Shares of Common Stock
|
|
|
1,973,105
|
|
Lkq Corp
|
78,300 Shares of Common Stock
|
|
|
1,858,059
|
|
Lloyds Banking
|
333,300 Shares of Common Stock
|
|
|
220,099
|
|
Loews Corp
|
172,806 Shares of Common Stock
|
|
|
7,866,129
|
|
Loews Corp
|
43,200 Shares of Common Stock
|
|
|
1,966,464
|
|
London Stock Exchange Group
|
6,592 Shares of Common Stock
|
|
|
341,028
|
|
London Stock Exchange Group
|
43,337 Shares of Common Stock
|
|
|
2,241,981
|
|
Lonza Group Ag
|
1,580 Shares of Common Stock
|
|
|
408,223
|
|
Lonza Group Ag
|
9,003 Shares of Common Stock
|
|
|
2,326,095
|
|
Loomis Ab Ser'B
|
25,200 Shares of Common Stock
|
|
|
812,917
|
|
L'Oreal
|
4,042 Shares of Common Stock
|
|
|
929,667
|
|
Lvmh Moet Hennessy Louis Vuitton
|
2,072 Shares of Common Stock
|
|
|
611,574
|
(continued)
MORGAN
STANLEY 401(k) PLAN
Plan
Number 003, Employer Identification Number 20-8764829
FORM
5500, SCHEDULE H, LINE 4i —
SCHEDULE
OF ASSETS (HELD AT END OF YEAR)
AT
DECEMBER 31, 2018
|
|
|
|
|
(e)
|
|
(b)
|
(c)
|
(d)
|
|
Current
|
(a)
|
Identity of Issuer
|
Description of Investment
|
Cost**
|
|
Value
|
|
Corporate equities (continued)
|
|
|
|
|
|
Macquarie Gp Ltd
|
984 Shares of Common Stock
|
|
|
$ 75,266
|
|
Magellan Health Inc
|
22,918 Shares of Common Stock
|
|
|
1,303,805
|
|
Magna International Inc
|
146,800 Shares of Common Stock
|
|
|
6,672,060
|
|
Manpowergroup Inc
|
15,100 Shares of Common Stock
|
|
|
978,480
|
|
Mapfre
|
60,238 Shares of Common Stock
|
|
|
159,758
|
|
Markel Corp Holding Co
|
1,300 Shares of Common Stock
|
|
|
1,349,465
|
|
Marsh & Mclennan Co'S Inc
|
111,653 Shares of Common Stock
|
|
|
8,904,327
|
|
Marubeni Corp
|
74,100 Shares of Common Stock
|
|
|
521,668
|
|
Masco Corp
|
4,309 Shares of Common Stock
|
|
|
125,995
|
|
Masmovil Ibercom
|
26,605 Shares of Common Stock
|
|
|
593,063
|
|
Masonite Intl Corp
|
67,231 Shares of Common Stock
|
|
|
3,013,966
|
|
Matson Inc
|
40,062 Shares of Common Stock
|
|
|
1,282,785
|
|
Mattel Inc
|
138,476 Shares of Common Stock
|
|
|
1,383,375
|
|
Maxim Integrated Prods Inc
|
60,653 Shares of Common Stock
|
|
|
3,084,205
|
|
Maximus Inc
|
48,041 Shares of Common Stock
|
|
|
3,126,989
|
|
Maximus Inc
|
19,600 Shares of Common Stock
|
|
|
1,275,764
|
|
Mazda Motor Corp
|
7,200 Shares of Common Stock
|
|
|
74,484
|
|
Mcdonald'S Holding Co
|
1,800 Shares of Common Stock
|
|
|
76,453
|
|
Medidata Solutions Inc
|
41,548 Shares of Common Stock
|
|
|
2,801,166
|
|
Medifast Inc
|
5,901 Shares of Common Stock
|
|
|
737,743
|
|
Medipal Holdings Corp
|
6,900 Shares of Common Stock
|
|
|
148,106
|
|
Medtronic Plc
|
180,892 Shares of Common Stock
|
|
|
16,453,936
|
|
Medtronic Plc
|
75,428 Shares of Common Stock
|
|
|
6,860,931
|
|
Meggitt
|
32,756 Shares of Common Stock
|
|
|
196,492
|
|
Meitec Corporation
|
17,600 Shares of Common Stock
|
|
|
716,256
|
|
Melia Hotels Intl
|
89,500 Shares of Common Stock
|
|
|
839,981
|
|
Merck & Co Inc
|
222,590 Shares of Common Stock
|
|
|
17,008,102
|
|
Meredith Corp
|
37,155 Shares of Common Stock
|
|
|
1,929,831
|
|
Metlife Inc
|
210,300 Shares of Common Stock
|
|
|
8,634,918
|
|
Michelin (Cgde)
|
4,110 Shares of Common Stock
|
|
|
407,347
|
|
Micro Focus Intl
|
23,545 Shares of Common Stock
|
|
|
414,719
|
|
Microchip Technology Inc
|
17,834 Shares of Common Stock
|
|
|
1,282,621
|
|
Microsoft Corp
|
240,112 Shares of Common Stock
|
|
|
24,388,176
|
|
Minerals Technologies Inc
|
26,759 Shares of Common Stock
|
|
|
1,373,807
|
|
Misumi Group Inc
|
22,600 Shares of Common Stock
|
|
|
477,687
|
|
Mitsubishi Corp
|
40,600 Shares of Common Stock
|
|
|
1,117,550
|
|
Mitsubishi Elec Cp
|
74,100 Shares of Common Stock
|
|
|
821,607
|
|
Mitsubishi Estate Co Ltd
|
25,100 Shares of Common Stock
|
|
|
395,666
|
|
Mitsubishi Gas Chm
|
36,000 Shares of Common Stock
|
|
|
543,043
|
|
Mitsubishi Logisne
|
47,100 Shares of Common Stock
|
|
|
455,910
|
|
Mitsubishi Motor C
|
114,600 Shares of Common Stock
|
|
|
628,804
|
*
|
Mitsubishi UFJ Financial Group
|
195,000 Shares of Common Stock
|
|
|
956,027
|
|
Mitsui & Co Ltd
|
103,100 Shares of Common Stock
|
|
|
1,588,575
|
|
Mitsui Fudosan Co Ltd
|
17,200 Shares of Common Stock
|
|
|
383,302
|
|
Miura Co Ltd
|
39,800 Shares of Common Stock
|
|
|
908,709
|
(
continued
)
MORGAN
STANLEY 401(k) PLAN
Plan
Number 003, Employer Identification Number 20-8764829
FORM
5500, SCHEDULE H, LINE 4i —
SCHEDULE
OF ASSETS (HELD AT END OF YEAR)
AT
DECEMBER 31, 2018
|
|
|
|
|
(e)
|
|
(b)
|
(c)
|
(d)
|
|
Current
|
(a)
|
Identity of Issuer
|
Description of Investment
|
Cost**
|
|
Value
|
|
Corporate equities (continued)
|
|
|
|
|
|
Mizuho Financial Group
|
400,000 Shares of Common Stock
|
|
|
$ 620,881
|
|
Mlp Se
|
59,500 Shares of Common Stock
|
|
|
299,277
|
|
Mmc Norilsk Nickel
|
111,239 Shares of Common Stock
|
|
|
2,086,844
|
|
Mohawk Inds Inc
|
8,700 Shares of Common Stock
|
|
|
1,017,552
|
|
Molson Coors Brewing
|
36,300 Shares of Common Stock
|
|
|
2,038,608
|
|
Moneysupermarket.C
|
189,600 Shares of Common Stock
|
|
|
665,262
|
|
Monster Beverage Corp
|
61,086 Shares of Common Stock
|
|
|
3,006,653
|
|
Moodys Corp
|
43,086 Shares of Common Stock
|
|
|
6,033,763
|
|
Moog Inc
|
22,137 Shares of Common Stock
|
|
|
1,715,175
|
*
|
Morgan Stanley
|
37,084,930 Shares of Common Stock
|
|
|
1,470,417,474
|
|
Morphosys
|
8,100 Shares of Common Stock
|
|
|
823,634
|
|
Motorola Solutions Inc
|
44,937 Shares of Common Stock
|
|
|
5,169,552
|
|
Msc Indl Direct Inc
|
21,500 Shares of Common Stock
|
|
|
1,653,780
|
|
Msci Inc
|
26,314 Shares of Common Stock
|
|
|
3,879,473
|
|
Myriad Genetics Inc
|
75,094 Shares of Common Stock
|
|
|
2,182,983
|
|
Nabtesco Corp
|
19,000 Shares of Common Stock
|
|
|
414,930
|
|
Nagaileben Co
|
23,800 Shares of Common Stock
|
|
|
514,331
|
|
National Bk Hldgs Corp
|
63,436 Shares of Common Stock
|
|
|
1,958,269
|
|
National Grid
|
7,089 Shares of Common Stock
|
|
|
68,996
|
|
National Storage R Reit Stapled Unit
|
682,594 Shares of Common Stock
|
|
|
843,359
|
|
Natixis
|
81,589 Shares of Common Stock
|
|
|
384,173
|
|
Natural Grocers By Vitamin Cottage Inc
|
20,407 Shares of Common Stock
|
|
|
312,839
|
|
Ncr Corp
|
55,600 Shares of Common Stock
|
|
|
1,283,248
|
|
Nektar Therapeutics
|
60,660 Shares of Common Stock
|
|
|
1,993,894
|
|
Neste Oyj
|
10,225 Shares of Common Stock
|
|
|
787,351
|
|
Nestle Sa
|
74,480 Shares of Common Stock
|
|
|
6,029,117
|
|
Nestle Sa
|
71,563 Shares of Common Stock
|
|
|
5,792,988
|
|
Netlink Nbn Trust
|
949,100 Shares of Common Stock
|
|
|
532,694
|
|
Newcrest Mining Ltd
|
106,661 Shares of Common Stock
|
|
|
1,636,948
|
|
Newpark Res Inc
|
175,588 Shares of Common Stock
|
|
|
1,206,290
|
|
News Corp
|
304,100 Shares of Common Stock
|
|
|
3,451,535
|
|
News Corp
|
133,400 Shares of Common Stock
|
|
|
1,514,090
|
|
Nexon Co Ltd
|
115,700 Shares of Common Stock
|
|
|
1,490,080
|
|
Nextage Co Ltd
|
34,800 Shares of Common Stock
|
|
|
342,243
|
|
Nextera Energy Inc
|
3,600 Shares of Common Stock
|
|
|
625,752
|
|
Nextera Energy Inc
|
117,524 Shares of Common Stock
|
|
|
6,774,083
|
|
Nhk Spring Co Ltd
|
66,700 Shares of Common Stock
|
|
|
586,661
|
|
Nielsen Holdings Plc
|
207,800 Shares of Common Stock
|
|
|
4,847,974
|
|
Nielsen Holdings Plc
|
55,000 Shares of Common Stock
|
|
|
1,283,150
|
|
Nihon Parkerizing
|
67,500 Shares of Common Stock
|
|
|
782,573
|
|
Nikon Corp
|
118,500 Shares of Common Stock
|
|
|
1,765,916
|
|
Nippon Express Co
|
1,300 Shares of Common Stock
|
|
|
72,515
|
|
Nippon Shinyaku Co
|
30,100 Shares of Common Stock
|
|
|
1,917,687
|
|
Nippon Telegraph & Telephone Corp
|
47,700 Shares of Common Stock
|
|
|
1,948,607
|
|
Nippon Thompson Co
|
71,000 Shares of Common Stock
|
|
|
316,447
|
(
continued
)
MORGAN
STANLEY 401(k) PLAN
Plan
Number 003, Employer Identification Number 20-8764829
FORM
5500, SCHEDULE H, LINE 4i —
SCHEDULE
OF ASSETS (HELD AT END OF YEAR)
AT
DECEMBER 31, 2018
|
|
|
|
|
(e)
|
|
(b)
|
(c)
|
(d)
|
|
Current
|
(a)
|
Identity of Issuer
|
Description of Investment
|
Cost**
|
|
Value
|
|
Corporate equities (continued)
|
|
|
|
|
|
Nitto Kohki Co Ltd
|
27,300 Shares of Common Stock
|
|
|
$ 526,019
|
|
Nn Group N.V.
|
10,468 Shares of Common Stock
|
|
|
416,434
|
|
Nokia Oyj
|
69,621 Shares of Common Stock
|
|
|
400,324
|
|
Nomura Research Institute
|
5,900 Shares of Common Stock
|
|
|
219,136
|
|
Nordea Bank Abp
|
25,003 Shares of Common Stock
|
|
|
210,327
|
|
Novartis Ag
|
50,857 Shares of Common Stock
|
|
|
4,335,588
|
|
Novo-Nordisk
|
111,718 Shares of Common Stock
|
|
|
5,098,200
|
|
Ntt Docomo
|
28,600 Shares of Common Stock
|
|
|
644,520
|
|
O Reilly Automotive Inc
|
20,995 Shares of Common Stock
|
|
|
7,229,208
|
|
Obic Co Ltd
|
14,200 Shares of Common Stock
|
|
|
1,098,829
|
|
Oc Oerlikon Corp
|
26,790 Shares of Common Stock
|
|
|
300,022
|
|
Occidental Petroleum Corp
|
154,900 Shares of Common Stock
|
|
|
9,507,762
|
|
Oceanfirst Finl Corp
|
80,247 Shares of Common Stock
|
|
|
1,806,360
|
|
Okinawa Cellular
|
10,200 Shares of Common Stock
|
|
|
334,685
|
|
Okinawa Elec Power
|
52,337 Shares of Common Stock
|
|
|
1,017,975
|
|
Olympus Corp
|
3,700 Shares of Common Stock
|
|
|
113,818
|
|
Omron Corp
|
9,000 Shares of Common Stock
|
|
|
328,123
|
|
On Semiconductor Corp
|
92,283 Shares of Common Stock
|
|
|
1,523,592
|
|
One Gas Inc
|
26,382 Shares of Common Stock
|
|
|
2,100,007
|
|
Optinose Inc
|
95,033 Shares of Common Stock
|
|
|
589,205
|
|
Oriental Land Co Ltd
|
800 Shares of Common Stock
|
|
|
80,609
|
|
Orion Corporation Ser'B
|
2,726 Shares of Common Stock
|
|
|
94,359
|
|
Orion
|
4,347 Shares of Common Stock
|
|
|
467,503
|
|
Orix Corp
|
21,300 Shares of Common Stock
|
|
|
311,691
|
|
Osram Licht Ag
|
12,724 Shares of Common Stock
|
|
|
551,563
|
|
Otsuka Corp
|
42,900 Shares of Common Stock
|
|
|
1,180,860
|
|
Oxford Inds Inc
|
22,752 Shares of Common Stock
|
|
|
1,616,302
|
|
Pacira Pharmaceuticals Inc
|
42,643 Shares of Common Stock
|
|
|
1,834,502
|
|
Packaging Corp Amer
|
35,236 Shares of Common Stock
|
|
|
2,940,797
|
|
Pacwest Bancorp
|
51,731 Shares of Common Stock
|
|
|
1,721,608
|
|
Panasonic Corp
|
31,100 Shares of Common Stock
|
|
|
280,797
|
|
Pandora A/S
|
4,358 Shares of Common Stock
|
|
|
177,112
|
|
Patrizia Immo Ag
|
35,000 Shares of Common Stock
|
|
|
666,171
|
|
Pebblebrook Hotel Tr
|
57,054 Shares of Common Stock
|
|
|
1,615,199
|
|
Penn Natl Gaming Inc
|
84,124 Shares of Common Stock
|
|
|
1,584,055
|
|
Pepsico Inc
|
71,306 Shares of Common Stock
|
|
|
7,877,887
|
|
Pernod Ricard
|
17,531 Shares of Common Stock
|
|
|
2,871,813
|
|
Perrigo Company Limited
|
110,200 Shares of Common Stock
|
|
|
4,270,250
|
|
Petrol Brasileiros Prf
|
592,200 Shares of Common Stock
|
|
|
3,465,419
|
|
Peugeot Sa
|
48,681 Shares of Common Stock
|
|
|
1,037,588
|
|
Pfizer Inc
|
467,160 Shares of Common Stock
|
|
|
20,391,534
|
|
Pg& E Corp
|
190,097 Shares of Common Stock
|
|
|
4,514,804
|
|
Pg& E Corp
|
50,399 Shares of Common Stock
|
|
|
1,196,976
|
|
Philip Morris Intl
|
138,100 Shares of Common Stock
|
|
|
9,219,556
|
|
Pnm Res Inc
|
46,934 Shares of Common Stock
|
|
|
1,928,518
|
(continued)
MORGAN
STANLEY 401(k) PLAN
Plan
Number 003, Employer Identification Number 20-8764829
FORM
5500, SCHEDULE H, LINE 4i —
SCHEDULE
OF ASSETS (HELD AT END OF YEAR)
AT
DECEMBER 31, 2018
|
|
|
|
|
(e)
|
|
(b)
|
(c)
|
(d)
|
|
Current
|
(a)
|
Identity of Issuer
|
Description of Investment
|
Cost**
|
|
Value
|
|
Corporate equities (continued)
|
|
|
|
|
|
Points Intl Ltd
|
51,507 Shares of Common Stock
|
|
|
$ 513,010
|
|
Pola Orbis Hldg
|
6,000 Shares of Common Stock
|
|
|
162,366
|
|
Polyone Corp
|
47,002 Shares of Common Stock
|
|
|
1,344,257
|
|
Pool Corp
|
32,965 Shares of Common Stock
|
|
|
4,900,247
|
|
Post Hldgs Inc
|
14,400 Shares of Common Stock
|
|
|
1,283,472
|
|
Poste Italiane Spa
|
133,197 Shares of Common Stock
|
|
|
1,063,413
|
|
Ppdc Energy Inc
|
40,724 Shares of Common Stock
|
|
|
1,211,946
|
|
Ppg Ind Inc
|
15,800 Shares of Common Stock
|
|
|
1,615,234
|
|
Ppl Corp
|
84,600 Shares of Common Stock
|
|
|
2,396,718
|
|
Pra Health Sciences Inc
|
27,284 Shares of Common Stock
|
|
|
2,509,037
|
|
Premier Inc
|
157,121 Shares of Common Stock
|
|
|
5,868,469
|
|
Prestige Consumer Healthcare Inc
|
62,019 Shares of Common Stock
|
|
|
1,915,147
|
|
Prima Meat Packers
|
22,900 Shares of Common Stock
|
|
|
409,514
|
|
Progenics Pharmaceuticals Inc
|
208,153 Shares of Common Stock
|
|
|
874,243
|
|
Progressive Corp
|
41,500 Shares of Common Stock
|
|
|
2,503,695
|
|
Proofpoint Inc
|
28,770 Shares of Common Stock
|
|
|
2,411,214
|
|
Prosegur Seguridad
|
184,400 Shares of Common Stock
|
|
|
932,144
|
|
Proximus
|
3,566 Shares of Common Stock
|
|
|
96,286
|
|
Psp Swiss Property
|
7,538 Shares of Common Stock
|
|
|
740,571
|
|
Puma Biotechnology Inc
|
41,786 Shares of Common Stock
|
|
|
850,345
|
|
Puma Se
|
1,200 Shares of Common Stock
|
|
|
585,750
|
|
Pure Storage Inc
|
191,049 Shares of Common Stock
|
|
|
3,072,068
|
|
Qualcomm Inc
|
215,400 Shares of Common Stock
|
|
|
12,258,414
|
|
Quanta Svcs Inc
|
151,263 Shares of Common Stock
|
|
|
4,553,016
|
|
Radian Group Inc
|
143,648 Shares of Common Stock
|
|
|
2,350,081
|
|
Radisson Hospitality Ab
|
208,300 Shares of Common Stock
|
|
|
963,280
|
|
Raffles Medical
|
730,294 Shares of Common Stock
|
|
|
589,379
|
|
Rami Levi
|
9,000 Shares of Common Stock
|
|
|
463,397
|
|
Range Res Corp
|
121,279 Shares of Common Stock
|
|
|
1,160,640
|
|
Raytheon Co
|
32,100 Shares of Common Stock
|
|
|
4,922,535
|
|
Red Electrica Corp
|
10,638 Shares of Common Stock
|
|
|
237,075
|
|
Relx Plc
|
39,432 Shares of Common Stock
|
|
|
811,816
|
|
Relx Plc
|
8,201 Shares of Common Stock
|
|
|
168,840
|
|
Renasant Corp
|
61,856 Shares of Common Stock
|
|
|
1,866,814
|
|
Renewi Plc
|
1,871,375 Shares of Common Stock
|
|
|
785,325
|
|
Rentokil Initial
|
436,121 Shares of Common Stock
|
|
|
1,872,956
|
|
Resona Holdings
|
304,000 Shares of Common Stock
|
|
|
1,464,930
|
|
Rexel
|
62,482 Shares of Common Stock
|
|
|
664,265
|
|
Rexnord Corp
|
4,699 Shares of Common Stock
|
|
|
107,842
|
|
Ricoh Leasing
|
14,900 Shares of Common Stock
|
|
|
444,766
|
|
Rio Tinto Limited
|
8,619 Shares of Common Stock
|
|
|
476,138
|
|
Rio Tinto
|
92,442 Shares of Common Stock
|
|
|
4,391,484
|
|
Roche Hldgs Ag
|
28,176 Shares of Common Stock
|
|
|
6,956,825
|
|
Rolls Royce Hldgs
|
2,124,970 Shares of Common Stock
|
|
|
2,706
|
|
Rolls Royce Hldgs
|
46,195 Shares of Common Stock
|
|
|
488,322
|
(
continued
)
MORGAN
STANLEY 401(k) PLAN
Plan
Number 003, Employer Identification Number 20-8764829
FORM
5500, SCHEDULE H, LINE 4i —
SCHEDULE
OF ASSETS (HELD AT END OF YEAR)
AT
DECEMBER 31, 2018
|
(b)
|
(c)
|
(d)
|
|
Current
|
(a)
|
Identity of Issuer
|
Description of Investment
|
Cost**
|
|
Value
|
|
Corporate equities (continued)
|
|
|
|
|
|
Ross Stores Inc
|
63,309 Shares of Common Stock
|
|
|
$ 5,267,309
|
|
Royal Bk Scot
|
83,724 Shares of Common Stock
|
|
|
231,069
|
|
Royal Dutch Shell 'A'Shs
|
99,029 Shares of Common Stock
|
|
|
2,910,296
|
|
Royal Dutch Shell 'B'Ord
|
78,053 Shares of Common Stock
|
|
|
2,326,154
|
|
Royal Mail Plc
|
21,399 Shares of Common Stock
|
|
|
74,158
|
|
Rpc Group
|
56,500 Shares of Common Stock
|
|
|
469,169
|
|
Ryohin Keikaku Co
|
4,500 Shares of Common Stock
|
|
|
1,088,958
|
|
S.W. Airl Co
|
216,000 Shares of Common Stock
|
|
|
10,039,680
|
|
Saf Holland
|
79,100 Shares of Common Stock
|
|
|
1,012,739
|
|
Safran Sa
|
11,632 Shares of Common Stock
|
|
|
1,401,517
|
|
Safran Sa
|
10,600 Shares of Common Stock
|
|
|
1,277,173
|
|
Saia Inc
|
21,991 Shares of Common Stock
|
|
|
1,227,538
|
|
Sam Yung Trading
|
46,227 Shares of Common Stock
|
|
|
582,087
|
|
Sampo Plc Ser'A
|
4,714 Shares of Common Stock
|
|
|
206,984
|
|
San-A Co Ltd
|
8,400 Shares of Common Stock
|
|
|
318,115
|
|
San-Ai Oil Co
|
80,400 Shares of Common Stock
|
|
|
798,028
|
|
Sandvik Ab
|
115,579 Shares of Common Stock
|
|
|
1,647,152
|
|
Sandy Spring Bancorp Inc
|
45,012 Shares of Common Stock
|
|
|
1,410,676
|
|
Sanofi
|
19,421 Shares of Common Stock
|
|
|
1,679,737
|
|
Sanwa Holdings
|
42,000 Shares of Common Stock
|
|
|
478,130
|
|
Sap Se
|
46,296 Shares of Common Stock
|
|
|
4,600,620
|
|
Sartorius Stedim B
|
11,100 Shares of Common Stock
|
|
|
1,108,381
|
|
Sato Holdings
|
23,100 Shares of Common Stock
|
|
|
549,524
|
|
Sats Ltd
|
162,100 Shares of Common Stock
|
|
|
554,208
|
|
Scentre Group
|
177,340 Shares of Common Stock
|
|
|
486,905
|
|
Schneider Electric
|
9,770 Shares of Common Stock
|
|
|
666,987
|
|
Schneider Electric
|
8,978 Shares of Common Stock
|
|
|
612,918
|
|
Schroders Vtg Shs
|
3,992 Shares of Common Stock
|
|
|
124,207
|
|
Scor Se
|
11,900 Shares of Common Stock
|
|
|
535,977
|
|
Seacoast Bkg Corp
|
78,292 Shares of Common Stock
|
|
|
2,037,158
|
|
Seek Limited
|
21,112 Shares of Common Stock
|
|
|
251,479
|
|
Segro Plc
|
75,877 Shares of Common Stock
|
|
|
568,805
|
|
Sekisui Jushi Corp
|
44,100 Shares of Common Stock
|
|
|
777,774
|
|
Selective Ins Group Inc
|
38,907 Shares of Common Stock
|
|
|
2,370,993
|
|
Sempra Energy Inc
|
7,200 Shares of Common Stock
|
|
|
778,968
|
|
Sempra Energy Mandatory Pfd
|
10,603 Shares of Common Stock
|
|
|
1,022,553
|
|
Sempra Energy Pfd Conv Ser A
|
46,463 Shares of Common Stock
|
|
|
4,419,096
|
|
Semtech Corp
|
41,373 Shares of Common Stock
|
|
|
1,897,780
|
|
Semtech Corp
|
111,364 Shares of Common Stock
|
|
|
5,108,267
|
|
Senior
|
205,700 Shares of Common Stock
|
|
|
496,189
|
|
Sensient Technologies Corp
|
28,305 Shares of Common Stock
|
|
|
1,580,834
|
|
Seobu T&D
|
41,049 Shares of Common Stock
|
|
|
329,632
|
|
Ses Fdr
|
46,089 Shares of Common Stock
|
|
|
880,394
|
|
Seven & I Holdings
|
6,400 Shares of Common Stock
|
|
|
279,007
|
|
Shimadzu Corp
|
4,900 Shares of Common Stock
|
|
|
97,093
|
(
continued
)
MORGAN
STANLEY 401(k) PLAN
Plan
Number 003, Employer Identification Number 20-8764829
FORM
5500, SCHEDULE H, LINE 4i —
SCHEDULE
OF ASSETS (HELD AT END OF YEAR)
AT
DECEMBER 31, 2018
|
(b)
|
(c)
|
(d)
|
|
Current
|
(a)
|
Identity of Issuer
|
Description of Investment
|
Cost**
|
|
Value
|
|
Corporate equities (continued)
|
|
|
|
|
|
Shimamura Co
|
2,100 Shares of Common Stock
|
|
|
$ 160,780
|
|
Shinsei Bank
|
42,800 Shares of Common Stock
|
|
|
510,643
|
|
Shionogi & Co Ltd
|
18,700 Shares of Common Stock
|
|
|
1,068,839
|
|
Ship Healthcare Holdings Inc
|
18,500 Shares of Common Stock
|
|
|
683,749
|
|
Shire Plc
|
18,790 Shares of Common Stock
|
|
|
1,094,841
|
|
Shiseido Co Ltd
|
4,400 Shares of Common Stock
|
|
|
276,396
|
|
Shutterfly Inc
|
85,759 Shares of Common Stock
|
|
|
3,452,657
|
|
Shutterstock Inc
|
78,361 Shares of Common Stock
|
|
|
2,821,780
|
|
Signature Bk Ny
|
29,100 Shares of Common Stock
|
|
|
2,991,771
|
|
Silgan Hldgs Inc
|
54,235 Shares of Common Stock
|
|
|
1,281,031
|
|
Siltronic Ag
|
4,300 Shares of Common Stock
|
|
|
354,902
|
|
Simpson Mfg Inc
|
29,401 Shares of Common Stock
|
|
|
1,591,476
|
|
Singapore Airlines
|
13,800 Shares of Common Stock
|
|
|
95,375
|
|
Sino Land Co
|
306,000 Shares of Common Stock
|
|
|
524,503
|
|
Six Flags Entmt Corp
|
15,732 Shares of Common Stock
|
|
|
875,171
|
|
Skand Enskilda Bkn Ser'A
|
33,176 Shares of Common Stock
|
|
|
322,186
|
|
Smartone Telecom
|
121,002 Shares of Common Stock
|
|
|
134,149
|
|
Smcp Sas
|
30,532 Shares of Common Stock
|
|
|
469,929
|
|
Smith & Nephew
|
80,856 Shares of Common Stock
|
|
|
1,507,601
|
|
Smucker J M Co
|
13,800 Shares of Common Stock
|
|
|
1,290,162
|
|
Societe Generale
|
15,044 Shares of Common Stock
|
|
|
478,436
|
|
Softbank Group Corp
|
11,600 Shares of Common Stock
|
|
|
772,347
|
|
Solaris Oilfield Infrastructure Inc
|
100,983 Shares of Common Stock
|
|
|
1,220,884
|
|
Solarwinds Corp
|
117,435 Shares of Common Stock
|
|
|
1,624,126
|
|
Sompo Holdings Inc
|
5,300 Shares of Common Stock
|
|
|
180,282
|
|
Sonova Holding Ag
|
14,566 Shares of Common Stock
|
|
|
2,372,996
|
|
Sonova Holding Ag
|
7,452 Shares of Common Stock
|
|
|
1,214,030
|
|
Sony Corp
|
45,000 Shares of Common Stock
|
|
|
2,184,478
|
|
South Jersey Inds Inc
|
66,778 Shares of Common Stock
|
|
|
1,856,428
|
|
South32 Ltd
|
300,886 Shares of Common Stock
|
|
|
709,610
|
|
Southern Co
|
314,900 Shares of Common Stock
|
|
|
13,830,408
|
|
Spar Nord Bank
|
47,400 Shares of Common Stock
|
|
|
379,755
|
|
Spark Infr Group
|
346,601 Shares of Common Stock
|
|
|
539,256
|
|
Spartannash Co
|
59,070 Shares of Common Stock
|
|
|
1,014,823
|
|
Speedcast Intl Ltd
|
153,626 Shares of Common Stock
|
|
|
314,724
|
|
Spirit Aerosystems Hldgs Inc
|
43,207 Shares of Common Stock
|
|
|
3,114,793
|
|
Splunk Inc
|
28,053 Shares of Common Stock
|
|
|
2,941,357
|
|
Square Enix Holdings Co Ltd
|
18,200 Shares of Common Stock
|
|
|
495,497
|
|
St James'S Place
|
25,000 Shares of Common Stock
|
|
|
300,570
|
|
Stamps Com Inc
|
20,022 Shares of Common Stock
|
|
|
3,116,224
|
|
Stanley Black & Decker Inc
|
25,810 Shares of Common Stock
|
|
|
3,090,489
|
|
Stanley Electric
|
14,600 Shares of Common Stock
|
|
|
411,193
|
|
Stars Group Inc
|
46,500 Shares of Common Stock
|
|
|
768,180
|
|
Std Life Aberdeen
|
169,484 Shares of Common Stock
|
|
|
554,207
|
|
Stericycle Inc
|
34,800 Shares of Common Stock
|
|
|
1,276,812
|
(continued)
MORGAN
STANLEY 401(k) PLAN
Plan
Number 003, Employer Identification Number 20-8764829
FORM
5500, SCHEDULE H, LINE 4i —
SCHEDULE
OF ASSETS (HELD AT END OF YEAR)
AT
DECEMBER 31, 2018
(b)
|
(c)
|
(d)
|
|
Current
|
Identity of Issuer
|
Description of Investment
|
Cost**
|
|
Value
|
Corporate equities (continued)
|
|
|
|
|
Stericycle Inc
|
73,952 Shares of Common Stock
|
|
|
$ 2,713,299
|
Sterling Bancorp
|
140,322 Shares of Common Stock
|
|
|
2,316,716
|
Sthree
|
123,600 Shares of Common Stock
|
|
|
451,000
|
Stockland
|
162,742 Shares of Common Stock
|
|
|
403,288
|
Strategic Ed Inc
|
32,182 Shares of Common Stock
|
|
|
3,650,082
|
Subaru Corporation
|
19,500 Shares of Common Stock
|
|
|
419,450
|
Sumitomo Corp
|
42,700 Shares of Common Stock
|
|
|
607,720
|
Sumitomo Dainippon Pharma Co Ltd
|
52,000 Shares of Common Stock
|
|
|
1,656,474
|
Sumitomo Heavy Ind
|
23,800 Shares of Common Stock
|
|
|
710,432
|
Sumitomo Mitsui Financial Group
|
19,200 Shares of Common Stock
|
|
|
637,871
|
Sumitomo Realty & Development
|
6,800 Shares of Common Stock
|
|
|
249,527
|
Sun Hung Kai Co
|
493,000 Shares of Common Stock
|
|
|
232,982
|
Sun Hung Kai Prop
|
120,000 Shares of Common Stock
|
|
|
1,710,487
|
Sundrug Co Ltd
|
3,700 Shares of Common Stock
|
|
|
110,445
|
Sundrug Co Ltd
|
30,600 Shares of Common Stock
|
|
|
913,412
|
Sunstone Hotel Invs Inc
|
125,157 Shares of Common Stock
|
|
|
1,628,293
|
Supernus Pharmaceuticals Inc
|
83,072 Shares of Common Stock
|
|
|
2,759,652
|
Suruga Bank
|
100,900 Shares of Common Stock
|
|
|
373,380
|
Suzuken Co Ltd
|
5,400 Shares of Common Stock
|
|
|
275,131
|
Swedbank Ag Sek20
|
6,410 Shares of Common Stock
|
|
|
142,973
|
Swedish Match
|
76,169 Shares of Common Stock
|
|
|
2,999,216
|
Swire Properties Ltd
|
137,000 Shares of Common Stock
|
|
|
481,202
|
Swiss Life Holdings
|
1,052 Shares of Common Stock
|
|
|
404,024
|
Symrise Ag
|
24,465 Shares of Common Stock
|
|
|
1,803,882
|
Synopsys Inc
|
55,445 Shares of Common Stock
|
|
|
4,670,687
|
Taiheiyo Cement
|
8,100 Shares of Common Stock
|
|
|
250,645
|
Taisei Corp
|
19,600 Shares of Common Stock
|
|
|
840,523
|
Taiyo Nippon Sanso Corp
|
68,300 Shares of Common Stock
|
|
|
1,118,049
|
Tandem Diabetes Care Inc
|
7,468 Shares of Common Stock
|
|
|
283,560
|
Tapestry Inc
|
60,390 Shares of Common Stock
|
|
|
2,038,163
|
Te Connectivity Ltd
|
68,800 Shares of Common Stock
|
|
|
5,203,344
|
Tecan Group Ag
|
5,760 Shares of Common Stock
|
|
|
1,114,839
|
Technicolor
|
64,028 Shares of Common Stock
|
|
|
69,827
|
Tecnicas Reunidas
|
21,100 Shares of Common Stock
|
|
|
514,731
|
Ted Baker Ord
|
17,400 Shares of Common Stock
|
|
|
343,490
|
Telecom Italia Spa
|
127,399 Shares of Common Stock
|
|
|
70,386
|
Teleflex Inc
|
15,969 Shares of Common Stock
|
|
|
4,127,667
|
Telefonica Sa
|
11,677 Shares of Common Stock
|
|
|
97,965
|
Teleperformance Societe Europeenne
|
8,400 Shares of Common Stock
|
|
|
1,340,503
|
Teleperformance Societe Europeenne
|
6,448 Shares of Common Stock
|
|
|
1,028,996
|
Telia Company Ab
|
188,898 Shares of Common Stock
|
|
|
894,436
|
Terreno Rlty Corp
|
69,748 Shares of Common Stock
|
|
|
2,453,037
|
Tesco
|
76,730 Shares of Common Stock
|
|
|
185,772
|
Tetra Tech Inc
|
54,810 Shares of Common Stock
|
|
|
2,837,514
|
Texas Instruments Inc
|
80,200 Shares of Common Stock
|
|
|
7,578,900
|
(continued)
MORGAN
STANLEY 401(k) PLAN
Plan
Number 003, Employer Identification Number 20-8764829
FORM
5500, SCHEDULE H, LINE 4i —
SCHEDULE
OF ASSETS (HELD AT END OF YEAR)
AT
DECEMBER 31, 2018
|
(b)
|
(c)
|
(d)
|
|
Current
|
(a)
|
Identity of Issuer
|
Description of Investment
|
Cost**
|
|
Value
|
|
Corporate equities (continued)
|
|
|
|
|
|
Tgr Investment Inc
|
1,159 Shares of Common Stock
|
|
|
$ 477,481
|
|
Thales Sa
|
2,176 Shares of Common Stock
|
|
|
253,724
|
|
The Trade Desk Inc
|
30,103 Shares of Common Stock
|
|
|
3,493,754
|
|
Thermo Fisher Corp
|
15,400 Shares of Common Stock
|
|
|
3,446,366
|
|
Thk Co Ltd
|
6,400 Shares of Common Stock
|
|
|
120,283
|
|
Tikkurila Oyj
|
9,700 Shares of Common Stock
|
|
|
133,284
|
|
Timken Co
|
31,987 Shares of Common Stock
|
|
|
1,193,755
|
|
Tokio Marine Holdings Inc
|
12,300 Shares of Common Stock
|
|
|
587,001
|
|
Tokyo Elec Power H
|
218,800 Shares of Common Stock
|
|
|
1,302,250
|
|
Tokyo Electron
|
1,000 Shares of Common Stock
|
|
|
114,068
|
|
Tokyo Gas Co Ltd
|
6,800 Shares of Common Stock
|
|
|
172,642
|
|
Tokyo Ohka Kogyo
|
21,700 Shares of Common Stock
|
|
|
584,060
|
|
Tokyo Tatemono Co
|
56,800 Shares of Common Stock
|
|
|
590,184
|
|
Topbuild Corp
|
28,684 Shares of Common Stock
|
|
|
1,290,780
|
|
Tosoh Corp
|
23,300 Shares of Common Stock
|
|
|
304,112
|
|
Total
|
95,358 Shares of Common Stock
|
|
|
5,034,013
|
|
Toyota Motor Corp
|
11,100 Shares of Common Stock
|
|
|
648,103
|
|
Toyota Tsusho Corp
|
8,400 Shares of Common Stock
|
|
|
248,444
|
|
Transcanada Corp
|
299,742 Shares of Common Stock
|
|
|
10,700,789
|
|
Trinity Ind Inc
|
64,200 Shares of Common Stock
|
|
|
1,321,878
|
|
Tui Ag
|
5,472 Shares of Common Stock
|
|
|
78,438
|
|
Twenty-First Centy Fox Inc
|
345,200 Shares of Common Stock
|
|
|
16,493,656
|
|
Tyson Foods Inc
|
262,195 Shares of Common Stock
|
|
|
14,001,213
|
|
Ucb
|
25,362 Shares of Common Stock
|
|
|
2,067,170
|
|
Udg Healthcare Plc
|
47,100 Shares of Common Stock
|
|
|
358,120
|
|
Umpqua Hldgs
|
86,353 Shares of Common Stock
|
|
|
1,373,013
|
|
Unibail-Rodamco-Westfield
|
1,426 Shares of Common Stock
|
|
|
220,720
|
|
Unicaja Banco
|
443,100 Shares of Common Stock
|
|
|
582,509
|
|
Unicharm Corp
|
6,300 Shares of Common Stock
|
|
|
204,363
|
|
Unicredit Spa
|
29,684 Shares of Common Stock
|
|
|
335,736
|
|
Unilever Nv Cva
|
5,665 Shares of Common Stock
|
|
|
307,089
|
|
Unilever Plc
|
25,956 Shares of Common Stock
|
|
|
1,358,170
|
|
Unite Group
|
92,957 Shares of Common Stock
|
|
|
954,224
|
|
United Arrows Ltd
|
11,500 Shares of Common Stock
|
|
|
368,432
|
|
United Internet Ag
|
12,134 Shares of Common Stock
|
|
|
529,872
|
|
United Parcel Svc Inc
|
74,600 Shares of Common Stock
|
|
|
7,275,738
|
|
United Technologies Corp
|
33,198 Shares of Common Stock
|
|
|
3,534,923
|
|
United Therapeutics Corp
|
10,000 Shares of Common Stock
|
|
|
1,089,000
|
|
Uniti Group Inc
|
46,800 Shares of Common Stock
|
|
|
728,676
|
|
Upm-Kymmene Corp
|
53,034 Shares of Common Stock
|
|
|
1,342,862
|
|
Us Bancorp
|
265,235 Shares of Common Stock
|
|
|
12,121,240
|
|
Us Foods Hldg Corp
|
59,000 Shares of Common Stock
|
|
|
1,866,760
|
|
Utd O/S Bank
|
12,900 Shares of Common Stock
|
|
|
232,541
|
|
Vail Resorts Inc
|
14,523 Shares of Common Stock
|
|
|
3,061,739
|
|
Value Partners Gp
|
839,000 Shares of Common Stock
|
|
|
581,884
|
(
continued
)
MORGAN
STANLEY 401(k) PLAN
Plan
Number 003, Employer Identification Number 20-8764829
FORM
5500, SCHEDULE H, LINE 4i —
SCHEDULE
OF ASSETS (HELD AT END OF YEAR)
AT
DECEMBER 31, 2018
|
(b)
|
(c)
|
(d)
|
|
Current
|
(a)
|
Identity of Issuer
|
Description of Investment
|
Cost**
|
|
Value
|
|
Corporate equities (continued)
|
|
|
|
|
|
Veeva Sys Inc
|
28,137 Shares of Common Stock
|
|
|
$ 2,513,197
|
|
Vereit Inc
|
271,500 Shares of Common Stock
|
|
|
1,941,225
|
|
Verizon Communications
|
286,500 Shares of Common Stock
|
|
|
16,107,030
|
|
Viacom Inc
|
58,600 Shares of Common Stock
|
|
|
1,506,020
|
|
Viavi Solutions Inc
|
227,248 Shares of Common Stock
|
|
|
2,283,842
|
|
Vinci
|
27,529 Shares of Common Stock
|
|
|
2,266,453
|
|
Vodafone Group
|
532,696 Shares of Common Stock
|
|
|
1,037,337
|
|
Volvo Ab Ser'B
|
63,008 Shares of Common Stock
|
|
|
824,036
|
|
Vonovia Se
|
10,234 Shares of Common Stock
|
|
|
463,163
|
|
Vontobel Hldg Ag
|
13,650 Shares of Common Stock
|
|
|
697,870
|
|
Vulcan Materials Co
|
15,700 Shares of Common Stock
|
|
|
1,551,160
|
|
Wabco Hldgs Inc
|
4,178 Shares of Common Stock
|
|
|
448,467
|
|
Walmart Inc
|
113,800 Shares of Common Stock
|
|
|
10,600,470
|
|
Waste Connections Inc
|
34,467 Shares of Common Stock
|
|
|
2,559,175
|
|
Waste Mgmt Inc Del
|
30,639 Shares of Common Stock
|
|
|
2,726,565
|
|
Weight Watchers Intl Inc
|
55,444 Shares of Common Stock
|
|
|
2,137,366
|
|
Weight Watchers Intl Inc
|
23,948 Shares of Common Stock
|
|
|
923,195
|
|
Welcia Holdings Co Ltd
|
19,400 Shares of Common Stock
|
|
|
877,036
|
|
Wells Fargo & Co
|
510,904 Shares of Common Stock
|
|
|
23,542,456
|
|
Wesfarmers Ltd
|
47,212 Shares of Common Stock
|
|
|
1,070,904
|
|
Western Alliance Bancorporation
|
45,801 Shares of Common Stock
|
|
|
1,808,681
|
|
Wharf(Hldgs)
|
276,000 Shares of Common Stock
|
|
|
719,140
|
|
Wheelock & Company
|
59,000 Shares of Common Stock
|
|
|
337,225
|
|
Wienerberger Ag
|
71,493 Shares of Common Stock
|
|
|
1,471,090
|
|
Willdan Group Inc
|
14,856 Shares of Common Stock
|
|
|
519,663
|
|
Williams Co Inc
|
83,300 Shares of Common Stock
|
|
|
1,836,765
|
|
Willis Towers Watson Plc
|
14,500 Shares of Common Stock
|
|
|
2,201,970
|
|
Willis Towers Watson Plc
|
17,675 Shares of Common Stock
|
|
|
2,684,126
|
|
Wing Tai Holdings
|
361,200 Shares of Common Stock
|
|
|
511,457
|
|
Wirecard Ag
|
51,711 Shares of Common Stock
|
|
|
7,850,264
|
|
Wirecard Ag
|
15,047 Shares of Common Stock
|
|
|
2,284,290
|
|
Wix.Com Ltd
|
47,042 Shares of Common Stock
|
|
|
4,249,774
|
|
Wolverine World Wide Inc
|
58,871 Shares of Common Stock
|
|
|
1,877,396
|
|
Wood Group (John)
|
121,100 Shares of Common Stock
|
|
|
780,727
|
|
Woodside Petroleum
|
12,284 Shares of Common Stock
|
|
|
270,853
|
|
World Wrestling Entmnt
|
33,101 Shares of Common Stock
|
|
|
2,473,307
|
|
Wsfs Financial Corp
|
43,089 Shares of Common Stock
|
|
|
1,633,504
|
|
Wynn Macau Ltd
|
54,800 Shares of Common Stock
|
|
|
119,548
|
|
Wynn Macau Ltd
|
190,400 Shares of Common Stock
|
|
|
415,364
|
|
Xpo Logistics Inc
|
9,756 Shares of Common Stock
|
|
|
556,482
|
|
Xpo Logistics Inc
|
34,089 Shares of Common Stock
|
|
|
1,944,437
|
|
Yamazen Corp
|
51,700 Shares of Common Stock
|
|
|
486,300
|
|
Yangzijiang Shipbu
|
219,700 Shares of Common Stock
|
|
|
201,486
|
|
Yuasa Trading Co
|
25,000 Shares of Common Stock
|
|
|
716,629
|
|
Yue Yuen Indl Hld
|
112,000 Shares of Common Stock
|
|
|
358,344
|
(continued)
MORGAN
STANLEY 401(k) PLAN
Plan
Number 003, Employer Identification Number 20-8764829
FORM
5500, SCHEDULE H, LINE 4i —
SCHEDULE
OF ASSETS (HELD AT END OF YEAR)
AT
DECEMBER 31, 2018
|
(b)
|
(c)
|
(d)
|
|
Current
|
(a)
|
Identity of Issuer
|
Description of Investment
|
Cost**
|
|
Value
|
|
Corporate equities (continued)
|
|
|
|
|
|
Zayo Group Hldgs Inc
|
61,600 Shares of Common Stock
|
|
|
$ 1,406,944
|
|
Zimmer Biomet Hldgs Inc
|
15,400 Shares of Common Stock
|
|
|
1,597,288
|
|
Zimmer Biomet Hldgs Inc
|
26,600 Shares of Common Stock
|
|
|
2,758,952
|
|
Zuken Inc
|
67,400 Shares of Common Stock
|
|
|
918,407
|
|
Zumtobel Group Ag
|
51,700 Shares of Common Stock
|
|
|
420,207
|
|
Zurich Insurance Group Ag
|
11,247 Shares of Common Stock
|
|
|
3,343,980
|
|
|
|
|
|
|
|
Cash and cash equivalents
|
|
|
|
|
|
Interest-Bearing Cash
|
USD deposits
|
|
|
1,964,311
|
|
Cash
|
Foreign currency and collaterals
|
|
|
53,295,765
|
|
|
|
|
|
|
|
Government securities
|
|
|
|
|
|
Federal Home Loan Banks
|
Fhlb Disc Nt 01-09-2019 0% Disc Nts 09/01/2019 Usd
|
|
|
26,809,942
|
|
Federal Home Loan Banks
|
Fhlb Disc Nt 02-06-2019 0% Disc Nts 06/02/2019 Usd
|
|
|
26,705,281
|
|
Federal Home Loan Banks
|
Cons Disc Nts 02-08-2019
|
|
|
25,673,945
|
|
Federal Home Loan Banks
|
Fhlb Disc Nt 01-23-2019 0% Disc Nts 23/01/2019 Usd
|
|
|
24,510,932
|
|
Federal Home Loan Banks
|
Fhlb Disc Nt 01-16-2019 0% Bds 16/01/19 Usd1000
|
|
|
23,408,304
|
|
Federal Home Loan Banks
|
Fhlb Disc Nt 01-25-2019 0% Disc Nts 25/01/2019 Usd
|
|
|
21,515,451
|
|
Federal Home Loan Banks
|
Fhlb Fltg Tranche 00577 04-20-2020
|
|
|
18,001,476
|
|
Federal Home Loan Banks
|
Fhlb Disc Nt 01-18-2019 0% Disc Nts 18/01/2019 Usd
|
|
|
15,256,952
|
|
Federal Home Loan Banks
|
Fhlb Disc Nt 02-11-2019 0% Disc Nts 11/02/2019 Usd
|
|
|
13,114,377
|
|
Federal Home Loan Banks
|
Cons Bd Fltg Rate Due 07-19-2019 Reg
|
|
|
12,815,462
|
|
Federal Home Loan Banks
|
Fhlb Disc Nt 03-20-2019 0% Disc Nts 20/03/2019 Usd
|
|
|
12,745,020
|
|
Federal Home Loan Banks
|
Fhlb Disc Nt 02-13-2019 0% Disc Nts 13/02/2019 Usd
|
|
|
11,332,485
|
|
Federal Home Loan Banks
|
Fltg 09-09-2019
|
|
|
10,745,980
|
|
Federal Home Loan Banks
|
Fltg 06-14-2019
|
|
|
10,498,404
|
|
Federal Home Loan Banks
|
Fhlb Disc Nt 05-31-2019 0% Disc Nts 31/05/2019 Usd
|
|
|
10,077,830
|
|
Federal Home Loan Banks
|
Fhlb Disc Nt 05-24-2019 0% Disc Nts 24/05/2019 Usd
|
|
|
9,952,877
|
|
Federal Home Loan Banks
|
Flgt 07-05-2019
|
|
|
8,998,632
|
|
Federal Home Loan Banks
|
Fhlb Disc Nt 02-14-2019 0% Disc Nts 14/02/2019 Usd
|
|
|
8,206,405
|
|
Federal Home Loan Banks
|
Fltg 03-25-2019
|
|
|
7,998,984
|
|
Federal Home Loan Banks
|
Fltg Rt Due 09-11-2019
|
|
|
7,998,352
|
|
Federal Home Loan Banks
|
Fltg 02-24-2020
|
|
|
7,440,861
|
|
Federal Home Loan Banks
|
Fltg Rate 02-25-2019
|
|
|
7,375,266
|
|
Federal Home Loan Banks
|
Fhlb Disc Nt 01-04-2019 0% Disc Nts 04/01/2019 Usd
|
|
|
7,344,030
|
|
Federal Home Loan Banks
|
Fhlb Disc Nt 01-11-2019 0% Disc Nts 11/01/2019 Usd
|
|
|
7,274,974
|
|
Federal Home Loan Banks
|
Cons Bd Fltg 02-12-2019
|
|
|
7,084,511
|
|
Federal Home Loan Banks
|
Cons Bd Dtd 02/27/2018 Fltg Rate 08-27-2019
|
|
|
5,623,172
|
|
Federal Home Loan Banks
|
Fltg Rate 12-21-2020 Reg
|
|
|
5,576,792
|
|
Federal Home Loan Banks
|
Fhlb Disc Nt 05-03-2019 0% Disc Nts 03/05/2019 Usd
|
|
|
5,380,325
|
|
Federal Home Loan Banks
|
Flgt Rt 1.952%02-01-2019
|
|
|
5,269,868
|
|
Federal Home Loan Banks
|
Fhlb Disc Nt 03-04-2019 0% Disc Nts 04/03/2019 Usd
|
|
|
5,233,021
|
|
Federal Home Loan Banks
|
Fhlb Disc Nt 02-15-2019 0% Disc Nts 15/02/2019 Usd
|
|
|
5,054,771
|
|
Federal Home Loan Banks
|
Fltg Rate 02-25-2019
|
|
|
4,739,858
|
|
Federal Home Loan Banks
|
Fhlb Disc Nt 06-21-2019 0% Disc Nts 21/06/2019 Usd
|
|
|
4,708,312
|
(continued)
MORGAN
STANLEY 401(k) PLAN
Plan
Number 003, Employer Identification Number 20-8764829
FORM
5500, SCHEDULE H, LINE 4i —
SCHEDULE
OF ASSETS (HELD AT END OF YEAR)
AT
DECEMBER 31, 2018
|
|
|
|
|
(e)
|
|
(b)
|
(c)
|
(d)
|
|
Current
|
(a)
|
Identity of Issuer
|
Description of Investment
|
Cost**
|
|
Value
|
|
Government securities (continued)
|
|
|
|
|
|
Federal Home Loan Banks
|
Fltg Due 04-17-2020
|
|
|
$ 4,620,777
|
|
Federal Home Loan Banks
|
Fltg 02-20-2020
|
|
|
4,187,716
|
|
Federal Home Loan Banks
|
Federal Home Loan Banks Fltg 06-24-2019
|
|
|
3,764,462
|
|
Federal Home Loan Banks
|
Fltg Rt 12-19-2019
|
|
|
3,260,571
|
|
Federal Home Loan Banks
|
Tranche 00658 Fltg Rt 06-20-2019 Reg
|
|
|
3,210,777
|
|
Federal Home Loan Banks
|
Fhlb Disc Nt 02-05-2019 0% Disc Nts 05/02/2019 Usd
|
|
|
2,733,788
|
|
Federal Home Loan Banks
|
Fhlb Tranche 00660 06-20-2019
|
|
|
2,630,623
|
|
Federal Home Loan Banks
|
Cons Bd Fltg Rt 06-12-2019
|
|
|
2,540,589
|
|
Federal Home Loan Banks
|
Fhlb Disc Nt 02-20-2019 0% Disc Nts 20/02/2019 Usd
|
|
|
2,277,296
|
|
Federal Home Loan Banks
|
Fhlb Disc Nt 03-21-2019 0% Disc Nts 21/03/2019 Usd
|
|
|
2,218,360
|
|
Federal Home Loan Banks
|
Fhlb Frn Snr 06/2019 Usd 06-24-2019
|
|
|
1,879,731
|
|
Federal Home Loan Banks
|
Federal Home Loan Banks Fltg Rate 02-11-2019 Reg
|
|
|
1,839,972
|
|
Federal Home Loan Banks
|
Fltg 06-21-2019 Reg
|
|
|
1,434,793
|
|
Federal Home Loan Banks
|
Fhlb Disc Nt 03-06-2019 0% Disc Nts 06/03/2019 Usd
|
|
|
1,175,003
|
|
Federal Home Loan Banks
|
Fltg Due 06-20-2019 Reg
|
|
|
939,868
|
|
Federal Home Loan Banks
|
Fltg Due 06-28-2019 Reg
|
|
|
939,863
|
|
Federal Home Loan Banks
|
Corp Pool #G08841 3.5% 10-01-2048 Beo
|
|
|
538,051
|
|
Federal Home Loan Banks
|
Corp Ser 4678 Cl Af Fltg Rt 12-15-2042
|
|
|
216,436
|
|
FFCB
|
Cons Fltg 02-07-2020
|
|
|
8,906,053
|
|
FFCB
|
0% Disc 01-16-2019
|
|
|
7,922,458
|
|
FFCB
|
Disc Nt Due 07-29-2019 Ffcb Discount Nt
|
|
|
6,854,440
|
|
FFCB
|
Disc Nt Due 02-04-2019
|
|
|
4,969,020
|
|
FFCB
|
Disc Nt 06-17-2019
|
|
|
4,924,224
|
|
FFCB
|
Disc Nt 08-15-2019
|
|
|
4,500,646
|
|
FFCB
|
Disc Nt 07-22-2019
|
|
|
4,426,197
|
|
FFCB
|
Disc Nt 03-11-2019
|
|
|
4,385,925
|
|
FFCB
|
Disc Nt 03-19-2019
|
|
|
4,383,651
|
|
FFCB
|
Cons Systemwide Bds Fltg Corp Due 12-14-2020 Reg
|
|
|
4,312,536
|
|
FFCB
|
Fltg Rate 09-11-2020
|
|
|
3,930,239
|
|
FFCB
|
Discount Nt Disc Nt 06-28-2019
|
|
|
3,408,232
|
|
FFCB
|
Disc Nt Due 09-12-2019
|
|
|
3,116,117
|
|
FFCB
|
Fltg Rt 08-17-2020
|
|
|
2,811,341
|
|
FFCB
|
Cons Systemwide Disc Nt 04-12-2019
|
|
|
1,157,602
|
|
FHLMC
|
Gold Single Family 4% 30 Years Settles January
|
|
|
4,077,736
|
|
FHLMC
|
Multiclass Ser 4620 Cl Af 11-15-2042
|
|
|
135,649
|
|
FHLMC
|
Multiclass Ser 3218 Cl As 09-15-2036
|
|
|
88,176
|
|
FHLMC
|
Multiclass Ser 3147 Cl Ls 04-15-2036
|
|
|
80,758
|
|
FHLMC
|
Gold Q50962 3.5% 09-01-2047
|
|
|
54,812
|
|
FHLMC
|
Multiclass Ser 3951 Cl Us Fltg 02-15-2040
|
|
|
48,609
|
|
FHLMC
|
Multiclass Ser 3218 Cl Sa Flg Rt Due 09-15-2036
|
|
|
7,103
|
|
FHLMC
|
Multiclass Ser 3828 Cl Sy 02-15-2041 Fltg
|
|
|
3,464
|
|
FNMA
|
Single Family Mortgage 3.5% 30 Years Settles February
|
|
|
26,495,310
|
|
FNMA
|
Single Family Mortgage 4% 30 Years Settles February
|
|
|
22,711,167
|
|
FNMA
|
Single Family Mortgage 4% 30 Years Settles February
|
|
|
20,368,760
|
|
FNMA
|
Single Family Mortgage 4% 30 Years Settles January
|
|
|
11,722,813
|
(
continued
)
MORGAN
STANLEY 401(k) PLAN
Plan
Number 003, Employer Identification Number 20-8764829
FORM
5500, SCHEDULE H, LINE 4i —
SCHEDULE
OF ASSETS (HELD AT END OF YEAR)
AT
DECEMBER 31, 2018
|
|
|
|
|
(e)
|
|
(b)
|
(c)
|
(d)
|
|
Current
|
(a)
|
Identity of Issuer
|
Description of Investment
|
Cost**
|
|
Value
|
|
Government securities (continued)
|
|
|
|
|
|
FNMA
|
Single Family Mortgage 4% 30 Years Settles January
|
|
|
$ 10,193,750
|
|
FNMA
|
Single Family Mortgage 4% 30 Years Settles January
|
|
|
9,276,313
|
|
FNMA
|
Single Family Mortgage 3.5% 15 Years Settles February
|
|
|
9,102,483
|
|
FNMA
|
Tranche 00674 .875 08-02-2019
|
|
|
5,924,557
|
|
FNMA
|
Single Family Mortgage 4.5% 30 Years Settles February
|
|
|
4,138,204
|
|
FNMA
|
Mtg Pool #Aj1509 4% 09-01-2041 Beo
|
|
|
1,038,325
|
|
FNMA
|
Sr 06-114 Cl Af Fltg 12-25-2036
|
|
|
1,016,880
|
|
FNMA
|
Pool #Ab0183 5% 02-01-2025 Beo
|
|
|
708,922
|
|
FNMA
|
Pool #Ax5306 3.5% 01-01-2027 Beo
|
|
|
561,320
|
|
FNMA
|
Pool #Ap1215 3.5% 06-01-2043 Beo
|
|
|
411,150
|
|
FNMA
|
Pool #Ab1609 4% 10-01-2025 Beo
|
|
|
402,638
|
|
FNMA
|
Mtg Pool #Ai2095 4% 05-01-2026 Beo
|
|
|
299,448
|
|
FNMA
|
Single Family Mortgage 3% 30 Years Settles February
|
|
|
292,231
|
|
FNMA
|
Mtg Pool #Ak2411 4% Due 02-01-2042 Beo
|
|
|
263,118
|
|
FNMA
|
Pool #Ab9280 4% 05-01-2043 Beo
|
|
|
227,102
|
|
FNMA
|
Pool #Ao1771 4% 05-01-2042 Beo
|
|
|
151,166
|
|
FNMA
|
Mtg Ah6737 4 2-1-2026
|
|
|
105,103
|
|
FNMA
|
Fnr 2007-56 Gs Flt Rt
|
|
|
89,036
|
|
FNMA
|
Mtg Pool #Ah9391 4% 03-01-2026 Beo
|
|
|
73,343
|
|
FNMA
|
Mtg Pool #Al5548 4.42% Due 05-01-2038 Beo
|
|
|
70,716
|
|
FNMA
|
Fnra361225Be#Mbs Remic Adjustable 12-25-2036
|
|
|
50,780
|
|
FNMA
|
Ser 2007-89 Cl Sd Fltg Rt
|
|
|
50,036
|
|
FNMA
|
Remic Ser 2005-84 Cl-Sg Flt Rt
|
|
|
44,740
|
|
FNMA
|
Remic Tr 2011-60 Cl-Oa Prin
|
|
|
40,606
|
|
FNMA
|
Fltg Ser 2007-34 Cl S 04-25-2037 Beo
|
|
|
39,081
|
|
FNMA
|
Fed Natl Mtg Assn Gtd Mtg Pool #Al1378 6Due 02-01-2027 Beo
|
|
|
34,598
|
|
FNMA
|
Ser 2007-32 Cl Sa Fltg Rt
|
|
|
21,536
|
|
FNMA
|
Remic Tr 2010-2 Cl-Gf Fltg 12-25-2049
|
|
|
16,736
|
|
FNMA
|
Pool #As0508 3.5% 09-01-2028 Beo
|
|
|
16,016
|
|
FNMA
|
Mtg Pool #Al7632 3.5% 10-01-2030 Beo
|
|
|
15,713
|
|
FNMA
|
Pool #Aw6899 3.5% 07-01-2029 Beo
|
|
|
14,287
|
|
FNMA
|
2007-15 Cl Ai Var 03-25-2037
|
|
|
13,988
|
|
FNMA
|
Pool #Ae7017 3.5% Due 10-01-2020 Reg
|
|
|
10,125
|
|
FNMA
|
Mtg Pool #Al0846 3.5% 10-01-2026 Beo
|
|
|
5,925
|
|
FNMA
|
Fr Cmo 25/03/37 Usd 03-25-2037
|
|
|
5,831
|
|
FNMA
|
Remic Tr 2009-87 Cl-Hs Var
|
|
|
5,432
|
|
FNMA
|
Ser 2007-4 Cl Sl Fltg Rt
|
|
|
3,801
|
|
FNMA
|
Ser 2011-40 Cl Sx Var Rt Due 11-25-2040 Beo
|
|
|
908
|
|
FNMA
|
Single Family Mortgage 0% 30 Years Settles January
|
|
|
(584,822)
|
|
GNMA
|
2016-H13 Remic Pass Thru Secs Cl Ft05-20-2066
|
|
|
274,806
|
|
GNMA
|
2016-H17 Mtg Pass Thru Ctf Cl Mx Fc08-20-2066
|
|
|
455,352
|
|
GNMA
|
2016-H20 Remic Passthru Ctf Cl Fg 08-20-2066
|
|
|
152,794
|
|
GNMA
|
2017-H05 Remic Passthru Ctf Cl Fc Fltg 02-20-2067
|
|
|
101,405
|
|
GNMA
|
2017-H14 Remic Passthru Ctf Cl Fg 06-20-2067
|
|
|
597,235
|
|
GNMA
|
Jumbos 4.5% 30 Years Settles February
|
|
|
2,687,090
|
(
continued
)
MORGAN
STANLEY 401(k) PLAN
Plan
Number 003, Employer Identification Number 20-8764829
FORM
5500, SCHEDULE H, LINE 4i —
SCHEDULE
OF ASSETS (HELD AT END OF YEAR)
AT
DECEMBER 31, 2018
|
|
|
|
|
(e)
|
|
(b)
|
(c)
|
(d)
|
|
Current
|
(a)
|
Identity of Issuer
|
Description of Investment
|
Cost**
|
|
Value
|
|
Government securities (continued)
|
|
|
|
|
|
GNMA
|
Jumbos 5% 30 Years Settles January
|
|
|
$ (2,081,484)
|
|
GNMA
|
Pool #Ab9437 3.5 Due 11-15-2042 Reg
|
|
|
288,020
|
|
GNMA
|
Pool #Ak8998 3% 07-15-2045 Beo
|
|
|
664,539
|
|
GNMA
|
Pool #Al1871 3% 01-15-2045 Beo
|
|
|
279,553
|
|
GNMA
|
Pool #Al5414 3.5% 02-15-2045 Beo
|
|
|
208,480
|
|
GNMA
|
Pool #Am4137 3.5% 04-15-2045 Beo
|
|
|
204,556
|
|
GNMA
|
Remic Ser 2013-H16 Cl Fa Fltg 07-20-2063
|
|
|
130,512
|
|
GNMA
|
Remic 2015-H30 Cl Fd Flt Rt 10-20-2065
|
|
|
142,098
|
|
GNMA
|
Remic Sr 16-H09 Cl Fb Fltg Rt 04-20-2066
|
|
|
85,908
|
|
GNMA
|
Ser 15-H08 Cls Fb Fltg Due 03-20-2065
|
|
|
466,823
|
|
GNMA
|
Ser 2015-H20 Cl Fb Flt Rt 08-20-2065
|
|
|
238,502
|
|
GNMA
|
Pool #Ma5468 Ser 2048 5% Due 09-20-2048 Reg
|
|
|
4,146,471
|
|
Small business Admin
|
Gtd Dev Partn Ctf 5.12 Due 11-01-2027 Reg
|
|
|
231,698
|
|
United States of America
|
Treas Bills Tbill 01-17-2019
|
|
|
20,045,898
|
|
United States of America
|
Treasury 01-31-2019 Wi Treas Bills
|
|
|
19,963,100
|
|
United States of America
|
Us Treas Infl Indexed Bonds 2.375 Due 01-15-2025 Beo
|
|
|
15,403,210
|
|
United States of America
|
Treas Bills 0% 02-07-2019
|
|
|
13,138,866
|
|
United States of America
|
Treas Nts Dtd 01/15/2016 01-15-2026
|
|
|
12,222,838
|
|
United States of America
|
Treas Nts Dtd 12/31/2015 2.125% Due 12-31-2022 Reg
|
|
|
12,027,956
|
|
United States of America
|
Treas Nts Frn Due 10-31-2020 Reg
|
|
|
7,987,912
|
|
United States of America
|
Treas Infl Index Nts 0.500005% 01-15-2028
|
|
|
6,788,260
|
|
United States of America
|
Treas Bonds 04-15-2028
|
|
|
6,294,382
|
|
United States of America
|
Treas Notes 0.125% Infl Idx 04-15-2020
|
|
|
6,185,052
|
|
United States of America
|
Treas Bills 0% T-Bill 02-21-2019
|
|
|
6,075,002
|
|
United States of America
|
Infl Indxd Treas Notes 0.25% Tb 01-15-25 Usd1000 A-2025
|
|
|
6,036,611
|
|
United States of America
|
Treas Notes 1.25 07-15-2020
|
|
|
5,773,724
|
|
United States of America
|
Us Of Amer Treas Notes Idx Lkd Nt 1.375 Nts Tips 1/15/2020
|
|
|
5,670,765
|
|
United States of America
|
Treas Nts Wi Treasury Note2% Due 11-15-2026 Reg
|
|
|
5,441,049
|
|
United States of America
|
Us Treas Bds Index Linked 2.5 Due 01-15-2029 Reg
|
|
|
5,199,308
|
|
United States of America
|
Treas Nts 2.020859148% Due07-31-2020 Reg
|
|
|
4,997,410
|
|
United States of America
|
Us Treas Nts Index Linked 1.875 Due 07-15-2019 Reg
|
|
|
4,721,479
|
|
United States of America
|
Treas Infl Nts 0.375% Dtd 07/15/2015 07-15-2 25
|
|
|
4,360,409
|
|
United States of America
|
Treas Notes 0.125% 04-15-2021
|
|
|
4,210,871
|
|
United States of America
|
Treas Nts Dtd 04/15/2017 04-15-2022
|
|
|
3,765,728
|
|
United States of America
|
Treas Bills Dtd 0.0% 01-29-2019
|
|
|
3,743,201
|
|
United States of America
|
Treas Bds 2.125 2-15-2041
|
|
|
3,653,883
|
|
United States of America
|
Treas Bills 0.0% 06-06-2019
|
|
|
3,473,050
|
|
United States of America
|
Tsy Infl Ix N/B 1% Tips 02-15-2048
|
|
|
3,301,850
|
|
United States of America
|
Treas Bds 1.375 02-15-2044 Reg
|
|
|
3,259,320
|
|
United States of America
|
Treas Bds Index Linked 1.75 Due 01-15-2028 R eg
|
|
|
3,233,673
|
|
United States of America
|
Us Tsy Infl Ix Treas Bd 0.625 01-15-2024
|
|
|
3,213,051
|
|
United States of America
|
Treas Notes Inflation Index 0.125 Nts 07-15-2024
|
|
|
3,090,064
|
|
United States of America
|
Treas Nts Fixed 1.375% Due 09-30-2020
|
|
|
2,646,950
|
|
United States of America
|
Bds Indx Lnkd 0.875% 02-15-2047
|
|
|
2,429,721
|
|
United States of America
|
Tsy Infl Ix N/B Treas Bonds 0.75% 02-15-2045
|
|
|
2,015,957
|
(continued)
MORGAN
STANLEY 401(k) PLAN
Plan
Number 003, Employer Identification Number 20-8764829
FORM
5500, SCHEDULE H, LINE 4i —
SCHEDULE
OF ASSETS (HELD AT END OF YEAR)
AT
DECEMBER 31, 2018
|
|
|
|
|
(e)
|
|
(b)
|
(c)
|
(d)
|
|
Current
|
(a)
|
Identity of Issuer
|
Description of Investment
|
Cost**
|
|
Value
|
|
Government securities (continued)
|
|
|
|
|
|
United States of America
|
Us Treas Bds 4.375 Due 05-15-2040 Reg
|
|
|
$ 1,841,367
|
|
United States of America
|
Treas Infl Indexed Nts .125% 01-15-2023
|
|
|
1,650,574
|
|
United States of America
|
Treas Bd 2.375% 5-15-2027
|
|
|
1,566,501
|
|
United States of America
|
Treas Bonds 0.75 Deb Tips 02-15-2042
|
|
|
1,461,929
|
|
United States of America
|
Treas Nts Dtd 04/15/2018 04-15-2023
|
|
|
1,401,493
|
|
United States of America
|
Treas 2.25% Due 02-15-2027 Reg
|
|
|
1,262,321
|
|
United States of America
|
Treas Bds Tsy Infl Ix N/B 02-15-2046
|
|
|
1,193,729
|
|
United States of America
|
Us Treas Bds Index Linked 2.00 Due 01-15-2026 Reg
|
|
|
1,191,082
|
|
United States of America
|
Treas Bonds Dtd 02/15/2015 2.5% Due 02-15-2045 Reg
|
|
|
1,178,125
|
|
United States of America
|
Treas Bds 2.25% Due 08-15-2027
|
|
|
1,161,328
|
|
United States of America
|
Treas Notes Nts 0.125% Infl Index 07-15-2026
|
|
|
1,158,722
|
|
United States of America
|
Usa Treasury Nts 1.125% Tips 15/1/21 Usd1000 01-15-2021
|
|
|
1,150,640
|
|
United States of America
|
Treas Infl Indexed Nts 0.125C 04-15-2019
|
|
|
1,048,846
|
|
United States of America
|
Treas Bds Inflation Index Linked 3.875% 04-15-2 29
|
|
|
1,037,003
|
|
United States of America
|
Treas Nts Dtd 04/15/2018 04-15-2023
|
|
|
1,021,088
|
|
United States of America
|
Treas Bds Dtd 2.75% 08-15-2047
|
|
|
994,424
|
|
United States of America
|
Treas Nts Treasury Note 2%Due 12-31-2021 Reg
|
|
|
986,328
|
|
United States of America
|
Us Treasury Dtd 02/15/2010 02-15-2040
|
|
|
962,418
|
|
United States of America
|
Us Treas Infl Indexed Bonds 3.375 Due 04-15-2032 Ar12 Due 04-15-32 Reg
|
|
|
854,882
|
|
United States of America
|
Treas Bonds 0.75 Deb Tips 02-15-2042
|
|
|
812,183
|
|
United States of America
|
Treas Nts Dtd 04/15/2017 04-15-2022
|
|
|
804,643
|
|
United States of America
|
Us Treas Nts Tips Dtd 07-15-2011 07-15-2021
|
|
|
786,737
|
|
United States of America
|
Treas Nts Tips .375 07-15-2023
|
|
|
757,469
|
|
United States of America
|
Treas Bds 3.0% Due 02-15-2048
|
|
|
706,200
|
|
United States of America
|
Treas Bds 3.0% Due 08-15-2048
|
|
|
686,738
|
|
United States of America
|
Tsy Infl Ix N/B Us Gvt National 0.375%01-15-2027
|
|
|
546,840
|
|
United States of America
|
Utd States Treas 1.875% Due 08-31-2022
|
|
|
489,297
|
|
United States of America
|
Treas Bds 1.375 02-15-2044 Reg
|
|
|
448,017
|
|
United States of America
|
Tsy Infl Ix N/B 0.125% 01-15-2022
|
|
|
401,232
|
|
United States of America
|
Treas Bds Dtd 3.125% 05-15-2048
|
|
|
377,024
|
|
United States of America
|
Treas Nts Dtd 00388 1.25% Due 01-31-2019 Reg
|
|
|
359,691
|
|
United States of America
|
Treas Nts 1.125% Due 01-31-2019
|
|
|
359,655
|
|
United States of America
|
Treas Bds 3% Due 05-15-2047 Reg
|
|
|
298,711
|
|
United States of America
|
Treas Infl Indexed Nts 0.75% 07-15-2028
|
|
|
295,789
|
|
United States of America
|
Treas Bonds 0.625% Tips Infl Idx 02-15-2043 Usd1000
|
|
|
212,035
|
|
United States of America
|
Tsy Infl Ix N/B 0.375% 07-15-2027
|
|
|
196,122
|
|
United States of America
|
Treas Bds 2.875% Due 11-15-2046
|
|
|
194,461
|
|
United States of America
|
Wi Treasury Sec 3.375% Due 11-15-2048 Reg
|
|
|
106,938
|
|
United States of America
|
Treas Bonds 0.625% Tips Infl Idx 02-15-2043 Usd1000
|
|
|
96,379
|
|
United States of America
|
Us Treas Bds Index Linked Notes 2.375 Due 01-15-2027 Reg
|
|
|
83,050
|
|
Argentina(Rep Of)
|
Rep Bd 5.875% Due 01-11-2028 Reg
|
|
|
71,875
|
|
Argentina(Rep Of)
|
Rep Bd 6.875% Due 01-26-2027 Reg
|
|
|
228,750
|
|
Argentina(Rep Of)
|
Frn 04/2022 Ars1
|
|
|
3,918
|
|
Argentina(Rep Of)
|
Frn 06/2020 Ars1
|
|
|
203,989
|
|
Argentina(Rep Of)
|
Var Bds Due 11/03/2019 Ars1
|
|
|
9,513
|
(
continued
)
MORGAN
STANLEY 401(k) PLAN
Plan
Number 003, Employer Identification Number 20-8764829
FORM
5500, SCHEDULE H, LINE 4i —
SCHEDULE
OF ASSETS (HELD AT END OF YEAR)
AT
DECEMBER 31, 2018
|
|
|
|
|
(e)
|
|
(b)
|
(c)
|
(d)
|
|
Current
|
(a)
|
Identity of Issuer
|
Description of Investment
|
Cost**
|
|
Value
|
|
Government securities (continued)
|
|
|
|
|
|
Argentina(Rep Of)
|
6.25% 04-22-2019
|
|
|
$ 201,702
|
|
Australia
|
(Cmnwlth) Idx/Lkd Snr 20/09/25 Aud100
|
|
|
497,189
|
|
Australia
|
Index Linked Bnds 1.25% 21/02/2022
|
|
|
417,152
|
|
Brazil
|
Secretaria Tesouro 0% T-Bill 01/04/19 Brl1000
|
|
|
1,174,328
|
|
Brazil
|
Secretaria Tesouro 0% T-Bill 01/04/19 Brl1000
|
|
|
106,757
|
|
Canada
|
4.25% Idx/Lkd 01/12/26 Cad
|
|
|
286,383
|
|
France
|
Idx/Lkd Snr 25/07/2027 Eur1
|
|
|
154,952
|
|
Italy (Rep Of)
|
2.35% Idx/Lkd Nts 15-09-2024 Eur1000
|
|
|
265,156
|
|
Japan (Govt Of)
|
Inc Nt 144A 1.625% Due 09-01-2021 Beo
|
|
|
290,072
|
|
Japan (Govt Of)
|
0% T-Bill 04/02/2019 Jpy
|
|
|
3,737,478
|
|
Japan (Govt Of)
|
0% T-Bill 15/01/2019 Jpy
|
|
|
3,190,211
|
|
Japan (Govt Of)
|
0% T-Bill 28/01/2019 Jpy
|
|
|
3,828,506
|
|
Japan (Govt Of)
|
Fin Organization For Municipalities 2.0% 09-08-2020
|
|
|
295,162
|
|
Korea, Republic of
|
Expwy Corp Global Medium Term 144A 3.625% Due 10-22-2021 Reg
|
|
|
504,680
|
|
Kuwait
|
St Nt 144A 3.5% Due 03-20-2027 Beo
|
|
|
596,606
|
|
Netherlands
|
Pvptl Tranche # Tr 41 2.125% 12-14-2020
|
|
|
296,924
|
|
Netherlands
|
Waha Aerospace B V Gtd Bd 144A 3.925 Due07-28-2020 Beo Sinking Fund 07-28-2019
|
|
140,259
|
|
New Zealand
|
Idx/Lkd Snr 20/09/2025Nzd
|
|
|
914,062
|
|
Peru
|
6.15% Gtd 12/08/2032 Pen
|
|
|
271,500
|
|
Saudi Arabia Kingdom
|
Global Medium Term Tranche # Tr 4 2.875% 03-04-2023
|
|
|
576,748
|
|
Saudi Arabia Kingdom
|
Global Medium Term Tranche # Tr 5 3.625% Due 03-04-2028 Reg
|
|
|
189,142
|
|
United States
|
6.443% 10-01-2040 Beo Taxable
|
|
|
423,268
|
|
Spain (Kingdom Of)
|
4% Snr 30/04/2020 Eur1000
|
|
|
605,024
|
|
United Kingdom
|
Tsy 2046 I/L Stock Due 22/03/2046
|
|
|
70,103
|
|
United Kingdom (Govt Of)
|
0.125% I/L Gilt 08/2048 Gbp
|
|
|
85,182
|
|
United Kingdom (Govt Of)
|
0.125% I/L Gilt 11/2056 Gbp
|
|
|
2,473
|
|
United Kingdom (Govt Of)
|
0.75% I/L Stk 22/11/2047
|
|
|
191,480
|
|
United Kingdom (Govt Of)
|
4.25% Gilt Snr 07/12/27 Gbp
|
|
|
160,735
|
|
United Kingdom (Govt Of)
|
.125% Idx Lkd Gilt 22/11/2065 Gbp0.1 (Wi)
|
|
|
202,467
|
|
United Kingdom (Govt Of)
|
1.75% 07/09/2037
|
|
|
560,608
|
|
California St
|
5.7% 11-01-2021 Beo Taxable
|
|
|
107,555
|
|
California St
|
7.7% 11-01-2030 Beo Taxable
|
|
|
108,181
|
|
California St
|
7.95 03-01-2036 Beo Taxable
|
|
|
105,576
|
|
United States
|
Pub Wks Fing Authlease Rev 6.091% 08-01-2022 Beo Taxable
|
|
|
441,692
|
|
Illinois St
|
Taxable-Ser 1-Build Amer 6.63% Due 02-01-2035 Beo Taxable
|
|
|
754,971
|
|
Michigan St
|
Univ Revs 6.173% 02-15-2050 Beo Taxable
|
|
|
594,500
|
|
New York St
|
Dorm Auth St Pers Income Taxrev 5.289% 03-15-2033 Beo Taxable
|
|
|
571,440
|
|
Mexico (United Mexican States)
|
4.5% Index Linked Bds22/11/35 Mxn100
|
|
|
325,614
|
|
Port Auth N Y & N J
|
4.458% 10-01-2062 Beo Taxable
|
|
|
305,223
|
|
Texas Transn Commn St Hwy Fd Rev
|
5.028% 04-01-2026 Beo Taxable
|
|
|
552,670
|
|
United States
|
Metro Wastewtr Reclamation Dist Colo Swrrev 5.018% 04-01-2020 Beo Taxable
|
|
422,377
|
|
|
|
|
|
|
|
Corporate debt instruments
|
|
|
|
|
|
Abbvie Inc
|
2.9% Due 11-06-2022
|
|
|
291,909
|
|
Abbvie Inc
|
3.2% 11-06-2022
|
|
|
295,521
|
(continued)
MORGAN
STANLEY 401(k) PLAN
Plan
Number 003, Employer Identification Number 20-8764829
FORM
5500, SCHEDULE H, LINE 4i —
SCHEDULE
OF ASSETS (HELD AT END OF YEAR)
AT
DECEMBER 31, 2018
|
|
|
|
|
(e)
|
|
(b)
|
(c)
|
(d)
|
|
Current
|
(a)
|
Identity of Issuer
|
Description of Investment
|
Cost**
|
|
Value
|
|
Corporate debt instruments (continued)
|
|
|
|
|
|
Abn Amro Bank
|
Nv Frn Snr Mtn 01/19 Usd200000
|
|
|
$ 400,246
|
|
Acadia Healthcare
|
5.625% Due 02-15-2023
|
|
|
33,163
|
|
Acrisure Llc
|
7% Due 11-15-2025
|
|
|
187,550
|
|
Actuant Corp
|
5.625% Due 06-15-2022
|
|
|
222,188
|
|
Advanced Micro
|
7% Due 07-01-2024
|
|
|
205,500
|
|
Aecom
|
5.125% Due 03-15-2027
|
|
|
218,025
|
|
Aercap Ireland Cap
|
4.625% Due 10-30-2020
|
|
|
302,093
|
|
Aercap Ireland Cap
|
4.625% Due 10-30-2020
|
|
|
100,698
|
|
Aes Corp
|
4% Due 03-15-2021
|
|
|
54,038
|
|
Aes Corp
|
4.5% Due 03-15-2023
|
|
|
58,500
|
|
Aflac Inc
|
6.45% Due 08-15-2040
|
|
|
157,930
|
|
Air Lease Corp
|
2.5% 03-01-2021
|
|
|
292,459
|
|
Air Med Merger Sub
|
6.375% Due 05-15-2023
|
|
|
193,505
|
|
Aircastle Ltd
|
5.125% Due 03-15-2021
|
|
|
30,489
|
|
Aircastle Ltd
|
5.125% Due 03-15-2021
|
|
|
304,886
|
|
Ak Steel Corp
|
7.0% 03-15-2027
|
|
|
35,100
|
|
Ak Stl Corp
|
08-09-2017 6.375% Due 10-15-2025 Reg
|
|
|
46,200
|
|
Albertsons Cos Llc
|
Fixed 5.75% Due 03-15-2025
|
|
|
48,125
|
|
Albertsons Cos Llc
|
Fixed 6.625% Due 06-15-2024
|
|
|
268,975
|
|
Albertson'S Llc
|
Term Loan 11-17-2025 Beo
|
|
|
120,627
|
|
Alcoa Inc
|
5.4% Due 04-15-2021
|
|
|
227,250
|
|
Alexandria Real
|
4% Due 01-15-2024
|
|
|
202,300
|
|
Alexandria Real
|
4.7% Due 07-01-2030
|
|
|
101,205
|
|
Alliance Data Sys
|
5.375% Due 08-01-2022
|
|
|
175,500
|
|
Alliance Res Oper
|
7.5% Due 05-01-2025
|
|
|
125,313
|
|
Ally Auto
|
1.59% Due 04-15-2020
|
|
|
141,619
|
|
Ally Auto
|
1.81% Due 06-15-2020
|
|
|
39,622
|
|
Ally Finl Inc
|
3.5 Due 01-27-2019 Reg
|
|
|
199,875
|
|
Ally Finl Inc
|
4.125% Due 03-30-2020
|
|
|
197,750
|
|
Ally Finl Inc
|
4.625% Due 05-19-2022
|
|
|
290,206
|
|
Ally Finl Inc
|
5.75% Due 11-20-2025
|
|
|
218,900
|
|
Ally Finl Inc
|
7.5% Due 09-15-2020
|
|
|
181,563
|
|
Ally Finl Inc
|
8% Due 11-01-2031
|
|
|
81,030
|
|
Ally Master Owner Trust
|
2018-3 Cl A Frn 07-15-2022 Beo
|
|
|
199,324
|
|
Alphabet Holding Company, Inc.
|
Term Loan Senior Secured 08-14-2025
|
|
|
131,200
|
|
Altice Fing S A
|
7.5% Due 05-15-2026
|
|
|
250,938
|
|
Altice France S.A.
|
Term Loan B13 01-13-2026
|
|
|
212,063
|
|
Altria Group Inc
|
9.25% Due 08-06-2019
|
|
|
310,059
|
|
Amazon Com Inc
|
Fixed 1.9% Due 08-21-2020
|
|
|
98,560
|
|
Amc Entmt Hldgs Inc
|
5.875% 11-15-2026
|
|
|
141,488
|
|
Amc Entmt Inc
|
5.75% Due 06-15-2025
|
|
|
154,000
|
|
Amc Networks Inc
|
4.75% Due 08-01-2025
|
|
|
95,288
|
|
Amc Networks Inc
|
4.75% Due 12-15-2022
|
|
|
190,613
|
|
Amc Networks Inc
|
5% Due 04-01-2024
|
|
|
162,023
|
|
American Express Co
|
Fltg 10-05-2021
|
|
|
298,819
|
(
continued
)
MORGAN
STANLEY 401(k) PLAN
Plan
Number 003, Employer Identification Number 20-8764829
FORM
5500, SCHEDULE H, LINE 4i —
SCHEDULE
OF ASSETS (HELD AT END OF YEAR)
AT
DECEMBER 31, 2018
|
|
|
|
|
(e)
|
|
(b)
|
(c)
|
(d)
|
|
Current
|
(a)
|
Identity of Issuer
|
Description of Investment
|
Cost**
|
|
Value
|
|
Corporate debt instruments (continued)
|
|
|
|
|
|
American Express Co
|
Nt Fltg Rate 04-16-2021
|
|
|
$ 298,650
|
|
Americredit
|
1.8% Due 10-08-2021
|
|
|
296,642
|
|
Amerigas Partners
|
5.5% Due 05-20-2025
|
|
|
192,150
|
|
Amerigas Partners
|
5.625% Due 05-20-2024
|
|
|
61,425
|
|
Amerigas Partners
|
5.75% Due 05-20-2027
|
|
|
66,375
|
|
Amern Axle & Mfg
|
6.25% Due 03-15-2026
|
|
|
58,338
|
|
Amern Axle & Mfg
|
6.625 Due 10-15-2022
|
|
|
243,540
|
|
Amern Axle & Mfg
|
Fixed 6.25% 04-01-2025
|
|
|
50,050
|
|
Amern Elec Pwr Co
|
2.15% Due 11-13-2020
|
|
|
98,005
|
|
Amern Express Co
|
2.2% Due 10-30-2020
|
|
|
98,195
|
|
Amern Express Co
|
3.7% Due 11-05-2021
|
|
|
302,695
|
|
Amern Express Cr
|
Fixed 1.64% Due 12-15-2021
|
|
|
497,665
|
|
Amern Intl Group
|
4.375% Due 01-15-2055
|
|
|
581,114
|
|
Amern Tower Corp
|
5.05% Due 09-01-2020
|
|
|
204,792
|
|
Amern Tower Corp
|
Fixed 2.8% Due 06-01-2020
|
|
|
396,926
|
|
Amern Tower Corp
|
Sr Nt 5.9 Due 11-01-2021
|
|
|
317,003
|
|
Amn Healthcare Inc
|
5.125% Due 10-01-2024
|
|
|
38,300
|
|
Ancestry.Com Inc.
|
Term Loan Due 10-19-2023 Beo
|
|
|
79,245
|
|
Anheuser-Busch
|
3.3% Due 02-01-2023
|
|
|
97,235
|
|
Anixter Inc
|
5.125% Due 10-01-2021
|
|
|
189,525
|
|
Anixter Inc
|
6% Due 12-01-2025
|
|
|
109,175
|
|
Ard Finance S A Pik
|
7.125% 09-15-2023
|
|
|
179,500
|
|
Ardagh Packaging
|
6% Due 02-15-2025
|
|
|
184,624
|
|
Ardent Health Partners, Llc
|
Tl 06-16-2025 Beo
|
|
|
141,750
|
|
Asbury Automotive
|
6% Due 12-15-2024
|
|
|
177,138
|
|
Ast Backed Fdg
|
Fltg Rt 3.10988% Due 04-25-2034
|
|
|
39,985
|
|
Asurion Llcasurion, Llc (Fka Asurion)
|
Replacement B-6 Term Loan 11-03-2023
|
|
|
151,495
|
|
At&T Inc
|
Fixed 4.1% 02-15-2028
|
|
|
1,569,292
|
|
At&T Inc
|
Fixed 5.15% Due 02-15-2050
|
|
|
92,641
|
|
At&T Inc
|
Fltg Rt 3.73731% Due 07-15-2021
|
|
|
199,340
|
|
At&T Inc
|
Nt Fltg Due 06-01-2021 Reg
|
|
|
298,081
|
|
At&T Inc
|
Nt Fltg Due 06-01-2021 Reg
|
|
|
198,721
|
|
At&T Inc
|
Nt Fltg Due 06-01-2021 Reg
|
|
|
198,721
|
|
Aust & Nz Bkg Group Aust & Nz Bkg Group
|
144A Frn 09-23-2019 Beo
|
|
|
702,144
|
|
Avantor Inc
|
6% Due 10-01-2024
|
|
|
270,188
|
|
Aviation Cap Group
|
Fltg Rt 3.68813% Due 06-01-2021
|
|
|
299,494
|
|
Aviation Cap Group
|
Llc Sr Nt Fltg 144A Due 07-30-2021 Beo
|
|
|
198,441
|
|
Aviation Cap Group
|
Llc Sr Nt Fltg 144A Due 07-30-2021 Beo
|
|
|
396,882
|
|
B & G Foods Inc
|
5.25% Due 04-01-2025
|
|
|
111,600
|
|
B A T Cap
|
Corp 3.222% 08-15-2024
|
|
|
184,219
|
|
B A T Cap
|
Corp Fixed 0% Due 08-14-2020
|
|
|
198,029
|
|
B A T Cap
|
Corp Fixed 0% Due 08-14-2020
|
|
|
99,015
|
|
B&G Foods Inc
|
4.625% Due 06-01-2021
|
|
|
209,625
|
|
Bacardi Ltd
|
4.45% Due 05-15-2025
|
|
|
493,307
|
|
Banco Santander Sa Frns
|
04-12-2023
|
|
|
196,117
|
(
continued
)
MORGAN
STANLEY 401(k) PLAN
Plan
Number 003, Employer Identification Number 20-8764829
FORM
5500, SCHEDULE H, LINE 4i —
SCHEDULE
OF ASSETS (HELD AT END OF YEAR)
AT
DECEMBER 31, 2018
|
|
|
|
|
(e)
|
|
(b)
|
(c)
|
(d)
|
|
Current
|
(a)
|
Identity of Issuer
|
Description of Investment
|
Cost**
|
|
Value
|
|
Corporate debt instruments (continued)
|
|
|
|
|
|
Bank Amer Corp
|
2.625% Due 10-19-2020
|
|
|
$ 593,711
|
|
Bank Amer Corp
|
3.3% Due 01-11-2023
|
|
|
196,972
|
|
Bank Amer Corp
|
3.419% 12-20-2028
|
|
|
271,838
|
|
Bank Amer Corp
|
3.499% 05-17-2022
|
|
|
300,045
|
|
Bank Amer Corp
|
5.875% Due 12-31-2049
|
|
|
72,800
|
|
Bank Amer Corp
|
Bds 4 04-01-2024
|
|
|
326,801
|
|
Bank Amer Corp
|
Medium Term Sr Nt Ser M 03-05-2024
|
|
|
194,321
|
|
Bank New York Inc
|
Medium Term Sr Nts Boo 2.6% Due 08-17-2020
|
|
|
397,368
|
|
Bank Of America Corp
|
3.004% 12-20-2023
|
|
|
167,185
|
|
Bank Of America Corp
|
2.6 Due 01-15-2019
|
|
|
28,994
|
|
Banque Federative
|
Fltg Rt 3.721% Due 07-20-2023
|
|
|
197,462
|
|
Barclays Bk Plc
|
7.625 Due 11-21-2022
|
|
|
1,243,500
|
|
Barclays Plc
|
3.684% Due 01-10-2023
|
|
|
192,171
|
|
Barclays Plc
|
Barclays Plc Glb Flt% Aug 10 2021 Due 08-10-2021 Beo
|
|
|
201,653
|
|
Barclays Plc
|
Fltg Rt 4.11375% Due 02-15-2023
|
|
|
288,616
|
|
Bass Pro Group Llc
|
Term Loan 09-25-2024
|
|
|
221,503
|
|
Bayer Us Fin Ii
|
4.375% Due 12-15-2028
|
|
|
286,426
|
|
Bayer Us Fin Ii Lic Gtd Nt
|
Fltg Rate 144A Due 12-15-2023/06-25-2018 Beo
|
|
|
287,150
|
|
Bb&T Brh Bkg & Tr Co Global Bk
|
Medium Term 1.45% Due 05-10-2019
|
|
|
248,550
|
|
Berry Global Inc
|
6.0% 10-15-2022
|
|
|
282,800
|
|
Berry Plastics Corp
|
Bond 5.125% 07-15-2023
|
|
|
197,810
|
|
Bldg Matls Corp
|
5.375% Due 11-15-2024
|
|
|
37,550
|
|
Blue Cube Spinco
|
10% Due 10-15-2025
|
|
|
46,330
|
|
Blue Cube Spinco
|
9.75% Due 10-15-2023
|
|
|
247,500
|
|
Bnp Paribas
|
Bnds 4.25 Due 10-15-2024
|
|
|
593,192
|
|
Bombardier Inc
|
6.125% Due 01-15-2023
|
|
|
164,063
|
|
Bombardier Inc
|
8.75% Due 12-01-2021
|
|
|
10,300
|
|
Boyd Gaming Corp
|
6.0% 08-15-2026
|
|
|
46,750
|
|
Boyd Gaming Corp
|
6.375% Due 04-01-2026
|
|
|
38,700
|
|
Boyd Gaming Corp
|
6.875% Due 05-15-2023
|
|
|
176,750
|
|
Brand Energy & Infrastructure Services Inc
|
Due 06-14-24
|
|
|
284,611
|
|
Brinker Intl Inc
|
3.875% Due 05-15-2023
|
|
|
46,250
|
|
Brinks Co
|
4.625% Due 10-15-2027
|
|
|
273,000
|
|
Brit Telecom
|
2.35 Due 02-14-2019
|
|
|
699,063
|
|
Broadcom Corp
|
2.375% Due 01-15-2020
|
|
|
296,253
|
|
Broadcom Corp
|
3% Due 01-15-2022
|
|
|
192,341
|
|
Brookfield Wec Holdings Inc
|
Tl Due 07-31-2025 Beo
|
|
|
-
|
|
Bstn Scientific
|
6% Due 01-15-2020
|
|
|
102,526
|
|
Bway Hldg Co
|
7.25% Due 04-15-2025
|
|
|
94,238
|
|
Cablevision Sys
|
5.875% Due 09-15-2022
|
|
|
265,275
|
|
California Resources Corporation
|
Term Loan Senior Secured 11-17-2022
|
|
|
27,111
|
|
Callon Petroleum Co
|
6.375% 07-01-2026
|
|
|
102,300
|
|
Calpine Corp
|
5.25% Due 06-01-2026
|
|
|
82,125
|
|
Calpine Corp
|
5.5% Due 02-01-2024
|
|
|
82,350
|
|
Calpine Corp
|
5.75% Due 01-15-2025
|
|
|
45,750
|
(
continued
)
MORGAN
STANLEY 401(k) PLAN
Plan
Number 003, Employer Identification Number 20-8764829
FORM
5500, SCHEDULE H, LINE 4i —
SCHEDULE
OF ASSETS (HELD AT END OF YEAR)
AT
DECEMBER 31, 2018
|
|
|
|
|
(e)
|
|
(b)
|
(c)
|
(d)
|
|
Current
|
(a)
|
Identity of Issuer
|
Description of Investment
|
Cost**
|
|
Value
|
|
Corporate debt instruments (continued)
|
|
|
|
|
|
Campbell Soup Co
|
4.25% Due 04-15-2021
|
|
|
$ 304,490
|
|
Campbell Soup Co Fltg Rt
|
3.28819% Due 03-16-2020
|
|
|
198,221
|
|
Campbell Soup Co Fltg Rt
|
3.41819% Due 03-15-2021
|
|
|
196,124
|
|
Cantor Fitzgerald
|
7.875% Due 10-15-2019
|
|
|
514,720
|
|
Cap 1 Multi-Asset
|
Fltg Rt 2.93875% Due 02-15-2022
|
|
|
200,181
|
|
Cards Ii Tr
|
3.04699993134% Due 04-17-2023
|
|
|
499,059
|
|
Cards Ii Tr
|
Fltg Rt 2.74875% Due 10-17-2022
|
|
|
249,808
|
|
Catalent Pharma
|
4.875% Due 01-15-2026
|
|
|
35,058
|
|
Cbs Outdoor Amers
|
5.25% Due 02-15-2022
|
|
|
199,000
|
|
Cco Hldgs Llc
|
5.125% Due 02-15-2023
|
|
|
316,875
|
|
Cco Hldgs Llc
|
5.25% Due 09-30-2022
|
|
|
49,563
|
|
Cco Hldgs Llc
|
5.375% Due 05-01-2025
|
|
|
287,625
|
|
Cd Commercial Mort
|
Tr Ser 2018-Cd7 Cl Asb 4.213% 08-15-2051
|
|
|
732,366
|
|
Cdk Global Inc
|
4.875% Due 06-01-2027
|
|
|
176,225
|
|
Cdk Global Inc
|
Step Cpn 3.8% Due 10-15-2019
|
|
|
49,750
|
|
Cdw Llc
|
Cdw Fin 5% Due 09-01-2023
|
|
|
196,500
|
|
Centene Corp Del
|
5.625% Due 02-15-2021
|
|
|
260,650
|
|
Centene Corp Del
|
6.125% Due 02-15-2024
|
|
|
286,650
|
|
Centurylink Inc
|
5.625% Due 04-01-2020
|
|
|
184,075
|
|
Centurylink Inc
|
5.8 Due 03-15-2022
|
|
|
505,313
|
|
Centurylink Inc
|
6.45% Due 06-15-2021
|
|
|
39,900
|
|
Centurylink Inc
|
6.75% Due 12-01-2023
|
|
|
53,006
|
|
Centurylink Inc
|
7.5% Due 04-01-2024
|
|
|
212,300
|
|
Cf Inds Inc
|
7.125% Due 05-01-2020
|
|
|
96,820
|
|
Change Healthcare
|
5.75% Due 03-01-2025
|
|
|
158,525
|
|
Change Healthcare Holdings Inc
|
Senior Secd 1St Lien Due 02-03-2024Beo
|
|
|
146,669
|
|
Charter
|
3.579% Due 07-23-2020
|
|
|
99,892
|
|
Chase Issuance Trust
|
Chase Issuance Trust
|
|
|
400,194
|
|
Cheniere Corpus
|
5.875% Due 03-31-2025
|
|
|
159,200
|
|
Cheniere Corpus Christi Hldgs Llc
|
5.125% 06-30-2027
|
|
|
141,608
|
|
Cheniere Energy
|
Fixed 5.25% Due 10-01-2025
|
|
|
121,225
|
|
Chesapeake Energy Corp
|
8.0% 01-15-2025
|
|
|
163,263
|
|
Chesapeake Energy Corp
|
8.0% Due 06-15-2027
|
|
|
184,800
|
|
Cinemark Usa Inc
|
5.125% Due 12-15-2022
|
|
|
197,000
|
|
Cit Group Inc New
|
5% Due 08-15-2022
|
|
|
93,694
|
|
Cit Group Inc New
|
6.125% Due 03-09-2028
|
|
|
59,700
|
|
Cit Group Inc New
|
Fixed 5.25% Due 03-07-2025
|
|
|
102,638
|
|
Citibank N A
|
3.05% Due 05-01-2020
|
|
|
399,492
|
|
Citibank N A
|
Fltg 05-01-2020
|
|
|
398,617
|
|
Citibank N A
|
Fltg 07-23-2021
|
|
|
247,714
|
|
Citibank N A
|
Fltg 07-23-2021
|
|
|
495,428
|
|
Citigroup Coml Mtg
|
3.608% Due 11-10-2048
|
|
|
608,941
|
|
Citigroup Inc
|
2.35% Due 08-02-2021
|
|
|
1,068,608
|
|
Citigroup Inc
|
2.45% Due 01-10-2020
|
|
|
198,394
|
|
Citigroup Inc
|
2.75% Due 04-25-2022
|
|
|
194,275
|
(
continued
)
MORGAN
STANLEY 401(k) PLAN
Plan
Number 003, Employer Identification Number 20-8764829
FORM
5500, SCHEDULE H, LINE 4i —
SCHEDULE
OF ASSETS (HELD AT END OF YEAR)
AT
DECEMBER 31, 2018
|
|
|
|
|
(e)
|
|
(b)
|
(c)
|
(d)
|
|
Current
|
(a)
|
Identity of Issuer
|
Description of Investment
|
Cost**
|
|
Value
|
|
Corporate debt instruments (continued)
|
|
|
|
|
|
Citigroup Inc
|
Fltg Rt 4.07475% Due 10-26-2020
|
|
|
$ 201,458
|
|
Citigroup Inc
|
Global Sr Nt Fltg Due 10-27-2022/09-27-2022 Reg
|
|
|
292,733
|
|
Clean Hbrs Inc
|
5.125% Due 06-01-2021
|
|
|
214,463
|
|
Cmo Bear Stearns
|
Alt-A Tr 2005-1 Ctf Cl A-1 Var Rate Due 01-25-2035 Reg
|
|
|
11,009
|
|
Cmo Bear Stearns
|
Alt-A Tr 2006-8 Mtg Passthru Ctf Cl Iii-A-1 01-25-2037 Reg
|
|
|
376,845
|
|
Cmo Bear Stearns
|
Arm Tr Ser 2004-10 Cl I2A5 4.232561% Due 01-25-2035 Beo
|
|
|
87,080
|
|
Cmo Cwmbs Inc
|
Ser 2004-Hyb2 Cl 6-A Flt Rt Due 07-20-2034 Beo
|
|
|
36,731
|
|
Cmo Gs Mtg Secs Corp
|
2004-Cw1 Cl Iia-1 6% Due 04-01-2034 Reg
|
|
|
173,900
|
|
Cmo Gs Mtg Secs Corp
|
2005-Ar7 Mtg Passthru Ctf Cl 2A1 Due 11-25-2035 Reg
|
|
|
32,799
|
|
Cmo Gs Mtg Secs Corp
|
Ser 2005-Ar6 Cl 1A1Due 09-25-2035 Reg
|
|
|
59,997
|
|
Cmo Gs Mtg Secs
|
Tr 2010-C2 3.849 Due 12-10-2043 Beo
|
|
|
17,331
|
|
Cmo Harborview Mtg Ln
|
Ser 05-9 Cl B1 Fltg 06-20-2035
|
|
|
542,591
|
|
Cmo Harborview Mtg Ln
|
Tr 2004-1 Passthructf Cl 2-A 4.6186 04-19-2034 Reg
|
|
|
21,622
|
|
Cmo Jpmbb Coml Mtg Secs
|
Tr 2015-C31 Cl Asb 3.5395% Due 08-15-2048 Beo
|
|
|
603,936
|
|
Cmo Jpmbb Coml Mtg Secs
|
Tr Ser 2015-C32 Cl Asb 3.3582% 11-15-2048
|
|
|
599,869
|
|
Cmo Jpmbb Coml Mtg Secs
|
Tr 2016-C2 Mtg Pass Thru Ctf Cl A-Sb 2.9542 06-15-2049
|
|
|
588,043
|
|
Cmo Merrill Lynch Mtg Invs Inc
|
Iii-A Due 05-25-2033
|
|
|
12,778
|
|
Cmo Merrill Lynch Mtg Invs Inc
|
2004-D Cl A1 09-25-2029 Reg
|
|
|
33,990
|
|
Cmo Merrill Lynch Mtg Invs Inc
|
2005-3 Mtg Bkd Ctf Cl 4-A Due 11-25-2035 Reg
|
|
|
1,716
|
|
Cmo Merrill Lynch Mtg Invs Inc
|
Ser 2003-C Cl A1 6-25-28
|
|
|
4,021
|
|
Cmo Structured Asset Mtg Invts Ii Inc
|
Ser 04-Ar2 Cl Ia Var 05-19-2034 Reg
|
|
|
55,516
|
|
Cmo Structured Asset Secs Corp
|
2003-40A Cl 3-A1 Due 01-25-2034 Beo
|
|
|
114,188
|
|
Cmo Structured Ast Mtg Invts Ii Inc
|
Due 07-19-2035 Reg
|
|
|
9,257
|
|
Cmo Structured Ast Mtg Invts Ii Inc
|
Due 07-19-2035 Reg
|
|
|
6,972
|
|
Cmo Thornburg Mtg Secs
|
Tr 2007-4 Mtg Pass Thru Ctf Cl 3A-1 Due 09-25-2037 Beo
|
|
|
9,730
|
|
Cmo Ubs Coml Mtg
|
Tr 2018-C12 Mtg Ser 2018-C12 Cls Asb 4.1945% 07-15-2051
|
|
|
726,971
|
|
Cmo Ubs Coml Mtg
|
Tr Ser-2018-C11 Cl-Asb 4.1186% 07-15-2051 Reg
|
|
|
417,079
|
|
Cmo Wa Mut Mtg
|
Secs Corp 2005-Ar1 Cl A-1A Var Due 12-25-2044 Reg
|
|
|
52,737
|
|
Cmo Wamu Mtg
|
Pass-Thru Ctfs 2005-Ar8 Ctfcl 2-A-1A Due 07-25-2045 Reg
|
|
|
121,921
|
|
Cmo Wamu Mtg
|
Pass-Thru Ctfs Ser 2005-Ar13 Cl A-1A1 Flt 10-25-45
|
|
|
391,688
|
|
Cmo Wells Fargo Coml Mtg
|
Tr Ser 2015-Nxs4 Mtg Ctf Cl Asb 3.522% 12/15/2048
|
|
|
608,012
|
|
Cmo Wells Fargo Coml Mtg
|
Tr Ser-2018-C45 Cl-Asb 4.147% 06-15-2051 Reg
|
|
|
625,019
|
|
Cmo Wells Fargo Mtg
|
Bkd Secs 2004-Aa Tr Mtg Pthru Ctf Cl A-1 Var 12-25-34 Reg
|
|
|
30,745
|
|
Cmo Wells Fargo
|
Secs 2005-Ar12 Tr Cl Ii-A-5 4.322 06-25-2035 Reg
|
|
|
27,136
|
|
Cmo1 Contl Airls
|
Pass Fixed 7.25% Due 05-10-2021
|
|
|
241,752
|
|
Cnx Midstream
|
6.5% Due 03-15-2026
|
|
|
109,250
|
|
Comcast Corp
|
New Nt Fltg Rate Due 10-01-2020 Reg
|
|
|
398,155
|
|
Coml Metals Co
|
5.375% Due 07-15-2027
|
|
|
134,250
|
|
Compass Group
|
8% Due 05-01-2026
|
|
|
171,270
|
|
Conagra Brands Inc
|
3.8% 10-22-2021
|
|
|
300,106
|
|
Constellation Brands Inc
|
Fltg 11-15-2021
|
|
|
296,407
|
|
Contl Airlines
|
2012-A 4.15% 04-11-2024
|
|
|
290,960
|
|
Corecivic Inc
|
4.75% Due 10-15-2027
|
|
|
132,400
|
|
Corp Andina De Fomento
|
3.95% 15/10/2021
|
|
|
223,505
|
|
Corrections Corp
|
4.625% Due 05-01-2023
|
|
|
83,250
|
(
continued
)
MORGAN
STANLEY 401(k) PLAN
Plan
Number 003, Employer Identification Number 20-8764829
FORM
5500, SCHEDULE H, LINE 4i —
SCHEDULE
OF ASSETS (HELD AT END OF YEAR)
AT
DECEMBER 31, 2018
|
|
|
|
|
(e)
|
|
(b)
|
(c)
|
(d)
|
|
Current
|
(a)
|
Identity of Issuer
|
Description of Investment
|
Cost**
|
|
Value
|
|
Corporate debt instruments (continued)
|
|
|
|
|
|
Cr Suisse
|
6.5 Due 08-08-2023
|
|
|
$ 208,500
|
|
Cr Suisse Group
|
3.75% Due 03-26-2025
|
|
|
238,389
|
|
Credit Agricole S A London Brh
|
Sr Non-Pftranche # Tr 6 Var Rt Due 04-24-2023
|
|
|
246,039
|
|
Credit Agricole S A Medium Term
|
Sr Bk Nts Book Entry 144A Var Rt 07-01-2021
|
|
|
253,570
|
|
Crown Amers Llc Cap Corp
|
I 4.5 Due 01-15-2023 Reg
|
|
|
81,029
|
|
Crown Castle Intl
|
3.4% Due 02-15-2021
|
|
|
299,895
|
|
Csc Hldgs Llc
|
6.75% Due 11-15-2021
|
|
|
225,500
|
|
Csc Holdings Llc
|
Sr Nt 144A 10.875% Due 10-15-2025/10-09-2015 Beo
|
|
|
465,233
|
|
Cvs Health Corp
|
3.125% Due 03-09-2020
|
|
|
199,604
|
|
Cyrusone Lp
|
Fixed 5% Due 03-15-2024
|
|
|
151,900
|
|
D R Horton Inc
|
3.75 Due 03-01-2019
|
|
|
99,992
|
|
Daimler Fin
|
1.75% Due 10-30-2019
|
|
|
296,012
|
|
Daimler Fin North Amer Llc
|
Due 02-12-2021 Beo
|
|
|
197,896
|
|
Daimler Fin North Amer Llc
|
Nt Fltg Due 05-04-2021 Beo
|
|
|
198,219
|
|
Daimler Fin North Amer Llc
|
Nt Fltg Due 05-04-2021 Beo
|
|
|
495,547
|
|
Darling
|
5.375% Due 01-15-2022
|
|
|
233,238
|
|
Davita Inc
|
5% Due 05-01-2025
|
|
|
145,200
|
|
Davita Inc
|
5.125% Due 07-15-2024
|
|
|
84,375
|
|
Davita Inc
|
5.75 Due 08-15-2022
|
|
|
275,615
|
|
Dbs Bk Ltd Global
|
3.3% Due 11-27-2021
|
|
|
402,961
|
|
Delphi Jersey
|
5% Due 10-01-2025
|
|
|
180,600
|
|
Delta Air Lines Inc
|
Del 2.6% 12-04-2020 Reg
|
|
|
196,663
|
|
Deutsche Bk Ag
|
Fltg Rt 2.5396% Due 05-10-2019
|
|
|
299,037
|
|
Deutsche Bk Ag N Y Brh
|
Fltg 02-04-2021
|
|
|
194,510
|
|
Deutsche Bk Ag N Y
|
Fixed 4.25% Due 10-14-2021
|
|
|
488,877
|
|
Deutsche Bk Ag N Y
|
Fixed 4.25% Due 10-14-2021
|
|
|
391,101
|
|
Dexia Cr Loc
|
Nt 144A 2.5% Due 01-25-2021Beo
|
|
|
298,349
|
|
Diageo Cap Plc
|
3% Due 05-18-2020
|
|
|
200,177
|
|
Diamond 1 Fin Corp
|
3.48% Due 06-01-2019
|
|
|
299,114
|
|
Diamond 1 Fin Corp
|
4.42% Due 06-15-2021
|
|
|
299,505
|
|
Diamond 1 Fin Corp
|
4.42% Due 06-15-2021
|
|
|
199,670
|
|
Diamond 1 Fin Corp
|
7.125% Due 06-15-2024
|
|
|
71,225
|
|
Dish Dbs Corp
|
5% Due 03-15-2023
|
|
|
88,245
|
|
Dish Dbs Corp
|
5.875% 11-15-2024
|
|
|
90,160
|
|
Dish Dbs Corp
|
5.875% Due 07-15-2022
|
|
|
174,800
|
|
Dish Dbs Corp
|
7.75% Due 07-01-2026
|
|
|
327,690
|
|
Dominion Energy Gas Hldgs Llc
|
Formerly Sr Nt 2018 Ser A Fltg Due 06-15-2021 Reg
|
|
|
99,721
|
|
Dominion Energy Gas Hldgs Llc
|
Formerly Sr Nt 2018 Ser A Fltg Due 06-15-2021 Reg
|
|
|
99,721
|
|
Donnelley R R
|
6.5% Due 11-15-2023
|
|
|
230,300
|
|
Duke Energy Corp
|
2.65% Due 09-01-2026
|
|
|
454,568
|
|
Dynegy Inc
|
New Del 7.375% Due 11-01-2022
|
|
|
180,688
|
|
Dynegy Inc
|
New Del 7.625% Due 11-01-2024
|
|
|
377,690
|
|
Eagle Hldg Co
|
Ii 7.625% Due 05-15-2022
|
|
|
167,125
|
|
Ecopetrol
|
S A 4.125% Due 01-16-2025
|
|
|
570,000
|
|
Eldorado Resorts Inc
|
7% Due 08-01-2023
|
|
|
148,988
|
(
continued
)
MORGAN
STANLEY 401(k) PLAN
Plan
Number 003, Employer Identification Number 20-8764829
FORM
5500, SCHEDULE H, LINE 4i —
SCHEDULE
OF ASSETS (HELD AT END OF YEAR)
AT
DECEMBER 31, 2018
|
|
|
|
|
(e)
|
|
(b)
|
(c)
|
(d)
|
|
Current
|
(a)
|
Identity of Issuer
|
Description of Investment
|
Cost**
|
|
Value
|
|
Corporate debt instruments (continued)
|
|
|
|
|
|
Eldorado Resorts Inc
|
6.0% 04-01-2025
|
|
|
$ 72,348
|
|
Emc Corp
|
2.65% Due 06-01-2020
|
|
|
192,084
|
|
Emc Corp
|
2.65% Due 06-01-2020
|
|
|
96,042
|
|
Enbridge Inc
|
Sr Nt Fltg Rate 01-10-2020
|
|
|
99,670
|
|
Enbridge Inc
|
Sr Nt Fltg Rate 01-10-2020
|
|
|
199,340
|
|
Enbridge Inc
|
Sr Nt Fltg Rate Due 06-15-2020 Reg
|
|
|
398,616
|
|
Encana Corp
|
6.5% Due 05-15-2019
|
|
|
404,112
|
|
Enlink Midstream
|
4.15% Due 06-01-2025
|
|
|
72,123
|
|
Enlink Midstream
|
4.85% Due 07-15-2026
|
|
|
72,141
|
|
Ensco Plc
|
7.75% Due 02-01-2026
|
|
|
107,300
|
|
Entergy Ark Inc
|
3.75% Due 02-15-2021
|
|
|
302,883
|
|
Entergy Corp
|
Disc Coml Paper 4/2 Yrs 3&4Cpn 02-07-2019
|
|
|
498,452
|
|
Entergy Gulf
|
Sts 3.95% Due 10-01-2020
|
|
|
303,170
|
|
Envision Healthcare Corporation
|
Due 10-11-2025
|
|
|
204,521
|
|
Equinix Inc
|
5.375% Due 01-01-2022
|
|
|
20,150
|
|
Equinix Inc
|
5.375% Due 05-15-2027
|
|
|
117,300
|
|
Exeter Automobile
|
2.9% Due 01-18-2022
|
|
|
138,551
|
|
Exterran Partners
|
6% Due 04-01-2021
|
|
|
91,200
|
|
Extraction Oil
|
5.625% Due 02-01-2026
|
|
|
105,850
|
|
Fce Bank Plc Mtn
|
1.875% 24/06/2021
|
|
|
342,236
|
|
Ferrellgas L P
|
6.75% Due 06-15-2023
|
|
|
169,050
|
|
Firstenergy Corp
|
4.25 Due 03-15-2023
|
|
|
203,200
|
|
Fmg Res Aug 2006
|
5.125% Due 05-15-2024
|
|
|
184,000
|
|
Ford Cr
|
Floorplan 1.55% Due 07-15-2021
|
|
|
496,128
|
|
Ford Cr
|
Fllorplan Fltg Rt 0% Due 11-15-2021
|
|
|
200,121
|
|
Ford Mtr Cr Co Llc
|
2.459% Due 03-27-2020
|
|
|
587,360
|
|
Ford Mtr Cr Co Llc
|
Nt Fltg Due 02-15-2023
|
|
|
185,028
|
|
Freeport-Mcmoran
|
4.55% Due 11-14-2024
|
|
|
175,275
|
|
Freeport-Mcmoran
|
5.45% Due 03-15-2043
|
|
|
57,094
|
|
Freeport-Mcmoran Copper & Gold Inc
|
3.55% Due 03-01-2022
|
|
|
141,938
|
|
Freeport-Mcmoran Inc
|
5.4% Due 11-14-2034/11-14-2014 Reg
|
|
|
102,375
|
|
Freeport-Mcmoran Inc
|
6.875% 02-15-2023
|
|
|
110,344
|
|
Frontier
|
10.5% Due 09-15-2022
|
|
|
116,760
|
|
Frontier
|
11% Due 09-15-2025
|
|
|
56,021
|
|
Frontier
|
8.75% Due 04-15-2022
|
|
|
18,975
|
|
Gannett Co Inc
|
5.125 07-15-2020
|
|
|
229,763
|
|
Gannett Co Inc
|
6.375% Due 10-15-2023
|
|
|
120,300
|
|
Gates Global Llc
|
6% Due 07-15-2022
|
|
|
156,800
|
|
Gatx Corp
|
Fltg 11-05-2021
|
|
|
296,911
|
|
Gci Inc
|
6.75% Due 06-01-2021
|
|
|
225,794
|
|
Ge Capital European Funding Unlimited Company
|
17/05/2021
|
|
|
218,003
|
|
Gen Mtrs Accep
|
8 Due 11-01-2031
|
|
|
22,150
|
|
Gen Mtrs Finl Co
|
2.4% Due 05-09-2019
|
|
|
199,248
|
|
Gen Mtrs Finl Co
|
3.1% Due 01-15-2019
|
|
|
199,992
|
|
Gen Mtrs Finl Co
|
Fixed 3.2% Due 07-13-2020
|
|
|
493,793
|
(
continued
)
MORGAN
STANLEY 401(k) PLAN
Plan
Number 003, Employer Identification Number 20-8764829
FORM
5500, SCHEDULE H, LINE 4i —
SCHEDULE
OF ASSETS (HELD AT END OF YEAR)
AT
DECEMBER 31, 2018
|
|
|
|
|
(e)
|
|
(b)
|
(c)
|
(d)
|
|
Current
|
(a)
|
Identity of Issuer
|
Description of Investment
|
Cost**
|
|
Value
|
|
Corporate debt instruments (continued)
|
|
|
|
|
|
General Mtrs Finl Co Inc
|
3.55% Due 04-09-2021 Reg
|
|
|
$ 394,492
|
|
Genesis Energy L P
|
6% Due 05-15-2023
|
|
|
226,625
|
|
Genesis Energy L P
|
6.75% Due 08-01-2022
|
|
|
128,700
|
|
Geo Group Inc
|
5.125 Due 04-01-2023
|
|
|
135,000
|
|
Geo Group Inc
|
New 5.875% Due 10-15-2024
|
|
|
92,663
|
|
Geo Group Inc
|
5.875 Due 01-15-2022
|
|
|
87,642
|
|
Gfl Environmental
|
5.625% Due 05-01-2022
|
|
|
198,338
|
|
Global Partners Lp
|
7.0% Due06-15-2023
|
|
|
237,500
|
|
Glp Cap L P
|
Glp 5.25% Due 06-01-2025
|
|
|
1,986
|
|
Glp Cap L P
|
Glp 5.75% Due 06-01-2028
|
|
|
217,150
|
|
Gm Finl Cnsmr
|
Fltg Rt 2.63038% Due 05-18-2020
|
|
|
294,076
|
|
Goldman Sachs
|
5.75% Due 01-24-2022
|
|
|
628,220
|
|
Goldman Sachs
|
Fltg Rt 3.93238% Due 04-23-2020
|
|
|
802,766
|
|
Goldman Sachs
|
Fltg Rt 3.98819% Due 09-15-2020
|
|
|
401,876
|
|
Goldman Sachs
|
Fltg Rt 3.98819% Due 09-15-2020
|
|
|
301,407
|
|
Goldman Sachs Group Inc
|
Nt Fltg 10-31-2022
|
|
|
292,314
|
|
Goldman Sachs Group Inc
|
Sr Nt Fltg Var Rt Due 02-23-2023
|
|
|
289,937
|
|
Graham Hldgs Co
|
5.75% Due 06-01-2026
|
|
|
95,238
|
|
Graphic Packaging
|
4.875% Due 11-15-2022
|
|
|
98,500
|
|
Greeneden U.S Holdings I Llc
|
Aka B-3 Tl Sr 12-01-2023 12-01-2023
|
|
|
178,278
|
|
Greystar Real
|
5.75% 12-01-2025
|
|
|
87,975
|
|
Griffon Corp
|
5.25% Due 03-01-2022
|
|
|
221,725
|
|
Grinding Media Inc
|
7.375% Due 12-15-2023
|
|
|
164,475
|
|
Gs Mtg Secs
|
Ser 2014-Gc26 Cl A-Ab 3.365% 3.365% 11-10-2047
|
|
|
603,929
|
|
Gs Mtg Secs
|
Tr 2010-C1 Mtg Pass Thru Ctfcl A-2 144A 4.592 10 Aug 2043
|
|
|
611,674
|
|
Gulfport Energy Corp
|
6.0% 10-15-2024
|
|
|
177,000
|
|
Gulfport Energy Corp
|
6.375% 01-15-2026
|
|
|
82,175
|
|
Harley Davidson
|
Fltg Rt 3.64681% Due 03-02-2021
|
|
|
299,996
|
|
Harley Davidson
|
Fltg Rt 3.64681% Due 03-02-2021
|
|
|
199,997
|
|
Harley-Davidson
|
Fltg Rt 0% Due 05-21-2020
|
|
|
199,712
|
|
Harris Corp
|
Del Nt Fltg Due 02-27-2019 Reg
|
|
|
199,966
|
|
Harris Corp
|
Del Nt Fltg Due 02-27-2019 Reg
|
|
|
699,882
|
|
Harris Corp
|
Del Nt Fltg Rate 04-30-2020
|
|
|
299,147
|
|
Hca Hldgs Inc
|
6.25% Due 02-15-2021
|
|
|
230,063
|
|
Hca Inc
|
4.5% Due 02-15-2027
|
|
|
70,875
|
|
Hca Inc
|
4.75% 05-01-2023
|
|
|
123,125
|
|
Hca Inc
|
5.375% Due 09-01-2026
|
|
|
121,563
|
|
Hca Inc
|
5.5% Due 06-15-2047
|
|
|
85,275
|
|
Hca Inc
|
5.625% Due 09-01-2028
|
|
|
328,100
|
|
Hca Inc
|
5.875 Due 05-01-2023
|
|
|
227,813
|
|
Hca Inc
|
7.5 Due 02-15-2022
|
|
|
318,750
|
|
Herc Rentals Inc
|
7.5% Due 06-01-2022
|
|
|
271,825
|
|
Hertz Fleet Lease
|
3.23% Due 05-10-2032
|
|
|
501,651
|
|
Hilton Worldwide
|
Fixed 4.625% Due 04-01-2025
|
|
|
52,113
|
|
Holmes Master Issuer Plc
|
2018-1 144A Nt Cl A2 0.0% Due 10-15-2054
|
|
|
498,471
|
(
continued
)
MORGAN
STANLEY 401(k) PLAN
Plan
Number 003, Employer Identification Number 20-8764829
FORM
5500, SCHEDULE H, LINE 4i —
SCHEDULE
OF ASSETS (HELD AT END OF YEAR)
AT
DECEMBER 31, 2018
|
|
|
|
|
(e)
|
|
(b)
|
(c)
|
(d)
|
|
Current
|
(a)
|
Identity of Issuer
|
Description of Investment
|
Cost**
|
|
Value
|
|
Corporate debt instruments (continued)
|
|
|
|
|
|
Hrg Group Inc
|
7.75% Due 01-15-2022
|
|
|
$ 60,750
|
|
Hsbc (Ryanair Holdings Plc)
|
P-Note 29/10/2019
|
|
|
2,545,122
|
|
Hsbc Bk Cda
|
3.3% Due 11-28-2021
|
|
|
303,221
|
|
Hsbc Hldgs Plc
|
4.3% Due 03-08-2026
|
|
|
295,925
|
|
Hsbc Hldgs Plc
|
Fltg Rt 5.00713% Due 03-08-2021
|
|
|
819,443
|
|
Hsbc Hldgs Plc
|
Sr Nt Fltg Rate 05-18-2021
|
|
|
197,032
|
|
Hsbc Hldgs Plc
|
Sr Nt Fltg Rate 05-18-2021
|
|
|
985,160
|
|
Hub Intl Ltd
|
7% Due 05-01-2026
|
|
|
148,913
|
|
Hughes Satellite
|
6.5% Due 06-15-2019
|
|
|
95,831
|
|
Hughes Satellite
|
6.625% Due 08-01-2026
|
|
|
274,875
|
|
Hughes Satellite
|
7.625% Due 06-15-2021
|
|
|
360,013
|
|
Huntsman Intl Llc
|
4.875 Due 11-15-2020
|
|
|
200,500
|
|
Hyundai Auto Lease
|
1.69% Due 12-16-2019
|
|
|
56,923
|
|
Infor Us Inc
|
5.75% Due 08-15-2020
|
|
|
50,150
|
|
Infor Us Inc
|
6.5% Due 05-15-2022
|
|
|
125,730
|
|
Ing Groep
|
N V 6.5% Due 12-31-2049
|
|
|
277,200
|
|
Ingles Mkts Inc
|
5.75% Due 06-15-2023
|
|
|
197,500
|
|
Intelsat Jackson
|
8.5% Due 10-15-2024
|
|
|
145,500
|
|
Intelsat Jackson Hldgs
|
S A 5.5 Due 08-01-2023
|
|
|
287,100
|
|
Interpublic Group Cos Inc
|
3.5% 10-01-2020
|
|
|
300,371
|
|
Interpublic Group Cos Inc
|
3.75% 10-01-2021
|
|
|
301,871
|
|
Intl Lease Fin
|
8.25% Due 12-15-2020
|
|
|
107,578
|
|
Ipalco Enterprises
|
3.45% Due 07-15-2020
|
|
|
299,618
|
|
Iron Mountain Inc
|
6% Due 08-15-2023
|
|
|
192,375
|
|
Iron Mountain Inc
|
Del 5.75 Due 08-15-2024
|
|
|
171,000
|
|
J P Morgan Mtg
|
Tr Fltg Rt 4.1808% Due 06-25-2035
|
|
|
18,985
|
|
Jagged Peak Energy
|
5.875% Due 05-01-2026
|
|
|
69,750
|
|
Jp Morgan Chase Bk
|
Fltg Rt 2.93% Due 10-19-2020
|
|
|
249,555
|
|
Jp Morgan Chase Bk
|
Fltg Rt 2.96813% Due 09-01-2020
|
|
|
398,452
|
|
Jp Morgan Chase Bk
|
Fltg Rt 3.10475% Due 04-26-2021
|
|
|
495,363
|
|
Jp Morgan Chase Bk
|
Global Sr Bk Nt Prtranche # Tr 372 02-13-2020
|
|
|
299,603
|
|
Jpmorgan Chase
|
2.55% Due 10-29-2020
|
|
|
296,665
|
|
Jpmorgan Chase & 3
|
3.2% Due 01-25-2023
|
|
|
295,629
|
|
Jpmorgan Chase & Co
|
Nt Fltg Rate Due 03-01-2021/02-01-2021 Reg
|
|
|
303,846
|
|
Jpmorgan Chase
|
Fixed 2.25% Due 01-23-2020
|
|
|
1,584,064
|
|
Kennedy Wilson Inc
|
5.875% Due 04-01-2024
|
|
|
257,125
|
|
Kraft Heinz Foods
|
3.5% Due 07-15-2022
|
|
|
197,099
|
|
Kraft Heinz Foods
|
3.95% Due 07-15-2025
|
|
|
677,429
|
|
L Brands Inc
|
5.25% 02-01-2028
|
|
|
132,525
|
|
L Brands Inc
|
6.875% Due 11-01-2035
|
|
|
100,224
|
|
Ladder Cap Fin
|
5.25% Due 03-15-2022
|
|
|
194,500
|
|
Ladder Cap Fin
|
5.875% Due 08-01-2021
|
|
|
49,875
|
|
Lamar Media Corp
|
5 Due 05-01-2023
|
|
|
99,500
|
|
Lennar Corp
|
4.5% Due 04-30-2024
|
|
|
165,375
|
|
Lennar Corp
|
4.75% Due 04-01-2021
|
|
|
99,125
|
(
continued
)
MORGAN
STANLEY 401(k) PLAN
Plan
Number 003, Employer Identification Number 20-8764829
FORM
5500, SCHEDULE H, LINE 4i —
SCHEDULE
OF ASSETS (HELD AT END OF YEAR)
AT
DECEMBER 31, 2018
|
|
|
|
|
(e)
|
|
(b)
|
(c)
|
(d)
|
|
Current
|
(a)
|
Identity of Issuer
|
Description of Investment
|
Cost**
|
|
Value
|
|
Corporate debt instruments (continued)
|
|
|
|
|
|
Lennar Corp
|
5.25% 6/1/2026
|
|
|
$ 23,563
|
|
Lennar Corp
|
Fixed 2.95% Due 11-29-2020
|
|
|
67,823
|
|
Lennar Corp
|
Fixed 4.75% Due 11-29-2027
|
|
|
108,300
|
|
Lennar Corp
|
Fixed 5% Due 06-15-2027
|
|
|
68,438
|
|
Level 3 Fing Inc
|
5.125% Due 05-01-2023
|
|
|
120,625
|
|
Level 3 Fing Inc
|
6.125% Due 01-15-2021
|
|
|
125,000
|
|
Level 3 Fing Inc
|
Fixed 5.375% Due 08-15-2022
|
|
|
98,048
|
|
Lifepoint Hlth Inc
|
9.75% Due 12-01-2026
|
|
|
132,650
|
|
Limited Brands Inc
|
5.625% Due 02-15-2022
|
|
|
39,850
|
|
Lin T.V. Corp
|
5.875% Due 11-15-2022
|
|
|
174,563
|
|
Live Nation Entmt
|
5.375% Due 06-15-2022
|
|
|
446,625
|
|
Lloyds Bkg Group
|
Fltg Rt 2.907% Due 11-07-2023
|
|
|
189,387
|
|
Lloyds Bkg Group PlC
|
Nt Fltg Rate Due 06-21-2021 Reg
|
|
|
693,108
|
|
Lsc Communications Inc
|
144A Bnds 8.75% 10-15-2023
|
|
|
71,925
|
|
M/I Homes Inc
|
Fixed 5.625% 08-01-2025
|
|
|
82,350
|
|
Macquarie Bk Ltd
|
0% Due 04-04-2019
|
|
|
399,929
|
|
Magnolia Oil & Gas
|
6% Due 08-01-2026
|
|
|
168,875
|
|
Mallinckrodt Intl
|
4.75% Due 04-15-2023
|
|
|
137,350
|
|
Marathon Oil Corp
|
2.7% Due 06-01-2020
|
|
|
246,306
|
|
Marriott Intl Inc
|
Fltg Rt 3.229% Due 12-01-2020
|
|
|
299,279
|
|
Marriott Own
|
6.5% Due 09-15-2026
|
|
|
154,400
|
|
Matador Res Co
|
Fixed 5.875% 09-15-2026
|
|
|
184,000
|
|
Match Group Inc
|
6.375% Due 06-01-2024
|
|
|
178,063
|
|
Mcdonalds Corp
|
Medium Term Fltg 10-28-2021
|
|
|
198,615
|
|
Mediacom Broadband
|
5.5% Due 04-15-2021
|
|
|
19,925
|
|
Met Life Global
|
Fltg Rt Due 09-07-2020
|
|
|
894,079
|
|
Mgm Resorts Intl
|
6.75 Due 10-01-2020
|
|
|
246,600
|
|
Mgm Resorts Intl
|
7.75% Due 03-15-2022
|
|
|
132,969
|
|
Mgm Resorts Intl
|
8.625 Due 02-01-2019
|
|
|
40,050
|
|
Mgm Resorts Intl
|
8.625 Due 02-01-2019
|
|
|
300,375
|
|
Mgm Resorts Intl
|
Fixed 5.75% Due 06-15-2025
|
|
|
164,050
|
|
Mizuho Finl Gp
|
Frn Snr 07/2023 Aud250000
|
|
|
211,099
|
|
Mizuho Finl Group
|
Inc Sr Nt Fltg Rate 03-05-2023
|
|
|
196,625
|
|
Molina Healthcare
|
5.375% Due 11-15-2022
|
|
|
130,275
|
|
Mondelez Intl Inc
|
3% Due 05-07-2020
|
|
|
199,259
|
|
Mondelez Intl Inc
|
Disc Coml Paper 4/2 Yr 02-27-2019
|
|
|
298,532
|
|
Mondelez Intl Inc
|
Disc Coml Paper 4/2 Yr 02-27-2019
|
|
|
1,094,618
|
|
Mph Acqstn Hldgs
|
7.125% Due 06-01-2024
|
|
|
265,763
|
|
Mpt Oper
|
6.375% Due 03-01-2024
|
|
|
205,000
|
|
Mpt Oper
|
Fixed 5% Due 10-15-2027
|
|
|
187,447
|
|
Murphy Oil Corp
|
5.125 12-01-2042
|
|
|
110,328
|
|
Murphy Oil Corp
|
5.75% Due 08-15-2025
|
|
|
182,147
|
|
Mylan Inc
|
Formerly 3.125% Due 01-15-2023
|
|
|
468,865
|
|
Mylan N V
|
Fixed 3.75% Due 12-15-2020
|
|
|
199,907
|
|
Nabors Inds Inc
|
5.5% Due 01-15-2023
|
|
|
174,619
|
(
continued
)
MORGAN
STANLEY 401(k) PLAN
Plan
Number 003, Employer Identification Number 20-8764829
FORM
5500, SCHEDULE H, LINE 4i —
SCHEDULE
OF ASSETS (HELD AT END OF YEAR)
AT
DECEMBER 31, 2018
|
|
|
|
|
(e)
|
|
(b)
|
(c)
|
(d)
|
|
Current
|
(a)
|
Identity of Issuer
|
Description of Investment
|
Cost**
|
|
Value
|
|
Corporate debt instruments (continued)
|
|
|
|
|
|
Nabors Inds Inc
|
New 5.75% 02-01-2025
|
|
|
$ 143,843
|
|
Nationstar Mtg LlC
|
6.5% Due 07-01-2021
|
|
|
443,625
|
|
Nationwide Bldg
|
Fltg Rt 4.363% Due 08-01-2024
|
|
|
391,891
|
|
Natl Rural Utils
|
Fltg Rt 3.178% Due 06-30-2021
|
|
|
99,232
|
|
Navient Corp
|
5% Due 10-26-2020
|
|
|
143,625
|
|
Navient Corp
|
6.5% Due 06-15-2022
|
|
|
93,250
|
|
Navient Corp
|
6.75% Due 06-25-2025
|
|
|
25,575
|
|
Navient Stud Ln
|
Tr Fltg Rt 3.63988% Due 03-25-2066
|
|
|
151,074
|
|
Navistar Inc
|
Term Loan Senior Secured 11-06-2024 Beo
|
|
|
95,140
|
|
Ncr Corp
|
New 4.625 Due 02-15-2021
|
|
|
107,250
|
|
Ncr Corp
|
New 5% Due 07-15-2022
|
|
|
188,500
|
|
Nelnet Student Ln
|
Tr 2008-3 Cl A-4 Fltg 11-25-2017
|
|
|
549,548
|
|
Netflix Inc
|
5.5% Due 02-15-2022
|
|
|
201,750
|
|
Nextera Energy Cap
|
3.342% Due 09-01-2020
|
|
|
200,397
|
|
Nextera Energy Cap
|
Fltg Rt 3.10681% Due 08-21-2020
|
|
|
299,632
|
|
Ngl Energy Partners Lp
|
Ngl Energy 7.5% 11-01-2023
|
|
|
384,000
|
|
Nielsen Fin Llc
|
Nielsen Fin Co 4.5 Due 10-01-2020
|
|
|
197,500
|
|
Nissan Auto Lease
|
Tr 2017-A Asset Backednt Cl A-2B Var Rt 09-16-2019
|
|
|
233,246
|
|
Novastar Mtg Fdg
|
Tr Ser 06-1 Cl A1A Fltg 05-25-2036
|
|
|
155,035
|
|
Nrg Energy Inc
|
5.75% 01-15-2028
|
|
|
43,200
|
|
Nrg Energy Inc
|
6.25% Due 05-01-2024
|
|
|
147,175
|
|
Nrg Energy Inc
|
7.25% Due 05-15-2026
|
|
|
181,563
|
|
Conagra Brands, Inc.
|
Nt Due 10-09-2020 Reg
|
|
|
98,879
|
|
Nuance Communications Inc
|
6.0% Due 07-01-2024
|
|
|
139,300
|
|
Open Text Corp
|
Open Text Corp
|
|
|
94,525
|
|
Oracle Corp
|
1.9% Due 09-15-2021
|
|
|
291,062
|
|
Oracle Corp
|
5% Due 07-08-2019
|
|
|
202,131
|
|
Orange S A
|
2.75% Due 02-06-2019
|
|
|
199,882
|
|
Parsley Energy Llc
|
5.625% Due 10-15-2027
|
|
|
22,719
|
|
Parsley Energy Llc
|
6.25% Due 06-01-2024
|
|
|
14,550
|
|
Party Cy Hldgs Inc
|
6.125% 144A Due 08-15-2023
|
|
|
44,213
|
|
Pdc Energy Inc
|
5.75% 05-15-2026
|
|
|
186,900
|
|
Penske Automotive
|
5.375% Due 12-01-2024
|
|
|
117,031
|
|
Penske Automotive
|
5.75% Due 10-01-2022
|
|
|
129,675
|
|
Penske Truck
|
3.2% Due 07-15-2020
|
|
|
298,504
|
|
Petrobras Global Finance
|
5.999% 01-27-2028
|
|
|
348,359
|
|
Phillips 66 Sr
|
Nt Fltg 02-26-2021
|
|
|
197,764
|
|
Plains All Amern
|
3.6% Due 11-01-2024
|
|
|
570,997
|
|
Platform Specialty
|
6.5% Due 02-01-2022
|
|
|
440,000
|
|
Ppn Cmo 4Times Sqr Tr 06-4Ts Cmlmtg
|
Pasthru Ctf 144A Cl A 5.4 Due 121328 Beo
|
|
|
295,943
|
|
Pride Intl Inc
|
Del Sr Nt 7.875 Due 08-15-2040
|
|
|
81,400
|
|
Prologis L P
|
4.25 Due 08-15-2023
|
|
|
619,417
|
|
Public Svc Enterprise Group Inc
|
2.65% 11-15-2022
|
|
|
290,094
|
|
Pvptl Cco Hldgs Llc / Cco Hldgs Cap Corp
|
Cco Hldgs Cap Corp 5.125% Due 05-01-2027
|
|
|
232,850
|
|
Pvptl Daimler Fin North Amer Llc
|
Nt Fltg 05-04-2020 Beo
|
|
|
198,885
|
(
continued
)
MORGAN
STANLEY 401(k) PLAN
Plan
Number 003, Employer Identification Number 20-8764829
FORM
5500, SCHEDULE H, LINE 4i —
SCHEDULE
OF ASSETS (HELD AT END OF YEAR)
AT
DECEMBER 31, 2018
|
|
|
|
|
(e)
|
|
(b)
|
(c)
|
(d)
|
|
Current
|
(a)
|
Identity of Issuer
|
Description of Investment
|
Cost**
|
|
Value
|
|
Corporate debt instruments (continued)
|
|
|
|
|
|
Pvptl First Quality Fin Co Inc
|
5.0% 07-01-2025
|
|
|
$ 116,350
|
|
Pvptl Fmg Res August 2006 Pty Ltd
|
4.75% Due 05-12-2017
|
|
|
161,500
|
|
Pvptl Indigo Nat Res Llc
|
6.875% 02-15-2026
|
|
|
189,200
|
|
Pvptl Ncl Corp Ltd
|
4.75% 12-15-2021
|
|
|
231,253
|
|
Pvptl Ngpl Pipeco Llc
|
4.875% Due 08-15-2027 Beo
|
|
|
146,088
|
|
Pvptl Ngpl Pipeco Llc
|
Fixed 4.375% Due 08-15-2022
|
|
|
97,250
|
|
Pvptl Oi European Group
|
4% 03-15-2023
|
|
|
70,125
|
|
Pvptl Parkland Fuel Corp
|
6.0% 04-01-2026
|
|
|
159,375
|
|
Pvptl Tesla Inc
|
5.3% 8-15-2025
|
|
|
243,250
|
|
Pvptl Westlake Automobile Receivables
|
Tr 144A 2.42% 01-15-2021
|
|
|
168,228
|
|
Pvptlmeredith Corp
|
6.875% 02-01-2026
|
|
|
307,913
|
|
Pvtpl 1011778 B C
|
New Red Fin Inc 5.0% Due 10-15-2025
|
|
|
174,800
|
|
Pvtpl 1011778 Bc Ulc
|
New Red Fin Inc 4.625% Due 01-15-22
|
|
|
183,825
|
|
Pvtpl 144A Gannett Co Inc
|
Sr Nt 4.875% Due 09-15-2021/09-08-2014 Beo
|
|
|
19,550
|
|
Pvtpl Aci Worldwide Inc
|
5.75% Due 08-15-2026
|
|
|
112,988
|
|
Pvtpl Adams Ml Clo Ltd
|
14-1A Cl A-1-R 144A Fltg Rt 07-15-2026
|
|
|
280,573
|
|
Pvtpl Adient Global Hldgs Ltd Sr
|
Sr Nt 144A4.875% Due 08-15-2026/08-15-2021 Beo
|
|
|
153,000
|
|
Pvtpl Advanced Disposal Services Inc
|
Bnds 5.625% Due 11-15-2024
|
|
|
175,950
|
|
Pvtpl Alcoa Nederland Holding
|
6.125% 05-15-2028
|
|
|
196,288
|
|
Pvtpl Alliance Data Sys Corp Sr
|
5.875% Due 11-01-2021/10-27-2016 Beo
|
|
|
174,755
|
|
Pvtpl Allison Transmission
|
Bnds 5.0% 10-01-2024
|
|
|
96,000
|
|
Pvtpl Allison Transmission Inc
|
Sr 4.75% 10-01-2027
|
|
|
80,100
|
|
Pvtpl Altice France S.A. Secd Nt
|
144A7.375% Due 05-01-2026/05-01-2021 Beo
|
|
|
298,188
|
|
Pvtpl Altice S A Bd
|
7.75 Due 05-15-2022
|
|
|
182,000
|
|
Pvtpl Apex Credit Clo Llc
|
Ser 16-1A Cl Asr Fltg 10-27-2028
|
|
|
298,550
|
|
Pvtpl Apex Credit Clo Llc
|
Ser 16-1A Cl Asr Fltg 10-27-2028
|
|
|
298,550
|
|
Pvtpl Ardagh Packaging Fin Plc
|
Ardagh Hldgs Gtd Sr Secd 7.25% 05-15-2024
|
|
|
349,125
|
|
Pvtpl Ascent Res Utica Hldgs Llc
|
Aru Fin Corp 10.0% 04-01-2022
|
|
|
144,215
|
|
Pvtpl Ascent Resources
|
Aru Fin 7.0% 11-01-2026
|
|
|
31,675
|
|
Pvtpl Atlas Sr Ln Fd Iv Ltd
|
Atlas Sr Ln Fd I Sr Secd Nt Cl A-1L-Rr 02-17-2026
|
|
|
381,330
|
|
Pvtpl Avis Budget Car Rent Llc
|
Avis Budget F Sr Nt 144A 5.25% 03-15-2025
|
|
|
95,150
|
|
Pvtpl Avolon Hldgs Fdg Ltd
|
5.125% 10-01-2023
|
|
|
162,350
|
|
Pvtpl B A T Intl Fin Plc
|
Gtd Nt 144A 3.95% Due 06-15-2025 Beo
|
|
|
467,216
|
|
Pvtpl B&M Clo
|
Ser 14-1A Cl A1R Fltg 04-16-2026
|
|
|
260,499
|
|
Pvtpl Banff Merger Sub Inc
|
9.75% 09-01-2026
|
|
|
64,050
|
|
Pvtpl Bausch Health Companies Inc
|
5.5% Due 11-01-2025
|
|
|
214,475
|
|
Pvtpl Baytex Energy Corp
|
144A 5.625% Due 06-01-2024/06-06-2014 Beo
|
|
|
224,900
|
|
Pvtpl Berry Pete Co Llc
|
7.0% 02-15-2026
|
|
|
54,000
|
|
Pvtpl Block Communications Inc
|
6.875% 02-15-2025
|
|
|
265,663
|
|
Pvtpl Blue Racer Mid Llc
|
Finan 6.125% Due 11-15-2022
|
|
|
250,900
|
|
Pvtpl Boc Aviation Pte Ltd
|
Fltg Rt 09-26-2023
|
|
|
994,732
|
|
Pvtpl Bombardier Inc
|
144A 6% Due 10-15-2022/04-15-2018 Beo
|
|
|
131,250
|
|
Pvtpl Bombardier Inc
|
144A 7.75% Due 03-15-2020/03-29-2010 Beo
|
|
|
375,550
|
|
Pvtpl Bpce
|
Medium Term Sub Nts Book Entry 144A 4.625 Due 07-11-2024 Beo
|
|
|
983,325
|
|
Pvtpl Brinker Intl Inc
|
Sr Nt 144A 5% Due10-01-2024/09-23-2016 Beo
|
|
|
107,160
|
(
continued
)
MORGAN
STANLEY 401(k) PLAN
Plan
Number 003, Employer Identification Number 20-8764829
FORM
5500, SCHEDULE H, LINE 4i —
SCHEDULE
OF ASSETS (HELD AT END OF YEAR)
AT
DECEMBER 31, 2018
|
|
|
|
|
(e)
|
|
(b)
|
(c)
|
(d)
|
|
Current
|
(a)
|
Identity of Issuer
|
Description of Investment
|
Cost**
|
|
Value
|
|
Corporate debt instruments (continued)
|
|
|
|
|
|
Pvtpl Bway Holding Company
|
Bnds 5.5% Due 04-15-2024/
|
|
|
$ 361,900
|
|
Pvtpl C&W Sr Fing Designated Activity Co
|
Sr Nt 7.5% 10-15-2026
|
|
|
192,250
|
|
Pvtpl Cable One Inc
|
5.75% Due 06-15-2022 Beo
|
|
|
221,100
|
|
Pvtpl Camelot Fin S A Sr
|
Nt 144A 7.875% Due 10-15-2024/10-03-2016 Beo
|
|
|
106,150
|
|
Pvtpl Cards Ii
|
Tr 2017-1 Cr Card Receivables Bkd 144A Nt Cl 04-18-2022
|
|
|
499,952
|
|
Pvtpl Catamaran Clo
|
Sr 13-1A Cl Ar Fltg Due 01-27-2028
|
|
|
691,550
|
|
Pvtpl Cbs Radio Inc
|
7.25% Due 11-01-2024
|
|
|
213,900
|
|
Pvtpl Cco Hldgs Llc
|
Cco Hldgs Cap Corp 144A 5.125 Due 05-01-23/04-21-15 Beo
|
|
|
145,875
|
|
Pvtpl Cco Hldgs Llc
|
144A 5.0% 02-01-2028
|
|
|
230,000
|
|
Pvtpl Centene Escrow I Corp Sr Nt
|
5.375% 06-01-2026
|
|
|
136,150
|
|
Pvtpl Centennial Resource Prodtn Llc
|
5.375% Due 01-15-2026/11-30-2017
|
|
|
120,900
|
|
Pvtpl Cheniere Energy Partners L P
|
5.625% 10-01-2026
|
|
|
149,600
|
|
Pvtpl Chesapeake Fdg Ii Llc
|
2018-2 Cl A-2 Fltg Rate 08-15-2030
|
|
|
398,944
|
|
Pvtpl Churchill Downs
|
4.75% 01-15-2028
|
|
|
144,752
|
|
Pvtpl Cifc Fdg
|
Ser 15-2A Cl Ar Fltg 04-15-2027
|
|
|
693,076
|
|
Pvtpl Cmo Dbubs 2011-Lc1 Mtg
|
Tr Mtg Passthru Ctf Cl A-2 144A 4.528 07-01-19
|
|
|
23,832
|
|
Pvtpl Cmo Evergreen Cr Card
|
Tr 2017-1 Cl A Fltg 10-15-2021
|
|
|
699,453
|
|
Pvtpl Cmo Evergreen Cr Card
|
Tr 2017-1 Cl A Fltg 10-15-2021
|
|
|
299,766
|
|
Pvtpl Cmo Gosforth Funding 2012-1 Plc
|
Step Up Due 08-25-2060 Beo
|
|
|
680,573
|
|
Pvtpl Cmo Gs Mtg Secs Corp
|
Tr Ser 2016-Rent Cl B 3.98% 02-10-2029
|
|
|
100,396
|
|
Pvtpl Cmo Gs Mtg Secs
|
Tr 2010-C2 Var Rt Due 12-10-2043 Beo
|
|
|
102,927
|
|
Pvtpl Cmo Lmrec
|
Sr 15-Cre1 Cl Ar Fltg 144A 02-22-2032
|
|
|
259,557
|
|
Pvtpl Cmo Obp Depositor Llc
|
Tr 2010 Obp Ctf 144A 4.6462 Due 07-15-2045 Beo
|
|
|
508,389
|
|
Pvtpl Cmo Rbssp Resecuritization
|
Tr 2010-1 Cl 2-A1 144A Var 07-26-2045 Beo
|
|
|
105,425
|
|
Pvtpl Cmo Rbssp Resecuritization
|
Tr Ser 2009-12 Cl 18A1 Fltg 12-25-2035
|
|
|
145,041
|
|
Pvtpl Cmo Vmc Fin 2018-Fl2 Llc
|
Sr Secd Nt Cl A Fltg 144A Var Rt Due 10-15-2035
|
|
|
493,295
|
|
Pvtpl Commonwealth Bk
|
Australia Tranche # Tr 00201 Fltg Due 03-10-2020
|
|
|
899,925
|
|
Pvtpl Commscope Inc
|
Bnds 5.0% Due 06-15-2021
|
|
|
84,150
|
|
Pvtpl Commscope Inc
|
Sr Nt 144A 5.5% Due 06-15-2024/06-15-2019 Beo
|
|
|
274,500
|
|
Pvtpl Communications Sales & Leasing Inc
|
Rt 6.0% Due 04-15-2023
|
|
|
90,500
|
|
Pvtpl Constellium N V
|
5.75% Due 05-15-2024/05-07-2014 Beo
|
|
|
230,000
|
|
Pvtpl Cott Hldgs Inc
|
Sr 5.5% Due 04-01-2025 Beo
|
|
|
273,325
|
|
Pvtpl Credit Suisse Group Ag
|
Ag 6.5 Due 08-08-2023 Beo
|
|
|
1,251,000
|
|
Pvtpl Crown Amers Llc
|
Crown Amers Cap Corp V Gtd Sr Nt 4.75% 02-01-2026
|
|
|
117,813
|
|
Pvtpl Crownrock L P
|
Crownrock Fin Inc 5.625% 10-15-2025
|
|
|
270,000
|
|
Pvtpl Csc Hldgs Llc
|
Sr Gtd Nt 144A 5.375% Due 02-01-2028/01-29-2018 Beo
|
|
|
183,936
|
|
Pvtpl Csc Holdings Llc
|
5.125% 12-15-2021
|
|
|
298,900
|
|
Pvtpl Csc Holdings Llc
|
5.125% 12-15-2021
|
|
|
147,000
|
|
Pvtpl Csi Compressco Lp / Csi Compressco Fin Inc
|
7.5% Due 04-01-2025
|
|
|
143,220
|
|
Pvtpl Daimler Fin North Amer Llc
|
2.45% 05-18-2020 Beo 2020
|
|
|
197,622
|
|
Pvtpl Dcp Mid Stream Operating
|
11/3/2036
|
|
|
92,150
|
|
Pvtpl Dcp Midstream Llc
|
Defs 6.75 9/15/37 6.75 Due 09-15-2037 Beo
|
|
|
103,425
|
|
Pvtpl Dean Foods Co
|
6.5% Due 03-15-2023 Beo
|
|
|
136,000
|
|
Pvtpl Dell Int Llc
|
Emc Corp Sr Nt 5.875% 06-15-2021
|
|
|
189,795
|
|
Pvtpl Delta Merger Sub Inc
|
Sr Nt 6% Due 09-15-2026
|
|
|
94,500
|
(
continued
)
MORGAN
STANLEY 401(k) PLAN
Plan
Number 003, Employer Identification Number 20-8764829
FORM
5500, SCHEDULE H, LINE 4i —
SCHEDULE
OF ASSETS (HELD AT END OF YEAR)
AT
DECEMBER 31, 2018
|
|
|
|
|
(e)
|
|
(b)
|
(c)
|
(d)
|
|
Current
|
(a)
|
Identity of Issuer
|
Description of Investment
|
Cost**
|
|
Value
|
|
Corporate debt instruments (continued)
|
|
|
|
|
|
Pvtpl Denali Capital Clo X Ltd
|
Fltg Rt Ser 13-1A Cl A1Lr Due 10-26-2027
|
|
|
$ 595,720
|
|
Pvtpl Ecmc Group Stud Ln
|
Tr 2018-2 Nt Cla Fltg Rate 144A Var Rt Due 09-25-2068
|
|
|
1,061,411
|
|
Pvtpl Ecmc Group Stud Ln
|
Sr 2018-1A Cl A Var Rt 2-27-2068
|
|
|
446,593
|
|
Pvtpl Endeavor Energy Resource
|
5.5% Due 01-30-2026/12-07-2017 Beo
|
|
|
194,750
|
|
Pvtpl Enpro Inds Inc
|
5.75% 10-15-2026
|
|
|
149,575
|
|
Pvtpl Entegris Inc
|
4.625% 02-10-2026
|
|
|
139,840
|
|
Pvtpl Enterprise Fleet Fing 2018-3 Llc
|
Sr18-3 Cl A2 3.38% Due 05-20-2024 Beo
|
|
|
300,918
|
|
Pvtpl Enterprise Merger Sub Inc
|
8.75% Due 10-15-2026
|
|
|
151,375
|
|
Pvtpl Erac Usa Fin Llc
|
Gtd Nt 144A 4.5% Due 08-16-2021 Beo
|
|
|
306,080
|
|
Pvtpl Esh Hospitality Inc
|
144A 5.25% 05-01-2025
|
|
|
227,850
|
|
Pvtpl Evans Grove Clo Ltd
|
Ser 18-1A Cl A1 Fltg 05-28-2028
|
|
|
198,414
|
|
Pvtpl Evans Grove Clo Ltd
|
Ser 18-1A Cl A1 Fltg 05-28-2028
|
|
|
198,414
|
|
Pvtpl Extraction Oil & Gas Inc
|
7.375% 05-15-2024
|
|
|
165,000
|
|
Pvtpl Fidelity & Guaranty Life Hold. Inc
|
5.5% Due 05-01-2025 Beo
|
|
|
234,049
|
|
Pvtpl Figueroa Clo Ltd
|
2014-1 Cl A-R Fltg 01-15-2027
|
|
|
249,399
|
|
Pvtpl Financial & Risk Us Hldgs Inc
|
6.25% Due 05-15-2026
|
|
|
197,825
|
|
Pvtpl First Data Corp
|
New 5.75% Due 01-15-2024
|
|
|
24,375
|
|
Pvtpl First Data Corporation
|
5.375% Due 08-15-2023
|
|
|
520,725
|
|
Pvtpl First Quality Fin Co Inc
|
144A Bnds 4.625% 05-15-2021
|
|
|
183,825
|
|
Pvtpl Flex Acquisition Co Inc
|
Sr 6.875% Due 01-15-2025
|
|
|
178,000
|
|
Pvtpl Florida Gas Transmission Co
|
Sr Nt 144A 5.45% Due 07-15-2020/07-19-2010 Beo
|
|
|
514,750
|
|
Pvtpl Fmg Res August 2006 Pty Ltd
|
Sr Nt 5.125% 03-15-2023
|
|
|
188,000
|
|
Pvtpl Forest Labs Inc
|
Sr Nt 4.875 Due 02-15-2021 Beo
|
|
|
190,516
|
|
Pvtpl Forest Labs Inc
|
Sr Nt 5 Due 12-15-2021
|
|
|
102,890
|
|
Pvtpl Frontdoor Inc
|
6.75% 08-15-2026
|
|
|
104,500
|
|
Pvtpl Frontier Communications Corp
|
8.5% 04-01-2026
|
|
|
26,250
|
|
Pvtpl Garda World Sec Corp
|
Sr Nt 7.25 Due 11-15-2021
|
|
|
120,625
|
|
Pvtpl Gcp Applied Technologies Inc
|
Sr Nt 144A 5.5% 04-15-2026
|
|
|
151,125
|
|
Pvtpl Gfl Environmental Inc
|
5.375% 03-01-2023
|
|
|
96,250
|
|
Pvtpl Gmf Floorplan Owner Revolving
|
Tr Ser 2018-1 Cl A Fltg 03-15-2022
|
|
|
299,277
|
|
Pvtpl Gmf Floorplan Owner Revolving
|
Tr Ser 2018-2 Cl A1 3.13% 03-15-2023
|
|
|
300,028
|
|
Pvtpl Gmf Floorplan Owner Revolving
|
Tr Ser 2018-2 Cl A2 Fltg Rt 03-15-2021
|
|
|
300,202
|
|
Pvtpl Golden Credit Card Trust
|
Ser 2017-4A Cls A Var 144A 07-15-2024
|
|
|
598,579
|
|
Pvtpl Gracechurch Card Plc
|
Sr 2018-A1 Cl A Fltg 07-15-2022
|
|
|
300,420
|
|
Pvtpl Gray Escrow Inc
|
Sr Nt 7.0% 05-15-2027
|
|
|
141,110
|
|
Pvtpl Gw Honos Sec Corp
|
8.75% Due 05-15-2025 Beo
|
|
|
131,950
|
|
Pvtpl Harland Clarke Hldgs Corp
|
Sr Secd 8.375% Due 08-15-2022 Beo
|
|
|
62,876
|
|
Pvtpl Hilton Domestic Oper Co Inc
|
Sr Nt 144A 5.125 Due 05-01-2026/04-13-2018 Beo
|
|
|
148,800
|
|
Pvtpl Hologic Inc
|
4.375% 10-15-2025
|
|
|
120,900
|
|
Pvtpl Hulk Fin Corp
|
7% Due 06-01-2026 Beo
|
|
|
191,950
|
|
Pvtpl Hyundai Auto Lease Securitization
|
Tr 17-B Nt Cl A-2-B 0.0% 12-16-2019
|
|
|
171,116
|
|
Pvtpl Icg Us Clo
|
Ser 15-2A Cl Ar Fltg 01-16-2028
|
|
|
297,285
|
|
Pvtpl Infor Software Parent Llc
|
Sr Contin Cash Pay Nt 7.125 Due 05-01-2021
|
|
|
243,125
|
|
Pvtpl Inmarsat Fin Plc
|
Gtd 4.875% 05-15-2022
|
|
|
188,580
|
|
Pvtpl Inmarsat Fin Plc
|
Gtd Sr Nt 144A 6.5% Due 10-01-2024/09-22-2016 Beo
|
|
|
210,375
|
(
continued
)
MORGAN
STANLEY 401(k) PLAN
Plan
Number 003, Employer Identification Number 20-8764829
FORM
5500, SCHEDULE H, LINE 4i —
SCHEDULE
OF ASSETS (HELD AT END OF YEAR)
AT
DECEMBER 31, 2018
|
|
|
|
|
(e)
|
|
(b)
|
(c)
|
(d)
|
|
Current
|
(a)
|
Identity of Issuer
|
Description of Investment
|
Cost**
|
|
Value
|
|
Corporate debt instruments (continued)
|
|
|
|
|
|
Pvtpl Intelsat Connect Fin
|
S A Sr Nt 144A 9.5% Due 02-15-2023/08-16-2018 Beo
|
|
|
$ 141,900
|
|
Pvtpl Inventiv Group Hldgs Inc
|
Inventiv Heal 7.5% Due 10-01-2024
|
|
|
18,720
|
|
Pvtpl Irb Hldg Corp
|
Sr Nt 144A 6.75% 02-15-2026
|
|
|
249,375
|
|
Pvtpl Iron Mtn Inc New
|
New Sr Nt 144A 5.25% Due 03-15-2028/12-27-2017 Beo
|
|
|
405,950
|
|
Pvtpl Jackson Natl Life Fdg Llc
|
Tranche Sr 00412 Fltg 2.73631% 10-15-2020 Reg
|
|
|
198,047
|
|
Pvtpl Jaguar Hldg Co Ii
|
Pharmaceutical 6.375% Due 08-01-2023
|
|
|
200,970
|
|
Pvtpl Jefferies Fin Llc
|
Jfin Sr Nt 144A 7.375 Due 04-01-2020 Beo
|
|
|
199,500
|
|
Pvtpl Jeld-Wen Inc
|
Sr Nt 4.625% 12-15-2025
|
|
|
87,500
|
|
Pvtpl Jmp Cr Advisors Clo
|
Ser 14-1Ra Cl A Fltg 01-17-2028
|
|
|
327,078
|
|
Pvtpl Kfc Hldg / Pizza Hut / Taco
|
4.75% Due 06-01-2027
|
|
|
41,850
|
|
Pvtpl Kfc Hldg Co/Pizza Hut Hldgs Llc/Taco
|
144A Bnds 5.25% Due 06-01-26
|
|
|
217,688
|
|
Pvtpl Ladder Cap Fin Hldgs Lllp
|
5.25% Due 10-01-2025 Beo
|
|
|
133,875
|
|
Pvtpl Lincoln Fin Ltd
|
7.375% Due 04-15-2021/03-16-2016
|
|
|
253,125
|
|
Pvtpl Loomis Sayles Clo Ii Ltd
|
Loomis Sayles Ser 15-2A Cls Air Fltg 04-15-2028
|
|
|
277,606
|
|
Pvtpl Masonite Intl Corp
|
New 5.625% Due 03-15-2023/03-23-2015 Beo
|
|
|
74,690
|
|
Pvtpl Masonite Intl Corp
|
New Sr Nt 5.75% Due 09-15-2026
|
|
|
80,113
|
|
Pvtpl Mastr Specialized Ln
|
Tr 2006-01 Mtg Passthru Ctf Cl 144A A 1-25-36
|
|
|
2,029
|
|
Pvtpl Merlin
|
5.75% Due 06-15-2026
|
|
|
202,438
|
|
Pvtpl Metropolitan Life Global Tranche
|
#Tr 00030 2.3% Due 04-10-2019 Beo
|
|
|
199,659
|
|
Pvtpl Michaels Stores Inc
|
5.875 Due 12-15-2020 Beo
|
|
|
94,763
|
|
Pvtpl Microchip Technology Inc
|
Sr Secd Nt 144A 3.922% Due 06-01-2021 Beo
|
|
|
297,596
|
|
Pvtpl Midcontinent
|
Fixed 6.875% Due 08-15-2023
|
|
|
177,325
|
|
Pvtpl Midocean Cr Clo Iv/Midocean Cr Clo Iv
|
Ser 15-4A Cls Ar Fltg 04-15-2027
|
|
|
297,373
|
|
Pvtpl Mondelez Intl Hldgs Neth B V
|
Nt 144A 2% Due 10-28-2021/10-28-2016 Beo
|
|
|
287,440
|
|
Pvtpl Montefiore Med Ctr Ny Gnma Coll
|
Taxbl Rev Bd 144A Due 05-20-27
|
|
|
460,986
|
|
Pvtpl Moog Inc
|
Sr Nt 144A 5.25% Due 12-01-2022/12-01-2018 Beo
|
|
|
228,275
|
|
Pvtpl Mountain View Clo
|
Ser 14-1A Cl Arr Fltg 10-15-2026
|
|
|
299,072
|
|
Pvtpl Mountain View Clo
|
X Ltd Ser 15-10A Cls Ar Fltg 01-13-2027
|
|
|
248,385
|
|
Pvtpl Mountain View Clo
|
X Ltd Ser 15-10A Cls Ar Fltg 01-13-2027
|
|
|
198,708
|
|
Pvtpl Navient Pvt Ed Refi Ln
|
Tr 2018-E Nt Cl A-1 144A 3C7 3.43 Due 12-15-2059
|
|
|
703,010
|
|
Pvtpl Navient Student Ln
|
Ser 18-2A Cl A1 Fltg 03-25-2067
|
|
|
128,575
|
|
Pvtpl Navient Student Ln
|
Tr 2016-5 Nt Cla Fltg 144A Var Rt Due 06-25-2065 Beo
|
|
|
889,819
|
|
Pvtpl Navient Student Ln
|
Tr Sr 2017-3 Cl A-1 Fltg Due 07-26-2066
|
|
|
65,567
|
|
Pvtpl Navient Student Loan Trust
|
Sr 18-Ba Cl A1 Fltg Rt 12-15-2059
|
|
|
195,370
|
|
Pvtpl Navient Student Loan Trust
|
Sr 17-A Cl A1 Fltg Due 12-16-2058
|
|
|
125,610
|
|
Pvtpl Navient Student Ln
|
Tr 2010-1 2010-1 Student Ln Asset Bkd Nt 11-25-2048
|
|
|
138,191
|
|
Pvtpl Navient Student Ln
|
Tr Ser 17-3A Cl A Fltg 02-25-2066
|
|
|
651,758
|
|
Pvtpl Netflix Inc
|
Sr Nt 144A 5.875% 11-15-2028
|
|
|
106,887
|
|
Pvtpl Neuberger Berman Clo Ltd
|
Sr Secd Nt Cl A-1-R2 Frns 3C7 04-15-2027
|
|
|
298,337
|
|
Pvtpl New Enterprise Stone & Lime Co Inc
|
6.25% 03-15-2026
|
|
|
177,450
|
|
Pvtpl New York Life Global Fdg
|
1.95% 02-11-2020
|
|
|
593,201
|
|
Pvtpl Newmark Group Inc
|
Sr Nt 144A 6.125% Due 11-15-2023/11-06-2018 Beo
|
|
|
172,319
|
|
Pvtpl Nissan Mtr Accep Corp Fltg
|
Fltg 09-21-2021 Beo
|
|
|
98,029
|
|
Pvtpl Nova Chemicals Corp
|
Sr Nt 144A 5.25% Due 08-01-2023/08-01-2018 Beo
|
|
|
103,950
|
|
Pvtpl Nova Chemicals Corp
|
Sr Nt 144A 5.25 06-01-2027
|
|
|
194,700
|
(
continued
)
MORGAN
STANLEY 401(k) PLAN
Plan
Number 003, Employer Identification Number 20-8764829
FORM
5500, SCHEDULE H, LINE 4i —
SCHEDULE
OF ASSETS (HELD AT END OF YEAR)
AT
DECEMBER 31, 2018
|
|
|
|
|
(e)
|
|
(b)
|
(c)
|
(d)
|
|
Current
|
(a)
|
Identity of Issuer
|
Description of Investment
|
Cost**
|
|
Value
|
|
Corporate debt instruments (continued)
|
|
|
|
|
|
Pvtpl Ocp Clo
|
2015-9 Ltd Ser 15-9A Cl A1R Fltg 07-15-2027
|
|
|
$ 594,106
|
|
Pvtpl Ocp Clo
|
Ltd Ser 2015-10A Cl A-1-R Fltg 10-26-2027
|
|
|
691,380
|
|
Pvtpl Ofsi Fd Vi Ltd Ser
|
Ser 14-6A A1R Fltg 03-20-2025
|
|
|
90,527
|
|
Pvtpl Oscar Us Fdg
|
Ix Llc Nt Cl A-1 144A2.43684% Due 08-12-2019/09-10-2018 Beo
|
|
|
14,836
|
|
Pvtpl Oscar Us Fdg
|
Ix Llc Nt Cl A-2B 144A Var Rt Due 08-10-2021 Beo
|
|
|
300,697
|
|
Pvtpl Oscar Us Fdg
|
Viii Llc Nt Cl A-2B Fltg 144A 3C7 Var Rt Due 04-12-2021 Beo
|
|
|
155,845
|
|
Pvtpl Palmer Square Ln Fdg
|
2018-4A Ltd Cl A-1 Fltg Rt 11-15-2026
|
|
|
299,952
|
|
Pvtpl Palmer Square Ln Fdg
|
Ser 18-3A Cl A1 Fltg 08-15-2026
|
|
|
236,976
|
|
Pvtpl Palmer Square Ln Fdg
|
Ser 18-3A Cl A1 Fltg 08-15-2026
|
|
|
236,976
|
|
Pvtpl Park Aerospace Hldgs
|
5.25% 08-15-2022
|
|
|
62,888
|
|
Pvtpl Parsley Energy Llc
|
Parsley Fin Corp Sr Nt 144A 5.25% 08-15-2025
|
|
|
226,250
|
|
Pvtpl Party City Hldgs Inc
|
6.625% 08-01-2026
|
|
|
129,220
|
|
Pvtpl Penarth Master Issuer P L C
|
Med Term Nt Cl A1 144A Var Rt Due 03-18-2022
|
|
|
199,129
|
|
Pvtpl Penske Truck Leasing Co L P
|
Ptl 3.375% 02-01-2022
|
|
|
296,651
|
|
Pvtpl Pernod Ricard
|
5.75% Due 04-07-2021
|
|
|
209,618
|
|
Pvtpl Pernod Ricard
|
Sa 4.45 Due 01-15-2022
|
|
|
305,986
|
|
Pvtpl Petsmart Inc
|
5.875% Due 06-01-2025
|
|
|
162,563
|
|
Pvtpl Polaris Inter Corp
|
8.5% 12-01-2022
|
|
|
255,394
|
|
Pvtpl Post Hldgs Inc
|
Sr 5.5% Due 03-01-2025 Beo
|
|
|
292,742
|
|
Pvtpl Post Hldgs Inc
|
Sr 5.75% Due 03-01-2027 Bo
|
|
|
69,375
|
|
Pvtpl Pq Corp
|
Sr Secd 6.75% Due 11-15-2022/05-04-2016 Beo
|
|
|
350,200
|
|
Pvtpl Precision Drilling Corp Precision Drilling Corp
|
7.125% Due 01-15-2026 Beo
|
|
|
43,000
|
|
Pvtpl President & Fellows Harvard Cg
|
Taxable Bd 2008D 144A 6.5 Due 01-15-2039
|
|
|
820,664
|
|
Pvtpl Prestige Brands Inc
|
144A 5.375% Due 12-15-2021/12-17-2013 Beo
|
|
|
175,950
|
|
Pvtpl Quicken Lns Inc
|
5.25% 01-15-2028
|
|
|
238,950
|
|
Pvtpl Quicken Loans Inc
|
5.75% Due 05-01-2025 Beo
|
|
|
177,650
|
|
Pvtpl Realogy Group LlC
|
Realogy Co-Issuer Co 5.25% 12-01-2021
|
|
|
190,000
|
|
Pvtpl Reckitt Benckiser Treas Svcs Plc
|
Fltg Due 06-24-2022
|
|
|
294,766
|
|
Pvtpl Regionalcare Hosp Partners Hldgs Inc
|
144A 8.25% Due 05-01-2023/04-29-2016
|
|
|
217,150
|
|
Pvtpl Reynolds Group Issuer Inc
|
Reynolds 144A 5.125 Due 07-15-2023/06-27-2016
|
|
|
395,288
|
|
Pvtpl Rite Aid Corp
|
Sr 144A 6.125% Due 04-01-2023/04-01-2018 Beo
|
|
|
114,550
|
|
Pvtpl Rockies Express Pipeline Llc
|
6.875% Due 04-15-2040/03-22-2010
|
|
|
57,475
|
|
Pvtpl Sabre Glbl Inc
|
Sr Secd Nt 144A 5.25% Due 11-15-2023/11-15-2018 Beo
|
|
|
44,438
|
|
Pvtpl Sanchez Energy Corp
|
7.25% 02-15-2023
|
|
|
69,275
|
|
Pvtpl Sensata Technologies B V
|
5.0%10-01-2025 Beo
|
|
|
89,300
|
|
Pvtpl Sfr Group Sa Bnds
|
6.25% 144A 6.25% 05-15-2024 Beo
|
|
|
186,500
|
|
Pvtpl Sirius Xm Holdings Inc
|
5.0% Due 08-01-2027
|
|
|
653,331
|
|
Pvtpl Six Flags Entmt Corp
|
New 4.875% Due 07-31-2024/06-16-2016
|
|
|
28,275
|
|
Pvtpl Slm Stud Ln
|
Tr 2007-1 Ast Backed Nt Cl A-5A Var Rt Due 01-26-2026 Reg
|
|
|
96,618
|
|
Pvtpl Slm Student Ln
|
Ser 04-10 Cl A7B Fltg 10-25-2029
|
|
|
701,696
|
|
Pvtpl Smb Private Ed Ln
|
Tr Ser 2018-A Ln Cla-1 Fltg Rate 144A 03-16-2026
|
|
|
129,969
|
|
Pvtpl Smb Private Ed Ln
|
Tr Sr 18-C Cl A-1 Fltg 09-15-2025
|
|
|
415,400
|
|
Pvtpl Smbc Aviation Cap Fin Dac Gtd
|
Sr Nt 144A 2.65% Due 07-15-2021 Beo
|
|
|
291,992
|
|
Pvtpl Sofi Consumer Loan Program
|
Trust 18-3 A1 3.2% 08-25-2027
|
|
|
600,009
|
|
Pvtpl Sound Pt Clo X Ltd/Sound Pt Clo X Inc
|
Sr Secd Nt Cl A-1-R 144A 01-20-2028
|
|
|
593,972
|
(
continued
)
MORGAN
STANLEY 401(k) PLAN
Plan
Number 003, Employer Identification Number 20-8764829
FORM
5500, SCHEDULE H, LINE 4i —
SCHEDULE
OF ASSETS (HELD AT END OF YEAR)
AT
DECEMBER 31, 2018
|
|
|
|
|
(e)
|
|
(b)
|
(c)
|
(d)
|
|
Current
|
(a)
|
Identity of Issuer
|
Description of Investment
|
Cost**
|
|
Value
|
|
Corporate debt instruments (continued)
|
|
|
|
|
|
Pvtpl Southern Co
|
Fltg Due 02-14-2020
|
|
|
$ 399,320
|
|
Pvtpl Sprint Nextel Corp Formerly Sprintcorp Gtd
|
Nt 7 Due 03-01-2020 Beo
|
|
|
307,500
|
|
Pvtpl Standard Chartered Plc
|
Nt Fltg Rate 01-20-2023
|
|
|
198,290
|
|
Pvtpl Stars Group Hldgs B V/Stars Group Us C
|
Sr Nt 7.0% 07-15-2026
|
|
|
257,713
|
|
Pvtpl Std Inds Inc
|
Del 4.75% 01-15-2028
|
|
|
175,560
|
|
Pvtpl Summit Materials Llc
|
5.125% Due 06-01-2025 Beo
|
|
|
68,250
|
|
Pvtpl Suntory Hldgs Ltd
|
2.55% Due 06-28-2022
|
|
|
287,534
|
|
Pvtpl Symantec Corp
|
5.0% Due 04-15-2025
|
|
|
219,179
|
|
Pvtpl Talen Energy Supply Llc
|
9.5% Due 07-15-2022
|
|
|
140,700
|
|
Pvtpl Tallgrass Energy Partners
|
Lp 5.5% Due 01-15-2028 Beo
|
|
|
115,200
|
|
Pvtpl Targa Res Partners Lp
|
Targa Res 5.875% Due 04-15-2026
|
|
|
92,388
|
|
Pvtpl Team Health Holdings Inc
|
144A 6.375% Due 02-01-2025/02-01-2017 Beo
|
|
|
122,438
|
|
Pvtpl Teck Resources Limited
|
Sr Nt 144A 8.5% Due 06-01-2024/06-07-2016 Beo
|
|
|
125,336
|
|
Pvtpl Telesat Cda/Telesat Llc
|
144A 8.875% Due 11-15-2024
|
|
|
93,600
|
|
Pvtpl Telos Clo Ltd
|
Ser 2014-5A Cl A-1-Rfltg Rate 04-17-2028
|
|
|
268,261
|
|
Pvtpl Tempo Acquisition Lic
|
Tempo Acquisitio 6.75% 06-01-2025
|
|
|
143,375
|
|
Pvtpl Tenet Healthcare Corp
|
7.5% 01-01-2022
|
|
|
96,425
|
|
Pvtpl Ticp Clo Ii-2 Ltd
|
Ticp Clo Ii-2 Llc Ser 18-Iia Cl A1 Fltg 04-20-2028
|
|
|
297,352
|
|
Pvtpl Transocean Inc
|
7.5% Due 01-15-2026 Beo
|
|
|
188,663
|
|
Pvtpl Transocean Inc
|
Sr Nt 7.25% 11-01-2025 Beo
|
|
|
113,425
|
|
Pvtpl Transocean Pontus Ltd
|
6.125% Due 08-01-2025
|
|
|
82,025
|
|
Pvtpl Trillium Cr Card Tr Ii
|
Fltg Ser 2018-1A Cl A 02-27-2023 Beo
|
|
|
499,085
|
|
Pvtpl Trinseo Matls Oper S C A
|
Trinseo 5.375% Due 09-01-2025
|
|
|
113,620
|
|
Pvtpl Tronox Inc
|
Sr Nt 144A 6.5% 04-15-2026
|
|
|
236,550
|
|
Pvtpl Ubs Ag London Brh
|
Sr Nt Fltg Rate Due 06-08-2020
|
|
|
299,836
|
|
Pvtpl Ubs Ag London Brh
|
Sr Nt Fltg Rate Due 06-08-2020
|
|
|
199,890
|
|
Pvtpl Univision Communications Inc
|
Sr Secd Nt 144A 5.125% Due 05-15-2023 Beo
|
|
|
85,263
|
|
Pvtpl Univision Communications Inc
|
Sr Secd Nt 6.75 Due 09-15-2022
|
|
|
121,390
|
|
Pvtpl Upcb Fin Iv Ltd
|
Secd 144A 5.375% Due 01-15-2025/04-15-2015 Beo
|
|
|
257,158
|
|
Pvtpl Usis Merger Sub Inc
|
6.875% Due 05-01-2025 Beo
|
|
|
146,896
|
|
Pvtpl Valeant Pharmaceuticals Intl
|
8.5% 01-31-2027
|
|
|
87,300
|
|
Pvtpl Valeant Pharmaceuticals Intl Inc
|
Cda 7.0% Due 03-15-2024
|
|
|
313,100
|
|
Pvtpl Valeant Pharmaceuticals Intl Inc
|
Cda 6.5% Due 03-15-2022 Beo
|
|
|
356,775
|
|
Pvtpl Valeant Pharmaceuticals
|
Usd Sr 6.125% Due 04-15-2025/03-27-2015
|
|
|
174,500
|
|
Pvtpl Venture Cdo Ltd
|
Ser 18-35A Cls As 144A Fltg Rt 10-22-2031 Beo
|
|
|
598,907
|
|
Pvtpl Venture Cdo Ltd
|
Ser 15-21A Fltg Rate Due 07-15-2027
|
|
|
395,641
|
|
Pvtpl Venture Cdo Ltd
|
Sr 14-17A Cl Arr Fltg 04-15-2027
|
|
|
197,032
|
|
Pvtpl Venture Vii Cdo Ltd
|
Venture Vii Cdo Co Var Rt Due 01-20-2022 Beo
|
|
|
107,304
|
|
Pvtpl Venture Xii Clo Ltd
|
Ser 2012-12A Cl A-Rr Fltg 02-28-2026
|
|
|
358,721
|
|
Pvtpl Venture Xii Clo Ltd
|
Ser 2012-12A Cl A-Rr Fltg 02-28-2026
|
|
|
298,934
|
|
Pvtpl Venture Xvi Clo Ltd
|
Ser 14-16A Cl A-Rr Var Rate 01-15-2029
|
|
|
493,195
|
|
Pvtpl Vfh Parent Llc Orchestra Co-Issuerinc
|
07-20-2017 6.75% Due 06-15-2022
|
|
|
179,814
|
|
Pvtpl Viasat Inc
|
Sr Nt 144A 5.625% 09-15-2025
|
|
|
220,800
|
|
Pvtpl Viking Cruises Ltd
|
5.875% Due 09-15-2027 Beo
|
|
|
177,175
|
|
Pvtpl Vistra Operations Co Llc
|
5.5% Due 09-01-2026 Beo
|
|
|
81,813
|
(
continued
)
MORGAN
STANLEY 401(k) PLAN
Plan
Number 003, Employer Identification Number 20-8764829
FORM
5500, SCHEDULE H, LINE 4i —
SCHEDULE
OF ASSETS (HELD AT END OF YEAR)
AT
DECEMBER 31, 2018
|
|
|
|
|
(e)
|
|
(b)
|
(c)
|
(d)
|
|
Current
|
(a)
|
Identity of Issuer
|
Description of Investment
|
Cost**
|
|
Value
|
|
Corporate debt instruments (continued)
|
|
|
|
|
|
Pvtpl Volkswagen Group Amer Fin Llc
|
Fltg Rt 11-12-2021 Beo
|
|
|
$ 297,065
|
|
Pvtpl Volkswagen Group Amer Fin Llc
|
Gtd Nt 3C7 2.45% Due 11-20-2019 Reg
|
|
|
198,093
|
|
Pvtpl Volkswagen Group Amer Fin Llc
|
Gtd Nt 2.125 Due 05-23-2019
|
|
|
497,562
|
|
Pvtpl Volkswagen Group Amer
|
Fltg Rate 3.875% Due 11-13-2020
|
|
|
301,464
|
|
Pvtpl Volkswagen Group Amer
|
Fltg Rate 3.875% Due 11-13-2020
|
|
|
401,952
|
|
Pvtpl Voya Clo Ltd
|
Ser 14-3A Cl A1R Fltg Rt 07-25-2026 Due 07-25-2026 Beo
|
|
|
626,351
|
|
Pvtpl Wand Merger Corp
|
Sr Nt 8.125% 07-15-2023
|
|
|
121,875
|
|
Pvtpl Wand Merger Corp
|
Sr Nt 9.125% 07-15-2026
|
|
|
106,975
|
|
Pvtpl Wex Inc
|
4.75 Due 02-01-2023
|
|
|
195,000
|
|
Pvtpl Whitehorse X Ltd/Whitehorse X Llc
|
Sr Secd Nt Cl A-1-R Fltg 04-17-2027
|
|
|
299,344
|
|
Pvtpl Williams Scotsman Intl Inc
|
6.875% Due 08-15-2023 Beo
|
|
|
48,000
|
|
Pvtpl Williams Scotsman Intl Inc
|
Sr Secd Nt 7.875% 12-15-2022
|
|
|
171,063
|
|
Pvtpl World Omni Select Auto
|
Tr Ser-18-1A Cl-A1 2.7822% 11-15-2019 Beo
|
|
|
237,653
|
|
Pvtpl Wyndham Hotels & Resorts Inc
|
5.375% 04-15-2026
|
|
|
72,000
|
|
Pvtpl Xpo Logistics Inc
|
6.5% 06-15-2022
|
|
|
148,688
|
|
Pvtpl Xpo Logistics Inc
|
Sr Nt 144A 6.125% Due 09-01-2023/08-25-2016 Beo
|
|
|
274,883
|
|
Pvtpl Z Cap Cr Partners ClO
|
Ser 15-1A Cl A1R Fltgt Rt 07-16-2027
|
|
|
99,351
|
|
Pvtpl Zais Clo 1 Ltd
|
Ser 14-1A Cl A-1A-R Fltg Rt 04-15-2028
|
|
|
199,019
|
|
Pvtpl Zayo Group Llc/Zayo Cap Inc
|
Sr 5.75% 01-15-2027
|
|
|
213,308
|
|
Pvtpl Zekelman Inds Inc
|
Sr Secd Nt 144A 9.875% Due 06-15-2023/06-14-2016 Beo
|
|
|
105,250
|
|
Pvtpl Zf North Amer Cap Inc
|
Nt 144A 4.5%Due 04-29-2022 Beo
|
|
|
195,363
|
|
Pvtpl1 Nielsen Fin Llc
|
144A 5 Due 04-15-2022
|
|
|
253,075
|
|
Pvtpltralee Clo Iii Ltd
|
Ser 2014-3A Cl A-R Fltg 10-20-2027
|
|
|
698,741
|
|
Pvtplvolkswagen Group Amer Fin Llc Gtd
|
Nt Fltg 11-13-2020
|
|
|
297,996
|
|
Qep Res Inc
|
5.625% 03-01-2026
|
|
|
20,750
|
|
Qep Res Inc
|
6.875% Due 03-01-2021
|
|
|
503,750
|
|
Rabobank Nederland
|
Eur200000
|
|
|
234,774
|
|
Rabobank Nederland
|
Fltg Rt 3.68163% Due 09-26-2023
|
|
|
690,892
|
|
Radiate Holdco Llc
|
6.625% Due 02-15-2025
|
|
|
285,450
|
|
Radiate Holdco Llc
|
6.875% Due 02-15-2023
|
|
|
49,913
|
|
Range Res Corp
|
5.0% 03-15-2023
|
|
|
130,240
|
|
Regency Energy Partners
|
5.75 Due 09-01-2020 Reg
|
|
|
307,888
|
|
Reynolds Group
|
6.875% Due 02-15-2021
|
|
|
51,981
|
|
Reynolds Group Issuer Inc
|
Reynolds Fltg Rt 144A 7-15-2021
|
|
|
54,794
|
|
Rockwell Collins
|
2.8% Due 03-15-2022
|
|
|
194,397
|
|
Rose Rock
|
5.625% Due 07-15-2022
|
|
|
353,438
|
|
Royal Bk Scotland
|
3.875% Due 09-12-2023
|
|
|
191,737
|
|
Royal Bk Scotland
|
6.4% Due 10-21-2019
|
|
|
306,266
|
|
Royal Bk Scotland
|
Fltg Rt 4.15375% Due 05-15-2023
|
|
|
291,016
|
|
Royal Bk Scotland Group Plc
|
4.519% Due 06-25-2024
|
|
|
294,369
|
|
Royal Bk Scotland Group Plc
|
Sr Nt Fltg Rate Due 06-25-2024/06-25-2023 Reg
|
|
|
191,072
|
|
Royal Bk Scotland Group Plc
|
Sr Nt Fltg Rate Due 06-25-2024/06-25-2023 Reg
|
|
|
477,681
|
|
Royal Bk Scotland Grp Plc
|
Perpetual Sub Fltg Rt Due 12-29-2049
|
|
|
198,000
|
|
Rpi Finance Trust
|
Term Loan B First Liendue 03-16-2023 Beo
|
|
|
106,170
|
|
Sabine Pass
|
5.625% Due 03-01-2025
|
|
|
519,230
|
(
continued
)
MORGAN
STANLEY 401(k) PLAN
Plan
Number 003, Employer Identification Number 20-8764829
FORM
5500, SCHEDULE H, LINE 4i —
SCHEDULE
OF ASSETS (HELD AT END OF YEAR)
AT
DECEMBER 31, 2018
|
|
|
|
|
(e)
|
|
(b)
|
(c)
|
(d)
|
|
Current
|
(a)
|
Identity of Issuer
|
Description of Investment
|
Cost**
|
|
Value
|
|
Corporate debt instruments (continued)
|
|
|
|
|
|
Sabine Pass Liquefaction Llc
|
Sr Secd Nt 5.625 Due 02-01-2021
|
|
|
$ 309,098
|
|
Sabra Health Care Ltd Partnership
|
5.5 Due 02-01-2021
|
|
|
295,738
|
|
Sabre Glbl Inc. (Fka Sabre Inc.)
|
2018 Other Term B Loan 02-22-2024
|
|
|
109,528
|
|
Salesforce Com Inc
|
3.25% Bnds 04-11-2023
|
|
|
301,541
|
|
Santander Dr Auto
|
2.73% Due 04-15-2021
|
|
|
499,059
|
|
Santander Dr Auto
|
Ser 18-4 Cl A1 2.41253% 08-15-2019
|
|
|
115,214
|
|
Santander Uk Group
|
3.571% Due 01-10-2023
|
|
|
191,437
|
|
Santander Uk Plc
|
2.5% Due 03-14-2019
|
|
|
299,666
|
|
Santander Uk Plc
|
Fltg Rt 4.2575% Due 03-14-2019
|
|
|
701,272
|
|
Santander Uk Plc
|
Nt Fltg Due 06-01-2021 Reg
|
|
|
247,241
|
|
Sba Communications
|
Fixed 4% Due 10-01-2022
|
|
|
242,888
|
|
Scientific Games Intl Inc
|
6.25 Due 09-01-2020 Reg
|
|
|
144,000
|
|
Sempra Energ
|
Nt Fltg Rate Due 03-15-2021 Reg
|
|
|
97,963
|
|
Service Corp Intl
|
4.625% Due 12-15-2027
|
|
|
94,000
|
|
Service Corp Intl
|
5.375% Due 01-15-2022
|
|
|
106,265
|
|
Service Corp Intl
|
5.375% Due 05-15-2024
|
|
|
148,500
|
|
Sinclair T.V.
|
5.375% Due 04-01-2021
|
|
|
104,738
|
|
Sinclair T.V.
|
5.875% Due 03-15-2026
|
|
|
37,300
|
|
Sinclair T.V.
|
6.125% Due 10-01-2022
|
|
|
291,168
|
|
Sl Green Oper
|
Fltg Rt 3.66288% Due 08-16-2021
|
|
|
298,719
|
|
Sl Green Oper
|
Fltg Rt 3.66288% Due 08-16-2021
|
|
|
697,011
|
|
Slc Student Ln
|
Tr 2006-1 Asset Backed Ntcl A-5 Fltg Var 03-15-2027 Reg
|
|
|
185,280
|
|
Slm Corp Medium Term
|
Nts Book Entry Tranche # Tr 00107 7.25% Due 01-25-2022
|
|
|
482,500
|
|
Slm Corp Medium Term
|
Nts Book Entry Mtn 4.875 Due 06-17-2019
|
|
|
137,483
|
|
Slm Stud Ln
|
Tr 2005-9 Stud Ln-Bkd Nt Cl A-6 10-26-2026 Reg
|
|
|
26,312
|
|
Slm Student Ln Tr
|
2005-4 Cl A-3 Var Rt Due 01-25-2027
|
|
|
344,316
|
|
Slm Student Ln Tr
|
2005-7 Student Ln-Bkd Nt Cl A-4 Var 10-25-2029 Reg
|
|
|
788,581
|
|
Slm Student Ln Tr
|
Pvtpl Ser 2004-8A Cl A5 Flt Rt Due 04-25-2024
|
|
|
80,648
|
|
Sm Energy Co
|
5.625% Due 06-01-2025
|
|
|
195,750
|
|
Sm Energy Co
|
6.625% Due 01-15-2027
|
|
|
35,400
|
|
Smbc Aviation Cap
|
4.125% Due 07-15-2023
|
|
|
200,909
|
|
Solenis Holdings Llc
|
Trm Bk 06-26-2025 Beo
|
|
|
33,775
|
|
Solenis Intl Lp/Solenis Hldgs 3 Llc
|
Due 06-26-2025 Beo
|
|
|
81,820
|
|
Solvay Finance
|
Am 3.4% Gtd Snr 03/12/2020 Usd
|
|
|
198,950
|
|
Sonic Automotive
|
6.125% Due 03-15-2027
|
|
|
58,625
|
|
Southern Pwr Co
|
Due 12-20-2020/12-20-2019 Beo
|
|
|
197,533
|
|
Southwestn Energy
|
Fixed 7.5% Due 04-01-2026
|
|
|
103,950
|
|
Southwestn Energy
|
Fixed 7.75% Due 10-01-2027
|
|
|
71,250
|
|
Spectra Energy Partners Lp
|
Sr Nt Fltg Due 06-05-2020 Reg
|
|
|
198,762
|
|
Spectrum Brands Inc
|
6.625 Due 11-15-2022 Reg
|
|
|
177,188
|
|
Spi Australia Assets Pty Mtn
|
3.3% 09/04/2023
|
|
|
395,954
|
|
Springleaf Fin
|
5.25% Due 12-15-2019
|
|
|
210,500
|
|
Springleaf Fin
|
6.875% Due 03-15-2025
|
|
|
228,225
|
|
Springleaf Fin
|
7.125% Due 03-15-2026
|
|
|
147,263
|
|
Springleaf Fin
|
8.25% Due 12-15-2020
|
|
|
103,500
|
(
continued
)
MORGAN
STANLEY 401(k) PLAN
Plan
Number 003, Employer Identification Number 20-8764829
FORM
5500, SCHEDULE H, LINE 4i —
SCHEDULE
OF ASSETS (HELD AT END OF YEAR)
AT
DECEMBER 31, 2018
|
|
|
|
|
(e)
|
|
(b)
|
(c)
|
(d)
|
|
Current
|
(a)
|
Identity of Issuer
|
Description of Investment
|
Cost**
|
|
Value
|
|
Corporate debt instruments (continued)
|
|
|
|
|
|
Springleaf Fin Corp
|
6 Due 06-01-2020 Reg
|
|
|
$ 25,063
|
|
Springleaf Fin Corp
|
7.75 Due 10-01-2021
|
|
|
200,750
|
|
Sprint Cap Corp
|
6.875% Due 11-15-2028
|
|
|
434,700
|
|
Sprint Cap Corp
|
6.9% Due 05-01-2019
|
|
|
90,450
|
|
Sprint Cap Corp
|
8.75% Due 03-15-2032
|
|
|
353,425
|
|
Sprint Corp
|
7.125% Due 06-15-2024
|
|
|
203,020
|
|
Sprint Corp
|
Fixed 7.625% Due 02-15-2025
|
|
|
60,000
|
|
Sprint Corporation
|
7.25% Due 09-15-2021
|
|
|
102,350
|
|
Sprint Nextel Corp
|
6 Due 11-15-2022
|
|
|
147,200
|
|
Sprint Nextel Corp
|
7% Due 08-15-2020
|
|
|
127,975
|
|
Src Energy Inc
|
6.25% 12-01-2025
|
|
|
91,300
|
|
Stars Group Holdings
|
B.V. Term Loan Due 07-10-2025 Beo
|
|
|
206,778
|
|
Starwood Ppty Tr
|
5% Due 12-15-2021
|
|
|
329,138
|
|
Starwood Ppty Tr
|
Fixed 3.625% Due 02-01-2021
|
|
|
110,688
|
|
State Str Corp
|
Var Rate 3.776% 12-03-2024
|
|
|
100,238
|
|
Steel Dynamics Inc
|
5% Due 12-15-2026
|
|
|
36,005
|
|
Steel Dynamics Inc
|
5.125% Due 10-01-2021
|
|
|
64,919
|
|
Steel Dynamics Inc
|
5.25% Due 04-15-2023
|
|
|
42,409
|
|
Steel Dynamics Inc
|
Fixed 4.125% 09-15-2025
|
|
|
33,994
|
|
Sterigenics-Nordio
|
8.125% Due 11-01-2021
|
|
|
314,900
|
|
Subn Propane
|
5.5% Due 06-01-2024
|
|
|
60,450
|
|
Subn Propane
|
5.875% Due 03-01-2027
|
|
|
88,500
|
|
Sumitomo Mitsui
|
2.934% Due 03-09-2021
|
|
|
296,842
|
|
Sumitomo Mitsui Banking Corp
|
2.45% Due 01-16-2020
|
|
|
496,021
|
|
Sumitomo Mitsui Banking
|
Fltg 10-16-2020 Beo
|
|
|
298,006
|
|
Sumitomo Mitsui Banking
|
Fltg Rt Due 01-17-2020
|
|
|
299,736
|
|
Sumitomo Mitsui Tr Bk Ltd
|
144A Frn 03-06-2019
|
|
|
300,080
|
|
Summit Matls Llc
|
8.5% Due 04-15-2022
|
|
|
193,325
|
|
Summit Matls Llc
|
Fin 6.125% 07-15-2023
|
|
|
190,080
|
|
Summit Midstream Hldgs Llc
|
Summit Mids 5.75% 04-15-2025
|
|
|
138,000
|
|
Sunoco Lp / Sunoc0
|
4.875% Due 01-15-2023
|
|
|
238,875
|
|
Sunoco Lp/Sunoco
|
Fixed 5.5% Due 02-15-2026
|
|
|
80,538
|
|
Svenska
|
2.5% Due 01-25-2019
|
|
|
249,916
|
|
Swedbank Ab Medium
|
2.375% Due 02-27-2019
|
|
|
199,813
|
|
Sydney Airport Finance
|
144A 5.125 Due 02-22-2021
|
|
|
412,714
|
|
Synchrony Bk
|
3.65% Due 05-24-2021
|
|
|
244,612
|
|
Syngenta Fin N V
|
N V 3.698% Due 04-24-2020
|
|
|
297,826
|
|
Tallgrass Energy
|
4.75% Due 10-01-2023
|
|
|
72,375
|
|
Targa Res Partners
|
Fixed 5% Due 01-15-2028
|
|
|
140,275
|
|
Teck Res Ltd
|
5.2 Due 03-01-2042 Reg
|
|
|
58,800
|
|
Telecom Italia Cap
|
6% Due 09-30-2034
|
|
|
177,325
|
|
Telecom Italia Cap
|
6.375% Due 11-15-2033
|
|
|
112,829
|
|
Teleflex Inc
|
4.625% 11-15-2027
|
|
|
185,500
|
|
Telenet Fin Lux
|
5.5% Snr Sec 01/03/2028 Usd
|
|
|
364,000
|
|
Tenet Healthcare
|
6.75% Due 02-01-2020
|
|
|
264,669
|
(
continued
)
MORGAN
STANLEY 401(k) PLAN
Plan
Number 003, Employer Identification Number 20-8764829
FORM
5500, SCHEDULE H, LINE 4i —
SCHEDULE
OF ASSETS (HELD AT END OF YEAR)
AT
DECEMBER 31, 2018
|
|
|
|
|
(e)
|
|
(b)
|
(c)
|
(d)
|
|
Current
|
(a)
|
Identity of Issuer
|
Description of Investment
|
Cost**
|
|
Value
|
|
Corporate debt instruments (continued)
|
|
|
|
|
|
Tenet Healthcare Corp
|
4.625% Snr Sec Nts07-15-2024
|
|
|
$ 165,540
|
|
Tenet Healthcare Corp
|
5.5% 03-01-2019
|
|
|
20,020
|
|
Tenet Healthcare Corp
|
8.125 Due 04-01-2022
|
|
|
205,513
|
|
Tenneco Inc
|
5% Due 07-15-2026
|
|
|
138,465
|
|
Tesoro Logistics
|
6.25% Due 10-15-2022
|
|
|
189,720
|
|
Teva
|
2.2% Due 07-21-2021
|
|
|
211,419
|
|
Teva Pharmaceutical B V
|
6.0% 04-15-2024
|
|
|
245,619
|
|
Textron Inc Fltg
|
11-10-2020 Beo
|
|
|
693,972
|
|
Thc Escr Corp 6
|
Due 10-01-2020
|
|
|
101,250
|
|
Time Warner Cable
|
8.75% Due 02-14-2019
|
|
|
201,117
|
|
Titan Acquisition Limited/Titan
|
Due 03-15-2025 Beo
|
|
|
158,417
|
|
T-Mobile Usa Inc
|
4.5% Bnds Due 02-01-2026
|
|
|
87,163
|
|
T-Mobile Usa Inc
|
4.75% 02-01-2028
|
|
|
99,550
|
|
T-Mobile Usa Inc
|
5.375% Due 04-15-2027
|
|
|
48,250
|
|
T-Mobile Usa Inc
|
6% Due 04-15-2024
|
|
|
135,000
|
|
T-Mobile Usa Inc
|
6.375% Due 03-01-2025
|
|
|
323,200
|
|
T-Mobile Usa Inc
|
6.5 Due 01-15-2024
|
|
|
61,350
|
|
T-Mobile Usa Inc
|
6.5% Due 01-15-2026
|
|
|
153,000
|
|
Toledo Edison Co
|
7.25% Due 05-01-2020
|
|
|
86,136
|
|
Toll Bros Fin Corp
|
4.875% Due 03-15-2027
|
|
|
90,500
|
|
Toll Bros Fin Corp
|
4.875% Due 11-15-2025
|
|
|
18,700
|
|
Toronto Dominion
|
2.25% Due 09-25-2019
|
|
|
298,769
|
|
Total Cap
|
4.45% Due 06-24-2020
|
|
|
306,159
|
|
Townsquare Media
|
6.5% Due 04-01-2023
|
|
|
216,200
|
|
Toyota Mtr Cr Corp Medium Term
|
Nts Book Var 05-17-2022
|
|
|
197,783
|
|
Transdigm Inc
|
5.5 Due 10-15-2020
|
|
|
79,400
|
|
Transdigm Inc
|
6% Due 07-15-2022
|
|
|
142,825
|
|
Transdigm Inc
|
6.375% Due 06-15-2026
|
|
|
79,050
|
|
Transdigm Inc
|
6.5% Due 05-15-2025
|
|
|
95,500
|
|
Transocean
|
5.875% Due 01-15-2024
|
|
|
100,538
|
|
Transocean Inc
|
6.8% Due 03-15-2038
|
|
|
119,700
|
|
Treehouse Foods
|
4.875% Due 03-15-2022
|
|
|
122,813
|
|
Tri Pointe Group
|
5.25% Due 06-01-2027
|
|
|
116,955
|
|
Tri Pointe Group
|
5.875% Due 06-15-2024
|
|
|
66,938
|
|
Tribune Media Co
|
5.875% Due 07-15-2022
|
|
|
442,200
|
|
Trinidad Drilling
|
6.625% Due 02-15-2025
|
|
|
151,275
|
|
Triumph Group Inc
|
5.25% Due 06-01-2022
|
|
|
117,450
|
|
Triumph Group Inc
|
Fixed 7.75% Due 08-15-2025
|
|
|
61,775
|
|
U S Bk Natl Assn Cincinnati Ohio Medium
|
Fltg 07-24-2020
|
|
|
249,401
|
|
Ubs Ag London Brh
|
Nt Fltg 144A Due 05-28-2019 Beo
|
|
|
599,773
|
|
Ubs Ag London Brh
|
Nt Fltg 144A Due 12-01-2020/11-01-2020 Beo
|
|
|
199,029
|
|
Ubs Ag Stamford
|
7.625% Due 08-17-2022
|
|
|
745,500
|
|
Unibail-Rodamco Se Fr Snr Emtn
|
04/19 Usd200000
|
|
|
300,561
|
|
Unit Corp
|
6.625% Due 05-15-2021
|
|
|
189,280
|
|
United Rentals North Amer Inc
|
4.875% Due01-15-2028
|
|
|
109,688
|
(
continued
)
MORGAN
STANLEY 401(k) PLAN
Plan
Number 003, Employer Identification Number 20-8764829
FORM
5500, SCHEDULE H, LINE 4i —
SCHEDULE
OF ASSETS (HELD AT END OF YEAR)
AT
DECEMBER 31, 2018
|
|
|
|
|
(e)
|
|
(b)
|
(c)
|
(d)
|
|
Current
|
(a)
|
Identity of Issuer
|
Description of Investment
|
Cost**
|
|
Value
|
|
Corporate debt instruments (continued)
|
|
|
|
|
|
United Rentals North Amer Inc
|
5.5% Due 07-15-2025
|
|
|
$ 56,550
|
|
United Rentals North Amer Inc
|
6.5% Due 12-15-2026 Reg
|
|
|
88,650
|
|
Usa Compression
|
6.875% Due 04-01-2026
|
|
|
115,200
|
|
Utd Rentals N Amer
|
4.625% Due 10-15-2025
|
|
|
31,238
|
|
Utd Rentals N Amer
|
5.5% Due 05-15-2027
|
|
|
139,125
|
|
Utd Technologies
|
3.1% Due 06-01-2022
|
|
|
293,773
|
|
Verisign Inc
|
Fixed 4.75% Due 07-15-2027
|
|
|
103,158
|
|
Verizon Fixed
|
3.376% Due 02-15-2025
|
|
|
871,427
|
|
Verizon Fixed
|
3.376% Due 02-15-2025
|
|
|
420,187
|
|
Verscend Holding Corp.
|
Term Loan 08-27-2025 Beo
|
|
|
95,805
|
|
Vici Pptys 1 Llc
|
8% Due 10-15-2023
|
|
|
247,250
|
|
Virgin Media Secd Fin Plc
|
5.25% 01-15-2021
|
|
|
198,820
|
|
Vizient Inc
|
10.375% Due 03-01-2024
|
|
|
63,600
|
|
Voc Escrow Ltd
|
5% Due 02-15-2028
|
|
|
87,638
|
|
Volkswagen Group
|
4% Due 11-12-2021
|
|
|
299,814
|
|
Warner Media Llc
|
4% Due 01-15-2022
|
|
|
303,689
|
|
Waste Pro Usa Inc
|
5.5% Due 02-15-2026
|
|
|
87,400
|
|
Weatherford Intl
|
6.75% Due 09-15-2040
|
|
|
51,500
|
|
Weatherford Intl
|
8.25% Due 06-15-2023
|
|
|
31,800
|
|
Weatherford Intl
|
Fixed 9.875% Due 02-15-2024
|
|
|
71,980
|
|
Weatherford Intl Ltd Bermuda
|
Sr 5.125% Due 09-15-2020 Reg
|
|
|
251,160
|
|
Wells Fargo & Co Fltg Rt
|
3.77575% Due 12-07-2020
|
|
|
503,246
|
|
Wells Fargo & Co Fltg Rt
|
4.07613% Due 03-04-2021
|
|
|
202,090
|
|
Wells Fargo & Co
|
New NT Fltg Due 10-31-2023/10-31-2022 Reg
|
|
|
697,835
|
|
Wells Fargo Bank Natl Association
|
Fltg Rt 07-23-2021
|
|
|
248,575
|
|
Wells Fargo Bk N A San Fr
|
an Cal Fltg 03-25-2020
|
|
|
248,850
|
|
Wells Fargo Bk N A San Fr
|
an Cal Fltg 03-25-2020
|
|
|
298,619
|
|
Wells Fargo Home
|
Fltg Rt 3.48988% Due 10-25-2034
|
|
|
59,792
|
|
Wesco Distr Inc
|
5.375% Due 06-15-2024
|
|
|
259,188
|
|
Westlake
|
2.84% Due 09-15-2021
|
|
|
450,060
|
|
Westpac Bkg Corp
|
Nt Fltg Rate Due 05-15-2020 Reg
|
|
|
199,025
|
|
Wework Cos Inc
|
7.875% Due 05-01-2025
|
|
|
115,375
|
|
Weyerhaeuser Co
|
7.375% Due 10-01-2019
|
|
|
205,505
|
|
Whiting Pete Corp
|
6.25% Due 04-01-2023
|
|
|
91,000
|
|
Whiting Petroleum Corp
|
6.625% Due 01-15-2026 Beo
|
|
|
4,288
|
|
Wideopenwest Finance, Llc
|
Term Loan B Due 08-18-2023 Beo
|
|
|
183,822
|
|
Wildhorse Res Dev
|
Fixed 6.875% Due 02-01-2025
|
|
|
208,845
|
|
William Morris Endeavor Entmt Llc (Img Hldngs, Llc)
|
Term B-1 Ln 05-18-25
|
|
|
191,931
|
|
Woodside Fin Ltd Gtd Nt
|
Nt 4.6% Due 05-10-2021/05-10-2011 Beo
|
|
|
101,183
|
|
World Omni Automobile Lease Ser
|
Lease Ser 17-A Cls A3 2.13% Due 04-15-2020
|
|
|
298,291
|
|
Wpp Fin
|
2010 4.75 Due 11-21-2021
|
|
|
305,518
|
|
Wpx Energy Inc
|
6% Due 01-15-2022
|
|
|
19,450
|
|
Wpx Energy Inc
|
Fixed 5.75% 06-01-2026
|
|
|
144,800
|
|
Wyndham Worldwide Corp
|
3.9% Due 03-01-2023 Reg
|
|
|
138,000
|
|
Wyndham Worldwide Corp
|
4.5% 04-01-2027
|
|
|
36,700
|
(
continued
)
MORGAN
STANLEY 401(k) PLAN
Plan
Number 003, Employer Identification Number 20-8764829
FORM
5500, SCHEDULE H, LINE 4i —
SCHEDULE
OF ASSETS (HELD AT END OF YEAR)
AT
DECEMBER 31, 2018
|
|
|
|
|
(e)
|
|
(b)
|
(c)
|
(d)
|
|
Current
|
(a)
|
Identity of Issuer
|
Description of Investment
|
Cost**
|
|
Value
|
|
Corporate debt instruments (continued)
|
|
|
|
|
|
Wyndham Worldwide Corp
|
5.625 Due 03-01-2021 Reg
|
|
|
$ 48,755
|
|
Zayo Group Llc
|
6.375% Due 05-15-2025
|
|
|
218,550
|
|
|
|
|
|
|
|
Derivative investments
|
|
|
|
|
|
Goldman Sachs Int London
|
Cds / Sts Deutgb2L 10-17-2057 Swpc0Ble0
|
|
|
195
|
|
Goldman Sachs Int London
|
Cds / Sts Deutgb2L 10-17-2057 Swpc0Ble0
|
|
|
195
|
|
Goldman Sachs Int London
|
Cds / Sts Deutgb2L 10-17-2057 Swpc0Ble0
|
|
|
195
|
|
Goldman Sachs Int London
|
Cds / Sts Deutgb2L 10-17-2057 Swpc0Ble0
|
|
|
195
|
|
Goldman Sachs Int London
|
Cds / Sts Deutgb2L 10-17-2057 Swpc0Ble0
|
|
|
195
|
|
Goldman Sachs Int London
|
Cds / Sts Gsilgb2X 01-17-2047 Swpc03Q03
|
|
|
3,333
|
|
Goldman Sachs Int London
|
Cds / Sts Gsilgb2X 05-11-2063 Swpc722Y0
|
|
|
596
|
|
Goldman Sachs Int London
|
Cds / Sts Gsilgb2X 05-11-2063 Swpc722Y0
|
|
|
596
|
|
Goldman Sachs Int London
|
Cds / Sts Gsilgb2X 10-17-2057 Swpc0Atk0
|
|
|
974
|
|
Goldman Sachs Int London
|
Cds / Sts Gsilgb2X 10-17-2057 Swpc0Atk0
|
|
|
195
|
|
Goldman Sachs Int London
|
Cds / Sts Gsilgb2X 10-17-2057 Swpc0Atk0
|
|
|
195
|
|
Goldman Sachs Int London
|
Cds / Sts Gsilgb2X 10-17-2057 Swpc0Atk0
|
|
|
195
|
|
Goldman Sachs Int London
|
Cds / Sts Gsilgb2X 10-17-2057 Swpc0Atk0
|
|
|
195
|
|
Goldman Sachs And Co
|
Cds / Sts Ice_Goldus 06-20-2022 Swpc0Fa52
|
|
|
8,133
|
|
Goldman Sachs And Co
|
Cds / Sts Ice_Goldus 06-20-2023 Swpc0Gpj4
|
|
|
38,105
|
|
Goldman Sachs And Co
|
Cds / Sts Ice_Goldus 12-20-2023 Swpc0Hcn7
|
|
|
114,124
|
|
Goldman Sachs And Co
|
Cds / Sts Ice_Sbsius 06-20-2023 Swpc0Gs10
|
|
|
24,414
|
|
Goldman Sachs And Co
|
Cds / Sts Ice_Sbsius 12-20-2020 Swpc0B1G7
|
|
|
10,545
|
|
Goldman Sachs And Co
|
Cds / Sts Ice_Sbsius 12-20-2023 Swpc0Hcn7
|
|
|
9,557
|
|
Goldman Sachs And Co
|
Cds / Sts Ice_Sbsius 12-20-2023 Swpc0Hfi5
|
|
|
18,783
|
|
JP Morgan Chase Bank, N.A.
|
Cds Chasus33 12-20-2023 Swpc0Hmu0
|
|
|
8,038
|
|
CSFB
|
Cds Ice_Sbsius 20/12/2020 Swpc0Gnl1
|
|
|
508
|
|
Goldman Sachs And Co
|
Cme_Irs Cme_Goldus Usd P 1.75%/R 3M Libor 06/20/2020 Swu00Nbh8
|
|
|
127,623
|
|
Goldman Sachs And Co
|
Cme_Irs Cme_Goldus Usd P 2.25%/R 3M Libor 06/20/2028 Swu00Nbo3
|
|
|
7,796
|
|
Goldman Sachs And Co
|
Cme_Irs Cme_Goldus Usd P 2.25%/R 3M Libor 12/21/2046 Swu00Ini4
|
|
|
308,329
|
|
Goldman Sachs And Co
|
Cme_Irs Cme_Goldus Usd P 3M Libor/R 2.75% 02/25/2020 Swu00Ogp3
|
|
|
5,456
|
|
Goldman Sachs And Co
|
Cme_Irs Cme_Goldus Usd P 3M Libor/R 3.0% 09/20/2020 Swu00Png2
|
|
|
58,991
|
|
Citigroup Global Markets
|
Cme_Irs Cme_Sbsius Gbp P 2.27%/R 6M Libor 31/12/2019 Swu00Bjb9
|
|
|
-
|
|
Citigroup Global Markets
|
Cme_Irs Cme_Sbsius Nzd P 3.25%/R 3M Nfix3 21/03/2028 Swu00Myl6
|
|
|
-
|
|
Citigroup Global Markets
|
Cme_Irs Cme_Sbsius Usd P 1.75%/R 3M Libor 06/20/2020 Swu00Nbh8
|
|
|
102,653
|
|
Citigroup Global Markets
|
Cme_Irs Cme_Sbsius Usd P 1.85%/R 3M Libor 07/27/2026 Swu00Jc37
|
|
|
19,906
|
|
Citigroup Global Markets
|
Cme_Irs Cme_Sbsius Usd P 2.0%/R 3M Libor 07/27/2026 Swu00Jc45
|
|
|
67,984
|
|
Citigroup Global Markets
|
Cme_Irs Cme_Sbsius Usd P 2.3%/R 3M Libor 04/27/2026 Swu00I172
|
|
|
22,961
|
|
Citigroup Global Markets
|
Cme_Irs Cme_Sbsius Usd P 2.4%/R 3M Libor 03/16/2026 Swu00Hb08
|
|
|
23,509
|
|
Citigroup Global Markets
|
Cme_Irs Cme_Sbsius Usd P 2.4%/R 3M Libor 12/07/2026 Swu00Jiq0
|
|
|
61,645
|
|
Citigroup Global Markets
|
Cme_Irs Cme_Sbsius Usd P 2.5%/R 3M Libor 02/22/2026 Swu00Gu74
|
|
|
5,205
|
|
Citigroup Global Markets
|
Cme_Irs Cme_Sbsius Usd P 3M Libor/R 2.68% 10/25/2023 Swu00L7Y0
|
|
|
4,555
|
|
Credit Suisse International
|
Cme_Irs Csfbus33 06/11/2020 Mxn P 28Dtiie / R 8.75% Swu00Rjz1
|
|
|
3,939
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 03 DEC, 2018 CNH USD EX.RATE 6.900000
|
|
393
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 03 DEC, 2018 CNH USD EX.RATE 6.902500
|
|
839
|
|
Standard Chartered Bank
|
FX DEAL TRANSACTED ON 03 DEC, 2018 USD AUD EX.RATE 0.738422
|
|
9,911
|
(
continued
)
MORGAN
STANLEY 401(k) PLAN
Plan
Number 003, Employer Identification Number 20-8764829
FORM
5500, SCHEDULE H, LINE 4i —
SCHEDULE
OF ASSETS (HELD AT END OF YEAR)
AT
DECEMBER 31, 2018
|
|
|
|
|
(e)
|
|
(b)
|
(c)
|
(d)
|
|
Current
|
(a)
|
Identity of Issuer
|
Description of Investment
|
Cost**
|
|
Value
|
|
Derivative investments (continued)
|
|
|
|
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 04 DEC, 2018 EUR USD EX.RATE 0.869964
|
|
$ 2,053
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 04 DEC, 2018 EUR USD EX.RATE 0.869965
|
|
1,370
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 04 DEC, 2018 MXN USD EX.RATE 20.370499
|
|
62,964
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 04 DEC, 2018 SEK USD EX.RATE 8.896358
|
|
202
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 04 DEC, 2018 SEK USD EX.RATE 8.896369
|
|
135
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 04 DEC, 2018 SGD USD EX.RATE 1.361971
|
|
43
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 04 DEC, 2018 SGD USD EX.RATE 1.361973
|
|
29
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 04 DEC, 2018 USD CAD EX.RATE 0.754895
|
|
6,812
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 04 DEC, 2018 USD CAD EX.RATE 0.755533
|
|
4,665
|
|
Standard Chartered Bank
|
FX DEAL TRANSACTED ON 04 DEC, 2018 USD CAD EX.RATE 0.757623
|
|
33,088
|
|
BNP Paribas Paris
|
FX DEAL TRANSACTED ON 04 DEC, 2018 USD GBP EX.RATE 1.280445
|
|
800
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 04 DEC, 2018 USD GBP EX.RATE 1.282221
|
|
2,165
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 04 DEC, 2018 USD GBP EX.RATE 1.282223
|
|
1,444
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 04 MAY, 2018 USD BRL EX.RATE 0.278202
|
|
18,993
|
|
Natwest Markets Plc
|
FX DEAL TRANSACTED ON 05 DEC, 2018 JPY USD EX.RATE 112.268100
|
|
16,943
|
|
Anz Banking Corp Melbourne
|
FX DEAL TRANSACTED ON 05 DEC, 2018 SGD USD EX.RATE 1.363510
|
|
1,813
|
|
Natwest Markets Plc
|
FX DEAL TRANSACTED ON 05 DEC, 2018 USD GBP EX.RATE 1.282091
|
|
5,778
|
|
BNP Paribas Paris
|
FX DEAL TRANSACTED ON 05 JUN, 2018 USD BRL EX.RATE 0.262102
|
|
1,847
|
|
BNP Paribas Paris
|
FX DEAL TRANSACTED ON 05 NOV, 2018 ARS USD EX.RATE 38.799996
|
|
836
|
|
BNP Paribas Paris
|
FX DEAL TRANSACTED ON 06 DEC, 2018 BRL USD EX.RATE 3.942500
|
|
1,029
|
|
BNP Paribas Paris
|
FX DEAL TRANSACTED ON 06 DEC, 2018 SGD USD EX.RATE 1.365828
|
|
1,058
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 06 DEC, 2018 USD GBP EX.RATE 1.279960
|
|
3,065
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 07 DEC, 2018 CHF USD EX.RATE 0.983894
|
|
3,647
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 07 DEC, 2018 CHF USD EX.RATE 0.983895
|
|
2,432
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 07 DEC, 2018 DKK USD EX.RATE 6.497748
|
|
163
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 07 DEC, 2018 DKK USD EX.RATE 6.497756
|
|
109
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 07 DEC, 2018 EUR USD EX.RATE 0.870809
|
|
8,245
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 07 DEC, 2018 EUR USD EX.RATE 0.870810
|
|
5,500
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 07 DEC, 2018 JPY USD EX.RATE 112.112380
|
|
7,546
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 07 DEC, 2018 SEK USD EX.RATE 8.932153
|
|
2,998
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 07 DEC, 2018 SEK USD EX.RATE 8.932164
|
|
1,999
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 07 DEC, 2018 USD GBP EX.RATE 1.281958
|
|
1,825
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 07 DEC, 2018 USD GBP EX.RATE 1.282683
|
|
8,962
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 07 DEC, 2018 USD GBP EX.RATE 1.282684
|
|
5,977
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 10 DEC, 2018 USD DKK EX.RATE 0.154247
|
|
1
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 10 DEC, 2018 USD DKK EX.RATE 0.154247
|
|
1
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 10 DEC, 2018 USD HKD EX.RATE 0.128260
|
|
135
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 10 DEC, 2018 USD HKD EX.RATE 0.128261
|
|
90
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 10 DEC, 2018 USD ILS EX.RATE 0.269535
|
|
12
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 10 DEC, 2018 USD ILS EX.RATE 0.269535
|
|
18
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 11 DEC, 2018 BRL USD EX.RATE 3.902800
|
|
7,491
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 11 DEC, 2018 DKK USD EX.RATE 6.494672
|
|
21
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 11 DEC, 2018 DKK USD EX.RATE 6.494680
|
|
14
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 11 DEC, 2018 SEK USD EX.RATE 8.980172
|
|
1,690
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 11 DEC, 2018 SEK USD EX.RATE 8.980183
|
|
1,127
|
(
continued
)
MORGAN
STANLEY 401(k) PLAN
Plan
Number 003, Employer Identification Number 20-8764829
FORM
5500, SCHEDULE H, LINE 4i —
SCHEDULE
OF ASSETS (HELD AT END OF YEAR)
AT
DECEMBER 31, 2018
|
|
|
|
|
(e)
|
|
(b)
|
(c)
|
(d)
|
|
Current
|
(a)
|
Identity of Issuer
|
Description of Investment
|
Cost**
|
|
Value
|
|
Derivative investments (continued)
|
|
|
|
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 11 DEC, 2018 USD CHF EX.RATE 1.023295
|
|
$ 1,405
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 11 DEC, 2018 USD CHF EX.RATE 1.023296
|
|
937
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 11 DEC, 2018 USD HKD EX.RATE 0.128228
|
|
96
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 11 DEC, 2018 USD HKD EX.RATE 0.128228
|
|
145
|
|
Goldman Sachs Bank USA.
|
FX DEAL TRANSACTED ON 12 DEC, 2018 EUR USD EX.RATE 0.878644
|
|
1,472
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 14 MAY, 2018 USD BRL EX.RATE 0.270819
|
|
66,671
|
|
Goldman Sachs Bank USA.
|
FX DEAL TRANSACTED ON 14 NOV, 2018 EUR USD EX.RATE 0.876823
|
|
5,604
|
|
Royal Bank Of Canada
|
FX DEAL TRANSACTED ON 14 NOV, 2018 JPY USD EX.RATE 112.917400
|
|
94,568
|
|
Goldman Sachs Bank USA.
|
FX DEAL TRANSACTED ON 14 NOV, 2018 USD CAD EX.RATE 0.756554
|
|
5,404
|
|
BNP Paribas Paris
|
FX DEAL TRANSACTED ON 15 MAY, 2018 USD BRL EX.RATE 0.270958
|
|
36,925
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 15 NOV, 2018 EUR USD EX.RATE 0.877425
|
|
5,351
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 16 MAY, 2018 USD BRL EX.RATE 0.266418
|
|
24,553
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 17 DEC, 2018 CHF USD EX.RATE 0.984691
|
|
747
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 17 DEC, 2018 CHF USD EX.RATE 0.984692
|
|
498
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 17 DEC, 2018 DKK USD EX.RATE 6.530340
|
|
1,050
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 17 DEC, 2018 DKK USD EX.RATE 6.530348
|
|
700
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 17 DEC, 2018 GBP USD EX.RATE 0.789794
|
|
1,226
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 17 DEC, 2018 GBP USD EX.RATE 0.789795
|
|
817
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 17 DEC, 2018 JPY USD EX.RATE 112.066634
|
|
2,582
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 17 DEC, 2018 JPY USD EX.RATE 112.066773
|
|
1,721
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 17 DEC, 2018 SGD USD EX.RATE 1.371171
|
|
2,959
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 17 DEC, 2018 SGD USD EX.RATE 1.371172
|
|
1,973
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 17 DEC, 2018 USD HKD EX.RATE 0.128195
|
|
379
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 17 DEC, 2018 USD HKD EX.RATE 0.128195
|
|
568
|
|
SCBLGB2L
|
FX DEAL TRANSACTED ON 18 DEC, 2018 BRL USD EX.RATE 3.904549
|
|
3,773
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 18 DEC, 2018 EUR USD EX.RATE 0.871426
|
|
4,495
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 18 DEC, 2018 EUR USD EX.RATE 0.871427
|
|
2,998
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 19 DEC, 2018 BRL USD EX.RATE 3.900099
|
|
2,302
|
|
ANZ Banking Corp Melbourne
|
FX DEAL TRANSACTED ON 20 DEC, 2018 GBP USD EX.RATE 0.787699
|
|
6,228
|
|
HSBC Bank Usa, N.A.
|
FX DEAL TRANSACTED ON 20 NOV, 2018 ARS USD EX.RATE 38.999998
|
|
840
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 20 NOV, 2018 CHF USD EX.RATE 0.981021
|
|
514
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 20 NOV, 2018 CHF USD EX.RATE 0.981022
|
|
343
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 20 NOV, 2018 SEK USD EX.RATE 8.924597
|
|
2,569
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 20 NOV, 2018 SEK USD EX.RATE 8.924608
|
|
1,713
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 20 NOV, 2018 SGD USD EX.RATE 1.367082
|
|
57
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 20 NOV, 2018 SGD USD EX.RATE 1.367083
|
|
38
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 20 NOV, 2018 SGD USD EX.RATE 1.368293
|
|
2,523
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 20 NOV, 2018 SGD USD EX.RATE 1.368294
|
|
1,682
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 20 NOV, 2018 USD BRL EX.RATE 0.263803
|
|
21,983
|
|
BNP Paribas Paris
|
FX DEAL TRANSACTED ON 20 NOV, 2018 USD EUR EX.RATE 1.152137
|
|
722
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 20 NOV, 2018 USD EUR EX.RATE 1.154534
|
|
8,766
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 20 NOV, 2018 USD EUR EX.RATE 1.154535
|
|
5,846
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 20 NOV, 2018 USD ILS EX.RATE 0.271466
|
|
78
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 20 NOV, 2018 USD ILS EX.RATE 0.271466
|
|
117
|
|
Goldman Sachs Bank USA.
|
FX DEAL TRANSACTED ON 21 DEC, 2018 BRL USD EX.RATE 3.882500
|
|
177
|
(continued)
MORGAN
STANLEY 401(k) PLAN
Plan
Number 003, Employer Identification Number 20-8764829
FORM
5500, SCHEDULE H, LINE 4i —
SCHEDULE
OF ASSETS (HELD AT END OF YEAR)
AT
DECEMBER 31, 2018
|
|
|
|
|
(e)
|
|
(b)
|
(c)
|
(d)
|
|
Current
|
(a)
|
Identity of Issuer
|
Description of Investment
|
Cost**
|
|
Value
|
|
Derivative investments (continued)
|
|
|
|
|
|
Goldman Sachs Bank USA.
|
FX DEAL TRANSACTED ON 21 DEC, 2018 BRL USD EX.RATE 3.882500
|
|
$ 734
|
|
Deutsche Bank Ag
|
FX DEAL TRANSACTED ON 21 DEC, 2018 USD BRL EX.RATE 0.258665
|
|
1,031
|
|
Deutsche Bank Ag
|
FX DEAL TRANSACTED ON 21 DEC, 2018 USD BRL EX.RATE 0.259228
|
|
2,995
|
|
Deutsche Bank Ag
|
FX DEAL TRANSACTED ON 21 DEC, 2018 USD BRL EX.RATE 0.259228
|
|
3,439
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 21 DEC, 2018 USD CAD EX.RATE 0.760065
|
|
26,842
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 21 NOV, 2018 USD EUR EX.RATE 1.153714
|
|
6,934
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 21 NOV, 2018 USD EUR EX.RATE 1.153715
|
|
4,625
|
|
SCBLGB2L
|
FX DEAL TRANSACTED ON 22 MAY, 2018 USD BRL EX.RATE 0.268607
|
|
16,520
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 23 NOV, 2018 SEK USD EX.RATE 8.982416
|
|
9,852
|
|
Goldman Sachs Bank USA.
|
FX DEAL TRANSACTED ON 23 NOV, 2018 USD EUR EX.RATE 1.148979
|
|
29
|
|
HSBC Bank Usa, N.A.
|
FX DEAL TRANSACTED ON 26 DEC, 2018 USD MXN EX.RATE 0.051891
|
|
11,735
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 26 DEC, 2018 USD NZD EX.RATE 0.692693
|
|
27,657
|
|
Goldman Sachs Bank USA.
|
FX DEAL TRANSACTED ON 26 NOV, 2018 IDR USD EX.RATE 14699.999793
|
|
1,535
|
|
Goldman Sachs Bank USA.
|
FX DEAL TRANSACTED ON 26 NOV, 2018 INR USD EX.RATE 71.450000
|
|
3,176
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 26 NOV, 2018 SGD USD EX.RATE 1.370093
|
|
3,109
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 26 NOV, 2018 SGD USD EX.RATE 1.370094
|
|
2,073
|
|
BNP Paribas Paris
|
FX DEAL TRANSACTED ON 27 DEC, 2018 BRL USD EX.RATE 3.924299
|
|
4,495
|
|
BNP Paribas Paris
|
FX DEAL TRANSACTED ON 27 DEC, 2018 BRL USD EX.RATE 3.924300
|
|
1,084
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 27 DEC, 2018 CHF USD EX.RATE 0.983435
|
|
1,130
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 27 DEC, 2018 CHF USD EX.RATE 0.983436
|
|
754
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 27 DEC, 2018 EUR USD EX.RATE 0.871085
|
|
11,563
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 27 DEC, 2018 EUR USD EX.RATE 0.871086
|
|
7,713
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 27 DEC, 2018 JPY USD EX.RATE 110.315048
|
|
65,841
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 27 DEC, 2018 JPY USD EX.RATE 110.315186
|
|
43,898
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 27 DEC, 2018 JPY USD EX.RATE 110.838207
|
|
57,859
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 27 DEC, 2018 JPY USD EX.RATE 110.838346
|
|
38,577
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 27 DEC, 2018 SEK USD EX.RATE 8.973773
|
|
517
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 27 DEC, 2018 SEK USD EX.RATE 8.973786
|
|
345
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 27 DEC, 2018 SGD USD EX.RATE 1.370563
|
|
167
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 27 DEC, 2018 SGD USD EX.RATE 1.370565
|
|
111
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 27 NOV, 2018 USD HKD EX.RATE 0.128189
|
|
69
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 27 NOV, 2018 USD HKD EX.RATE 0.128189
|
|
103
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 27 NOV, 2018 USD ILS EX.RATE 0.270573
|
|
128
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 27 NOV, 2018 USD ILS EX.RATE 0.270574
|
|
85
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 28 DEC, 2018 USD CHF EX.RATE 1.015274
|
|
256
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 28 DEC, 2018 USD CHF EX.RATE 1.015276
|
|
171
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 28 DEC, 2018 USD EUR EX.RATE 1.143534
|
|
11
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 28 DEC, 2018 USD EUR EX.RATE 1.143535
|
|
7
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 28 NOV, 2018 CHF USD EX.RATE 0.984267
|
|
1,937
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 28 NOV, 2018 CHF USD EX.RATE 0.984268
|
|
1,292
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 28 NOV, 2018 DKK USD EX.RATE 6.507157
|
|
398
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 28 NOV, 2018 DKK USD EX.RATE 6.507165
|
|
266
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 28 NOV, 2018 SEK USD EX.RATE 8.959974
|
|
2,851
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 28 NOV, 2018 SEK USD EX.RATE 8.959985
|
|
1,901
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 28 NOV, 2018 SGD USD EX.RATE 1.369700
|
|
1,442
|
(continued)
MORGAN
STANLEY 401(k) PLAN
Plan
Number 003, Employer Identification Number 20-8764829
FORM
5500, SCHEDULE H, LINE 4i —
SCHEDULE
OF ASSETS (HELD AT END OF YEAR)
AT
DECEMBER 31, 2018
|
|
|
|
|
(e)
|
|
(b)
|
(c)
|
(d)
|
|
Current
|
(a)
|
Identity of Issuer
|
Description of Investment
|
Cost**
|
|
Value
|
|
Derivative investments (continued)
|
|
|
|
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 28 NOV, 2018 SGD USD EX.RATE 1.369701
|
|
$ 962
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 28 NOV, 2018 USD AUD EX.RATE 0.731866
|
|
727
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 28 NOV, 2018 USD AUD EX.RATE 0.731867
|
|
485
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 28 NOV, 2018 USD HKD EX.RATE 0.128207
|
|
298
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 28 NOV, 2018 USD HKD EX.RATE 0.128207
|
|
447
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 29 NOV, 2018 DKK USD EX.RATE 6.493623
|
|
1
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 29 NOV, 2018 DKK USD EX.RATE 6.493682
|
|
1
|
|
Barclays Bank Plc Wholesale
|
FX DEAL TRANSACTED ON 29 NOV, 2018 JPY USD EX.RATE 112.838800
|
|
19,020
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 29 NOV, 2018 USD AUD EX.RATE 0.732575
|
|
63,096
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 29 NOV, 2018 USD CAD EX.RATE 0.754624
|
|
4,487
|
|
Standard Chartered Bank
|
FX DEAL TRANSACTED ON 29 NOV, 2018 USD GBP EX.RATE 1.278564
|
|
5,144
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 29 NOV, 2018 USD GBP EX.RATE 1.284858
|
|
136
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 29 NOV, 2018 USD GBP EX.RATE 1.284860
|
|
91
|
|
Citibank N.A.
|
FX DEAL TRANSACTED ON 30 MAY, 2018 USD BRL EX.RATE 0.263012
|
|
4,588
|
|
Deutsche Bank Ag
|
FX DEAL TRANSACTED ON 31 DEC, 2018 USD BRL EX.RATE 0.258077
|
|
32
|
|
Deutsche Bank Ag
|
FX DEAL TRANSACTED ON 31 DEC, 2018 USD BRL EX.RATE 0.258077
|
|
136
|
|
Goldman Sachs Bank USA.
|
FX DEAL TRANSACTED ON 31 DEC, 2018 USD BRL EX.RATE 0.258077
|
|
156
|
|
Goldman Sachs Bank USA.
|
FX DEAL TRANSACTED ON 31 DEC, 2018 USD BRL EX.RATE 0.258077
|
|
184
|
|
JP Morgan Chase Bank, N.A.
|
FX DEAL TRANSACTED ON 31 DEC, 2018 USD BRL EX.RATE 0.258077
|
|
145
|
|
SCBLGB2L
|
FX DEAL TRANSACTED ON 31 DEC, 2018 USD BRL EX.RATE 0.258077
|
|
35
|
|
Goldman Sachs And Co
|
Irs Ils 12M .27%/3Mtelbo Gscmus33 21/03/2020 Swu00Of90
|
|
|
1,068
|
|
Goldman Sachs And Co
|
Irs Ils 12M .29%/3Mtelbo Gscmus33 16/02/2020 Swu00Od27
|
|
|
1,313
|
|
Goldman Sachs And Co
|
Irs Ils 12M .37%/3Mtelbo Gscmus33 20/06/2020 Swu00Ofy5
|
|
|
734
|
|
HSBC Bank USA, N.A.
|
Irs Ils 12M .37%/3Mtelbo Mrmdus33 20/06/2020 Swu00Ofp4
|
|
|
572
|
|
Barclays Bank
|
Irs Ils 12M .374%/3Mtelbo Barcgb5G 20/06/2020 Swu00Ois5
|
|
|
926
|
|
JP Morgan Chase Bank, N.A.
|
Irs Ils 12M .42%/3Mtelbo Chasus33 20/06/2020 Swu00Oeb6
|
|
|
734
|
|
Credit Suisse International
|
Lch_Irs Csfbus33 20/03/2024 Jpy P 6Mlibor / R 0.1% Swu00Ps44
|
|
|
19,901
|
|
Credit Suisse International
|
Lch_Irs Lch_Csfbus Usd P 2.25%/R 3M Libor 06/20/2028 Swu00Nbn5
|
|
|
105,604
|
|
Goldman Sachs And Co
|
Lch_Irs Lch_Goldus Usd P 1.75%/R 3M Libor 06/20/2020 Swu00Nbi6
|
|
|
9,710
|
|
Goldman Sachs And Co
|
Lch_Irs Lch_Goldus Usd P 1.75%/R 3M Libor 06/20/2021 Swu00Nm94
|
|
|
124,271
|
|
Goldman Sachs And Co
|
Lch_Irs Lch_Goldus Usd P 2.0%/R 3M Libor 06/20/2023 Swu00Nbj4
|
|
|
287,882
|
|
Goldman Sachs And Co
|
Lch_Irs Lch_Goldus Usd P 2.0%/R 3M Libor 06/20/2025 Swu00Nbm7
|
|
|
173,889
|
|
Goldman Sachs And Co
|
Lch_Irs Lch_Goldus Usd P 2.25%/R 3M Libor 06/20/2028 Swu00Nbn5
|
|
|
132,005
|
|
Citigroup Global Markets
|
Lch_Irs Lch_Sbsius Usd P 1.75%/R 3M Libor 12/21/2026 Swu00Inb9
|
|
|
49,497
|
|
Citigroup Global Markets
|
Lch_Irs Lch_Sbsius Usd P 2.0%/R 1D Fedl 12/15/2047 Swu00Mme5
|
|
|
37,953
|
|
Citigroup Global Markets
|
Lch_Irs Lch_Sbsius Usd P 2.43%/R 1D Fedl 12/20/2047 Swu00Osh8
|
|
|
2,013
|
|
Citigroup Global Markets
|
Lch_Irs Lch_Sbsius Usd P 2.48%/R 1D Fedl 12/20/2047 Swu00Ob94
|
|
|
1,852
|
|
Citigroup Global Markets
|
Lch_Irs Lch_Sbsius Usd P 2.5%/R 1D Fedl 12/20/2047 Swu00Opi9
|
|
|
1,272
|
|
Citigroup Global Markets
|
Lch_Irs Lch_Sbsius Usd P 3M Libor/R 2.75% 12/19/2023 Swu00Pv24
|
|
|
1,598
|
|
Citigroup Global Markets
|
Lch_Rpi Sbsius33 15/11/2028 Gbp P Rpi / R 3.595% Swu0X8533
|
|
|
948
|
|
Citigroup Global Markets
|
Lch_Rpi Sbsius33 15/11/2028 Gbp P Rpi / R 3.603% Swu0X8517
|
|
|
2,172
|
|
Citigroup Global Markets
|
Lch_Rpi Sbsius33 15/11/2038 Eur P Cptfe / R 1.796% Swu0Rt302
|
|
|
7,051
|
|
Citigroup Global Markets
|
Lch_Rpi Sbsius33 15/11/2038 Eur P Cptfe / R 1.808% Swu0Sc399
|
|
|
8,400
|
|
Citigroup Global Markets
|
Lch_Rpi Sbsius33 15/11/2048 Eur P Cptfe / R 1.945% Swu0Sc530
|
|
|
3,988
|
|
Citigroup Global Markets
|
Lch_Rpi Sbsius33 15/11/2048 Eur P Cptfe / R 1.95% Swu0X8558
|
|
|
5,901
|
(
continued
)
MORGAN
STANLEY 401(k) PLAN
Plan
Number 003, Employer Identification Number 20-8764829
FORM
5500, SCHEDULE H, LINE 4i —
SCHEDULE
OF ASSETS (HELD AT END OF YEAR)
AT
DECEMBER 31, 2018
|
|
|
|
|
(e)
|
|
(b)
|
(c)
|
(d)
|
|
Current
|
(a)
|
Identity of Issuer
|
Description of Investment
|
Cost**
|
|
Value
|
|
Derivative investments (continued)
|
|
|
|
|
|
Citigroup Global Markets
|
Lch_Rpi Sbsius33 15/12/2028 Gbp P Rpi / R 3.632% Swu084084
|
|
|
$ 2,745
|
|
Bank Of America N.A
|
Put Swptn Usd Bofaus6S 6M 2.945%/3Mliboreuropean 317U301P3 12-09-2019
|
|
55,291
|
|
Goldman Sachs Bank USA.
|
Put Swptn Usd Gscmus33 6M 2.93%/3Mlibor European 317U292P4 12-09-2019
|
|
24,457
|
|
Citigroup Global Markets
|
Rpi Eur Eur Cpi X-Tob/1.535% Lch_Sbsius 15/06/2023 Swu0Z4050
|
|
|
13,005
|
|
Citigroup Global Markets
|
Rpi Eur Eur Cpi X-Tob/1.62% Lch_Sbsius 15/05/2028 Swu0R0008
|
|
|
15,425
|
|
Citigroup Global Markets
|
Rpi Eur Eur Cpi X-Tob/1.946% Lch_Sbsius 15/03/2048 Swu09Mt25
|
|
|
5,941
|
|
Citigroup Global Markets
|
Rpi Eur Frc Cpi X-Tob/1.575% Lch_Sbsius 15/01/2028 Swu09Rp51
|
|
|
7,085
|
|
Citigroup Global Markets
|
Rpi Eur Frc Cpi X-Tob/1.59% Lch_Sbsius 15/02/2028 Swu09Gh88
|
|
|
25,452
|
|
Citigroup Global Markets
|
Rpi Eur Frc Cpi X-Tob/1.606% Lch_Sbsius 15/02/2028 Swu077401
|
|
|
3,935
|
|
Citigroup Global Markets
|
Rpi Eur Frc Cpi X-Tob/1.6175% Lch_Sbsius15/07/2028 Swu0Ss600
|
|
|
28,703
|
|
Citigroup Global Markets
|
Rpi Gbp 3.4275%/Uk Rpi Lch_Sbsius 15/03/2047 Swu09Up21
|
|
|
10,486
|
|
Citigroup Global Markets
|
Rpi Gbp Uk Rpi/3.579% Lch_Sbsius 15/10/2033 Swu0Ty838
|
|
|
781
|
|
Citigroup Global Markets
|
Rpi Usd 1.55%/Us Cpi Lch_Sbsius 07-26-2021 Swu0C8494
|
|
|
5,133
|
|
Bank Of America N.A
|
Rpi Usd 1.57%/Us Cpi Bofaus6Ngfx 11-23-2020 Swu0An162
|
|
|
20,156
|
|
Citigroup Global Markets
|
Rpi Usd 1.6025%/Us Cpi Lch_Sbsius 09-12-2021 Swu0C8486
|
|
|
4,062
|
|
Citigroup Global Markets
|
Rpi Usd 1.6775%/Us Cpi Lch_Sbsius 05-24-2021 Swu029980
|
|
|
16,551
|
|
Citigroup Global Markets
|
Rpi Usd Us Cpi/2.15% Lch_Sbsius 09-25-2027 Swu0A1962
|
|
|
2,684
|
|
Citigroup Global Markets
|
Rpi Usd Us Cpi/2.156% Lch_Sbsius 10-17-2027 Swu0Y5710
|
|
|
7,239
|
|
Citigroup Global Markets
|
Rpi Usd Us Cpi/2.18% Lch_Sbsius 09-20-2027 Swu0Y4614
|
|
|
3,344
|
|
Citigroup Global Markets
|
Rpi Usd Us Cpi/2.335% Lch_Sbsius 02-05-2028 Swu0Y9274
|
|
|
23,138
|
|
Citigroup Global Markets
|
Rpi Usd Us Cpi/2.3525% Lch_Sbsius 05-09-2028 Swu080215
|
|
|
7,988
|
|
Citigroup Global Markets
|
Rpi Usd Us Cpi/2.36% Lch_Sbsius 05-09-2028 Swu02Y712
|
|
|
12,203
|
|
Citigroup Global Markets
|
Rpi Usd Us Cpi/2.364% Lch_Sbsius 05-10-2028 Swu0Z3011
|
|
|
12,299
|
|
Goldman Sachs
|
Syn_Swap 0.0 15 Mar 2019 Smh9 Index Fsmih19_Sw
|
|
|
8,983,569
|
|
JPMORGAN CHASE BANK, N.A.
|
Total Rtn Chf /1M Chasus33 20/03/2019 Eqs-Msie-Jpmc-M7
|
|
|
24,997
|
|
JPMORGAN CHASE BANK, N.A.
|
Total Rtn Eur /1M Chasus33 20/03/2019 Eqs-Msie-Jpmc-M7
|
|
|
14,755
|
|
|
|
|
|
|
|
Repurchase agreements
|
|
|
|
|
*
|
PIMCO
|
Agreements to repurchase securities w/The Bank 3.13% From 12-31-2018 To 01-02-2019
|
7,600,000
|
*
|
PIMCO
|
Agreements to repurchase securities w/Natixis C 2.85% From 12-31-2018 To 01-02-2019
|
24,000,000
|
*
|
PIMCO
|
Agreements to repurchase securities w/Natixis C 2.9% From 12-31-2018 To 01-02-2019
|
|
8,000,000
|
|
|
|
|
|
|
|
Collective trust funds
|
|
|
|
|
*
|
Blackrock
|
Blackrock Emerging Markets Index Nl Fund F 1,676,938 Shares
|
|
|
34,536,379
|
*
|
Blackrock
|
Blackrock Equity Non Lending Class F 28,252,230 Shares
|
|
|
1,162,873,106
|
*
|
Blackrock
|
Blackrock Midcap Equity Index (S&P Midcap 400) Nl Cl F 7,543,042 Shares
|
|
|
208,372,773
|
*
|
Blackrock
|
Blackrock Msci Acwi Ex Us Imi Index Nl Und Cl F 17,094,842 Shares
|
|
|
233,113,815
|
*
|
Blackrock
|
Blackrock Russell 2000 Index Nl 7,152,376 Shares
|
|
|
188,851,336
|
*
|
Blackrock
|
Blackrock Us Debt Index Non Lendablefund F 8,645,023 Shares
|
|
|
123,097,345
|
|
State Street
|
SSGA Target Ret 2020 Non-Len Ser Fd Cl A 5,539,432 Shares
|
|
|
124,581,836
|
|
State Street
|
SSGA Target Ret 2030 Non-Len Ser Fd Cl A 8,714,266 Shares
|
|
|
215,007,091
|
|
State Street
|
SSGA Target Ret Inc Non-Len Ser Fd Cl A 8,716,046 Shares
|
|
|
146,987,404
|
|
State Street
|
State Street Retirement 2050 Nl Fund 6,418,184 Shares
|
|
|
136,810,019
|
|
State Street
|
SSGA Global Reit
|
|
|
8,839,093
|
|
State Street
|
SSGA Us Hi Yield Bd Index Nl Sf Cl A
|
|
|
6,386,080
|
(
continued
)
MORGAN
STANLEY 401(k) PLAN
Plan
Number 003, Employer Identification Number 20-8764829
FORM
5500, SCHEDULE H, LINE 4i —
SCHEDULE
OF ASSETS (HELD AT END OF YEAR)
AT
DECEMBER 31, 2018
|
|
|
|
|
(e)
|
|
(b)
|
(c)
|
(d)
|
|
Current
|
(a)
|
Identity of Issuer
|
Description of Investment
|
Cost**
|
|
Value
|
|
Collective trust funds (continued)
|
|
|
|
|
|
State Street
|
Mfo St Str Bk & Tr Co Invt Fds Tx Exmp Ssga Target Ret 2040 Non-Len Ser Fd Cl A
|
|
$ 176,926,013
|
|
State Street
|
SSGA Target Retirement 2025 Nl Fund 9,682,899 Shares
|
|
|
198,896,429
|
|
State Street
|
SSGA Target Retirement 2035 Nl Fund 13,519,426 Shares
|
|
|
288,409,919
|
|
State Street
|
SSGA Target Retirement 2045 Nl Fund 7,782,515 Shares
|
|
|
167,977,796
|
|
State Street
|
SSGA Target Retirement 2055 Nl Fund 5,376,251 Shares
|
|
|
90,175,858
|
|
State Street
|
SSGA Target Retirement 2060 Nl Fund 3,176,265 Shares
|
|
|
36,174,487
|
*
|
MSIF
|
Morgan Stanley Investment Management Global Real Estate Class O
|
|
|
137,126,130
|
|
Wellington
|
Wellington Opportunistic Emerging Markets Debt (Series 1) 4,882,291 Shares
|
|
49,848,189
|
*
|
Northern Trust
|
Short Term Investment Fund
|
|
|
265,535,219
|
*
|
PIMCO
|
Short Term Investment Fund
|
|
|
20,748,608
|
|
|
|
|
|
|
|
Participant-directed investments at fair value
|
|
|
|
$ 9,981,904,711
|
|
|
|
|
|
|
*
|
Various Participants
|
Participant Loans (secured by account, rates ranging from
|
|
|
103,826,360
|
|
|
4.25% to 9.25% with maturity dates ranging from 2019 to 2033)
|
|
|
|
*
P
arty-in-interest
** Cost information
is not required for Participant-directed investments and therefore is not included.
See
Report of Independent Registered Public Accounting Firm
(concluded)
Morgan Stanley Depository Shares Representing 1/1000TH Preferred Series 1 Fixed TO Floating Non (Cum) (NYSE:MSPI)
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