UNITED STATES
SECURITIES AND EXCHANGE
COMMISSION
Washington, D.C.
20549
FORM 11-K
FOR ANNUAL REPORTS
OF EMPLOYEE STOCK PURCHASE, SAVINGS
AND SIMILAR PLANS
PURSUANT TO SECTION 15(d) OF THE
SECURITIES EXCHANGE
ACT OF 1934
(Mark One)
| x | ANNUAL
REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 |
For the fiscal year ended December
31, 2023
OR
| o | TRANSITION
REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 |
For the transition period from __________________
to __________________
Commission file number 1-11758
| A. | Full title of the plan
and the address of the plan, if different from that of the issuer named below: |
Morgan Stanley 401(k)
Plan
c/o Morgan Stanley
Benefits Department
750 Seventh Ave.
New York, NY 10019
| B. | Name of the issuer of
the securities held pursuant to the plan and the address of its principal executive office: |
MORGAN STANLEY
1585 Broadway
New York, NY 10036
SIGNATURES
The Plan.
Pursuant to the requirements of the Securities Exchange Act of 1934, the Trustees (or other persons who administer the employee benefit
plan) have duly caused this annual report to be signed on its behalf by the undersigned hereunto duly authorized.
| |
Morgan Stanley
401(k) Plan |
| |
(Name
of Plan) |
| |
|
| Date: |
June
18, 2024 |
|
By: |
/s/ Adam
Kudelka |
| |
|
(Signature) |
| |
Name |
Adam
Kudelka
|
| |
Title: |
Morgan
Stanley Head of Total Rewards and Company Coverage
|
| |
Morgan Stanley
401(k) Plan
Employer
ID Number: 20-8764829
Plan
Number: 003
Financial
Statements at December 31, 2023 and
2022, and for the Year Ended December 31, 2023,
Supplemental Schedule at December 31, 2023, and Report of Independent Registered Public Accounting Firm
|
MORGAN
STANLEY 401(k) PLAN
TABLE
OF CONTENTS
Page
| REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM |
1 |
| |
|
| FINANCIAL STATEMENTS: |
|
| |
|
| Statements of Net Assets Available for Benefits at December 31, 2023 and 2022 |
2 |
| |
|
| Statement of Changes in Net Assets Available for Benefits for the Year Ended December 31, 2023 |
3 |
| |
|
| Notes to Financial Statements at December 31, 2023 and 2022, and for the Year Ended December 31, 2023 |
4–15 |
| |
|
| SUPPLEMENTAL SCHEDULE: |
|
| |
|
| Form 5500, Schedule H, Line 4i — Schedule of Assets (Held at End of Year) at December 31, 2023 |
16–67 |
| NOTE: | All other schedules required by section 2520.103-10 of the Department of Labor’s Rules and
Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974, as amended, have been omitted because
they are not applicable |
REPORT
OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM
To
the Plan Participants and Plan Administrator of Morgan Stanley 401(k) Plan
Opinion
on the Financial Statements
We
have audited the accompanying statements of net assets available for benefits of Morgan Stanley 401(k) Plan (the "Plan") as
of December 31, 2023 and 2022, the related statement of changes in net assets available for benefits for the year ended December 31,
2023, and the related notes (collectively referred to as the "financial statements"). In our opinion, the financial statements
present fairly, in all material respects, the net assets available for benefits of the Plan as of December 31, 2023 and 2022, and the
changes in net assets available for benefits for the year ended December 31, 2023, in conformity with accounting principles generally
accepted in the United States of America.
Basis
for Opinion
These
financial statements are the responsibility of the Plan's management. Our responsibility is to express an opinion on the Plan's financial
statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United
States) (PCAOB) and are required to be independent with respect to the Plan in accordance with the U.S. federal securities laws and the
applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.
We
conducted our audits in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain
reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud. Our audits
included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud,
and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts
and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates
made by management, as well as evaluating the overall presentation of the financial statements. We believe that our audits provide a
reasonable basis for our opinion.
Report
on Supplemental Schedule
The
supplemental schedule of assets (held at end of year) as of December 31, 2023 has been subjected to audit procedures performed in conjunction
with the audit of the Plan's financial statements. The supplemental schedule is the responsibility of the Plan's management. Our audit
procedures included determining whether the supplemental schedule reconciles to the financial statements or the underlying accounting
and other records, as applicable, and performing procedures to test the completeness and accuracy of the information presented in the
supplemental schedule. In forming our opinion on the supplemental schedule, we evaluated whether the supplemental schedule, including
its form and content, is presented in compliance with the Department of Labor's Rules and Regulations for Reporting and Disclosure under
the Employee Retirement Income Security Act of 1974. In our opinion, such schedule is fairly stated, in all material respects, in relation
to the financial statements as a whole.
/s/
DELOITTE & TOUCHE LLP
New
York, New York
June
18, 2024
We
have served as the auditor of the Plan since 2022.
| MORGAN STANLEY
401(k) PLAN |
| |
| STATEMENTS OF NET ASSETS AVAILABLE
FOR BENEFITS |
| AT
DECEMBER 31, 2023 AND 2022 |
| |
2023 | |
2022 |
| ASSETS: |
| |
|
| Participant-directed investments at fair value |
$ | 18,638,890,270 | | |
$ | 15,781,813,399 | |
| |
| | | |
| | |
| Receivables: |
| | | |
| | |
| Plan mergers (Note 1) |
| — | | |
| 11,827,635 | |
| Employer contributions |
| 395,458,159 | | |
| 365,544,383 | |
| Notes receivable from participants |
| 130,654,048 | | |
| 123,661,328 | |
| Receivables for securities sold and other |
| 70,065,789 | | |
| 132,466,838 | |
| Total Receivables |
| 596,177,996 | | |
| 633,500,184 | |
| |
| | | |
| | |
| Total Assets |
| 19,235,068,266 | | |
| 16,415,313,583 | |
| |
| | | |
| | |
| LIABILITIES: |
| | | |
| | |
| Participant-directed investments, at fair value |
| 28,796,088 | | |
| 27,359,477 | |
| Payables for securities purchased and other |
| 185,177,858 | | |
| 237,750,933 | |
| |
| | | |
| | |
| Total Liabilities |
| 213,973,946 | | |
| 265,110,410 | |
| |
| | | |
| | |
| |
| | | |
| | |
| NET ASSETS AVAILABLE FOR BENEFITS |
$ | 19,021,094,320 | | |
$ | 16,150,203,173 | |
The notes to the financial statements are an integral part of these financial statements.
| MORGAN STANLEY
401(k) PLAN |
| |
| STATEMENT OF CHANGES IN NET
ASSETS AVAILABLE FOR BENEFITS |
| FOR
THE YEAR ENDED DECEMBER 31, 2023 |
| ADDITIONS: |
|
| Net investment income: |
| | |
| Appreciation in fair value of investments |
$ | 2,442,622,323 | |
| Dividends and interest |
| 259,020,828 | |
| Plan mergers (Note 1) |
| 203,593 | |
| Net investment income |
| 2,701,846,744 | |
| Contributions: |
| | |
| Employer contributions |
| 395,458,159 | |
| Participant contributions |
| 800,690,707 | |
| Rollover contributions |
| 108,607,538 | |
| Total contributions |
| 1,304,756,404 | |
| |
| | |
| Interest income on notes receivable from participants |
| 6,733,383 | |
| |
| | |
| Total additions |
| 4,013,336,531 | |
| |
| | |
| DEDUCTIONS: |
| | |
| Benefits paid to participants |
| 1,126,377,431 | |
| Administrative fees |
| 16,067,953 | |
| |
| | |
| Total deductions |
| 1,142,445,384 | |
| |
| | |
| Net increase in net assets available for benefits |
| 2,870,891,147 | |
| |
| | |
| NET ASSETS AVAILABLE FOR BENEFITS |
| | |
| Beginning of year |
| 16,150,203,173 | |
| |
| | |
| End of year |
$ | 19,021,094,320 | |
The notes to the financial statements are an integral part of these financial
statements.
NOTES
TO FINANCIAL STATEMENTS
AT
DECEMBER 31, 2023 AND 2022, AND FOR THE YEAR ENDED DECEMBER 31, 2023
| 1. | DESCRIPTION
OF THE PLAN |
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, LLC, formerly named Morgan Stanley Domestic Holdings, Inc., (the “Plan Sponsor”), is a limited
liability company wholly-owned by Morgan Stanley Capital Management, LLC, a limited liability company whose sole member is Morgan Stanley
(the “Company”). The Plan Sponsor has delegated certain functions to Morgan Stanley Services Group Inc. (“MSSG”),
a corporation wholly-owned by the Plan Sponsor. 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.
The
Company acquired Cook Street Consulting, Inc. (“Cook Street”) and American Financial System, Inc. (“AFS”) in
the first and second quarter of 2022, respectively. In connection with the acquisitions, the Cook Street 401(k) Plan (the “CSCI
Plan”) and the AFS 401K Plan (the “AFS Plan”) were merged into the Plan, and participants of the CSCI Plan and the
AFS Plan became members of the Plan effective at the close of business on December 31, 2022. The final valuations for the CSCI Plan
and the AFS Plan were performed at market close on December 31, 2022 and each plan’s assets, including notes receivable from participants,
were merged into the Plan’s assets. The investment assets of the CSCI Plan and AFS Plan were liquidated and the majority of proceeds
wired to the Plan before the close of business on December 31, 2022. The transfer amounts of $8.6 million for the CSCI Plan and $3.2
million for the AFS Plan are recorded in Plan mergers receivable in the Statement of Net Assets as the wires settled subsequent to December
31, 2022 year-end. Included in the Statement of Changes in Net Assets at December 31, 2023 is a further amount of $203,593 relating to
the CSCI Plan and the AFS Plan mergers transferred shortly after the December 31, 2022 merger date.
All
of the Plan’s investments are held in a trust account at The Northern Trust Company, N.A. (the “Trustee”).
Eligibility —
U.S. benefits-eligible employees, generally defined as full-time, part-time and hourly employees of participating companies, are eligible
to participate in the Plan.
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; or (c)
Puerto Rico residents, are not eligible to participate in the Plan.
Eligible
participants who terminate employment and are later rehired by a participating company may participate in the Plan immediately upon rehire.
Employee
Contributions — Eligible participants may elect to contribute before-tax and/or Roth after-tax contributions of 1% to
50% of eligible pay subject to Code limits ($22,500 for 2023). Those participants who have attained at least age 50 by the end of
2023 may elect an additional before-tax or Roth after-tax “Catch-Up Contribution” of 1% to 50% of eligible pay, subject to
Code limits ($7,500 for 2023).
Certain
eligible participants may also elect to contribute non-Roth after-tax contributions of 1% to 50% of eligible earnings. Participants eligible
to make non-Roth after-tax contributions include eligible employees considered to be non-highly compensated employees from the prior
plan year. Highly compensated employees from 2022 (employees who earned $283,223 or more during 2021) are permitted to elect to contribute
non-Roth after-tax contributions of 1% to 9% of eligible earnings during 2023. Participants may also contribute 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.
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, Release, Total and Permanent Disability (each as
defined by the Plan) 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: For employees (except Senior Advisors and Advisory Directors (or equivalent titles) each as defined in the Plan) with
eligible pay of $275,000 or less and who are not eligible to receive a Fixed Contribution (as described below), the Plan-provided
Company Match for the year ended December 31, 2023 (“2023 Company Match”) was one dollar for each dollar of before-tax
and/or Roth after-tax contributions that eligible participants contributed to the Plan, up to a maximum of 5% of eligible pay. For
these employees, the maximum 2023 Company Match was $13,750.
For
employees with eligible pay of $100,000 or less who are eligible to receive a Fixed Contribution or employees with eligible pay over
$275,000, the Plan-provided 2023 Company Match 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 $330,000. For these employees, the
maximum 2023 Company Match was $13,200.
The
Company Match is made at the discretion of the Plan Sponsor. The 2023 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 2023 Company Match was $385,427,965
of which $6,708,369 was covered by forfeitures held by the Plan. The contribution was recorded as Employer contributions receivable at
December 31, 2023 and paid in cash by the Company to the Plan
in
Q1 2024. The 2022 Company Match was $355,514,380, of which $6,697,206 was covered by forfeitures held by the Plan. The contribution was
recorded as Employer contributions receivable at December 31, 2022 and paid in cash by the Company to the Plan primarily in January 2023.
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 or who are not classified as 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 2023 Fixed Contribution of $16,738,563 was recorded as Employer contributions receivable at December
31, 2023 and paid in cash by the Company in Q1 2024. The 2022 Fixed Contribution of $16,925,943 was recorded as Employer contributions
receivable at December 31, 2022 and paid in cash by the Company in January 2023.
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, 2023, the Plan offered mutual funds, commingled or collective trust funds, an employer stock
fund, and separately managed accounts (“Separate 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. In 2020, certain participants were entitled to additional
rights relating to distributions under the Plan in accordance with the Coronavirus Aid, Relief and Economic Security (CARES) Act. Any
participants who took a coronavirus-related distribution during 2020, in accordance with the CARES Act, had the option to repay all or
part of the distribution to the Plan within three years.
Forfeitures
— The unvested portion of a participant’s account may be forfeited on termination of such participant’s employment
for specified reasons. Forfeitures are used to reduce the year-end Company Contributions and pay certain Plan expenses.
Notes
Receivable from Participants — Generally, a participant may borrow a total of up to the lesser of $50,000 or 50% of his/her
vested Plan account. A participant may have a maximum of two outstanding loans at a time.
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. Effective January 1, 2022, there is no limit on the number of non-hardship
withdrawals.
To
the extent a participant elects 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.
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.
| 2. | SUMMARY OF
SIGNIFICANT ACCOUNTING POLICIES |
Basis
of Accounting — The Plan’s financial statements have been prepared 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. Participants pay administrative
costs for loans, distributions and qualified domestic relation orders.
All
investment management and transaction fees directly related to the Plan’s investments are paid by the Plan. Management fees and
operating expenses charged to the Plan for investments are deducted from income earned on a daily basis and are not separately reflected.
Consequently, investment management fees and operating expenses are reflected as a reduction of investment return for such investments.
Payment
of Benefits — Benefit payments to participants are recorded upon distribution. Amounts allocated to participants who elected
to withdraw from the Plan during the year ended December 31, 2023 generally were paid prior to the 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 investments and 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. Market risks include
global events which could impact the value of investment securities, such as pandemic or international conflict. 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.
Included
in investments at December 31, 2023 are shares of the Company’s common stock, which represent fourteen percent of participant-directed
investments at December 31, 2023. A significant decline in the market value of the Company’s stock would significantly affect
the net assets available for benefits.
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 investments are reflected in Net investment income/loss
—Net appreciation/depreciation in fair value of 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 and establishes a hierarchy for inputs used in measuring fair value
that requires the most observable inputs be used when available.
Observable
inputs are inputs that market participants would use in pricing the asset or liability that were developed based on market data obtained
from sources independent of the Plan. Unobservable inputs are inputs that reflect assumptions the Plan believes other market participants
would use in pricing the asset or liability that are developed based on the best information available in the circumstances. The fair
value hierarchy has three levels based on the observability of inputs as follows, with Level 1 being the highest and Level 3 being the
lowest level:
Level
1. Valuations based on quoted prices in active markets that the Plan has the ability to access for identical assets or liabilities.
Valuation adjustments, block discounts and discounts for entity-specific restrictions that would not transfer to market participants
are not applied to Level 1 instruments. Since valuations are based on quoted prices that are readily and regularly available in an active
market, valuation of these investments does not entail a significant degree of judgment.
Level
2. Valuations based on quoted prices for similar assets or liabilities in active markets, quoted prices for identical or similar
assets or liabilities in inactive markets, significant market inputs other than quoted prices that are observable for the asset or liability,
or market-corroborated inputs.
Level
3. Valuations based on inputs that are unobservable and significant to the overall fair value measurement.
The
availability of observable inputs can vary from investment to investment and is affected by a wide variety of factors, including the
type of investment, whether the investment is new and not yet established in the marketplace, the liquidity of markets and other characteristics
particular to the investment. 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 as of 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 from 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, the total fair
value amount is disclosed in the level appropriate for the lowest level input that is significant to the total fair value of the asset
or liability.
Notes
Receivable from Participants — Notes receivable from participants are measured at their unpaid principal balance plus
accrued interest. Principal and interest are repaid semi-monthly and any delinquent payments at December 31, 2023 and 2022 were not significant.
Based on the terms of the Plan document, delinquent participant loans are recorded as distributions when a distributable event occurs.
| 3. | DERIVATIVE
INSTRUMENTS AND REPURCHASE AGREEMENTS |
Derivative
instruments are permitted in the Plan’s 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 Plan held certain fixed income and currency future and option contracts in Separate Accounts at December
31, 2023 and 2022. In the second quarter of 2022, the Plan held certain equity index future contracts in a Separate Account within AQR
International Equity Fund which was liquidated and transferred to a collective fund with Thompson, Siegel & Walmsley. 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, 2023 and 2022 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 —At
December 31, 2023 and 2022, the investment assets held by the Plan included positions in interest rate swaps, credit default swaps,
overnight index swaps, and inflation 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. These assets were held in Separate Accounts at December 31,
2023 and 2022. The fair value of these investments at December 31, 2023 and 2022 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, 2023 and 2022. The fair value of these investments at December 31, 2023 and 2022
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 Plan held positions in repurchase
agreements in Separate Accounts at December 31, 2023 and 2022. 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.
| 4. | EXEMPT related
PARTY and party-IN-INTEREST TRANSACTIONS |
Parties-in-interest
include Plan fiduciaries, employees, participant employers and service providers, certain owners and certain relatives of such individuals,
as defined by ERISA.
There
were a range of investment options available in the Plan at December 31, 2023 and 2022, of which one was managed by Morgan Stanley
Investment Management (“MSIM”) and one was an employer stock fund (Morgan Stanley Stock Fund). All party-in-interest investments
are in the Morgan Stanley Stock Fund, the fund managed by MSIM, an affiliate of the Plan Sponsor, and funds
issued
by Northern Trust, Principal, PIMCO, Blackrock, T. Rowe Price, Artisan Partners, Fidelity Institutional Asset Management, Shenkman, Thompson,
Siegel & Walmsley, Wellington Trust Company, N.A., State Street Global Advisors, Weatherbie Capital LLC, Westwood Management Corp.,
Westfield Capital Management Company, and William Blair Investment Management, LLC.
The
Plan has a revenue-sharing agreement whereby Northern Trust, as fund manager of the Northern Trust Sustainability Index Fund, returns
a portion of the investment fees to the recordkeeper to offset the Plan’s administrative expenses. Revenue-sharing activity of
this fund was not significant.
Investments
in and gain or losses related to common stock and funds issued by Morgan Stanley or its affiliate, MSIM, and notes receivables from participants
are as follows:
| Investments and receivables held by the Plan |
|
|
|
|
|
|
|
| |
|
|
At
December 31, 2023 |
|
At
December 31, 2022 |
|
Year Ended
December 31, 2023 |
| Morgan Stanley common stock |
|
|
|
|
|
|
|
| |
Number of shares held |
|
|
28,556,594 |
|
|
28,939,293 |
|
|
n/a |
| |
Fair value of shares held |
|
$ |
2,662,902,391 |
|
$ |
2,460,418,691 |
|
|
n/a |
| |
Net realized gain |
|
|
n/a |
|
|
n/a |
|
$ |
89,308,813 |
| |
Dividend income |
|
|
n/a |
|
|
n/a |
|
$ |
93,341,520 |
| |
|
|
|
|
|
|
|
|
|
|
| Investments in a Registered Investment Company issued by MSIM |
|
|
|
|
|
|
|
|
|
| |
Fair value of shares held |
|
$ |
1,379,437,845 |
|
$ |
936,306,650 |
|
|
n/a |
| |
Net realized gain |
|
|
n/a |
|
|
n/a |
|
$ |
(67,545,612) |
| |
|
|
|
|
|
|
|
|
|
|
| Notes receivable from participants |
|
|
|
|
|
|
|
|
|
|
| |
Participant loans |
|
$ |
130,654,048 |
|
$ |
123,661,328 |
|
|
n/a |
| |
Interest income |
|
|
n/a |
|
|
n/a |
|
$ |
6,733,383 |
Eligible
participants of the Morgan Stanley Stock Fund may elect to receive current cash payment of dividends paid on the Morgan Stanley Stock
Fund within the Plan, to the extent provided in the Plan.
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 individuals’ 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.
| 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
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, 2023 and 2022, 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 2017.
| 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 (“mutual funds”) – Mutual
funds are registered with the Securities and Exchange Commission 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 and are categorized in Level 1 of the fair value hierarchy if based upon prices which are observable in an active market. The
Plan generally prohibits the sale of these investment options within 30 days of a purchase into that investment option.
Morgan
Stanley Stock Fund (the “Fund”) – The Plan holds
investments in the Fund holding Morgan Stanley common stock and containing a short-term investment fund to facilitate participant transactions
into and out of the Fund. 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 designated by the Company. 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.
Separate
Accounts - The 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.
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. Unlisted equity securities
are generally valued based on an assessment of each security, considering rounds of financing and third-party transactions, discounted
cash flow analyses and market-based information, including comparable transactions, trading multiples and changes in market outlook,
among other factors. Listed fund units are generally marked to the exchange-traded price if actively traded, or to NAV if not. Unlisted
fund units are generally marked to NAV. Corporate equities are generally 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. Corporate equities are classified as
Level 3 if not actively traded, inputs are unobservable or if undergoing an aged Merger & Acquisition event or corporate action.
Cash
and cash equivalents
Cash
and cash equivalents are valued at cost, which approximates fair value and are generally categorized in Level 1 of the fair value hierarchy.
Commercial Papers are categorized in Level 2 of the fair value hierarchy.
Government
and agency securities
Government
and agency 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 and U.S. Index Linked Government Bonds, valued using quoted market prices, are categorized
in Level 1 of the fair value hierarchy. Non-U.S. index-linked securities are generally 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. The fair value of state and municipal securities is determined using recently executed transactions, market price quotations
or pricing models that factor in, where applicable, interest rates, bond or credit default swap spreads and volatility. Callable agency-issued
debt securities, agency mortgage pass-through pool 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, 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 generally categorized in Level 2 of the fair value hierarchy. Corporate debt instruments are classified as Level 3 if not actively
traded or if inputs are unobservable.
Derivative
instruments
Depending
on the investment and terms of the transaction, the fair value of over-the-counter (“OTC”) derivative investments 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
instruments are categorized in Level 2 of the fair value hierarchy, except for cash collateral related to the derivative instruments,
which are valued at carrying value and categorized in Level 1.
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 at NAVs as a practical
expedient. 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.
| | |
Plan's Investment Assets and Liabilities at Fair Value at December 31, 2023 |
| | |
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 | |
| 1,563,563,790 | | |
| — | | |
| — | | |
| 1,563,563,790 | |
| | |
| | | |
| | | |
| | | |
| | |
| Separately Managed Accounts | |
| | | |
| | | |
| | | |
| | |
| Corporate equities | |
| 5,280,630,210 | | |
| — | | |
| 1,505,745 | | |
| 5,282,135,955 | |
| Cash and cash equivalents | |
| 4,721,804 | | |
| 2,676,723 | | |
| — | | |
| 7,398,527 | |
| Government and agency securities | |
| | | |
| | | |
| | | |
| | |
| U.S. Treasury and agency securities | |
| 799,048,611 | | |
| 531,855,877 | | |
| — | | |
| 1,330,904,488 | |
| Other sovereign government obligations | |
| 13,064,888 | | |
| 2,712,094 | | |
| — | | |
| 15,776,982 | |
| State and municipal securities | |
| — | | |
| 3,605,644 | | |
| — | | |
| 3,605,644 | |
| Total Government and agency securities | |
| 812,113,499 | | |
| 538,173,615 | | |
| — | | |
| 1,350,287,114 | |
| Corporate debt instruments | |
| — | | |
| 297,878,593 | | |
| 400,645 | | |
| 298,279,238 | |
| Derivative instruments | |
| 20,088,684 | | |
| 11,084,147 | | |
| — | | |
| 31,172,831 | |
| Repurchase agreements | |
| — | | |
| 638,000,000 | | |
| — | | |
| 638,000,000 | |
| | |
| 6,117,554,197 | | |
| 1,487,813,078 | | |
| 1,906,390 | | |
| 7,607,273,665 | |
| | |
| | | |
| | | |
| | | |
| | |
| | |
| | | |
| | | |
| | | |
| 9,468,052,815 | |
| Collective Trust Funds * | |
| | | |
| | | |
| | | |
| | |
| | |
| | | |
| | | |
| | | |
| 18,638,890,270 | |
| Participant-directed investments | |
| | | |
| | | |
| | | |
| | |
| | |
| | | |
| | | |
| | | |
| | |
| Investment Liabilities: | |
| | | |
| | | |
| | | |
| | |
| Derivative instruments | |
| 23,614,002 | | |
| 5,182,086 | | |
| — | | |
| 28,796,088 | |
| | |
| 23,614,002 | | |
| 5,182,086 | | |
| — | | |
| 28,796,088 | |
| Participant-directed investments | |
| | | |
| | | |
| | | |
| | |
| * | 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. |
Other receivables and other
payables are valued at their carrying value, which approximates fair value. Level 3 assets reflect positions held prior to 2022 subject
to sanctions as a result of the expansion or escalation of hostilities between Russia and Ukraine.
| | |
Plan's Investment Assets and Liabilities at Fair Value at December 31, 2022 |
| | |
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 | |
| 1,083,346,458 | | |
| — | | |
| — | | |
| 1,083,346,458 | |
| | |
| | | |
| | | |
| | | |
| | |
| Separately Managed Accounts | |
| | | |
| | | |
| | | |
| | |
| Corporate equities | |
| 4,963,666,459 | | |
| 2,568,050 | | |
| — | | |
| 4,966,234,509 | |
| Cash and cash equivalents | |
| 4,251,257 | | |
| — | | |
| — | | |
| 4,251,257 | |
| Government and agency securities | |
| | | |
| | | |
| | | |
| | |
| U.S. Treasury and agency securities | |
| 360,832,247 | | |
| 669,551,889 | | |
| — | | |
| 1,030,384,136 | |
| Other sovereign government obligations | |
| — | | |
| 21,079,645 | | |
| — | | |
| 21,079,645 | |
| State and municipal securities | |
| — | | |
| 3,578,028 | | |
| — | | |
| 3,578,028 | |
| Total Government and agency securities | |
| 360,832,247 | | |
| 694,209,562 | | |
| — | | |
| 1,055,041,809 | |
| Corporate debt instruments | |
| — | | |
| 290,376,356 | | |
| — | | |
| 290,376,356 | |
| Derivative instruments | |
| 23,140,632 | | |
| 8,734,067 | | |
| — | | |
| 31,874,699 | |
| Repurchase agreements | |
| — | | |
| 918,400,000 | | |
| — | | |
| 918,400,000 | |
| | |
| 5,351,890,595 | | |
| 1,914,288,035 | | |
| — | | |
| 7,266,178,630 | |
| | |
| | | |
| | | |
| | | |
| | |
| Collective Trust Funds * | |
| | | |
| | | |
| | | |
| 7,432,288,311 | |
| | |
| | | |
| | | |
| | | |
| | |
| Participant-directed investments | |
| | | |
| | | |
| | | |
| 15,781,813,399 | |
| | |
| | | |
| | | |
| | | |
| | |
| Investment Liabilities: | |
| | | |
| | | |
| | | |
| | |
| Separately Managed Accounts | |
| | | |
| | | |
| | | |
| | |
| Derivative instruments | |
| 20,550,829 | | |
| 6,808,648 | | |
| — | | |
| 27,359,477 | |
| Participant-directed investments | |
| 20,550,829 | | |
| 6,808,648 | | |
| — | | |
| 27,359,477 | |
| * | 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. |
The Plan has evaluated subsequent
events for adjustment to or disclosure in these financial statements through the date of this report and has not identified any recordable
or disclosable events not otherwise reported in these financial statements or the notes thereto.
| 8. | Reconciliation of financial statement to
form 5500 |
The amount of $203,593 relating
to the CSCI Plan and the AFS Plan mergers transferred shortly after the December 31, 2022 merger date (see note 1) was captured in the
Form 5500 for 2022.
| | |
2022 |
| Net assets available for benefits per Form 5500 | |
$ | 16,150,406,766 | |
| CSCI Plan and AFS Plan Mergers | |
| (203,593 | ) |
| Net assets available for benefits per Financial Statements | |
$ | 16,150,203,173 | |
SUPPLEMENTAL SCHEDULE
| 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, 2023 |
|
|
|
|
| |
|
|
|
|
(e) |
| |
(b) |
(c) |
(d) |
|
Current |
| (a) |
Identity of Issuer |
Description of Investment |
Cost** |
|
Value |
| |
Registered Investment Companies |
|
|
|
|
| * |
MSIM |
MSIF Growth Portfolio Fund |
|
|
1,379,437,845 |
| * |
Northern Trust |
Northern Trust Global Sustainability Index Fund |
|
|
98,433,829 |
| * |
Pax |
Pax Global Environmental Markets Fund |
|
|
52,910,030 |
| * |
PIMCO |
PIMCO International Bond Fund (Unhedged) |
|
|
32,782,086 |
| |
|
Registered Investment Companies Total |
|
|
1,563,563,790 |
| |
Corporate Equities |
|
|
|
|
| |
1St Indl Rlty Tr Inc |
27,230 Shares of Common Stock |
|
|
1,434,204 |
| |
29Metals Limited |
307,688 Shares of Common Stock |
|
|
135,418 |
| |
3M Co |
48,800 Shares of Common Stock |
|
|
5,334,816 |
| |
5Th 3Rd Bancorp |
469,238 Shares of Common Stock |
|
|
16,184,019 |
| |
Aalberts Nv |
15,084 Shares of Common Stock |
|
|
654,171 |
| |
Aar Corp |
26,929 Shares of Common Stock |
|
|
1,680,370 |
| |
Academy Sports & Outdoors Inc |
72,679 Shares of Common Stock |
|
|
4,796,814 |
| |
Acadia Pharmaceuticals Inc |
257,212 Shares of Common Stock |
|
|
8,053,308 |
| |
Accenture Plc |
28,200 Shares of Common Stock |
|
|
9,895,662 |
| |
Adr Argenx Se Sponsored Ads |
8,035 Shares of Common Stock |
|
|
3,056,755 |
| |
Adr Ascendis Pharma |
98,560 Shares of Common Stock |
|
|
12,413,632 |
| |
Adr ASML Holding |
270 Shares of Common Stock |
|
|
204,368 |
| |
Adr Astrazeneca |
14,549 Shares of Common Stock |
|
|
979,875 |
| |
Adr Legend Biotech Corp |
85,480 Shares of Common Stock |
|
|
5,143,332 |
| |
Adr Nice Ltd Sponsored |
24,700 Shares of Common Stock |
|
|
4,927,897 |
| |
Adr Novo Nordisk AS |
25,559 Shares of Common Stock |
|
|
2,644,079 |
| |
Adr Petroleo Brasileiro SA Petrobras |
203,046 Shares of Common Stock |
|
|
3,242,645 |
| |
Adr Totalenergies Se Sponsored Adr |
497,756 Shares of Common Stock |
|
|
33,538,799 |
| |
Advance Auto Parts Inc |
26,191 Shares of Common Stock |
|
|
1,598,437 |
| |
Aedifica |
7,518 Shares of Common Stock |
|
|
528,598 |
| |
Aeon Delight Co.Ltd. |
18,338 Shares of Common Stock |
|
|
463,068 |
| |
Aercap Holdings NV |
26,294 Shares of Common Stock |
|
|
1,954,170 |
| |
Agiliti Inc |
162,108 Shares of Common Stock |
|
|
1,283,895 |
| |
Agree Realty Corp |
18,767 Shares of Common Stock |
|
|
1,181,383 |
| |
Aia Group Ltd |
51,600 Shares of Common Stock |
|
|
449,684 |
| |
Air Liquide(L') |
52,091 Shares of Common Stock |
|
|
10,134,354 |
| |
Airbus Se |
20,770 Shares of Common Stock |
|
|
3,207,054 |
| |
Alamo Group Inc |
23,143 Shares of Common Stock |
|
|
4,864,427 |
| |
Albany Intl Corp |
47,422 Shares of Common Stock |
|
|
4,657,789 |
| |
Alcon Inc |
40,325 Shares of Common Stock |
|
|
3,144,933 |
| |
Alexandria Real Estate Equities Inc |
22,115 Shares of Common Stock |
|
|
2,803,519 |
| |
Align Technology Inc |
17,440 Shares of Common Stock |
|
|
4,778,560 |
| |
Allianz Se |
28,386 Shares of Common Stock |
|
|
7,586,728 |
| |
Allied Properties Real Estate Investment Trust |
56,598 Shares of Common Stock |
|
|
866,182 |
| |
Allstate Corp |
23,600 Shares of Common Stock |
|
|
3,303,528 |
| |
Ally Financial Inc |
77,500 Shares of Common Stock |
|
|
2,706,300 |
| |
Altarea Reit |
5,121 Shares of Common Stock |
|
|
452,553 |
| |
Alten |
6,271 Shares of Common Stock |
|
|
932,409 |
| |
Altice Usa Inc |
332,900 Shares of Common Stock |
|
|
1,081,925 |
| |
|
|
|
|
|
| |
|
|
|
|
(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, 2023 |
|
|
|
|
| |
|
|
|
|
(e) |
| |
(b) |
(c) |
(d) |
|
Current |
| (a) |
Identity of Issuer |
Description of Investment |
Cost** |
|
Value |
| |
Corporate Equities (continued) |
|
|
|
|
| |
Amazon Inc |
63,501 Shares of Common Stock |
|
|
9,648,342 |
| |
Ameren Corp |
117,640 Shares of Common Stock |
|
|
8,510,078 |
| |
American Homes 4 Rent |
76,397 Shares of Common Stock |
|
|
2,747,236 |
| |
American International Group Inc |
519,497 Shares of Common Stock |
|
|
35,195,922 |
| |
American Tower Corp |
13,397 Shares of Common Stock |
|
|
2,892,144 |
| |
Americold Realty Trust Inc |
39,359 Shares of Common Stock |
|
|
1,191,397 |
| |
Ameriprise Financial Inc |
9,990 Shares of Common Stock |
|
|
3,794,502 |
| |
Amerisafe Inc |
48,759 Shares of Common Stock |
|
|
2,280,946 |
| |
Ametek Inc New |
41,190 Shares of Common Stock |
|
|
6,791,819 |
| |
AmorePacific Corp |
18,252 Shares of Common Stock |
|
|
414,528 |
| |
Anritsu Corp |
40,284 Shares of Common Stock |
|
|
388,753 |
| |
Aon Plc |
12,029 Shares of Common Stock |
|
|
3,500,680 |
| |
Apartment Income Reit Corp |
31,401 Shares of Common Stock |
|
|
1,090,557 |
| |
Applied Materials Inc |
32,602 Shares of Common Stock |
|
|
5,283,806 |
| |
Aptiv Plc |
48,350 Shares of Common Stock |
|
|
4,337,962 |
| |
Arcbest Corp |
35,432 Shares of Common Stock |
|
|
4,259,281 |
| |
Arch Capital Group |
22,500 Shares of Common Stock |
|
|
1,671,075 |
| |
Arclands Corp |
32,114 Shares of Common Stock |
|
|
382,689 |
| |
Ares Management Lp |
60,530 Shares of Common Stock |
|
|
7,198,228 |
| |
Argan |
5,290 Shares of Common Stock |
|
|
497,875 |
| |
Argenx Se |
1,264 Shares of Common Stock |
|
|
479,621 |
| |
Arjo Ab |
124,751 Shares of Common Stock |
|
|
487,722 |
| |
As One Corporation |
13,872 Shares of Common Stock |
|
|
551,023 |
| |
Askul Corp |
48,076 Shares of Common Stock |
|
|
733,178 |
| |
ASML Holding Nv |
2,010 Shares of Common Stock |
|
|
1,513,610 |
| |
Asmpt Ltd |
62,804 Shares of Common Stock |
|
|
599,202 |
| |
Astrazeneca Ord |
16,138 Shares of Common Stock |
|
|
2,180,709 |
| |
Atea Asa |
52,636 Shares of Common Stock |
|
|
669,631 |
| |
Atlantic Union Bankshares Corp |
128,699 Shares of Common Stock |
|
|
4,702,661 |
| |
Austria Tech Systemtechnik |
12,034 Shares of Common Stock |
|
|
349,615 |
| |
AvalonBay Communities Reit |
20,197 Shares of Common Stock |
|
|
3,781,282 |
| |
Avanos Med Inc |
152,669 Shares of Common Stock |
|
|
3,424,366 |
| |
Avantor Inc |
275,080 Shares of Common Stock |
|
|
6,280,076 |
| |
Avanza Bank Hldg |
30,404 Shares of Common Stock |
|
|
704,449 |
| |
Avista Corp |
128,690 Shares of Common Stock |
|
|
4,599,381 |
| |
Axa SA |
81,876 Shares of Common Stock |
|
|
2,667,203 |
| |
Axon Enterprise Inc Com |
26,550 Shares of Common Stock |
|
|
6,858,662 |
| |
Azbil Corp |
17,700 Shares of Common Stock |
|
|
585,815 |
| |
Azelis Group Nv |
25,558 Shares of Common Stock |
|
|
626,200 |
| |
Azz Inc |
42,477 Shares of Common Stock |
|
|
2,467,489 |
| |
B & M European Value Retail Sa |
129,566 Shares of Common Stock |
|
|
925,287 |
| |
Bae Systems Ord |
335,409 Shares of Common Stock |
|
|
4,748,270 |
| |
Baker Hughes Co |
239,600 Shares of Common Stock |
|
|
8,189,528 |
| |
Banca Generali |
26,604 Shares of Common Stock |
|
|
988,616 |
| |
Banco Actinver Sa Cbfi (Prologis) |
84,799 Shares of Common Stock |
|
|
404,353 |
| |
|
|
|
|
|
| |
|
|
|
|
(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, 2023 |
|
|
|
|
| |
|
|
|
|
(e) |
| |
(b) |
(c) |
(d) |
|
Current |
| (a) |
Identity of Issuer |
Description of Investment |
Cost** |
|
Value |
| |
Corporate Equities (continued) |
|
|
|
|
| |
Banco Bpm |
114,964 Shares of Common Stock |
|
|
607,163 |
| |
Bank Of America Corp |
927,445 Shares of Common Stock |
|
|
31,227,073 |
| |
Bank Of Ireland Gr Ord |
66,256 Shares of Common Stock |
|
|
601,473 |
| |
Bankinter Sa |
106,699 Shares of Common Stock |
|
|
683,146 |
| |
Banner Corp |
41,778 Shares of Common Stock |
|
|
2,237,630 |
| |
Banque Cantonale Vaudoise |
6,802 Shares of Common Stock |
|
|
876,869 |
| |
Baxter Intl Inc |
416,913 Shares of Common Stock |
|
|
16,117,857 |
| |
Be Semiconductor Industries |
8,552 Shares of Common Stock |
|
|
1,289,039 |
| |
Beazley Plc (Uk) |
127,741 Shares of Common Stock |
|
|
850,047 |
| |
Becton Dickinson & Co |
78,765 Shares of Common Stock |
|
|
19,205,270 |
| |
Best Buy Inc |
80,039 Shares of Common Stock |
|
|
6,265,453 |
| |
Big Yellow Group (Placing) |
37,076 Shares of Common Stock |
|
|
577,572 |
| |
Bilfinger Se |
15,329 Shares of Common Stock |
|
|
589,613 |
| |
Binggrae |
13,514 Shares of Common Stock |
|
|
573,970 |
| |
Bio Rad Laboratories Inc |
17,100 Shares of Common Stock |
|
|
5,521,419 |
| |
Bnp Paribas |
30,265 Shares of Common Stock |
|
|
2,092,523 |
| |
Bodycote Plc Ord |
72,305 Shares of Common Stock |
|
|
547,977 |
| |
Boeing Co |
66,100 Shares of Common Stock |
|
|
17,229,626 |
| |
Boise Cascade Co |
37,781 Shares of Common Stock |
|
|
4,887,350 |
| |
Boot Barn Hldgs Inc |
27,355 Shares of Common Stock |
|
|
2,099,770 |
| |
Branicks Group |
44,941 Shares of Common Stock |
|
|
167,549 |
| |
Brembo Spa |
43,990 Shares of Common Stock |
|
|
539,388 |
| |
Bristol Myers Squibb Co |
346,371 Shares of Common Stock |
|
|
17,772,296 |
| |
Britvic Ord |
67,125 Shares of Common Stock |
|
|
719,224 |
| |
Broadstone Net Lease Inc |
68,053 Shares of Common Stock |
|
|
1,171,873 |
| |
Brp Group Inc |
185,867 Shares of Common Stock |
|
|
4,464,525 |
| |
Bucher Industries |
2,023 Shares of Common Stock |
|
|
848,956 |
| |
Builders Firstsource Inc |
61,280 Shares of Common Stock |
|
|
10,230,083 |
| |
C&C Group Ord |
365,840 Shares of Common Stock |
|
|
711,685 |
| |
Cadre Hldgs Inc |
21,451 Shares of Common Stock |
|
|
705,523 |
| |
Cairn Homes Plc Ord |
506,415 Shares of Common Stock |
|
|
747,579 |
| |
Canadian Pacific Kansas City |
78,985 Shares of Common Stock |
|
|
6,279,984 |
| |
Capitaland Integrated Commercial Trust |
653,037 Shares of Common Stock |
|
|
1,019,829 |
| |
Capitaland Investment Ltd |
574,800 Shares of Common Stock |
|
|
1,376,975 |
| |
Carlsberg |
18,873 Shares of Common Stock |
|
|
2,368,232 |
| |
Casella Waste Sys Inc |
91,016 Shares of Common Stock |
|
|
7,778,227 |
| |
Castellum Ab |
65,245 Shares of Common Stock |
|
|
927,738 |
| |
Catalent Inc |
64,800 Shares of Common Stock |
|
|
2,911,464 |
| |
Cdl Hospitality Tr Stapled Units |
721,425 Shares of Stapled Securities |
|
|
607,067 |
| |
Cdn Apartment Prop Trust Units |
32,118 Shares of Common Stock |
|
|
1,188,653 |
| |
Cdn Natl Railways |
37,700 Shares of Common Stock |
|
|
4,761,819 |
| |
CDW Corp |
32,640 Shares of Common Stock |
|
|
7,419,725 |
| |
Celanese Corp Del |
34,910 Shares of Common Stock |
|
|
5,423,967 |
| |
Cellnex Telecom Sa |
20,491 Shares of Common Stock |
|
|
807,178 |
| |
Cencora Inc |
18,825 Shares of Common Stock |
|
|
3,866,279 |
| |
|
|
|
|
|
| |
|
|
|
|
(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, 2023 |
|
|
|
|
| |
|
|
|
|
(e) |
| |
(b) |
(c) |
(d) |
|
Current |
| (a) |
Identity of Issuer |
Description of Investment |
Cost** |
|
Value |
| |
Corporate Equities (continued) |
|
|
|
|
| |
Cent Garden & Pet Co |
57,014 Shares of Common Stock |
|
|
2,510,897 |
| |
Centene Corp Del |
50,300 Shares of Common Stock |
|
|
3,732,763 |
| |
Centerpoint Energy Inc |
111,900 Shares of Common Stock |
|
|
3,196,983 |
| |
Century Cmntys Inc |
29,337 Shares of Common Stock |
|
|
2,673,774 |
| |
Cf Inds Hldgs Inc |
155,487 Shares of Common Stock |
|
|
12,361,217 |
| |
Challenger Ltd |
76,883 Shares of Common Stock |
|
|
340,473 |
| |
Chesapeake Energy Corp |
42,700 Shares of Common Stock |
|
|
3,285,338 |
| |
Chipotle Mexican Grill Inc |
2,714 Shares of Common Stock |
|
|
6,206,809 |
| |
Chubb Ltd Ord |
154,335 Shares of Common Stock |
|
|
34,879,710 |
| |
Chuys Holdings Inc |
60,068 Shares of Common Stock |
|
|
2,296,400 |
| |
Cie Automotive Sa |
18,243 Shares of Common Stock |
|
|
518,313 |
| |
Citigroup Inc |
88,700 Shares of Common Stock |
|
|
4,562,728 |
| |
City Hldg Co |
42,527 Shares of Common Stock |
|
|
4,689,027 |
| |
Clarivate Plc |
171,800 Shares of Common Stock |
|
|
1,590,868 |
| |
Cloetta Ab |
263,200 Shares of Common Stock |
|
|
478,458 |
| |
Close Bros Group Ord |
53,019 Shares of Common Stock |
|
|
536,654 |
| |
Cnh Industrial Nv |
107,900 Shares of Common Stock |
|
|
1,314,222 |
| |
Coca Cola Co |
333,290 Shares of Common Stock |
|
|
19,640,780 |
| |
Cogent Communications Hldgs Inc |
30,805 Shares of Common Stock |
|
|
2,343,028 |
| |
Colgate-Palmolive Co |
225,000 Shares of Common Stock |
|
|
17,934,750 |
| |
Comfort Sys Usa Inc |
10,738 Shares of Common Stock |
|
|
2,208,484 |
| |
Compagnie Financière Richemont S.A |
22,151 Shares of Common Stock |
|
|
3,046,371 |
| |
Conagra Brands Inc |
650,267 Shares of Common Stock |
|
|
18,636,652 |
| |
Conmed Corp |
40,235 Shares of Common Stock |
|
|
4,406,135 |
| |
Conocophillips |
78,552 Shares of Common Stock |
|
|
9,117,531 |
| |
Constellation Brands Inc |
35,880 Shares of Common Stock |
|
|
8,673,990 |
| |
Constellium Se |
114,603 Shares of Common Stock |
|
|
2,287,476 |
| |
Contact Energy |
166,655 Shares of Common Stock |
|
|
845,196 |
| |
Cooper Cos Inc |
17,270 Shares of Common Stock |
|
|
6,535,659 |
| |
Copart Inc |
181,090 Shares of Common Stock |
|
|
8,873,410 |
| |
Copt Defense Properties |
182,719 Shares of Common Stock |
|
|
4,683,088 |
| |
Core Laboratories Inc |
75,493 Shares of Common Stock |
|
|
1,333,206 |
| |
Costar Group Inc |
72,880 Shares of Common Stock |
|
|
6,368,983 |
| |
Cousins Pptys Inc |
36,698 Shares of Common Stock |
|
|
893,596 |
| |
CRH Ord |
42,089 Shares of Common Stock |
|
|
2,910,875 |
| |
CRH Plc |
12,968 Shares of Common Stock |
|
|
894,360 |
| |
Cummins Inc |
65,623 Shares of Common Stock |
|
|
15,721,302 |
| |
Cvs Health Corp |
209,379 Shares of Common Stock |
|
|
16,532,566 |
| |
Dah Sing Financial |
84,325 Shares of Common Stock |
|
|
172,785 |
| |
Daido Steel Co |
74,110 Shares of Common Stock |
|
|
789,042 |
| |
Daiichi Sankyo Com |
95,300 Shares of Common Stock |
|
|
2,617,404 |
| |
Daiichikosho Co |
39,239 Shares of Common Stock |
|
|
580,736 |
| |
Daikyonishikawa |
66,222 Shares of Common Stock |
|
|
321,293 |
| |
Daiwa House Reit Investment Co |
437 Shares of Common Stock |
|
|
780,202 |
| |
Daiwa Securities Living Investment Corporation |
662 Shares of Common Stock |
|
|
489,762 |
| |
|
|
|
|
|
| |
|
|
|
|
(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, 2023 |
|
|
|
|
| |
|
|
|
|
(e) |
| |
(b) |
(c) |
(d) |
|
Current |
| (a) |
Identity of Issuer |
Description of Investment |
Cost** |
|
Value |
| |
Corporate Equities (continued) |
|
|
|
|
| |
Dalata Hotel Group Ord |
144,038 Shares of Common Stock |
|
|
735,095 |
| |
Danske Bank |
133,463 Shares of Common Stock |
|
|
3,567,794 |
| |
Datadog Inc Com |
50,810 Shares of Common Stock |
|
|
6,167,318 |
| |
Dayforce Inc |
97,760 Shares of Common Stock |
|
|
6,561,651 |
| |
Dbs Group |
28,890 Shares of Common Stock |
|
|
731,722 |
| |
DCC Ord |
10,452 Shares of Common Stock |
|
|
769,873 |
| |
Definitive Healthcare Corpcom |
223,979 Shares of Common Stock |
|
|
2,226,351 |
| |
Deutsche Bank Ag |
70,377 Shares of Common Stock |
|
|
961,202 |
| |
Deutsche Boerse Ag |
31,474 Shares of Common Stock |
|
|
6,484,186 |
| |
Deutsche Telekom |
354,697 Shares of Common Stock |
|
|
8,521,999 |
| |
Devon Energy Corp |
105,920 Shares of Common Stock |
|
|
4,798,176 |
| |
Dexcom Inc |
95,124 Shares of Common Stock |
|
|
11,803,937 |
| |
Dexerials Corp |
24,892 Shares of Common Stock |
|
|
728,503 |
| |
Diageo Ord Plc |
17,815 Shares of Common Stock |
|
|
648,614 |
| |
Diamondback Energy Inc |
41,490 Shares of Common Stock |
|
|
6,434,269 |
| |
Digital Rlty Tr Inc |
23,266 Shares of Common Stock |
|
|
3,131,138 |
| |
Dl E&C Co Ltd |
8,608 Shares of Common Stock |
|
|
240,949 |
| |
Dollar Gen Corp |
12,200 Shares of Common Stock |
|
|
1,658,590 |
| |
Dollar Tree Inc |
20,830 Shares of Common Stock |
|
|
2,958,902 |
| |
Dometic Group Ab |
69,346 Shares of Common Stock |
|
|
620,119 |
| |
Dominion Energy Inc |
414,030 Shares of Common Stock |
|
|
19,459,410 |
| |
Domino's Pizza Group Plc Ord |
119,811 Shares of Common Stock |
|
|
575,506 |
| |
Dongbu Insurance Co Ltd |
11,809 Shares of Common Stock |
|
|
767,461 |
| |
Dowa Holdings Co Ltd |
18,432 Shares of Common Stock |
|
|
673,583 |
| |
DraftKings Inc |
147,560 Shares of Common Stock |
|
|
5,201,490 |
| |
Dril-Quip Inc |
58,056 Shares of Common Stock |
|
|
1,350,963 |
| |
DSV AS |
2,622 Shares of Common Stock |
|
|
460,613 |
| |
Duckhorn Portfolio Inc |
249,884 Shares of Common Stock |
|
|
2,461,357 |
| |
Easterly Government Propertimon |
176,801 Shares of Common Stock |
|
|
2,376,205 |
| |
EchoStar Corporation |
212,140 Shares of Common Stock |
|
|
1,224,048 |
| |
Ecovyst Inc |
243,413 Shares of Common Stock |
|
|
2,378,145 |
| |
Elanco Animal Health Inc |
622,950 Shares of Common Stock |
|
|
9,281,955 |
| |
Elevance Health Inc |
61,686 Shares of Common Stock |
|
|
29,088,650 |
| |
Elior Group |
79,075 Shares of Common Stock |
|
|
256,111 |
| |
Elis Sa |
39,762 Shares of Common Stock |
|
|
829,707 |
| |
Encore Wire Corp |
21,865 Shares of Common Stock |
|
|
4,670,364 |
| |
Enerplus Corp |
301,844 Shares of Common Stock |
|
|
4,630,287 |
| |
Enphase Energy Inc |
31,250 Shares of Common Stock |
|
|
4,129,375 |
| |
Eog Resources Inc |
70,462 Shares of Common Stock |
|
|
8,522,379 |
| |
Eqt Corp |
353,263 Shares of Common Stock |
|
|
13,657,148 |
| |
Equinix Inc |
5,681 Shares of Common Stock |
|
|
4,575,421 |
| |
Equitable Hldgs Inc |
458,583 Shares of Common Stock |
|
|
15,270,814 |
| |
Equity Residential |
10,546 Shares of Common Stock |
|
|
644,993 |
| |
Essex Ppty Tr Reit |
12,050 Shares of Common Stock |
|
|
2,987,677 |
| |
Euroapi Sa |
33,824 Shares of Common Stock |
|
|
214,094 |
| |
Eurocommercial |
29,449 Shares of Common Stock |
|
|
722,185 |
| |
|
|
|
|
|
| |
|
|
|
|
(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, 2023 |
|
|
|
|
| |
|
|
|
|
(e) |
| |
(b) |
(c) |
(d) |
|
Current |
| (a) |
Identity of Issuer |
Description of Investment |
Cost** |
|
Value |
| |
Corporate Equities (continued) |
|
|
|
|
| |
Evergy Inc |
112,400 Shares of Common Stock |
|
|
5,867,280 |
| |
Evolution Mining |
203,907 Shares of Common Stock |
|
|
550,978 |
| |
Evraz Plc |
234,412 Shares of Common Stock |
|
|
241,722 |
| |
Exclusive Networks |
37,055 Shares of Common Stock |
|
|
794,915 |
| |
Exelon Corp |
97,100 Shares of Common Stock |
|
|
3,485,890 |
| |
Extra Space Storage Inc |
31,525 Shares of Common Stock |
|
|
5,054,403 |
| |
Exxon Mobil Corp |
183,009 Shares of Common Stock |
|
|
18,297,240 |
| |
Fagron |
48,835 Shares of Common Stock |
|
|
896,036 |
| |
Fair Isaac Corporation |
7,557 Shares of Common Stock |
|
|
8,796,424 |
| |
Federal Signal Corp |
61,110 Shares of Common Stock |
|
|
4,689,581 |
| |
Fedex Corp |
8,100 Shares of Common Stock |
|
|
2,049,057 |
| |
Ferrovial Sa |
71,906 Shares of Common Stock |
|
|
2,622,810 |
| |
Fidelity Natl Finl Inc |
77,131 Shares of Common Stock |
|
|
3,935,224 |
| |
Fidelity Natl Information Svcs Inc |
44,900 Shares of Common Stock |
|
|
2,697,143 |
| |
First Bancorp NC |
130,982 Shares of Common Stock |
|
|
4,847,644 |
| |
First Ctzns Bancshares Inc |
1,935 Shares of Common Stock |
|
|
2,745,707 |
| |
Firstservice Corp |
51,734 Shares of Common Stock |
|
|
8,385,564 |
| |
Fiserv Inc |
189,047 Shares of Common Stock |
|
|
25,113,003 |
| |
Fleetcor Technologies Inc |
12,400 Shares of Common Stock |
|
|
3,504,364 |
| |
Flex Ltd |
36,900 Shares of Common Stock |
|
|
1,123,974 |
| |
Flight Centre Travel Group Ltd |
43,682 Shares of Common Stock |
|
|
606,859 |
| |
Fluidra Sa |
38,048 Shares of Common Stock |
|
|
792,260 |
| |
Flywire Corp Vtg |
100,038 Shares of Common Stock |
|
|
2,315,880 |
| |
Four Corners Ppty Tr Inc |
187,522 Shares of Common Stock |
|
|
4,744,307 |
| |
Fox Corp Cl A Cl A |
107,881 Shares of Common Stock |
|
|
3,200,829 |
| |
Fp Corp |
23,469 Shares of Common Stock |
|
|
494,584 |
| |
Fukushima Galilei Co Ltd |
13,587 Shares of Common Stock |
|
|
470,312 |
| |
Fuyo General Lease |
11,021 Shares of Common Stock |
|
|
957,243 |
| |
G.U.D. Holdings |
98,661 Shares of Common Stock |
|
|
807,856 |
| |
Gallagher Arthur J & Co |
22,010 Shares of Common Stock |
|
|
4,949,609 |
| |
Gaming & Leisure Pptys Inc |
88,279 Shares of Common Stock |
|
|
4,356,569 |
| |
Ge Healthcare Technologies Inc |
80,320 Shares of Common Stock |
|
|
6,210,342 |
| |
Gecina Sa |
8,315 Shares of Common Stock |
|
|
1,011,287 |
| |
General Electric Co |
155,297 Shares of Common Stock |
|
|
19,820,556 |
| |
Genpact Limited |
139,173 Shares of Common Stock |
|
|
4,830,695 |
| |
Gerresheimer Ag |
5,571 Shares of Common Stock |
|
|
580,630 |
| |
Glaukos Corp |
102,422 Shares of Common Stock |
|
|
8,141,525 |
| |
Global Pmts Inc |
83,630 Shares of Common Stock |
|
|
10,621,010 |
| |
Globant Sa |
5,144 Shares of Common Stock |
|
|
1,224,169 |
| |
Glp J-Reit Reit |
842 Shares of Common Stock |
|
|
839,133 |
| |
Gmo Internet Group |
20,332 Shares of Common Stock |
|
|
369,633 |
| |
Goodman Group |
142,879 Shares of Common Stock |
|
|
2,466,585 |
| |
Grainger Plc Ord |
257,323 Shares of Common Stock |
|
|
867,326 |
| |
Granges Ab |
56,247 Shares of Common Stock |
|
|
647,425 |
| |
Graphic Packaging Hldg Co |
139,500 Shares of Common Stock |
|
|
3,438,675 |
| |
|
|
|
|
|
| |
|
|
|
|
(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, 2023 |
|
|
|
|
| |
|
|
|
|
(e) |
| |
(b) |
(c) |
(d) |
|
Current |
| (a) |
Identity of Issuer |
Description of Investment |
Cost** |
|
Value |
| |
Corporate Equities (continued) |
|
|
|
|
| |
Greencore Group Ord |
420,713 Shares of Common Stock |
|
|
517,285 |
| |
Halliburton Co |
96,600 Shares of Common Stock |
|
|
3,492,090 |
| |
Hamilton Lane Inc |
53,567 Shares of Common Stock |
|
|
6,076,640 |
| |
Harbour Energy Plc Ord |
78,526 Shares of Common Stock |
|
|
308,924 |
| |
Hartford Finl Svcs Group Inc |
267,953 Shares of Common Stock |
|
|
21,538,062 |
| |
Healthcare Realty Trust Inc |
57,126 Shares of Common Stock |
|
|
984,281 |
| |
Heineken Nv |
29,251 Shares of Common Stock |
|
|
2,970,776 |
| |
Hewlett Packard Enterprise Co |
157,600 Shares of Common Stock |
|
|
2,676,048 |
| |
Hexpol |
47,885 Shares of Common Stock |
|
|
579,684 |
| |
Hf Sinclair Corporation |
40,300 Shares of Common Stock |
|
|
2,239,471 |
| |
Hill & Smith Plc Ord |
35,165 Shares of Common Stock |
|
|
855,325 |
| |
Hilton Worldwide Hldgs Inc |
38,730 Shares of Common Stock |
|
|
7,052,346 |
| |
Hiscox Ord |
54,632 Shares of Common Stock |
|
|
734,057 |
| |
Honeywell Intl Inc |
53,800 Shares of Common Stock |
|
|
11,282,398 |
| |
Hpsp Co Ltd |
20,750 Shares of Common Stock |
|
|
706,489 |
| |
Hubspot Inc |
15,180 Shares of Common Stock |
|
|
8,812,597 |
| |
Huhtamaki Oyj Ser'I'Npv |
14,252 Shares of Common Stock |
|
|
578,258 |
| |
Humana Inc |
8,900 Shares of Common Stock |
|
|
4,074,509 |
| |
Hunt J B Trans Svcs Inc |
34,540 Shares of Common Stock |
|
|
6,899,020 |
| |
Huntington Bancshares Inc |
991,171 Shares of Common Stock |
|
|
12,607,695 |
| |
Huntington Ingalls Inds Inc |
20,400 Shares of Common Stock |
|
|
5,296,656 |
| |
Hysan Development |
188,123 Shares of Common Stock |
|
|
373,425 |
| |
Iac Inc |
85,095 Shares of Common Stock |
|
|
4,457,276 |
| |
Ibstock Plc Ord |
252,065 Shares of Common Stock |
|
|
486,819 |
| |
Icon Plc |
23,920 Shares of Common Stock |
|
|
6,771,034 |
| |
Idexx Labs Inc |
15,920 Shares of Common Stock |
|
|
8,836,396 |
| |
Imdex Ltd Npv |
368,742 Shares of Common Stock |
|
|
474,287 |
| |
Impinj Inc |
44,528 Shares of Common Stock |
|
|
4,008,856 |
| |
Inaba Denkisangyo |
34,299 Shares of Common Stock |
|
|
827,185 |
| |
Inchcape Ord |
76,027 Shares of Common Stock |
|
|
693,457 |
| |
Incitec Pivot |
302,899 Shares of Common Stock |
|
|
586,980 |
| |
Indivior Plc |
21,758 Shares of Common Stock |
|
|
328,685 |
| |
Industrial & Infra Reit |
788 Shares of Common Stock |
|
|
780,287 |
| |
Indutrade Ab |
28,159 Shares of Common Stock |
|
|
731,508 |
| |
Informa Plc (Gb) Ord |
30,339 Shares of Common Stock |
|
|
302,138 |
| |
Inm Colonial Socim |
121,485 Shares of Common Stock |
|
|
879,000 |
| |
Inmode Ltd Com |
26,159 Shares of Common Stock |
|
|
581,776 |
| |
Innospec Inc |
19,769 Shares of Common Stock |
|
|
2,436,332 |
| |
Inogen Inc |
62,310 Shares of Common Stock |
|
|
342,082 |
| |
Inspire Med Sys Inc |
29,526 Shares of Common Stock |
|
|
6,006,474 |
| |
Insulet Corp |
32,640 Shares of Common Stock |
|
|
7,082,227 |
| |
Intapp Inc |
41,501 Shares of Common Stock |
|
|
1,577,868 |
| |
Intel Corp |
366,000 Shares of Common Stock |
|
|
18,391,500 |
| |
Interrent Real Est Trust Units |
49,484 Shares of Common Stock |
|
|
496,491 |
| |
Intl Paper Co |
309,968 Shares of Common Stock |
|
|
11,205,343 |
| |
|
|
|
|
|
| |
|
|
|
|
(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, 2023 |
|
|
|
|
| |
|
|
|
|
(e) |
| |
(b) |
(c) |
(d) |
|
Current |
| (a) |
Identity of Issuer |
Description of Investment |
Cost** |
|
Value |
| |
Corporate Equities (continued) |
|
|
|
|
| |
Invincible Investments Corp Reit |
1,606 Shares of Common Stock |
|
|
694,893 |
| |
Invitation Homes Inc |
97,477 Shares of Common Stock |
|
|
3,324,940 |
| |
Ipsos |
10,725 Shares of Common Stock |
|
|
672,338 |
| |
Iress Limited |
63,699 Shares of Common Stock |
|
|
354,240 |
| |
Irhythm Technologies Inc |
19,166 Shares of Common Stock |
|
|
2,051,529 |
| |
J & J Snack Foods Corp |
27,151 Shares of Common Stock |
|
|
4,538,018 |
| |
J Front Retailing |
35,513 Shares of Common Stock |
|
|
323,189 |
| |
Japan Hotel Reit |
1,416 Shares of Common Stock |
|
|
695,043 |
| |
Jazz Pharmaceuticals Plc Com |
8,600 Shares of Common Stock |
|
|
1,057,800 |
| |
Jbg Smith Properties |
117,820 Shares of Common Stock |
|
|
2,004,118 |
| |
John Wood Group Pl Ord |
263,658 Shares of Common Stock |
|
|
578,447 |
| |
Johnson & Johnson |
249,318 Shares of Common Stock |
|
|
39,078,103 |
| |
Jtower Inc |
13,223 Shares of Common Stock |
|
|
468,967 |
| |
Jungheinrich Non-Vtg Prf |
20,903 Shares of Preferred Stock |
|
|
767,066 |
| |
Kamigumi Co Ltd |
25,368 Shares of Common Stock |
|
|
605,679 |
| |
Kawasaki Heavy Ind |
23,089 Shares of Common Stock |
|
|
510,814 |
| |
Keisei Elec Ry Co |
39,900 Shares of Common Stock |
|
|
1,886,038 |
| |
Kenvue Inc |
659,193 Shares of Common Stock |
|
|
14,192,425 |
| |
Kilroy Rlty Corp |
21,289 Shares of Common Stock |
|
|
848,154 |
| |
Kimberly-Clark Corp |
105,411 Shares of Common Stock |
|
|
12,808,491 |
| |
Kinaxis Inc |
1,900 Shares of Common Stock |
|
|
214,280 |
| |
Kinder Morgan Inc |
271,200 Shares of Common Stock |
|
|
4,783,968 |
| |
Kinx Inc |
12,036 Shares of Common Stock |
|
|
931,741 |
| |
Kissei Pharm Co |
16,209 Shares of Common Stock |
|
|
355,269 |
| |
Klepierre |
63,745 Shares of Common Stock |
|
|
1,737,865 |
| |
Kohls Corp |
239,720 Shares of Common Stock |
|
|
6,875,170 |
| |
Kolon Industries |
16,589 Shares of Common Stock |
|
|
573,189 |
| |
Koninklijke Philips |
112,520 Shares of Common Stock |
|
|
2,625,092 |
| |
Kratos Defense & Security Solutions Inc |
111,808 Shares of Common Stock |
|
|
2,268,584 |
| |
Krones Ag Ord |
4,634 Shares of Common Stock |
|
|
572,298 |
| |
Kyoto Financial Group Inc |
59,668 Shares of Common Stock |
|
|
929,641 |
| |
Kyushu Railway Cor |
26,034 Shares of Common Stock |
|
|
573,753 |
| |
L3Harris Technologies Inc |
128,485 Shares of Common Stock |
|
|
27,061,511 |
| |
Lab Corp Amer Hldgs |
16,800 Shares of Common Stock |
|
|
3,818,472 |
| |
Lanxess Ag |
16,549 Shares of Common Stock |
|
|
518,628 |
| |
Las Vegas Sands Corp |
173,945 Shares of Common Stock |
|
|
8,559,833 |
| |
Latham Group Inc |
117,476 Shares of Common Stock |
|
|
308,962 |
| |
Legalzoom Com Inc |
217,301 Shares of Common Stock |
|
|
2,455,501 |
| |
Lg Innotek Co |
3,155 Shares of Common Stock |
|
|
586,709 |
| |
Liberty Broadband Corp |
67,824 Shares of Common Stock |
|
|
5,465,936 |
| |
Liberty Global Plc |
204,300 Shares of Common Stock |
|
|
3,630,411 |
| |
Liberty Media Corp Del |
171,460 Shares of Common Stock |
|
|
4,934,619 |
| |
Linde Plc |
24,568 Shares of Common Stock |
|
|
10,090,323 |
| |
Link Real Estate Investment |
371,280 Shares of Common Stock |
|
|
2,084,975 |
| |
Live Nation Entertainment Inc |
41,980 Shares of Common Stock |
|
|
3,929,328 |
| |
|
|
|
|
|
| |
|
|
|
|
(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, 2023 |
|
|
|
|
| |
|
|
|
|
(e) |
| |
(b) |
(c) |
(d) |
|
Current |
| (a) |
Identity of Issuer |
Description of Investment |
Cost** |
|
Value |
| |
Corporate Equities (continued) |
|
|
|
|
| |
Lkq Corp |
89,800 Shares of Common Stock |
|
|
4,291,542 |
| |
Lonza Group Ag |
1,142 Shares of Common Stock |
|
|
479,921 |
| |
Loomis Ak |
23,278 Shares of Common Stock |
|
|
618,107 |
| |
Louisiana-Pacific Corp |
24,013 Shares of Common Stock |
|
|
1,700,841 |
| |
Lululemon Athletica Inc |
8,270 Shares of Common Stock |
|
|
4,228,368 |
| |
Maisons Du Monde |
26,226 Shares of Common Stock |
|
|
164,263 |
| |
Mapletree Ind Tst |
668,679 Shares of Common Stock |
|
|
1,272,371 |
| |
Mapletree Logistic |
582,105 Shares of Common Stock |
|
|
767,844 |
| |
Markel Corp Holding Co |
3,500 Shares of Common Stock |
|
|
4,969,650 |
| |
Marr Spa |
32,519 Shares of Common Stock |
|
|
412,386 |
| |
Marriott Vacations Worldwide Corp |
5,142 Shares of Common Stock |
|
|
436,504 |
| |
Maruwa Co Ltd |
4,940 Shares of Common Stock |
|
|
1,033,693 |
| |
Marvell Technology Inc |
92,240 Shares of Common Stock |
|
|
5,562,994 |
| |
Masimo Corp |
31,720 Shares of Common Stock |
|
|
3,717,901 |
| |
Masonite Intl Corp |
57,212 Shares of Common Stock |
|
|
4,843,568 |
| |
Mayr-Melnhof Karto |
3,421 Shares of Common Stock |
|
|
478,422 |
| |
Medacta Group Sa |
15,022 Shares of Common Stock |
|
|
2,241,743 |
| |
Medtronic Plc |
248,108 Shares of Common Stock |
|
|
20,439,137 |
| |
Meitec Corporation |
32,209 Shares of Common Stock |
|
|
645,871 |
| |
Melco Intl Dev |
429,454 Shares of Common Stock |
|
|
300,839 |
| |
Merck & Co Inc |
108,946 Shares of Common Stock |
|
|
11,877,293 |
| |
Mercury Systems Inc |
60,746 Shares of Common Stock |
|
|
2,221,481 |
| |
Merit Med Sys Inc |
53,578 Shares of Common Stock |
|
|
4,069,785 |
| |
Merlin Properties |
105,256 Shares of Common Stock |
|
|
1,169,687 |
| |
Microchip Technology Inc |
49,700 Shares of Common Stock |
|
|
4,481,946 |
| |
Microsoft Corp |
34,611 Shares of Common Stock |
|
|
13,015,120 |
| |
Misumi Group Inc |
16,041 Shares of Common Stock |
|
|
271,882 |
| |
Mitie Group Ord |
585,843 Shares of Common Stock |
|
|
741,605 |
| |
Mitsui Fudosan Co Ltd |
90,453 Shares of Common Stock |
|
|
2,218,658 |
| |
Miura Co Ltd |
25,273 Shares of Common Stock |
|
|
503,381 |
| |
Mks Instrs Inc |
39,270 Shares of Common Stock |
|
|
4,039,705 |
| |
Mmc Norilsk Nickel Adr |
132,890 Shares of Common Stock |
|
|
251,162 |
| |
Moelis & Co |
80,011 Shares of Common Stock |
|
|
4,491,017 |
| |
Money Forward Inc |
11,402 Shares of Common Stock |
|
|
349,549 |
| |
Mongodb Inc |
14,640 Shares of Common Stock |
|
|
5,985,564 |
| |
Monro Inc |
35,975 Shares of Common Stock |
|
|
1,055,507 |
| |
Montrose Environmental Group Inc |
75,037 Shares of Common Stock |
|
|
2,410,939 |
| |
Moog Inc |
30,882 Shares of Common Stock |
|
|
4,471,096 |
| |
Morgan Stanley |
28,556,594 Shares of Common Stock |
|
|
2,662,902,391 |
| |
Mosaic Co/The |
73,800 Shares of Common Stock |
|
|
2,636,874 |
| |
Msci Inc |
12,870 Shares of Common Stock |
|
|
7,279,916 |
| |
Munters Group Ab |
67,364 Shares of Common Stock |
|
|
1,092,893 |
| |
Nagaileben Co |
31,259 Shares of Common Stock |
|
|
528,152 |
| |
Namen-Akt Belimo Holding Ag |
1,149 Shares of Common Stock |
|
|
633,168 |
| |
Namen-Akt Vz Holding Ag |
8,681 Shares of Common Stock |
|
|
1,012,861 |
| |
|
|
|
|
|
| |
|
|
|
|
(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, 2023 |
|
|
|
|
| |
|
|
|
|
(e) |
| |
(b) |
(c) |
(d) |
|
Current |
| (a) |
Identity of Issuer |
Description of Investment |
Cost** |
|
Value |
| |
Corporate Equities (continued) |
|
|
|
|
| |
Natera Inc |
62,127 Shares of Common Stock |
|
|
3,891,635 |
| |
National Bk Hldgs Corp |
62,408 Shares of Common Stock |
|
|
2,320,954 |
| |
National Storage R Reit Stapled Unit |
894,094 Shares of Common Stock |
|
|
1,403,196 |
| |
Natl Fuel Gas Co |
52,400 Shares of Common Stock |
|
|
2,628,908 |
| |
Ncino Inc |
54,809 Shares of Common Stock |
|
|
1,843,227 |
| |
Neogenomics Inc Com |
146,397 Shares of Common Stock |
|
|
2,368,703 |
| |
Nestle Sa |
57,857 Shares of Common Stock |
|
|
6,703,067 |
| |
Net One Systems Co |
19,952 Shares of Common Stock |
|
|
340,152 |
| |
Nevro Corp |
172,164 Shares of Common Stock |
|
|
3,704,969 |
| |
News Corp |
1,171,064 Shares of Common Stock |
|
|
28,749,621 |
| |
Nexans Sa |
3,801 Shares of Common Stock |
|
|
332,753 |
| |
Nextdc Ltd |
63,121 Shares of Common Stock |
|
|
591,360 |
| |
Nextera Energy Inc |
61,600 Shares of Common Stock |
|
|
3,741,584 |
| |
Nice Information S |
45,604 Shares of Common Stock |
|
|
335,329 |
| |
Nippon Accommodati Reit |
82 Shares of Common Stock |
|
|
351,312 |
| |
Nippon Building Fund Reit |
286 Shares of Common Stock |
|
|
1,239,509 |
| |
Nippon Gas |
42,014 Shares of Common Stock |
|
|
693,627 |
| |
Nippon Sanso Holdings Corp |
73,906 Shares of Common Stock |
|
|
1,979,494 |
| |
Nisource Inc |
202,800 Shares of Common Stock |
|
|
5,384,340 |
| |
Nitto Kohki Co Ltd |
30,404 Shares of Common Stock |
|
|
402,641 |
| |
NKT A/S |
2,648 Shares of Common Stock |
|
|
181,992 |
| |
NNN Reit Inc |
12,425 Shares of Common Stock |
|
|
535,518 |
| |
Noble Corporation Plc |
14,800 Shares of Common Stock |
|
|
712,768 |
| |
Norfolk Southn Corp |
62,500 Shares of Common Stock |
|
|
14,773,750 |
| |
Norma Group Se |
16,260 Shares of Common Stock |
|
|
287,925 |
| |
Northern Oil & Gas Inc |
119,782 Shares of Common Stock |
|
|
4,440,319 |
| |
Northwestern Corp |
88,598 Shares of Common Stock |
|
|
4,508,752 |
| |
Novanta Inc |
10,561 Shares of Common Stock |
|
|
1,778,578 |
| |
Novo-Nordisk As |
72,980 Shares of Common Stock |
|
|
7,549,599 |
| |
NV5 Global Inc |
3,159 Shares of Common Stock |
|
|
351,028 |
| |
Oc Oerlikon Corp |
75,468 Shares of Common Stock |
|
|
340,375 |
| |
Oddity Tech Ltd |
11,659 Shares of Common Stock |
|
|
542,493 |
| |
Odfjell Drilling Limited |
169,406 Shares of Common Stock |
|
|
657,227 |
| |
Oge Energy Corp |
164,292 Shares of Common Stock |
|
|
5,738,720 |
| |
Okinawa Cellular |
26,224 Shares of Common Stock |
|
|
629,651 |
| |
Old Rep Intl Corp |
69,900 Shares of Common Stock |
|
|
2,055,060 |
| |
Olin Corp |
66,300 Shares of Common Stock |
|
|
3,576,885 |
| |
Ollies Bargain Outlet Hldgs Inc |
63,203 Shares of Common Stock |
|
|
4,796,476 |
| |
Organon & Co |
139,900 Shares of Common Stock |
|
|
2,017,358 |
| |
Otsuka Holdings Co Ltd |
42,400 Shares of Common Stock |
|
|
1,590,677 |
| |
Outokumpu OYJ |
112,529 Shares of Common Stock |
|
|
557,384 |
| |
Pacific Basin Shipping |
1,459,618 Shares of Common Stock |
|
|
480,399 |
| |
Palo Alto Networks Inc |
22,640 Shares of Common Stock |
|
|
6,676,083 |
| |
Paltac Corporation |
20,237 Shares of Common Stock |
|
|
640,786 |
| |
Papa Johns Intl Inc |
61,636 Shares of Common Stock |
|
|
4,698,512 |
| |
|
|
|
|
|
| |
|
|
|
|
(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, 2023 |
|
|
|
|
| |
|
|
|
|
(e) |
| |
(b) |
(c) |
(d) |
|
Current |
| (a) |
Identity of Issuer |
Description of Investment |
Cost** |
|
Value |
| |
Corporate Equities (continued) |
|
|
|
|
| |
Park 24 Co Ltd |
36,813 Shares of Common Stock |
|
|
471,717 |
| |
Patrizia Se |
53,491 Shares of Common Stock |
|
|
484,528 |
| |
Patterson Cos Inc |
162,337 Shares of Common Stock |
|
|
4,618,488 |
| |
Penta Ocean Const |
97,578 Shares of Common Stock |
|
|
548,106 |
| |
Pernod Ricard |
2,608 Shares of Common Stock |
|
|
460,228 |
| |
Perrigo Company Limited |
86,100 Shares of Common Stock |
|
|
2,770,698 |
| |
Pets At Home Group Ord |
136,436 Shares of Common Stock |
|
|
553,441 |
| |
Pfizer Inc |
481,589 Shares of Common Stock |
|
|
13,864,947 |
| |
Philip Morris Intl |
218,534 Shares of Common Stock |
|
|
20,559,679 |
| |
Piper Sandler Companies |
27,168 Shares of Common Stock |
|
|
4,750,868 |
| |
Planet Fitness Inc |
30,049 Shares of Common Stock |
|
|
2,193,577 |
| |
Plymouth Indl Reit Inc |
192,347 Shares of Common Stock |
|
|
4,629,792 |
| |
Post Hldgs Inc |
48,775 Shares of Common Stock |
|
|
4,295,127 |
| |
Potlatchdeltic Corporation |
91,017 Shares of Common Stock |
|
|
4,468,935 |
| |
Prestige Consumer Healthcare Inc |
76,610 Shares of Common Stock |
|
|
4,690,064 |
| |
Prima Meat Packers |
27,079 Shares of Common Stock |
|
|
450,997 |
| |
Procore Technologies Inc |
86,820 Shares of Common Stock |
|
|
6,009,680 |
| |
Progyny Inc Com |
235,889 Shares of Common Stock |
|
|
8,770,353 |
| |
Prologis Inc |
44,061 Shares of Common Stock |
|
|
5,873,331 |
| |
Prosegur Seguridad |
112,406 Shares of Common Stock |
|
|
218,538 |
| |
Provident Finl Svcs Inc |
136,689 Shares of Common Stock |
|
|
2,464,503 |
| |
Psp Swiss Property |
6,669 Shares of Common Stock |
|
|
931,830 |
| |
Pva Tepla Ag Ord |
18,796 Shares of Common Stock |
|
|
423,565 |
| |
Qualcomm Inc |
284,532 Shares of Common Stock |
|
|
41,151,863 |
| |
Raffles Medical |
538,585 Shares of Common Stock |
|
|
440,961 |
| |
Rapid7 Inc |
8,886 Shares of Common Stock |
|
|
507,391 |
| |
Rathbones Group |
22,423 Shares of Common Stock |
|
|
497,948 |
| |
Realty Income Corp |
12,777 Shares of Common Stock |
|
|
733,655 |
| |
Reckitt Benck Grp |
41,013 Shares of Common Stock |
|
|
2,833,759 |
| |
Recordati |
16,750 Shares of Common Stock |
|
|
903,496 |
| |
Regency Ctrs Corp |
26,748 Shares of Common Stock |
|
|
1,792,116 |
| |
Relo Group Inc |
40,533 Shares of Common Stock |
|
|
488,621 |
| |
Relx Plc |
108,518 Shares of Common Stock |
|
|
4,302,335 |
| |
Renasant Corp |
146,965 Shares of Common Stock |
|
|
4,949,781 |
| |
Renewi Plc Ord |
58,107 Shares of Common Stock |
|
|
473,338 |
| |
Resonac Holdings Corp |
30,024 Shares of Common Stock |
|
|
598,436 |
| |
Retail Opportunity Investments Corp |
15,669 Shares of Common Stock |
|
|
219,836 |
| |
Rexel |
37,419 Shares of Common Stock |
|
|
1,023,865 |
| |
Rexford Indl Rlty Inc |
55,997 Shares of Common Stock |
|
|
3,141,432 |
| |
Rhi Magnesita N.V. |
10,642 Shares of Common Stock |
|
|
469,398 |
| |
Rinnai Corp |
19,766 Shares of Common Stock |
|
|
458,188 |
| |
Rockwell Automation |
30,850 Shares of Common Stock |
|
|
9,578,308 |
| |
Roland Corporation |
17,388 Shares of Common Stock |
|
|
543,298 |
| |
Ross Stores Inc |
85,200 Shares of Common Stock |
|
|
11,790,828 |
| |
Rpm Intl Inc |
82,069 Shares of Common Stock |
|
|
9,161,362 |
| |
|
|
|
|
|
| |
|
|
|
|
(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, 2023 |
|
|
|
|
| |
|
|
|
|
(e) |
| |
(b) |
(c) |
(d) |
|
Current |
| (a) |
Identity of Issuer |
Description of Investment |
Cost** |
|
Value |
| |
Corporate Equities (continued) |
|
|
|
|
| |
RXO Llc |
110,552 Shares of Common Stock |
|
|
2,571,440 |
| |
Ryman Hospitality Pptys Inc |
9,874 Shares of Common Stock |
|
|
1,086,732 |
| |
S.W. Airl Co |
287,693 Shares of Common Stock |
|
|
8,308,574 |
| |
S-1 Corporation |
10,355 Shares of Common Stock |
|
|
482,413 |
| |
Sabra Health Care Reit Inc |
86,699 Shares of Common Stock |
|
|
1,237,195 |
| |
Safestore Hldgs Ord |
88,180 Shares of Common Stock |
|
|
993,721 |
| |
Safran Sa |
22,365 Shares of Common Stock |
|
|
3,939,539 |
| |
Sam Yung Trading |
42,196 Shares of Common Stock |
|
|
405,939 |
| |
Samsung Electronic |
11,238 Shares of Common Stock |
|
|
16,834,524 |
| |
San-Ai Oil Co |
66,793 Shares of Common Stock |
|
|
760,885 |
| |
Santen Pharm Co |
57,483 Shares of Common Stock |
|
|
572,873 |
| |
Sanwa Holdings |
49,406 Shares of Common Stock |
|
|
749,431 |
| |
Saul Ctrs Inc |
7,787 Shares of Common Stock |
|
|
305,795 |
| |
Savers Value Village Inc |
37,281 Shares of Common Stock |
|
|
647,944 |
| |
Savills Ord |
56,817 Shares of Common Stock |
|
|
701,850 |
| |
Sba Communications Corp |
21,160 Shares of Common Stock |
|
|
5,368,080 |
| |
Sberbank Of Russia Spon Adr |
260,208 Shares of Common Stock |
|
|
11,787 |
| |
Scentre Group |
232,263 Shares of Common Stock |
|
|
473,869 |
| |
Schibsted ASA |
27,173 Shares of Common Stock |
|
|
782,892 |
| |
Schlumberger Ltd |
61,916 Shares of Common Stock |
|
|
3,222,109 |
| |
Schneider Electric |
6,825 Shares of Common Stock |
|
|
1,370,482 |
| |
Schwab Charles Corp |
129,600 Shares of Common Stock |
|
|
8,916,480 |
| |
Scout24 Se |
8,552 Shares of Common Stock |
|
|
606,117 |
| |
Seacoast Bkg Corp |
164,241 Shares of Common Stock |
|
|
4,674,299 |
| |
Seb Sa |
5,986 Shares of Common Stock |
|
|
747,205 |
| |
Segro Plc Ord |
221,828 Shares of Common Stock |
|
|
2,506,618 |
| |
Sekisui House Reit |
1,446 Shares of Common Stock |
|
|
790,797 |
| |
Sekisui Jushi Corp |
37,909 Shares of Common Stock |
|
|
668,476 |
| |
Sempra |
130,694 Shares of Common Stock |
|
|
9,766,763 |
| |
Senior |
466,033 Shares of Common Stock |
|
|
1,055,120 |
| |
Sensirion Holding |
4,475 Shares of Common Stock |
|
|
443,433 |
| |
Shangri-La Asia |
655,583 Shares of Common Stock |
|
|
450,010 |
| |
Ship Healthcare Holdings Inc |
32,019 Shares of Common Stock |
|
|
546,785 |
| |
Siemens |
139,833 Shares of Common Stock |
|
|
26,246,952 |
| |
Siltronic |
5,727 Shares of Common Stock |
|
|
559,564 |
| |
Siteone Landscape Supply Inc |
42,303 Shares of Common Stock |
|
|
6,874,238 |
| |
Sitime Corp |
12,804 Shares of Common Stock |
|
|
1,563,112 |
| |
Sitio Royalties Corp |
206,714 Shares of Common Stock |
|
|
4,859,846 |
| |
SM Energy Co |
98,498 Shares of Common Stock |
|
|
3,813,843 |
| |
Sonic Automotive Inc |
38,724 Shares of Common Stock |
|
|
2,176,676 |
| |
Sopra Steria Group |
1,880 Shares of Common Stock |
|
|
410,780 |
| |
Soulbrain Co Ltd |
4,179 Shares of Common Stock |
|
|
986,424 |
| |
Southern Co |
488,482 Shares of Common Stock |
|
|
34,252,358 |
| |
Spar Nord Bank As |
42,659 Shares of Common Stock |
|
|
673,861 |
| |
Sparebank 1 Smn |
52,922 Shares of Common Stock |
|
|
738,929 |
| |
|
|
|
|
|
| |
|
|
|
|
(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, 2023 |
|
|
|
|
| |
|
|
|
|
(e) |
| |
(b) |
(c) |
(d) |
|
Current |
| (a) |
Identity of Issuer |
Description of Investment |
Cost** |
|
Value |
| |
Corporate Equities (continued) |
|
|
|
|
| |
Spectris Ord |
15,582 Shares of Common Stock |
|
|
750,658 |
| |
Sprout Social Inc |
45,189 Shares of Common Stock |
|
|
2,776,412 |
| |
SPS Comm Inc |
43,821 Shares of Common Stock |
|
|
8,494,263 |
| |
Stabilus Se |
11,307 Shares of Common Stock |
|
|
770,650 |
| |
Stanley Black & Decker Inc |
207,476 Shares of Common Stock |
|
|
20,353,396 |
| |
Stanley Electric |
28,504 Shares of Common Stock |
|
|
536,396 |
| |
Steadfast Group |
295,032 Shares of Common Stock |
|
|
1,171,654 |
| |
Stepan Co |
49,991 Shares of Common Stock |
|
|
4,726,649 |
| |
Stepstone Group Inc |
186,591 Shares of Common Stock |
|
|
5,939,192 |
| |
Sthree Plc Ord |
88,170 Shares of Common Stock |
|
|
469,828 |
| |
Stockland |
638,941 Shares of Stapled Securities |
|
|
1,940,117 |
| |
Sumco Corporation |
53,966 Shares of Common Stock |
|
|
809,413 |
| |
Sumitomo Realty & Development |
76,000 Shares of Common Stock |
|
|
2,260,916 |
| |
Summit Matls Inc |
64,229 Shares of Common Stock |
|
|
2,470,247 |
| |
Sun Communities Inc |
19,539 Shares of Common Stock |
|
|
2,611,387 |
| |
Sun Hung Kai Prop |
148,591 Shares of Common Stock |
|
|
1,607,022 |
| |
Sunmunities Inc |
360,920 Shares of Common Stock |
|
|
11,563,877 |
| |
Sunstone Hotel Invs Inc |
211,737 Shares of Common Stock |
|
|
2,271,938 |
| |
Suruga Bank |
182,992 Shares of Common Stock |
|
|
1,011,142 |
| |
Tandem Diabetes Care Inc |
16,459 Shares of Common Stock |
|
|
486,857 |
| |
Tapestry Inc |
98,210 Shares of Common Stock |
|
|
3,615,110 |
| |
Tate & Lyle Ord |
56,674 Shares of Common Stock |
|
|
476,114 |
| |
Tecan Group Ag |
1,786 Shares of Common Stock |
|
|
728,702 |
| |
Terreno Rlty Corp |
10,118 Shares of Common Stock |
|
|
634,095 |
| |
Texas Instruments Inc |
47,192 Shares of Common Stock |
|
|
8,044,348 |
| |
Tgs Asa |
27,933 Shares of Common Stock |
|
|
363,613 |
| |
The Cigna Group |
42,881 Shares of Common Stock |
|
|
12,840,715 |
| |
Tkh Group Nv Cva Eur0.25 |
11,402 Shares of Common Stock |
|
|
497,511 |
| |
Tokyo Tatemono Co |
43,990 Shares of Common Stock |
|
|
659,008 |
| |
Toyo Suisan Kaisha |
14,727 Shares of Common Stock |
|
|
760,481 |
| |
Transcat Inc |
57,592 Shares of Common Stock |
|
|
6,296,533 |
| |
Transdigm Group Inc |
12,844 Shares of Common Stock |
|
|
12,992,990 |
| |
Treasury Wine Esta |
41,499 Shares of Common Stock |
|
|
305,256 |
| |
Triumph Financial Inc |
61,002 Shares of Common Stock |
|
|
4,891,140 |
| |
Tsuruha Holdings |
7,126 Shares of Common Stock |
|
|
653,309 |
| |
Tyson Foods Inc |
235,212 Shares of Common Stock |
|
|
12,642,645 |
| |
U S Physical Therapy |
17,290 Shares of Common Stock |
|
|
1,610,391 |
| |
Ubisoft Entertain |
19,998 Shares of Common Stock |
|
|
510,518 |
| |
Ubs Group Ag |
439,277 Shares of Common Stock |
|
|
13,622,206 |
| |
Ucb |
41,497 Shares of Common Stock |
|
|
3,616,749 |
| |
Ultragenyx Pharmaceutical Inc |
51,493 Shares of Common Stock |
|
|
2,462,395 |
| |
Union Pac Corp |
54,001 Shares of Common Stock |
|
|
13,263,726 |
| |
Unite Group Ord |
128,732 Shares of Common Stock |
|
|
1,713,283 |
| |
United Parcel Svc Inc |
51,793 Shares of Common Stock |
|
|
8,143,413 |
| |
Upstart Hldgs Inc |
21,703 Shares of Common Stock |
|
|
886,785 |
| |
|
|
|
|
|
| |
|
|
|
|
(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, 2023 |
|
|
|
|
| |
|
|
|
|
(e) |
| |
(b) |
(c) |
(d) |
|
Current |
| (a) |
Identity of Issuer |
Description of Investment |
Cost** |
|
Value |
| |
Corporate Equities (continued) |
|
|
|
|
| |
Urban Edge Pptys |
242,204 Shares of Common Stock |
|
|
4,432,333 |
| |
Us Bancorp |
438,473 Shares of Common Stock |
|
|
18,977,111 |
| |
US Foods Hldg Corp |
49,500 Shares of Common Stock |
|
|
2,247,795 |
| |
Utd O/S Bank |
43,428 Shares of Common Stock |
|
|
936,644 |
| |
Vallourec Sa |
61,472 Shares of Common Stock |
|
|
952,368 |
| |
Valqua Ltd |
26,140 Shares of Common Stock |
|
|
768,551 |
| |
Value Added Techno |
22,138 Shares of Common Stock |
|
|
571,542 |
| |
Ventas Inc |
84,735 Shares of Common Stock |
|
|
4,223,192 |
| |
Veritex Hldgs Inc |
107,084 Shares of Common Stock |
|
|
2,491,845 |
| |
Verizon Communications |
345,540 Shares of Common Stock |
|
|
13,026,858 |
| |
Vertex Inc |
284,701 Shares of Common Stock |
|
|
7,669,845 |
| |
Viavi Solutions Inc |
450,573 Shares of Common Stock |
|
|
4,537,270 |
| |
Vicat Sa |
17,958 Shares of Common Stock |
|
|
651,655 |
| |
Vici Pptys Inc |
110,526 Shares of Common Stock |
|
|
3,523,569 |
| |
Vinci |
2,646 Shares of Common Stock |
|
|
332,334 |
| |
Virbac Sa |
2,328 Shares of Common Stock |
|
|
924,499 |
| |
Vistra Corp |
84,800 Shares of Common Stock |
|
|
3,266,496 |
| |
Vistry Group Plc |
85,001 Shares of Common Stock |
|
|
994,196 |
| |
Vonovia Se |
85,718 Shares of Common Stock |
|
|
2,702,407 |
| |
Vontier Corp |
98,611 Shares of Common Stock |
|
|
3,407,010 |
| |
Vulcan Materials Co |
31,690 Shares of Common Stock |
|
|
7,193,947 |
| |
Walmart Inc |
489,000 Shares of Common Stock |
|
|
36,847,809 |
| |
Walt Disney Co |
44,276 Shares of Common Stock |
|
|
3,997,680 |
| |
Warehouses De Pauw |
13,260 Shares of Common Stock |
|
|
417,458 |
| |
Warner Bros Discovery Inc |
236,700 Shares of Common Stock |
|
|
2,693,646 |
| |
Waste Connections Inc |
37,780 Shares of Common Stock |
|
|
5,639,421 |
| |
Watsco Inc |
16,100 Shares of Common Stock |
|
|
6,898,367 |
| |
Weatherford Intl Ltd |
21,712 Shares of Common Stock |
|
|
2,124,085 |
| |
Wells Fargo & Co |
721,817 Shares of Common Stock |
|
|
35,527,833 |
| |
Welltower Inc |
55,257 Shares of Common Stock |
|
|
4,982,524 |
| |
Westn Digital Corp |
588,932 Shares of Common Stock |
|
|
30,842,369 |
| |
Wetherspoon (J.D) Ord |
77,361 Shares of Common Stock |
|
|
799,314 |
| |
Wh Smith Plc Ord |
41,900 Shares of Common Stock |
|
|
712,544 |
| |
Wharf Real Estate |
59,000 Shares of Common Stock |
|
|
199,474 |
| |
Wienerberger Ag |
23,747 Shares of Common Stock |
|
|
792,735 |
| |
Wihlborgs Fast. Ab |
114,286 Shares of Common Stock |
|
|
1,068,825 |
| |
Williams Co Inc |
327,421 Shares of Common Stock |
|
|
11,404,073 |
| |
Willis Towers Watson Plc |
10,100 Shares of Common Stock |
|
|
2,436,120 |
| |
Wing Tai Holdings |
456,356 Shares of Common Stock |
|
|
446,289 |
| |
Wingstop Inc |
8,271 Shares of Common Stock |
|
|
2,122,173 |
| |
Wizz Air Hldgs Plc |
35,657 Shares of Common Stock |
|
|
1,005,022 |
| |
Wolters Kluwer |
7,058 Shares of Common Stock |
|
|
1,003,425 |
| |
Workman Co Ltd |
13,017 Shares of Common Stock |
|
|
384,102 |
| |
Xometry Inc |
36,430 Shares of Common Stock |
|
|
1,308,201 |
| |
Xponential Fitness Inc Com |
3,758 Shares of Common Stock |
|
|
48,441 |
| |
|
|
|
|
|
| |
|
|
|
|
(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, 2023 |
|
|
|
|
| |
|
|
|
|
(e) |
| |
(b) |
(c) |
(d) |
|
Current |
| (a) |
Identity of Issuer |
Description of Investment |
Cost** |
|
Value |
| |
Corporate Equities (continued) |
|
|
|
|
| |
Yamazen Corp |
52,827 Shares of Common Stock |
|
|
447,032 |
| |
Yokogawa Electric |
25,939 Shares of Common Stock |
|
|
494,751 |
| |
Zebra Technologies Corp |
14,230 Shares of Common Stock |
|
|
3,889,486 |
| |
Zimmer Biomet Hldgs Inc |
129,907 Shares of Common Stock |
|
|
15,809,682 |
| |
Zscaler Inc |
35,320 Shares of Common Stock |
|
|
7,825,499 |
| |
Zuken Inc |
30,024 Shares of Common Stock |
|
|
860,384 |
| |
Zumtobel Group Ag |
49,596 Shares of Common Stock |
|
|
344,057 |
| |
|
Corporate Equities Total |
|
|
5,282,135,955 |
| |
Cash and Cash Equivalents |
|
|
|
|
| |
Cash and cash equivalents |
Foreign currency |
|
|
7,008,367 |
| |
Cash and cash equivalents |
Non-interest bearing deposit |
|
|
390,160 |
| |
|
Cash and Cash Equivalents Total |
|
|
7,398,527 |
| |
Government Securities |
|
|
|
|
| |
Federal Home Loan Banks |
Federal Home Ln Bks Fltg Rt 02-20-2024 |
|
|
40,646,093 |
| |
Federal Home Loan Banks |
Federal Home Ln Bk Cons Disc Nts 06-10-2024 |
|
|
28,340,580 |
| |
Federal Home Loan Banks |
Federal Home Ln Bks Fltg Rt 01-19-2024 |
|
|
23,875,313 |
| |
Federal Home Loan Banks |
Federal Home Ln Bk Disc Nt 02-09-2024 |
|
|
22,822,414 |
| |
Federal Home Loan Banks |
Federal Home Ln Bks Fltg 01-26-2024 |
|
|
22,520,099 |
| |
Federal Home Loan Banks |
Federal Home Loan Banks Fltg Rt 01-03-2024 |
|
|
17,400,015 |
| |
Federal Home Loan Banks |
Federal Home Ln Bk Disc Nt 11-01-2024 |
|
|
14,100,234 |
| |
Federal Home Loan Banks |
Federal Home Loan Bank Fltg Rt 07-21-2025 |
|
|
13,191,246 |
| |
Federal Home Loan Banks |
Fhlb 25/03/2024 5.36 03-25-2024 |
|
|
12,336,071 |
| |
Federal Home Loan Banks |
Fhlb Fhlb Float 01/24/24 01-24-2024 |
|
|
11,964,848 |
| |
Federal Home Loan Banks |
Fhlb 23/01/2024 5.35 01-23-2024 |
|
|
9,250,195 |
| |
Federal Home Loan Banks |
Federal Home Ln Bks Fltg Rt 01-04-2024 |
|
|
8,199,994 |
| |
Federal Home Loan Banks |
Federal Home Ln Bks Cons Bd Dtd 09/19/2023 Fltg 5.35% 01-29-2024 |
7,100,061 |
| |
Federal Home Loan Banks |
Federal Home Loan Banks Fltg Rt Due 10-28-2024 |
|
6,803,337 |
| |
Federal Home Loan Banks |
Federal Home Ln Bks 5.53% 01-08-2025 |
|
|
6,130,655 |
| |
Federal Home Loan Banks |
Federal Home Ln Bks Cons Bd Dtd 10/02/2023 Fltg 5.345% 02-05-2024 |
5,900,049 |
| |
Federal Home Loan Banks |
Federal Home Ln Bks 5.45% 03-08-2024 |
|
|
5,375,429 |
| |
Federal Home Loan Banks |
Federal Home Ln Bk Disc Nt 02-02-2024 |
|
|
5,345,768 |
| |
Federal Home Loan Banks |
Federal Home Ln Bk Disc Nt 04-15-2024 |
|
|
5,343,663 |
| |
Federal Home Loan Banks |
Federal Home Ln Bk Disc Nt 02-15-2024 |
|
|
4,900,219 |
| |
Federal Home Loan Banks |
Federal Home Loan Mortgage Corp 3.5% 07-01-2052 |
|
4,341,622 |
| |
Federal Home Loan Banks |
Federal Home Ln Bk Cons Disc Nts 08-02-2024 |
|
|
3,941,015 |
| |
Federal Home Loan Banks |
Federal Home Ln Bk Cons Disc Nts 03-01-2024 |
|
|
2,932,629 |
| |
Federal Home Loan Banks |
Federal Home Ln Mtg Corp .68% Due 08-06-2025/08-06-2021 Reg |
2,639,923 |
| |
Federal Home Loan Banks |
Federal Home Ln Bks Fltg Rt 07-12-2024 |
|
|
2,260,438 |
| |
Federal Home Loan Banks |
Federal Home Ln Mtg Corp Dtd 10/23/2020 .65% 10-22-2025 |
|
2,053,322 |
| |
Federal Home Loan Banks |
Federal Home Ln Bks 1.05% 08-13-2026 |
|
|
2,023,056 |
| |
Federal Home Loan Banks |
Federal Home Ln Bk Disc Nt 11-04-2024 |
|
|
1,636,509 |
| |
Federal Home Loan Banks |
Federal Home Ln Bk Disc Nt 09-03-2024 |
|
|
1,626,386 |
| |
Federal Home Loan Banks |
Federal Home Ln Bk Cons Disc Nts 06-17-2024 |
|
|
1,462,629 |
| |
Federal Home Loan Banks |
Federal Home Ln Bk Disc Nt 02-05-2024 |
|
|
827,394 |
| |
FFCB |
Federal Farm Credit Bank Fltg Rt Due 08-26-2024 Reg |
|
12,442,746 |
| |
|
|
|
|
| |
|
|
|
|
(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, 2023 |
|
|
|
|
| |
|
|
|
|
(e) |
| |
(b) |
(c) |
(d) |
|
Current |
| (a) |
Identity of Issuer |
Description of Investment |
Cost** |
|
Value |
| |
Government Securities (continued) |
|
|
|
|
| |
FFCB |
Federal Farm Cr Bks Cons Systemwide Bds Fltg Rt 02-20-2024 |
|
10,880,362 |
| |
FFCB |
Federal Farm Credit Bank Fltg Rt Due 05-27-2025 |
|
9,507,252 |
| |
FFCB |
Fed Farm Cr Bks Cons Systemwide Bds Dtd 5.45% 11-07-2024 |
|
8,371,645 |
| |
FFCB |
Fed Farm Cr Bks Cons Systemwide Bds Dtd 5.48% 01-23-2025 |
|
7,627,645 |
| |
FFCB |
Federal Farm Cr Bks Cons Systemwide Bds Fltg Rt 05-09-2024 |
|
6,570,701 |
| |
FFCB |
Federal Farm Cr Bks Fltg Rt 09-23-2024 |
|
|
5,161,892 |
| |
FFCB |
Federal Farm Credit Disc Nt 09-19-2024 |
|
|
3,585,104 |
| |
FFCB |
Federal Farm Cr Bks Cons Systemwide Bds Fltg Rtdue 08-01-2024 |
2,941,250 |
| |
FFCB |
Fed Farm Cr Bks Cons Systemwide Bds Dtd 5.125% 12-04-2024 |
2,249,109 |
| |
FFCB |
Federal Farm Cr Bks Cons Systemwide Bds Fltg Rt 01-10-2024 |
|
1,280,006 |
| |
FHLMC |
Federal Home Ln Mtg Corp Dtd 10/27/2020 .65% 10-27-2025 |
|
1,305,966 |
| |
FHLMC |
Federal Home Ln Mtg Corp Pool #Sd3953 3%02-01-2052 Beo |
|
1,300,254 |
| |
FHLMC |
Federal Home Ln Mtg Corp Dtd 10/28/2020 .8% 10-28-2026 |
|
1,269,738 |
| |
FHLMC |
Fed Home Ln Mtg 2.5% Due 04-01-2052 |
|
|
966,363 |
| |
FHLMC |
Fhlm Multi Family Structured Pass Thro Ser Kbx1 Cl A2 2.92% 01-25-2026 |
875,738 |
| |
FHLMC |
Federal Home Loan Mortgage Corp 5% 01-01-2054 |
|
531,028 |
| |
FHLMC |
Federal Home Ln Mtg Corp Ser 005115 Cl Cd 1% 08-15-2044 |
|
513,764 |
| |
FHLMC |
Fhlmc Multiclass Ser K730 Cl A2 3.59% 01-25-2025 Reg |
|
467,919 |
| |
FHLMC |
Federal Home Loan Mortgage Corp 5% 06-01-2053 |
|
360,262 |
| |
FHLMC |
Federal Home Ln Mtg Corp 1% 01-15-2041 |
|
|
295,864 |
| |
FHLMC |
Fhlm Multi Family Structured Pass Thro Ser Kbx1 Cl A2 2.92% 01-25-2026 |
243,261 |
| |
FHLMC |
Federal Home Ln Mtg Corp Pool #Zm2479 4%01-01-2047 Beo |
|
212,668 |
| |
FHLMC |
Federal Home Ln Mtg Corp 2% 04-01-2037 |
|
|
145,951 |
| |
FHLMC |
Fhlmc Multiclass Sr 4153 Cl Dc 1.75% 05-15-2041 |
|
|
113,924 |
| |
FHLMC |
Federal Home Ln Mtg Corp Ser 4678 Cl Af Fltg Rt 12-15-2042 |
|
52,483 |
| |
FHLMC |
Fhlmc Umbs 15Y Fixed 2% 05-01-2037 |
|
|
42,336 |
| |
FHLMC |
Federal Home Loan Mortgage Corp Pool #Sb8153 2.0% Due 05-01-2037 Reg |
37,240 |
| |
FHLMC |
Fhlmc Multiclass Ser 4620 Cl Af 11-15-2042 |
|
|
34,343 |
| |
FHLMC |
Fhlmc Multiclass Ser 3951 Cl Us Fltg 02-15-2040 |
|
|
31,451 |
| |
FHLMC |
I/O Fhlmc Multiclass Ser 3147 Cl Ls 04-15-2036 |
|
|
23,671 |
| |
FHLMC |
I/O Fhlmc Multiclass Ser 3218 Cl As 09-15-2036 |
|
|
23,333 |
| |
FHLMC |
Federal Home Ln Mtg Corp Pool #J17884 3%01-01-2027 Beo |
|
7,755 |
| |
FHLMC |
Fhlmc Multiclass Ser 3828 Cl Sy 02-15-2041 Fltg |
|
|
1,927 |
| |
FHLMC |
I/O Fhlmc Multiclass Ser 3218 Cl Sa Flg Rt Due 09-15-2036 |
|
1,787 |
| |
FNMA |
Fnma Single Family Mortgage 2.0% 30 Years Settles January |
|
15,042,000 |
| |
FNMA |
Fnma Pool #Fs5749 6.5% 09-01-2053 Beo |
|
|
12,604,995 |
| |
FNMA |
Fnma 2.625% 09-06-2024 |
|
|
12,080,817 |
| |
FNMA |
Fnma Pool #Ma5191 6% 11-01-2053 Beo |
|
|
11,033,446 |
| |
FNMA |
Fnma Single Family Mortgage 0% 30 Years Settles January |
|
10,002,945 |
| |
FNMA |
Fnma 3% 05-01-2051 |
|
|
9,277,904 |
| |
FNMA |
Fnma Single Family Mortgage 2.5% 30 Years Settles February |
|
4,739,900 |
| |
FNMA |
Fnma Single Family Mortgage 4.0% Mat 30 Years Settles February |
4,170,547 |
| |
FNMA |
Fnma 30 Year Pass-Throughs 6% 30 Years Settles February |
|
3,861,305 |
| |
FNMA |
Fnma Single Family Mortgage 4.5% Mat 30 Years Settles February |
3,787,266 |
| |
FNMA |
Fnma Single Family Mortgage 4.0% Mat 30 Years Settles February |
3,683,351 |
| |
|
|
|
| |
|
|
|
|
(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, 2023 |
|
|
|
|
| |
|
|
|
|
(e) |
| |
(b) |
(c) |
(d) |
|
Current |
| (a) |
Identity of Issuer |
Description of Investment |
Cost** |
|
Value |
| |
Government Securities (continued) |
|
|
|
|
| |
FNMA |
Fnma Single Family Mortgage 4.5% Mat 30 Years Settles February |
3,107,500 |
| |
FNMA |
Fnma Pool #Ma4627 2% 06-01-2037 Beo |
|
|
2,295,469 |
| |
FNMA |
Fnma Pool #Ma4563 2.5% 03-01-2052 Beo |
|
|
2,045,872 |
| |
FNMA |
Fnma Single Family Mortgage 4.0% Mat 30 Years Settles February |
1,990,488 |
| |
FNMA |
Fnma Single Family Mortgage 4.5% Mat 30 Years Settles February |
1,845,078 |
| |
FNMA |
Fnma Pool #Ma4578 2.5% Due 04-01-2052 Beo |
|
|
1,814,143 |
| |
FNMA |
Fnma Pool #Ma4700 4% 08-01-2052 Beo |
|
|
1,581,335 |
| |
FNMA |
Fnma 30 Year Pass-Throughs 5.5% 30 Years Settles February |
|
1,407,438 |
| |
FNMA |
Fnma Tranche 852 .7% Due 07-30-2025 |
|
|
1,321,613 |
| |
FNMA |
Fnma 30 Year Pass-Throughs 6.5% 30 Years Settles February |
|
1,024,727 |
| |
FNMA |
Fnma Pool #Ma4700 4% 08-01-2052 Beo |
|
|
934,877 |
| |
FNMA |
Fnma Pool #Fm7857 2% 07-01-2036 Beo |
|
|
810,451 |
| |
FNMA |
Fnma Pool #Ma4751 2% 08-01-2037 Beo |
|
|
793,500 |
| |
FNMA |
Fnma Pool #Fs5611 4% 07-01-2053 Beo |
|
|
748,801 |
| |
FNMA |
Fnma 2% 05-01-2037 |
|
|
737,527 |
| |
FNMA |
Fnma Sr 06-114 Cl Af Fltg 12-25-2036 |
|
|
364,265 |
| |
FNMA |
Fnma Ser 19-28 Cl Fj Fltg Due 06-25-2059 Reg |
|
|
361,877 |
| |
FNMA |
Fnma Pool #Ma3029 3% Due 06-01-2032 Reg |
|
|
291,699 |
| |
FNMA |
Fnma 3% Due 12-01-2051 |
|
|
278,698 |
| |
FNMA |
Fnma Pool #An6870 5.879% 10-01-2027 Beo |
|
|
243,320 |
| |
FNMA |
Fnma Pool #Ap1215 3.5% 06-01-2043 Beo |
|
|
235,243 |
| |
FNMA |
Fnma Pool #Ma2871 3% 01-01-2032 Beo |
|
|
202,489 |
| |
FNMA |
Federal Natl Mtg Assn Gtd Mtg Pool #Aj1509 4% 09-01-2041 Beo |
186,695 |
| |
FNMA |
Fnma Pool #Ab3968 3% 12-01-2026 Beo |
|
|
143,507 |
| |
FNMA |
Fnma Pool #Fm1549 4% 09-01-2048 Beo |
|
|
127,933 |
| |
FNMA |
Federal Natl Mtg Assn Gtd Mtg Pool #Ak2411 4% Due 02-01-2042 Beo |
93,092 |
| |
FNMA |
Fnma Pool #Ao1771 4% 05-01-2042 Beo |
|
|
66,141 |
| |
FNMA |
Fnma Pool #Ab9280 4% 05-01-2043 Beo |
|
|
59,904 |
| |
FNMA |
Fnma Pool #Bn0874 4% Due 11-01-2048 Reg |
|
|
53,492 |
| |
FNMA |
Federal Natl Mtg Assn Gtd Mtg Pool #Ai2095 4% 05-01-2026 Beo |
42,460 |
| |
FNMA |
Fnma Pool #Ab1609 4% 10-01-2025 Beo |
|
|
32,367 |
| |
FNMA |
Federal Natl Mtg Assn Gtd Mtg Pool #Aj8540 3% 01-01-2027 Beo |
25,618 |
| |
FNMA |
I/O Fnma Fnr 2007-56 Gs Flt Rt 06-25-2037 |
|
|
23,166 |
| |
FNMA |
Federal National Mortgage Assoc 2% 09-01-2037 |
|
|
22,040 |
| |
FNMA |
Federal Natl Mtg Assn Gtd Mtg Pool #Al5548 5.664% Due 05-01-2038 Beo |
19,654 |
| |
FNMA |
P/O Fnma Remic Tr 2011-60 Cl-Oa Prin Only 08-25-2039 Reg |
|
16,840 |
| |
FNMA |
I/O Fnma Ser 2007-89 Cl Sd Fltg Rt 09-25-2037 |
|
|
12,190 |
| |
FNMA |
Federal Natl Mtg Assn Gtd Mtg Ah6737 4 2-1-2026 |
|
|
9,724 |
| |
FNMA |
Fnma 00.000Fnra361225Be#Mbs Remic Adjustable 12-25-2036 |
8,901 |
| |
FNMA |
I/O Fnma Ser 2007-32 Cl Sa Fltg Rt 04-25-2037 |
|
|
6,287 |
| |
FNMA |
Fnma Pool #Ab0183 5% 02-01-2025 Beo |
|
|
5,502 |
| |
FNMA |
Federal Natl Mtg Assn Gtd Mtg Pool #Ah9391 4% 03-01-2026 Beo |
3,772 |
| |
FNMA |
I/O Fnma 2007-15 Cl Ai Var 03-25-2037 |
|
|
3,138 |
| |
FNMA |
I/O Fnma Fr Cmo 25/03/37 Usd 03-25-2037 |
|
|
1,309 |
| |
FNMA |
I/O Fnma Remic Tr 2009-87 Cl-Hs Var Rate 11-25-2039 |
|
1,309 |
| |
|
|
|
|
| |
|
|
|
|
(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, 2023 |
|
|
|
|
| |
|
|
|
|
(e) |
| |
(b) |
(c) |
(d) |
|
Current |
| (a) |
Identity of Issuer |
Description of Investment |
Cost** |
|
Value |
| |
Government Securities (continued) |
|
|
|
|
| |
FNMA |
I/O Fnma Ser 2007-4 Cl Sl Fltg Rt 02-25-2037 |
|
|
1,104 |
| |
FNMA |
Fnma Ser 2011-40 Cl Sx Var Rt Due 11-25-2040 Beo |
|
678 |
| |
FNMA |
Fed Natl Mtg Assn Gtd Mtg Pool #Al1378 6Due 02-01-2027 Beo |
- |
| |
FNMA |
Fnma 30 Year Pass-Throughs 6.5% 30 Years Settles January |
|
- |
| |
FNMA |
Fnma 30 Yr Pass-Throughs 5.5% 30 Years Settles Jan |
|
- |
| |
FNMA |
Fnma Single Family Mortgage 3% 30 Years Settles March |
|
- |
| |
FNMA |
Fnma Single Family Mortgage 3.0% 30 Years Settles January |
|
- |
| |
Fannie Mae |
Fannie Mae Pool Fn Cb2666 3.00% 3% 01-01-2052 |
|
9,159,424 |
| |
Fannie Mae |
Fannie Mae Fn Cb5774 5.5% 02-01-2053 |
|
|
2,003,312 |
| |
Fannie Mae |
Fannie Mae Bx9727 5% 04-01-2053 |
|
|
691,618 |
| |
Fannie Mae |
Fannie Mae Fn Da3338 6.5% 10-01-2053 |
|
|
204,827 |
| |
Fannie Mae |
I/O Fannie Mae Fltg Ser 2007-34 Cl S 04-25-2037 Beo |
|
8,249 |
| |
Freddie Mac |
Freddie Mac Pool Fr Qh0233 5.00% 5% 09-01-2053 |
|
11,883,859 |
| |
Freddie Mac |
Freddie Mac Fr Sd2864 3% 03-01-2052 |
|
|
1,499,039 |
| |
Freddie Mac |
Freddie Mac Ra7026 3% 03-01-2052 |
|
|
1,466,229 |
| |
Freddie Mac |
Freddie Mac Ra9046 4.5% 08-01-2053 |
|
|
997,001 |
| |
Freddie Mac |
Freddie Mac Fr Ra7346 3% 06-01-2052 |
|
|
813,692 |
| |
Freddie Mac |
Freddie Mac Fr Sd8371 5% 10-01-2053 |
|
|
295,011 |
| |
Freddie Mac |
Freddie Mac Sr 5345 Cl A 5.5% 01-25-2047 |
|
|
196,379 |
| |
Freddie Mac |
Freddie Mac 01/10/2035 2% 10-01-2035 |
|
|
26,309 |
| |
GNMA |
Gnmaii Pool #Ma7987 2.5% Due 04-20-2052 Reg |
|
|
4,109,099 |
| |
GNMA |
Gnma Sr 23-66 Cl Fg Fltg 05-20-2053 |
|
|
3,792,895 |
| |
GNMA |
Gnma Ii Jumbos 3% 30 Years Settles January |
|
|
3,353,237 |
| |
GNMA |
Gnma Ii Jumbos 3.5% 30 Years Settles Jan |
|
|
1,770,711 |
| |
GNMA |
Gnma 2022-H24 Remic Passthru Ctf 6.51526% 11-20-2072 |
|
1,488,933 |
| |
GNMA |
Gnma 6.50526% 11-20-2072 |
|
|
1,209,105 |
| |
GNMA |
Gnmaii Pool #Ma6599 3% Due 04-20-2050 Reg |
|
|
859,662 |
| |
GNMA |
Gnma Sr 23-H21 Cl Fa Fltg Rt 09-20-2073 |
|
|
756,870 |
| |
GNMA |
Gnma Sr 23-H19 Cl Fa Fltg Rt 08-20-2073 |
|
|
705,484 |
| |
GNMA |
Government National Mortgage Assn Sr 23-H23 Cl Jf Fltg 09-20-2073 |
598,731 |
| |
GNMA |
Gnma Sr 23-H12 Cl Fa Fltg Rt 05-20-2073 |
|
|
505,387 |
| |
GNMA |
Government National Mortgage Assoc 6.84526% 08-20-2071 |
503,986 |
| |
GNMA |
Government National Mortgage Assoc 6.14526% 04-20-2072 |
490,419 |
| |
GNMA |
Gnma Remic Passthru Ctf Sr 20-H14 Cl Fh 0.0% 08-20-2070 |
|
406,417 |
| |
GNMA |
Gnma Ii Jumbos 4% 30 Years Settles January |
|
|
382,125 |
| |
GNMA |
Gnma Pool #Ma5764 4.5% 02-20-2049 Beo |
|
|
339,044 |
| |
GNMA |
Gnma 2017-H14 Remic Passthru Ctf Cl Fg 06-20-2067 |
|
295,750 |
| |
GNMA |
Gnma 2017-H05 Remic Passthru Ctf Cl Fc Fltg 02-20-2067 |
|
295,693 |
| |
GNMA |
Gnma 2016-H17 Mtg Pass Thru Ctf Cl Mx Fc08-20-2066 |
|
228,637 |
| |
GNMA |
Gnma Ser 15-H08 Cls Fb Fltg Due 03-20-2065 |
|
|
217,814 |
| |
GNMA |
Gnma Sr 23-H19 Cl Fa Fltg Rt 08-20-2073 |
|
|
201,567 |
| |
GNMA |
Gnma Pool #Ma5265 4.5% 06-20-2048 Beo |
|
|
164,724 |
| |
GNMA |
Gnma Pool #Ak8998 3% 07-15-2045 Beo |
|
|
141,214 |
| |
GNMA |
Gnma Ser 2015-H20 Cl Fb Flt Rt 08-20-2065 |
|
|
109,760 |
| |
GNMA |
Gnma Fltg Rt Ser 18-H15 Cl Fg 08-20-2068 Reg |
|
|
88,906 |
| |
|
|
|
|
|
| |
|
|
|
|
(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, 2023 |
|
|
|
|
| |
|
|
|
|
(e) |
| |
(b) |
(c) |
(d) |
|
Current |
| (a) |
Identity of Issuer |
Description of Investment |
Cost** |
|
Value |
| |
Government Securities (continued) |
|
|
|
|
| |
GNMA |
Gnma Ser 19-H05 Cl Ft Frn Due 04-20-2069 Reg |
|
|
73,312 |
| |
GNMA |
Gnma Pool #Ab9437 3.5 Due 11-15-2042 Reg |
|
|
73,184 |
| |
GNMA |
Government National Mortgage Assoc Gnma # Ma7650 3% 10-20-2051 |
71,796 |
| |
GNMA |
Gnma Pool #Am4137 3.5% 04-15-2045 Beo |
|
|
48,579 |
| |
GNMA |
Gnma Pool #Al5414 3.5% 02-15-2045 Beo |
|
|
47,354 |
| |
GNMA |
Gnma Pool #Al1871 3% 01-15-2045 Beo |
|
|
45,399 |
| |
GNMA |
Gnma Remic Sr 16-H09 Cl Fb Fltg Rt 04-20-2066 |
|
|
45,196 |
| |
GNMA |
Gnma Remic 2015-H30 Cl Fd Flt Rt 10-20-2065 |
|
|
37,713 |
| |
GNMA |
Gnma 2016-H20 Remic Passthru Ctf Cl Fg 08-20-2066 |
|
19,172 |
| |
GNMA |
Gnma Remic Ser 2013-H16 Cl Fa Fltg 07-20-2063 |
|
|
17,620 |
| |
GNMA |
Gnma 2016-H13 Remic Pass Thru Secs Cl Ft05-20-2066 |
|
14,177 |
| |
Brazil |
0% Gtd 01/07/24 Brl1000'Ltn |
|
|
1,136,368 |
| |
Brazil |
0% T-Bill 01/01/24 Brl1000 |
|
|
288,208 |
| |
California |
5.125% 03-01-2038 |
|
|
404,229 |
| |
Canada |
4.25% Idx/Lkd 01/12/26 Cad |
|
|
297,097 |
| |
Chile |
Tbond 3.5% 01-31-2034 |
|
|
267,236 |
| |
France |
Idx/Lkd Snr 01/03/2026 Eur1 |
|
|
1,550,287 |
| |
France |
Idx/Lkd Snr 25/07/2024 Eur1 |
|
|
828,650 |
| |
France |
Idx/Lkd Bds 25/07/2038 Eur1 |
|
|
724,327 |
| |
France |
Idx/Lkd Snr 25/07/2031 Eur1 |
|
|
515,853 |
| |
France |
Idx/Lkd Snr 25/07/2027 Eur1 |
|
|
154,720 |
| |
Illinois |
6.63% Due 02-01-2035 Beo Taxable |
|
|
686,437 |
| |
Italy |
Idx/Lkd Snr 26/05/2025 Eur |
|
|
5,105,666 |
| |
Italy |
Idx/Lkd Snr 15/05/2030 Eur |
|
|
495,663 |
| |
Japan |
0% T-Bill 11/03/2024 Jpy |
|
|
3,689,722 |
| |
Kuwait |
3.5% Snr Mtn 20/03/2027 Usd |
|
|
586,859 |
| |
New York |
3.709 02-15-2048 Beotaxable |
|
|
683,079 |
| |
New York |
5.289% 03-15-2033 Beo Taxable |
|
|
510,237 |
| |
Nova Chemicals Corp |
8.5% 11-15-2028 |
|
|
136,326 |
| |
Port Auth N Y & N J |
3.287% Due 08-01-2069 Reg Taxable |
|
|
209,767 |
| |
Riverside County California Pension |
3.818% 02-15-2038 Beo Taxable |
|
|
455,740 |
| |
Small Business Admin |
Small Business Admin Gtd Dev Partn Ctf 5.12 Due 11-01-2027 Reg |
48,033 |
| |
Texas Transn Commn St Hwy Fd |
5.028% 04-01-2026 Beo Taxable |
|
|
385,761 |
| |
Tobacco Settlement Fin Auth West Va |
Asset Backed 2.02 06-01-2027 Beo Taxable |
|
|
270,394 |
| |
United States |
United States Of Amer Treas Bills 0% Tbill01-18-2024 |
|
69,736,923 |
| |
United States |
United States Of Amer Treas Notes 3.0% 06-30-2024 |
|
|
52,346,203 |
| |
United States |
United States Of Amer Treas Bills 0% T-Bill 05-23-2024 |
|
41,008,145 |
| |
United States |
United States Of Amer Treas Notes Fltg Rt Due 10-31-2024 Reg |
40,027,489 |
| |
United States |
United States Of Amer Treas Bills 0% 03-19-2024 |
|
|
36,801,106 |
| |
United States |
United States Of Amer Treas Notes Fltg Rt07-31-2025 |
|
32,690,744 |
| |
United States |
United Sts Treas Bills Dtd 11/09/2023 0%05-09-2024 |
|
|
28,276,797 |
| |
United States |
United States Of Amer Treas Bills 0% T-Bill 05-16-2024 |
|
26,497,021 |
| |
United States |
United States Of Amer Treas Bills 0% T-Bill02-13-2024 |
|
22,992,529 |
| |
United States |
United States Of Amer Treas Bills 0% T-Bill 06-20-2024 |
|
22,420,776 |
| |
United States |
United Sts Treas Bills Dtd 10/03/2023 0%01-30-2024 |
|
|
22,063,793 |
| |
|
|
|
|
|
| |
|
|
|
|
(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, 2023 |
|
|
|
|
| |
|
|
|
|
(e) |
| |
(b) |
(c) |
(d) |
|
Current |
| (a) |
Identity of Issuer |
Description of Investment |
Cost** |
|
Value |
| |
Government Securities (continued) |
|
|
|
|
| |
United States |
United States Of Amer Treas Notes 3.625%05-15-2026 |
|
19,082,121 |
| |
United States |
United States Of Amer Treas Bills 0% T-Bill 04-04-2024 |
|
16,820,962 |
| |
United States |
United States Treas Nts Fltg Rt 04-30-2024 |
|
|
16,245,755 |
| |
United States |
United States Of Amer Treas Bills 0% 01-11-2024 |
|
|
15,674,491 |
| |
United States |
United Sts Treas Nts 0.125% 07-15-2031 |
|
|
12,839,170 |
| |
United States |
Us Treasury Infl Indx 0.125% 01-15-2030 |
|
|
11,194,996 |
| |
United States |
United States Of Amer Treas Bills T-Bill Due 01-04-2024 |
|
11,141,761 |
| |
United States |
United Sts Treas Nts .25% Due 05-15-2024Reg |
|
|
10,455,687 |
| |
United States |
United States Of Amer Treas Notes Fltg Rt 01-31-2025 |
|
9,999,944 |
| |
United States |
United States Of Amer Treas Bills 0% T-Bill 03-12-2024 |
|
9,965,251 |
| |
United States |
United States Of Amer Treas Notes Fltg Rt 10-31-2025 |
|
9,715,681 |
| |
United States |
United Sts Treas Bills 0% Tbill 06-13-2024 |
|
|
9,337,451 |
| |
United States |
United States Of Amer Treas Bills 0% T-Bill 02-06-2024 |
|
9,222,418 |
| |
United States |
Tsy Infl Ix N/B 15/10/2026 10-15-2026 |
|
|
8,900,170 |
| |
United States |
United States Treas Infl Index Nts 0.5% 01-15-2028 |
|
7,772,661 |
| |
United States |
Tsy Infl Ix N/B Tii 0 1/8 01/15/32 01-15-2032 |
|
|
7,526,118 |
| |
United States |
United States Treas Infl Idx 0.25% 07-15-2029 |
|
|
7,372,742 |
| |
United States |
Tsy Infl Ix N/B Us Gvt National 0.375%01-15-2027 |
|
|
7,339,333 |
| |
United States |
United States Of Amer Treas Bonds 3.5% 02-15-2053 |
|
7,330,336 |
| |
United States |
Tsy Infl Ix N/B 0.375% 07-15-2027 |
|
|
6,961,147 |
| |
United States |
United States Treas Nts .625% Due 07-15-2032 Reg |
|
6,499,932 |
| |
United States |
United Sts Treas Bills Dtd 08/31/2023 0%02-29-2024 |
|
|
6,271,752 |
| |
United States |
United States Of Amer Infl Indxd Treas Notes 0.25% Tb 01-15-25 Usd1000 A-2025 |
5,926,381 |
| |
United States |
United States Of Amer Treas Notes Nts 0.125% Infl Index 07-15-2026 |
5,505,998 |
| |
United States |
United Sts Treas Bills Dtd 09/07/2023 0%09-05-2024 |
|
|
5,330,971 |
| |
United States |
United States Of Amer Treas Notes 0.125% Tbill 10-15-2025 |
|
5,188,999 |
| |
United States |
United States Treas Nts .125% Due 04-15-2025 Reg |
|
5,169,247 |
| |
United States |
United States Treas Nts Dtd 01/15/2023 3.875% 01-15-2026 |
|
4,963,086 |
| |
United States |
Us Treas Infl Indexed Bonds 2.375 Due 01-15-2025 Beo |
|
4,923,364 |
| |
United States |
United States Of Amer Treas Notes Infl Idx T-Bond .875% 01-15-2029 |
4,670,746 |
| |
United States |
United States Treas Nts Infl Idx Dtd 0.625% 01-15-2026 |
|
4,623,850 |
| |
United States |
United States Treas Infl Indexed Nts 0.75% 07-15-2028 |
|
4,462,602 |
| |
United States |
United States Of Amer Treas Bonds 04-15-2028 |
|
|
4,387,688 |
| |
United States |
United States Treas Nts .125% Due 07-15-2030 |
|
|
4,345,200 |
| |
United States |
United States Of Amer Treas Notes 0.125% 01-15-2031 |
|
4,271,619 |
| |
United States |
United States Of Amer Treas Notes 1.625%10-15-2027 |
|
4,229,709 |
| |
United States |
United States Of Amer Treas Bills 0% T-Bill 01-02-2024 |
|
4,170,000 |
| |
United States |
United States Treas Bds Dtd 00271 1.125%Due 08-15-2040 |
|
4,102,250 |
| |
United States |
United States Of Amer Treas Bonds 0% T-Bill 04-16-2024 |
|
4,080,064 |
| |
United States |
Tsy Infl Ix N/B Treas Bonds 0.75% 02-15-2045 |
|
|
3,763,828 |
| |
United States |
United States Treas Bds 1.375 02-15-2044 Reg |
|
|
3,252,760 |
| |
United States |
United States Treas Bds Tsy Infl Ix N/B 02-15-2046 |
|
|
3,144,074 |
| |
United States |
United States Of Amer Treas Notes 0.125%04-15-2026 |
|
3,127,845 |
| |
United States |
United States Of Amer Treas Bills Dtd 0% T-Bill 03-05-2024 |
|
3,111,441 |
| |
United States |
United States Treas Bds Dtd 11/15/2022 4% 11-15-2052 |
|
2,973,867 |
| |
|
|
|
|
| |
|
|
|
|
(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, 2023 |
|
|
|
|
| |
|
|
|
|
(e) |
| |
(b) |
(c) |
(d) |
|
Current |
| (a) |
Identity of Issuer |
Description of Investment |
Cost** |
|
Value |
| |
Government Securities (continued) |
|
|
|
|
| |
United States |
United States Treas Bds 2.125% 02-15-2041 |
|
|
2,943,883 |
| |
United States |
United States Of Amer Treas Bills 0% T-Bill 02-22-2024 |
|
2,939,981 |
| |
United States |
United States Of Amer Treas Bonds 0.75% 02-15-2042 |
|
2,930,710 |
| |
United States |
United States Treas Bds Index Linked 1.75 Due 01-15-2028 Reg |
2,911,689 |
| |
United States |
United States Of Amer Bds Indx Lnkd 0.875% 02-15-2047 |
|
2,910,319 |
| |
United States |
Us Treas Bds Index Linked 2.5 Due 01-15-2029 Reg |
|
2,861,345 |
| |
United States |
United States Treas Bds 2% 11-15-2041 |
|
|
2,832,527 |
| |
United States |
United States Of Amer Treas Notes 4.125%Due 01-31-2025 |
|
2,683,336 |
| |
United States |
United States Treas Bds 2.875% 05-15-2049 Reg |
|
2,634,715 |
| |
United States |
United States Of Amer Treas Bills 0% T-Bill 10-31-2024 |
|
2,539,396 |
| |
United States |
United States Of Amer Treas Bills Due 01-25-2024 |
|
|
2,435,767 |
| |
United States |
United States Treas Bds 4.5% 08-15-2043 |
|
|
2,253,969 |
| |
United States |
Tsy Infl Ix N/B 1% Tips 02-15-2048 |
|
|
1,858,699 |
| |
United States |
Us Treasury Dtd 02/15/2010 02-15-2040 |
|
|
1,792,272 |
| |
United States |
United States Of Amer Treas Bonds 0% T-Bill 02-08-2024 |
|
1,767,376 |
| |
United States |
United States Treas Nts 4.875% 10-31-2030 |
|
|
1,588,828 |
| |
United States |
United States Treas Bds 2.25% Due 05-15-2051 Reg |
|
1,506,258 |
| |
United States |
Us Treasury N/B 2% Due 02-15-2050 Reg |
|
|
1,389,035 |
| |
United States |
Us Treas Bds Index Linked 2.00 Due 01-15-2026 Reg |
|
1,347,682 |
| |
United States |
United States Of Amer Treas Notes 1.125% 01-15-2033 |
|
1,274,090 |
| |
United States |
Tsy Infl Ix N/B Tii 0 1/8 04/15/27 04-15-2027 |
|
|
1,229,577 |
| |
United States |
United States Treas Bds 1.375% 11-15-2040 |
|
1,199,250 |
| |
United States |
Tsy Infl Ix N/B .125% Due 10-15-2024 Reg |
|
|
1,172,973 |
| |
United States |
United States Of Amer Treas Bonds 4.0% 11-15-2042 |
|
1,170,469 |
| |
United States |
United States Treas Infl Nts 0.375% Dtd 07/15/2015 07-15-2025 |
1,089,979 |
| |
United States |
United States Treas Bds Tbond Fixed 3% 02-15-2049 |
|
1,062,750 |
| |
United States |
Wi Treasury Sec 3.875% 05-15-2043 |
|
|
1,052,563 |
| |
United States |
United States Treas Bds 15/05/2042 3.25%Due 05-15-2042 Reg |
|
968,730 |
| |
United States |
United States Of Amer Treas Bonds 0.625% Tips Infl Idx 02-15-2043 Usd1000 |
967,708 |
| |
United States |
Tsy Infl Ix N/B 0.125% 02-15-2052 |
|
|
820,675 |
| |
United States |
United States Treas Bds 0.125% 02-15-2051 |
|
|
775,066 |
| |
United States |
United States Of Amer Treas Bonds 1.5% 02-15-2053 |
|
661,950 |
| |
United States |
United States Treas Bds 1.875% Due 02-15-2041 Reg |
|
577,469 |
| |
United States |
United States Of Amer Treas Bonds 2.875% 05-15-2052 |
|
560,109 |
| |
United States |
United States Of Amer Treas Bonds 3.625% 05-15-2053 |
|
464,531 |
| |
United States |
United States Of Amer Treas Bonds 0% T-Bond 02-15-2050 |
|
464,220 |
| |
United States |
United States Treas Bds Inflation Index Linked 3.875% 04-15-2029 |
458,618 |
| |
United States |
United States Treas Bonds 1.0% 02-15-2049 |
|
|
436,295 |
| |
United States |
United States Of Amer Treas Bonds 2.0% 08-15-2051 |
|
393,891 |
| |
United States |
United States Of Amer Treas Bonds 3.375%Due 08-15-2042 Reg |
358,016 |
| |
United States |
United States Of Amer Treas Bonds 3% Due08-15-2052 |
|
328,734 |
| |
United States |
United States Treas Bds 1.875% 11-15-2051 |
|
|
317,813 |
| |
United States |
United States Treas Bds 2.25% 05-15-2041 Reg |
|
305,875 |
| |
United States |
United States Treas Bds Treasury Bond 2.375% Due 11-15-2049 Reg |
288,438 |
| |
United States |
United States Treas Bds 3% Due 05-15-2047 Reg |
|
246,105 |
| |
|
|
|
|
| |
|
|
|
|
(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, 2023 |
|
|
|
|
| |
|
|
|
|
(e) |
| |
(b) |
(c) |
(d) |
|
Current |
| (a) |
Identity of Issuer |
Description of Investment |
Cost** |
|
Value |
| |
Government Securities (continued) |
|
|
|
|
| |
United States |
United States Treas Bds 2.25% 08-15-2049 |
|
|
210,516 |
| |
United States |
Us Treas Infl Indexed Bonds 3.375 Due 04-15-2032 Ar12 Due 04-15-32 Reg |
209,952 |
| |
United States |
United States Of Amer Treas Notes 2.875%Due 05-15-2032 Reg |
92,836 |
| |
United States |
Us Treas Bds Index Linked Notes 2.375 Due 01-15-2027 Reg |
|
92,407 |
| |
United States |
United States Of Amer Treas Notes 1.875%08-31-2024 |
|
9,795 |
| |
|
Government Securities Total |
|
|
1,350,287,114 |
| |
Corporate Debt Instruments |
|
|
|
|
| |
1211 Ave Of The |
Pvtpl 1211 Ave Of The Amers Tr 2015-1211 Cl A-1A2 3.9005% Due 08-10-2035 Beo |
383,094 |
| |
1211 Ave Of The |
1211 Ave Of The 3.9005% Due 08-10-2035 |
|
|
191,838 |
| |
2021-2 Incremental Term Loan |
2021-2 Incremental Term Loan (First Lien) Due 05-04-2026 Beo |
362,603 |
| |
522 Fdg Clo 2018-3 A Ltd |
522 Fdg Clo 2018-3 A Ltd / 522 Fdg 6.61942% 10-20-2031 |
|
599,340 |
| |
888 Acquisitions Limited |
888 Acquisitions Limited Trm Ln B Sr Scd Trm Ln 07-08-2028 |
|
134,483 |
| |
Aadvantage Loyality Ip Ltd |
Aadvantage Loyality Ip Ltd. (American Airlines, Inc.) Term Loan Due 03-10-2028 |
357,378 |
| |
Aadvantage Loyality Ip Ltd |
Pvtpl Aadvantage Loyalty Ip Ltd/Amern Airls 5.5% Due 04-20-2026 Beo |
39,712 |
| |
Acadia Healthcare |
Acadia Healthcare 5.5% Due 07-01-2028 |
|
|
72,078 |
| |
Acrisure Llc |
Acrisure Llc Acrisure, Llc Due 02-15-2027 Beo |
|
|
147,916 |
| |
Acrisure Llc |
Acrisure Llc / 7% Due 11-15-2025 |
|
|
123,692 |
| |
Acrisure Llc |
Acrisure Llc / 10.125% Due 08-01-2026 |
|
|
72,099 |
| |
Adient Us Llc |
Adient Us Llc Term B-1 Loan Due 04-10-2028 Beo |
|
17,046 |
| |
Advisor Group Holdings, Inc. |
Advisor Group Holdings Inc Term Loan Senior Secured Term Loan 08-17-2028 |
244,397 |
| |
Aecom |
Aecom 5.125% Due 03-15-2027 |
|
|
67,504 |
| |
Aercap Ireland |
Aercap Ireland Cap / Globa 3.0% Due 10-29-2028 |
|
|
137,100 |
| |
Alexandria Real |
Alexandria Real 2.75% Due 12-15-2029 |
|
|
352,059 |
| |
Ally Finl Inc |
Ally Finl Inc 6.7% 02-14-2033 |
|
|
332,468 |
| |
Ally Finl Inc |
Ally Finl Inc 8% Due 11-01-2031 |
|
|
151,325 |
| |
Ally Finl Inc |
Ally Finl Inc Sr Nt Fixed / Fltg 6.992% 06-13-2029 |
|
|
104,526 |
| |
Ally Finl Inc |
Ally Finl Inc 5.75% Due 11-20-2025 |
|
|
55,845 |
| |
Alteryx Inc |
Pvtpl Alteryx Inc 8.75% 03-15-2028/03-06-2023 |
|
|
145,834 |
| |
Altice France S A |
Pvtpl Altice France S A Sr Secd Nt 144A 8.125% Due 02-01-2027/08-01-2023 Beo |
260,853 |
| |
Altice France S A |
Pvtpl Altice France S A/Ts/Sfrfpsfrfp 5.5% 01-15-2028 |
|
164,716 |
| |
Altice France S A |
Altice France S A 5.5% Due 10-15-2029 |
|
|
156,742 |
| |
American Express |
American Express Cr Account Master Tr Ser 23-3 Cl A 5.23% 09-15-2028 |
2,643,044 |
| |
American Honda |
American Honda Fin Corp 5.0% 05-23-2025 |
|
|
401,074 |
| |
Amerigas Partners |
Amerigas Partners 5.75% Due 05-20-2027 |
|
|
526,725 |
| |
Amerigas Partners |
Amerigas Partners 5.5% Due 05-20-2025 |
|
|
371,687 |
| |
Amerigas Partners |
Pvtpl Amerigas Partners L P / Amerigas Fin Corp 9.375% 06-01-2028 |
175,587 |
| |
Amerigas Partners |
Amerigas Partners 5.875% Due 08-20-2026 |
|
|
48,490 |
| |
Amern Axle & Mfg |
Amern Axle & Mfg 5% Due 10-01-2029 |
|
|
231,367 |
| |
Amern Axle & Mfg |
Amern Axle & Mfg Fixed 6.5% 04-01-2027 |
|
|
160,625 |
| |
Amern Honda |
Amern Honda Fin Fltg Rt 5.728606% 01-10-2025 |
|
|
300,270 |
| |
Amgen Inc |
Amgen Inc 5.25% Due 03-01-2033 |
|
|
513,344 |
| |
Amgen Inc |
Amgen Inc 5.711% 03-01-2025 |
|
|
400,876 |
| |
Amgen Inc |
Amgen Inc Fixed 5.15% 03-02-2028 |
|
|
204,613 |
| |
Antero Midstream |
Pvtpl Antero Midstream Partners 7.875% 05-15-2026 |
|
192,745 |
| |
Antero Midstream |
Pvtpl Antero Midstream Partners Lp/Antero Mi 5.75% Due 03-01-2027 Beo |
124,044 |
| |
|
|
|
| |
|
|
|
|
(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, 2023 |
|
|
|
|
| |
|
|
|
|
(e) |
| |
(b) |
(c) |
(d) |
|
Current |
| (a) |
Identity of Issuer |
Description of Investment |
Cost** |
|
Value |
| |
Corporate Debt Instruments (continued) |
|
|
|
|
| |
Antero Midstream |
Antero Midstream 5.75% Due 01-15-2028 |
|
|
115,819 |
| |
Apache Corp |
Apache Corp 5.1% Due 09-01-2040 |
|
|
81,397 |
| |
Apidos Clo Xxvii |
Apidos Clo Xxvii / Apidos Clo Xxvii Sr Secd Nt Cl A-1R 144A 6.50814% 07-17-2030 |
426,991 |
| |
Apidos Clo Xxvii |
Apidos Clo Xxvii / Apidos Clo Xxvii Sr Secd Nt Cl A-1R 144A 6.50814% 07-17-2030 |
341,593 |
| |
Apidos Clo Xxvii |
Apidos Clo Xxvii / Apidos Clo Xxvii Sr Secd Nt Cl A-1R 144A 6.50814% 07-17-2030 |
256,195 |
| |
Archrock Partners |
Pvtpl Archrock Partners L P/Archrock Partner 6.25% Due 04-01-2028 |
105,395 |
| |
Archrock Partners |
Archrock Partners 6.875% Due 04-01-2027 |
|
|
103,258 |
| |
Ares European Clo |
Ares European Cvii Frn Clo 10/2030 Eur 'A-1' |
|
|
520,389 |
| |
Ares European Clo |
Ares European Clo 15/10/2031 4.722% 15/10/2031 |
|
|
323,731 |
| |
Ares Lii Clo Ltd |
Ares Lii Clo Ltd / Ares Lii Clo Llc Sr Nt Cl A-1-R Fltg Rate 6.62942 04-22-2031 |
299,802 |
| |
Ares Xxxvii Clo Ltd |
Ares Xxxvii Clo Ltd / Ares Xxxvii Sr Secd Nt Cl A-1-R 144A 6.7456% 10-15-2030 |
711,487 |
| |
Asbury Automotive |
Asbury Automotive 5% Due 02-15-2032 |
|
|
77,295 |
| |
Asbury Automotive |
Asbury Automotive Group Inc 4.625% 11-15-2029 |
|
30,555 |
| |
Asset Backed Fdg Corp |
Asset Backed Fdg Corp 2004-Opt3 Asset Bkd Ctf Cl A-4 11-25-2033 Reg |
228,734 |
| |
Assuredpartners |
Assuredpartners Capital Inc Term Loan B 02-11-2027 |
|
96,328 |
| |
Assuredpartners |
Assuredpartners 7% Due 08-15-2025 |
|
|
94,146 |
| |
Assuredpartners |
Assuredpartners Capital, Inc. 02-12-2027 |
|
|
27,971 |
| |
Assuredpartners |
Pvtpl Assuredpartners Inc 5.625% Due 01-15-2029/12-10-2020 Beo |
17,735 |
| |
AssuredPartners Inc. |
Assuredpartners Inc. 2021 Term Loan Senior Secured 02-12-2027 |
13,982 |
| |
Asurion Llc |
Asurion Llc Term Loan B8 Due 12-23-2026 Beo |
|
|
154,288 |
| |
At&T Inc |
At&T Inc 2.55% Due 12-01-2033 |
|
|
1,563,114 |
| |
Athenahealth Group Inc. |
Athenahealth Group Inc. Initial Term Loan Senior Secured Due 02-15-2029 |
196,145 |
| |
Autonation Inc |
Autonation Inc Fla Sr Nt 3.85% 03-01-2032 |
|
|
72,973 |
| |
Autonation Inc |
Autonation Inc 3.8% Due 11-15-2027 |
|
|
65,697 |
| |
Autonation Inc |
Autonation Inc 2.4% 08-01-2031 |
|
|
42,683 |
| |
Avalonbay Cmntys Inc |
Avalonbay Cmntys Inc Fixed 3.3% 06-01-2029 Reg |
|
93,319 |
| |
B & G Foods Inc |
B & G Foods Inc 5.25% Due 04-01-2025 |
|
|
18,708 |
| |
B A T Cap Corp |
B A T Cap Corp 7.75% Due 10-19-2032 |
|
|
451,694 |
| |
B A T Cap Corp |
B A T Cap Corp Fixed 3.557% Due 08-15-2027 |
|
|
50,611 |
| |
Bacardi Ltd |
Bacardi Ltd 4.45% Due 05-15-2025 |
|
|
986,173 |
| |
Bamll Coml |
Pvtpl Bamll Coml Mtg Secs Sr 2019-Aht Cl A Fltg 03-15-2034 |
|
694,019 |
| |
Bamll Coml |
Pvtpl Cmo Bamll Coml Mtg Secs Tr 2019-Rlj Ser 2019-Rlj Cls A Var Rt 04-15-2036 |
497,854 |
| |
Bamll Coml |
Bamll Coml Mtg Fltg Rt 6.49848% Due 09-15-2038 |
|
|
377,903 |
| |
Bamll Coml |
Bamll Coml Mtg Fltg Rt 6.49848% Due 09-15-2038 |
|
|
377,903 |
| |
Bank Of America Corporation |
Bank Amer Corp 5.015% Due 07-22-2033/01-22-2023 Beo |
594,339 |
| |
Bank Of America Corporation |
Bank Amer Corp 3.841% 04-25-2025 |
|
|
397,428 |
| |
Bank Of America Corporation |
Bank Of America Corporation Mtn 1.53% Due 12-06-2025/06-06-2022 Reg |
384,523 |
| |
Bank Of America Corporation |
Bank Amer Corp 3.419% 12-20-2028 |
|
|
273,990 |
| |
Bank Of America Corporation |
Bank Amer Corp 5.875% Due 12-31-2049 |
|
|
76,578 |
| |
Bank Of America Merrill Lynch |
Banc Of America Merrill Lynch Large Lo Series 2015-200P Class A 3.218% 4-14-33 |
668,440 |
| |
Barclays Plc |
Barclays Plc 4.375% Due 01-12-2026 |
|
|
888,388 |
| |
Barclays Plc |
Barclays Plc Fxd Rate Resetting Sr Nt 2.667% 03-10-2032 |
|
413,555 |
| |
Barclays Plc |
Barclays Plc 5.304% Due 08-09-2026 Reg |
|
|
398,432 |
| |
Barclays Plc |
Barclays Plc 2.852% Due 05-07-2026 |
|
|
385,829 |
| |
Barclays Plc |
Barclays Plc 6.692% 09-13-2034 |
|
|
214,127 |
| |
|
|
|
|
|
| |
|
|
|
|
(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, 2023 |
|
|
|
|
| |
|
|
|
|
(e) |
| |
(b) |
(c) |
(d) |
|
Current |
| (a) |
Identity of Issuer |
Description of Investment |
Cost** |
|
Value |
| |
Corporate Debt Instruments (continued) |
|
|
|
|
| |
Barclays Plc |
Barclays Plc 2.894% Due 11-24-2032 Beo |
|
|
164,207 |
| |
Bat Capital Corporation |
Bat Capital Corporation 6.343% Due 08-02-2030 |
|
|
630,749 |
| |
Bausch Health Companies Inc. |
Pvtpl Bausch Health Companies Inc 5.5% Due 11-01-2025 |
|
164,659 |
| |
Bausch Health Companies Inc. |
Pvtpl Bausch Health Companies Inc 11% Nts 30/09/2028 Usd 11.0% Due 09-30-2028 |
39,984 |
| |
Bausch Health Companies Inc. |
Bausch Health Companies Inc. Term Loan B01-27-2027 |
|
- |
| |
Bayer Us Fin Ii |
Bayer Us Fin Ii 4.375% Due 12-15-2028 |
|
|
570,781 |
| |
Benchmark |
Benchmark 2019-B15 Mtg Tr Coml Mtg 19-B15 Aab 2.85% 12-15-2072 |
468,045 |
| |
Benefit Str Partners Clo Xii Ltd |
Benefit Str Partners Clo Xii Ltd / Sr Secd Nt Cl A-1-R Fltg 6.5256% 10-15-2030 |
391,752 |
| |
Bentley Sys Inc |
Bentley Sys Inc Sr Nt Conv .125% Due 01-15-2026 Reg |
|
82,012 |
| |
Bentley Sys Inc |
Bentley Sys Inc Sr Nt Conv .375% 07-01-2027 |
|
|
20,574 |
| |
Big Coml |
Big Coml Mtg Tr Fltg Rt 6.67506% Due 02-15-2039 |
|
|
375,579 |
| |
Birch Grove Clo Ltd |
Birch Grove Clo Ltd / Birch Grove 6.77624% 06-15-2031 |
|
497,266 |
| |
Black Diamond |
Black Diamond 2019 Frn Clo 05/2032 Eur 'A-1' |
|
|
426,137 |
| |
Blackline Inc |
Blackline Inc 0% Due 03-15-2026 Beo |
|
|
127,800 |
| * |
Blackline Inc |
Blackline Inc Sr Nt Conv .125% 08-01-2024 |
|
|
114,307 |
| |
Blackrock Euro.Vii |
Blackrock Euro.Vii Frn Clo 10/2031 Eur 'A' |
|
|
426,552 |
| |
Block Inc |
Block Inc Sr Nt 2.75% 06-01-2026 |
|
|
82,051 |
| |
Block Inc |
Block Inc Sr Nt 3.5% 06-01-2031 |
|
|
68,376 |
| |
Bnp Paribas |
Pvtpl Bnp Paribas 2.219% Due 06-09-2026/06-09-2025 Reg |
763,766 |
| |
Bnp Paribas |
Pvt Pl Bnp Paribas Sr Non Pfd 4.705% 01-10-2025 |
|
|
399,966 |
| |
Bnp Paribas |
Pvtpl Bnp Paribas Sr 2.159% 09-15-2029 |
|
|
174,116 |
| |
Boeing Co |
Boeing Co Fixed 5.15% Due 05-01-2030 |
|
|
611,603 |
| |
Boeing Co |
Boeing Co 5.04% Due 05-01-2027 |
|
|
201,875 |
| |
Bombardier Inc |
Bombardier Inc Sr Nt 144A 7.125% 06-15-2026 |
|
|
133,392 |
| |
Boxer Parent Company Inc. |
Boxer Parent Company Inc. (Aka Bmc Software, Inc.) Usd Term Ln Due 10-02-25 |
642,820 |
| |
Brixmor Oper |
Brixmor Oper 4.125% Due 05-15-2029 |
|
|
571,609 |
| |
Broadcom Inc |
Broadcom Inc 4.3% Due 11-15-2032 Beo |
|
|
384,178 |
| |
Broadcom Inc |
Pvtpl Broadcom Inc 3.137% Due 11-15-2035 Beo |
|
|
246,886 |
| |
Broadcom Inc |
Pvtpl Broadcom Inc Avgo 3.187 11/15/36 3.187% Due 11-15-2036/09-30-2021 Beo |
162,298 |
| |
Brookfield Fin Inc |
Brookfield Fin Inc 4.85% 03-29-2029 |
|
|
696,292 |
| |
Bstn Scientific |
Bstn Scientific 2.65% Due 06-01-2030 |
|
|
536,631 |
| |
Buckeye Partners L |
Buckeye Partners L 4.5% Due 03-01-2028 |
|
|
164,648 |
| |
Buckeye Partners L |
Buckeye Partners L 3.95% Due 12-01-2026 |
|
|
160,650 |
| |
Buckeye Partners L |
Buckeye Partners L 5.85% Due 11-15-2043 |
|
|
106,123 |
| |
Buckeye Partners L |
Buckeye Partners L 4.35% Due 10-15-2024 |
|
|
25,479 |
| |
Bway |
Bway 2021-1450 Mtg Fltg Rt 6.69764% Due 09-15-2036 |
|
457,373 |
| |
Bx Coml |
Bx Coml Mtg Tr 2022-Ahp Coml Mtg Pass Thru Ctf Cl A 1.04% 02-15-2039 |
392,470 |
| |
C&W |
C&W Sr Fing 6.875% Due 09-15-2027 |
|
|
361,500 |
| |
Cairn Clo Iii B.V. |
Cairn Clo Iii B.V. Fltg 144A 15/10/2031 |
|
|
434,711 |
| |
Camelot Fin S A |
Camelot Fin S A 4.5% Due 11-01-2026 |
|
|
58,621 |
| |
Camelot U S Acquisition |
Camelot Us Acqu 1 Co (Aka Thms Reut Intel Pro & Science) Tr Ln B 10-28-2026 |
89,475 |
| |
Camelot U S Acquisition |
Camelot U S Acquisition 1 Co Amendment No. 2 Incre Term Ln Due 10-30-2026 Beo |
76,836 |
| |
Campbell Soup Co |
Campbell Soup Co 2.375% Due 04-24-2030/04-24-2020 Reg |
260,416 |
| |
Cap 1 Multi-Asset Execution |
Cap 1 Multi-Asset Execution Tr 2017-5 Card Ser Nt Cl A Fltg Rate 07-15-2027 |
300,551 |
| |
Capital One Multi-Asset Execution |
Capital One Multi-Asset Execution Ser 22-A3 Cl A 4.95% Due 10-15-2027 |
501,442 |
| |
|
|
|
| |
|
|
|
|
(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, 2023 |
|
|
|
|
| |
|
|
|
|
(e) |
| |
(b) |
(c) |
(d) |
|
Current |
| (a) |
Identity of Issuer |
Description of Investment |
Cost** |
|
Value |
| |
Corporate Debt Instruments (continued) |
|
|
|
|
| |
Care Cap Pptys Lp |
Care Cap Pptys Lp 5.125% Due 08-15-2026 |
|
|
100,209 |
| |
Carlyle Euro |
Carlyle Euro Clo Fltg 15/08/2030 |
|
|
437,717 |
| |
Carlyle G |
Carlyle G 14-2 Dac 0% Bds 15/11/2031 Eur |
|
|
432,515 |
| |
Carlyle Global Market Strategi |
Carlyle Global Market Strategi 14/08/2030 0% 08-14-2030 |
|
792,666 |
| |
Carlyle Us Clo 2017-1 Ltd |
Carlyle Us Clo 2017-1 Ltd / Carlyle Sr Secd Nt Cl A-1-R Fltg 6.57942 04-20-2031 |
636,550 |
| |
Carlyle Us Clo 2017-1 Ltd |
Carlyle Us Clo 2017-1 Ltd / Carlyle Sr Secd Nt Cl A-1-R Fltg 6.57942 04-20-2031 |
363,743 |
| |
Carmax Auto Owner |
Carmax Auto Owner Fltg Rt 6.116% Due 09-15-2025 |
|
95,424 |
| |
Carnival Corporation |
Carnival Corporation Tlb 10-06-2028 |
|
|
179,225 |
| |
Cco Hldgs Llc |
Pvtpl Cco Hldgs Llc 144A 5.0% 02-01-2028 |
|
|
213,441 |
| |
Cco Hldgs Llc |
Pvtpl Cco Hldgs Llc/Cap Corp 4.75% Due 03-01-2030 |
188,201 |
| |
Cco Hldgs Llc |
Pvtpl Cco Hldgs Llc/Cco Hldgs Cap Corp 4.5% Due 08-15-2030 |
69,418 |
| |
CCO Holdings Llc |
Cco Hldgs Llc / Cco Hldgs Cap Corp Sr Nt144A 4.25% 01-15-2034 |
147,140 |
| |
CCO Holdings Llc |
Cco Holdings Llc 4.5% 06-01-2033 |
|
|
84,653 |
| |
CCO Holdings Llc |
Cco Hldgs Llc/Cco Hldgs Cap Corp 4.5% 05-01-2032 |
|
24,826 |
| |
Cd Commercial Mort |
Cd Commercial Mort Tr Ser 2018-Cd7 Cl Asb 4.213% 08-15-2051 |
630,388 |
| |
Cdk Global Inc |
Cdk Global Inc Fixed 4.5% Due 10-15-2024 |
|
|
47,148 |
| |
Cec Entmt Inc |
Cec Entmt Inc 6.75% 05-01-2026 |
|
|
201,048 |
| |
Celanese Us Hldgs Llc |
Celanese Us Hldgs Llc 6.379% 07-15-2032 |
|
|
75,079 |
| |
Celanese Us Hldgs Llc |
Celanese Us Hldgs Llc 6.33% 07-15-2029 |
|
|
14,685 |
| |
Centene Corp Del |
Centene Corp Del Sr Nt 2.45% 07-15-2028 |
|
|
397,988 |
| |
Centene Corp Del |
Centene Corp Del 3% Due 10-15-2030 |
|
|
250,428 |
| |
Centene Corp Del |
Centene Corp Del Sr Nt 4.25% 12-15-2027 |
|
|
81,935 |
| |
Centennial Res |
Centennial Res 6.875% Due 04-01-2027 |
|
|
273,865 |
| |
Chart Industries, Inc. |
Chart Industries, Inc. Amendment No.5 Term Ln Sr Secured Term Loan 03-15-2030 |
94,167 |
| |
Charter Communications Operating Llc |
Charter Communications Operating Llc (Aka Cco Safari Llc) Term Loan 04-30-2025 |
84,281 |
| |
Cheesecake Factory |
Cheesecake Factory .375% Due 06-15-2026 |
|
|
114,713 |
| |
Citibank |
Citibank Cr Card Issuance Tr 2017-A5 Nt Fltg Rate 04-22-2026 Reg |
200,223 |
| |
Citibank |
Citibank Cr Card Fltg Rt 6.06819% Due 08-07-2027 |
|
|
100,329 |
| |
Citigroup Coml |
Cmo Citigroup Coml Mtg Tr 2019-Gc43 Ser 19-Gc43 Cls Aab 2.8841% 11-10-2052 |
828,736 |
| |
Citigroup Coml |
Pvtpl Cmo Citigroup Coml Mtg Tr Ser 21-Keys Cl A Fltg 10-15-2036 |
492,297 |
| |
Citigroup Coml |
Pvtpl Citigroup Coml Mtg Tr Ser 2018-Tbr Cl A 12-15-2019 |
|
396,202 |
| |
Citigroup Coml |
Citigroup Coml Mtg 3.608% Due 11-10-2048 |
|
|
197,184 |
| |
Clarios Global Lp |
Pvtpl Clarios Global Lp 8.5% 05-15-2027 |
|
|
562,939 |
| |
Clev Elec Illum Co |
Clev Elec Illum Co 4.55% Due 11-15-2030 |
|
|
94,910 |
| |
Cloud Software Group Inc |
Cloud Software Grp Inc Softwar Tm Ln 1St Lien Sr Secd Tm Ln Due 03-30-2029 |
371,584 |
| |
Cloud Software Group Inc |
Cloud Software Group Inc Term A Loan (First Lien) Sr Secured Term Ln 09-29-2028 |
152,388 |
| |
Cmo Bank 2020 |
Cmo Bank 2020-Bnk27 Cl A-5 2.144% Due 04-17-2063 Reg |
|
741,522 |
| |
Cmo Bear Stearns |
Cmo Bear Stearns Alt-A Tr 2006-8 Mtg Passthru Ctf Cl Iii-A-1 01-25-2037 Reg |
144,194 |
| |
Cmo Bear Stearns |
Cmo Bear Stearns Arm Tr Ser 2004-10 Cl I2A5 4.89235% Due 01-25-2035 Beo |
29,403 |
| |
Cmo Benchmark 2019 |
Cmo Benchmark 2019-B14 Mtg Tr Ser 19-B14Cls Asb 2.9571% Due 12-15-2061 Reg |
845,625 |
| |
Cmo Benchmark 2022 |
Cmo Benchmark 2022-B32 Mtg Tr Cl A5 2.9089% Due 01-15-2055 Beo |
1,267,325 |
| |
Cmo Benchmark 2022 |
Cmo Benchmark 2022-B34 Mtg Tr Mtg Pass Thru Ctf Cl A-5 3.786 Due 04-15-2055 Reg |
1,213,094 |
| |
Cmo Comm |
Pvtpl Cmo Comm Ser 2019-521F Cl A Fltg 144A Due 06-15-2034 |
623,248 |
| |
Cmo Comm |
Cmo Comm 2018-Cor3 Mtg Fltg Rt 4.228% Due 05-10-2051 |
|
469,610 |
| |
Cmo Cwmbs Inc |
Cmo Cwmbs Inc Ser 2004-Hyb2 Cl 6-A Flt Rt Due 07-20-2034 Beo |
9,290 |
| |
|
|
|
| |
|
|
|
|
(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, 2023 |
|
|
|
|
| |
|
|
|
|
(e) |
| |
(b) |
(c) |
(d) |
|
Current |
| (a) |
Identity of Issuer |
Description of Investment |
Cost** |
|
Value |
| |
Corporate Debt Instruments (continued) |
|
|
|
|
| |
Cmo Gs |
Cmo Gs Mtg Secs Corp 2004-Cw1 Cl Iia-1 6% Due 04-01-2034 Reg |
69,612 |
| |
Cmo Gs |
Cmo Gs Mtg Secs Corp Ser 2005-Ar6 Cl 1A1Due 09-25-2035 Reg |
4,694 |
| |
Cmo Gs |
Cmo Gs Mtg Secs Corp 2005-Ar7 Mtg Passthru Ctf Cl 2A1 Due 11-25-2035 Reg |
4,430 |
| |
Cmo Harborview |
Cmo Harborview Mtg Ln Ser 05-9 Cl B1 Fltg 06-20-2035 |
|
196,912 |
| |
Cmo Harborview |
Cmo Harborview Mtg Ln Tr 2005-11 Mtg Passthru Ctf 2-A1A Due 08-19-2045 Reg |
91,324 |
| |
Cmo Harborview |
Cmo Harborview Mtg Ln Tr 2004-1 Passthructf Cl 2-A 4.6186 04-19-2034 Reg |
8,836 |
| |
Cmo Jpmbb Coml |
Cmo Jpmdb Coml Mtg Secs Tr Sr 2019-Cor6 Cl Asb 2.9815% 04-13-2029 |
826,572 |
| |
Cmo Jpmbb Coml |
Cmo Jpmdb Coml Mtg Secs Tr 2016-C2 Mtg Pass Thru Ctf Cl A-Sb 2.9542 06-15-2049 |
273,540 |
| |
Cmo Jpmbb Coml |
Cmo Jpmbb Coml Mtg Secs Tr 2015-C31 Cl Asb 3.5395% Due 08-15-2048 Beo |
183,807 |
| |
Cmo Jpmbb Coml |
Cmo Jpmbb Coml Mtg Secs Tr Ser 2015-C32 Cl Asb 3.3582% 11-15-2048 |
181,888 |
| |
Cmo Merrill Lynch |
Cmo Merrill Lynch Mtg Invs Inc 2004-D Cl A1 09-25-2029 Reg |
7,473 |
| |
Cmo Merrill Lynch |
Cmo Merrill Lynch Mtg Invs Inc Iii-A Due 05-25-2033 |
|
3,580 |
| |
Cmo Merrill Lynch |
Cmo Merrill Lynch Mtg Invs Inc Ser 2003-C Cl A1 6-25-28 |
|
796 |
| |
Cmo Ready Cap |
Cmo Ready Cap Mtg Fing 2022-Fl8 Llc Nt Cl A Fltg 01-25-2037 |
332,816 |
| |
Cmo Structured |
Cmo Structured Ast Mtg Invts Ii Inc Due 07-19-2035 Reg |
|
2,168 |
| |
Cmo Structured |
Cmo Structured Ast Mtg Invts Ii Inc Due 07-19-2035 Reg |
|
2,121 |
| |
Cmo Structured Asset |
Cmo Structured Asset Secs Corp 2003-40A Cl 3-A1 Due 01-25-2034 Beo |
24,294 |
| |
Cmo Structured Asset |
Cmo Structured Asset Mtg Invts Ii Inc Ser 04-Ar2 Cl Ia Var 05-19-2034 Reg |
13,311 |
| |
Cmo Temporary Deal |
Cmo Temporary Deal Sr Hf13 Cl 1F90 Fltg Rt 08-20-2073 |
|
697,156 |
| |
Cmo Ubs Coml |
Cmo Ubs Coml Mtg Tr 2018-C12 Mtg Passthru Ctf Cl A-5 4.2962 08-15-2051 |
1,235,314 |
| |
Cmo Ubs Coml |
Cmo Ubs Coml Mtg Tr 2018-C12 Mtg Ser 2018-C12 Cls Asb 4.1945% 07-15-2051 |
643,131 |
| |
Cmo Ubs Coml |
Cmo Ubs Coml Mtg Tr Ser-2018-C11 Cl-Asb 4.1186% 07-15-2051 Reg |
356,519 |
| |
Cmo Wa Mut |
Cmo Wa Mut Mtg Secs Corp 2005-Ar1 Cl A-1A Var Due 12-25-2044 Reg |
16,835 |
| |
Cmo Wamu |
Cmo Wamu Mtg Pass-Thru Ctfs Ser 2005-Ar13 Cl A-1A1 Flt 10-25-45 |
109,696 |
| |
Cmo Wamu |
Cmo Wamu Mtg Pass-Thru Ctfs 2005-Ar8 Ctfcl 2-A-1A Due 07-25-2045 Reg |
54,681 |
| |
Cmo Wells Fargo Coml |
Cmo Wells Fargo Coml Mtg Tr 2Ser 20-C56 Cl A5 2.606% Due 06-15-2053 Reg |
1,018,533 |
| |
Cmo Wells Fargo Coml |
Cmo Wells Fargo Coml Mtg Tr Ser 2019-C53 Cl Asb 2.964% 10-15-2052 |
851,887 |
| |
Cmo Wells Fargo Coml |
Cmo Wells Fargo Coml Mtg Tr Ser-2018-C45 Cl-Asb 4.147% 06-15-2051 Reg |
515,789 |
| |
Cmo Wells Fargo Coml |
Cmo Wells Fargo Coml Mtg Tr 2019-C54 2.832% Due 12-15-2052 Reg |
470,406 |
| |
Cmo Wells Fargo Coml |
Cmo Wells Fargo Coml Mtg Tr Ser 2015-Nxs4 Mtg Ctf Cl Asb 3.522% 12/15/2048 |
210,597 |
| |
CmoBenchmark Ser |
Cmo Benchmark Ser 19-B14 Cl A5 3.0486% Due 12-15-2061 |
|
359,105 |
| |
Cnf Inc |
Cnf Inc 6.7% Due 05-01-2034 |
|
|
474,524 |
| |
Cnx Res Corp |
Pvtpl Cnx Res Corp 6% Due 01-15-2029/11-30-2020 Beo |
112,154 |
| |
Cnx Res Corp |
Cnx Res Corp 7.25% Due 03-14-2027 |
|
|
29,257 |
| |
Colgate Energy Partners Iii Llc |
Colgate Energy Partners Iii Llc Sr Nt 144A 7.75% 02-15-2026 |
|
176,026 |
| |
Colgate Energy Partners Iii Llc |
Colgate Energy Partners Iii Llc Sr Nt 144A 5.875% 07-01-2029 |
|
90,670 |
| |
Columbia/Hca Healthcare Corp |
Columbia/Hca Healthcare Corp 8.36 Deb Due 4-15-2024 Reg Opt Put Pay On 4-**Put |
183,059 |
| |
Columbia/Hca Healthcare Corp |
Columbia / Hca Healthcare Corp Medium Term Book Entry # Tr 15 7.58 09-15-2025 |
100,991 |
| |
Columbia/Hca Healthcare Corp |
Columbia / Hca 7.69% Due 06-15-2025 |
|
|
12,395 |
| |
Comm |
Comm 2018-Home Mtg Var Rt 3.81507% Due 04-10-2033 |
|
460,265 |
| |
Comm |
Comm 2021-2400 Mtg Fltg Rt 6.74848% Due 12-15-2038 |
|
315,380 |
| |
Connect Finco Sarl |
Connect Finco Sarl/Connect U S Finco L 6.75% Due 10-01-2026 |
407,602 |
| |
Consensus Cloud |
Consensus Cloud 6.5% Due 10-15-2028 |
|
|
232,206 |
| |
Consensus Cloud |
Pvtpl Consensus Cloud Solutions Inc 6.0% 10-15-2026 |
|
84,626 |
| |
Contl Res Inc |
Contl Res Inc 4.9% Due 06-01-2044 |
|
|
234,317 |
| |
|
|
|
|
|
| |
|
|
|
|
(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, 2023 |
|
|
|
|
| |
|
|
|
|
(e) |
| |
(b) |
(c) |
(d) |
|
Current |
| (a) |
Identity of Issuer |
Description of Investment |
Cost** |
|
Value |
| |
Corporate Debt Instruments (continued) |
|
|
|
|
| |
Cqs Us Clo 2022-2 |
Cqs Us Clo 2022-2 Fltg Rt 7.16781% Due 07-20-2031 |
|
|
282,530 |
| |
Credit Suisse Ag |
Cr Suisse Ag New 3.7% Due 02-21-2025 |
|
|
391,826 |
| |
Credit Suisse Ag |
Credit Suisse Ag New York Brh Medium Ter4.75% Due 08-09-2024 Reg |
298,128 |
| |
Credit Suisse(Ch) |
Credit Suisse(Ch) 3.39% Pfbrf 05/12/2025Eur |
|
|
221,348 |
| |
Crestwood Midstream Partners |
Crestwood Midstream Partners/Financ Bnds 5.75% Due 04-01-2025 |
68,027 |
| |
Csc Hldgs Llc |
Pvtpl Csc Hldgs Llc 144A 3.375% Due 02-15-2031/08-17-2020 Beo |
250,345 |
| |
Csc Hldgs Llc |
Pvtpl Csc Holdings Llc Bnds 5.5% Due 04-15-2027 |
|
184,964 |
| |
Csc Hldgs Llc |
Pvtpl Csc Hldgs Llc Sr Gtd Nt 144A 5.375% Due 02-01-2028/02-01-2023 Beo |
176,532 |
| |
Csc Hldgs Llc |
Pvtpl Csc Hldgs Llc 7.5% 04-01-2028 |
|
|
157,099 |
| |
Csmc 2020 |
Csmc 2020-Fact Coml Mtg Passthru Ctf Cl A 7.04848% 10-15-2037 |
384,000 |
| |
Cswf 2021-Sop2 |
Cswf 2021-Sop2 Fltg Rt 6.41452% Due 06-15-2034 |
|
|
163,972 |
| |
Ctr Partnership L P |
Ctr Partnership L P / Caretrust Cap Sr Nt 144A 3.875% 06-30-2028 |
106,878 |
| |
Cvc Cordatus Xi Frn |
Cvc Cordatus Xi Frn Clo 10/2031 Eur 'A' |
|
|
434,282 |
| |
Cvc Cordatus Xi Frn |
Cvc Cordatus Xi Frn Clo 10/2031 Eur 'A' |
|
|
325,712 |
| |
Dana Inc |
Dana Inc 5.375% Due 11-15-2027 |
|
|
148,966 |
| |
Danske Bk A/S |
Danske Bk A/S Var Rt 3.773% Due 03-28-2025 |
|
|
397,929 |
| |
Danske Bk A/S |
Danske Bk A/S 1.621% Due 09-11-2026 |
|
|
373,322 |
| |
Danske Bk A/S |
Pvtpl Danske Bk A/S 3.244% 12-20-2025 |
|
|
292,277 |
| |
Deerfield Dakota Hold Llc |
Deerfield Dakota Hold Llc Fka Corp Aka Duff & Phelps Tlb 03-05-2027 |
167,354 |
| |
Dell Intl L L C |
Dell Intl L L C/Emc Corp 8.1% 07-15-2036 Usd |
|
|
499,252 |
| |
Dell Intl L L C |
Dell Intl L L C/Emc Corp 6.02% Due 06-15-2026 |
|
|
267,169 |
| |
Dell Intl L L C |
Dell Intl L L C / Emc Corp First Lien Nt6.2% 07-15-2030 |
|
107,438 |
| |
Deutsche Bk Ag N Y |
Deutsche Bk Ag N Y Brh 2.552% 01-07-2028 |
|
|
459,312 |
| |
Deutsche Bk Ag N Y |
Deutsche Bk Ag N Y Branch 3.961% 11-26-2025 |
|
|
393,484 |
| |
Deutsche Bk Ag N Y |
Deutsche Bk Ag N Y Brh 6.119% 07-14-2026 |
|
|
302,931 |
| |
Deutsche Bk Ag N Y |
Deutsche Bk Ag N Y Branch 3.961% 11-26-2025 |
|
|
245,927 |
| |
Dexcom Inc |
Dexcom Inc .25% Due 11-15-2025 |
|
|
116,928 |
| |
Digitalocean Hldgs Inc |
Digitalocean Hldgs Inc Nt Conv 0% 12-01-2026 |
|
|
797,195 |
| |
Discover Card Execution |
Discover Card Execution Nt Tr 2017-5 Discoverseries Nt Cl A 12-15-2026 Reg |
300,469 |
| |
Discovery Communications Llc |
Discovery Communications Llc 4.0% Due 09-15-2055 |
|
65,731 |
| |
Dish Dbs Corp |
Dish Dbs Corp 5.875% 11-15-2024 |
|
|
316,026 |
| |
Dish Dbs Corp |
Dish Dbs Corp 5.125% Due 06-01-2029 |
|
|
76,793 |
| |
Dish Network Corp |
Dish Network Corp Nt Conv 2.375% 03-15-2024 Beo |
|
397,980 |
| |
Dish Network Corp |
Dish Network Corp 0% Due 12-15-2025 Beo |
|
|
108,500 |
| |
Doctors Co An Interinsurance Surplus |
Doctors Co An Interinsurance Surplus Nt 144A 4.5% 01-18-2032 |
558,115 |
| |
Drop |
Drop Mtg Tr Fltg Rt 6.59748% Due 10-15-2043 |
|
|
369,500 |
| |
Dropbox Inc |
Dropbox Inc Sr Nt Conv 0% Due 03-01-2026Reg |
|
|
107,910 |
| |
Dryden |
Pvtpl Dryden Senior Loan Fund Sr 18-64A Cl A Fltg Due 04-18-2031 |
580,878 |
| |
Dryden |
Dryden 52 Euro Cl Frn Clo 05/2034 Eur 'A-R' |
|
|
325,175 |
| |
Dryden |
Pvtpl Dryden 36 Sr Ln Fd Ser 14-36A Cl A-R3 Fltg 04-15-2029 |
|
267,989 |
| |
Duke Energy Corp |
Duke Energy Corp 2.65% Due 09-01-2026 |
|
|
474,753 |
| |
Duke Energy Corp |
Genesis Energy L P / Genesis Energy Fin Corp 8.875% Due 04-15-2030 |
129,203 |
| |
Ecmc Group Student Ln |
Ecmc Group Student Ln Tr 2020-2 Stud Ln Nt Cl A Fltg Rate 6.60912% 11-25-2069 |
587,968 |
| |
Ecmc Group Student Ln |
Pvtpl Ecmc Group Student Ln Sr 2018-1A Cl A Var Rt 2-27-2068 |
231,115 |
| |
Eco Matl |
Eco Matl 7.875% Due 01-31-2027 |
|
|
330,000 |
| |
|
|
|
|
|
| |
|
|
|
|
(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, 2023 |
|
|
|
|
| |
|
|
|
|
(e) |
| |
(b) |
(c) |
(d) |
|
Current |
| (a) |
Identity of Issuer |
Description of Investment |
Cost** |
|
Value |
| |
Corporate Debt Instruments (continued) |
|
|
|
|
| |
Ecopetrol S A |
Ecopetrol S A 4.125% Due 01-16-2025 |
|
|
586,182 |
| |
Edelman Financial Center Llc |
Edelman Financial Center, Llc, The Term Loan 04-07-2028 |
|
100,885 |
| |
Eldorado Resorts |
Eldorado Resorts 6.25% Due 07-01-2025 |
|
|
1,193,325 |
| |
Eldorado Resorts |
Pvtpl Eldorado Resorts Inc Sr Nt 144A 8.125% Due 07-01-2027/07-06-2020 Beo |
548,576 |
| |
Elp Coml Mtg Tr 2021 |
Elp Coml Mtg Tr 2021-Elp Coml Mtg Passthru Ctf Cl A 6.14948% 11-15-2038 |
784,024 |
| |
Encino Acqstn Partners Hldgs Llc |
Encino Acqstn Partners Hldgs Llc 8.5% 05-01-2028 |
|
|
229,505 |
| |
Encompass Hlth |
Encompass Hlth 4.625% Due 04-01-2031 |
|
|
31,288 |
| |
Encompass Hlth |
Encompass Hlth 4.5% Due 02-01-2028 |
|
|
19,139 |
| |
Enphase Energy Inc |
Enphase Energy Inc 0.0% 03-01-2026 |
|
|
237,771 |
| |
Enphase Energy Inc |
Enphase Energy Inc Sr Nt Conv 0% Due 03-01-2028 Reg |
|
103,170 |
| |
Enpro Inds Inc |
Enpro Inds Inc Corp 5.75% 10-15-2026 |
|
|
153,422 |
| |
Entegris Escrow |
Pvtpl Entegris Escrow Corp Sr Secd Nt 144A 4.75% Due 04-15-2029/04-14-2022 Beo |
58,747 |
| |
Enterprise Fleet |
Enterprise Fleet 3.03% Due 01-20-2028 |
|
|
251,794 |
| |
Enterprise Fleet |
Enterprise Fleet 5.76% Due 10-22-2029 |
|
|
174,690 |
| |
Envestnet Inc |
Envestnet Inc Nt Conv 2.625% 12-01-2027 |
|
|
184,429 |
| |
Epr Pptys |
Epr Pptys 4.75% Due 12-15-2026 |
|
|
191,403 |
| |
Eqm Midstream |
Eqm Midstream 4% Due 08-01-2024 |
|
|
55,473 |
| |
Eqt Midstream Partners L P |
Pvptl Eqm Midstream Partners L P 4.75% 01-15-2031 |
|
232,659 |
| |
Eqt Midstream Partners L P |
Pvtpl Eqm Midstream Partners L P 7.5% Due 06-01-2030/06-07-2022 Beo |
227,920 |
| |
Eqt Midstream Partners L P |
Pvtpl Eqm Midstream Partners L P 7.5% Due 06-01-2027/06-07-2022 Beo |
150,186 |
| |
Eqt Midstream Partners L P |
Eqt Midstream Partners L P 6.5%Ue 07-15-2048 |
|
|
132,895 |
| |
Erp Oper Ltd |
Erp Oper Ltd 3% Due 07-01-2029 |
|
|
92,150 |
| |
Etsy Inc |
Etsy Inc Sr Nt Conv .125% Due 09-01-2027Reg |
|
|
102,072 |
| |
Etsy Inc |
Etsy Inc Sr Nt Conv .25% 06-15-2028 |
|
|
96,072 |
| |
Evergy Metro Inc |
Evergy Metro Inc 2.25% Due 06-01-2030 |
|
|
426,521 |
| |
Eversource Energy |
Eversource Energy Fixed .8% Due 08-15-2025 |
|
|
372,806 |
| |
Exact Sciences Corp |
Exact Sciences Corp Fixed 0.375% 03-15-2027 Reg |
|
103,523 |
| |
Exeter Automobile |
Exeter Automobile Receivables Trust Ser 23-2A Cl A2 5.87% Due 11-17-2025 |
258,690 |
| |
Exeter Automobile |
Exeter Automobile Receivables Trust Ser 23-4A Cl A2 6.07% 12-15-2025 |
250,093 |
| |
Exeter Automobile |
Exeter Automobile 4.33% Due 02-17-2026 |
|
|
32,796 |
| |
Extended Stay Amer Tr 2021-Esh |
Extended Stay Amer Tr 2021-Esh Mtg Pass Thru Ctf Cl A 144A 6.52748% 07-15-2038 |
554,795 |
| |
Extended Stay Amer Tr 2021-Esh |
Extended Stay Amer Tr 2021-Esh Mtg Pass Thru Ctf Cl A 144A 6.52748% 07-15-2038 |
369,863 |
| |
Fid Natl Finl Inc |
Fid Natl Finl Inc 3.4% Due 06-15-2030 |
|
|
624,570 |
| |
Flagship |
Flagship Cr Auto 3.28% Due 08-15-2025 |
|
|
7,613 |
| |
Flex Ltd |
Flex Ltd 4.875% Due 05-12-2030 |
|
|
589,017 |
| |
Fmg Res |
Pvtpl Fmg Res August 2006 Pty Ltd 6.125% 04-15-2032 |
|
250,907 |
| |
Fmg Res |
Fmg Res Aug 2006 4.5% Due 09-15-2027 |
|
|
172,006 |
| |
Ford |
Ford Mtr Co Del 9.625% Due 04-22-2030 |
|
|
751,465 |
| |
Ford |
Ford Mtr Co Del 0% Due 03-15-2026 Reg |
|
|
170,145 |
| |
Ford |
Ford Mtr Co Del 3.25% 02-12-2032 |
|
|
165,692 |
| |
Ford |
Ford Mtr Co Del Nt 4.75 01-15-2043 |
|
|
59,656 |
| |
Ford Credit Auto Owner Trust |
Ford Credit Auto Owner Trust 4.85% 23-1 Cl A 08-15-2035 |
251,042 |
| |
Ford Credit Auto Owner Trust |
Ford Cr Auto Owner Fltg Rt 6.106% Due 08-15-2025 |
|
206,036 |
| |
Ford Credit Auto Owner Trust |
Ford Motor Credit Co Llc 2.7% 08-10-2026 |
|
|
185,311 |
| |
Ford Motor Co |
Ford Mtr Co Del 6.1% 08-19-2032A |
|
|
53,525 |
| |
|
|
|
|
|
| |
|
|
|
|
(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, 2023 |
|
|
|
|
| |
|
|
|
|
(e) |
| |
(b) |
(c) |
(d) |
|
Current |
| (a) |
Identity of Issuer |
Description of Investment |
Cost** |
|
Value |
| |
Corporate Debt Instruments (continued) |
|
|
|
|
| |
Ford Mtr Cr Co Llc |
Ford Mtr Cr Co Llc 4.125% Due 08-17-2027 |
|
|
510,767 |
| |
Ford Mtr Cr Co Llc |
Ford Mtr Cr Co Llc Fixed 5.584% 03-18-2024 |
|
|
399,451 |
| |
Ford Mtr Cr Co Llc |
Ford Mtr Cr Co Llc 4.0% Due 11-13-2030 Beo |
|
|
179,796 |
| |
Foursight Cap |
Foursight Cap 5.99% Due 05-15-2028 |
|
|
301,807 |
| |
Freddie Mac |
Freddie Mac Seasoned Lns Structured Ser 2023-1 Cl A-11 3.25% 10-25-2063 |
450,018 |
| |
Ga Global |
Ga Global Fdg Tr Medium Term Nts Tranche# Tr 00770 1% 04-08-2024 |
1,182,397 |
| |
Ga Global |
Pvtpl Ga Global Fdg 2.9% 01-06-2032 |
|
|
655,723 |
| |
Garda World Security Corporation |
Garda World Security Corporation Term Loan B Frn 10-30-2026 |
471,006 |
| |
Genesis Energy L P |
Genesis Energy L P 8% Due 01-15-2027 |
|
|
89,532 |
| |
Georgia Pwr Co |
Georgia Pwr Co Fltg Rt 05-08-2025 |
|
|
300,672 |
| |
Gfl Environmental Inc |
Pvtpl Gfl Environmental Inc 4.0% 08-01-2028 |
|
|
315,248 |
| |
Gfl Environmental Inc |
Pvtpl Gfl Environmental Inc 5.125% 12-15-2026 |
|
|
126,641 |
| |
Gfl Environmental Inc |
Gfl Environmental Inc 4.375% 08-15-2029 |
|
|
109,895 |
| |
Gfl Environmental Inc |
Pvtpl Gfl Environmental Inc 6.75% 01-15-2031 |
|
|
41,219 |
| |
Global Pmts Inc |
Global Pmts Inc 4.95% Due 08-15-2027 |
|
|
400,773 |
| |
Gls Auto |
Gls Auto Receivables Issuer Trust Sr 22-2A Cl A2 3.6% 144A 01-15-2026 Beo |
72,594 |
| |
Gls Auto |
Gls Auto 1.98% Due 08-15-2025 |
|
|
- |
| |
Gm Finl Automobile |
Gm Finl Cnsmr Automobile Ser 22-2 Cl A2 2.52% 05-16-2025 |
|
28,004 |
| |
Gmf Canada Leasing |
Gmf Canada Leasing 5.458% A/Bkd 21/04/2025 Cad |
|
72,889 |
| |
Goeasy Ltd |
Pvtpl Goeasy Ltd 9.25% 12-01-2028 |
|
|
129,224 |
| |
Goeasy Ltd |
Goeasy Ltd Sr Nt 144A 4.375% 05-01-2026 |
|
|
94,354 |
| |
Goldman Sachs Group Inc |
Goldman Sachs Group Inc Nt Fxd/Fltg 3.615% 03-15-2028 |
|
1,151,647 |
| |
Goldman Sachs Group Inc |
Goldman Sachs Group Inc 5.798% Due 08-10-2026 |
|
403,941 |
| |
Goodyear Tire & Rubr Co |
Goodyear Tire & 9.5% Due 05-31-2025 |
|
|
284,122 |
| |
Goodyear Tire & Rubr Co |
Goodyear Tire & Rubr Co Sr Nt 5.625% 04-30-2033 |
|
|
60,077 |
| |
Goodyear Tire & Rubr Co |
Goodyear Tire & Rubr Co Sr Nt 5% 07-15-2029 |
|
|
26,462 |
| |
Graham Hldgs Co |
Graham Hldgs Co 5.75% Due 06-01-2026 |
|
|
109,175 |
| |
Gs Mtg Secs Corp |
Gs Mtg Secs Corp Fltg Rt 6.40448% Due 12-15-2036 |
|
392,781 |
| |
Gs Mtg Secs Corp |
Gs Mtg-Backed Secs Tr 2022-Hp1 Mtg Passthru Ctf Cl A-2 3% 09-25-2052 |
321,598 |
| |
Gs Mtg Secs Corp |
Gs Mtg Backed Secs 2.5% Due 08-25-2052 |
|
|
293,132 |
| |
Gs Mtg Secs Corp |
Gs Mtg-Backed Secs 2.5% Due 04-25-2052 |
|
|
274,618 |
| |
Gs Mtg Secs Corp |
Gs Mtg Secs Ser 2014-Gc26 Cl A-Ab 3.365% 3.365% 11-10-2047 |
83,411 |
| |
Gulfport Energy |
Gulfport Energy 8% Due 05-17-2026 |
|
|
362,895 |
| |
Gxo Logistics Inc |
Gxo Logistics Inc Nt 2.65% 07-15-2031 |
|
|
82,147 |
| |
Hanesbrands Inc |
Hanesbrands Inc Initial Term Loan B Senior Secured Term Loan 02-14-2030 |
96,032 |
| |
Harvest Clo Xi Des Frn Clo |
Harvest Clo Xi Des Frn Clo 06/2030 Eur 'A-R' |
|
|
288,362 |
| |
Hca Inc |
Hca Inc 3.5% Due 07-15-2051 Beo |
|
|
207,786 |
| |
Heartland Dental Llc |
Heartland Dental Llc Tl Fltg Rt 04-27-2028 |
|
|
53,537 |
| |
Hertz Veh Fing Iii |
Pvtpl Hertz Veh Fing Iii Llc Sr 23-1A Cla 5.49% 06-25-2027 |
|
1,405,188 |
| |
Hertz Veh Fing Iii |
Hertz Veh Fing Iii Llc 2021-1 Rent Car Ast Bkd Nt 1.21% 12-26-2025 |
579,183 |
| |
Hertz Veh Fing Iii |
Hertz Veh Fing Iii 3.73% Due 09-25-2026 |
|
|
389,517 |
| |
Hertz Veh Fing Iii |
Hertz Veh Fing Iii 3.37% Due 03-25-2025 |
|
|
199,247 |
| |
Hilcorp Energy I L |
Hilcorp Energy I L 6% Due 02-01-2031 |
|
|
351,101 |
| |
Hilcorp Energy I L |
Pvtpl Hilcorp Energy I L P/Hilcorp Fin Co Sr Nt 8.375% 11-01-2033 |
163,154 |
| |
Hilton Grand Vacations Borrower Llc |
Hilton Grand Vacations Borrower Llc Tlb Lien1 Due 08-02-2028 Beo |
99,491 |
| |
|
|
|
| |
|
|
|
|
(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, 2023 |
|
|
|
|
| |
|
|
|
|
(e) |
| |
(b) |
(c) |
(d) |
|
Current |
| (a) |
Identity of Issuer |
Description of Investment |
Cost** |
|
Value |
| |
Corporate Debt Instruments (continued) |
|
|
|
|
| |
Hospitality Pptys |
Hospitality Pptys 4.5% Due 03-15-2025 |
|
|
34,169 |
| |
Host Hotels |
Host Hotels & Fixed 3.5% Due 09-15-2030 |
|
|
33,935 |
| |
Howmet Aerospace |
Howmet Aerospace Fixed 6.875% Due 05-01-2025 |
|
37,530 |
| |
Hpefs Equip |
Pvtpl Hpefs Equip Tr 2022-2 Ser 22-2A Cla2 3.15% Due 09-20-2029 Beo |
65,973 |
| |
Hsbc Holdings Plc |
Hsbc Hldgs Plc Fltg Rt 4.292% Due 09-12-2026 |
|
|
979,048 |
| |
Hsbc Holdings Plc |
Hsbc Holdings Plc 4.755% 06-09-2028 |
|
|
788,808 |
| |
Hsbc Holdings Plc |
Hsbc Hldgs Plc 3.803% 03-11-2025 |
|
|
199,186 |
| |
Hsbc Holdings Plc |
Hsbc Holdings Plc 4.583% Due 06-19-2029 |
|
|
194,116 |
| |
Hsbc Usa Inc |
Hsbc Usa Inc New 5.625% 03-17-2025 |
|
|
401,950 |
| |
Hub Intl Ltd |
Hub Intl Ltd 7% Due 05-01-2026 |
|
|
266,024 |
| |
Hughes Satellite |
Hughes Satellite 6.625% Due 08-01-2026 |
|
|
134,806 |
| |
Hughes Satellite |
Hughes Satellite 5.25% Due 08-01-2026 |
|
|
65,998 |
| |
Illumina Inc |
Illumina Inc 5.8% Due 12-12-2025 |
|
|
200,729 |
| |
Ing Groep N V |
Pvtpl Ing Groep N V 1.4% Due 07-01-2026 |
|
|
658,610 |
| |
Ing Groep N V |
Ing Groep N V Due 04-01-2027/04-01-2021 Beo |
|
|
591,792 |
| |
Insulet Corporation |
Insulet Corporation Term Loan 04-28-2028 |
|
63,798 |
| |
Integra Lifesciences Hldgs Corp |
Integra Lifesciences Hldgs Corp Sr Nt Conv .5% Due 08-15-2025 Reg |
87,327 |
| |
Ipalco Enterprises Inc |
Ipalco Enterprises Inc 4.25% Due 05-01-2030 Reg |
|
184,962 |
| |
Irb Hldg Corp |
Irb Hldg Corp 7% Due 06-15-2025 |
|
|
225,000 |
| |
Irb Holding Corp |
Irb Holding Corp 2022 Replacement Term Bloan 12-15-2027 |
|
359,181 |
| |
Jazz Pharmaceuticals Inc |
Jazz Pharmaceuticals Inc Initial Dollar Term Loan Due 05-05-2028 Beo |
1,012,925 |
| |
Jetblue Awys Corp |
Jetblue Awys Corp Sr Nt Conv .5% 04-01-2026 |
|
|
184,318 |
| |
Jones Deslauriers |
Jones Deslauriers 10.5% Due 12-15-2030 |
|
|
124,360 |
| |
JP Morgan |
Jpmorgan Chase & Co. 4.851% Due 07-25-2028 |
|
|
1,801,848 |
| |
JP Morgan |
Pvtpl Jp Morgan Mortgage Trust Sr 23-Dsc1 Cl A1 Var Rt 07-25-2063 |
711,200 |
| |
JP Morgan |
Jpmorgan Chase & Co Fltg Rt 09-22-2027 |
|
|
396,436 |
| |
JP Morgan |
Pvtpl Cmo J P Morgan Chase Coml Mtg Secs Tr 2018-Wpt Cl A-Fl Fltg Rt 07-05-2033 |
151,562 |
| |
JP Morgan |
Jp Morgan Mtg Acqstn Corp Fr Cmo 25/08/2036 Usd1000 'Av-5' 08-25-2036 Reg |
112,653 |
| |
Jpmdb Coml |
Jpmdb Coml Mtg Secs Tr 2020-Cor7 Coml Mtg Passthru Ctf Cl 2.0508% 05-13-2053 |
814,475 |
| |
Jyske Realkredit |
Jyske Realkredit 1% Snr 01/10/2053 Dkk0.01 |
|
|
307,593 |
| |
Jyske Realkredit |
Jyske Realkredit 1% Snr 01/10/2050 Dkk0.01 |
|
|
132,179 |
| |
Jyske Realkredit |
Jyske Realkredit 0.5% Cvd Bds 01/10/2043Dkk |
|
|
115,432 |
| |
Jyske Realkredit |
Jyske Realkredit 1.5% Cvd Bds 01/10/2053Dkk |
|
|
91,623 |
| |
Jyske Realkredit |
Jyske Realkredit 1.5% Cvd Bds 01/10/53 Dkk0. |
|
|
10,838 |
| |
Kennedy Wilson Inc |
Kennedy Wilson Inc 4.75% 02-01-2030 |
|
|
19,453 |
| |
Kentucky Utilities Co |
Kentucky Utilities Co 5.45% Due 04-15-2033 |
|
|
416,223 |
| |
Kkr Clo 18 Ltd |
Kkr Clo 18 Ltd / Kkr Clo 18 Llc 6.49952%07-18-2030 |
|
|
281,062 |
| |
Kkr Clo 18 Ltd |
Kkr Clo 18 Ltd / Kkr Clo 18 Llc 6.49952%07-18-2030 |
|
|
210,797 |
| |
Kraft Heinz Foods Co |
Kraft Heinz Foods Co Gtd Sr Nt 5.5% 06-01-2050 |
|
|
172,761 |
| |
Kraft Heinz Foods Co |
Kraft Heinz Foods Co Gtd Sr Nt 4.875% 10-01-2049 |
|
|
83,576 |
| |
L Brands Inc |
L Brands Inc 9.375% Due 07-01-2025 |
|
|
258,656 |
| |
L Brands Inc |
L Brands Inc 6.875% Due 11-01-2035 |
|
|
145,826 |
| |
Lcm Ln Inc |
Lcm Ln Inc Fd I Fltg Rt 6.61775016785% Due 04-20-2031 |
|
876,479 |
| |
Lcm Xiii Ltd Partnership |
Lcm Xiii Ltd Partnership / Lcm Xiii 0% 07-19-2027 |
|
|
104,208 |
| |
Lcm Xiii Ltd Partnership |
Lcm Xiii Ltd Partnership / Lcm Xiii 0% 07-19-2027 |
|
|
69,472 |
| |
|
|
|
|
|
| |
|
|
|
|
(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, 2023 |
|
|
|
|
| |
|
|
|
|
(e) |
| |
(b) |
(c) |
(d) |
|
Current |
| (a) |
Identity of Issuer |
Description of Investment |
Cost** |
|
Value |
| |
Corporate Debt Instruments (continued) |
|
|
|
|
| |
Lcm Xiii Ltd Partnership |
Lcm Xiii Ltd Partnership / Lcm Xiii 0% 07-19-2027 |
|
|
69,472 |
| |
Liberty Media Corp |
Liberty Media Corp Sr Exchangeable Exch Into Sprint 3.75 02-15-30/02-15-04 |
42,457 |
| |
Lifepoint Health Inc |
Lifepoint Health Inc Term Loan B Senior Secured Term Loan 11-16-2028 |
134,426 |
| |
Lifepoint Hlth Inc |
Lifepoint Hlth Inc 9.75% Due 12-01-2026 |
|
|
436,320 |
| |
Lifepoint Hlth Inc |
Lifepoint Hlth Inc 4.375% Due 02-15-2027 |
|
|
54,539 |
| |
Lithia Mtrs Inc |
Lithia Mtrs Inc Sr Nt 144A 3.875% 06-01-2029 |
|
|
359,415 |
| |
Lithia Mtrs Inc |
Pvtpl Lithia Mtrs Inc 4.375% Due 01-15-2031 |
|
|
119,966 |
| |
Live Nation Entmt |
Live Nation Entmt 5.625% Due 03-15-2026 |
|
|
165,474 |
| |
Live Nation Entmt |
Live Nation Entmt 6.5% Due 05-15-2027 |
|
|
137,361 |
| |
Live Nation Entmt |
Pvtpl Live Nation Entmt Inc 4.875% Due 11-01-2024 |
|
|
120,901 |
| |
Live Nation Entmt |
Live Nation Entmt Inc 2.0% Due 02-15-2025 |
|
50,491 |
| |
Live Nation Entmt Inc |
Pvtpl Live Nation Entmt In 4.75% Due 10-15-2027 |
|
|
195,602 |
| |
Live Nation Entmt Inc |
Pvtpl Live Nation Entmt Inc 3.75% Due 01-15-2028/01-04-2021 Beo |
10,259 |
| |
Louisville Gas & Elec Co |
Louisville Gas & Elec Co 5.45% Due 04-15-2033 |
|
|
417,408 |
| |
Ls Grp Opco Acq Llc |
Ls Grp Opco Acq Llc (Ls Grp Propco Acq Llc) Initial Tl Senior Sec 11/2/27 |
24,905 |
| |
M / I Homes Inc |
M / I Homes Inc 3.95% Due 02-15-2030 |
|
|
90,780 |
| |
M360 2021-Cre3 Ltd |
M360 2021-Cre3 Ltd / M360 2021-Cre3 Sr Secd Nt Cl A 144A 6.95114% 11-22-2038 |
287,431 |
| |
Macquarie Group Ltd |
Macquarie Group Ltd Sr Medium Term Tranche # Tr 00022 1.935% 04-14-2028 |
535,033 |
| |
Madison Iaq Llc |
Madison Iaq Llc 5.875% Due 06-30-2029 |
|
|
163,933 |
| |
Madison Pk Fdg Xxiii Ltd |
Pvtpl Madison Pk Fdg Xxiii Ltd/Madison Sr Nt Cl A-R Fltg 6.26157% 07-27-2031 |
387,951 |
| |
Madison Pk Fdg Xxiii Ltd |
Pvtpl Madison Pk Fdg Xxiii Ltd/Madison Sr Nt Cl A-R Fltg 6.26157% 07-27-2031 |
290,963 |
| |
Magnolia Oil & Gas |
Magnolia Oil & Gas 6% Due 08-01-2026 |
|
|
232,050 |
| |
Marriott Intl Inc |
Marriott Intl Inc 4% Due 04-15-2028 |
|
|
581,263 |
| |
Marriott Ownership Resorts Inc |
Marriott Ownership Resorts Inc 4.75% Due01-15-2028 Reg |
|
448,262 |
| |
Marriott Ownership Resorts Inc |
Pvtpl Marriott Ownership Resorts Inc 4.5% Due 06-15-2029 |
|
256,432 |
| |
Marvell Technology Inc |
Marvell Technology Inc 1.65% Due 04-15-2026 |
|
|
651,326 |
| |
Match Group Hldgs Ii Llc |
Match Group Hldgs Ii Llc Sr Nt 144A 3.625% 10-01-2031 |
|
118,371 |
| |
Match Group Inc |
Match Group Inc 5% Due 12-15-2027 |
|
|
187,574 |
| |
Match Group Inc |
Pvtpl Match Group Inc Sr Nt 144A 4.625% Due 06-01-2028/05-19-2020 Beo |
93,835 |
| |
Match Group Inc |
Pvtpl Match Group Inc 5.625% Due 02-15-2029/02-15-2019 Beo |
67,988 |
| |
Mcafee Corp |
Mcafee Corp Term Loan B (Usd) Senior Secured Due 02-01-2029 Beo |
156,703 |
| |
Medline Borrower Lp |
Medline Borrower, Lp Initial Dollar Term Ln Senior Sec Term Ln 09-30-28 |
593,254 |
| |
Methanex Corp |
Methanex Corp 5.125% 10-15-2027 |
|
|
42,013 |
| |
Methanex Corp |
Methanex Corp Fixed 4.25% Due 12-01-2024 |
|
|
29,510 |
| |
Metis Merger Sub |
Metis Merger Sub 6.5% Due 05-15-2029 |
|
|
208,900 |
| |
Mfa 2020-Nqm2 |
Mfa 2020-Nqm2 Tr 1.381% Due 04-25-2065 |
|
|
125,501 |
| |
Mfa 2022-Nqmi Tr |
Pvtpl Cmo Mfa 2022-Nqmi Tr Sr 22-Nqm1 Cla1 Var Rt Due 12-25-2066 Beo |
353,353 |
| |
Mfa 2023 |
Mfa 2023-Inv2 Tr Mtg Passthru Ctf Cl A-16.775% 10-25-2058 |
|
799,796 |
| |
Mgm Resorts Intl |
Mgm Resorts Intl Fixed 6.75% Due 05-01-2025 |
|
|
742,365 |
| |
Mgm Resorts Intl |
Mgm Resorts Intl 4.625% Due 09-01-2026 |
|
|
460,632 |
| |
Mgm Resorts Intl |
Mgm Resorts Intl 5.5% Due 04-15-2027 |
|
|
269,839 |
| |
Mgm Resorts Intl |
Mgm Resorts Intl 4.75% Due 10-15-2028 |
|
|
214,373 |
| |
Mgm Resorts Intl |
Mgm Resorts Intl Fixed 5.75% Due 06-15-2025 |
|
|
196,252 |
| |
Michaels Stores Inc |
Michaels Stores Inc Term Loan 04-08-2028 |
|
323,256 |
| |
Mileage Plus Holdings Llc |
Mileage Plus Holdings Llc Term Loan B 06-21-2027 Beo |
|
521,988 |
| |
|
|
|
|
| |
|
|
|
|
(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, 2023 |
|
|
|
|
| |
|
|
|
|
(e) |
| |
(b) |
(c) |
(d) |
|
Current |
| (a) |
Identity of Issuer |
Description of Investment |
Cost** |
|
Value |
| |
Corporate Debt Instruments (continued) |
|
|
|
|
| |
Mizuho Financial Group |
Mizuho Financial Group 5.754% Due 05-27-2034 |
|
|
1,041,105 |
| |
Mizuho Finl Group |
Mizuho Finl Group Inc 5.667% 05-27-2029/05-27-2028 |
|
717,214 |
| |
Mizuho Finl Group |
Mizuho Finl Group Fixed 5.414% Due 09-13-2028 |
|
|
304,221 |
| |
Mks Clo Ltd |
Mks Clo Ltd 20/07/2030 0% 07-20-2030 |
|
|
312,502 |
| |
Mks Clo Ltd |
Mks Clo Ltd 20/07/2030 0% 07-20-2030 |
|
|
250,001 |
| |
Mks Clo Ltd |
Mks Clo Ltd 20/07/2030 0% 07-20-2030 |
|
|
250,001 |
| |
Mmaf Equipment Finance Llc |
Mmaf Equipment Finance Llc 2022-B Ast Backed Ctf Cl A-2 144A 5.57% 09-09-2025 |
172,150 |
| |
Molina Healthcare |
Molina Healthcare Inc Sr Nt 144A 3.875% 05-15-2032 |
|
361,891 |
| |
Molina Healthcare |
Molina Healthcare 4.375% Due 06-15-2028 |
|
|
175,043 |
| |
Molina Healthcare |
Pvtpl Molina Healthcare Inc 3.875% Due 11-15-2030 Beo |
|
150,066 |
| |
Mosaic Solar |
Mosaic Solar Ln Tr 2.64% Due 01-20-2053 |
|
|
273,178 |
| |
Mozart Debt Merger Sub Inc |
Pvtpl Mozart Debt Merger Sub Inc 3.875% Due 04-01-2029 Beo |
201,592 |
| |
Mozart Debt Merger Sub Inc |
Pvtpl Mozart Debt Merger Sub Inc 5.25% Due 10-01-2029 Beo |
50,888 |
| |
Mp Clo Vii Ltd |
Mp Clo Vii Ltd / Mp Clo Vii Llc Sr Nt Cla-R3 Fltg 144A 3C7 6.44952% 10-18-2028 |
324,390 |
| |
Mp Clo Vii Ltd |
Mp Clo Vii Ltd / Mp Clo Vii Llc Sr Nt Cla-R3 Fltg 144A 3C7 6.44952% 10-18-2028 |
194,634 |
| |
Mpt Oper |
Mpt Oper 3.5% Due 03-15-2031 |
|
|
526,767 |
| |
Mpt Oper |
Mpt Oper 5.25% Due 08-01-2026 |
|
|
227,886 |
| |
Mpt Oper |
Mpt Oper 4.625% Due 08-01-2029 |
|
|
24,444 |
| |
Msci Inc Sr |
Msci Inc Sr Nt 144A 3.625% 11-01-2031 |
|
|
44,004 |
| |
Murphy Oil Corp |
Murphy Oil Corp 5.125 12-01-2042 |
|
|
52,857 |
| |
Nabors Inds Inc |
Nabors Inds Inc New 9.125% 01-31-2030 |
|
|
377,527 |
| |
Nabors Inds Inc |
Nabors Inds Inc New Sr Priority Gtd Nt 144A 7.375% 05-15-2027 |
210,632 |
| |
National Fuel Gas Co |
National Fuel Gas Co 5.5% Due 10-01-2026 |
|
|
502,281 |
| |
Natixis Coml |
Natixis Coml Mtg Fltg Rt 7.15676% Due 03-15-2035 |
|
|
316,383 |
| |
Natwest Group Plc |
Natwest Group Plc Fixed 7.472% Due 11-10-2026 |
|
|
620,982 |
| |
Navient Corp |
Navient Corp 6.75% Due 06-25-2025 |
|
|
487,904 |
| |
Navient Corp |
Navient Corp 6.75% 06-15-2026 |
|
|
30,455 |
| |
Navient Corp |
Navient Corp 5.5% 03-15-2029 |
|
|
24,896 |
| |
Navient Private Ed |
Navient Private Ed Ln Tr 2020-I 6.44764%04-15-2069 |
|
|
282,026 |
| |
Navient Private Ed |
Pvtpl Navient Private Ed Ln Tr 2018-D Cl A2B Fltg 12-15-2059 Beo |
280,712 |
| |
Navient Private Ed |
Pvtpl Navient Private Ed Refi Ln Tr Sr 2019-C Cl A-2 02-15-2068 |
217,206 |
| |
Ncl Corp Ltd |
Pvtpl Ncl Corp Ltd Sr Nt 3.625% Due 12-15-2024 |
|
|
211,996 |
| |
Ncl Corp Ltd |
Pvtpl Ncl Corp Ltd 8.125% 01-15-2029 |
|
|
131,560 |
| |
Ncl Corp Ltd |
Ncl Corp Ltd Sr Secd Nt 144A 5.875% 02-15-2027 |
|
|
126,910 |
| |
Ncl Corp Ltd |
Pvtpl Ncl Corp Ltd 8.375% Due 02-01-2028 |
|
|
89,012 |
| |
Ncl Corp Ltd |
Ncl Corp Ltd Gtd Sr Nt Exchangeable 1.125% 02-15-2027 |
|
54,786 |
| |
Nfp Corp |
Pvtpl Nfp Corp 6.875% Due 08-15-2028 |
|
|
663,693 |
| |
Nfp Corp |
Pvtpl Nfp Corp 7.5% 10-01-2030 |
|
|
108,469 |
| |
Nfp Corp |
Pvtpl Nfp Corp 4.875% 08-15-2028 |
|
|
46,516 |
| |
Nfp Corp |
Nfp Corp Closing Date Term Loan Due 02-15-2027 |
|
24,039 |
| |
Nissan Mtr Accep Corp |
Nissan Mtr Accep Corp Nt 144A 1.05% 03-08-2024 |
|
396,235 |
| |
Nissan Mtr Accep Corp |
Pvtpl Nissan Mtr Accep Co Llc Nt 1.85% 09-16-2026 |
|
179,974 |
| |
Nordea Realkredit |
Nordea Realkredit 1.5% Cvd Bds 01/10/2053 Dkk |
|
434,178 |
| |
Nordea Realkredit |
Nordea Realkredit 0.5% Cvd Bds 01/10/2043 Dkk |
|
51,785 |
| |
Nordea Realkredit |
Nordea Realkredit 1.5% Cvd Bds 01/10/2053 Dkk |
|
10,188 |
| |
|
|
|
|
| |
|
|
|
|
(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, 2023 |
|
|
|
|
| |
|
|
|
|
(e) |
| |
(b) |
(c) |
(d) |
|
Current |
| (a) |
Identity of Issuer |
Description of Investment |
Cost** |
|
Value |
| |
Corporate Debt Instruments (continued) |
|
|
|
|
| |
Nordea Realkredit |
Nordea Realkredit 1.5% Cvd Bds 01/10/2053 Dkk |
|
- |
| |
Nordea Realkredit |
Nordea Realkredit 2% Cvd Bds 01/10/53 Dkk0.01 |
|
|
24,423 |
| |
Nordea Realkredit |
Nordea Realkredit 1% Cvd Bds 01/10/50 Dkk0.01 |
|
|
18 |
| |
Novastar |
Novastar Mtg Fdg Tr Ser 06-1 Cl A1A Fltg 05-25-2036 |
|
41,831 |
| |
Nrg Energy Inc |
Pvtpl Nrg Energy Inc 7.0% 03-15-2033 |
|
|
893,138 |
| |
Nrg Energy Inc |
Nrg Energy Inc 4.45% Due 06-15-2029 |
|
|
140,694 |
| |
Nrg Energy Inc |
Pvtpl Nrg Energy Inc 144A 3.75% 06-15-2024 |
|
|
120,583 |
| |
Nrg Energy Inc |
Nrg Energy Inc Sr Nt 144A 3.875% 02-15-2032 |
|
|
47,939 |
| |
Nrg Energy Inc |
Nrg Energy Inc 6.625% Due 01-15-2027 |
|
|
45,090 |
| |
Nustar Logistics L P |
Nustar Logistics L P 5.75% Due 10-01-2025 Beo |
|
345,390 |
| |
Nuvasive Inc |
Nuvasive Inc Sr Nt Conv .375% Due 03-15-2025 Reg |
|
105,800 |
| |
Nxp B V |
Nxp B V/Nxp Fdg Llc/Nxp Usa Inc 4.3% 06-18-0209 |
|
389,020 |
| |
Nxp B V |
Nxp B V / Nxp Fdg Llc / Nxp Usa Inc Sr Nt 3.4% 05-01-2030 |
|
92,033 |
| |
Nykredit Realkredi |
Nykredit Realkredi 1.5% Gtd 01/10/2053 Dkk0.01 |
|
|
242,634 |
| |
Nykredit Realkredi |
Nykredit Realkredi 1.5% Cvd Bds 01/10/2053 Dkk |
|
10,162 |
| |
Nykredit Realkredi |
Nykredit Realkredi 1% Snr 01/10/2050 Dkk0.01 |
|
|
22 |
| |
Nykredit Realkredi |
Nykredit Realkredi 1.5% Cvd Bds 01/10/2053 Dkk |
|
- |
| |
Nykredit Realkredi |
Nykredit Realkredi 0.5% Cvd Bds 01/10/2043 Dkk |
|
519,093 |
| |
Nykredit Realkredi |
Nykredit Realkredi 2% Cvd Bds 01/10/53 Dkk0.01 |
|
|
134,744 |
| |
Nykredit Realkredi |
Nykredit Realkredi 1% Cvd Bds 01/10/2053Dkk |
|
|
1,605 |
| |
Nykredit Realkredi |
Nykredit Realkredi 1% Cvd Bds 01/10/53 Dkk0.01 |
|
|
- |
| |
Nyo Coml |
Nyo Coml Mtg Tr Fltg Rt 6.54348% Due 11-15-2038 |
|
553,389 |
| |
Oaktree Clo Ltd |
Oaktree Clo 2019-1 Ltd / Oaktree Sr Secdnt Cl A-1-R Fltg 6.68942% 04-22-2030 |
699,463 |
| |
Oaktree Clo Ltd |
Oaktree Clo 2019-4 Ltd / Oaktree 6.69942% 10-20-2032 |
|
396,622 |
| |
Obx |
Obx 2023-Nqm7 Tr Mtg Bkd Nts Cl A-1 144A6.84399986267% 04-25-2063 |
494,372 |
| |
Obx |
Obx 2021-Inv2 Tr Fltg Rt 5% Due 10-25-2051 |
|
|
312,464 |
| |
Ocp Euro Clo |
Ocp Euro Clo 17-2 Frn Clo 01/2032 Eur 'A' |
|
|
246,838 |
| |
Okta Inc |
Okta Inc .375% Due 06-15-2026 |
|
|
113,152 |
| |
Omega Healthcare |
Omega Healthcare 4.5% Due 04-01-2027 |
|
|
49,887 |
| |
Omega Healthcare Investors |
Omega Healthcare Investors 3.625% Due 10-01-2029 |
|
31,765 |
| |
One 2021-Pk |
One 2021-Pk Mtg Tr 6.14748% 03-15-2036 |
|
|
761,374 |
| |
One 2021-Pk |
One 2021-Pk Mtg Tr 6.14748% 03-15-2036 |
|
|
380,687 |
| |
Onemain Financial Corporation |
Onemain Fin Corp 7.875% 03-15-2030 |
|
|
192,516 |
| |
Onemain Financial Corporation |
Onemain Fin Corp Sr Nt 3.5% 01-15-2027 |
|
|
130,488 |
| |
Onemain Financial Corporation |
Onemain Financial Corporation 9.0% 01-15-2029 |
|
|
76,162 |
| |
Oneok Inc |
Oneok Inc New 4.55% Due 07-15-2028 |
|
|
197,016 |
| |
Ontario Gaming Gta Limited |
Ontario Gaming Gta Limited Partnership Term Loan B Senior Secured Tl 07-20-2030 |
56,190 |
| |
Open Text Hldgs Inc |
Pvtpl Open Text Hldgs Inc 4.125% Due 02-15-2030 |
|
|
119,464 |
| |
Option Care Health Inc |
Option Care Health Inc 4.375% 10-31-2029 |
|
|
104,847 |
| |
Oracle Corp |
Oracle Corp 1.65% 03-25-2026 |
|
|
559,961 |
| |
Organon & Co |
Organon & Co Term Loan (Usd) Due 04-08-2028 Beo |
|
268,169 |
| |
Oscar Us Fdg Xiv Llc |
Oscar Us Fdg Xiv Llc Nt Cl A-4 144A 2.82% 04-10-2029 |
|
379,667 |
| |
Pac Gas & Elec Co |
Pac Gas & Elec Co 3.5% Due 08-01-2050 |
|
|
346,411 |
| |
Pac Gas & Elec Co |
Pac Gas & Elec Co Fixed 5.9% Due 06-15-2032 |
|
|
305,595 |
| |
Pac Gas & Elec Co |
Pac Gas & Elec Co Fixed 3.5% Due 06-15-2025 |
|
|
96,889 |
| |
|
|
|
|
|
| |
|
|
|
|
(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, 2023 |
|
|
|
|
| |
|
|
|
|
(e) |
| |
(b) |
(c) |
(d) |
|
Current |
| (a) |
Identity of Issuer |
Description of Investment |
Cost** |
|
Value |
| |
Corporate Debt Instruments (continued) |
|
|
|
|
| |
Pac Gas & Elec Co |
Pac Gas & Elec Co Fixed 2.1% Due 08-01-2027 |
|
|
90,195 |
| |
Pac Gas & Elec Co |
Pac Gas & Elec Co Fixed 3.45% Due 07-01-2025 |
|
|
96,791 |
| |
Pac Life Global |
Pac Life Global Fdg Ii Medium Term .63% 06-04-2026 |
|
297,373 |
| |
Pacific Gas & Elec Co |
Pacific Gas & Elec Co 2.5% Due 02-01-2031/06-19-2020 Reg |
247,968 |
| |
Patrick Inds Inc |
Patrick Inds Inc 7.5% Due 10-15-2027 |
|
|
106,265 |
| |
Peloton Interactive Inc |
Peloton Interactive Inc 0.0% Conv 02-15-2026 |
|
|
191,923 |
| |
Penske Automotive |
Penske Automotive Group Inc 3.5% Due 09-01-2025 Reg |
|
131,949 |
| |
Penske Automotive |
Penske Automotive 3.75% Due 06-15-2029 |
|
|
87,081 |
| |
Perrigo Fin Unltd Fixed |
Perrigo Fin Unltd Fixed 3.15% Due 06-15-2030 |
|
|
454,766 |
| |
Petroleos Mexicanos |
Petroleos Mexicanos 6.49% 01-23-2027 |
|
|
187,697 |
| |
Petsmart Inc |
Petsmart Inc Fltg Rt Tbl 02-11-2028 Beo |
|
|
76,896 |
| |
Playtika Holding Corp. |
Playtika Holding Corp. Fltg Rt Tbl 03-05-2028 |
|
|
19,907 |
| |
Pmhc Ii Inc. |
Pmhc Ii, Inc. Initial Term Loan Senior Secured Term Loan 04-23-2029 |
100,887 |
| |
Polyone Corp |
Polyone Corp 5.75% Due 05-15-2025 |
|
|
122,003 |
| |
Precision Drilling Corp |
Precision Drilling Corp 6.875% 01-15-2029 |
|
|
73,289 |
| |
Pre-Paid Legal |
Pre-Paid Legal Services Inc Initial Termloan (First Lien) Due 12-15-2028 |
99,476 |
| |
Presidio Hldgs Inc |
Pvtpl Presidio Hldgs Inc Sr Nt 144A 8.25% Due 02-01-2028/02-01-2023 Beo |
363,707 |
| |
Presidio Hldgs Inc |
Presidio Hldgs Inc 4.875% Due 02-01-2027 |
|
|
263,700 |
| |
Presidio Llc |
Presidio Llc Fka Presidio Inc Term Loan B 01-15-2027 |
|
117,564 |
| |
Prologis L P |
Prologis L P 2.25% Due 04-15-2030 |
|
|
87,541 |
| |
Proofpoint Inc Sr |
Proofpoint Inc Sr Secured Tl 06-09-2028 Usd Due 08-31-2028 Beo |
130,989 |
| |
Protective Life |
Protective Life 1.17% Due 07-15-2025 |
|
|
659,526 |
| |
Protective Life |
Pvtpl Protective Life Global Fdg 1.618% Due 04-15-2026 Beo |
|
645,985 |
| |
Prpm 2023 |
Prpm 2023-Nqm2 Tr Fltg Rt 6.25% Due 08-25-2068 |
|
|
984,619 |
| |
Prudential Plc |
Prudential Fdg Asia Plc 3.125% 04-14-2030 |
|
|
181,807 |
| |
Puget Energy Inc New |
Puget Energy Inc New 4.1% 06-15-2030 |
|
|
550,530 |
| |
Pvptl Daimler Trucks Fin |
Pvptl Daimler Trucks Fin Fltg Rt 12-13-2024 |
|
|
299,880 |
| |
Pvptl Eqm Midstream Partners L P |
Pvtpl Eqm Midstream Partners L P Sr Nt 144A 6.5% Due 07-01-2027/06-18-2020 Beo |
76,357 |
| |
Pvptl Iron Mtn Inc |
Pvtpl Iron Mtn Inc New 5.25% Due 07-15-2030 |
|
|
256,113 |
| |
Pvptl Iron Mtn Inc |
Pvtpl Iron Mtn Inc New 5.0% Due 07-15-2028 |
|
110,548 |
| |
Pvptl Iron Mtn Inc |
Pvtpl Iron Mtn Inc New 4.875% Due 09-15-2029 Beo |
|
58,722 |
| |
Pvptl Iron Mtn Inc |
Pvptl Iron Mtn Inc New 4.875% 09-15-2027 |
|
|
26,351 |
| |
Pvptl Moss Creek Res Hldgs Inc |
Pvtpl Moss Creek Res Hldgs Inc Fixed 10.5% 05-15-2027 Beo |
|
150,774 |
| |
Pvptl Moss Creek Res Hldgs Inc |
Pvptl Moss Creek Res Hldgs Inc 7.5% Due 01-15-2026/01-18-2018 Beo |
52,872 |
| |
Pvtl Transocean Titan Fin Ltd |
Pvtl Transocean Titan Fin Ltd 01/02/2028 8.375% 02-01-2028 |
88,186 |
| |
Pvtpl Abn Amro Bank |
Pvtpl Abn Amro Bank Nv 6.575% 10-13-2026 |
|
|
203,103 |
| |
Pvtpl Acadia Healthcare Co |
Pvtpl Acadia Healthcare Co Inc Sr Nt 5.0% 04-15-2029 |
|
116,158 |
| |
Pvtpl Achv Abs Tr 2023 |
Pvtpl Achv Abs Tr 2023-3Pl Ser 23-3Pl Cl A 6.6% 08-19-2030 |
|
145,482 |
| |
Pvtpl Adient Global Hldgs Ltd |
Pvtpl Adient Global Hldgs Ltd 8.25% 04-15-2031 |
|
|
175,748 |
| |
Pvtpl Aethon Utd Br Lp/Aethon Utd Fin Corp |
Pvtpl Aethon Utd Br Lp/Aethon Utd Fin Corp 8.25% Due 02-15-2026 |
180,900 |
| |
Pvtpl Ag Ttmt Escrow Issuer Llc |
Pvtpl Ag Ttmt Escrow Issuer Llc Sr Secd Nt 8.625% 09-30-2027 |
38,902 |
| |
Pvtpl Ahp Health Partners Inc |
Pvtpl Ahp Health Partners Inc Sr Nt 5.75% 07-15-2029 |
|
82,294 |
| |
Pvtpl Aircastle Ltd |
Pvtpl Aircastle Ltd 2.85% Due 01-26-2028Beo |
|
|
176,781 |
| |
Pvtpl Aircastle Ltd |
Pvtpl Aircastle Ltd Sr Nt 6.5% 07-18-2028 |
|
|
98,997 |
| |
Pvtpl Akamai Technologies Inc |
Pvtpl Akamai Technologies Inc Cnv Snr Nts 1.125% 02-15-2029 |
121,128 |
| |
|
|
|
| |
|
|
|
|
(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, 2023 |
|
|
|
|
| |
|
|
|
|
(e) |
| |
(b) |
(c) |
(d) |
|
Current |
| (a) |
Identity of Issuer |
Description of Investment |
Cost** |
|
Value |
| |
Corporate Debt Instruments (continued) |
|
|
|
|
| |
Pvtpl Albertsons Cos Inc |
Pvtpl Albertsons Cos Inc/Safeway Inc/New A Sr Nt 144A 7.5% 03-15-2026 |
619,159 |
| |
Pvtpl Albertsons Cos Inc |
Pvtpl Albertsons Cos Inc/Safeway Inc/ A 4.625% Due 01-15-2027 Beo |
152,666 |
| |
Pvtpl Albertsons Cos Inc |
Pvtpl Albertsons Cos Inc 4.875% Due 02-15-2030 |
|
|
149,476 |
| |
Pvtpl Albertsons Cos Inc |
Pvtpl Albertsons Cos Inc Fixed 5.875% 02-15-2028 |
|
|
135,216 |
| |
Pvtpl Albertsons Cos Inc/Safeway Inc |
Pvtpl Albertsons Cos Inc/Safeway Inc/Newa 3.5% Due 03-15-2029/08-31-2020 Beo |
253,457 |
| |
Pvtpl Allied Unvl Holdco Llc |
Pvtpl Allied Unvl Holdco 9.75% 07-15-2027 |
|
|
195,982 |
| |
Pvtpl Allied Unvl Holdco Llc |
Pvtpl Allied Unvl Holdco Llc / Allied Unv 6.625% 07-15-2026 |
|
117,382 |
| |
Pvtpl Allison Transmission Inc |
Pvtpl Allison Transmission Inc 3.75% Due01-30-2031/11-19-2020 Beo |
204,130 |
| |
Pvtpl Allison Transmission Inc |
Pvtpl Allison Transmission Inc Fixed 5.875%06-01-2029 Beo |
|
71,736 |
| |
Pvtpl Altice Fing S A Sr |
Pvtpl Altice Fing S A Sr Secd Nt 5.75% 08-15-2029 |
|
|
302,904 |
| |
Pvtpl Altice Fing S A Sr |
Pvtpl Altice Fing S A Sr Secd Nt 5.0% Due 01-15-2028 |
|
181,178 |
| |
Pvtpl American Fin Tr Inc/Amern Fin Operpar |
Pvtpl American Fin Tr Inc/Amern Fin Operpar 4.5% 09-30-2028 |
259,361 |
| |
Pvtpl Ameritex Holdco Inter Llc |
Pvtpl Ameritex Holdco Inter Llc 10.25% 10-15-2028 |
|
198,308 |
| |
Pvtpl Apidos |
Pvtpl Apidos Clo 17-26A A1Ar Fltg 07-18-2029 Usd |
|
|
564,669 |
| |
Pvtpl Apidos |
Pvtpl Apidos Clo Xxiv / Apidos Clo Xxiv Llc Clo Var Rt Due 10-20-2030 Beo |
399,270 |
| |
Pvtpl Aramark Svcs Inc |
Pvtpl Aramark Svcs Inc Sr Nt 5.0% 04-01-2025 |
|
|
95,286 |
| |
Pvtpl Arbor Rlty Coml Real Estate |
Pvtpl Arbor Rlty Coml Real Estate Nts 2021-Fl4 Sr 21-Fl4 Cl A 11-15-2036 |
395,393 |
| |
Pvtpl Arches Buyer Inc |
Pvtpl Arches Buyer Inc 144A 4.25% Due 06-01-2028 Beo |
|
95,096 |
| |
Pvtpl Ard Finance Sa |
Pvtpl Ard Finance Sa 6.5% Due 06-30-2027Beo |
|
|
93,436 |
| |
Pvtpl Ardagh Packaging Fin Plc |
Pvtpl Ardagh Packaging Fin Plc 5.25% 04-30-2025 Beo |
|
194,505 |
| |
Pvtpl Ares Clo Ltd |
Pvtpl Ares Clo Ltd Sr 16-39A Cl A1R2 Fltg Rt Due 04-18-2031 Beo |
399,600 |
| |
Pvtpl Ares Clo Ltd |
Pvtpl Ares Clo Ltd Ser 18-50A Cl Ar Fltg 01-15-2032 |
|
|
299,712 |
| |
Pvtpl Ares Clo Ltd |
Pvtpl Ares Xl Clo Ltd/Ares Xl Clo Llc Srsecd Nt Cl A-1-Rr Fltg 01-15-2029 |
296,268 |
| |
Pvtpl Ares Clo Ltd |
Pvtpl Ares Xl Clo Ltd/Ares Xl Clo Llc Srsecd Nt Cl A-1-Rr Fltg 01-15-2029 |
197,512 |
| |
Pvtpl Ares Fin Co Ii Llc |
Pvtpl Ares Fin Co Ii Llc Sr Nt 144A 3.25% Due 06-15-2030/06-15-2020 Beo |
353,763 |
| |
Pvtpl Ashtead Cap Inc |
Pvtpl Ashtead Cap Inc 4.25% 11-01-2029 |
|
|
467,411 |
| |
Pvtpl Atlas |
Pvtpl Atlas Sr Secd Ln Fd Viii Ltd Sr 17-8A Cl B Fltg 01-15-2030 |
187,012 |
| |
Pvtpl Avantor |
Pvtpl Avantor Funding Inc 3.875% Due 11-01-2029/10-26-2021 Beo |
59,020 |
| |
Pvtpl Avantor |
Pvtpl Avantor 4.625% Due 07-15-2028 Beo |
|
|
50,242 |
| |
Pvtpl Barings Clo Ltd |
Pvtpl Barings Clo Ltd Ser 16-2A Cl Ar2 Fltg Rt 01-20-2032 |
|
399,467 |
| |
Pvtpl Bausch Health Cos Inc |
Pvtpl Bausch Health Cos Inc 6.125% 02-10-2027 |
|
|
119,475 |
| |
Pvtpl Bausch Health Cos Inc |
Pvtpl Bausch Health Cos Inc Fixed 5.75% 08-15-2027 Beo |
|
59,340 |
| |
Pvtpl Baytex Energy Corp |
Pvtpl Baytex Energy Corp 8.5% 04-30-2030 |
|
|
202,790 |
| |
Pvtpl Benefit Str Partners Clo Xvi |
Pvtpl Benefit Str Partners Clo Xvi Ser 18-16A Cl A1R Fltg Rt Due 01-17-2032 |
399,802 |
| |
Pvtpl Berry Global Escrow Corp |
Pvtpl Berry Global Escrow Corp Fixed 4.875% 07-15-2026 Beo |
|
216,191 |
| |
Pvtpl Bhp |
Pvtpl Bhp Tr Sr 2019-Bxhp Cl A Fltg 144A 08-15-2021 |
|
35,785 |
| |
Pvtpl Bluemountain Clo |
Pvtpl Bluemountain Clo Xxii Ltd 18-1A Cl A-1 Fltg Rt 07-15-2031 |
494,669 |
| |
Pvtpl Bluemountain Clo |
Pvtpl Bluemountain Clo 2013-2A Ltd Cl A-1-R Fltg 10-22-2030 |
276,364 |
| |
Pvtpl Bonanza Creek Energy Inc |
Pvtpl Bonanza Creek Energy Inc 5.0% 10-15-2026 |
|
|
326,788 |
| |
Pvtpl Boxer Parent Co Inc |
Pvtpl Boxer Parent Co Inc Sr 2Nd Lien Nt144A 9.125 Due 03-01-2026/06-01-2020 Beo |
202,876 |
| |
Pvtpl Bpce Medium Term Sub |
Pvtpl Bpce Medium Term Sub Nts Book Entry 144A 4.625 Due 07-11-2024 Beo |
989,070 |
| |
Pvtpl Buckeye Partners L P |
Pvtpl Buckeye Partners L P 4.125% Due 03-01-2025 |
|
|
74,100 |
| |
Pvtpl Carlyle Fin Subsidiary Llc |
Pvtpl Carlyle Fin Subsidiary Llc S 3.5% 09-19-2029 |
|
|
374,598 |
| |
Pvtpl Carlyle Global Mkt Strategies Clo |
Pvtpl Carlyle Global Mkt Strategies Clo 2012-4 Cl A-1-R3 Fltg 04-22-2032 |
299,911 |
| |
Pvtpl Carlyle Global Ser |
Pvtpl Carlyle Global Ser 14-2Ra Cl A1 Fltg 05-15-2031 |
|
550,026 |
| |
|
|
|
|
| |
|
|
|
|
(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, 2023 |
|
|
|
|
| |
|
|
|
|
(e) |
| |
(b) |
(c) |
(d) |
|
Current |
| (a) |
Identity of Issuer |
Description of Investment |
Cost** |
|
Value |
| |
Corporate Debt Instruments (continued) |
|
|
|
|
| |
Pvtpl Carriage Purchaser Inc |
Pvtpl Carriage Purchaser Inc 7.875% 10-15-2029 |
|
183,392 |
| |
Pvtpl Carval Clo Ltd Sr |
Pvtpl Carval Clo Ltd Sr 18-1A Cl A Fltg 07-16-2031 |
|
|
699,677 |
| |
Pvtpl Catalent Pharma Solutions Inc |
Pvtpl Catalent Pharma Solutions Inc 5.0% Due 07-15-2027 |
|
334,457 |
| |
Pvtpl Catalent Pharma Solutions Inc |
Pvtpl Catalent Pharma Solutions Inc 3.5% Due 04-01-2030 Beo |
289,829 |
| |
Pvtpl Catalent Pharma Solutions Inc |
Pvtpl Catalent Pharma Solutions Inc 3.125% Due 02-15-2029 Beo |
14,877 |
| |
Pvtpl Cbam - Ltd Llc |
Pvtpl Cbam 2018-8 Ltd Llc Nt Cl A-1 Fltg 3C7 10-20-2029 Beo |
|
594,414 |
| |
Pvtpl Cco Hldgs Llc/Cap Corp |
Pvtpl Cco Hldgs Llc/Cco Hldgs Cap Corp Bnds 5.5% Due 05-01-2026 |
274,179 |
| |
Pvtpl Cco Hldgs Llc/Cap Corp |
Pvtpl Cco Hldgs Llc/Cco Hldgs Cap Corp 4.25% Due 02-01-2031 |
183,548 |
| |
Pvtpl Cco Hldgs Llc/Cco Hldgs Cap Corp |
Pvptl Cco Hldgs Llc / Cco Hldgs Cap Corp 5.125% Due 05-01-2027 |
82,027 |
| |
Pvtpl Centennial Resource Prodtn Llc |
Pvtpl Centennial Resource Prodtn Llc 5.375% Due 01-15-2026/11-30-2017 |
160,818 |
| |
Pvtpl Charles Riv Laboratories Intl Inc |
Pvtpl Charles Riv Laboratories Intl Inc 4.25% Due 05-01-2028 |
|
39,932 |
| |
Pvtpl Chart Industries Inc |
Pvtpl Chart Industries Inc 9.5% Due 01-01-2031 Beo |
|
206,395 |
| |
Pvtpl Cheever Escr Issuer Llc |
Pvtpl Cheever Escr Issuer Llc 01/10/20277.125 Due 10-01-2027/08-30-2022 Beo |
206,231 |
| |
Pvtpl Churchill Downs |
Pvtpl Churchill Downs 4.75% 01-15-2028 |
|
|
232,053 |
| |
Pvtpl Churchill Downs |
Pvtpl Churchill Downs 5.5% Due 04-01-2027 |
|
|
18,800 |
| |
Pvtpl Cifc Fdg -Iv Ltd |
Pvtpl Cifc Fdg 2017-Iv Ltd Ser 17-4A Cl A1R Fltg 10-24-2030 |
|
421,222 |
| |
Pvtpl Cifc Fdg -Iv Ltd |
Pvtpl Cifc Fdg 2017-Iv Ltd Ser 17-4A Cl A1R Fltg 10-24-2030 |
|
336,977 |
| |
Pvtpl Civitas Res Inc |
Pvtpl Civitas Res Inc 8.375% 07-01-2028 |
|
|
324,689 |
| |
Pvtpl Civitas Res Inc |
Pvtpl Civitas Res Inc 8.625% 11-01-2030 |
|
|
223,759 |
| |
Pvtpl Cleveland-Cliffs Inc |
Pvtpl Cleveland-Cliffs Inc 6.75% 04-15-2030 |
|
|
158,284 |
| |
Pvtpl Cloud Software Group Inc |
Pvtpl Cloud Software Group Inc 9.0% 09-30-2029 |
|
|
60,963 |
| |
Pvtpl Cmo |
Pvtpl Cmo Colony Mtg Cap Ltd Sr 19-Ikpr Cl A Fltg 11-15-2038 |
392,641 |
| |
Pvtpl Cmo |
Pvtpl Cmo Bx Trust Sr 19-Atl Cl A Fltg 10-15-2036 |
|
|
392,120 |
| |
Pvtpl Cmo Bryant Pk |
Pvtpl Cmo 5 Bryant Pk Mtg Tr Ser-2018-5Bp Cl-A Fltg 06-15-2033 Beo |
275,059 |
| |
Pvtpl Cmo 280 Pk Ave 2017 |
Pvtpl Cmo 280 Pk Ave 2017-280P Mtg Tr Coml Ctf Cl A Var Due 09-15-2034 |
384,203 |
| |
Pvtpl Cmo Acrec 2023 |
Pvtpl Cmo Acrec 2023-Fl2 Llc Acrec 2023-Fl2 A Var Rt Due 02-19-2038 Beo |
499,214 |
| |
Pvtpl Cmo Areit -Cre Ltd |
Pvtpl Cmo Areit 2021-Cre5 Ltd/Areit Areit 2021-C Sr Nt Cl A Var Rt 07-17-2026 |
456,334 |
| |
Pvtpl Cmo Atrium Hote 2017-Atrm Coml |
Pvtpl Cmo Atrium Hote 2017-Atrm Coml Mtg 144A Cl A Var Rt Due 11-15-2019 |
368,203 |
| |
Pvtpl Cmo Chase Home Lending |
Pvtpl Cmo Chase Home Lending Mtg Tr 2023-Rpl2 Ser Rpl2 Cl A1 Fltg 03-25-2063 |
780,082 |
| |
Pvtpl Cmo Cim Trust |
Pvtpl Cmo Cim Trust Ser 19-Inv1 Cls A2 Fltg Rt 02-25-2049 |
|
23,831 |
| |
Pvtpl Cmo Citigroup |
Pvtpl Cmo Citigroup Mtg Ln Tr 2018-Rp2 Cl 1 Frns 02-25-2058 |
741,904 |
| |
Pvtpl Cmo Csmc 2018-Rpl Tr |
Pvtpl Cmo Csmc 2018-Rpl9 Tr Mtg Backed Nt Cl A 144A Var Rt Due 09-25-2057 |
272,397 |
| |
Pvtpl Cmo Dbwf Mtg Tr |
Pvtpl Cmo Dbwf Mtg Tr Coml Mtg Ser 2016-85T Cl A 3.791% 12-10-2036 |
159,338 |
| |
Pvtpl Cmo Hawaii Hotel |
Pvtpl Cmo Hawaii Hotel Ser 2019-Maui Cl A Fltg 144A 05-15-2038 |
396,973 |
| |
Pvtpl Cmo Mill City |
Pvtpl Cmo Mill City Mtg Ln Tr 2019-Gs2 Ser 19-Gs2 Cls A1 Var Rt 08-25-2059 |
266,721 |
| |
Pvtpl Cmo Mill City |
Pvtpl Cmo Mill City Mtg Ln Tr 2019-Gs2 Ser 19-Gs2 Cls A1 Var Rt 08-25-2059 |
166,701 |
| |
Pvtpl Cmo New Orl Hotel |
Pvtpl Cmo New Orl Hotel Tr 2019-Hnlaser 19-Hnla Cls A Var Rt Due 04-15-2032 Beo |
385,750 |
| |
Pvtpl Cmo New Residential |
Pvtpl Cmo New Residential Mtg Ln Tr 20-Rpl1 Cl A-1 Var Rt Due 11-25-2059 |
331,909 |
| |
Pvtpl Cmo New Residential |
Pvtpl Cmo New Residential Mtg Ln Ser 19-Rpl3 Cl A1 Frn 07-25-2059 Beo |
276,827 |
| |
Pvtpl Cmo New Residential |
Pvtpl Cmo New Residential Mtg Ln Ser 19-Rpl3 Cl A1 Frn 07-25-2059 Beo |
118,640 |
| |
Pvtpl Cmo One Mkt Plaza Tr |
Pvtpl Cmo One Mkt Plaza Tr Ser 2017-1Mkt Cl A 144A 3.6139% 02-10-2032 Beo |
637,000 |
| |
Pvtpl Cmo Sfo Coml |
Pvtpl Cmo Sfo Coml Mtg Tr 2021-555 Sfo 2021-555 A Var Rt Due 05-15-2038 Beo |
1,047,698 |
| |
Pvtpl Cmo Sfo Coml |
Pvtpl Cmo Sfo Coml Mtg Tr 2021-555 Sfo 2021-555 A Var Rt Due 05-15-2038 Beo |
748,355 |
| |
Pvtpl Cmo Smb Private |
Pvtpl Cmo Smb Private Ed Ln Tr 2022-B 0%Due 12-31-2049 Beo |
287,754 |
| |
Pvtpl Cmo Smb Private |
Pvtpl Cmo Smb Private Ed Ln Tr 2022-B 0%Due 12-31-2049 |
|
274,930 |
| |
|
|
|
|
| |
|
|
|
|
(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, 2023 |
|
|
|
|
| |
|
|
|
|
(e) |
| |
(b) |
(c) |
(d) |
|
Current |
| (a) |
Identity of Issuer |
Description of Investment |
Cost** |
|
Value |
| |
Corporate Debt Instruments (continued) |
|
|
|
|
| |
Pvtpl Cnx Resources Corporation |
Pvtpl Cnx Resources Corporation 7.375% Due 01-15-2031 Beo |
206,459 |
| |
Pvtpl Cobra Acquisitionco Llc |
Pvtpl Cobra Acquisitionco Llc 6.375% 11-01-2029 |
|
144,121 |
| |
Pvtpl Cogent Communications Group Inc |
Pvtpl Cogent Communications Group Inc 3.5% Due 05-01-2026 Beo |
70,845 |
| |
Pvtpl Colt Merger Sub Inc |
Pvtpl Colt Merger Sub Inc 5.75% Due 07-01-2025 |
|
|
499,829 |
| |
Pvtpl Compass Group Diversified Hldgs Llc |
Pvtpl Compass Group Diversified Hldgs Llc Sr Nt 5.0% 01-15-2032 |
220,679 |
| |
Pvtpl Conduent Business Svcs Llc/Conduent St |
Pvtpl Conduent Business Svcs Llc/Conduent St 6.0% 11-01-2029 |
178,273 |
| |
Pvtpl Consolidated Communications Inc |
Pvtpl Consolidated Communications Inc 6.5% Due 10-01-2028/10-02-2020 Beo |
71,554 |
| |
Pvtpl Consolidated Energy Fin S A |
Pvtpl Consolidated Energy Fin S A Nt Usd 5.625% 10-15-2028 |
|
131,251 |
| |
Pvtpl Continental Res Inc |
Pvtpl Continental Res Inc 5.75% Due 01-15-2031/11-25-2020 Beo |
80,528 |
| |
Pvtpl Continental Resources |
Pvtpl Continental Resources 2.268% 11-15-2026 |
|
|
368,196 |
| |
Pvtpl Continental Resources |
Pvtpl Continental Resources Inc 2.875% Due 04-01-2032 Beo |
|
69,876 |
| |
Pvtpl Credit Acceptance |
Pvtpl Credit Acceptance 9.25% 12-15-2028 |
|
|
60,785 |
| |
Pvtpl Crestline Denali Clo Xiv Ltd |
Pvtpl Crestline Denali Clo Xiv Ltd Sr 16-1A Cl Ar2 Fltg 10-23-2031 |
589,593 |
| |
Pvtpl Crestline Denali Clo Xiv Ltd |
Pvtpl Crestline Denali Clo Xiv Ltd Sr 16-1A Cl Ar2 Fltg 10-23-2031 |
393,062 |
| |
Pvtpl Crownrock L P/Crownrock Fin Inc |
Pvtpl Crownrock L P/Crownrock Fin Inc 5.0% Due 05-01-2029 Beo |
41,925 |
| |
Pvtpl Cvp Clo 2017-2 Ltd |
Pvtpl Cvp Clo 2017-2 Ltd/Cvp Clo 2017-2 Llc Nt Cl A Fltg Rate 144A Var Rt |
637,447 |
| |
Pvtpl Dana Financing Lux Sarl Bnds |
Pvtpl Dana Financing Lux Sarl Bnds 5.75% Due 04-15-2025 |
|
117,416 |
| |
Pvtpl Dave & Busters Inc |
Pvtpl Dave & Busters Inc 7.625% Due 11-01-2025 Beo |
|
105,300 |
| |
Pvtpl Davita Inc |
Pvtpl Davita Inc 3.75% 02-15-2031 |
|
|
80,480 |
| |
Pvtpl Diamond Fgn Asset Co |
Pvtpl Diamond Fgn Asset Co/Diamond Fin Llc 8.5% 10-01-2030 |
168,547 |
| |
Pvtpl Directv Holdings/Fing |
Pvtpl Directv Holdings/Fing 5.87% Due 08-15-2027 Beo |
|
467,289 |
| |
Pvtpl East Ohio Gas Co |
Pvtpl East Ohio Gas Co 2.0% 06-15-2030 |
|
|
416,157 |
| |
Pvtpl Ecmc Group Stud Ln Tr - |
Pvtpl Ecmc Group Stud Ln Tr 2018-2 Nt Cla Fltg Rate 144A Var Rt Due 09-25-2068 |
557,019 |
| |
Pvtpl Elastic N V |
Pvtpl Elastic N V 4.125% Due 07-15-2029/07-15-2024 Beo |
327,814 |
| |
Pvtpl Enerflex Ltd |
Pvtpl Enerflex Ltd Sr Secd Nt 9.0% 10-15-2027 |
|
|
175,908 |
| |
Pvtpl Entegris Inc Sr |
Pvtpl Entegris Inc Sr Nt 144A 4.375% Due04-15-2028/04-30-2020 Beo |
39,970 |
| |
Pvtpl Fmg Resources Aug |
Pvtpl Fmg Resources Aug 2006 4.375% Due 04-01-2031 Beo |
|
409,228 |
| |
Pvtpl Fort Cre 2022-Fl3 Issuer Llc |
Pvtpl Fort Cre 2022-Fl3 Issuer Llc Nt Cla Fltg 12-17-2026 |
|
583,202 |
| |
Pvtpl Fort Cre 2022-Fl3 Issuer Llc |
Pvtpl Fort Cre 2022-Fl3 Issuer Llc Nt Cla Fltg 12-17-2026 |
|
388,802 |
| |
Pvtpl Fresenius Med Care Us Fin Iii Inc |
Pvtpl Fresenius Med Care Us Fin Iii Inc 3% Due 12-01-2031 Beo |
406,082 |
| |
Pvtpl Fresenius Med Care Us Fin Iii Inc |
Pvtpl Fresenius Med Care Us Fin Iii Inc Gtd Nt2.375% 02-16-2031 |
257,901 |
| |
Pvtpl Frontier Communications Corp |
Pvtpl Frontier Communications Hldgs Llc 8.75% 05-15-2030 |
|
256,148 |
| |
Pvtpl Frontier Communications Corp |
Pvtpl Frontier Communications Corp 5.0% Due 05-01-2028 Beo |
95,154 |
| |
Pvtpl Frontier Communications Corp |
Frontier Communications Hldgs Llc 5.875%11-01-2029 |
|
72,027 |
| |
Pvtpl Fs Rialto 2022-Fl4 Issuer Llc |
Pvtpl Fs Rialto 2022-Fl4 Issuer Llc Sr 22-Fl4 Cl A Var Rt Due 01-19-2039 Beo |
395,458 |
| |
Pvtpl Garda World Security Corp |
Pvtpl Garda World Security Corp 6% Due 06-01-2029 Beo |
|
300,455 |
| |
Pvtpl Garda World Security Corp |
Pvtpl Garda World Security Corp 7.75% 02-15-2028 |
|
|
77,596 |
| |
Pvtpl Garda World Security Corp |
Pvtpl Garda World Security Corp 4.625% Due 02-15-2027 |
|
33,696 |
| |
Pvtpl Garden Spinco Corp |
Pvtpl Garden Spinco Corp Sr Nt 8.625% 07-20-2030 |
|
|
203,304 |
| |
Pvtpl Gfl Environmental Inc |
Pvtpl Gfl Environmental Inc 3.75% Due 08-01-2025 Beo |
|
96,671 |
| |
Pvtpl Gfl Environmental Inc |
Pvtpl Gfl Environmental Inc Sr Secd Nt 144A 4.25% Due 06-01-2025/04-29-2020 Beo |
175,372 |
| |
Pvtpl Glatfelter Corp |
Pvtpl Glatfelter Corp 4.75%11-15-2029 |
|
|
63,950 |
| |
Pvtpl Global Infrastructure Solutions Inc |
Pvtpl Global Infrastructure Solutions Inc 7.5% Due 04-15-2032/04-07-2022 Beo |
148,463 |
| |
Pvtpl Global Net Lease Inc & Global Net Lease |
Pvtpl Global Net Lease Inc & Global Net Lease 3.75 Due 12-15-2027/12-17-2020 Beo |
290,173 |
| |
Pvtpl Go Daddy Oper Co Llc |
Pvtpl Go Daddy Oper Co Llc/Gd Fin Co Inc3.5% Due 03-01-2029 Beo |
18,187 |
| |
|
|
|
| |
|
|
|
|
(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, 2023 |
|
|
|
|
| |
|
|
|
|
(e) |
| |
(b) |
(c) |
(d) |
|
Current |
| (a) |
Identity of Issuer |
Description of Investment |
Cost** |
|
Value |
| |
Corporate Debt Instruments (continued) |
|
|
|
|
| |
Pvtpl Go Daddy Oper Co Llc |
Pvtpl Go Daddy Oper Co Llc/Gd Fin Co Inc 5.25% 12-01-2027 |
|
14,699 |
| |
Pvtpl Graftech Fin Inc |
Pvtpl Graftech Fin Inc 4.625% Due 12-15-2028/12-15-2023 Beo |
96,122 |
| |
Pvtpl Graftech Global Enterprises Inc |
Pvtpl Graftech Global Enterprises Inc Srsecd Nt 9.875% 12-15-2028 |
180,473 |
| |
Pvtpl Group 1 Automotive Inc |
Pvtpl Group 1 Automotive Inc Group 1 4.0% Due 08-15-2028 Beo |
31,525 |
| |
Pvtpl Grubhub Hldgs Inc |
Pvtpl Grubhub Hldgs Inc Sr Nt 5.5% Due 07-01-2027/06-10-2019 Beo |
25,218 |
| |
Pvtpl Gs Mortgage Securities Trust |
Pvtpl Gs Mortgage Securities Trust Ser 2018-Luau Cl E E 11-15-2032 Beo |
395,789 |
| |
Pvtpl Gtcr Ap Fin Inc |
Pvtpl Gtcr Ap Fin Inc 8% Due 05-15-2027 |
|
|
139,388 |
| |
Pvtpl Gw B-Cr Sec Corp |
Pvtpl Gw B-Cr Sec Corp 9.5% Due 11-01-2027 |
|
|
301,445 |
| |
Pvtpl Halseypoint Clo Ii Ltd |
Pvtpl Halseypoint Clo Ii Ltd Sr 20-2A Cl A1 Fltg 07-20-2031 |
|
356,731 |
| |
Pvtpl Hanesbrands Inc |
Pvtpl Hanesbrands Inc 9.0% 02-15-2031 |
|
|
105,803 |
| |
Pvtpl Hanesbrands Inc |
Pvtpl Hanesbrands Inc Sr 144A 4.875% Due 05-15-2026/05-06-2016 Beo |
99,341 |
| |
Pvtpl Heartland Dental Llc |
Pvtpl Heartland Dental Llc/ Sr Secd Nt 144A 10.5% 04-30-2028 |
|
297,774 |
| |
Pvtpl Hilcorp Energy I |
Hilcorp Energy I 6.0% 04-15-2030 |
|
|
20,375 |
| |
Pvtpl Hilcorp Energy I |
Pvtpl Hilcorp Energy I /Hilcorp 6.25% Due 04-15-2032 Beo |
15,386 |
| |
Pvtpl Hilton Domestic Oper Co Inc |
Pvtpl Hilton Domestic Oper Co Inc 4.0% Due 05-01-2031 Beo |
|
21,989 |
| |
Pvtpl Hilton Domestic Oper Co Inc |
Pvtpl Hilton Domestic Oper Co Inc 3.625%Due 02-15-2032/02-02-2021 Beo |
6,984 |
| |
Pvtpl Hilton Grand Vacations Borrower Escrow L |
Pvtpl Hilton Grand Vacations Borrower Escrow L Sr Nt 5.0% 06-01-2029 |
54,429 |
| |
Pvtpl Hyundai Cap Amer Fltg Rt |
Pvtpl Hyundai Cap Amer Fltg Rt 08-04-2025 |
|
|
399,824 |
| |
Pvtpl Icg Us Clo 2018-3 Ltd |
Pvtpl Icg Us Clo 2018-3 Ltd/Icg Us Clo 2018- Var Rt Due 01-24-2032 Beo |
699,029 |
| |
Pvtpl Iliad Hldg S A S |
Pvtpl Iliad Hldg S A S Sr Secd Nt 10-15-2026 |
|
|
279,452 |
| |
Pvtpl Illuminate Buyer Llc |
Pvtpl Illuminate Buyer Llc/Illuminate Hldgs Sr Nt 144A 9.0% Due 07-01-2028 |
327,020 |
| |
Pvtpl Imperial Brands Fin Plc |
Pvtpl Imperial Brands Fin Plc Gtd Sr Nt 3.125% 07-26-2024 |
|
590,057 |
| |
Pvtpl Ims Health Inc |
Pvtpl Ims Health Inc Sr 5.0% Due 10-15-2026/09-28-2016 Beo |
307,079 |
| |
Pvtpl Independence Plaza Tr |
Pvtpl Independence Plaza Tr Ser 2018-Indp Cl A 3.763% 07-10-2035 |
859,628 |
| |
Pvtpl Ineos Finance Plc |
Pvtpl Ineos Finance Plc 6.75% 05-15-2028 |
|
|
196,788 |
| |
Pvtpl International Game Technology |
Pvtpl International Game Technology 6.25% 01-15-2027 |
|
359,236 |
| |
Pvtpl Iron Mtn Inc |
Pvtpl Iron Mtn Inc New Bds 144A 5.625% Due 07-15-2032/06-22-2020 Beo |
159,132 |
| |
Pvtpl Iron Mtn Inc |
Pvtpl Iron Mtn Inc New 4.5% Due 02-15-2031/08-18-2020 Beo |
83,863 |
| |
Pvtpl J2 Global Inc |
Pvtpl J2 Global Inc 4.625% Due 10-15-2030/10-07-2020 Beo |
54,127 |
| |
Pvtpl Jazz Secs Designated Activity Co |
Pvtpl Jazz Secs Designated Activity Co 4.375% Due 01-15-2029 Beo |
510,433 |
| |
Pvtpl Jones Deslauriers Ins Mgmt Inc |
Pvtpl Jones Deslauriers Ins Mgmt Inc 8.5% 03-15-2030 |
|
158,570 |
| |
Pvtpl Kar Auction Svcs Inc |
Pvtpl Kar Auction Svcs Inc 5.125% Due 06-01-2025 Beo |
204,360 |
| |
Pvtpl Kinetik Hldgs |
Pvtpl Kinetik Hldgs Lp 6.625% 12-15-2028 |
|
|
212,960 |
| |
Pvtpl Labl Escrow Issuer Llc |
Pvtpl Labl Escrow Issuer Llc` Fixed 6.75% 07-15-2026 |
|
39,869 |
| |
Pvtpl Labl Inc |
Pvtpl Labl Inc 9.5% Due 11-01-2028 |
|
|
91,910 |
| |
Pvtpl Lccm 2021-Fl2 |
Pvtpl Lccm 2021-Fl2 Tr Lccm 2021-Fl2 Trust Var Rt Due 12-13-2038 Beo |
392,662 |
| |
Pvtpl Lcm Invts Hldgs Ii Llc |
Pvtpl Lcm Invts Hldgs Ii Llc 4.875% Due 05-01-2029/04-27-2021 Beo |
120,737 |
| |
Pvtpl Lcm Invts Hldgs Ii Llc |
Pvtpl Lcm Invts Hldgs Ii Llc 8.25% 08-01-2031 |
|
|
75,147 |
| |
Pvtpl Lcpr |
Pvtpl Lcpr Sr Secd Fing Designated Activity Co 6.75 10-15-2027 |
184,138 |
| |
Pvtpl Leaseplan Corp N V |
Pvtpl Leaseplan Corp N V Medium Term Nts2.875% Due 10-24-2024 |
195,426 |
| |
Pvtpl Level 3 Fing Inc |
Pvtpl Level 3 Fing Inc 3.75% Due 07-15-2029/01-13-2021 Beo |
142,800 |
| |
Pvtpl Lft Cre 2021-Fl1 Ltd |
Pvtpl Lft Cre 2021-Fl1 Ltd / Lft Cre Cl A 1.26025% 06-15-2039 |
|
588,501 |
| |
Pvtpl Lft Cre 2021-Fl1 Ltd |
Pvtpl Lft Cre 2021-Fl1 Ltd / Lft Cre Cl A 1.26025% 06-15-2039 |
|
392,334 |
| |
Pvtpl Lgi Homes Inc |
Pvtpl Lgi Homes Inc 4.0% 07-15-2029 |
|
|
272,550 |
| |
Pvtpl Lgi Homes Inc |
Pvtpl Lgi Homes Inc 8.75% 12-15-2028 |
|
|
120,204 |
| |
|
|
|
|
|
| |
|
|
|
|
(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, 2023 |
|
|
|
|
| |
|
|
|
|
(e) |
| |
(b) |
(c) |
(d) |
|
Current |
| (a) |
Identity of Issuer |
Description of Investment |
Cost** |
|
Value |
| |
Corporate Debt Instruments (continued) |
|
|
|
|
| |
Pvtpl Lifepoint Health Inc |
Pvtpl Lifepoint Health Inc 5.375% Due 01-15-2029 Beo |
|
343,831 |
| |
Pvtpl Lifepoint Health Inc |
Pvtpl Lifepoint Health Inc 11.0% 10-15-2030 |
|
|
249,641 |
| |
Pvtpl Lifepoint Health Inc |
Pvtpl Lifepoint Health Inc 9.875% Due 08-15-2030 |
|
|
138,422 |
| |
Pvtpl Lithia Motors Inc |
Pvtpl Lithia Motors Inc 4.625% Due 12-15-2027 |
|
|
212,518 |
| |
Pvtpl Macquarie Airfinance Hldgs |
Pvtpl Macquarie Airfinance Hldgs Ltd 8.375% 05-01-2028 |
|
83,788 |
| |
Pvtpl Macquarie Airfinance Hldgs |
Pvtpl Macquarie Airfinance Hldgs Ltd Gtdsr Nt 8.125% 03-30-2029 |
67,939 |
| |
Pvtpl Macys Retail Hldgs Llc |
Pvtpl Macys Retail Hldgs Llc 6.125000% Due 03-15-2032 Beo |
|
47,308 |
| |
Pvtpl Madison Pk Fdg Xix Ltd |
Pvtpl Madison Pk Fdg Xix Ltd Ser 15-19A Cl A1R2 Frn 01-22-2028 Beo |
564,234 |
| |
Pvtpl Magic Mergeco Inc |
Pvtpl Magic Mergeco Inc 7.875% 05-01-2029 |
|
86,883 |
| |
Pvtpl Magnetite Xviii Ltd/Magnetite Xviii Ll |
Pvtpl Magnetite Xviii Ltd/Magnetite Xviii Ll Sr16-18A Cl Ar2 Var Rt 11-15-2028 |
162,577 |
| |
Pvtpl Marathon Clo Ix Ltd |
Pvtpl Marathon Clo Ix Ltd/Marathon Clo Ix Ll Var Rt Due 04-15-2029 Beo |
91,782 |
| |
Pvtpl Marble Pt Clo Xi Ltd |
Pvtpl Marble Pt Clo Xi Ltd Ser 17-20 Cl A Fltg 12-18-2030 |
|
339,504 |
| |
Pvtpl Master Credit Card Trust |
Pvtpl Master Credit Card Trust Ser 23-2A Cl A Fltg 01-21-2027 |
501,832 |
| |
Pvtpl Mauser Packaging Solutions Hldg |
Pvtpl Mauser Packaging Solutions Hldg Co9.25% Due 04-15-2027 Beo |
43,187 |
| |
Pvtpl Mav Acquisition Corp |
Pvtpl Mav Acquisition Corp Sr Secd Nt 144A 5.75% 08-01-2028 |
152,352 |
| |
Pvtpl Mcafee Corp |
Pvtpl Mcafee Corp Sr Nt 144A 7.375% Due 02-15-2030/02-17-2022 Beo |
245,765 |
| |
Pvtpl Metropolitan Edison Co |
Pvtpl Metropolitan Edison Co 4.3% Due 01-15-2029 Beo |
|
96,877 |
| |
Pvtpl Mf1 Multifamily Housing Mortgage |
Pvtpl Mf1 Multifamily Housing Mortgage Lo Sr 20-Fl4 Cl A Var Rt Due 11-15-2035 |
408,440 |
| |
Pvtpl Midocean Cr Clo |
Pvtpl Midocean Cr Clo Ii/Midocean Cr Clollc Var Rt Due 01-29-2030 Beo |
84,910 |
| |
Pvtpl Mileage Plus Hldgs Llc/Mileage Plus In |
Pvtpl Mileage Plus Hldgs Llc/Mileage Plus In 6.5% Due 06-20-2027 |
11,934 |
| |
Pvtpl Mountain View Clo - Ltd |
Pvtpl Mountain View Clo 2017-1 Ltd Ser 17-1A Cl Ar Frn 10-16-2029 Beo |
154,430 |
| |
Pvtpl Nassau 2017-Ii Ltd |
Pvtpl Nassau 2017-Ii Ltd Ser 17-Iia Cl A-L Fltg 01-15-2030 |
|
743,066 |
| |
Pvtpl Nationstar |
Pvtpl Nationstar Mtg Hldgs Inc Sr Nt 144A 6% Due 01-15-2027/01-15-2024 Beo |
199,493 |
| |
Pvtpl Nationstar |
Pvtpl Nationstar Mtg Hldgs Inc 5.75 11-15-2031 |
|
|
110,035 |
| |
Pvtpl Navient Pvt Ed Ln Tr 2015 |
Pvtpl Navient Pvt Ed Ln Tr 2015-B Nt Cl A-3 Fltg Rate 144A Var Rt Due 07-16-2040 |
217,569 |
| |
Pvtpl Navient Student |
Pvtpl Navient Student Ln Tr 2016-5 Nt Cla Fltg 144A Var Rt Due 06-25-2065 Beo |
583,429 |
| |
Pvtpl Ncr Corp |
Pvtpl Ncr Corp New 5% Due 10-01-2028/08-20-2020 Beo |
148,477 |
| |
Pvtpl Nelnet Student |
Pvtpl Nelnet Student Ln Tr Fltg Rt Ser 19-2A Cl A 06-27-2067 Beo |
397,933 |
| |
Pvtpl Nelnet Student |
Pvtpl Nelnet Student Ln Tr Ser 17-3A Cl A Fltg 02-25-2066 |
|
299,517 |
| |
Pvtpl New Residential |
Pvtpl New Residential Mtg Ser 18-Rpl1 Cl A1 Var 12-25-2057 |
|
219,485 |
| |
Pvtpl Nextera Energy Partners Lp |
Pvtpl Nextera Energy Oper Partners Lp 144A 4.25% 07-15-2024 |
103,782 |
| |
Pvtpl Nextera Energy Partners Lp |
Pvtpl Nextera Energy Oper Partners Lp 7.25% 01-15-2029 |
|
81,578 |
| |
Pvtpl Ngl Energy Oper Llc/Ngl Energy Fincor |
Pvtpl Ngl Energy Oper Llc/Ngl Energy Fincor 7.5% Due 02-01-2026 |
153,527 |
| |
Pvtpl Nissan Mtr Ltd |
Pvtpl Nissan Mtr Ltd 4.81% Due 09-17-2030 Beo |
|
187,284 |
| |
Pvtpl Noble Fin Ii Llc |
Pvtpl Noble Fin Ii Llc 8.0% 04-15-2030 |
|
|
112,702 |
| |
Pvtpl Nortonlifelock Inc |
Pvtpl Nortonlifelock Inc 6.75% Due 09-30-2027 Beo |
|
176,953 |
| |
Pvtpl Oasis Midstream Partners Lp |
Pvtpl Oasis Midstream Partners Lp 8.0% Due 04-01-2029 |
|
374,616 |
| |
Pvtpl Ocp Clo Ltd |
Pvtpl Ocp Clo Ltd Sr 14-7A Cl A1Rp Var Rt 07-20-2029 |
|
188,808 |
| |
Pvtpl Octagon Invt Partners Xxi Ltd |
Pvtpl Octagon Invt Partners Xxi Ltd/Octagon Sr Secd Nt 02-14-2031 |
299,510 |
| |
Pvtpl Olympus Wtr Us Hldg Corp |
Pvtpl Olympus Wtr Us Hldg Corp 9.75% 11-15-2028 |
|
216,404 |
| |
Pvtpl Ontario Gaming Gta Ltd |
Pvtpl Ontario Gaming Gta Ltd Partnership/Otg 8.0% 08-01-2030 |
151,594 |
| |
Pvtpl Open Text Corp |
Pvtpl Open Text Corp 3.875% Due 02-15-2028 Beo |
|
212,909 |
| |
Pvtpl Open Text Corp |
Pvtpl Open Text Corp 01/12/2029 3.875% Due 12-01-2029/11-24-2021 Beo |
212,493 |
| |
Pvtpl Open Text Corp |
Pvtpl Open Text Corp 6.9% Due 12-01-2027/12-01-2022 Beo |
50,948 |
| |
Pvtpl Organon Fin Llc |
Pvtpl Organon Fin 1 Llc 5.125% 04-30-2031 |
|
|
398,448 |
| |
|
|
|
|
|
| |
|
|
|
|
(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, 2023 |
|
|
|
|
| |
|
|
|
|
(e) |
| |
(b) |
(c) |
(d) |
|
Current |
| (a) |
Identity of Issuer |
Description of Investment |
Cost** |
|
Value |
| |
Corporate Debt Instruments (continued) |
|
|
|
|
| |
Pvtpl Osd Clo 2021-23 Ltd |
Pvtpl Osd Clo 2021-23 Ltd Ser 21-23A Cl A Fltg 144A 04-17-2031 |
442,482 |
| |
Pvtpl Ot Merger Corp |
Pvtpl Ot Merger Corp 7.875% Due 10-15-2029 |
|
|
151,547 |
| |
Pvtpl Ozlm Viii Ltd/Ozlm Viii Llc |
Pvtpl Ozlm Viii Ltd/Ozlm Viii Llc Sr Secd Nt Cl A-1R3 Fltg 10-17-2029 |
333,507 |
| |
Pvtpl Ozlm Viii Ltd/Ozlm Viii Llc |
Pvtpl Ozlm Viii Ltd/Ozlm Viii Llc Sr Secd Nt Cl A-1R3 Fltg 10-17-2029 |
333,507 |
| |
Pvtpl Ozlm Viii Ltd/Ozlm Viii Llc |
Pvtpl Ozlm Viii Ltd/Ozlm Viii Llc Sr Secd Nt Cl A-1R3 Fltg 10-17-2029 |
222,338 |
| |
Pvtpl Ozlm Xxiv Ltd |
Pvtpl Ozlm Xxiv Ltd / Ozlm Xxiv Llc 20/07/2032 Var Rt Due 07-20-2032 Beo |
396,866 |
| |
Pvtpl Ozlm Xxiv Ltd |
Pvtpl Ozlm Xxiv Ltd / Ozlm Xxiv Llc 20/07/2032 Var Rt Due 07-20-2032 Beo |
99,217 |
| |
Pvtpl Palmer Square |
Pvtpl Palmer Square Loan Funding Ltd Ser 21-4A Cl A1 Fltg Rt 10-15-2029 Beo |
527,041 |
| |
Pvtpl Palmer Square |
Pvtpl Palmer Square Ln Fdg 2021-3 Ltd/Sr Secd Nt Cl A-1 Fltg 5.04257% 07-20-2029 |
321,209 |
| |
Pvtpl Palmer Square |
Pvtpl Palmer Square Ln Fdg 2021-3 Ltd/Sr Secd Nt Cl A-1 Fltg 5.04257% 07-20-2029 |
267,674 |
| |
Pvtpl Panther Bf Aggregator Lp |
Pvtpl Panther Bf Aggregator 2 Lp/Panther6.25% 05-15-2026 |
|
264,319 |
| |
Pvtpl Park Inter Hldgs Llc/Pk Domestic Ppty |
Pvtpl Park Inter Hldgs Llc/Pk Domestic Ppty 7.5% Due 06-01-2025/06-01-2022 Beo |
196,105 |
| |
Pvtpl Parkland Corp/Canada |
Pvtpl Parkland Corp/Canada 4.5% 10-01-2029 |
|
|
496,727 |
| |
Pvtpl Parkland Corp/Canada |
Pvtpl Parkland Corp/Canada 4.625% 07-10-2030 |
|
173,880 |
| |
Pvtpl Parkland Fuel Corp |
Pvtpl Parkland Fuel Corp 5.875% Due 07-15-2027 Beo |
|
301,777 |
| |
Pvtpl Patrick Inds Inc |
Pvtpl Patrick Inds Inc 4.75% Due 05-01-2029 Beo |
|
|
114,738 |
| |
Pvtpl Pennsylvania Elec Co |
Pvtpl Pennsylvania Elec Co Fixed 3.6%06-01-2029 Beo |
|
92,858 |
| |
Pvtpl Pennymac Finl Svcs Inc |
Pvtpl Pennymac Finl Svcs Inc New 5.75% 09-30-2031 |
|
165,742 |
| |
Pvtpl Pennymac Finl Svcs Inc |
Pennymac Finl Svcs 5.375% Due 10-15-2025 |
|
|
131,441 |
| |
Pvtpl Pennymac Finl Svcs Inc |
Pvtpl Pennymac Finl Svcs Inc 7.875% 12-15-2029 |
|
|
36,032 |
| |
Pvtpl Petsmart Inc/Petsmart Fin Corp |
Pvtpl Petsmart Inc/Petsmart Fin Corp 4.75% Due 02-15-2028 Beo |
787,772 |
| |
Pvtpl Petsmart Inc/Petsmart Fin Corp |
Pvtpl Petsmart Inc/Petsmart Fin Corp 7.75% Due 02-15-2029 Beo |
312,204 |
| |
Pvtpl Pike Corp |
Pvtpl Pike Corp Sr Nt 5.5% 09-01-2028 |
|
|
144,810 |
| |
Pvtpl Playtika Hldg Corp |
Pvtpl Playtika Hldg Corp 4.25% Due 03-15-2029/03-11-2021 Beo |
857,716 |
| |
Pvtpl Pmhc Ii Inc |
Pvtpl Pmhc Ii Inc Sr Nt 9.0% 02-15-2030 |
|
|
179,728 |
| |
Pvtpl Polar Us Borrower Llc |
Pvtpl Polar Us Borrower Llc 6.75% 05-15-2026 |
|
|
97,600 |
| |
Pvtpl Premier Entmt Sub Llc |
Pvtpl Premier Entmt Sub Llc/Premier Entmt Fi Sr Nt 5.875% 09-01-2031 |
303,899 |
| |
Pvtpl Premier Entmt Sub Llc |
Pvtpl Premier Entmt Sub Llc/Premier Entmt Fi Sr Nt 5.625% 09-01-2029 |
113,403 |
| |
Pvtpl Quicken Lns Llc |
Pvtpl Quicken Lns Llc/Quicken Lns Co-Issuer In 3.625% 03-01-2029 |
18,102 |
| |
Pvtpl Rad Clo Ltd |
Pvtpl Rad Clo 5 Ltd/Rad Clo 5 Llc Sr 19-5A Cl Ar Var Rt Due 07-24-2032 Beo |
700,065 |
| |
Pvtpl Rapid7 Inc |
Pvtpl Rapid7 Inc 1.25% 03-15-2029 |
|
|
98,906 |
| |
Pvtpl Regal Rexnord Corp |
Pvtpl Regal Rexnord Corp 6.3% Due 02-15-2030/01-24-2023 |
|
212,637 |
| |
Pvtpl Regal Rexnord Corp |
Pvtpl Regal Rexnord Corp 6.4% Due 04-15-2033 |
|
|
135,700 |
| |
Pvtpl Regal Rexnord Corp |
Pvtpl Regal Rexnord Corp 6.05% Due 04-15-2028/01-24-2023 Beo |
88,136 |
| |
Pvtpl Roblox Corp |
Pvtpl Roblox Corp 3.875% Due 05-01-2030/10-29-2021 Beo |
48,156 |
| |
Pvtpl Rockcliff Energy Ii Llc |
Pvtpl Rockcliff Energy Ii Llc Sr Nt 144A5.5% Due 10-15-2029/10-04-2021 Beo |
120,028 |
| |
Pvtpl Rockies Express Pipeline Llc |
Pvtpl Rockies Express Pipeline Llc 6.875% Due 04-15-2040/03-22-2010 |
200,293 |
| |
Pvtpl Rockies Express Pipeline Llc |
Pvtpl Rockies Express Pipeline Llc Fixed 4.95% 07-15-2029 Beo |
120,380 |
| |
Pvtpl Rolls-Royce |
Pvtpl Rolls-Royce 3.625% Due 10-14-2025 |
|
|
192,100 |
| |
Pvtpl Romark Clo-I Ltd |
Pvtpl Romark Clo-I Ltd / Romark Clo-I Llc 23/10/2030 Var Rt Due 10-23-2030 Beo |
569,950 |
| |
Pvtpl Royal Caribbean Cruise Ltd |
Pvtpl Royal Caribbean Cruises Limited 5.5% 08-31-2026 |
|
97,075 |
| |
Pvtpl Royal Caribbean Cruises Ltd |
Royal Caribbean Cruises Ltd Sr Nt 144A 4.25% 07-01-2026 |
|
194,088 |
| |
Pvtpl Royal Caribbean Cruises Ltd |
Pvtpl Royal Caribbean Cruises Ltd 8.25% Due 01-15-2029/10-06-2022 Beo |
132,843 |
| |
Pvtpl Royal Caribbean Cruises Ltd |
Pvtpl Royal Caribbean Cruises Ltd Sr Nt 11.625% Due 08-15-2027/08-18-2022 Beo |
103,375 |
| |
Pvtpl Royal Caribbean Cruises Ltd |
Pvtpl Royal Caribbean Cruises Ltd 5.5% Due 04-01-2028 Beo |
|
99,736 |
| |
|
|
|
|
| |
|
|
|
|
(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, 2023 |
|
|
|
|
| |
|
|
|
|
(e) |
| |
(b) |
(c) |
(d) |
|
Current |
| (a) |
Identity of Issuer |
Description of Investment |
Cost** |
|
Value |
| |
Corporate Debt Instruments (continued) |
|
|
|
|
| |
Pvtpl Sabre Glbl Inc |
Sabre Glbl Inc 4% Snr Nts 04-15-2025 Usd |
|
|
118,132 |
| |
Pvtpl Sabre Glbl Inc |
Pvtpl Sabre Glbl Inc 11.25% Due 12-15-2027/12-06-2022 Beo |
21,616 |
| |
Pvtpl Scih Salt Hldgs Inc |
Pvtpl Scih Salt Hldgs Inc 4.875% 05-01-2028 |
|
|
117,921 |
| |
Pvtpl Scih Salt Hldgs Inc |
Pvtpl Scih Salt Hldgs Inc 6.625% Due 05-01-2029 Beo |
|
52,298 |
| |
Pvtpl Seagate Hdd Cayman |
Seagate Hdd Cayman 5.75% Due 12-01-2034 |
|
|
286,995 |
| |
Pvtpl Seagate Hdd Cayman |
Seagate Hdd Cayman 9.625% 12-01-2032 |
|
|
235,829 |
| |
Pvtpl Select Medical Corp |
Pvtpl Select Medical Corp 6.25% Due 08-15-2026 Beo |
|
371,947 |
| |
Pvtpl Sensata Technologies Inc |
Pvtpl Sensata Technologies Inc 4.375% Due 02-15-2030 |
|
49,157 |
| |
Pvtpl Sequoia |
Pvtpl Sequoia Mtg Tr Sr-Ch1 Cl-A1 4% 02-25-2048 |
|
|
99,574 |
| |
Pvtpl Shift4 Pmts Llc |
Pvtpl Shift4 Pmts Llc/Shift4 Pmts Fin Sub In 4.625% Due 11-01-2026 Beo |
354,930 |
| |
Pvtpl Sirius Xm Holdings Inc |
Pvtpl Sirius Xm Holdings Inc 5.0% Due 08-01-2027 |
|
|
81,086 |
| |
Pvtpl Sirius Xm Radio Inc |
Pvtpl Sirius Xm Radio Inc 3.125% Due 09-01-2026 Beo |
|
310,207 |
| |
Pvtpl Sirius Xm Radio Inc |
Pvtpl Sirius Xm Radio Inc 3.875% Due 09-01-2031 Beo |
|
214,722 |
| |
Pvtpl Sirius Xm Radio Inc |
Pvtpl Sirius Xm Radio Inc 4.0% Due 07-15-2028 Beo |
|
73,011 |
| |
Pvtpl Sitio Royalties Oper Partnership Lp |
Pvtpl Sitio Royalties Oper Partnership Lp/S 7.875% 11-01-2028 |
100,513 |
| |
Pvtpl Six Flags Theme Parks Inc |
Pvtpl Six Flags Theme Parks Inc Sr Secd Nt 144A 7% Due 07-01-2025/04-22-2020 |
44,191 |
| |
Pvtpl Sk Hynix Inc |
Pvtpl Sk Hynix Inc 1% Due 01-19-2024 Beo |
|
|
399,176 |
| |
Pvtpl Skymiles Ip Ltd & Delta Air Lines Inc |
Pvtpl Skymiles Ip Ltd & Delta Air Lines Inc 4.5% Due 10-20-2025 |
197,947 |
| |
Pvtpl Skymiles Ip Ltd & Delta Air Lines Inc |
Skymiles Ip Ltd Delta Air Lines Inc Due 10-20-2027 Beo-20-2027 Beo |
189,070 |
| |
Pvtpl Slm Student Ln |
Pvtpl Slm Student Ln Ser 04-10 Cl A7B Fltg 10-25-2029 |
|
402,908 |
| |
Pvtpl Smb Private Ed Ln |
Pvtpl Smb Private Ed Ln Tr 2020-Pt-A 1.6% Due 09-15-2054 Beo |
541,578 |
| |
Pvtpl Smb Private Ed Ln |
Pvtpl Smb Private Ed Ln Tr 2020-B 1.29% 07/15/2053 1.29% Due 07-15-2053 Beo |
274,690 |
| |
Pvtpl Smb Private Eduacation |
Pvtpl Smb Private Eduacation Ln Tr 2023-C Nt Cl A-1A 5.67% 11-15-2052 |
236,686 |
| |
Pvtpl Sofi Consumer Loan Program Ser |
Pvtpl Sofi Consumer Loan Program Ser 23-15 Cl A 5.81% 05-15-2031 |
93,617 |
| |
Pvtpl Sonic Automotive Inc |
Pvtpl Sonic Automotive Inc 4.875% Due 11-15-2031 Beo |
|
57,048 |
| |
Pvtpl Sound Pt Clo Xiv Ltd |
Pvtpl Sound Pt Clo Xvi Ltd/Sound Pt Clo Xvi Var Rt Due 07-25-2030 Beo |
286,520 |
| |
Pvtpl Sound Pt Clo Xiv Ltd |
Pvtpl Sound Pt Clo Xvi Ltd/Sound Pt Clo Xvi Var Rt Due 07-25-2030 Beo |
229,216 |
| |
Pvtpl Sound Pt Clo Xvii Ltd |
Pvtpl Sound Pt Clo Xvii Ltdcl A-1-R Fltg 144A Var Rt 10-20-2030 |
391,163 |
| |
Pvtpl Sound Pt Clo Xvii Ltd |
Pvtpl Sound Pt Clo Xvii Ltdcl A-1-R Fltg 144A Var Rt 10-20-2030 |
312,930 |
| |
Pvtpl Sp Finco Llc |
Pvtpl Sp Finco Llc Sr 6.75% Due 07-01-2025 |
|
|
80,696 |
| |
Pvtpl Standard Chartered Plc |
Pvtpl Standard Chartered Plc 7.767% Due 11-16-2028/11-16-2022 Beo |
540,851 |
| |
Pvtpl Standard Chartered Plc |
Pvtpl Standard Chartered Plc 03-30-2026 |
|
|
487,445 |
| |
Pvtpl Standard Inds Inc Del |
Pvtpl Standard Inds Inc Del 3.375% Due 01-15-2031 Beo |
|
23,225 |
| |
Pvtpl Stericycle Inc |
Pvtpl Stericycle Inc Sr Nt 5.375% Due 07-15-2024 |
|
|
270,640 |
| |
Pvtpl Stericycle Inc |
Pvtpl Stericycle Inc 3.875% Due 01-15-2029/11-24-2020 Beo |
114,329 |
| |
Pvtpl Summit Matls Llc |
Pvtpl Summit Matls Llc Fixed 6.5% 03-15-2027 |
|
|
38,975 |
| |
Pvtpl Sunoco Lp |
Pvtpl Sunoco Lp Nt 7.0% 09-15-2028 |
|
|
221,771 |
| |
Pvtpl Swedbank Ab Medium Term |
Pvtpl Swedbank Ab Medium Term Nts Book Entry 1 3.356% Due 04-04-2025 Reg |
293,612 |
| |
Pvtpl Symantec Corp |
Pvtpl Symantec Corp 5.0% Due 04-15-2025 |
|
|
90,090 |
| |
Pvtpl Tallgrass Energy Partners |
Pvtpl Tallgrass Energy Partners Lp/Tallgrass 6.0% Due 09-01-2031 Beo |
360,274 |
| |
Pvtpl Tallgrass Energy Partners |
Pvtpl Tallgrass Energy Partners Lp/Tallgrass 7.5% 10-01-2025 |
141,705 |
| |
Pvtpl Tallgrass Energy Partners |
Pvtpl Tallgrass Energy Partners Lp/Tallgrass 6.0% 12-31-2030 |
65,080 |
| |
Pvtpl Tcw Clo |
Pvtpl Tcw Clo Ser 18-1A Cl A1R Fltg 04-25-2031 Beo |
|
426,922 |
| |
Pvtpl Tegna Inc |
Pvtpl Tegna Inc Sr Nt 4.75% Due 03-15-2026 Beo |
|
173,238 |
| |
Pvtpl Teleflex Inc |
Pvtpl Teleflex Inc Sr Nt 144A 4.25% Due 06-01-2028/05-27-2020 Beo |
276,915 |
| |
|
|
|
| |
|
|
|
|
(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, 2023 |
|
|
|
|
| |
|
|
|
|
(e) |
| |
(b) |
(c) |
(d) |
|
Current |
| (a) |
Identity of Issuer |
Description of Investment |
Cost** |
|
Value |
| |
Corporate Debt Instruments (continued) |
|
|
|
|
| |
Pvtpl Telesat Canada/Telesat Llc |
Pvtpl Telesat Canada/Telesat Llc 4.875% Due 06-01-2027 |
|
189,111 |
| |
Pvtpl Telesat Cda |
Pvtpl Telesat Cda/Telesat Llc 5.625% Due11-06-2026 Beo |
|
73,861 |
| |
Pvtpl Tempo Acqstn Llc/Tempo Acquisitio |
Pvtpl Tempo Acqstn Llc/Tempo Acquisitio 5.75% Due 06-01-2025/05-07-2020 Beo |
66,125 |
| |
Pvtpl Tenneco Inc |
Pvtpl Tenneco Inc 8.0% 11-17-2028 |
|
|
73,423 |
| |
Pvtpl Thor Industries |
Pvtpl Thor Industries 4.0% 10-15-2029 |
|
|
387,102 |
| |
Pvtpl Tms Issuer S A R L |
Pvtpl Tms Issuer S A R L 5.78% 08-23-2032 |
|
|
417,000 |
| |
Pvtpl Towd Pt |
Pvtpl Towd Pt Mtg Tr Var Rt Ser 19-1 Cl A1 03-25-2058 |
|
299,672 |
| |
Pvtpl Towd Pt |
Pvtpl Towd Pt Mtg Tr Ser 2019-Hy3 Cl A1A Fltg 12-25-2048 |
|
160,381 |
| |
Pvtpl Towd Pt |
Pvtpl Towd Pt Mtg Tr Ser 2019-Hy3 Cl A1A Fltg 12-25-2048 |
|
133,651 |
| |
Pvtpl Towd Pt |
Pvtpl Towd Pt Mtg Tr Fltg Rt Ser 19-Hy2 Cl A1 12-25-2048 Beo |
39,362 |
| |
Pvtpl Transdigm Inc |
Pvtpl Transdigm Inc 6.25% 03-15-2026 |
|
|
1,080,064 |
| |
Pvtpl Transocean Inc |
Pvtpl Transocean Inc 8.75% 02-15-2030 |
|
|
187,628 |
| |
Pvtpl Trident Tpi Hldgs Inc |
Pvtpl Trident Tpi Hldgs Inc 12.75% 12-31-2028 |
|
|
205,440 |
| |
Pvtpl Trinseo Matls Oper S C A |
Pvtpl Trinseo Matls Oper S C A/Trinseo 5.375% Due 09-01-2025 |
29,435 |
| |
Pvtpl Trinseo Op/Trinseo Fin |
Pvtpl Trinseo Op/Trinseo Fin 5.125% Due 04-01-2029 Beo |
|
131,619 |
| |
Pvtpl Triton Wtr Hldgs Inc |
Pvtpl Triton Wtr Hldgs Inc 6.25% Due 04-01-2029/03-31-2021 Beo |
59,245 |
| |
Pvtpl Triumph Group Inc |
Pvtpl Triumph Group Inc 9.0% 03-15-2028 |
|
|
121,199 |
| |
Pvtpl Tronox Inc |
Pvtpl Tronox Inc 4.625% 03-15-2029 |
|
|
163,802 |
| |
Pvtpl Trtx 2021-Fl4 Issuer Ltd |
Pvtpl Trtx 2021-Fl4 Issuer Ltd Ser 21-Fl4 Cl A Fltg 03-15-2038 |
|
286,190 |
| |
Pvtpl Trtx 2022-Fl5 Issuer |
Pvtpl Trtx 2022-Fl5 Issuer Ser 22-Fl5 Cl A Var 02-15-2039 |
|
388,161 |
| |
Pvtpl Uber Technologies Inc |
Pvtpl Uber Technologies Inc 8% Due 11-01-2026 Beo |
|
428,813 |
| |
Pvtpl Uber Technologies Inc |
Uber Technologies Inc Sr Nt Conv 0.0% Due 12-15-2025 Reg |
|
173,883 |
| |
Pvtpl Ubs Group Ag |
Pvtpl Ubs Group Ag 11/02/2032 2.095% Due02-11-2032/02-11-2031 Beo |
319,588 |
| |
Pvtpl Ubs Group Ag |
Pvtpl Ubs Group Ag 4.988% 08-05-2033 Beo |
|
|
774,504 |
| |
Pvtpl Ubs Group Ag |
Pvtpl Ubs Group Ag 6.537% 08-12-2033 |
|
|
266,779 |
| |
Pvtpl United Shore Finan Serv |
Pvtpl United Shore Finan Serv 5.5% 11-15-2025 |
|
|
107,378 |
| |
Pvtpl United Wholesale Mtge Llc |
Pvtpl United Wholesale Mtge Ll Corp 5.5% 04-15-2029 |
|
63,430 |
| |
Pvtpl United Whsl Mtg Llc |
Pvtpl United Whsl Mtg Llc 5.75% 06-15-2027 |
|
|
15,682 |
| |
Pvtpl Uniti Group/Csl Capital |
Pvtpl Uniti Group/Csl Capital 10.5% 02-15-2028 |
|
|
116,576 |
| |
Pvtpl Univision Communications Inc |
Univision Communications Inc. Term Loan B 03-15-2026 Beo |
303,955 |
| |
Pvtpl Univision Communications Inc |
Pvtpl Univision Communications Inc Sr Secd Nt 144A 6.625% 06-01-2027 |
187,469 |
| |
Pvtpl Univision Communications Inc |
Pvtpl Univision Communications Inc 8.0% 08-15-2028 |
|
79,449 |
| |
Pvtpl Vail Resorts Inc |
Pvtpl Vail Resorts Inc 6.25% 05-15-2025 |
|
|
95,520 |
| |
Pvtpl Valaris Ltd |
Pvtpl Valaris Ltd 8.375% 04-30-2030 |
|
|
78,890 |
| |
Pvtpl Valeant Pharmaceuticals Intl |
Pvtpl Valeant Pharmaceuticals Intl Bnds 9.0% Due 12-15-2025 |
|
117,733 |
| |
Pvtpl Venture Cdo Ltd |
Pvtpl Venture Cdo Ltd Sr 14-17A Cl Arr Fltg 04-15-2027 |
|
195,101 |
| |
Pvtpl Venture Cdo Ltd |
Venture Cdo Ltd 20/10/2028 0% 10-20-2028 |
|
|
188,192 |
| |
Pvtpl Venture Cdo Ltd |
Venture Cdo Ltd 20/10/2028 0% 10-20-2028 |
|
|
141,144 |
| |
Pvtpl Venture Cdo Ltd |
Pvtpl Venture Cdo Ltd Sr 14-17A Cl Arr Fltg 04-15-2027 |
|
55,743 |
| |
Pvtpl Venture Clo Ltd |
Pvtpl Venture Xxix Clo Ltd/Venture Xxix Clo Var Rt Due 09-07-2030 Beo |
418,033 |
| |
Pvtpl Venture Clo Ltd |
Pvtpl Venture Xxvi Clo Ltd Ser 17-26A Cl A-R Fltg 01-20-2029 Beo |
379,580 |
| |
Pvtpl Venture Clo Ltd |
Pvtpl Venture Clo Ltd Sr 17-28A Cl A2R Var Rt 07-20-2030 |
|
348,899 |
| |
Pvtpl Venture Clo Ltd |
Pvtpl Venture Xxvi Clo Ltd Ser 17-26A Cl A-R Fltg 01-20-2029 Beo |
271,129 |
| |
Pvtpl Venture Global Calcasieu Pass Llc |
Pvtpl Venture Global Calcasieu Pass Llc 3.875% Due 08-15-2029 |
495,769 |
| |
Pvtpl Venture Global Calcasieu Pass Llc |
Pvtpl Venture Global Calcasieu Pass Llc 3.875% Due 11-01-2033 Beo |
274,864 |
| |
|
|
|
| |
|
|
|
|
(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, 2023 |
|
|
|
|
| |
|
|
|
|
(e) |
| |
(b) |
(c) |
(d) |
|
Current |
| (a) |
Identity of Issuer |
Description of Investment |
Cost** |
|
Value |
| |
Corporate Debt Instruments (continued) |
|
|
|
|
| |
Pvtpl Venture Global Calcasieu Pass Llc |
Pvtpl Venture Global Calcasieu Pass Llc 6.25% 01-15-2030 |
|
229,735 |
| |
Pvtpl Venture Xxv Clo Ltd/Venture Xxv Clo |
Pvtpl Venture Xxv Clo Ltd/Venture Xxv Clo Ll Sr 16-25A Cl Arr Fltg Rt 04-20-2029 |
86,765 |
| |
Pvtpl Venture Xxv Clo Ltd/Venture Xxv Clo |
Pvtpl Venture Xxv Clo Ltd/Venture Xxv Clo Ll Sr 16-25A Cl Arr Fltg Rt 04-20-2029 |
49,580 |
| |
Pvtpl Verscend Escrow Corp |
Pvtpl Verscend Escrow Corp 9.75% 08-15-2026 |
|
|
1,432,614 |
| |
Pvtpl Vertical Brdg Cc Llc |
Pvtpl Vertical Brdg Cc Llc Secd Tower Rev Nt Ser 144A 2.636 Due 09-15-2050 Beo |
562,483 |
| |
Pvtpl Vertical U S Newco Inc |
Pvtpl Vertical U S Newco Inc 5.25% Due 07-15-2027 |
|
|
277,115 |
| |
Pvtpl Viasat Inc |
Pvtpl Viasat Inc Sr Nt 144A 5.625% 09-15-2025 |
|
|
264,238 |
| |
Pvtpl Viasat Inc |
Pvtpl Viasat Inc 7.5% 05-30-2031 |
|
|
203,315 |
| |
Pvtpl Vibrant Clo Ltd |
Pvtpl Vibrant Clo Ltd Ser 19-11A Cl A1R1 Fltg 07-20-2032 |
|
399,114 |
| |
Pvtpl Vibrant Clo Ltd |
Pvtpl Vibrant Clo Vi Ltd Ser 17-6A Cl Ar Fltg 06-20-2029 |
|
41,066 |
| |
Pvtpl Vici Pptys L P/Vici |
Pvtpl Vici Pptys L P/Vici Nt Co Inc 4.5%Due 01-15-2028 Beo |
|
145,975 |
| |
Pvtpl Vici Pptys L P/Vici |
Pvtpl Vici Pptys L P/Vici Nt Co Inc 3.875% Due 02-15-2029 Beo |
121,305 |
| |
Pvtpl Vici Properties Inc |
Pvtpl Vici Properties Inc 5.75% Due 02-01-2027 Beo |
|
141,074 |
| |
Pvtpl Vici Properties Inc |
Pvtpl Vici Properties Inc 3.75% Due 02-15-2027 |
|
|
50,990 |
| |
Pvtpl Viking Cruises Ltd |
Pvtpl Viking Cruises Ltd 7.0% Due 02-15-2029 Beo |
|
|
54,527 |
| |
Pvtpl Vistra Operations Co Llc |
Pvtpl Vistra Operations Co Llc 6.95% Due10-15-2033 Beo |
|
523,381 |
| |
Pvtpl Vistra Operations Co Llc |
Pvtpl Vistra Operations Co Llc 4.375% Due 05-01-2029 Beo |
|
370,509 |
| |
Pvtpl Vistra Operations Co Llc |
Pvtpl Vistra Operations Co Llc 5.5% Due 09-01-2026 Beo |
|
328,371 |
| |
Pvtpl Vistra Operations Co Llc |
Pvtpl Vistra Operations Co Llc 5.0% 07-31-2027 |
|
|
294,069 |
| |
Pvtpl Vistra Operations Co Llc |
Pvtpl Vistra Operations Co Llc Sr Nt 7.75% 10-15-2031 |
|
256,464 |
| |
Pvtpl Vistra Operations Co Llc |
Pvtpl Vistra Operations Co Llc 5.125% Due 05-13-2025 Beo |
|
161,415 |
| |
Pvtpl Vistra Operations Co Llc |
Pvtpl Vistra Operations Co Llc Sr Nt 144A 5.625% 02-15-2027 |
90,746 |
| |
Pvtpl W R Grace Hldgs Llc |
Pvtpl W R Grace Hldgs Llc Sr Nt 5.625% 08-15-2029 |
|
104,253 |
| |
Pvtpl Wellfleet Clo Ltd |
Pvtpl Wellfleet Clo Ltd Ser 15-1A Cl Ar4 Var Rt Due 07-20-2029 Beo |
176,723 |
| |
Pvtpl Wellfleet Clo Ltd |
Pvtpl Wellfleet Clo Ltd Ser 15-1A Cl Ar4 Var Rt Due 07-20-2029 Beo |
100,985 |
| |
Pvtpl Westlake Auto Recv |
Pvtpl Westlake Auto Recv Tr 2013-1 Sr 22-2A Cl A2B Fltg Rt 08-15-2025 |
64,348 |
| |
Pvtpl Windsor Hldgs Iii Llc |
Pvtpl Windsor Hldgs Iii Llc 8.5% 06-15-2030 |
|
|
79,422 |
| |
Pvtpl Workiva Inc Cnv Snr |
Pvtpl Workiva Inc Cnv Snr Usd 1.25% 08-15-2028 |
|
112,952 |
| |
Pvtpl Wr Grace Holding Llc |
Pvtpl Wr Grace Holding Llc 7.375% 03-01-2031 |
|
|
39,012 |
| |
Pvtpl Xpo Inc |
Pvtpl Xpo Inc 6.25% 06-01-2028 |
|
|
98,160 |
| |
Pvtpl Yara Intl Asa |
Pvtpl Yara Intl Asa Nt 144A 3.148% Due 06-04-2030/06-04-2020 Beo |
348,278 |
| |
Pvtpl Zf North Amer Cap Inc |
Pvtpl Zf North Amer Cap Inc Nt 144A 4.75% Due 04-29-2025 Beo |
393,466 |
| |
Pvtpl Zf North America Capital Inc |
Pvtpl Zf North America Capital Inc 7.125% Due 04-14-2030 |
|
170,562 |
| |
Pvtpl Zf North America Capital Inc |
Pvtpl Zf North America Capital Inc 6.875% Due 04-14-2028 |
|
155,754 |
| |
Pvtpl Zillow Group Inc |
Pvtpl Zillow Group Inc 2.75% Due 05-15-2025 Reg |
|
|
97,793 |
| |
Pvtpl Ziprecruiter Inc |
Pvtpl Ziprecruiter Inc 5.0% 01-15-2030 |
|
|
218,728 |
| |
Pvtpldish Dbs Corp |
Pvtpldish Dbs Corp Sr Secd Nt 5.75% 12-01-2028 |
|
|
136,390 |
| |
Pvtplnova Chemicals Corp |
Pvtplnova Chemicals Corp Bnds 144A 4.875% 06-01-2024 |
|
88,222 |
| |
Qorvo Inc Sr |
Qorvo Inc Sr Nt 1.75% 12-15-2024 |
|
|
383,406 |
| |
Quanta Svcs Inc |
Quanta Svcs Inc Sr Nt .95% 10-01-2024 |
|
|
385,422 |
| |
Rapid Inc Rapid Inc |
Rapid7 Inc Rapid7 Inc Sr Nt Conv .25% Due 03-15-2027 Reg |
|
114,062 |
| |
Realkredit Danmark |
Realkredit Danmark 1% Cvd Bds 01/10/50 Dkk0.01 |
|
|
141,988 |
| |
Realkredit Danmark |
Realkredit Danmark 2% Cvd Bds 01/10/53 Dkk0.01 |
|
|
67,390 |
| |
Realkredit Danmark |
Realkredit Danmark 1.5% Cvd Bds 01/10/2053 Dkk |
|
67,944 |
| |
Realkredit Danmark |
Realkredit Danmark 1% Cvd Bds 01/10/53 Dkk0.01 |
|
|
64,672 |
| |
|
|
|
|
|
| |
|
|
|
|
(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, 2023 |
|
|
|
|
| |
|
|
|
|
(e) |
| |
(b) |
(c) |
(d) |
|
Current |
| (a) |
Identity of Issuer |
Description of Investment |
Cost** |
|
Value |
| |
Corporate Debt Instruments (continued) |
|
|
|
|
| |
Realkredit Danmark |
Realkredit Danmark 1.5% Cvd Bds 01/10/2053 Dkk |
|
54,717 |
| |
Realkredit Danmark |
Realkredit Danmark 1% Cvd Bds 01/10/53 Dkk0.01 |
|
|
- |
| |
Resdntl |
Resdntl Mtg Sec 32A A Cmo 20/06/2070 |
|
|
547,332 |
| |
Resdntl |
Resdntl Mtg Sec 32A A Cmo 20/06/2070 |
|
|
136,833 |
| |
Resimac Bastille |
Resimac Bastille Series 2021-2Nc 6.08455% 02-03-2053 |
|
513,336 |
| |
Rhp Hotel Pptys Lp & Rhp Fin Corp |
Rhp Hotel Pptys Lp & Rhp Fin Corp 4.75% 10-11-2027 |
|
19,318 |
| |
Ripon Mortgages |
Ripon Mortgages 28/08/2056 |
|
|
523,071 |
| |
Rlj Lodging Tr L P |
Rlj Lodging Tr L P Sr Secd Nt 144A 3.75%07-01-2026 |
|
112,752 |
| |
Rlj Lodging Tr L P |
Rlj Lodging Tr L P Sr Secd Nt 144A 4% 09-15-2029 |
|
|
63,803 |
| |
Sabra Health Care Lp |
Sabra Health Care Lp 3.2% Due 12-01-2031 |
|
|
97,393 |
| |
Sabre Glbl Inc |
Sabre Glbl Inc Sr Secd Nt 144A 8.625% 06-01-2027 |
|
|
223,448 |
| |
Sabre Glbl Inc |
Sabre Glbl Inc Term Loan B Senior Secured Term Loan 06-30-2028 Beo |
215,062 |
| |
Sabre Glbl Inc |
Sabre Glbl Inc. Senior Secured Term Loan B 06-30-2028 Beo |
|
39,374 |
| |
Santander Dr Auto |
Santander Dr Auto Receivables Tr Ser 22-7 Cl A2 5.81% 01-15-2026 Reg |
116,155 |
| |
Santander Drive Auto Receivables |
Santander Drive Auto Receivables Tr Ser 23-2 Cl A2 5.87% Due 03-16-2026 |
384,997 |
| |
Santander Hldgs Usa Inc |
Santander Hldgs Usa Inc 2.49% 01-06-2028 |
|
|
458,357 |
| |
Saranac Clo Vi Ltd |
Saranac Clo Vi Ltd / Saranac Clo Vi 6.78078% 08-13-2031 |
|
666,185 |
| |
Sba Communications |
Sba Communications 3.125% Due 02-01-2029 |
|
|
189,616 |
| |
Sba Tower Tr |
Sba Tower Tr 2.328% Due 07-15-2052 |
|
|
618,445 |
| |
Sba Tower Tr |
Pvtpl Sba Tower Tr 2020-1C Secd Tower Rev Secs 144A 1.884% Due 07-15-2050 |
556,793 |
| |
Schenectady International Group Inc |
Schenectady International Group,Inc Term Bank Loan 10-15-2025 |
160,286 |
| |
Scientific Games |
Scientific Games 7% Due 05-15-2028 |
|
|
159,608 |
| |
Segovia Euro C6-19 Frn Clo 07/2032 Eur 'A' |
Segovia Euro C6-19 Frn Clo 07/2032 Eur 'A' |
|
|
434,299 |
| |
Select Med Corp |
Select Med Corp Tlb1 03-06-2027 |
|
|
285,072 |
| |
Sensata |
Sensata 3.75% Due 02-15-2031 |
|
|
29,947 |
| |
Service Pptys |
Pvtpl Service Pptys Tr Sr Secd Nt 8.625% 11-15-2031 |
|
149,815 |
| |
Service Pptys |
Service Pptys Tr 5.5% Due 12-15-2027 |
|
|
46,689 |
| |
Shea Homes Lp |
Shea Homes Lp 4.75% 02-15-2028 |
|
|
59,220 |
| |
Six Flags Entmt Corp |
Six Flags Entmt Corp New 7.25% 05-15-2031 |
|
|
236,727 |
| |
Slm Corp Medium |
Slm Corp Medium Term Nts Book Entry 5.625% Due 08-01-2033 |
28,640 |
| |
Slm Student Ln |
Slm Student Ln Tr 2005-7 Student Ln-Bkd Nt Cl A-4 Var 10-25-2029 Reg |
28,993 |
| |
Sm Energy Co |
Sm Energy Co 5.625% Due 06-01-2025 |
|
|
97,535 |
| |
Sm Energy Co |
Sm Energy Co 6.5% Due 07-15-2028 Reg |
|
|
14,006 |
| |
Smb Private Ed |
Smb Private Ed Ln Tr 2021-C 6.25246% 01-15-2053 |
|
|
370,072 |
| |
Snap Inc |
Snap Inc Sr Nt Conv 0% 05-01-2027 |
|
|
197,120 |
| |
Snap Inc |
Snap Inc Conv Sr Nt .125% 03-01-2028 |
|
|
170,476 |
| |
Snap Inc |
Snap Inc Sr Nt Conv .75% 08-01-2026 |
|
|
120,119 |
| |
Societe Generale |
Pvtpl Societe Generale 6.446% 01-10-2029 |
|
|
828,218 |
| |
Societe Generale |
Societe Generale 2.625% Due 01-22-2025 |
|
|
387,617 |
| |
Sound Pt Clo Ix Ltd |
Sound Pt Clo Ix Ltd / Sound Pt Clo 15-2A Ar 0.0% 07-20-2032 |
|
397,918 |
| |
Sound Pt Clo Ix Ltd |
Sound Pt Clo Ix Ltd / Sound Pt Clo 15-2A Ar 0.0% 07-20-2032 |
|
397,918 |
| |
Sound Pt Clo Xv Ltd |
Sound Pt Clo Xv Ltd / Sound Pt Clo Sr Secd Nt Cl A-Rr 144A 6.47741% 01-23-2029 |
166,717 |
| |
Southern Co |
Southern Co 5.7% 03-15-2034 |
|
|
421,171 |
| |
Southwestern Energy Co |
Southwestern Energy Co 4.75% 02-01-2032 |
|
|
137,871 |
| |
Southwestern Energy Co |
Southwestern Energy Co 8.375% Due 11-15-2028 Reg |
|
127,254 |
| |
|
|
|
|
| |
|
|
|
|
(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, 2023 |
|
|
|
|
| |
|
|
|
|
(e) |
| |
(b) |
(c) |
(d) |
|
Current |
| (a) |
Identity of Issuer |
Description of Investment |
Cost** |
|
Value |
| |
Corporate Debt Instruments (continued) |
|
|
|
|
| |
Spirit Airlines Inc |
Spirit Airlines Inc 1% Due 05-15-2026 Beo |
|
|
216,216 |
| |
Splunk Inc |
Splunk Inc 1.125% Due 06-15-2027 Beo |
|
|
172,393 |
| |
Springleaf Fin |
Springleaf Fin 6.875% Due 03-15-2025 |
|
|
136,658 |
| |
Sprint Corp |
Sprint Cap Corp 6.875% Due 11-15-2028 |
|
|
546,843 |
| |
Sprint Corp |
Sprint Corp Fixed 7.625% Due 03-01-2026 |
|
|
220,330 |
| |
Sprint Corp |
Sprint Corp 7.125% Due 06-15-2024 |
|
|
7,030 |
| |
Square Inc |
Square Inc .25% Due 11-01-2027 |
|
|
223,380 |
| |
Standard Industries Inc. |
Standard Industries Inc. Initial Term Loan Due 09-22-2028 Beo |
162,592 |
| |
Star Parent Inc |
Star Parent Inc Term Loan B Senior Secured Term Loan 09-19-203 |
170,949 |
| |
Starwood |
Starwood Ppty Tr Inc Sr Nt 144A 4.375% 01-15-2027 |
|
376,972 |
| |
Starwood |
Starwood Mtg Fltg Rt 1.162% Due 08-25-2056 |
|
|
281,617 |
| |
Std Inds Inc |
Std Inds Inc Del 5% Due 02-15-2027 |
|
|
35,094 |
| |
Std Inds Inc |
Std Inds Inc Del 4.375% Due 07-15-2030 |
|
|
14,723 |
| |
Sumitomo Mitsui |
Sumitomo Mitsui Finl Group Inc 5.71% 01-13-2030 |
|
|
1,039,681 |
| |
Sumitomo Mitsui |
Sumitomo Mitsui Finl Group Inc 5.464% 01-13-2026 |
|
404,098 |
| |
Sumitomo Mitsui |
Sumitomo Mitsui 1.474% Due 07-08-2025 |
|
|
378,602 |
| |
Surgery Center Holdings, Inc. |
Surgery Center Holdings, Inc. Term Loan Sr Secd Tl 12-05-2030 |
312,911 |
| |
Surgery Ctr Hldgs |
Surgery Ctr Hldgs 10% Due 04-15-2027 |
|
|
553,480 |
| |
Synchrony Bk Global |
Synchrony Bk Global Sr Short Term Bk Nts5.4% Due 08-22-2025 Reg |
394,044 |
| |
Synchrony Card Issuance Tr Ser |
Synchrony Card Issuance Tr Ser 23-A2 Cl A 5.74% 10-15-2029 |
410,324 |
| |
Targa Res Partners |
Targa Res Partners Fixed 6.5% Due 07-15-2027 |
|
|
158,059 |
| |
Td Synnex Corp |
Td Synnex Corp Fixed 1.25% Due 08-09-2024 |
|
|
389,966 |
| |
Telecom Italia Cap |
Telecom Italia Cap 6.375% Due 11-15-2033 |
|
|
113,419 |
| |
Tenet Healthcare |
Tenet Healthcare Corp 6.25% Due 02-01-2027 |
|
|
664,233 |
| |
Tenet Healthcare |
Tenet Healthcare 6.875% Due 11-15-2031 |
|
|
178,673 |
| |
Tenet Healthcare |
Tenet Healthcare Fixed 4.875% Due 01-01-2026 |
|
|
36,591 |
| |
Tenet Healthcare |
Tenet Healthcare Fixed 6.125% Due 10-01-2028 |
|
|
10,969 |
| |
Tenneco Inc. |
Tenneco Inc. Term B Loan (First Lien) Senior Secured Term Loan 11-17-2028 |
54,525 |
| |
Teva |
Teva 3.15% Due 10-01-2026 |
|
|
366,678 |
| |
Teva |
Teva Pharmaceuticals Ne 7.875% Due 09-15-2029 |
|
215,395 |
| |
Teva |
Teva Pharmaceutical Indst Ltd 4.1% Bds 10-01-2046 Usd2000 |
|
131,313 |
| |
Teva |
Teva 6.15% Due 02-01-2036 |
|
|
46,885 |
| |
Textron Inc Fixed |
Textron Inc Fixed 2.45% Due 03-15-2031 |
|
|
512,274 |
| |
The Edelman Finl Center Llc |
The Edelman Finl Center,Llc 6/18 2Nd Lien Term Loan Due 07-20-2026 Beo |
420,952 |
| |
Tibco Software Inc |
Tibco Software Inc Sr Secd Nt 144A 6.5% 03-31-2029 |
|
103,859 |
| |
Time Warner Cable |
Time Warner Cable 7.3% Due 07-01-2038 |
|
|
79,583 |
| |
T-Mobile Usa Inc |
T-Mobile Usa Inc 3.875% 04-15-2030 |
|
|
474,551 |
| |
T-Mobile Usa Inc |
T-Mobile Usa Inc 2.05% Due 02-15-2028 |
|
|
270,915 |
| |
T-Mobile Usa Inc |
T-Mobile Usa Inc 2.55% 02-15-2031 |
|
|
86,233 |
| |
Tn Gas Pipeln Co |
Tn Gas Pipeln Co 7% Due 10-15-2028 |
|
|
216,739 |
| |
Towd Point |
Towd Point Mt19-13 Frn M/Bkd 07/2045 Gbp'A1' |
|
|
797,213 |
| |
Towd Point |
Towd Pt Mtg Tr Fltg Rt 3.25% Due 07-25-2056 |
|
|
775,101 |
| |
Towd Point |
Towd Pt Mtg Tr 2020-2 Asset Backed Nt Cla1A Var Rt 04-25-2060 |
199,090 |
| |
Towd Point Mortga |
Towd Point Mortga Frn M/Bkd 05/2045 Gbp 'A' |
|
|
663,257 |
| |
Toyota Mtr Cr Corp |
Toyota Mtr Cr Corp Var Rt 5.84% Due 08-22-2024 |
|
|
400,377 |
| |
|
|
|
|
|
| |
|
|
|
|
(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, 2023 |
|
|
|
|
| |
|
|
|
|
(e) |
| |
(b) |
(c) |
(d) |
|
Current |
| (a) |
Identity of Issuer |
Description of Investment |
Cost** |
|
Value |
| |
Corporate Debt Instruments (continued) |
|
|
|
|
| |
Transalta Corp |
Transalta Corp 7.75% Due 11-15-2029 Beo |
|
|
76,402 |
| |
Transdigm Inc |
Transdigm Inc Fixed 5.5% 11-15-2027 |
|
|
211,555 |
| |
Transdigm Inc |
Transdigm Inc 4.875% 05-01-2029 Reg |
|
|
62,639 |
| |
Transdigm Inc |
Transdigm Inc Fixed 7.5% 03-15-2027 |
|
|
21,089 |
| |
Transdigm Inc. |
Transdigm Inc. Tranche I Term Loan Senior Secured Term Loan 08-24-2028 |
378,758 |
| |
Transdigm Inc. |
Transdigm Inc. Term Loan G Senior Secured 02-28-2027 Beo |
|
112,107 |
| |
Travel + Leisure Co |
Travel + Leisure Co Sr Secd Nt 144A 4.5%12-01-2029 |
|
43,884 |
| |
Tri Pointe Homes Inc |
Tri Pointe Homes Inc 5.25% Due 06-01-2027 |
|
|
41,265 |
| |
Trident Tpi Holdings Inc |
Trident Tpi Holdings Inc Tranche B-3 Initial Term Loan Due 09-15-2028 Beo |
58,715 |
| |
Trident Tpi Holdings Inc |
Trident Tpi Holdings Inc Term Loan Senior Secured Term Loan 09-15-2028 |
55,833 |
| |
Tripadvisor Inc |
Tripadvisor Inc 7% Due 07-15-2025 |
|
|
382,909 |
| |
Truist Finl Corp |
Truist Finl Corp Fixed 5.1% Due 12-31-2049 |
|
|
453,102 |
| |
Twilio Inc |
Twilio Inc 3.625% 03-15-2029 |
|
|
293,738 |
| |
Uber Technologies |
Uber Technologies 7.5% Due 09-15-2027 |
|
|
127,382 |
| |
Ubs Group Ag |
Pvtpl Ubs Group Ag 5.711% 01-12-2027 |
|
|
502,964 |
| |
Ubs Group Ag |
Pvtpl Ubs Group Ag 2.593% 09-11-2025 |
|
|
489,172 |
| |
Ubs Group Ag |
Pvtpl Ubs Group Ag 6.373% 07-15-2026 |
|
|
404,516 |
| |
Ubs Group Ag |
Ubs Group Ag Sr Nt 3.75% 03-26-2025 |
|
|
244,955 |
| |
Ukg Inc |
Ukg Inc Term Loan Due 05-03-2027 Beo |
|
|
242,946 |
| |
Ukg Inc |
Ukg Inc Tl 05-03-2026 |
|
|
97,650 |
| |
Uniti Group Lp |
Uniti Group Lp / 4.75% Due 04-15-2028 |
|
|
66,398 |
| |
Universal Health Svcs Inc |
Universal Health Svcs Inc Sr Secd Nt 2.65% 01-15-2032 |
|
119,213 |
| |
Univision |
Univision 5.125% Due 02-15-2025 |
|
|
141,475 |
| |
Us Foods Inc |
Pvtpl Us Foods Inc 6.875% Due 09-13-2028 |
|
|
51,468 |
| |
Usa Compression |
Usa Compression Fixed 6.875% Due 04-01-2026 |
|
|
117,499 |
| |
Utd Contl Hldgs |
Utd Contl Hldgs Fixed 4.15% Due 04-11-2024 |
|
|
192,398 |
| |
Uwm |
Uwm Mtg Tr Fltg Rt 5% Due 12-25-2051 |
|
|
321,612 |
| |
Venture 38 Clo Ltd |
Venture 38 Clo Ltd / Venture 38 Clo 6.73904% 07-30-2032 |
|
298,163 |
| |
Venture Global |
Pvtpl Venture Global Lng Inc 9.5% 02-01-2029 |
|
|
353,343 |
| |
Venture Global |
Venture Global 4.125% Due 08-15-2031 |
|
|
266,915 |
| |
Venture Global |
Pvtpl Venture Global Lng Inc 9.875% 02-01-2032 |
|
|
179,183 |
| |
Venture Global |
Pvtpl Venture Global Lng Inc 8.125% Due 06-01-2028 |
|
47,463 |
| |
Venture Xxviii Clo Ltd |
Venture Xxviii Clo Ltd / Venture Sr Secdnt Cl A1R Fltg 144A 6.56942% 07-20-2030 |
261,674 |
| |
Verint Sys Inc |
Verint Sys Inc Sr Nt Conv .25% 04-15-2026 |
|
|
92,203 |
| |
Verizon Communications Inc |
Verizon Communications Inc Term Loan B2 Due 07-21-2027 Beo |
108,830 |
| |
Verscend Holding Corp |
Verscend Hldg Corp Term B-1 Loan Due 08-27-2025 Beo |
|
889,458 |
| |
Verscend Holding Corp |
Verscend Holding Corp Initial Term Loan (Second Lien) 04-02-2029 |
55,278 |
| |
Vertical Midco Gmbh |
Vertical Midco Gmbh Term Loan (Usd) Sr Sec Tl 06-29-2027 |
|
20,709 |
| |
Vertiv Group Corp |
Vertiv Group Corp Term B-1 Loan Sr Secd Tl 03-02-2027 |
|
86,027 |
| |
Viacom Inc |
Viacom Inc 6.875% Due 04-30-2036 |
|
|
111,898 |
| |
Viacom Inc |
Viacom Inc New 4.375% Due 03-15-2043 |
|
|
100,062 |
| |
Viacom Inc |
Viacom Inc New 5.25% Due 04-01-2044 |
|
|
81,998 |
| |
Viasat Inc 6 |
Viasat Inc 6.5% Due 07-15-2028 |
|
|
26,280 |
| |
Vital Energy Inc |
Vital Energy Inc 9.75% 10-15-2030 |
|
|
101,699 |
| |
Vital Energy Inc |
Vital Energy Inc 10.125% Due 01-15-2028 |
|
|
87,343 |
| |
|
|
|
|
|
| |
|
|
|
|
(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, 2023 |
|
|
|
|
| |
|
|
|
|
(e) |
| |
(b) |
(c) |
(d) |
|
Current |
| (a) |
Identity of Issuer |
Description of Investment |
Cost** |
|
Value |
| |
Corporate Debt Instruments (continued) |
|
|
|
|
| |
Vmware Inc |
Vmware Inc Fixed 1% Due 08-15-2024 |
|
|
388,484 |
| |
Wand Newco 3, Inc. |
Wand Newco 3, Inc. (Aka Caliber Collision) Term Loan 02-05-2026 |
284,503 |
| |
Wayfair Inc |
Wayfair Inc Sr Nt Conv 1.0% Due 08-15-2026 Reg |
|
126,585 |
| |
Waystar Technologies, Inc. |
Waystar Technologies, Inc. Initial Term Loan (First Lien) 10-22-2026 |
323,465 |
| |
Wellfleet Clo 2017-1 Ltd |
Wellfleet Clo 2017-1 Ltd / Sr Secd Nt Cla-1-R-R Fltg 6.46942% 04-20-2029 |
45,601 |
| |
Wells Fargo & Co |
Wells Fargo & Co Medium Term Sr Nts 4.897%07-25-2032 |
|
975,549 |
| |
Wells Fargo & Co |
Wells Fargo & Co Var Rt 3.908% Due 04-25-2026 |
|
|
196,046 |
| |
Wells Fargo Coml |
Wells Fargo Coml Fltg Rt 6.45848% Due 02-15-2037 |
|
395,742 |
| |
Wells Fargo Coml |
Wells Fargo Coml 3.862% Due 12-15-2039 |
|
|
272,869 |
| |
Wells Fargo Home |
Wells Fargo Home Fltg Rt 5.95034% Due 10-25-2034 |
|
22,720 |
| |
Western Dig Corp |
Western Dig Corp 4.75% Due 02-15-2026 |
|
|
326,812 |
| |
Western Dig Corp |
Western Dig Corp 3.1% Due 02-01-2032 |
|
|
19,888 |
| |
Western Gas Partners Lp |
Western Gas Partners Lp 4.75% 08-15-2028 |
|
|
79,081 |
| |
Western Gas Partners Lp |
Westn Gas Partners 5.3% 03-01-2048 |
|
|
54,014 |
| |
Western Gas Partners Lp |
Westn Gas Partners 4.5% 03-01-2028 |
|
|
32,886 |
| |
Westinghouse Air Brake Technologies Corp |
Westinghouse Air Brake Technologies Corp 4.7% 09-15-2028 |
|
692,776 |
| |
Westn Midstream Step Cpn |
Westn Midstream Step Cpn 5.75% Due 02-01-2050 |
|
106,737 |
| |
William Morris Endeavor Entmt Llc |
William Morris Endeavor Entmt Llc (Img Hldngs, Llc) Term B-1 Ln 05-18-25 |
240,452 |
| |
Wind Riv - Clo Ltd |
Wind Riv 2019-3 Clo Ltd / Wind Riv 1.16431% 04-15-2031 |
|
399,103 |
| |
Wind Riv - Clo Ltd |
Wind Riv 2019-3 Clo Ltd / Wind Riv 1.16431% 04-15-2031 |
|
399,103 |
| |
Wind Riv - Clo Ltd |
Wind Riv 2019-3 Clo Ltd / Wind Riv 1.16431% 04-15-2031 |
|
99,776 |
| |
Ww International Inc |
Ww Intl Inc Sr Secd Nt 144A 4.5% 04-15-2029 |
|
|
130,652 |
| |
Ww International Inc |
Ww International Inc Term Loan B 04-13-2028 |
|
|
54,156 |
| |
Wyndham |
Wyndham 6.625% Due 07-31-2026 |
|
|
358,550 |
| |
Wyndham |
Wyndham 4.625% Due 03-01-2030 |
|
|
182,437 |
| |
Wyndham |
Wyndham Step Cpn 5.65% Due 04-01-2024 |
|
|
59,925 |
| |
Zayo Group Hldgs |
Zayo Group Hldgs 4% Due 03-01-2027 |
|
|
255,789 |
| |
Zayo Group Holdings Inc |
Zayo Group Holdings Inc Incremental Term Loan (1St Lien) Senior Secured 3-9-27 |
34,042 |
| |
Ziff Davis Inc |
Ziff Davis Inc 1.75% 11-01-2026 |
|
|
274,995 |
| |
Ziggo Bd Fin B V |
Ziggo Bd Fin B V 6% Due 01-15-2027 |
|
|
184,919 |
| |
|
Corporate Debt Instruments |
|
|
298,279,238 |
| |
Derivative Investments |
|
|
|
|
| |
Barclays |
Otc Der Cash Coll Rec From Barclays |
|
|
233,000 |
| |
Barclays |
Lch_Ois Barcus31 17/03/2031 Jpy P 0.25% / R 1Dtonar Swu01E113 |
230,530 |
| |
Barclays |
Cme_Ois Barcus31 12/21/2032 Usd P 2% / R 1Dsofr Swu01Jhw7 |
219,647 |
| |
Barclays |
Ccp Due From Barclays |
|
|
204,000 |
| |
Barclays |
Lch_Ois Barcus31 20/03/2038 Jpy P 0.75% / R 1Dtonar Swu01E2M6 |
49,403 |
| |
Barclays |
Lch_Ois Barcus31 08/22/2030 Usd P 1Dsofr / R 3.8% Swu01X053 |
2,463 |
| |
Barclays |
Lch_Ois Barcus31 17/03/2024 Jpy P 1Dtonar / R 0 Swu01B8C8 |
|
711 |
| |
Barclays |
Lch_Irs Barcus31 13/09/2024 Nzd P 3Mbbr / R 4.5% Swu01L976 |
- |
| |
Barclays |
Lch_Irs Barcus31 14/06/2024 Nzd P 3Mbbr / R 4% Swu01J5I1 |
|
- |
| |
Barclays |
Lch_Ois Barcus31 02/22/2030 Usd P 1Dsofr / R 3.47% Swu01Oyi8 |
- |
| |
Barclays |
Lch_Ois Barcus31 02/23/2030 Usd P 1Dsofr / R 3.34% Swu01P0U5 |
- |
| |
Barclays |
Lch_Ois Barcus31 11/07/2024 Usd P 1Dsofr / R 3.087% Swu01Yvd0 |
- |
| |
Barclays |
Lch_Ois Barcus31 11/08/2024 Usd P 1Dsofr / R 3.02% Swu01Yvu2 |
- |
| |
|
|
|
| |
|
|
|
|
(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, 2023 |
|
|
|
|
| |
|
|
|
|
(e) |
| |
(b) |
(c) |
(d) |
|
Current |
| (a) |
Identity of Issuer |
Description of Investment |
Cost** |
|
Value |
| |
Derivative Investments (continued) |
|
|
|
|
| |
Barclays |
Lch_Ois Barcus31 12/11/2024 Usd P 1Dsofr / R 3.75% Swu01Zor4 |
- |
| |
Citibank |
Ccp Due Receivable From Citibank |
|
|
141,000 |
| |
CitiBank |
Otc Derivative Cash Coll Receivable Fromcitibank |
|
|
194 |
| |
Citigroup |
Ccp Due From Citigroup Global Markets Inc |
|
|
116,000 |
| |
Goldman Sachs Bank Usa |
Ice_Cdx Goldus33 12/20/2028 Sell Cdx.Na.Ig.41 Swpc0M330 |
|
946,578 |
| |
Goldman Sachs Bank Usa |
Lch_Irs Goldus33 20/03/2034 Eur P 6Meurib / R 3% Swu01Xdo8 |
790,215 |
| |
Goldman Sachs Bank Usa |
Lch_Irs Goldus33 08/11/2052 Eur P 0.197% / R 6Meurib Swu01Mmu8 |
737,607 |
| |
Goldman Sachs Bank Usa |
Lch_Irs Goldus33 04/11/2052 Eur P 0.195% / R 6Meurib Swu01Mk06 |
270,641 |
| |
Goldman Sachs Bank Usa |
Otc Derivative Cash Collateral Receivable From Usd Gsamus33 |
260,000 |
| |
Goldman Sachs Bank Usa |
Lch_Ois Goldus33 11/15/2053 Usd P 2.285% / R 1Dsofr Swu01Ys28 |
259,960 |
| |
Goldman Sachs Bank Usa |
Lch_Ois Goldus33 02/13/2054 Usd P 2.865% / R 1Dsofr Swu01Or47 |
204,304 |
| |
Goldman Sachs Bank Usa |
Lch_Rpi Goldus33 02/26/2026 Usd P 2.314% / R Cpi Swu0En655 |
158,083 |
| |
Goldman Sachs Bank Usa |
Lch_Ois Goldus33 11/15/2028 Usd P 1.84% / R 1Dsofr Swu01Tzl9 |
128,937 |
| |
Goldman Sachs Bank Usa |
Lch_Ois Goldus33 11/21/2053 Usd P 2.236% / R 1Dsofr Swu01Ys44 |
125,096 |
| |
Goldman Sachs Bank Usa |
Lch_Rpi Goldus33 03/05/2026 Usd P 2.419% / R Cpi Swu0En705 |
112,182 |
| |
Goldman Sachs Bank Usa |
Lch_Rpi Goldus33 02/24/2031 Usd P 2.311% / R Cpi Swu0Ps017 |
104,870 |
| |
Goldman Sachs Bank Usa |
Lch_Irs Goldus33 15/08/2032 Eur P 6Meurib / R 2.879% Swu01Qdx3 |
78,224 |
| |
Goldman Sachs Bank Usa |
Lch_Rpi Goldus33 05/13/2026 Usd P 2.768% / R Cpi Swu0Eq088 |
64,984 |
| |
Goldman Sachs Bank Usa |
Lch_Ois Goldus33 11/21/2028 Usd P 1.84% / R 1Dsofr Swu01P597 |
64,153 |
| |
Goldman Sachs Bank Usa |
Lch_Ois Goldus33 10/31/2025 Usd P 1Dsofr / R 4.606% Swu01Ypq8 |
56,574 |
| |
Goldman Sachs Bank Usa |
Lch_Rpi Goldus33 05/25/2026 Usd P 2.703% / R Cpi Swu0Zn009 |
49,841 |
| |
Goldman Sachs Bank Usa |
Lch_Rpi Goldus33 05/14/2026 Usd P 2.813% / R Cpi Swu0Jl852 |
34,893 |
| |
Goldman Sachs Bank Usa |
Lch_Rpi Goldus33 15/09/2053 Eur P Cptfe / R 2.763% Swu0Gh854 |
33,001 |
| |
Goldman Sachs Bank Usa |
Lch_Rpi Goldus33 08/26/2028 Usd P 2.573% / R Cpi Swu0Eq690 |
24,009 |
| |
Goldman Sachs Bank Usa |
Lch_Rpi Goldus33 15/10/2053 Eur P Cptfe / R 2.736% Swu0Nl451 |
20,330 |
| |
Goldman Sachs Bank Usa |
Lch_Rpi Goldus33 15/04/2053 Eur P Cptfe / R 2.7% Swu0K8A23 |
17,362 |
| |
Goldman Sachs Bank Usa |
Put Swo Usd Gscmus33 P 2.697% / R 1Dsofr 317U388O2 04/02/2024 |
15,466 |
| |
Goldman Sachs Bank Usa |
Call Swo Usd Gscmus33 P 1Dsofr / R 2.697% 317U391O7 04/02/2024 |
15,466 |
| |
Goldman Sachs Bank Usa |
Lch_Rpi Goldus33 15/11/2033 Eur P Cptfe / R 2.356% Swu0Wr565 |
13,959 |
| |
Goldman Sachs Bank Usa |
Lch_Rpi Goldus33 15/05/2032 Eur P 2.6% / R Cptfe Swu07Ku29 |
12,173 |
| |
Goldman Sachs Bank Usa |
Ice_Cdx Goldus33 06/20/2028 Sell Cdx.Na.Ig.40 Swpc0Lpd6 |
|
12,033 |
| |
Goldman Sachs Bank Usa |
Lch_Rpi Goldus33 09/10/2028 Usd P 2.645% / R Cpi Swu0Eq781 |
10,424 |
| |
Goldman Sachs Bank Usa |
Lch_Rpi Goldus33 15/11/2033 Eur P Cptfe / R 2.363% Swu0Gk337 |
9,589 |
| |
Goldman Sachs Bank Usa |
Lch_Rpi Goldus33 15/08/2030 Eur P 2.359% / R Cptfe Swu0Ea125 |
9,582 |
| |
Goldman Sachs Bank Usa |
Lch_Rpi Goldus33 15/10/2053 Eur P Cptfe / R 2.682% Swu0Kh016 |
8,187 |
| |
Goldman Sachs Bank Usa |
Lch_Rpi Goldus33 15/11/2033 Eur P Cptfe / R 2.39% Swu0Yu459 |
8,089 |
| |
Goldman Sachs Bank Usa |
Lch_Rpi Goldus33 15/05/2027 Eur P 3% / R Cptfe Swu0Ea018 |
|
7,495 |
| |
Goldman Sachs Bank Usa |
Lch_Rpi Goldus33 15/12/2052 Eur P Cptfe / R 2.59% Swu0Xl419 |
6,895 |
| |
Goldman Sachs Bank Usa |
Lch_Ois Goldus33 03/22/2026 Usd P 1Dsofr / R 3.9% Swu020Dh4 |
5,613 |
| |
Goldman Sachs Bank Usa |
Lch_Rpi Goldus33 15/07/2032 Eur P 2.47% / R Cptfe Swu0Ea166 |
5,078 |
| |
Goldman Sachs Bank Usa |
Lch_Ois Goldus33 10/31/2025 Usd P 1Dsofr / R 4.611% Swu01Ypr6 |
4,467 |
| |
Goldman Sachs Bank Usa |
Ice_Cds Goldus33 12/20/2026 Sell General Electric Co 2. Swpc0Kbe1 |
3,861 |
| |
Goldman Sachs Bank Usa |
Lch_Rpi Goldus33 15/06/2032 Eur P 2.57% / R Cptfe Swu0Kt325 |
2,372 |
| |
Goldman Sachs Bank Usa |
Ice_Cdx Goldus33 12/20/2027 Sell Cdx.Na.Ig.39 Swpc0Lb90 |
|
1,911 |
| |
Goldman Sachs Bank Usa |
Lch_Rpi Goldus33 09/12/2024 Usd P Cpi / R 2.565% Swu0Jd9F7 |
1,734 |
| |
|
|
|
| |
|
|
|
|
(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, 2023 |
|
|
|
|
| |
|
|
|
|
(e) |
| |
(b) |
(c) |
(d) |
|
Current |
| (a) |
Identity of Issuer |
Description of Investment |
Cost** |
|
Value |
| |
|
|
|
|
|
| |
Derivative Investments (continued) |
|
|
|
|
| |
Goldman Sachs Bank Usa |
Lch_Rpi Goldus33 15/05/2027 Eur P 3.13% / R Cptfe Swu04Am49 |
1,123 |
| |
Goldman Sachs Bank Usa |
Lch_Rpi Goldus33 09/12/2024 Usd P Cpi / R 2.56% Swu0Jd9E0 |
917.00 |
| |
Goldman Sachs Bank Usa |
Ice_Cds Goldus33 12/20/2024 Sell General Electric Co 2. Swpc0Iit6 |
787.00 |
| |
Goldman Sachs Bank Usa |
Ice_Cds Goldus33 12/20/2024 Sell Boeing Co 8.75% 08/15/ Swpc0Iy50 |
709.00 |
| |
Goldman Sachs Bank Usa |
Lch_Rpi Goldus33 09/07/2024 Usd P Cpi / R 2.5% Swu0Jd9A8 |
|
440.00 |
| |
Goldman Sachs Bank Usa |
Cds / Sts Gsilgb2X 10-17-2057 Swpc0Atk0 |
|
|
256.00 |
| |
Goldman Sachs Bank Usa |
Lch_Rpi Goldus33 09/08/2024 Usd P Cpi / R 2.51% Swu0Jd9B6 |
89.00 |
| |
Goldman Sachs Bank Usa |
Lch_Ois Goldus33 20/09/2027 Jpy P 0.3% / R 1Dtonar Swu01E2S3 |
6.00 |
| |
Goldman Sachs Bank Usa |
Lch_Irs Goldus33 11/05/2027 Eur P 6Meurib / R 0.65% Swu01Ioa9 |
0.00 |
| |
Goldman Sachs Bank Usa |
Lch_Irs Goldus33 12/04/2027 Eur P 6Meurib / R 0.65% Swu01Hy44 |
0.00 |
| |
Goldman Sachs Bank Usa |
Lch_Irs Goldus33 13/05/2027 Eur P 6Meurib / R 1% Swu01Iqw9 |
0.00 |
| |
Goldman Sachs Bank Usa |
Lch_Irs Goldus33 20/03/2054 Eur P 2.75% / R 6Meurib Swu01Xds9 |
0.00 |
| |
Goldman Sachs Bank Usa |
Lch_Ois Goldus33 02/13/2034 Usd P 1Dsofr / R 3.085% Swu01Or39 |
0.00 |
| |
Goldman Sachs Bank Usa |
Lch_Ois Goldus33 11/15/2028 Usd P 1Dsofr / R 2.3% Swu01Ys10 |
0.00 |
| |
Goldman Sachs Bank Usa |
Lch_Ois Goldus33 11/21/2028 Usd P 1Dsofr / R 2.34% Swu01Ys36 |
0.00 |
| |
Goldman Sachs Bank Usa |
Lch_Ois Goldus33 12/20/2025 Usd P 4.25% / R 1Dsofr Swu01Va64 |
0.00 |
| |
Goldman Sachs Bank Usa |
Lch_Ois Goldus33 12/22/2025 Usd P 4.868% / R 1Dsofr Swu020A20 |
0.00 |
| |
Goldman Sachs Bank Usa |
Lch_Rpi Goldus33 02/05/2028 Usd P Cpi / R 2.335% Swu0Y9274 |
0.00 |
| |
Goldman Sachs Bank Usa |
Lch_Rpi Goldus33 11/04/2029 Usd P Cpi / R 1.76% Swu0Fc880 |
0.00 |
| |
Goldman Sachs Bank Usa |
Lch_Rpi Goldus33 15/03/2031 Eur P Cptfe / R 1.38% Swu086Fc4 |
0.00 |
| |
Goldman Sachs Bank Usa |
Lch_Rpi Goldus33 15/05/2037 Eur P Cptfe / R 2.488% Swu01Ja46 |
0.00 |
| |
Goldman Sachs Bank Usa |
Lch_Rpi Goldus33 15/06/2032 Eur P 2.72% / R Cptfe Swu0Ea042 |
0.00 |
| |
GSC |
Ccp Due Receivable From Gsc |
|
|
1,005,000.00 |
| |
HSBC |
Hsbc (Ryanair Holdings Plc) 31/10/2024 |
|
|
6,020,084.00 |
| |
HSBC |
Otc Derivative Cash Coll Receivable Fromhsbc |
|
|
160,000.00 |
| |
Merrill Lynch |
Otc Derivative Cash Coll Receivable Frommerrill Lynch Intl |
|
17,550,211.00 |
| |
Not Applicable |
New Zealand Dollar |
|
|
145,751.00 |
| |
Not Applicable |
United States Dollar |
|
|
74,733.00 |
| |
Not Applicable |
Brazilian Real |
|
|
37,698.84 |
| |
Not Applicable |
Japanese Yen |
|
|
28,696.00 |
| |
Not Applicable |
Japanese Yen |
|
|
26,580.21 |
| |
Not Applicable |
Brazilian Real |
|
|
7,342.68 |
| |
Not Applicable |
Brazilian Real |
|
|
3,291.36 |
| |
Not Applicable |
New Zealand Dollar |
|
|
1,591.83 |
| |
Not Applicable |
Danish Krone |
|
|
1,205.27 |
| |
Not Applicable |
Mexican Peso |
|
|
677.86 |
| |
Not Applicable |
Danish Krone |
|
|
614.96 |
| |
Not Applicable |
Brazilian Real |
|
|
542.88 |
| |
Not Applicable |
Japanese Yen |
|
|
443.50 |
| |
Not Applicable |
Mexican Peso |
|
|
392.69 |
| |
Not Applicable |
Danish Krone |
|
|
193.83 |
| |
Not Applicable |
Japanese Yen |
|
|
185.15 |
| |
Not Applicable |
New Zealand Dollar |
|
|
99.00 |
| |
Not Applicable |
Euro |
|
|
43.80 |
| |
|
|
|
|
|
| |
|
|
|
|
(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, 2023 |
|
|
|
|
| |
|
|
|
|
(e) |
| |
(b) |
(c) |
(d) |
|
Current |
| (a) |
Identity of Issuer |
Description of Investment |
Cost** |
|
Value |
| |
Derivative investments (continued) |
|
|
|
|
| |
Not Applicable |
Mexican Peso |
|
|
20.29 |
| |
Not Applicable |
Euro |
|
|
0.00 |
| |
Not Applicable |
British Pound Sterling |
|
|
0.00 |
| |
Not Applicable |
Canadian Dollar |
|
|
0.00 |
| * |
PIMCO |
FUT CALL APR 24 LIF 3M EURIBR 9675 |
|
|
39,919 |
| |
RBC |
Otc Derivative Cash Coll Receivable Fromrbc |
|
|
100,000.00 |
| |
Wells Fargo |
Swap Coll Recievable From Wells Fargo Bank, N.A.Charlotte,Nc,Us |
70,000.00 |
| |
|
Derivative Investments Total |
|
|
31,172,831 |
| |
Collective Trust Fund |
|
|
|
|
| |
Blackrock |
Mfo Blackrock Equity Non Lending Class F |
|
|
2,993,927,263 |
| * |
Blackrock |
Mfo Blackrock Midcap Equity Index (S&P Midcap 400) Nl Cl F |
520,664,729 |
| * |
Blackrock |
Mfo Blackrock Russell 2000 Index Nl |
|
|
443,657,248 |
| * |
Blackrock |
Mfo Blackrock Msci Acwi Ex Us Imi Index Nl Und Cl F |
|
412,985,612 |
| * |
Blackrock |
Mfo Blackrock Us Debt Index Non Lendablefund F |
|
|
236,225,335 |
| * |
Blackrock |
Mfo Blackrock Emerging Markets Index Nl Fund F |
|
|
167,017,667 |
| * |
JP Morgan |
Mfo Jpmorgan Tr I Large Cap Growth Fd Clr6 Mfo |
|
|
214,407,794 |
| |
Northern Trust |
Nt Collective Short Term Invt Fd |
|
|
22,135,324 |
| * |
Northern Trust |
Nt Collective Short Term Invt Fd |
|
|
15,811,226 |
| * |
Northern Trust |
Nt Collective Short Term Invt Fd |
|
|
10,096,376 |
| * |
Northern Trust |
Nt Collective Short Term Invt Fd |
|
|
6,248,924 |
| * |
Northern Trust |
Nt Collective Short Term Invt Fd |
|
|
5,456,597 |
| * |
Northern Trust |
Nt Collective Short Term Invt Fd |
|
|
4,763,643 |
| * |
Northern Trust |
Nt Collective Short Term Invt Fd |
|
|
4,628,987 |
| * |
Northern Trust |
Nt Collective Short Term Invt Fd |
|
|
4,220,394 |
| * |
Northern Trust |
Nt Collective Short Term Invt Fd |
|
|
2,838,932 |
| * |
Northern Trust |
Nt Collective Short Term Invt Fd |
|
|
2,442,516 |
| * |
Northern Trust |
Nt Collective Short Term Invt Fd |
|
|
1,579,622 |
| * |
Northern Trust |
Nt Collective Short Term Invt Fd |
|
|
1,198,454 |
| * |
Northern Trust |
Nt Collective Short Term Invt Fd |
|
|
1,163,457 |
| * |
Northern Trust |
Nt Collective Short Term Invt Fd |
|
|
1,036,342 |
| * |
Northern Trust |
Nt Collective Short Term Invt Fd |
|
|
314,193 |
| * |
Northern Trust |
Nt Collective Short Term Invt Fd |
|
|
291,033 |
| * |
Northern Trust |
Nt Collective Short Term Invt Fd |
|
|
52 |
| * |
Northern Trust |
Nt Collective Short Term Invt Fd |
|
|
23 |
| * |
PIMCO |
Mfo Pimco Short Term Floating Nav Ii |
|
|
34,753,102 |
| * |
State Street |
Mfo Ssga Target Retirement 2035 Nl Fund |
|
|
612,146,936 |
| * |
State Street |
Mfo St Str Bk & Tr Co Invt Fds Tx Exmp Ssga Target Ret 2030 Non-Len Ser Fd Cl A |
487,344,160 |
| * |
State Street |
Mfo St Str Bk & Tr Co Invt Fds Tx Exmp Ssga Target Ret 2040 Non-Len Ser Fd Cl A |
474,239,920 |
| * |
State Street |
Mfo Ssga Target Retirement 2045 Nl Fund |
|
|
461,778,187 |
| * |
State Street |
Mfo State Street Retirement 2050 Nl Fund |
|
|
402,555,285 |
| * |
State Street |
Mfo Ssga Target Retirement 2025 Nl Fund |
|
|
331,159,489 |
| * |
State Street |
Mfo Ssga Target Retirement 2055 Nl Fund |
|
|
272,458,219 |
| * |
State Street |
Mfo St Str Bk & Tr Co Invt Fds Tx Exmp Ssga Target Ret Inc Non-Len Ser Fd Cl A |
192,169,463 |
| * |
State Street |
Mfo Ssga Target Retirement 2060 Nl Fund |
|
|
151,096,916 |
| * |
State Street |
Mfo St Str Bk & Tr Co Invt Fds Tx Exmp Ssga Target Ret 2020 Non-Len Ser Fd Cl A |
120,230,672 |
| |
|
|
|
| |
|
|
|
|
(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, 2023 |
|
|
|
|
| |
|
|
|
|
(e) |
| |
(b) |
(c) |
(d) |
|
Current |
| (a) |
Identity of Issuer |
Description of Investment |
Cost** |
|
Value |
| |
Collective Trust Fund (continued) |
|
|
|
|
| * |
State Street |
Mfo Ssga Target Retirement 2065 |
|
|
68,409,523 |
| * |
State Street |
Mfo Ssga Us Hi Yield Bd Index Nl Sf Cl A |
|
|
66,705,242 |
| * |
State Street |
Mfo Ssga Global Reit |
|
|
59,711,726 |
| * |
TS&W |
Mfo Ts&W Collective Invt Tr
Intl Large Cap Equity Tr Cl V |
|
296,797,975 |
| * |
Wellington |
Mfo Wellington Opportunistic Emerging
Markets Debt (Series 1) |
59,738,355 |
| * |
William Blair |
Mfo William Blair Collective Invt
Tr Emerging Mkts Growth Coll Invt Fd Cl 6 |
303,645,902 |
| |
|
Collective Trust Fund
Total |
|
|
9,468,052,815 |
| |
Repurchase Agreements |
|
|
| * |
Blackrock |
Agreement to repurchase W/Bank Of N 5.33% From 12-29-2023 To 01-02-2024 |
100,000,000 |
| * |
Blackrock |
Agreement to repurchase W/Goldman, 5.35% From 12-29-2023 To 01-02-2024 |
100,000,000 |
| * |
Blackrock |
Agreement to repurchase W/Mizuho SE 5.35% From 12-29-2023 To 01-02-2024 |
100,000,000 |
| * |
Blackrock |
Agreement to repurchase W/TD Securi 5.35% From 12-29-2023 To 01-02-2024 |
75,000,000 |
| * |
Blackrock |
Agreement to repurchase W/Natxis C 5.33% From 12-29-2023 To 01-02-2024 |
83,000,000 |
| * |
Blackrock |
Agreement to repurchase W/BNP PARIB 5.35% From 12-29-2023 To 01-02-2024 |
90,000,000 |
| * |
Blackrock |
Agreement to repurchase W/BOfA Secu 5.34% From 12-29-2023 To 01-02-2024 |
90,000,000 |
| |
|
Repurchase Agreement Total |
638,000,000 |
| |
|
|
|
| |
Participant-directed investments at fair value |
|
18,638,890,270 |
| |
|
|
|
| |
Various Participants |
Participant Loans (secured by account,
rates ranging from 4.25% to 9.5% with maturity dates ranging from
2023 to 2051)
|
130,654,048 |
| |
* Party-in-interest |
|
|
|
|
| |
** Cost information is not required for Participant-directed investments and therefore is not included. |
|
|
| |
See Report of Independent Registered Public Accounting Firm |
|
|
|
Exhibit 23
CONSENT OF INDEPENDENT REGISTERED
PUBLIC ACCOUNTING FIRM
We consent to the incorporation by reference in Registration Statement
Nos. 033-63026, 333-62869, 333-55972, 333-85150, 333-108223, 333-159505, and 333-231913 on Forms S-8 of our report dated June 14, 2024,
relating to the financial statements and supplemental schedule of Morgan Stanley 401(k) Plan, appearing in this Annual Report on Form
11-K of Morgan Stanley 401(k) Plan, for the year ended December 31, 2023.
/s/ DELOITTE & TOUCHE LLP
New York, New York
June 18, 2024
Morgan Stanley (PK) (USOTC:MSTLW)
Historical Stock Chart
From May 2024 to Jun 2024
Morgan Stanley (PK) (USOTC:MSTLW)
Historical Stock Chart
From Jun 2023 to Jun 2024
