0001752724-20-271451.txt : 20201228
0001752724-20-271451.hdr.sgml : 20201228
20201228102527
ACCESSION NUMBER: 0001752724-20-271451
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20201031
FILED AS OF DATE: 20201228
PERIOD START: 20201031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Morgan Stanley Emerging Markets Domestic Debt Fund, Inc.
CENTRAL INDEX KEY: 0001388141
IRS NUMBER: 000000000
STATE OF INCORPORATION: MD
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22011
FILM NUMBER: 201415277
BUSINESS ADDRESS:
STREET 1: 522 FIFTH AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10036
BUSINESS PHONE: 800-869-6397
MAIL ADDRESS:
STREET 1: 522 FIFTH AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10036
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001388141
XXXXXXXX
Morgan Stanley Emerging Markets Domestic Debt Fund, Inc.
811-22011
0001388141
541YGIXZ6JJP4EZDJI96
522 FIFTH AVENUE
NEW YORK
10036
800-869-6397
Morgan Stanley Emerging Markets Domestic Debt Fund, Inc.
541YGIXZ6JJP4EZDJI96
2020-10-31
2020-10-31
N
578843233.86
132486094.53
446357139.33
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
128000000.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
8225358.08000000
BRL
IDR
HUF
MXN
UYU
PEN
CNY
EGP
THB
USD
TRY
MYR
COP
PLN
CLP
INR
RON
CZK
RUB
ZAR
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
116500000.00000000
PA
32643602.54000000
7.313337160686
Long
DBT
NUSS
PL
N
2
2022-09-23
Fixed
5.75000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
141460000.00000000
PA
5210003.50000000
1.167227549629
Long
DBT
NUSS
TH
N
2
2025-12-12
Fixed
3.85000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
63000000.00000000
PA
2156035.39000000
0.483029215850
Long
DBT
NUSS
TH
N
2
2026-12-17
Fixed
2.13000000
N
N
N
N
N
N
FINDETER
54930036EU95I2CWYJ76
Financiera de Desarrollo Territorial SA Findeter
31772MAA0
21492000000.00000000
PA
6075762.66000000
1.361188636776
Long
DBT
NUSS
CO
N
2
2024-08-12
Fixed
7.88000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-60526.82000000
-0.01356017741
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
20000000.00000000
ZAR
1163277.79000000
USD
2020-12-09
-60526.82000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
9477000000.00000000
PA
2804562.07000000
0.628322440234
Long
DBT
NUSS
CO
N
2
2030-09-18
Fixed
7.75000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
92163900.00000000
PA
5143520.33000000
1.152332936294
Long
DBT
NUSS
MX
N
2
2024-12-05
Fixed
10.00000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
72570000.00000000
PA
10968023.92000000
2.457230534379
Long
DBT
NUSS
CN
N
2
2023-10-18
Fixed
3.29000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
123320000.00000000
PA
18280763.58000000
4.095546361695
Long
DBT
NUSS
CN
N
2
2029-11-21
Fixed
3.13000000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
39120000.00000000
PA
10024037.28000000
2.245743687453
Long
DBT
NUSS
RO
N
2
2025-02-24
Fixed
4.75000000
N
N
N
N
N
N
TURKEY GOVERNMENT BOND
5493000PCHOG3B6S3Q85
Turkey Government Bond
000000000
4000000.00000000
PA
458141.89000000
0.102640206603
Long
DBT
NUSS
TR
N
2
2021-09-22
Fixed
9.20000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
329000000.00000000
PA
11386679.18000000
2.551024320366
Long
DBT
NUSS
TH
N
2
2023-06-16
Fixed
3.63000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
29300000.00000000
PA
1440383.45000000
0.322697526953
Long
DBT
NUSS
ZA
N
2
2040-01-31
Fixed
9.00000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-121691.61000000
-0.02726328298
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
68000000000.00000000
IDR
4512276.05000000
USD
2020-12-09
-121691.61000000
N
N
N
Indonesia Government
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
150953000000.00000000
PA
11279414.59000000
2.526993207038
Long
DBT
NUSS
ID
N
2
2024-05-15
Fixed
8.13000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
63417.36000000
0.014207761994
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
33000000.00000000
CZK
1474413.56000000
USD
2020-12-09
63417.36000000
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
441590000.00000000
PA
24986602.67000000
5.597894705460
Long
DBT
NUSS
ZA
N
2
2030-01-31
Fixed
8.00000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
28500000.00000000
PA
1173829.15000000
0.262979808447
Long
DBT
NUSS
TH
N
2
2029-06-22
Fixed
4.88000000
N
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
121649.88000000
0.027253933964
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
1630000000.00000000
INR
22046690.29000000
USD
2020-12-09
121649.88000000
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
265874.07000000
0.059565322602
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
20400000000.00000000
COP
5527901.00000000
USD
2020-12-09
265874.07000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-101830.35000000
-0.02281364876
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
45820000.00000000
ZAR
2701906.00000000
USD
2020-12-09
-101830.35000000
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
66900000.00000000
PA
19173936.64000000
4.295649145162
Long
DBT
NUSS
PL
N
2
2025-07-25
Fixed
3.25000000
N
N
N
N
N
N
SWAP CITIBANK BOC SWAP CASH COLLATERAL USD
N/A
SWAP CITIBANK BOC SWAP CASH COLLATERAL USD
000000000
-1382649.00000000
NS
USD
-1382649.00000000
-0.30976294051
Short
STIV
CORP
US
N
2
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
19500000.00000000
PA
5308567.69000000
1.189309461470
Long
DBT
NUSS
MY
N
2
2031-06-30
Fixed
4.23000000
N
N
N
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
40000000.00000000
PA
13525870.28000000
3.030279811431
Long
DBT
NUSS
PE
N
2
2028-08-12
Fixed
6.35000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED RON / SOLD USD
000000000
1.00000000
NC
-29474.14000000
-0.00660326393
N/A
DFE
RO
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1989299.51000000
USD
8200000.00000000
RON
2020-12-09
-29474.14000000
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEA2
224000000.00000000
PA
3962201.44000000
0.887675157598
Long
DBT
NUSS
DO
N
2
2026-06-05
Fixed
9.75000000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
6090000.00000000
PA
1686186.56000000
0.377766235022
Long
DBT
NUSS
RO
N
2
2027-07-26
Fixed
5.80000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
000000000
1466000000.00000000
PA
491777.69000000
0.110175831563
Long
DBT
NUSS
CO
N
2
2027-06-28
Fixed
9.85000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
342500000.00000000
PA
4809216.27000000
1.077436842887
Long
DBT
NUSS
RU
N
2
2033-03-23
Fixed
7.70000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-57760.38000000
-0.01294039568
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
18180000.00000000
MXN
795950.16000000
USD
2020-12-09
-57760.38000000
N
N
N
TURKEY GOVERNMENT BOND
5493000PCHOG3B6S3Q85
Turkey Government Bond
000000000
64936000.00000000
PA
6788464.23000000
1.520859337029
Long
DBT
NUSS
TR
N
2
2027-02-24
Fixed
11.00000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299008DH62LEB10JK83
Hungary Government Bond
000000000
1246570000.00000000
PA
4687367.22000000
1.050138287702
Long
DBT
NUSS
HU
N
2
2025-06-24
Fixed
5.50000000
N
N
N
N
N
N
TURKEY GOVERNMENT BOND
5493000PCHOG3B6S3Q85
Turkey Government Bond
000000000
19550000.00000000
PA
1999445.07000000
0.447947370798
Long
DBT
NUSS
TR
N
2
2023-03-08
Fixed
7.10000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
000000000
17260000.00000000
PA
415756.22000000
0.093144297103
Long
DBT
NUSS
UY
Y
2
2022-06-20
Fixed
9.88000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
246760000.00000000
PA
11572241.95000000
2.592597032808
Long
DBT
NUSS
ZA
N
2
2044-01-31
Fixed
8.75000000
N
N
N
N
N
N
INDIA GOVERNMENT BOND
N/A
India Government Bond
000000000
1445000000.00000000
PA
21741452.16000000
4.870864660669
Long
DBT
NUSS
IN
N
2
2024-07-28
Fixed
8.40000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
15850000000.00000000
PA
4279761.44000000
0.958819981332
Long
DBT
NUSS
CO
N
2
2028-04-28
Fixed
6.00000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
589548500.00000000
PA
30594597.38000000
6.854286553122
Long
DBT
NUSS
MX
N
2
2027-06-03
Fixed
7.50000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
-603059.88000000
-0.13510703131
N/A
DFE
CZ
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
12987758.37000000
USD
289650000.00000000
CZK
2020-12-09
-603059.88000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
250000000.00000000
PA
8447612.82000000
1.892568097528
Long
DBT
NUSS
TH
N
2
2023-12-17
Fixed
2.40000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
83127000.00000000
PA
16694326.91000000
3.740127677818
Long
DBT
NUSS
BR
N
2
2025-01-01
Fixed
10.00000000
N
N
N
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
3250000000.00000000
PA
4884666.36000000
1.094340367745
Long
DBT
NUSS
CL
N
2
2026-03-01
Fixed
4.50000000
N
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
9816.99000000
0.002199357674
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
26000000.00000000
CZK
1121510.97000000
USD
2020-12-09
9816.99000000
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
1245000.00000000
PA
336922.38000000
0.075482690946
Long
DBT
NUSS
PE
N
2
2040-08-12
Fixed
5.35000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
7500000000.00000000
PA
2110798.85000000
0.472894609273
Long
DBT
NUSS
CO
N
2
2025-11-26
Fixed
6.25000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
51588000000.00000000
PA
3840440.00000000
0.860396230194
Long
DBT
NUSS
ID
N
2
2034-03-15
Fixed
8.38000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
37242602.00000000
PA
1968023.54000000
0.440907821694
Long
DBT
NUSS
ZA
N
2
2032-03-31
Fixed
8.25000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
265087000.00000000
PA
3519944.94000000
0.788593847806
Long
DBT
NUSS
RU
N
2
2023-08-16
Fixed
7.00000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
38928500000.00000000
PA
12254219.57000000
2.745384466885
Long
DBT
NUSS
CO
N
2
2024-07-24
Fixed
10.00000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-32845.60000000
-0.00735859183
N/A
DFE
PL
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1119186.32000000
USD
4300000.00000000
PLN
2020-12-09
-32845.60000000
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
4770000000.00000000
PA
7482726.26000000
1.676398919311
Long
DBT
NUSS
CL
N
2
2035-03-01
Fixed
5.00000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
27854000.00000000
PA
7292342.85000000
1.633746210701
Long
DBT
NUSS
MY
N
2
2025-09-15
Fixed
3.96000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299008DH62LEB10JK83
Hungary Government Bond
000000000
2980570000.00000000
PA
10221677.50000000
2.290022181642
Long
DBT
NUSS
HU
N
2
2027-10-27
Fixed
3.00000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
3600000.00000000
PA
946635.11000000
0.212080199147
Long
DBT
NUSS
MY
N
2
2026-11-30
Fixed
3.90000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD RUB
000000000
1.00000000
NC
401767.27000000
0.090010270834
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
522000000.00000000
RUB
6948650.54000000
USD
2020-12-09
401767.27000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
32160000000.00000000
PA
2386546.87000000
0.534672050632
Long
DBT
NUSS
ID
N
2
2039-04-15
Fixed
8.38000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
549300OJY9IZ31SGS926
Morgan Stanley Institutional Liquidity Funds - Treasury Securities Portfolio
61747C525
3502362.45000000
NS
USD
3502362.45000000
0.784654739757
Long
STIV
RF
US
N
1
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
10450000.00000000
PA
2932813.09000000
0.657055266193
Long
DBT
NUSS
PL
N
2
2027-07-25
Fixed
2.50000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
961800000.00000000
PA
13719073.07000000
3.073564162229
Long
DBT
NUSS
RU
N
2
2027-02-03
Fixed
8.15000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BJ0
213800000.00000000
PA
5149981.41000000
1.153780449827
Long
DBT
NUSS
UY
N
2
2022-06-20
Fixed
9.88000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PDX3
22000000.00000000
PA
380370.39000000
0.085216602689
Long
DBT
NUSS
DO
N
2
2023-02-15
Fixed
8.90000000
N
N
N
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
3500000.00000000
PA
1156001.70000000
0.258985820577
Long
DBT
NUSS
PE
N
2
2029-02-12
Fixed
5.94000000
N
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
49973.98000000
0.011195962962
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
7750000.00000000
PEN
2193665.26000000
USD
2020-12-09
49973.98000000
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
80548000.00000000
PA
20941066.19000000
4.691549511548
Long
DBT
NUSS
MY
N
2
2024-07-15
Fixed
4.18000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD RON
000000000
1.00000000
NC
3301.41000000
0.000739634187
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
3700000.00000000
RON
887612.86000000
USD
2020-12-09
3301.41000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-681585.99000000
-0.15269969491
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
540800000.00000000
MXN
24713719.80000000
USD
2020-12-09
-681585.99000000
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BC5
69890000.00000000
PA
1711111.20000000
0.383350247868
Long
DBT
NUSS
UY
N
2
2028-03-15
Fixed
8.50000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
351000000.00000000
PA
4958329.42000000
1.110843533821
Long
DBT
NUSS
RU
N
2
2026-10-07
Fixed
7.95000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
50655.31000000
0.011348605306
N/A
DFE
CN
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
3524107.98000000
USD
24000000.00000000
CNY
2020-12-09
50655.31000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
1473563.62000000
0.330131074460
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
106600000.00000000
PLN
28404707.93000000
USD
2020-12-09
1473563.62000000
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
1232290000.00000000
PA
16493354.82000000
3.695102725310
Long
DBT
NUSS
RU
N
2
2029-05-23
Fixed
6.90000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
72200000000.00000000
PA
5087323.08000000
1.139742737762
Long
DBT
NUSS
ID
N
2
2030-09-15
Fixed
7.00000000
N
N
N
N
N
N
Fideicomiso PA Costera
5493002XQPJWQYQDVX07
Fideicomiso PA Costera
31574FAB3
4979414973.70000000
PA
1395679.71000000
0.312682286676
Long
DBT
CORP
CO
N
2
2034-01-15
Fixed
6.25000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD MYR
000000000
1.00000000
NC
4120.89000000
0.000923227083
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
5000000.00000000
MYR
1205981.67000000
USD
2020-12-09
4120.89000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-62819.33000000
-0.01407378183
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
149000000.00000000
MXN
6934038.22000000
USD
2020-12-09
-62819.33000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
125605800.00000000
PA
6599848.59000000
1.478602672269
Long
DBT
NUSS
MX
N
2
2031-05-29
Fixed
7.75000000
N
N
N
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
1322000.00000000
PA
385278.37000000
0.086316166148
Long
DBT
NUSS
PE
N
2
2034-08-12
Fixed
5.40000000
N
N
N
N
N
N
Banco Hipotecario SA
579100KKDKKHFCBKB005
Banco Hipotecario SA
05961AAG8
25000000.00000000
PA
343093.14000000
0.076865162393
Long
DBT
CORP
AR
N
2
2022-11-07
Floating
35.69000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
22902000.00000000
PA
4630298.50000000
1.037352848651
Long
DBT
NUSS
BR
N
2
2027-01-01
Fixed
10.00000000
N
N
N
N
N
N
EGYPT TREASURY BILL
529900GFIVH4086NMH82
Egypt Treasury Bills
000000000
77400000.00000000
PA
4749578.68000000
1.064075884868
Long
STIV
NUSS
EG
N
2
2021-03-02
None
0.00000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBA9
704300000.00000000
PA
33034765.25000000
7.400971629934
Long
DBT
CORP
MX
N
2
2021-11-24
Fixed
7.65000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
-48555.99000000
-0.01087828237
N/A
DFE
HU
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1317922.86000000
USD
400000000.00000000
HUF
2020-12-09
-48555.99000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
155245000000.00000000
PA
12133524.60000000
2.718344466991
Long
DBT
NUSS
ID
N
2
2029-03-15
Fixed
9.00000000
N
N
N
N
N
N
Czech Republic
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
64240000.00000000
PA
3053398.21000000
0.684070655749
Long
DBT
NUSS
CZ
N
2
2033-10-13
Fixed
2.00000000
N
N
N
N
N
N
SWAP BNP PARIBAS BOC SWAP CASH COLLATERAL USD
N/A
SWAP BNP PARIBAS BOC SWAP CASH COLLATERAL USD
000000000
-220000.00000000
NS
USD
-220000.00000000
-0.04928788645
Short
STIV
CORP
US
N
2
N
N
N
Czech Republic
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
153500000.00000000
PA
7586902.06000000
1.699738032954
Long
DBT
NUSS
CZ
N
2
2029-07-23
Fixed
2.75000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
154628000000.00000000
PA
11907148.96000000
2.667628208629
Long
DBT
NUSS
ID
N
2
2031-05-15
Fixed
8.75000000
N
N
N
N
N
N
TARJETA NARANJA SA
529900O6L3KP8QC8D519
Tarjeta Naranja SA
876155AB8
4742924.04000000
PA
USD
440665.07000000
0.098724772423
Long
DBT
CORP
AR
N
2
2022-04-11
Floating
33.33000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
86589000.00000000
PA
17026313.50000000
3.814504574869
Long
DBT
NUSS
BR
N
2
2023-01-01
Fixed
10.00000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
240000000.00000000
PA
8839253.79000000
1.980309714160
Long
DBT
NUSS
TH
N
2
2025-12-12
Fixed
3.85000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796UC1
8556000.00000000
PA
USD
8554242.43000000
1.916456952573
Long
STIV
UST
US
N
2
2021-01-28
None
0.00000000
N
N
N
N
N
N
2020-11-13
Morgan Stanley Emerging Markets Domestic Debt Fund, Inc.
Francis Smith
Francis Smith
Principal Financial Officer