2016-11-15T15:23:20-06:00 2015-12-31 PricewaterhouseCoopers LLP 300 Madison Avenue New York NY 10017 990PF 2015-01-01 261226280 MORGAN STANLEY FOUNDATION INC % ARTHUR COHEN MORG 2127614000 1221 AVE OF THE AMERICAS-TAX-FL 3 NEW YORK NY 10020 JOAN STEINBERG PRESIDENT 2127614000 2016-11-15 true KATRINA D WALKER P00997158 6464713000 2015 2017-02-10 21:41:12Z X 15563631 X 0 34033 34033 372368 372368 1001338 3549484 999775 0 -22077 0 1407739 1384099 0 0 1917 1917 0 0 1917 1917 0 0 1016900 1016900 1018817 1917 0 1016900 388922 1382182 0 265088 317352 317352 8679 40995 8679 8679 387734 813204 794541 9923928 10175577 12588330 2170735 1862590 1854729 12788480 13177402 15563631 0 X 12788480 13177402 12788480 13177402 12788480 13177402 12788480 388922 13177402 13177402 2,614 SHS BANCO BILBAO ADR OPS DIY RIGHTS P 2014-12-19 2015-01-22 0 261 -261 -261 241 SHS TAIWAN SEMICONDUCTOR MANUFCTR P 2013-03-28 2015-01-26 5801 4135 1666 1666 117 SHS SWATCH GROUP AG (THE) UNSPOKSORED ADR (SWITZERLAND) P 2014-01-21 2015-01-30 2322 3606 -1284 -1284 650 SHS SWATCH GROUP AG (THE) UNSPOKSORED ADR (SWITZERLAND) P 2013-03-28 2015-01-30 12899 18974 -6075 -6075 74 SHS ANHEUSER BUSCH INBEY P 2013-03-28 2015-02-17 9052 7318 1734 1734 450 SHS XINYI GLASS HLDGS LTD ADR P 2013-03-28 2015-03-05 5496 6399 -903 -903 6,341 SHS SPDR S&P 500 ETF TRUST P 1999-09-09 2015-03-26 1296693 747223 549470 549470 811 SHS HONG KONG EXCHANGES & CLEARING LTD UNSPONSORED ADR (HONG KONG) P 2013-06-13 2015-04-17 29683 12790 16893 16893 2,614 SHS BANCO BIL OPS DIY RIGHTS ADR 03 MAY 2099 P 2013-03-27 2015-04-28 384 392 -8 -8 2,614 BANCO BILB ADR RTS OPT B PROCE P 2013-03-27 2015-05-01 392 -392 -392 75,000 SHS HYDRO-QUEBEC SER JO 2.000% DUE 06/30/2016@ 100.00 P 2015-06-24 76071 74986 1085 1085 150,000 SHS US TREASURY NOTE 1.875% DUE 06/30/2020 @ 100.00 P 2015-06-26 2015-06-29 151582 150873 709 709 492 SHS SYSMEX CORPORATION UNSPONSORED ADR P 2013-03-28 2015-06-30 14576 7505 7071 7071 310 SHS SYSMEX CORPORATION UNSPONSORED ADR P 2013-03-28 2015-07-01 9265 4729 4536 4536 150,000 SHS US TREASURY NOTE 0.250% DUE 07/15/2015@ 100.00 P 2013-06-04 2015-07-15 150000 149777 223 223 !TAU UNIBANCO HLDNG P 2015-07-21 2015-07-21 6 6 183 SHS HONG KONG EXCHANGES & CLEARING LTD UNSPONSORED ADR (HONG KONG) P 2013-06-13 2015-09-30 4188 2886 1302 1302 185 SHS HONG KONG EXCHANGES & CLEARING LTD UNSPONSORED ADR (HONG KONG) P 2014-01-21 2015-09-30 4234 3016 1218 1218 261 SHS HONG KONG EXCHANGES & CLEARING LTO UNSPONSORED ADR (HONG KO P 2015-04-01 2015-09-30 5973 6567 -594 -594 354 SHS SCHNEIDER ELEC SA ADR P 2014-01-21 2015-10-01 3941 6300 -2359 -2359 577 SHS SCHNEIDER ELEC SA ADR P 2015-04-01 2015-10-01 6423 9112 -2689 -2689 2,060 SHS SCHNEIDER ELEC SA ADR P 2013-03-28 2015-10-01 22933 30157 -7224 -7224 21 SHS SHIRE PLC ADR P 2015-04-01 2015-10-19 4448 4882 -434 -434 87 SHS SHIRE PLC ADR P 2014-10-16 2015-10-19 18427 15498 2929 2929 100,000 SHS FEDERAL HOME LOAN BANK 2.400% DUE 04/15/2016@ 100.00 P 2014-09-24 2015-10-20 101011 100930 81 81 100,000 SHS APPLE INC 0.450% DUE 05/03/2016 @ I 00.00 P 2013-05-01 2015-10-30 100045 99819 226 226 75,000 JP MORGAN CHASE & CO 2.600% DUE 01/15/2016 @ 100.00 P 2011-03-21 2015-10-30 75287 73004 2283 2283 25,000 SHS WELLS FARGO BANK MTNSR UNS FRN D FLOATER DUE 06/02/2016 P 2014-06-03 2015-10-30 25001 25000 1 1 3,186 SHS BANCO BILBAO ADR RTS OPT B PRO P 2015-10-05 2015-11-02 298 287 11 11 200,000 SHS IMPERIAL OIL LTD CAD COM NPV P 2013-03-28 2015-11-05 13790 16639 -2849 -2849 200,000 SHS CNOOC FIN 2013 L 1.125% DUE 05/09/2016@ 100.00 P 2013-05-03 2015-11-13 199828 199988 -160 -160 25,000 SHS GEN ELEC CAP CRP SERA SR UNS 2.900% DUE 01/09/2017@ 100.00 P 2012-01-17 2015-11-13 25509 25088 421 421 4,883 SHS SPDR S&P 500 ETF TRUST P 1999-09-09 2015-11-17 1002217 575413 426804 426804 384 SHS NOVO NORDISK A/S ADR P 2013-06-11 2015-11-20 20972 12727 8245 8245 50,000 SHS GEN ELEC CAP CRP SERA SR UNS 2.900% DUE 01/09/2017 @ 100.00 P 2012-01-17 2015-12-04 50945 50167 778 778 25,000 SHS WELLS FARGO BANK MTNSR UNS FRN D FLOATER DUE 06/02/2016 @ 1 P 2014-06-03 2015-12-04 25000 25000 75,000 SHS MANITOBA (PROV) SER FY 1.300% DUE 04/03/2017@ 100.00 P 2012-02-29 2015-12-15 75184 74849 335 335 POWERSHARES DBC INDEX TRACK FD SCH K-1 P -1563 PUBLICLY TRADED SECURITIES P 1451 -1451 -1451 999775 false 1000000 16923725 0.059089 1000000 15078808 0.066318 1000000 15055718 0.06642 1225000 15722891 0.077912 125000 14473085 0.008637 0.278376 0.055675 16498976 918580 13822 932402 1016900 X 13822 13822 13822 8133 50800 58933 X 45111 45111 false false false false false false true true NY true false false false false true WWW.MORGANSTANLEY.COM ARTHUR COHEN 2127628957 1221 AVENUE OF THE AMERICAS 3RD FL NEW YORK NY 10020 false false false false false false false false false false false false false false false false false false false false CARLA HARRIS 1585 BROADWAY 39TH FL NEW YORK NY 10036 BOARD CHAIR 0.5 0 0 0 CHARLES CHASIN 1585 BROADWAY 24TH FL NEW YORK NY 10036 TRUSTEE 0.5 0 0 0 BILL MCMAHON 2000 WESTCHESTER AVE 3RD FL PURCHASE NY 10577 FINANCE CHAIR/TRUSTEE 0.5 0 0 0 MATT BERKE 1585 BROADWAY 5TH FL NEW YORK NY 10036 TRUSTEE 0.5 0 0 0 KATHLEEN MCCABE 1585 BROADWAY 36TH FL NEW YORK NY 10036 TRUSTEE 0.5 0 0 0 AUDREY CHOI 1585 BROADWAY 14TH FL NEW YORK NY 10036 TRUSTEE 0.5 0 0 0 MARY LOU PETERS 1585 BROADWAY 3RD FL NEW YORK NY 10036 TRUSTEE 0.5 0 0 0 JIM ROSENTHAL 1585 BROADWAY 40TH FL NEW YORK NY 10036 TRUSTEE 0.5 0 0 0 C DAN EWELL 555 CALIFORNIA STREET STE 2200 SAN FRANCISCO CA 94104 TRUSTEE 0.5 0 0 0 SUSAN REID 1585 BROADWAY 19TH FL NEW YORK NY 10036 TRUSTEE 0.5 0 0 0 ANDY SAPERSTEIN 1585 BROADWAY 39TH FL NEW YORK NY 10036 TRUSTEE 0.5 0 0 0 JOAN STEINBERG 1585 BROADWAY 23RD FL NEW YORK NY 10036 PRESIDENT 10.0 0 0 0 MICHELLE DAVIS 1585 BROADWAY 23RD FLOOR NEW YORK NY 10036 TRUSTEE 0.5 0 0 0 MARYALICE DUNNE 522 FIFTH AVENUE NEW YORK NY 10036 TRUSTEE 0.5 0 0 0 ROSEANNE RICHTER 1 NEW YORK PLAZA NEW YORK NY 10004 TRUSTEE 0.5 0 0 0 0 0 16278195 472034 0 16750229 0 16750229 251253 16498976 824949 824949 13822 13822 811127 811127 811127 1016900 0 0 0 0 1016900 13822 1003078 811127 0 2013 2012 2011 0 444331 252310 263249 161315 1121205 1016900 0 811127 205773 1326978 0 0 0 1326978 444331 252310 263249 161315 205773 X NEW YORK PRESBYTERIAN HOSPITAL (CROSS CAMPUS) 525 EAST 68TH STREET BOX 123 NEW YORK NY 10065 NONE PC CHILDREN'S HEALTH 500000 KABOOM 4301 CONNECTICUT AVE NW SUITE ML-1 WASHINGTON DC 20008 NONE PC CHILDREN'S HEALTH 186900 BOSTON MEDICAL CENTER 801 MASSACHUSETTS AVE 1ST FLOOR BOSTON MA 02118 NONE PC CHILDREN'S HEALTH 80000 LA RABIDA CHILDREN'S HOSPITAL 6501 S PROMONTORY DR CHICAGO IL 60649 NONE PC CHILDREN'S HEALTH 50000 LA BIOMEDICAL RESEARCH INST AT HARBOR-UCLA MED CTR 1124 W CARSON ST BLDG N-14 TORRANCE CA 905022006 NONE PC CHILDREN'S HEALTH 50000 TEXAS CHILDREN'S HOSPITAL 1919 S BRAESWOOD HOUSTON TX 77030 NONE PC CHILDREN'S HEALTH 50000 INTERNATIONAL RESCUE COMMITTEE INC 122 EAST 42ND STREET NEW YORK NY 10017 NONE PC DISASTER RELIEF 100000 1016900 14 34033 14 372368 18 1001338 1407739 1407739 false false false false false false false false false false ABBEY NTL TREAS1.65%DUE9/29/17 99901 100091 AFRICAN DEV BK0.875%DUE5/15/17 149579 149655 AMERICAN EXPRESS CREDIT 80020 80185 APPLE INC .45% DUE 5/3/16 0 0 APPLE INC 0% DUE 5/5/17 100000 99915 CNOOC FIN2013L 1.125%DUE5/9/16 0 0 CONOCO PHIL 1.05% DUE 12/15/17 99771 98187 EMC CORP 1.875% DUE 6/1/18 100148 93308 GE CAP CP SR A 2.9% DUE 1/9/17 0 0 GEN DYN GBL 1.146% DUE 5/15/13 0 0 GENERAL DYNAMICS CORP 1.000% D 99376 99696 HYDRO QUEBEC 2% DUE 6/30/16 0 0 J & J 1.125% DUE 11/21/17 99921 99977 JPM CHASE 2.6% DUE 1/15/16 0 0 KFW UNSOLICITED TRADE RATE:N/A 139811 138540 MANITOBA 1.3% DUE 4/3/17 0 0 MERCK & CO INC 80553 80405 MICROSOFT 1.625% DUE 12/6/18 173990 176117 NIPPON TEL&TEL 1.4%DUE 7/18/17 149798 149432 NYSE EURONXT GBL 2%DUE 10/5/17 74588 75116 PEPSICO INC UNSOLICITED TRADE 39957 39821 PROV ALBERTA CAN 1%DUE 6/21/17 200472 199590 PROVINCE OF MANITOBA 1.300% DU 99799 100099 ROYAL BNK OF CAN1.5%DUE1/16/18 74906 74595 WELLS FARGO 0.379% DUE 6/2/16 0 0 AIA GROUP LTD SPON ADR 65393 80053 ALLIANZ SE ADR 58735 69493 ANHEUSER BUSCH INVEB SA SPON 36774 44000 ARM HOLDINGS PLC ADR 54511 54967 ATLAS COPCO AS ADR 35747 29962 BAIDU INC ADR 54759 58602 BANCO BILBAO ADR OPSDIV RHTS 0 0 BANCO BILBAO VIZ ARG SA ADR 30796 23353 BAYERISCHE MOTOREN WERKE AG 43066 44174 BG GROUP PLC 52391 46566 BUNGE LTD 47552 43904 CANADIAN NATIONAL RAILWAY CO 39652 41519 COLOPLAST AS ADR 9983 11493 CSL LTD ADR 37263 44767 DASSAULT SYSTEMS SA ADR 69912 93295 DBS GROUP HOLDINGS LTD ADR 31542 27503 ETFS PALLADIUM TRUST 9994 9480 ETFS PLATINUM TRUST 15192 7725 FANUC CORPORATION ADR 62850 63745 FRESENIUS MEDICAL CARE AG & CO 30245 35187 FUCHS PETROLUB AG ADR 27000 27611 GREENHAVEN CONT CMDTY 69357 45744 HONG KONG EXCHANGES & CLEARING 0 0 GRIFOLS SA ADR 20758 19213 ICICI BANK LTD 43557 39001 IMPERIAL OIL LTD 24740 18634 ISHARES SILVER TRUST 18272 8508 ISHARES TR S&P SMCP600 INDX FD 324528 572682 ITAU UNIBANCO HOLDING ADR 51953 30206 JGC CORP ADR 41798 22920 KONE OYJ ADR 30111 28342 L'AIR LIQUIDE ADR 58727 56815 LINDE AG ADR 23335 17627 L'OREAL CO ADR 52228 53291 LOUIS VUITTON MOET HENNESSY 23596 21480 MITSUBISHI EST LTD TOKYO ADR 31098 22581 MONOTARO CO LTD ADR 9204 22680 MSIF EMERGING MARKETS INST 910997 690260 MSIF INTERNATIONAL EQUITY INST 2723453 2385515 MSIF U.S. LARGE GROWTH 1329854 2525626 MTN GROUP LTD SPONS ADR 35414 15856 NASPERS LIMITED ADSUNSOLICITE 23929 20998 NESTLE SA SPONS ADR 80222 81267 NOVO NORDISK A/S ADR 31876 40366 POWERSHARES DB AGRICULTURE FD 69744 53792 POWERSHARES DB COMM TRK INC 62095 34068 ROCHE HOLDINGS AG ADR 69549 77144 SANDS CHINA LTD ADR 46386 25330 SAP AG WALLDORF ADR 65676 65811 SASOL LIMITED SPONSORED ADR 28253 19042 SCHLUMBERGER LTD 51390 45407 SCHNEIDER ELEC SA ADR 0 0 SHIRE PLC ADR 0 0 SONOVA HLDG AG ADR 22683 22871 SPDR GOLD TRUST 31023 21814 SPDR S&P 500 TRUST 1421857 2459895 SPDR S&P MIDCAP 400 ETF TRUST 1201333 1790220 SVENSKA HANDELSBANKEN ADR 21657 19387 SWATCH GROUP AG 0 0 SYMRISE AG ADR 23229 27563 SYSMEX CORP ADR 35020 62210 TAIWAN SMCNDCTR MFG ADR 69725 86291 TURKIYE GARANTI BANKASI ADR 39752 20387 UNICHARM CORP SPONSORED ADR 49632 49503 UNILEVER PLC ADR 34834 34970 WPP PLC ST HELIER ADR 59375 75614 XINYI GLASS HLDGS LTD ADR 0 0 813204 794541 CUSTODY FEES 1917 1917 0 0 POWERSHARES DB AGRICULTURE FUND ORD INC 0 -10891 0 POWERSHS DB COMM INDEX TRACK FD ORD INC 0 -11186 0