Company: CAF
Filing Date: 2025-11-12
Form Type: 40-17G
Source: 0001133228-25-012062
Chunk: 44

Company: Morgan Stanley China A Share Fund, Inc.
Filing Date: 2025-11-12
Form: 40-17G
Chunk 44
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 Markets Domestic 
 Debt”)                                                                        |

Fixed Income ETFs

| 1. | Morgan Stanley ETF Trust (“ETF Trust”) |                                                 |
|    | •                                      | Calvert Ultra-Short Investment Grade ETF        |
|    | •                                      | Eaton Vance CLO Investment Grade ETF            |
|    | •                                      | Eaton Vance Floating-Rate ETF                   |
|    | •                                      | Eaton Vance High Yield ETF                      |
|    | •                                      | Eaton Vance High Income Municipal ETF           |
|    | •                                      | Eaton Vance Intermediate Municipal Income ETF   |
|    | •                                      | Eaton Vance Mortgage Opportunities ETF          |
|    | •                                      | Eaton Vance Short Duration Income ETF           |
|    | •                                      | Eaton Vance Short Duration Municipal Income ETF |
|    | •                                      | Eaton Vance Income Opportunities ETF            |
|    | •                                      | Eaton Vance Total Return Bond ETF               |
|    | •                                      | Eaton Vance Ultra-Short Income ETF              |

LIQUIDITY FUNDS

Money Market Funds

| 1. | Morgan                                                                  
 Stanley U.S. Government Money Market Trust (“Government Money”)         |
| 2. | Morgan                                                                  
 Stanley Institutional Liquidity Funds (“Institutional Liquidity Funds”) |

| • | Government 
 Portfolio  |

| • | Government           
 Securities Portfolio |

| • | Money            
 Market Portfolio |

| • | Prime     
 Portfolio |

| • | Tax-Exempt 
 Portfolio  |

| • | Treasury  
 Portfolio |

| • | Treasury             
 Securities Portfolio |

Open-End Liquidity Funds

1. Morgan Stanley Institutional Fund Trust (“ Institutional Fund Trust”)

| • | Ultra-Short      
 Income Portfolio |

ALTERNATIVE FUNDS

| 1. | AIP                                                           
 Alternative Lending Fund A (“Alternative Lending Fund A”)     |
| 2. | AIP Alternative Lending Fund P (“Alternative Lending Fund P”) |

Funds of Hedge Funds

| 1. | Alternative                                                       
 Investment Partners Absolute Return Fund (“Absolute Return Fund”) |

| 2. | Alternative                                                          
 Investment Partners Absolute Return Fund STS (“Absolute Return STS”) |

| 3. | AIP                                        
 Multi-Strategy Fund A (“Multi-Strategy A”) |

| 4. | AIP                                        
 Multi-Strategy Fund P (“Multi-Strategy P”) |

REVIEW OF FIDELITY BOND COVERAGE

September 30, 2025

|                                               | GROSS ASSETS 
 PORTFOLIO    
 (in mils