Company: CAF
Filing Date: 2025-11-12
Form Type: 40-17G
Source: 0001133228-25-012062
Chunk: 2

Company: Morgan Stanley China A Share Fund, Inc.
Filing Date: 2025-11-12
Form: 40-17G
Chunk 2
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 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”) |

<div align='center'>ICI MUTUAL INSURANCE COMPANY,
a Risk Retention Group

1401 H St. NW

Washington, DC 20005

INVESTMENT COMPANY BLANKET BOND</div>

Blanket Bond (05/23)

<div align='center'>ICI MUTUAL INSURANCE COMPANY,

a Risk Retention Group

1401 H St. NW

Washington, DC 20005

DECLARATIONS

NOTICE</div>

This policy is issued by your risk retention
group. Your risk retention group may not be subject to all of the insurance laws and regulations of your state. State insurance insolvency
guaranty funds are not available for your risk retention group.

| Item 
 1.   | Name                             
 of Insured (the “Insured”)       
 Morgan                           
 Stanley Institutional Fund, Inc. | Bond Number 
 88190125B   |

| Principal Office:  | Mailing Address:   |
| 1585 Broadway      | 1585 Broadway      |
| New York, NY 10036 | New York, NY 10036 |

| Item 3. | Limit of Liability—                      |
|         | Subject to Sections 9, 10 and 12 hereof: |

|                                                                                                                                                                     |                                |    LIMIT OF 
   LIABILITY |     DEDUCTIBLE 
         AMOUNT |
| Insuring Agreement A-                                                                                                                                               | FIDELITY                       |