0001752724-23-290687.txt : 20231226
0001752724-23-290687.hdr.sgml : 20231226
20231226130414
ACCESSION NUMBER: 0001752724-23-290687
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231031
FILED AS OF DATE: 20231226
DATE AS OF CHANGE: 20231226
PERIOD START: 20231031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Goldman Sachs Trust II
CENTRAL INDEX KEY: 0001557156
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22781
FILM NUMBER: 231512382
BUSINESS ADDRESS:
STREET 1: 200 WEST STREET
STREET 2: 15TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10282
BUSINESS PHONE: 212-902-1000
MAIL ADDRESS:
STREET 1: 200 WEST STREET
STREET 2: 15TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10282
0001557156
S000040071
Goldman Sachs Multi-Manager Alternatives Fund
C000124400
Class A Shares
GMAMX
C000124401
Class C Shares
GMCMX
C000124402
Institutional Shares
GSMMX
C000124403
Investor Shares
GIMMX
C000124404
Class R Shares
GRMMX
C000198936
Class R6 Shares
GMMFX
C000201711
Class P Shares
GMMPX
NPORT-P
1
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2023-10-31
2023-10-31
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2023-12-20
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GB
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London Metal Exchange
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LME Primary Aluminum Futures
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12492156.25000000
USD
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N
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2023-12-20
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Morgan Stanley & Co. LLC
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0.003543087118
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781325.00000000
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740000.00000000
EUR
2023-12-20
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2023-12-20
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NC
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-0.01443929652
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DFE
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2023-12-20
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2023-12-20
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ICE Futures Europe
549300UF4R84F48NCH34
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ICE Gas Oil Futures
QSZ3 Comdty
2023-12-12
6836327.75000000
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N
N
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Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
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DFE
NZ
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2023-12-20
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NC
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-0.20261741959
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549300EX04Q2QBFQTQ27
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2024-07-12
6494576.66000000
USD
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N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
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1.00000000
NC
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0.004353282185
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US
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Morgan Stanley & Co. LLC
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700000.00000000
CAD
509621.25000000
USD
2023-12-20
4385.44000000
N
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-0.56461045713
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DCO
US
N
1
ICE Futures U.S., Inc.
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2023-12-18
-9430218.75000000
USD
-568781.25000000
N
N
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ICE Futures U.S., Inc.
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USD
581657.39000000
0.577392178216
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2024-12-18
6754242.61000000
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581657.39000000
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N
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7804.85000000
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USD
2023-12-20
7804.85000000
N
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2023-12-20
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0.036342784856
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London Metal Exchange
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Short
LME Lead Futures
LLX3 Comdty
2023-11-13
-4135230.00000000
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36611.25000000
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2023-12-20
-183681.70000000
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000000000
-92.00000000
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-0.36336820911
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1
ICE Futures U.S., Inc.
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2023-12-13
-3148347.58000000
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-366052.42000000
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N
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London Metal Exchange
213800NB8G5VRT1DXC91
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-0.14948946722
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LME Lead Futures
LLX3 Comdty
2023-11-13
4249212.50000000
USD
-150593.75000000
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000000000
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0.116435984205
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N
1
Commodities Exchange Center
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GCZ3 Comdty
2023-12-27
2275143.90000000
USD
117296.10000000
N
N
N
Morgan Stanley & Co. LLC
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NC
-77268.74000000
-0.07670213920
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35570000.00000000
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2023-12-20
-77268.74000000
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Chicago Board of Trade
549300EX04Q2QBFQTQ27
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000000000
-8.00000000
NC
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4887.50000000
0.004851660650
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1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Corn Futures
C Z3 Comdty
2023-12-14
-196487.50000000
USD
4887.50000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
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000000000
-142.00000000
NC
USD
142937.50000000
0.141889359428
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Wheat Futures
W Z3 Comdty
2023-12-14
-4104737.50000000
USD
142937.50000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
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0.005690960717
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Nickel Futures
LNM4 Comdty
2024-06-17
-228429.00000000
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5733.00000000
N
N
N
Commodities Exchange Center
N/A
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000000000
-20.00000000
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-45065.00000000
-0.04473454469
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Short
COMEX Silver Futures
SIZ3 Comdty
2023-12-27
-2254435.00000000
USD
-45065.00000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME ZINC FUTURE AUG24
000000000
116.00000000
NC
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-75837.50000000
-0.07528139428
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Zinc Futures
LXQ4 Comdty
2024-08-19
7198962.50000000
USD
-75837.50000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
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NC
-42659.85000000
-0.04234703132
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2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
3730881.24000000
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5110000.00000000
CAD
2023-12-20
-42659.85000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
6881.66000000
0.006831197755
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DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
640000.00000000
CAD
468811.54000000
USD
2023-12-20
6881.66000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
9977.93000000
0.009904763243
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DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
770000.00000000
CAD
565737.32000000
USD
2023-12-20
9977.93000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN OIL FUTR JAN24
000000000
-222.00000000
NC
USD
288342.00000000
0.286227628692
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Soybean Oil Futures
BOF4 Comdty
2024-01-12
-7073550.00000000
USD
288342.00000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
40622.87000000
0.040324988211
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
2880000.00000000
NZD
1718804.16000000
USD
2023-12-20
40622.87000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN FUTURE JAN24
000000000
-102.00000000
NC
USD
-25675.00000000
-0.02548672883
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Soybean Futures
S F4 Comdty
2024-01-12
-6662975.00000000
USD
-25675.00000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME ZINC FUTURE MAY24
000000000
118.00000000
NC
USD
-163231.25000000
-0.16203429821
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Zinc Futures
LXK4 Comdty
2024-05-13
7368606.25000000
USD
-163231.25000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-8484.18000000
-0.00842196670
N/A
DFE
JP
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
559879.77000000
USD
82850000.00000000
JPY
2023-12-20
-8484.18000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-353553.68000000
-0.35096112062
N/A
DFE
JP
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
19980308.45000000
USD
2949020000.00000000
JPY
2023-12-20
-353553.68000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
11166.43000000
0.011084548140
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
690000.00000000
CAD
509184.58000000
USD
2023-12-20
11166.43000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
-2196.03000000
-0.00217992682
N/A
DFE
CH
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1174373.40000000
USD
1060000.00000000
CHF
2023-12-20
-2196.03000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
183446.75000000
0.182101560799
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
21190000.00000000
AUD
13648584.95000000
USD
2023-12-20
183446.75000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
LEAN HOGS FUTURE DEC23
000000000
-83.00000000
NC
USD
21125.78000000
0.020970867628
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME Lean Hogs Futures
LHZ3 Comdty
2023-12-14
-2398245.78000000
USD
21125.78000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
KC HRW WHEAT FUT DEC23
000000000
-38.00000000
NC
USD
122466.80000000
0.121568768190
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
KCBT Hard Red Winter Wheat Futures
KWZ3 Comdty
2023-12-14
-1319466.80000000
USD
122466.80000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
5278.10000000
0.005239396435
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
500000.00000000
GBP
613256.75000000
USD
2023-12-20
5278.10000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN OIL FUTR JUL24
000000000
236.00000000
NC
USD
-582625.52000000
-0.57835320905
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Soybean Oil Futures
BON4 Comdty
2024-07-12
7698025.52000000
USD
-582625.52000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-OAT FUTURE DEC23
000000000
43.00000000
NC
46027.36000000
0.045689847846
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
French Government Bond Futures
OATZ3 Comdty
2023-12-07
5244210.00000000
EUR
46027.36000000
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
GASOLINE RBOB FUT JAN24
000000000
-46.00000000
NC
USD
-17376.24000000
-0.01724882247
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Short
NYMEX Reformulated Gasoline Blendstock for Oxygen Blending RBOB Futures
XBF4 Comdty
2023-12-29
-4261810.56000000
USD
-17376.24000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-9877.94000000
-0.00980550645
N/A
DFE
JP
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
698107.49000000
USD
103410000.00000000
JPY
2023-12-20
-9877.94000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BTP FUTURE DEC23
000000000
41.00000000
NC
72204.76000000
0.071675292656
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Euro-BTP Italian Bond Futures
IKZ3 Comdty
2023-12-07
4447910.00000000
EUR
72204.76000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME ZINC FUTURE JAN24
000000000
-112.00000000
NC
USD
70992.00000000
0.070471425654
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Zinc Futures
LXF4 Comdty
2024-01-15
-6868020.00000000
USD
70992.00000000
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
LOW SU GASOIL G JAN24
000000000
-94.00000000
NC
USD
204742.11000000
0.203240764921
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Short
ICE Gas Oil Futures
QSF4 Comdty
2024-01-11
-8020842.11000000
USD
204742.11000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
489740.37000000
0.486149172788
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
6525520000.00000000
JPY
43919347.75000000
USD
2023-12-20
489740.37000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME LEAD FUTURE JAN24
000000000
2.00000000
NC
USD
-621.50000000
-0.00061694262
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Lead Futures
LLF4 Comdty
2024-01-15
104909.00000000
USD
-621.50000000
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
NY HARB ULSD FUT JAN24
000000000
-48.00000000
NC
USD
107203.32000000
0.106417213141
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Short
NYMEX NY Harbor ULSD Futures
HOF4 Comdty
2023-12-29
-5890704.12000000
USD
107203.32000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME NICKEL FUTURE DEC23
000000000
-26.00000000
NC
USD
89814.00000000
0.089155406577
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Nickel Futures
LNZ3 Comdty
2023-12-18
-2900154.00000000
USD
89814.00000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-3123.38000000
-0.00310047669
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
580000.00000000
CHF
638256.69000000
USD
2023-12-20
-3123.38000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-156588.73000000
-0.15544048687
N/A
DFE
SE
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
13451477.08000000
USD
148020000.00000000
SEK
2023-12-20
-156588.73000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME LEAD FUTURE DEC23
000000000
80.00000000
NC
USD
-24536.25000000
-0.02435632913
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Lead Futures
LLZ3 Comdty
2023-12-18
4197036.25000000
USD
-24536.25000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME ZINC FUTURE DEC23
000000000
42.00000000
NC
USD
-37946.25000000
-0.03766799548
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Zinc Futures
LXZ3 Comdty
2023-12-18
2589183.75000000
USD
-37946.25000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
399573.46000000
0.396643444050
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
113470000.00000000
NOK
10572649.03000000
USD
2023-12-20
399573.46000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
7612.86000000
0.007557035968
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
6040000.00000000
SEK
550114.72000000
USD
2023-12-20
7612.86000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME LEAD FUTURE DEC23
000000000
-3.00000000
NC
USD
-667.50000000
-0.00066260531
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Lead Futures
LLZ3 Comdty
2023-12-18
-155801.25000000
USD
-667.50000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
1429.57000000
0.001419087164
N/A
DFE
NZ
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
16384146.12000000
USD
28120000.00000000
NZD
2023-12-20
1429.57000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
11562.17000000
0.011477386234
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
610000.00000000
CHF
686117.07000000
USD
2023-12-20
11562.17000000
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
NATURAL GAS FUTR JAN24
000000000
-34.00000000
NC
USD
-11440.00000000
-0.01135611208
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Short
NYMEX Henry Hub Natural Gas Futures
NGF24 Comdty
2023-12-27
-1294500.00000000
USD
-11440.00000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
KC HRW WHEAT FUT JUL24
000000000
126.00000000
NC
USD
-297616.47000000
-0.29543409030
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
KCBT Hard Red Winter Wheat Futures
KWN4 Comdty
2024-07-12
4428841.47000000
USD
-297616.47000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-397813.11000000
-0.39489600244
N/A
DFE
NO
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
11400191.13000000
USD
122720000.00000000
NOK
2023-12-20
-397813.11000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-35428.38000000
-0.03516858867
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1724359.51000000
USD
2340000.00000000
CAD
2023-12-20
-35428.38000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-14619.56000000
-0.01451235682
N/A
DFE
JP
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1274610.07000000
USD
189320000.00000000
JPY
2023-12-20
-14619.56000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
9783.42000000
0.009711679557
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
440000.00000000
CHF
496347.61000000
USD
2023-12-20
9783.42000000
N
N
N
Goldman Sachs Financial Square Government Fund
549300BRJMXN4GUWZ402
Goldman Sachs Financial Square Government Fund
38141W273
84635385.61000000
NS
USD
84635385.61000000
84.01476623819
Long
EC
RF
US
N
1
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
NATURAL GAS FUTR DEC23
000000000
-4.00000000
NC
USD
-5000.00000000
-0.00496333570
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Short
NYMEX Henry Hub Natural Gas Futures
NGZ23 Comdty
2023-11-28
-139160.00000000
USD
-5000.00000000
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
BRENT CRUDE FUTR JAN24
000000000
11.00000000
NC
USD
-32670.00000000
-0.03243043548
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
ICE Brent Crude Oil Futures
COF4 Comdty
2023-11-30
970970.00000000
USD
-32670.00000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-295750.62000000
-0.29358192232
N/A
DFE
SE
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
25072996.27000000
USD
275860000.00000000
SEK
2023-12-20
-295750.62000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME NICKEL FUTURE NOV23
000000000
73.00000000
NC
USD
-226939.98000000
-0.22527586106
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Nickel Futures
LNX3 Comdty
2023-11-13
8078527.98000000
USD
-226939.98000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)DEC23
000000000
58.00000000
NC
USD
-60494.11000000
-0.06005051520
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year U.S. Treasury Notes
TYZ3 Comdty
2023-12-19
6211212.86000000
USD
-60494.11000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME PRI ALUM FUTR MAR24
000000000
-220.00000000
NC
USD
-256809.00000000
-0.25492585574
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Primary Aluminum Futures
LAH24 Comdty
2024-03-18
-12224066.00000000
USD
-256809.00000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-8659.64000000
-0.00859614007
N/A
DFE
JP
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
659952.01000000
USD
97860000.00000000
JPY
2023-12-20
-8659.64000000
N
N
N
ICE Futures Europe - Financial Products Division
N/A
LONG GILT FUTURE DEC23
000000000
189.00000000
NC
-338357.19000000
-0.33587606434
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
Long Gilt Futures
G Z3 Comdty
2023-12-27
17872390.33000000
GBP
-338357.19000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-8874.35000000
-0.00880927564
N/A
DFE
JP
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1187603.06000000
USD
177110000.00000000
JPY
2023-12-20
-8874.35000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
424.72000000
0.000421605588
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
950000.00000000
CAD
686101.89000000
USD
2023-12-20
424.72000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME PRI ALUM FUTR JAN24
000000000
9.00000000
NC
USD
12521.25000000
0.012429433435
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Primary Aluminum Futures
LAF24 Comdty
2024-01-15
493818.75000000
USD
12521.25000000
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
GASOLINE RBOB FUT OCT24
000000000
50.00000000
NC
USD
-7969.92000000
-0.00791147769
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Reformulated Gasoline Blendstock for Oxygen Blending RBOB Futures
XBV4 Comdty
2024-09-30
4557199.92000000
USD
-7969.92000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
22215.28000000
0.022052378478
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
160410000.00000000
JPY
1089799.67000000
USD
2023-12-20
22215.28000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-17135.43000000
-0.01700977830
N/A
DFE
NO
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
27487218.76000000
USD
306400000.00000000
NOK
2023-12-20
-17135.43000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN MEAL FUTR JUL24
000000000
143.00000000
NC
USD
365977.06000000
0.363293401723
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Soybean Meal Futures
SMN4 Comdty
2024-07-12
5389772.94000000
USD
365977.06000000
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
NY HARB ULSD FUT DEC23
000000000
14.00000000
NC
USD
-101128.47000000
-0.10038690916
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX NY Harbor ULSD Futures
HOZ3 Comdty
2023-11-30
1820440.47000000
USD
-101128.47000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME NICKEL FUTURE JUN24
000000000
51.00000000
NC
USD
-300109.50000000
-0.29790883927
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Nickel Futures
LNM4 Comdty
2024-06-17
5978857.50000000
USD
-300109.50000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
260383.97000000
0.258474610992
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
28140000.00000000
NZD
16657613.70000000
USD
2023-12-20
260383.97000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
1594.77000000
0.001583075776
N/A
DFE
CH
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
507085.98000000
USD
460000.00000000
CHF
2023-12-20
1594.77000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME ZINC FUTURE MAY24
000000000
-118.00000000
NC
USD
77825.00000000
0.077254320227
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Zinc Futures
LXK4 Comdty
2024-05-13
-7283200.00000000
USD
77825.00000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
1713.45000000
0.001700885512
N/A
DFE
CH
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1314221.53000000
USD
1190000.00000000
CHF
2023-12-20
1713.45000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME LEAD FUTURE AUG24
000000000
51.00000000
NC
USD
18752.50000000
0.018614990556
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Lead Futures
LLQ4 Comdty
2024-08-19
2663847.50000000
USD
18752.50000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
24674.28000000
0.024493346977
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
6050000.00000000
NOK
567082.91000000
USD
2023-12-20
24674.28000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-6315.31000000
-0.00626900072
N/A
DFE
JP
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
557378.14000000
USD
82800000.00000000
JPY
2023-12-20
-6315.31000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME PRI ALUM FUTR NOV23
000000000
-171.00000000
NC
USD
-85225.25000000
-0.08460030523
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Primary Aluminum Futures
LAX2 Comdty
2023-11-13
-9527753.50000000
USD
-85225.25000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
5357.39000000
0.005318105013
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
550000.00000000
CHF
613562.63000000
USD
2023-12-20
5357.39000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
3450.11000000
0.003424810828
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
834477.55000000
USD
790000.00000000
EUR
2023-12-20
3450.11000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-4449.02000000
-0.00441639596
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
520000.00000000
GBP
627848.78000000
USD
2023-12-20
-4449.02000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME ZINC FUTURE NOV23
000000000
-91.00000000
NC
USD
127552.50000000
0.126617175468
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Zinc Futures
LXX3 Comdty
2023-11-13
-5639877.50000000
USD
127552.50000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
LEAN HOGS FUTURE FEB24
000000000
158.00000000
NC
USD
-89862.10000000
-0.08920315386
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Lean Hogs Futures
LHG4 Comdty
2024-02-14
4804582.10000000
USD
-89862.10000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN MEAL FUTR JAN24
000000000
-128.00000000
NC
USD
-454120.00000000
-0.45079000194
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Soybean Meal Futures
SMF4 Comdty
2024-01-12
-4902680.00000000
USD
-454120.00000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-2811.64000000
-0.00279102263
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
470000.00000000
EUR
495702.28000000
USD
2023-12-20
-2811.64000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
7493.38000000
0.007438432099
N/A
DFE
CH
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1717597.85000000
USD
1560000.00000000
CHF
2023-12-20
7493.38000000
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COTTON NO.2 FUTR MAR24
000000000
95.00000000
NC
USD
-249375.00000000
-0.24754636821
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
NYBOT CTN Number 2 Cotton Futures
CTH4 Comdty
2024-03-06
4218000.00000000
USD
-249375.00000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-139.27000000
-0.00013824875
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
410000.00000000
GBP
498403.22000000
USD
2023-12-20
-139.27000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-140130.88000000
-0.13910331997
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
21780000.00000000
EUR
22961216.52000000
USD
2023-12-20
-140130.88000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-140.54000000
-0.00013950943
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
740000.00000000
EUR
784753.72000000
USD
2023-12-20
-140.54000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
10043.82000000
0.009970170081
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
760000.00000000
CHF
850472.88000000
USD
2023-12-20
10043.82000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME PRI ALUM FUTR NOV23
000000000
171.00000000
NC
USD
289803.75000000
0.287678659885
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Primary Aluminum Futures
LAX2 Comdty
2023-11-13
9323175.00000000
USD
289803.75000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
CORN FUTURE MAR24
000000000
271.00000000
NC
USD
-90268.31000000
-0.08960638518
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Corn Futures
C H4 Comdty
2024-03-14
6777193.31000000
USD
-90268.31000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN FUTURE JUL24
000000000
169.00000000
NC
USD
89949.88000000
0.089290290188
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Soybean Futures
S N4 Comdty
2024-07-12
11296425.12000000
USD
89949.88000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME PRI ALUM FUTR DEC23
000000000
-3.00000000
NC
USD
-4110.00000000
-0.00407986194
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Primary Aluminum Futures
LAZ23 Comdty
2023-12-18
-164426.25000000
USD
-4110.00000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-8643.26000000
-0.00857988019
N/A
DFE
JP
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
631783.51000000
USD
93630000.00000000
JPY
2023-12-20
-8643.26000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-802812.60000000
-0.79692568818
N/A
DFE
JP
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
35231727.16000000
USD
5173120000.00000000
JPY
2023-12-20
-802812.60000000
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
WTI CRUDE FUTURE DEC23
000000000
-49.00000000
NC
USD
19580.00000000
0.019436422615
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Short
NYMEX Light Sweet Crude Oil Futures
CLZ3 Comdty
2023-11-20
-3999360.00000000
USD
19580.00000000
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
NATURAL GAS FUTR APR24
000000000
72.00000000
NC
USD
129610.09000000
0.128659677450
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Henry Hub Natural Gas Futures
NGJ24 Comdty
2024-03-26
2211109.91000000
USD
129610.09000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
-13916.25000000
-0.01381420409
N/A
DFE
CH
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
743762.54000000
USD
660000.00000000
CHF
2023-12-20
-13916.25000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME NICKEL FUTURE NOV23
000000000
-73.00000000
NC
USD
420231.06000000
0.417149564776
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Nickel Futures
LNX3 Comdty
2023-11-13
-8271819.06000000
USD
420231.06000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-6536.26000000
-0.00648833052
N/A
DFE
JP
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
502692.46000000
USD
74550000.00000000
JPY
2023-12-20
-6536.26000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-1838.94000000
-0.00182545531
N/A
DFE
SE
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1870057.27000000
USD
20800000.00000000
SEK
2023-12-20
-1838.94000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-3314.70000000
-0.00329039377
N/A
DFE
SE
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
824252.95000000
USD
9140000.00000000
SEK
2023-12-20
-3314.70000000
N
N
N
Korea Exchange (Futures Market)
N/A
KOREA 10YR BND FU DEC23
000000000
-232.00000000
NC
45322.28000000
0.044989938099
N/A
DIR
KR
N
1
Korea Exchange (Futures Market)
N/A
Short
KFE 10 Year Treasury Bond Futures
KAAZ3 Comdty
2023-12-19
-24467610000.00000000
KRW
45322.28000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
-10524.88000000
-0.01044770253
N/A
DFE
CH
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1813024.05000000
USD
1630000.00000000
CHF
2023-12-20
-10524.88000000
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
WTI CRUDE FUTURE JAN24
000000000
12.00000000
NC
USD
-102480.00000000
-0.10172852858
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Light Sweet Crude Oil Futures
CLF4 Comdty
2023-12-19
1071600.00000000
USD
-102480.00000000
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COTTON NO.2 FUTR DEC23
000000000
-103.00000000
NC
USD
351160.00000000
0.348584993139
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
NYBOT CTN Number 2 Cotton Futures
CTZ3 COMDTY
2023-12-06
-4534505.00000000
USD
351160.00000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME ZINC FUTURE JAN24
000000000
2.00000000
NC
USD
550.50000000
0.000546463260
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Zinc Futures
LXF4 Comdty
2024-01-15
120825.00000000
USD
550.50000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-39142.85000000
-0.03885582098
N/A
DFE
AU
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
13504281.05000000
USD
21190000.00000000
AUD
2023-12-20
-39142.85000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME NICKEL FUTURE DEC23
000000000
1.00000000
NC
USD
-2748.00000000
-0.00272784930
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Nickel Futures
LNZ3 Comdty
2023-12-18
110838.00000000
USD
-2748.00000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
12310.20000000
0.012219931035
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
114260000.00000000
JPY
772750.28000000
USD
2023-12-20
12310.20000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-30147.15000000
-0.02992608519
N/A
DFE
AU
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
15725707.01000000
USD
24700000.00000000
AUD
2023-12-20
-30147.15000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
LIVE CATTLE FUTR DEC23
000000000
-80.00000000
NC
USD
136000.00000000
0.135002731139
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME Live Cattle Futures
LCZ3 Comdty
2023-12-29
-6011200.00000000
USD
136000.00000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN MEAL FUTR DEC23
000000000
56.00000000
NC
USD
249310.00000000
0.247481844855
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Soybean Meal Futures
SMZ3 Comdty
2023-12-14
2167090.00000000
USD
249310.00000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
7750.82000000
0.007693984327
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1240000.00000000
CAD
902739.96000000
USD
2023-12-20
7750.82000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CATTLE FEEDER FUT JAN24
000000000
-37.00000000
NC
USD
216544.24000000
0.214956351562
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME Feeder Cattle Futures
FCF4 Comdty
2024-01-25
-4606594.24000000
USD
216544.24000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME ZINC FUTURE AUG24
000000000
-3.00000000
NC
USD
-1417.50000000
-0.00140710567
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Zinc Futures
LXQ4 Comdty
2024-08-19
-182801.25000000
USD
-1417.50000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
1532757.00000000
1.521517508626
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
71290000.00000000
CAD
52987415.08000000
USD
2023-12-20
1532757.00000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME NICKEL FUTURE JAN24
000000000
1.00000000
NC
USD
-2520.00000000
-0.00250152119
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Nickel Futures
LNF4 Comdty
2024-01-15
111120.00000000
USD
-2520.00000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-1892.98000000
-0.00187909904
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
786787.24000000
USD
740000.00000000
EUR
2023-12-20
-1892.98000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
763.46000000
0.000757861655
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
620000.00000000
EUR
658377.57000000
USD
2023-12-20
763.46000000
N
N
N
Osaka Exchange
3538001249AILNPRUX57
JPN 10Y BOND(OSE) DEC23
000000000
103.00000000
NC
-976018.47000000
-0.96886146391
N/A
DIR
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Long
TSE Japanese 10 Year Bond Futures
JBZ3 Comdty
2023-12-13
14954190000.00000000
JPY
-976018.47000000
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
CAN 10YR BOND FUT DEC23
000000000
55.00000000
NC
31021.56000000
0.030794083266
N/A
DIR
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Long
Montreal Exchange 10 Year Canadian Bond Futures
CNZ3 Comdty
2023-12-18
6275380.85000000
CAD
31021.56000000
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
AUST 10Y BOND FUT DEC23
000000000
74.00000000
NC
-158700.70000000
-0.15753697010
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Long
SFE 10 Year Australian Bond Futures
XMZ3 Comdty
2023-12-15
8229998.08000000
AUD
-158700.70000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-6167.94000000
-0.00612271136
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
520000.00000000
EUR
545379.38000000
USD
2023-12-20
-6167.94000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
39398.21000000
0.039109308470
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
23440737.27000000
USD
19310000.00000000
GBP
2023-12-20
39398.21000000
N
N
N
CAYMAN COMMODITY MMA IV LTD
N/A
CAYMAN COMMODITY MMA IV LTD
000000000
633682.36000000
NS
USD
22071156.63000000
21.90931194454
Long
EC
RF
US
N
1
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME PRI ALUM FUTR DEC23
000000000
71.00000000
NC
USD
76453.50000000
0.075892877243
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Primary Aluminum Futures
LAZ23 Comdty
2023-12-18
3912237.75000000
USD
76453.50000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-327.55000000
-0.00032514812
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
488234.80000000
USD
460000.00000000
EUR
2023-12-20
-327.55000000
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
SUGAR 11 (WORLD) MAR24
000000000
-513.00000000
NC
USD
-348448.64000000
-0.34589351516
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
NYBOT CSC Number 11 World Sugar Futures
SBH4 Comdty
2024-02-29
-15227872.96000000
USD
-348448.64000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-9000.33000000
-0.00893433184
N/A
DFE
JP
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
816027.85000000
USD
121260000.00000000
JPY
2023-12-20
-9000.33000000
N
N
N
Commodities Exchange Center
N/A
COPPER FUTURE DEC23
000000000
55.00000000
NC
USD
94050.00000000
0.093360344585
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Long
COMEX Copper Futures
HGZ3 Comdty
2023-12-27
4930200.00000000
USD
94050.00000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME LEAD FUTURE JAN24
000000000
-50.00000000
NC
USD
-15527.50000000
-0.01541363902
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Lead Futures
LLF4 Comdty
2024-01-15
-2591660.00000000
USD
-15527.50000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
11374.94000000
0.011291529165
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
5940000.00000000
SEK
544894.98000000
USD
2023-12-20
11374.94000000
N
N
N
2023-11-30
Goldman Sachs Trust II
Peter Fortner
Peter Fortner
Vice President