0001707770-22-000010.txt : 20221222
0001707770-22-000010.hdr.sgml : 20221222
20221222132124
ACCESSION NUMBER: 0001707770-22-000010
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221031
FILED AS OF DATE: 20221222
DATE AS OF CHANGE: 20221222
PERIOD START: 20221031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: T. Rowe Price Multi-Strategy Total Return Fund, Inc.
CENTRAL INDEX KEY: 0001707770
IRS NUMBER: 821995650
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23261
FILM NUMBER: 221481290
BUSINESS ADDRESS:
STREET 1: 100 EAST PRATT STREET
CITY: BALTIMORE
STATE: MD
ZIP: 21202
BUSINESS PHONE: 410-345-4981
MAIL ADDRESS:
STREET 1: 100 EAST PRATT STREET
CITY: BALTIMORE
STATE: MD
ZIP: 21202
0001707770
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T. Rowe Price Multi-Strategy Total Return Fund
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N
N
N/A
N/A
RAPPI INC SER F CVT PFD PP
000000000
534.000000
NS
USD
27517.020000
0.0078071
Long
EP
CORP
US
Y
3
N
N
N
N/A
N/A
ABL SPACE SYSTEMS SER B-2 CVT PFD STK PP
TC3SUK8I5
1345.000000
NS
USD
91454.750000
0.0259475
Long
EP
CORP
US
Y
3
N
N
N
N/A
N/A
SOCURE SERIES A CVT PFD STOCK PP
TC3RC4MW6
109.000000
NS
USD
815.320000
0.000231322
Long
EP
CORP
US
Y
3
N
N
N
N/A
N/A
DATABRICKS SER H CVT PFD STOCK PP
TC2K5K6F9
816.000000
NS
USD
38131.680000
0.0108187
Long
EP
CORP
US
Y
3
N
N
N
N/A
N/A
PATREON INC PP
TC2B6RC66
165.000000
NS
USD
4690.950000
0.00133091
Long
EC
CORP
US
Y
3
N
N
N
N/A
N/A
JETTI HOLDINGS SER D CVT PFD STOCK PP
TC268FIM0
63.000000
NS
USD
8372.200000
0.00237535
Long
EP
CORP
US
Y
3
N
N
N
N/A
N/A
CANVA COMMON STOCK PP
TC1HS9QX6
144.000000
NS
USD
137512.800000
0.039015
Long
EC
CORP
US
Y
3
N
N
N
N/A
N/A
BONA FIDE INVSTMNT HLDNG LLC A
TC1FCHS82
0.000000
NS
USD
29628.000000
0.00840603
Long
EC
CORP
US
Y
N/A
N
N
N
N/A
N/A
FORMAGRID INC SER F CVT PFD STOCK PP
TC1ERSTV3
222.000000
NS
USD
23356.620000
0.00662672
Long
EP
CORP
US
Y
3
N
N
N
N/A
N/A
RAPPI INC SER E CVT PFD PP
TC19OBBO9
1822.000000
NS
USD
93887.660000
0.0266377
Long
EP
CORP
US
Y
3
N
N
N
N/A
N/A
LARONDE SERIES B CVT PFD STOCK PP
TC14DLDG5
162.000000
NS
USD
907.200000
0.00025739
Long
EP
CORP
US
Y
3
N
N
N
N/A
N/A
TREELINE BIO SER A CVT PFD STOCK PP
000000000
88.000000
NS
USD
688.820000
0.000195431
Long
EP
CORP
US
Y
3
N
N
N
N/A
N/A
CANVA SERIES A CVT PFD STOCK PP
TC0R8VGD3
8.000000
NS
USD
7639.600000
0.0021675
Long
EP
CORP
US
Y
3
N
N
N
N/A
N/A
FTSE/MIB IDX FUT DEC22
000000000
21.000000
NC
-2838.410000
-0.000805311
N/A
DE
CORP
IT
N
1
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Long
FTSE MIB Index
FTSE MIB INDEX
2022-12-16
2373560.490000
USD
-2838.410000
N
N
N
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
PLN/USD FWD 20221118 BNPAFRPP
000000000
1.000000
NC
USD
-33665.450000
-0.00955153
N/A
DFE
CORP
PL
N
2
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
-1294524.080000
USD
6033000.000000
PLN
2022-11-18
-33665.450000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
USD/CNH FWD 20230113 MSLNGB2X
000000000
1.000000
NC
USD
21046.920000
0.00597141
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
-3887000.000000
CNY
553273.140000
USD
2023-01-13
21046.920000
N
N
N
N/A
N/A
3 MONTH SOFR FUT DEC23
000000000
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NC
USD
-1884.120000
-0.000534561
N/A
DIR
CORP
US
N
1
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Long
United States 90 Day Average SOFR Secured Overnight Financing Rate
US 90 DAY AVERAGE SOFR
2024-03-19
5013534.120000
USD
-1884.120000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
USD/PLN FWD 20221118 BOFAUS6N
000000000
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USD
-37959.180000
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N/A
DFE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
-6726500.000000
PLN
1367836.540000
USD
2022-11-18
-37959.180000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
PLN/USD FWD 20221118 BOFAUS6N
000000000
1.000000
NC
USD
-4091.890000
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N/A
DFE
CORP
PL
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
-634207.710000
USD
3015000.000000
PLN
2022-11-18
-4091.890000
N
N
N
N/A
N/A
EURO-BUND FUTURE DEC22
000000000
4.000000
NC
902.830000
0.00025615
N/A
DIR
CORP
DE
N
1
MERRILL LYNCH PIERCE FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
Long
Bundesrepublik Deutschland Bundesanleihe
GERMANY
2022-12-08
550552.130000
USD
902.830000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
USD/BRL FWD 20221202 GSILGB2X
000000000
1.000000
NC
USD
-269.850000
0
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
-215535.080000
USD
1120000.000000
BRL
2022-12-02
-269.850000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
PEN/USD FWD 20230119 UBSWGB2L
000000000
1.000000
NC
USD
209.680000
0
N/A
DFE
CORP
PE
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-1145000.000000
PEN
285223.200000
USD
2023-01-19
209.680000
N
N
N
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
USD/NZD FWD 20230120 SBOSGB2X
000000000
1.000000
NC
USD
-1795.070000
-0.000509296
N/A
DFE
CORP
US
N
2
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
-79299.390000
NZD
44368.010000
USD
2023-01-20
-1795.070000
N
N
N
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
NZD/USD FWD 20230120 SBOSGB2X
000000000
1.000000
NC
USD
1632.070000
0.000463049
N/A
DFE
CORP
NZ
N
2
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
-83359.870000
USD
146000.000000
NZD
2023-01-20
1632.070000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
MXN/USD FWD 20230113 CHASGB2L
000000000
1.000000
NC
USD
5905.010000
0.00167536
N/A
DFE
CORP
MX
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
-383049.610000
USD
7810190.000000
MXN
2023-01-13
5905.010000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
USD/MXN FWD 20230113 CHASGB2L
000000000
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NC
USD
-13995.470000
-0.00397078
N/A
DFE
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
-18510953.450000
MXN
907866.980000
USD
2023-01-13
-13995.470000
N
N
N
N/A
N/A
OMXS30 IND FUTURE NOV22
000000000
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NC
-710158.920000
-0.201486
N/A
DE
CORP
SE
N
1
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Short
OMX Stockholm 30 Index
OMX STOCKHOLM 30 INDEX
2022-11-18
-13545245.990000
USD
-710158.920000
N
N
N
N/A
N/A
S&P/TSX 60 IX FUT DEC22
000000000
-9.000000
NC
-66991.150000
-0.0190067
N/A
DE
CORP
CA
N
1
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Short
S&P/TSX 60 Index
S&P/TSX 60 INDEX
2022-12-15
-1461499.100000
USD
-66991.150000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
EUR/USD FWD 20221125 MSLNGB2X
000000000
1.000000
NC
USD
-10568.230000
-0.00299841
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
-312138.350000
USD
304615.450000
EUR
2022-11-25
-10568.230000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
USD/EUR FWD 20221125 MSLNGB2X
000000000
1.000000
NC
USD
41513.820000
0.0117783
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
-958550.340000
EUR
990481.260000
USD
2022-11-25
41513.820000
N
N
N
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
USD/CLP FWD 20230119 BNPAFRPP
000000000
1.000000
NC
USD
4954.410000
0.00140566
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
-165713.510000
USD
163294740.000000
CLP
2023-01-19
4954.410000
N
N
N
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
BRL/USD FWD 20221202 BNPAFRPP
000000000
1.000000
NC
USD
-10460.370000
-0.00296781
N/A
DFE
CORP
BR
N
2
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
-2754121.870000
BRL
518884.880000
USD
2022-12-02
-10460.370000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
ZAR/USD FWD 20230113 CITIGB2L
000000000
1.000000
NC
USD
45388.160000
0.0128775
N/A
DFE
CORP
ZA
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
-45304348.940000
ZAR
2497951.600000
USD
2023-01-13
45388.160000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
USD/COP FWD 20221209 BOFAUS6N
000000000
1.000000
NC
USD
17847.290000
0.00506362
N/A
DFE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
-900070000.000000
COP
198822.620000
USD
2022-12-09
17847.290000
N
N
N
STANDARD CHARTERED SECURITIES
5493003GCX71N8988W38
CAD/USD FWD 20230120 SCBLGB2L
000000000
1.000000
NC
USD
-853.860000
-0.000242256
N/A
DFE
CORP
CA
N
2
STANDARD CHARTERED SECURITIES
5493003GCX71N8988W38
-125000.000000
CAD
91001.550000
USD
2023-01-20
-853.860000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
PLN/USD FWD 20221118 UBSWGB2L
000000000
1.000000
NC
USD
-2429.930000
-0.000689417
N/A
DFE
CORP
PL
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-224000.000000
PLN
44384.650000
USD
2022-11-18
-2429.930000
N
N
N
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
CZK/USD FWD 20230113 BNPAFRPP
000000000
1.000000
NC
USD
632.460000
0.000179441
N/A
DFE
CORP
CZ
N
2
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
-30278.450000
USD
769000.000000
CZK
2023-01-13
632.460000
N
N
N
N/A
N/A
EURO-BOBL FUTURE DEC22
000000000
6.000000
NC
765.612381
0.000217219
N/A
DIR
CORP
DE
N
1
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Long
Bundesrepublik Deutschland Bundesanleihe
GERMANY
2022-12-08
698684.858095
USD
765.612381
N
N
N
N/A
N/A
EURO-BOBL FUTURE DEC22
000000000
11.000000
NC
1403.622698
0.000398235
N/A
DIR
CORP
DE
N
1
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Long
Bundesrepublik Deutschland Bundesanleihe
GERMANY
2022-12-08
1280922.239841
USD
1403.622698
N
N
N
N/A
N/A
EURO-BOBL FUTURE DEC22
000000000
46.000000
NC
5869.694921
0.00166534
N/A
DIR
CORP
DE
N
1
MERRILL LYNCH PIERCE FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
Long
Bundesrepublik Deutschland Bundesanleihe
GERMANY
2022-12-08
5356583.912063
USD
5869.694921
N
N
N
N/A
N/A
EURO-OAT FUTURE DEC22
000000000
10.000000
NC
-39909.958333
-0.0113232
N/A
DIR
CORP
DE
N
1
MERRILL LYNCH PIERCE FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
Long
French Republic Government Bond OAT
FRANCE
2022-12-08
1354826.933333
USD
-39909.958333
N
N
N
N/A
N/A
EURO-OAT FUTURE DEC22
000000000
14.000000
NC
-55873.941667
-0.0158525
N/A
DIR
CORP
DE
N
1
JP MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Long
French Republic Government Bond OAT
FRANCE
2022-12-08
1896757.706667
USD
-55873.941667
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
CHF/USD FWD 20230120 UBSWGB2L
000000000
1.000000
NC
USD
224.060000
0
N/A
DFE
CORP
CH
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-511140.240000
USD
507000.000000
CHF
2023-01-20
224.060000
N
N
N
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
USD/SEK FWD 20221125 SBOSGB2X
000000000
1.000000
NC
USD
13452.230000
0.00381665
N/A
DFE
CORP
US
N
2
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
-1413484.180000
SEK
141678.230000
USD
2022-11-25
13452.230000
N
N
N
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
SEK/USD FWD 20221125 SBOSGB2X
000000000
1.000000
NC
USD
982.740000
0.000278822
N/A
DFE
CORP
SE
N
2
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
-47096.880000
USD
530000.000000
SEK
2022-11-25
982.740000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
USD/SEK FWD 20221125 GSILGB2X
000000000
1.000000
NC
USD
65953.220000
0.0187122
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
-12950000.000000
SEK
1240728.840000
USD
2022-11-25
65953.220000
N
N
N
STANDARD CHARTERED SECURITIES
5493003GCX71N8988W38
AUD/USD FWD 20230120 SCBLGB2L
000000000
1.000000
NC
USD
-4080.970000
-0.00115785
N/A
DFE
CORP
AU
N
2
STANDARD CHARTERED SECURITIES
5493003GCX71N8988W38
-1280000.000000
AUD
816945.920000
USD
2023-01-20
-4080.970000
N
N
N
STANDARD CHARTERED SECURITIES
5493003GCX71N8988W38
USD/MYR FWD 20221209 SCBLGB2L
000000000
1.000000
NC
USD
3736.180000
0.00106003
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES
5493003GCX71N8988W38
-316404.420000
MYR
70682.000000
USD
2022-12-09
3736.180000
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
AUD/USD FWD 20230120 CIBCCATT
000000000
1.000000
NC
USD
-5264.700000
-0.0014937
N/A
DFE
CORP
AU
N
2
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
-426000.000000
AUD
267983.310000
USD
2023-01-20
-5264.700000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
USD/NZD FWD 20230120 UBSWGB2L
000000000
1.000000
NC
USD
-15715.600000
-0.00445882
N/A
DFE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-762834.630000
NZD
428358.340000
USD
2023-01-20
-15715.600000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
PHP/USD FWD 20221209 CHASGB2L
000000000
1.000000
NC
USD
826.500000
0.000234494
N/A
DFE
CORP
PH
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
-50286.970000
USD
2979000.000000
PHP
2022-12-09
826.500000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
USD/PHP FWD 20221209 CHASGB2L
000000000
1.000000
NC
USD
4097.720000
0.0011626
N/A
DFE
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
-8717597.000000
PHP
153673.620000
USD
2022-12-09
4097.720000
N
N
N
N/A
N/A
CME - USD SOFR IRS 10/31/32 PAY FIX
000000000
1.000000
NC
USD
21874.700000
0.00620627
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
70JD_USD-SOFR-COMPOUND
Y
2032-11-01
250.000000
USD
0.000000
USD
-1420000.000000
USD
21624.700000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
SWAPTION_CDX_USD_2I65BRZH6_OTC_E_PAYER_K_5_EFF_2022-10-27_MAT_2022-11-16
000000000
1.000000
NC
USD
-3183.450000
-0.000903205
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Put
Written
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
N/A
FOR8UP27PHTHYVLBNG30
CDX HY CDSI S39 5Y PRC 12/20/2027
000000000
0.000000
NC
USD
0.000000
N/A
DCR
CORP
US
N/A
CDX HY CDSI S39 5Y PRC 12/20/2027
CDX HY CDSI S39 5Y PRC
2027-12-20
0.000000
USD
0.000000
USD
N/A
USD
-2500000.0
94.5
USD
2022-11-16
XXXX
-683.450000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
SWAPTION_CDX_USD_2I65BRZH6_OTC_E_PAYER_K_5_EFF_2022-10-27_MAT_2022-11-16
000000000
1.000000
NC
USD
8680.180000
0.00246273
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Put
Purchased
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
N/A
FOR8UP27PHTHYVLBNG30
CDX HY CDSI S39 5Y PRC 12/20/2027
000000000
0.000000
NC
USD
0.000000
N/A
DCR
CORP
US
N/A
CDX HY CDSI S39 5Y PRC 12/20/2027
CDX HY CDSI S39 5Y PRC
2027-12-20
0.000000
USD
0.000000
USD
N/A
USD
2500000.0
97
USD
2022-11-16
XXXX
-4069.820000
N
N
N
N/A
N/A
LCH - EUR IRS 10/28/52 PAY FIX
000000000
1.000000
NC
18958.850000
0.00537899
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
70JD_EUR-EURIBOR-Reuters
Y
2052-10-28
252.260000
USD
0.000000
USD
-2100000.000000
EUR
18706.590000
N
N
N
N/A
N/A
LCH - EUR IRS 10/28/27 REC FIX
000000000
1.000000
NC
-10177.030000
-0.00288742
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
70JD_EUR-EURIBOR-Reuters
Y
2027-10-28
252.260000
USD
0.000000
USD
9550000.000000
EUR
-10429.290000
N
N
N
N/A
N/A
CME - USD SOFR IRS 10/19/32 PAY FIX
000000000
1.000000
NC
USD
2125.810000
0.000603133
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
70JD_USD-SOFR-COMPOUND
Y
2032-10-19
250.000000
USD
0.000000
USD
-250000.000000
USD
1875.810000
N
N
N
BARCLAYS
AC28XWWI3WIBK2824319
AMERICAN AIRLINES GROUP CDS 12/20/2023
000000000
1.000000
NC
USD
-941.120000
-0.000267014
N/A
DCR
CORP
US
N
2
BARCLAYS
AC28XWWI3WIBK2824319
American Airlines Group Inc
AMERICAN AIRLINES GROUP 144A
Y
Default Event
2023-12-20
0.000000
USD
-1849.070000
USD
55000.000000
USD
907.950000
N
N
N
N/A
N/A
CME - PLN IRS 10/18/27 PAY FIX
000000000
1.000000
NC
10546.800000
0.00299233
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
70JD_PLN-WIBOR-WIBO
Y
2027-10-18
252.180000
USD
0.000000
USD
-3758000.000000
PLN
10294.620000
N
N
N
N/A
N/A
CME - CAD IRS 10/12/52 PAY FIX
000000000
1.000000
NC
-957.200000
-0.000271576
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
70JD_CAD-BA-CDOR
Y
2052-10-14
56.880000
USD
0.000000
USD
-295000.000000
CAD
-1014.080000
N
N
N
N/A
N/A
CME - MXN IRS 10/6/2027 REC FIX
000000000
1.000000
NC
569.310000
0.000161524
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
70JD_MXN-TIIE-BANXICO
Y
2027-10-06
249.590000
USD
0.000000
USD
5500000.000000
MXN
319.720000
N
N
N
BARCLAYS
AC28XWWI3WIBK2824319
ROYAL CARIBBEAN CRUISES CDS 12/20/2023
000000000
1.000000
NC
USD
-672.760000
-0.000190875
N/A
DCR
CORP
US
N
2
BARCLAYS
AC28XWWI3WIBK2824319
Royal Caribbean Cruises Ltd
ROYAL CARIBBEAN CRUISES
Y
Default Event
2023-12-20
0.000000
USD
-1097.000000
USD
23000.000000
USD
424.240000
N
N
N
N/A
N/A
LCH - GBP SONIA IRS 10/11/52 PAY FIX
000000000
1.000000
NC
-9421.510000
-0.00267306
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
70JD_GBP-SONIA-COMPOUND
Y
2052-10-11
256.000000
USD
0.000000
USD
-40000.000000
GBP
-9677.510000
N
N
N
N/A
N/A
LCH - GBP SONIA IRS 10/11/72 PAY FIX
000000000
1.000000
NC
-63008.250000
-0.0178766
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
70JD_GBP-SONIA-COMPOUND
Y
2072-10-11
272.180000
USD
0.000000
USD
-179000.000000
GBP
-63280.430000
N
N
N
N/A
N/A
CME - CAD IRS 10/11/27 PAY FIX
000000000
1.000000
NC
-2889.820000
-0.000819897
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
70JD_CAD-BA-CDOR
Y
2027-10-11
245.380000
USD
0.000000
USD
-520000.000000
CAD
-3135.200000
N
N
N
N/A
N/A
CME - PLN IRS 10/13/27 PAY FIX
000000000
1.000000
NC
19537.560000
0.00554318
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
70JD_PLN-WIBOR-WIBO
Y
2027-10-13
250.510000
USD
0.000000
USD
-5678000.000000
PLN
19287.050000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
FXO_USD_OTC_E_CALL_EUR_USD_K_0.8975_EFF_2022-10-07_MAT_2022-11-14
000000000
1.000000
NC
USD
24.060000
0
N/A
DFE
CORP
US
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
Call
Purchased
CITIBANK N A
70JD_FXO_USD_OTC_E_CALL_EUR_USD_K_0.8975_EFF_2022-10-07_MAT_2022-11-14
1185000.000
0.8975
USD
2022-11-14
XXXX
-1711.970000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
FXO_USD_OTC_E_CALL_EUR_USD_K_0.9_EFF_2022-10-07_MAT_2022-11-10
000000000
1.000000
NC
USD
9.570000
0
N/A
DFE
CORP
US
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
Call
Purchased
CITIBANK N A
70JD_FXO_USD_OTC_E_CALL_EUR_USD_K_0.9_EFF_2022-10-07_MAT_2022-11-10
1185000.000
0.9
USD
2022-11-10
XXXX
-1762.010000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
FXO_USD_OTC_E_CALL_EUR_USD_K_0.911_EFF_2022-10-06_MAT_2022-11-04
000000000
1.000000
NC
USD
0.040000
0
N/A
DFE
CORP
US
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
Call
Purchased
CITIBANK N A
70JD_FXO_USD_OTC_E_CALL_EUR_USD_K_0.911_EFF_2022-10-06_MAT_2022-11-04
1185000.000
0.911
USD
2022-11-04
XXXX
-1741.910000
N
N
N
N/A
N/A
CME - PLN IRS 10/7/32 PAY FIX
000000000
1.000000
NC
50606.970000
0.0143582
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
70JD_PLN-WIBOR-WIBO
Y
2032-10-07
108.480000
USD
0.000000
USD
-6675000.000000
PLN
50498.490000
N
N
N
BARCLAYS
AC28XWWI3WIBK2824319
ROYAL CARIBBEAN CRUISES CDS 12/20/2023
000000000
1.000000
NC
USD
-672.900000
-0.000190915
N/A
DCR
CORP
US
N
2
BARCLAYS
AC28XWWI3WIBK2824319
Royal Caribbean Cruises Ltd
ROYAL CARIBBEAN CRUISES
Y
Default Event
2023-12-20
0.000000
USD
-861.720000
USD
23000.000000
USD
188.820000
N
N
N
N/A
N/A
LCH - CNY IRS 9/30/27 PAY FIX
000000000
1.000000
NC
-791.890000
-0.000224674
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
70JD_CNY-CNREPOFIX=CFXS-Reuters
Y
2027-09-30
258.000000
USD
0.000000
USD
-1000000.000000
CNY
-1049.890000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
AVIS BUDGET CAR RENTAL CDS 12/20/2027
000000000
1.000000
NC
USD
-18462.270000
-0.0052381
N/A
DCR
CORP
US
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
CITIBANK N A
AVIS BUDGET CAR/FINANCE
Y
Default Event
2027-12-20
18912.880000
USD
0.000000
USD
-640000.000000
USD
-37375.150000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
CDX HY CDST S37 V2 5Y 25-35 12/20/2026
000000000
1.000000
NC
USD
-355816.890000
-0.100952
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO
MARKIT CDX NA HY
Y
Default Event
2026-12-20
0.000000
USD
-95439.240000
USD
-4150000.000000
USD
-260377.650000
N
N
N
BARCLAYS
AC28XWWI3WIBK2824319
CCO HOLDINGS LLC CDS 12/20/2023
000000000
1.000000
NC
USD
3788.590000
0.0010749
N/A
DCR
CORP
US
N
2
BARCLAYS
AC28XWWI3WIBK2824319
CCO Holdings LLC / CCO Holdings Capital Corp
CCO HLDGS LLC/CAP CORP 144A
Y
Default Event
2023-12-20
2947.060000
USD
0.000000
USD
80000.000000
USD
841.530000
N
N
N
N/A
N/A
LCH - CNY IRS 9/29/27 PAY FIX
000000000
1.000000
NC
-738.380000
-0.000209492
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
70JD_CNY-CNREPOFIX=CFXS-Reuters
Y
2027-09-29
255.000000
USD
0.000000
USD
-700000.000000
CNY
-993.380000
N
N
N
N/A
N/A
ICE_CDX HY CDSI S39 5Y PRC 12/20/2027
000000000
1.000000
NC
USD
13066.412184
0.00370719
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
MARKIT CDX NA HY
Y
Default Event
2027-12-20
258751.953038
USD
0.000000
USD
-7430000.000000
USD
-245685.540854
N
N
N
N/A
N/A
ICE_CDX HY CDSI S39 5Y PRC 12/20/2027
000000000
1.000000
NC
USD
27650.497816
0.00784497
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
MARKIT CDX NA HY
Y
Default Event
2027-12-20
547558.136962
USD
0.000000
USD
-15723000.000000
USD
-519907.639146
N
N
N
BARCLAYS
AC28XWWI3WIBK2824319
FORD MOTOR COMPANY CDS 03/20/2023
000000000
1.000000
NC
USD
2673.900000
0.000758636
N/A
DCR
CORP
US
N
2
BARCLAYS
AC28XWWI3WIBK2824319
Ford Motor Credit Co LLC
FORD MOTOR CREDIT CO LLC
Y
Default Event
2023-03-20
1757.590000
USD
0.000000
USD
140000.000000
USD
916.310000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
SWAPTION_IRS_JPY_OTC3_E_PAYER_K_0.649_EFF_2022-09-27_MAT_2023-09-27
000000000
1.000000
NC
68714.180000
0.0194955
N/A
DIR
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Put
Purchased
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
70JD_SWAPTION_IRS_JPY_OTC3_E_PAYER_K_0.649_EFF_2022-09-27_MAT_2023-09-27
000000000
0.000000
NC
0.000000
N/A
DIR
CORP
US
GOLDMAN SACHS & CO
70JD_SWAPTION_IRS_JPY_OTC3_E_PAYER_K_0.649_EFF_2022-09-27_MAT_2023-09-27
2023-09-27
0.000000
USD
0.000000
USD
N/A
JPY
529000000.00
0.649
JPY
2023-09-27
XXXX
-19004.750000
N
N
N
N/A
N/A
LCH - CNY IRS 9/28/27 PAY FIX
000000000
1.000000
NC
-485.610000
-0.000137777
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
70JD_CNY-CNREPOFIX=CFXS-Reuters
Y
2027-09-28
255.000000
USD
0.000000
USD
-700000.000000
CNY
-740.610000
N
N
N
N/A
N/A
LCH - CNY IRS 9/28/27 PAY FIX
000000000
1.000000
NC
-1549.530000
-0.000439631
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
70JD_CNY-CNREPOFIX=CFXS-Reuters
Y
2027-09-28
255.000000
USD
0.000000
USD
-2200000.000000
CNY
-1804.530000
N
N
N
N/A
N/A
ICE_CDX HY CDSI S33 V13 5Y PRC 12/20/2024
000000000
1.000000
NC
USD
-25855.917862
-0.00733582
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
MARKIT CDX NA HY
Y
Default Event
2024-12-20
0.000000
USD
-10014.116483
USD
-862400.000000
USD
-15841.801379
N
N
N
N/A
N/A
ICE_CDX HY CDSI S33 V13 5Y PRC 12/20/2024
000000000
1.000000
NC
USD
-50656.492138
-0.0143722
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
MARKIT CDX NA HY
Y
Default Event
2024-12-20
0.000000
USD
-19619.493517
USD
-1689600.000000
USD
-31036.998621
N
N
N
N/A
N/A
LCH - CNY IRS 9/26/27 PAY FIX
000000000
1.000000
NC
-1258.370000
-0.000357024
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
70JD_CNY-CNREPOFIX=CFXS-Reuters
Y
2027-09-27
252.000000
USD
0.000000
USD
-3000000.000000
CNY
-1510.370000
N
N
N
Sanofi
549300E9PC51EN656011
ICE_SANOFI CDS 12/20/2027
000000000
1.000000
NC
-3790.090000
-0.00107532
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Sanofi
SANOFI
Y
Default Event
2027-12-20
0.000000
USD
-3068.670000
USD
-150000.000000
EUR
-721.420000
N
N
N
N/A
N/A
ICE_CDX IG CDSI S39 5Y 12/20/2027
000000000
1.000000
NC
USD
-26785.961528
-0.00759969
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
MARKIT CDX NA
Y
Default Event
2027-12-20
20295.092198
USD
0.000000
USD
-4810000.000000
USD
-47081.053727
N
N
N
N/A
N/A
ICE_CDX IG CDSI S39 5Y 12/20/2027
000000000
1.000000
NC
USD
-14757.338472
-0.00418694
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
MARKIT CDX NA
Y
Default Event
2027-12-20
11181.287802
USD
0.000000
USD
-2650000.000000
USD
-25938.626273
N
N
N
Xerox Corp
4KF48RN45X1OO8UBLY20
ICE_XEROX CORP CDS 12/20/2027
000000000
1.000000
NC
USD
30607.950000
0.00868406
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Xerox Corp
XEROX CORPORATION
Y
Default Event
2027-12-20
29622.650000
USD
0.000000
USD
-200000.000000
USD
985.300000
N
N
N
Macy s Retail Holdings LLC
549300JMONK27O4SQQ19
ICE_MACY'S INC CDS 12/20/2027
000000000
1.000000
NC
USD
32759.770000
0.00929457
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Macy s Retail Holdings LLC
MACY S RETAIL HLDGS LLC
Y
Default Event
2027-12-20
46149.990000
USD
0.000000
USD
-255000.000000
USD
-13390.220000
N
N
N
N/A
N/A
ICE_ITRX XOVER CDSI S38 5Y 12/20/2027
000000000
1.000000
NC
67658.064286
0.0191959
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
ITRAXX EUROPE
Y
Default Event
2027-12-20
177782.692857
USD
0.000000
USD
-4325000.000000
EUR
-110124.628571
N
N
N
N/A
N/A
ICE_ITRX XOVER CDSI S38 5Y 12/20/2027
000000000
1.000000
NC
27063.225714
0.00767835
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
ITRAXX EUROPE
Y
Default Event
2027-12-20
71113.077143
USD
0.000000
USD
-1730000.000000
EUR
-44049.851429
N
N
N
N/A
N/A
ICE_ITRX EUR CDSI S38 5Y 12/20/2027
000000000
1.000000
NC
12620.760000
0.00358075
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
ITRAXX EUROPE XOVER
Y
Default Event
2027-12-20
40780.180000
USD
0.000000
USD
-2400000.000000
EUR
-28159.420000
N
N
N
BARCLAYS
AC28XWWI3WIBK2824319
MURPHY OIL CORP CDS 12/20/2023
000000000
1.000000
NC
USD
-606.090000
-0.000171959
N/A
DCR
CORP
US
N
2
BARCLAYS
AC28XWWI3WIBK2824319
Murphy Oil Corp
MURPHY OIL CORPORATION
Y
Default Event
2023-12-20
0.000000
USD
-3514.270000
USD
190000.000000
USD
2908.180000
N
N
N
BARCLAYS
AC28XWWI3WIBK2824319
AT&T INC CDS 06/20/2023
000000000
1.000000
NC
USD
338.280000
0
N/A
DCR
CORP
US
N
2
BARCLAYS
AC28XWWI3WIBK2824319
AT&T Inc
AT&T INC
Y
Default Event
2023-06-20
179.160000
USD
0.000000
USD
150000.000000
USD
159.120000
N
N
N
Republic of South Africa Government International Bond
378900AAFB4F17004C49
ICE_SOUTH AFRICA CDS 12/20/2027
000000000
1.000000
NC
USD
42553.890000
0.0120733
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Republic of South Africa Government International Bond
SOUTH AFRICA
Y
Default Event
2027-12-20
43830.260000
USD
0.000000
USD
-500000.000000
USD
-1276.370000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MYR IRS 9/1/27 PAY FIX
000000000
1.000000
NC
21692.250000
0.0061545
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
70JD_MYR-KLIBOR-BNM
Y
2027-09-01
0.000000
USD
0.000000
USD
-5817000.000000
MYR
21692.250000
N
N
N
Murphy Oil Corp
QBKYQD0ODE7DC7PDIN91
ICE_MURPHY OIL CORP CDS 06/20/2027
000000000
1.000000
NC
USD
3569.820000
0.00101283
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Murphy Oil Corp
MURPHY OIL CORPORATION
Y
Default Event
2027-06-21
9880.000000
USD
0.000000
USD
-83000.000000
USD
-6310.180000
N
N
N
N/A
N/A
LCH - EUR ZCIS 8/15/27 REC CPI
000000000
1.000000
NC
-3519.640000
-0.000998589
N/A
DO
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
70JD_EU-CPTFEMU-U-1M
Y
2027-08-16
249.630000
USD
0.000000
USD
-720000.000000
EUR
-3769.270000
N
N
N
N/A
N/A
LCH - EUR ZCIS 8/15/27 REC CPI
000000000
1.000000
NC
-4053.450000
-0.00115004
N/A
DO
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
70JD_EU-CPTFEMU-U-1M
Y
2027-08-16
249.630000
USD
0.000000
USD
-720000.000000
EUR
-4303.080000
N
N
N
N/A
N/A
LCH - EUR ZCIS 8/15/27 REC CPI
000000000
1.000000
NC
-4393.940000
-0.00124664
N/A
DO
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
70JD_EUR-EXT-CPI
Y
2027-08-16
249.630000
USD
0.000000
USD
-798000.000000
EUR
-4643.570000
N
N
N
N/A
N/A
LCH - EUR ZCIS 8/15/27 REC CPI
000000000
1.000000
NC
-64.190000
0
N/A
DO
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
70JD_EUR-EXT-CPI
Y
2027-08-16
141.960000
USD
0.000000
USD
-804000.000000
EUR
-206.150000
N
N
N
N/A
N/A
LCH - EUR ZCIS 8/15/27 REC CPI
000000000
1.000000
NC
-849.650000
-0.000241062
N/A
DO
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
70JD_EU-CPTFEMU-U-1M
Y
2027-08-16
248.780000
USD
0.000000
USD
-798000.000000
EUR
-1098.430000
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
ICE_ROYAL CARIBBEAN CRUISES CDS 06/20/2027
000000000
1.000000
NC
USD
-285247.560000
-0.0809302
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Royal Caribbean Cruises Ltd
ROYAL CARIBBEAN CRUISES
Y
Default Event
2027-06-21
0.000000
USD
-410875.000000
USD
2530000.000000
USD
125627.440000
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
ICE_DELTA AIR LINES INC CDS 06/20/2027
000000000
1.000000
NC
USD
-24775.100000
-0.00702917
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Delta Air Lines Inc
DELTA AIR LINES INC
Y
Default Event
2027-06-21
0.000000
USD
-7892.260000
USD
-420000.000000
USD
-16882.840000
N
N
N
N/A
N/A
CME - CAD IRS 7/14/27 PAY FIX
000000000
1.000000
NC
4545.090000
0.00128953
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
70JD_CAD-BA-CDOR
Y
2027-07-14
251.130000
USD
0.000000
USD
-491000.000000
CAD
4293.960000
N
N
N
N/A
N/A
CME - CAD IRS 7/14/27 PAY FIX
000000000
1.000000
NC
4912.510000
0.00139377
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
70JD_CAD-BA-CDOR
Y
2027-07-14
251.130000
USD
0.000000
USD
-505000.000000
CAD
4661.380000
N
N
N
N/A
N/A
CME - CAD IRS 7/14/27 PAY FIX
000000000
1.000000
NC
4971.950000
0.00141064
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
70JD_CAD-BA-CDOR
Y
2027-07-14
251.090000
USD
0.000000
USD
-505000.000000
CAD
4720.860000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
MURPHY OIL CORP CDS 06/20/2027
000000000
1.000000
NC
USD
903.210000
0.000256258
N/A
DCR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Murphy Oil Corp
MURPHY OIL CORPORATION
Y
Default Event
2027-06-21
2505.810000
USD
0.000000
USD
-21000.000000
USD
-1602.600000
N
N
N
N/A
N/A
CME - USD SOFR IRS 7/11/29 PAY FIX
000000000
1.000000
NC
USD
58627.800000
0.0166338
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
70JD_Secured Overnight Financing
Y
2029-07-11
142.190000
USD
0.000000
USD
-910000.000000
USD
58485.610000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
SWAPTION_IRS_USD_OTC_E_PAYER_K_2.66_EFF_2022-07-06_MAT_2023-07-06
000000000
1.000000
NC
USD
239593.910000
0.0679774
N/A
DIR
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Put
Purchased
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
N/A
B4TYDEB6GKMZO031MB27
USD SOFR IRS 07/10/2053 PAY FIX
000000000
0.000000
NC
USD
0.000000
N/A
DIR
CORP
US
N/A
USD SOFR IRS 07/10/2053 PAY FIX
2053-07-10
0.000000
USD
0.000000
USD
N/A
USD
1625000.000
2.66
USD
2023-07-06
XXXX
132506.410000
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ICE_ARCELORMITTAL SA CDS 06/20/2027
000000000
1.000000
NC
2466.530000
0.000699802
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
ArcelorMittal SA
ARCELORMITTAL
Y
Default Event
2027-06-21
1940.760000
USD
0.000000
USD
25000.000000
EUR
525.770000
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
ICE_OCCIDENTAL PETROLEUM CDS 06/20/2027
000000000
1.000000
NC
USD
1537.530000
0.000436227
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Occidental Petroleum Corp
OCCIDENTAL PETROLEUM COR
Y
Default Event
2027-06-21
17544.280000
USD
0.000000
USD
-320000.000000
USD
-16006.750000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
AT&T INC CDS 12/20/2022
000000000
1.000000
NC
USD
229.280000
0
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
AT&T Inc
AT&T INC
Y
Default Event
2022-12-20
69.950000
USD
0.000000
USD
155000.000000
USD
159.330000
N
N
N
CREDIT SUISSE FIRST BOSTON
1V8Y6QCX6YMJ2OELII46
FORD MOTOR CREDIT CO CDS 06/20/2023
000000000
1.000000
NC
USD
3903.620000
0.00110753
N/A
DCR
CORP
US
N
2
CREDIT SUISSE FIRST BOSTON
1V8Y6QCX6YMJ2OELII46
Ford Motor Credit Co LLC
FORD MOTOR CREDIT CO LLC
Y
Default Event
2023-06-20
2245.090000
USD
0.000000
USD
145000.000000
USD
1658.530000
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ICE_CONOCOPHILLIPS CDS 06/20/2027
000000000
1.000000
NC
USD
-18382.700000
-0.00521552
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
ConocoPhillips
CONOCOPHILLIPS
Y
Default Event
2027-06-20
0.000000
USD
-13214.180000
USD
-800000.000000
USD
-5168.520000
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
ICE_APACHE CORP CDS 06/20/2027
000000000
1.000000
NC
USD
19836.576955
0.00562801
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Apache Corp
APACHE CORP
Y
Default Event
2027-06-20
46747.297672
USD
0.000000
USD
-888000.000000
USD
-26910.720716
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
ICE_APACHE CORP CDS 06/20/2027
000000000
1.000000
NC
USD
2613.603045
0.000741529
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Apache Corp
APACHE CORP
Y
Default Event
2027-06-20
6159.272328
USD
0.000000
USD
-117000.000000
USD
-3545.669284
N
N
N
N/A
N/A
LCH - INR IRS 6/22/2024 REC FIX
000000000
1.000000
NC
-372.820000
-0.000105776
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
70JD_INR-FBIL-MIBOR-OIS-COMPOUND
Y
2024-06-24
3.200000
USD
0.000000
USD
44500000.000000
INR
-376.020000
N
N
N
N/A
N/A
LCH - INR IRS 6/22/2027 PAY FIX
000000000
1.000000
NC
-3116.210000
-0.000884128
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
70JD_INR-FBIL-MIBOR-OIS-COMPOUND
Y
2027-06-22
3.200000
USD
0.000000
USD
-44500000.000000
INR
-3119.410000
N
N
N
N/A
N/A
ICE_CDX HY CDSI S37 V2 5Y PRC 12/20/2026
000000000
1.000000
NC
USD
162745.200000
0.0461739
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
MARKIT CDX NA HY
Y
Default Event
2026-12-20
0.000000
USD
-92191.250000
USD
6162750.000000
USD
254936.450000
N
N
N
N/A
N/A
SWAPTION_IRS_JPY_OTC3_E_Payer_K_0.692924_EFF_2022-06-17_MAT_2023-06-19
000000000
1.000000
NC
48438.220000
0.0137428
N/A
DIR
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Put
Purchased
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
N/A
N/A
JPY TONA IRS 6/21/2033 PAY FIX
000000000
0.000000
NC
0.000000
N/A
DIR
CORP
US
N/A
JPY TONA IRS 6/21/2033 PAY FIX
2033-06-21
0.000000
USD
0.000000
USD
N/A
JPY
522000000.00
0.692924
JPY
2023-06-19
XXXX
-26025.730000
N
N
N
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
FXO_USD_OTC_E_CALL_INR_USD_K_80.25_EFF_2022-06-15_MAT_2022-10-31
000000000
1.000000
NC
USD
62510.820000
0.0177355
N/A
DFE
CORP
US
N
2
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
Call
Purchased
HSBC SECURITIES INC
70JD_FXO_USD_OTC_E_CALL_INR_USD_K_80.25_EFF_2022-06-15_MAT_2022-10-31
2055000.000
80.25
USD
2022-10-31
XXXX
42320.440000
N
N
N
N/A
N/A
SWAPTION_IRS_JPY_OTC3_E_Payer_K_0.619426_EFF_2022-06-15_MAT_2023-06-15
000000000
1.000000
NC
1053.450000
0.000298884
N/A
DIR
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Put
Purchased
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
N/A
N/A
JPY TONA IRS 6/19/2033 PAY FIX
000000000
0.000000
NC
0.000000
N/A
DIR
CORP
US
N/A
JPY TONA IRS 6/19/2033 PAY FIX
2033-06-19
0.000000
USD
0.000000
USD
N/A
JPY
10100000.00
0.619426
JPY
2023-06-15
XXXX
-259.940000
N
N
N
N/A
N/A
ICE_CDX HY CDSI S38 V2 5Y PRC 06/20/2027
000000000
1.000000
NC
USD
2306.700000
0.000654455
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
MARKIT CDX NA HY
Y
Default Event
2027-06-21
0.000000
USD
-2384.330000
USD
173250.000000
USD
4691.030000
N
N
N
N/A
N/A
ICE_DISH DBS CORP CDS 06/20/2027
000000000
1.000000
NC
USD
-46287.350000
-0.0131326
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
DISH DBS Corp
DISH DBS CORP
Y
Default Event
2027-06-21
0.000000
USD
-43100.190000
USD
247000.000000
USD
-3187.160000
N
N
N
N/A
N/A
LCH - INR IRS 5/30/2027 PAY FIX
000000000
1.000000
NC
1888.240000
0.00053573
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
70JD_INR-FBIL-MIBOR-OIS-COMPOUND
Y
2027-05-31
250.000000
USD
0.000000
USD
-45000000.000000
INR
1638.240000
N
N
N
N/A
N/A
LCH - INR IRS 5/30/2024 REC FIX
000000000
1.000000
NC
-2574.890000
-0.000730545
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
70JD_INR-FBIL-MIBOR-OIS-COMPOUND
Y
2024-05-30
250.000000
USD
0.000000
USD
45000000.000000
INR
-2824.890000
N
N
N
CREDIT SUISSE FIRST BOSTON
1V8Y6QCX6YMJ2OELII46
CALPINE CORP CDS 06/20/2023
000000000
1.000000
NC
USD
6097.400000
0.00172995
N/A
DCR
CORP
US
N
2
CREDIT SUISSE FIRST BOSTON
1V8Y6QCX6YMJ2OELII46
Calpine Corp
CALPINE CORP 144A
Y
Default Event
2023-06-20
3691.350000
USD
0.000000
USD
220000.000000
USD
2406.050000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
EDP FINANCE BV CDS 12/20/2022
000000000
1.000000
NC
854.610000
0.000242469
N/A
DCR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
EDP Finance BV
EDP FINANCE BV
Y
Default Event
2022-12-20
324.810000
USD
0.000000
USD
470000.000000
EUR
529.800000
N
N
N
Goodyear Tire & Rubber Co/The
5493002BI0S2ZQUY3437
ICE_GOODYEAR TIRE & RUBBER CDS 06/20/2027
000000000
1.000000
NC
USD
48241.370000
0.013687
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Goodyear Tire & Rubber Co/The
GOODYEAR TIRE & RUBBER
Y
Default Event
2027-06-21
45390.390000
USD
0.000000
USD
1250000.000000
USD
2850.980000
N
N
N
FedEx Corp
549300E707U7WNPZN687
ICE_FEDEX CORP CDS 06/20/2027
000000000
1.000000
NC
USD
1018.520000
0.000288974
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
FedEx Corp
FEDEX CORP
Y
Default Event
2027-06-21
3767.510000
USD
0.000000
USD
305000.000000
USD
-2748.990000
N
N
N
Macy s Retail Holdings LLC
549300JMONK27O4SQQ19
ICE_MACY'S INC CDS 06/20/2027
000000000
1.000000
NC
USD
-226645.010000
-0.0643035
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Macy s Retail Holdings LLC
MACY S RETAIL HLDGS LLC
Y
Default Event
2027-06-21
0.000000
USD
-206197.290000
USD
2005000.000000
USD
-20447.720000
N
N
N
N/A
N/A
ICE_CDX HY CDSI S38 5Y PRC 06/20/2027
000000000
1.000000
NC
USD
-2306.700000
-0.000654455
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
MARKIT CDX NA HY
Y
Default Event
2027-06-21
5291.430000
USD
0.000000
USD
-173250.000000
USD
-7598.130000
N
N
N
N/A
N/A
LCH - GBP SONIA IRS 3/17/52 PAY FIX
000000000
1.000000
NC
81954.100000
0.0232519
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
70JD_GBP-SONIA-COMPOUND
Y
2052-03-18
261.230000
USD
0.000000
USD
-218000.000000
GBP
81692.870000
N
N
N
N/A
N/A
LCH - GBP SONIA IRS 3/17/52 PAY FIX
000000000
1.000000
NC
81142.580000
0.0230217
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
70JD_SONIA COMPOUND
Y
2052-03-18
261.480000
USD
0.000000
USD
-219000.000000
GBP
80881.100000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
CDX HY CDST S37 5Y 25-35 12/20/2026
000000000
1.000000
NC
USD
-22292.150000
-0.00632471
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO
MARKIT CDX NA HY
Y
Default Event
2026-12-20
0.000000
USD
-22621.360000
USD
-260000.000000
USD
329.210000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
CDX HY CDST S37 5Y 25-35 12/20/2026
000000000
1.000000
NC
USD
-22292.150000
-0.00632471
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO
MARKIT CDX NA HY
Y
Default Event
2026-12-20
0.000000
USD
-23705.010000
USD
-260000.000000
USD
1412.860000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
CDX HY CDST S37 5Y 25-35 12/20/2026
000000000
1.000000
NC
USD
-44584.280000
-0.0126494
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
MARKIT CDX NA HY
Y
Default Event
2026-12-20
0.000000
USD
-41358.370000
USD
-520000.000000
USD
-3225.910000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
CDX HY CDST S37 5Y 25-35 12/20/2026
000000000
1.000000
NC
USD
-22292.150000
-0.00632471
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO
MARKIT CDX NA HY
Y
Default Event
2026-12-20
0.000000
USD
-21435.050000
USD
-260000.000000
USD
-857.100000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
CDX HY CDST S37 5Y 25-35 12/20/2026
000000000
1.000000
NC
USD
-22292.150000
-0.00632471
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO
MARKIT CDX NA HY
Y
Default Event
2026-12-20
0.000000
USD
-20306.900000
USD
-260000.000000
USD
-1985.250000
N
N
N
N/A
N/A
CME - CAD IRS 3/14/27 PAY FIX
000000000
1.000000
NC
67626.460000
0.0191869
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
70JD_CAD-BA-CDOR
Y
2027-03-15
291.580000
USD
0.000000
USD
-1500000.000000
CAD
67334.880000
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
ICE_MARRIOTT INTERNATIONAL CDS 12/20/2026
000000000
1.000000
NC
USD
-18037.960000
-0.00511771
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Marriott International Inc/MD
MARRIOTT INTERNATIONAL
Y
Default Event
2026-12-20
0.000000
USD
-1523.580000
USD
-1995000.000000
USD
-16514.380000
N
N
N
Murphy Oil Corp
QBKYQD0ODE7DC7PDIN91
ICE_MURPHY OIL CORP CDS 12/20/2022
000000000
1.000000
NC
USD
264.650000
0
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Murphy Oil Corp
MURPHY OIL CORPORATION
Y
Default Event
2022-12-20
0.000000
USD
-5918.740000
USD
235000.000000
USD
6183.390000
N
N
N
Realogy Group LLC / Realogy Co-Issuer Corp
LF6PBYTYG3BDVEF4FI12
ICE_REALOGY GROUP LLC CDS 12/20/2026
000000000
1.000000
NC
USD
125391.400000
0.0355759
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Realogy Group LLC / Realogy Co-Issuer Corp
REALOGY GROUP/CO-ISSUER 144A
Y
Default Event
2026-12-20
0.000000
USD
-37175.160000
USD
-860000.000000
USD
162566.560000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
CDX HY CDST S37 5Y 25-35 12/20/2026
000000000
1.000000
NC
USD
-25721.700000
-0.00729774
N/A
DCR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
JP MORGAN CHASE BANK
MARKIT CDX NA HY
Y
Default Event
2026-12-20
0.000000
USD
-31148.520000
USD
-300000.000000
USD
5426.820000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
CDX HY CDST S37 5Y 25-35 12/20/2026
000000000
1.000000
NC
USD
-21434.750000
-0.00608145
N/A
DCR
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA
MARKIT CDX NA HY
Y
Default Event
2026-12-20
0.000000
USD
-25099.730000
USD
-250000.000000
USD
3664.980000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
CDX HY CDST S37 5Y 25-35 12/20/2026
000000000
1.000000
NC
USD
-143612.840000
-0.0407457
N/A
DCR
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA
MARKIT CDX NA HY
Y
Default Event
2026-12-21
0.000000
USD
-191870.710000
USD
-1675000.000000
USD
48257.870000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
CMBX BBB- CDSI S14 PRC 12/16/2072
000000000
1.000000
NC
USD
183917.340000
0.0521809
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO
Markit CMBX NA AAA
Y
Default Event
2072-12-16
46663.790000
USD
0.000000
USD
-1000000.000000
USD
137253.550000
N
N
N
N/A
N/A
CME - MXN IRS 11/16/26 REC FIX
000000000
1.000000
NC
-67229.420000
-0.0190743
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
70JD_MXN-TIIE-BANXICO
Y
2026-11-16
249.240000
USD
0.000000
USD
18060000.000000
MXN
-67478.660000
N
N
N
N/A
N/A
CME - MXN IRS 11/13/26 REC FIX
000000000
1.000000
NC
-24539.640000
-0.00696236
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
70JD_MXIBTIIE
Y
2026-11-13
249.150000
USD
0.000000
USD
6845000.000000
MXN
-24788.790000
N
N
N
N/A
N/A
CME - MXN IRS 11/12/26 REC FIX
000000000
1.000000
NC
-64399.520000
-0.0182714
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
70JD_MXIBTIIE
Y
2026-11-12
251.670000
USD
0.000000
USD
18260000.000000
MXN
-64651.190000
N
N
N
N/A
N/A
CME - MXN IRS 11/11/26 REC FIX
000000000
1.000000
NC
-38337.740000
-0.0108771
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
70JD_MXN-TIIE-BANXICO
Y
2026-11-11
247.830000
USD
0.000000
USD
11135000.000000
MXN
-38585.570000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
CMBX BBB- CDSI S14 PRC 12/16/2072
000000000
1.000000
NC
USD
459793.350000
0.130452
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
Markit CMBX NA AAA
Y
Default Event
2072-12-16
85640.350000
USD
0.000000
USD
-2500000.000000
USD
374153.000000
N
N
N
N/A
N/A
LCH - GBP SONIA IRS 9/27/51 PAY FIX
000000000
1.000000
NC
501383.210000
0.142252
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
70JD_GBP-SONIA-COMPOUND
Y
2051-09-27
180.180000
USD
0.000000
USD
-1020000.000000
GBP
501203.030000
N
N
N
N/A
N/A
LCH - GBP SONIA IRS 9/27/71 PAY FIX
000000000
1.000000
NC
63489.590000
0.0180132
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
70JD_SONIA COMPOUND
Y
2071-09-27
327.030000
USD
0.000000
USD
-105000.000000
GBP
63162.560000
N
N
N
Glencore Finance Europe Ltd
213800WHKNIC1JQQG433
ICE_GLENCORE INTERNATIONAL CDS 12/20/2026
000000000
1.000000
NC
-12296.267174
-0.00348869
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Glencore Finance Europe Ltd
GLENCORE FINANCE EUROPE
Y
Default Event
2026-12-20
0.000000
USD
-20790.378261
USD
-95000.000000
EUR
8494.111087
N
N
N
Glencore Finance Europe Ltd
213800WHKNIC1JQQG433
ICE_GLENCORE INTERNATIONAL CDS 12/20/2026
000000000
1.000000
NC
-17473.642826
-0.00495761
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Glencore Finance Europe Ltd
GLENCORE FINANCE EUROPE
Y
Default Event
2026-12-20
0.000000
USD
-29544.221739
USD
-135000.000000
EUR
12070.578913
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
ARCELORMITTAL CDS 12/20/2025
000000000
1.000000
NC
32038.730000
0.00909
N/A
DCR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
ArcelorMittal SA
ARCELORMITTAL
Y
Default Event
2025-12-20
52632.240000
USD
0.000000
USD
345000.000000
EUR
-20593.510000
N
N
N
N/A
N/A
MSCI EMGMKT DEC22
000000000
-2.000000
NC
USD
10503.309818
0.00297999
N/A
DE
CORP
US
N
1
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Short
MSCI Emerging Markets Index
MSCI EM
2022-12-16
-95863.309818
USD
10503.309818
N
N
N
N/A
N/A
MSCI EMGMKT DEC22
000000000
-79.000000
NC
USD
414880.737818
0.11771
N/A
DE
CORP
US
N
1
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Short
MSCI Emerging Markets Index
MSCI EM
2022-12-16
-3786600.737818
USD
414880.737818
N
N
N
N/A
N/A
MSCI EMGMKT DEC22
000000000
-5.000000
NC
USD
26258.274545
0.00744997
N/A
DE
CORP
US
N
1
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Short
MSCI Emerging Markets Index
MSCI EM
2022-12-16
-239658.274545
USD
26258.274545
N
N
N
N/A
N/A
MSCI EMGMKT DEC22
000000000
-24.000000
NC
USD
126039.717818
0.0357599
N/A
DE
CORP
US
N
1
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Short
MSCI Emerging Markets Index
MSCI EM
2022-12-16
-1150359.717818
USD
126039.717818
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
USD/ZAR FWD 20230113 BOFAUS6N
000000000
1.000000
NC
USD
4908.740000
0.0013927
N/A
DFE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
-5239518.680000
ZAR
288551.530000
USD
2023-01-13
4908.740000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
USD/EUR FWD 20221125 UBSWGB2L
000000000
1.000000
NC
USD
189290.190000
0.0537052
N/A
DFE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-5821757.330000
EUR
5952845.730000
USD
2022-11-25
189290.190000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
EUR/USD FWD 20221125 UBSWGB2L
000000000
1.000000
NC
USD
40.050000
0
N/A
DFE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-95990.210000
USD
97000.000000
EUR
2022-11-25
40.050000
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
USD/EUR FWD 20221125 CIBCCATT
000000000
1.000000
NC
USD
14450.490000
0.00409988
N/A
DFE
CORP
US
N
2
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
-300000.000000
EUR
311451.300000
USD
2022-11-25
14450.490000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
MXN/USD FWD 20221130 CHASGB2L
000000000
1.000000
NC
USD
4915.380000
0.00139459
N/A
DFE
CORP
MX
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
-1761481.540000
USD
35200316.300000
MXN
2022-11-30
4915.380000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
KRW/USD FWD 20230119 MSLNGB2X
000000000
1.000000
NC
USD
-110.020000
0
N/A
DFE
CORP
KR
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
-46592000.000000
KRW
32604.370000
USD
2023-01-19
-110.020000
N
N
N
WELLS FARGO SECURITIES, LLC.
VYVVCKR63DVZZN70PB21
COP/USD FWD 20221209 WFBIUS6W
000000000
1.000000
NC
USD
-5900.720000
-0.00167415
N/A
DFE
CORP
CO
N
2
WELLS FARGO SECURITIES, LLC.
VYVVCKR63DVZZN70PB21
-422620.310000
USD
2072530000.000000
COP
2022-12-09
-5900.720000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
USD/IDR FWD 20230119 CITIGB2L
000000000
1.000000
NC
USD
2549.730000
0.000723407
N/A
DFE
CORP
US
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
-8397598000.000000
IDR
538121.290000
USD
2023-01-19
2549.730000
N
N
N
Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
USD/EUR FWD 20221125 BARCGB5G
000000000
1.000000
NC
USD
-2061.990000
-0.000585026
N/A
DFE
CORP
US
N
2
Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
-818814.230000
USD
825000.000000
EUR
2022-11-25
-2061.990000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
BRL/USD FWD 20221202 CHASGB2L
000000000
1.000000
NC
USD
97275.940000
0.027599
N/A
DFE
CORP
BR
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
-2890380.360000
USD
15544428.800000
BRL
2022-12-02
97275.940000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
USD/BRL FWD 20221202 CHASGB2L
000000000
1.000000
NC
USD
-12919.200000
-0.00366542
N/A
DFE
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
-1673312.460000
BRL
308693.290000
USD
2022-12-02
-12919.200000
N
N
N
N/A
N/A
KOREA 3YR BND FUT DEC22
000000000
103.000000
NC
-64039.220000
-0.0181691
N/A
DIR
CORP
KR
N
1
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Long
Korea Treasury Bond
KOREA
2022-12-20
7598086.310000
USD
-64039.220000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
USD/GBP FWD 20221125 GSILGB2X
000000000
1.000000
NC
USD
-9888.540000
-0.00280557
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
-347000.000000
GBP
388322.840000
USD
2022-11-25
-9888.540000
N
N
N
N/A
N/A
KOREA 10YR BND FU DEC22
000000000
7.000000
NC
-19133.490000
-0.00542854
N/A
DIR
CORP
KR
N
1
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Long
Korea Treasury Bond
KOREA
2022-12-20
552925.550000
USD
-19133.490000
N
N
N
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
PEN/USD FWD 20230119 BNPAFRPP
000000000
1.000000
NC
USD
-3122.860000
-0.000886015
N/A
DFE
CORP
PE
N
2
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
-3340000.000000
PEN
828270.300000
USD
2023-01-19
-3122.860000
N
N
N
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
PHP/USD FWD 20221209 MRMDUS33
000000000
1.000000
NC
USD
-6643.590000
-0.00188491
N/A
DFE
CORP
PH
N
2
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
-23914000.000000
PHP
403671.090000
USD
2022-12-09
-6643.590000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
USD/CZK FWD 20230113 UBSWGB2L
000000000
1.000000
NC
USD
12591.270000
0.00357238
N/A
DFE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-1036329.720000
USD
26095000.000000
CZK
2023-01-13
12591.270000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
USD/CLP FWD 20221206 BOFAUS6N
000000000
1.000000
NC
USD
-7269.710000
-0.00206256
N/A
DFE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
-421809.710000
USD
393675000.000000
CLP
2022-12-06
-7269.710000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
PHP/USD FWD 20221209 CITIGB2L
000000000
1.000000
NC
USD
-21805.890000
-0.00618675
N/A
DFE
CORP
PH
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
-72895000.000000
PHP
1228921.250000
USD
2022-12-09
-21805.890000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
BRL/USD FWD 20221202 MSLNGB2X
000000000
1.000000
NC
USD
-9819.130000
-0.00278587
N/A
DFE
CORP
BR
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
-4487351.520000
BRL
852654.770000
USD
2022-12-02
-9819.130000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
USD/THB FWD 20221209 GSILGB2X
000000000
1.000000
NC
USD
14468.830000
0.00410508
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
-12029316.660000
THB
331587.710000
USD
2022-12-09
14468.830000
N
N
N
N/A
N/A
XAY CONS DISCRET DEC22
000000000
-9.000000
NC
USD
160856.370000
0.045638
N/A
DE
CORP
US
N
1
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Short
Consumer Discretionary Select Sector Index
CONS DISCRET SELECT SECTOR INDEX
2022-12-16
-1475306.370000
USD
160856.370000
N
N
N
N/A
N/A
XAK TECHNOLOGY DEC22
000000000
-8.000000
NC
USD
-57456.560000
-0.0163015
N/A
DE
CORP
US
N
1
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Short
Technology Select Sector Index
TECHNOLOGY SELECT SECTOR INDEX
2022-12-16
-976303.440000
USD
-57456.560000
N
N
N
N/A
N/A
XAP CONS STAPLES DEC22
000000000
16.000000
NC
USD
-6450.880000
-0.00183024
N/A
DE
CORP
US
N
1
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Long
Consumer Staples Select Sector Index
CONS STAPLES SELECT SECTOR INDEX
2022-12-16
1180850.880000
USD
-6450.880000
N
N
N
N/A
N/A
XAE ENERGY DEC22
000000000
4.000000
NC
USD
40530.120000
0.0114992
N/A
DE
CORP
US
N
1
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Long
Energy Select Sector Index
ENERGY SELECT SECTOR INDEX
2022-12-16
336189.880000
USD
40530.120000
N
N
N
N/A
N/A
XAE ENERGY DEC22
000000000
4.000000
NC
USD
40530.120000
0.0114992
N/A
DE
CORP
US
N
1
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Long
Energy Select Sector Index
ENERGY SELECT SECTOR INDEX
2022-12-16
336189.880000
USD
40530.120000
N
N
N
N/A
N/A
XAI EMINI INDUSTR DEC22
000000000
-17.000000
NC
USD
-6352.050000
-0.0018022
N/A
DE
CORP
US
N
1
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Short
Industrial Select Sector Index
INDUSTRIAL SELECT SECTOR INDEX
2022-12-16
-1612557.950000
USD
-6352.050000
N
N
N
N/A
N/A
XAB MATERIALS DEC22
000000000
-14.000000
NC
USD
-2995.160000
-0.000849784
N/A
DE
CORP
US
N
1
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Short
Materials Select Sector Index
MATERIALS SELECT SECTOR INDEX
2022-12-16
-1097404.840000
USD
-2995.160000
N
N
N
N/A
N/A
XAV HEALTH CARE DEC22
000000000
-11.000000
NC
USD
-99022.770000
-0.0280946
N/A
DE
CORP
US
N
1
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Short
Health Care Select Sector Index
HEALTH CARE SELECT SECTOR INDEX
2022-12-16
-1380587.230000
USD
-99022.770000
N
N
N
N/A
N/A
EURO-BTP FUTURE DEC22
000000000
-66.000000
NC
84107.453571
0.0238629
N/A
DIR
CORP
DE
N
1
MERRILL LYNCH PIERCE FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
Short
Italy Buoni Poliennali Del Tesoro
BUONI POLIENNALI DEL TES
2022-12-08
-7588338.196607
USD
84107.453571
N
N
N
N/A
N/A
EURO-BTP FUTURE DEC22
000000000
-39.000000
NC
49699.858929
0.0141008
N/A
DIR
CORP
DE
N
1
JP MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Short
Italy Buoni Poliennali Del Tesoro
BUONI POLIENNALI DEL TES
2022-12-08
-4484018.025268
USD
49699.858929
N
N
N
N/A
N/A
EURO-BTP FUTURE DEC22
000000000
-7.000000
NC
8920.487500
0.00253091
N/A
DIR
CORP
DE
N
1
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Short
Italy Buoni Poliennali Del Tesoro
BUONI POLIENNALI DEL TES
2022-12-08
-804823.748125
USD
8920.487500
N
N
N
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
USD/JPY FWD 20230120 BNPAFRPP
000000000
1.000000
NC
USD
-4954.490000
-0.00140568
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
-422900.970000
USD
61475000.000000
JPY
2023-01-20
-4954.490000
N
N
N
Hungary Government Bond
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND
BT4398900
131000000.000000
PA
229827.810000
0.0652065
Long
DBT
NUSS
HU
N
2
2028-03-23
Fixed
4.5
N
N
N
N
N
N
N/A
N/A
HANG SENG IDX FUT NOV22
000000000
10.000000
NC
-38267.300000
-0.0108572
N/A
DE
CORP
HK
N
1
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Long
Hang Seng Index
HANG SENG INDEX
2022-11-29
970564.770000
USD
-38267.300000
N
N
N
N/A
N/A
DAX INDEX FUTURE DEC22
000000000
-3.000000
NC
-29413.943077
-0.0083453
N/A
DE
CORP
DE
N
1
JP MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Short
Deutsche Boerse AG German Stock Index DAX
DAX INDEX
2022-12-16
-955199.734615
USD
-29413.943077
N
N
N
N/A
N/A
DAX INDEX FUTURE DEC22
000000000
-10.000000
NC
-98046.476923
-0.0278177
N/A
DE
CORP
DE
N
1
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Short
Deutsche Boerse AG German Stock Index DAX
DAX INDEX
2022-12-16
-3183999.115385
USD
-98046.476923
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
BRL/USD FWD 20221202 UBSWGB2L
000000000
1.000000
NC
USD
9683.060000
0.00274727
N/A
DFE
CORP
BR
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-425652.430000
USD
2265000.000000
BRL
2022-12-02
9683.060000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
USD/SEK FWD 20221125 BOFAUS6N
000000000
1.000000
NC
USD
5238.590000
0.00148629
N/A
DFE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
-1344750.000000
SEK
127229.290000
USD
2022-11-25
5238.590000
N
N
N
N/A
N/A
US 5YR NOTE (CBT) DEC22
000000000
-23.000000
NC
USD
1787.790000
0.00050723
N/A
DIR
CORP
US
N
1
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Short
United States Treasury Note/Bond
US TREASURY N/B
2022-12-30
-2453444.040000
USD
1787.790000
N
N
N
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
USD/CLP FWD 20221209 SBOSGB2X
000000000
1.000000
NC
USD
-1333.880000
-0.000378447
N/A
DFE
CORP
US
N
2
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
-25318.710000
USD
22788000.000000
CLP
2022-12-09
-1333.880000
N
N
N
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
HUF/USD FWD 20230113 BNPAFRPP
000000000
1.000000
NC
USD
-22537.890000
-0.00639443
N/A
DFE
CORP
HU
N
2
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
-182223000.000000
HUF
407904.100000
USD
2023-01-13
-22537.890000
N
N
N
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
ILS/USD FWD 20230119 MRMDUS33
000000000
1.000000
NC
USD
-5252.040000
-0.0014901
N/A
DFE
CORP
IL
N
2
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
-1460000.000000
ILS
410903.930000
USD
2023-01-19
-5252.040000
N
N
N
RBC DOMINION SECURITIES INC
549300QJJX6CVVUXLE15
USD/CHF FWD 20221130 ROYCGB2L
000000000
1.000000
NC
USD
34390.990000
0.00975738
N/A
DFE
CORP
US
N
2
RBC DOMINION SECURITIES INC
549300QJJX6CVVUXLE15
-2608000.000000
CHF
2647316.350000
USD
2022-11-30
34390.990000
N
N
N
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
ILS/USD FWD 20230119 SBOSGB2X
000000000
1.000000
NC
USD
273.030000
0
N/A
DFE
CORP
IL
N
2
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
-85523.510000
USD
301000.000000
ILS
2023-01-19
273.030000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
SEK/USD FWD 20221125 UBSWGB2L
000000000
1.000000
NC
USD
-7611.330000
-0.00215948
N/A
DFE
CORP
SE
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-3478438.950000
SEK
307939.660000
USD
2022-11-25
-7611.330000
N
N
N
N/A
N/A
S&P500 EMINI FUT DEC22
000000000
-111.000000
NC
USD
-797427.126500
-0.226245
N/A
DE
CORP
US
N
1
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Short
S&P 500 INDEX
S&P 500 INDEX
2022-12-16
-20753222.885833
USD
-797427.126500
N
N
N
N/A
N/A
S&P500 EMINI FUT DEC22
000000000
-45.000000
NC
USD
-323281.267500
-0.0917211
N/A
DE
CORP
US
N
1
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Short
S&P 500 INDEX
S&P 500 INDEX
2022-12-16
-8413468.737500
USD
-323281.267500
N
N
N
N/A
N/A
S&P500 EMINI FUT DEC22
000000000
-18.000000
NC
USD
-129312.507000
-0.0366884
N/A
DE
CORP
US
N
1
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Short
S&P 500 INDEX
S&P 500 INDEX
2022-12-16
-3365387.495000
USD
-129312.507000
N
N
N
N/A
N/A
S&P500 EMINI FUT DEC22
000000000
-6.000000
NC
USD
-43104.169000
-0.0122295
N/A
DE
CORP
US
N
1
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Short
S&P 500 INDEX
S&P 500 INDEX
2022-12-16
-1121795.831667
USD
-43104.169000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
USD/NOK FWD 20230120 BOFAUS6N
000000000
1.000000
NC
USD
15718.300000
0.00445958
N/A
DFE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
-6250000.000000
NOK
618616.230000
USD
2023-01-20
15718.300000
N
N
N
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
USD/CLP FWD 20221209 BNPAFRPP
000000000
1.000000
NC
USD
13737.370000
0.00389755
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
-1005251149.000000
CLP
1071784.380000
USD
2022-12-09
13737.370000
N
N
N
N/A
N/A
AMSTERDAM IDX FUT NOV22
000000000
26.000000
NC
202115.750000
0.0573441
N/A
DE
CORP
NL
N
1
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Long
AEX-Index
AEX Index
2022-11-18
3213636.590000
USD
202115.750000
N
N
N
Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
BRL/USD FWD 20221202 BARCGB5G
000000000
1.000000
NC
USD
-17652.350000
-0.00500831
N/A
DFE
CORP
BR
N
2
Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
-6765341.700000
BRL
1282653.760000
USD
2022-12-02
-17652.350000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
USD/NZD FWD 20230120 MSLNGB2X
000000000
1.000000
NC
USD
-54188.670000
-0.0153744
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
-2410915.960000
NZD
1349293.700000
USD
2023-01-20
-54188.670000
N
N
N
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
USD/GBP FWD 20221125 BNPAFRPP
000000000
1.000000
NC
USD
126007.630000
0.0357508
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
-1904186.570000
GBP
2311220.200000
USD
2022-11-25
126007.630000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
NZD/USD FWD 20230120 GSILGB2X
000000000
1.000000
NC
USD
-3264.650000
-0.000926243
N/A
DFE
CORP
NZ
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
-158807.030000
NZD
89182.730000
USD
2023-01-20
-3264.650000
N
N
N
N/A
N/A
EURO-SCHATZ FUT DEC22
000000000
-63.000000
NC
-10224.838322
-0.00290098
N/A
DIR
CORP
DE
N
1
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Short
Bundesschatzanweisungen
GERMANY
2022-12-08
-6573365.458741
USD
-10224.838322
N
N
N
N/A
N/A
EURO-SCHATZ FUT DEC22
000000000
-80.000000
NC
-12983.921678
-0.00368379
N/A
DIR
CORP
DE
N
1
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Short
Bundesschatzanweisungen
GERMANY
2022-12-08
-8347130.741259
USD
-12983.921678
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
AUD/USD FWD 20230120 UBSWGB2L
000000000
1.000000
NC
USD
-3503.570000
-0.00099403
N/A
DFE
CORP
AU
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-451649.980000
AUD
286197.040000
USD
2023-01-20
-3503.570000
N
N
N
DEUTSCHE BANK
7LTWFZYICNSX8D621K86
EUR/USD FWD 20221125 DEUTGB2L
000000000
1.000000
NC
USD
274.540000
0
N/A
DFE
CORP
US
N
2
DEUTSCHE BANK
7LTWFZYICNSX8D621K86
-88825.700000
USD
90000.000000
EUR
2022-11-25
274.540000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
USD/AUD FWD 20230120 CHASGB2L
000000000
1.000000
NC
USD
-4982.760000
-0.0014137
N/A
DFE
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
-428324.750000
USD
660000.000000
AUD
2023-01-20
-4982.760000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
USD/MXN FWD 20230113 CITIGB2L
000000000
1.000000
NC
USD
-7499.960000
-0.00212788
N/A
DFE
CORP
US
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
-9117335.280000
MXN
446551.700000
USD
2023-01-13
-7499.960000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
MXN/USD FWD 20230113 CITIGB2L
000000000
1.000000
NC
USD
12181.710000
0.00345618
N/A
DFE
CORP
MX
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
-787860.560000
USD
16064810.000000
MXN
2023-01-13
12181.710000
N
N
N
N/A
N/A
CAN 10YR BOND FUT DEC22
000000000
-35.000000
NC
-41224.023077
-0.011696
N/A
DIR
CORP
CA
N
1
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Short
Canadian Government Bond
CANADA
2022-12-19
-3164525.064615
USD
-41224.023077
N
N
N
N/A
N/A
CAN 10YR BOND FUT DEC22
000000000
-30.000000
NC
-35334.876923
-0.0100252
N/A
DIR
CORP
CA
N
1
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Short
Canadian Government Bond
CANADA
2022-12-19
-2712450.055385
USD
-35334.876923
N
N
N
NARI TECHNOLOGY DEVELOPMENT CO
N/A
NARI TECHNOLOGY CO LTD
000000000
13528.000000
NS
45391.690000
0.0128785
Long
EC
CORP
CN
N
2
N
N
N
N/A
N/A
KWEICHOW MOUTAI CO LTD
000000000
100.000000
NS
18517.840000
0.00525386
Long
EC
CORP
CN
N
2
N
N
N
N/A
N/A
SHENZHEN INOVANCE TECHNOLOGY CO LTD
000000000
5500.000000
NS
50342.520000
0.0142831
Long
EC
CORP
CN
N
2
N
N
N
N/A
N/A
CAC40 10 EURO FUT NOV22
000000000
24.000000
NC
59646.840000
0.0169229
N/A
DE
CORP
FR
N
1
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Long
CAC 40 Index
CAC 40 INDEX
2022-11-18
1408487.310000
USD
59646.840000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
USD/PLN FWD 20221118 MSLNGB2X
000000000
1.000000
NC
USD
-21380.560000
-0.00606607
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
-2054000.000000
PLN
407892.380000
USD
2022-11-18
-21380.560000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
PLN/USD FWD 20221118 MSLNGB2X
000000000
1.000000
NC
USD
-2083.850000
-0.000591228
N/A
DFE
CORP
PL
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
-602522.580000
USD
2873000.000000
PLN
2022-11-18
-2083.850000
N
N
N
Cologix Canadian Issuer LP
N/A
COLOGIX CANADIAN ISSUER LP
19521DAD3
305000.000000
PA
206144.490000
0.0584871
Long
ABS-O
CORP
CA
N
2
2052-01-25
Fixed
4.94
N
N
N
N
N
N
Delivery Hero SE
529900C3EX1FZGE48X78
DELIVERY HERO SE
000000000
285.000000
NS
9379.040000
0.00266101
Long
EC
CORP
DE
N
2
N
N
N
Oman Government International Bond
549300SZ20F0QTKNQC75
OMAN GOVERNMENT INTERNATIONAL BOND
LW3897953
320000.000000
PA
USD
303465.920000
0.0860991
Long
DBT
NUSS
OM
N
2
2026-06-15
Fixed
4.75
N
N
N
N
N
N
Adyen NV
724500973ODKK3IFQ447
ADYEN NV
000000000
247.000000
NS
352617.070000
0.100044
Long
EC
CORP
NL
N
2
N
N
N
BAWAG Group AG
529900S9YO2JHTIIDG38
BAWAG GROUP AG
000000000
133.000000
NS
6420.690000
0.00182167
Long
EC
CORP
AT
N
2
N
N
N
Ferrari NV
549300RIVY5EX8RCON76
FERRARI NV
000000000
4117.000000
NS
USD
810102.090000
0.229841
Long
EC
CORP
NL
N
1
N
N
N
Castellum AB
549300GU5OHTR1T5IY68
CASTELLUM AB
AV6454640
200000.000000
PA
186170.490000
0.0528201
Long
DBT
CORP
SE
N
2
2023-11-20
Fixed
2.125
N
N
N
N
N
Linde PLC
8945002PAZHZLBGKGF02
LINDE PLC
000000000
321.000000
NS
USD
95449.350000
0.0270808
Long
EC
CORP
IE
N
1
N
N
N
Senegal Government International Bond
549300NP14ZLQGWIUZ97
SENEGAL GOVERNMENT INTERNATIONAL BOND
AN6331648
310000.000000
PA
USD
233610.420000
0.0662797
Long
DBT
NUSS
SN
N
2
2033-05-23
Fixed
6.25
N
N
N
N
N
N
Banco de Bogota SA
549300LYHE7LWSKDZT53
BANCO DE BOGOTA SA
LW0752441
310000.000000
PA
USD
284733.450000
0.0807843
Long
DBT
CORP
CO
N
2
2026-05-12
Fixed
6.25
N
N
N
N
N
N
Brazil Notas do Tesouro Nacional Serie F
254900ZFY40OYEADAP90
BRAZIL NOTAS DO TESOURO NACIONAL SERIE F
JV5341526
17674000.000000
PA
3243970.880000
0.920376
Long
DBT
NUSS
BR
N
2
2027-01-01
Fixed
10.0
N
N
N
N
N
N
Hungary Government Bond
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND
JV5267275
128000000.000000
PA
212685.660000
0.060343
Long
DBT
NUSS
HU
N
2
2027-10-27
Fixed
3.0
N
N
N
N
N
N
Dominican Republic International Bond
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC INTERNATIONAL BOND
AM2175637
310000.000000
PA
USD
290701.270000
0.0824775
Long
DBT
NUSS
DO
N
2
2027-01-25
Fixed
5.95
N
N
N
N
N
N
BBVA Bancomer SA/Texas
549300WIWQK5Q9MCUN92
BBVA BANCOMER SA/TEXAS
AQ7459029
310000.000000
PA
USD
251482.040000
0.0713502
Long
DBT
CORP
MX
N
2
2033-01-18
Variable
5.125
N
N
N
N
N
N
Novocure Ltd
213800YPP55UMHWA4826
NOVOCURE LTD
000000000
292.000000
NS
USD
20632.720000
0.0058539
Long
EC
CORP
JE
N
1
N
N
N
Sri Lanka Government International Bond
254900HXCCIOHM74FA02
SRI LANKA GOVERNMENT INTERNATIONAL BOND
QJ4365756
560000.000000
PA
USD
135205.320000
0.0383603
Long
DBT
NUSS
LK
N
2
2025-11-03
Fixed
6.85
N
N
N
N
N
N
Direct Line Insurance Group PLC
213800FF2R23ALJQOP04
DIRECT LINE INSURANCE GROUP PLC
000000000
1812.000000
NS
4186.510000
0.00118779
Long
EC
CORP
GB
N
2
N
N
N
Cellnex Telecom SA
5493008T4YG3AQUI7P67
CELLNEX TELECOM SA
000000000
191.000000
NS
6251.480000
0.00177366
Long
EC
CORP
ES
N
2
N
N
N
Bonos de la Tesoreria de la Republica en pesos
549300FLZTJM5YJF8D34
BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS
EK8775448
1055000000.000000
PA
1039827.280000
0.295019
Long
DBT
NUSS
CL
N
2
2026-03-01
Fixed
4.5
N
N
N
N
N
N
Deutsche Bundesrepublik Inflation Linked Bond
529900AQBND3S6YJLY83
DEUTSCHE BUNDESREPUBLIK INFLATION LINKED BOND
EK7815401
3801319.550000
PA
3868940.430000
1.09769
Long
DBT
NUSS
DE
N
2
2026-04-15
Fixed
0.1
N
N
N
N
N
N
Ivory Coast Government International Bond
254900ICW11T82O6H590
IVORY COAST GOVERNMENT INTERNATIONAL BOND
EK7716880
310000.000000
PA
USD
282875.000000
0.080257
Long
DBT
NUSS
CI
N
2
2028-03-03
Fixed
6.375
N
N
N
N
N
N
ICICI Bank Ltd
R7RX8ER1V4666J8D1I38
ICICI BANK LTD
000000000
30781.000000
NS
338466.510000
0.0960294
Long
EC
CORP
IN
N
2
N
N
N
Zalando SE
529900YRFFGH5AXU4S86
ZALANDO SE
000000000
465.000000
NS
10717.410000
0.00304073
Long
EC
CORP
DE
N
2
N
N
N
Recruit Holdings Co Ltd
353800R2LRSMVVC4I806
RECRUIT HOLDINGS CO LTD
000000000
2900.000000
NS
89236.390000
0.0253181
Long
EC
CORP
JP
N
2
N
N
N
RCF Acquisition Corp
549300OIPQ0V26BHLX71
RCF ACQUISITION CORP
000000000
49700.000000
NS
USD
506443.000000
0.143688
Long
EC
CORP
KY
N
1
N
N
N
Romanian Government International Bond
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND
BT9807434
220000.000000
PA
171922.650000
0.0487777
Long
DBT
NUSS
RO
N
2
2028-03-07
Fixed
2.125
N
N
N
N
N
N
Games & Esports Experience Acquisition Corp
N/A
GAMES & ESPORTS EXPERIENCE ACQUISITION CORP
G3731J101
72400.000000
NS
USD
737032.000000
0.20911
Long
EC
CORP
KY
N
1
N
N
N
Bullpen Parlay Acquisition Co
N/A
BULLPEN PARLAY ACQUISITION CO
000000000
72300.000000
NS
USD
732399.000000
0.207796
Long
EC
CORP
KY
N
1
N
N
N
Shell PLC
21380068P1DRHMJ8KU70
SHELL PLC
000000000
1322.000000
NS
36621.530000
0.0103902
Long
EC
CORP
GB
N
2
N
N
N
Indonesia Treasury Bond
529900FWX0GRR7WG5W79
INDONESIA TREASURY BOND
BQ3771400
9000000000.000000
PA
534059.620000
0.151523
Long
DBT
NUSS
ID
N
2
2027-04-15
Fixed
5.125
N
N
N
N
N
N
Banco General SA
549300B5C08LGDFB7205
BANCO GENERAL SA
BP3945808
300000.000000
PA
USD
242674.500000
0.0688514
Long
DBT
CORP
PA
N
2
N/A
Variable
5.25
N
N
N
N
N
N
Fondo MIVIVIENDA SA
549300X41PNOK11PZ670
FONDO MIVIVIENDA SA
BV8151557
300000.000000
PA
USD
278769.840000
0.0790923
Long
DBT
NUSS
PE
N
2
2027-04-12
Fixed
4.625
N
N
N
N
N
N
UTA Acquisition Corp
N/A
UTA ACQUISITION CORP
G9473A125
48300.000000
NS
USD
491694.000000
0.139503
Long
EC
CORP
KY
N
1
N
N
N
Infinite Acquisition Corp
N/A
INFINITE ACQUISITION CORP
000000000
74909.000000
NS
USD
755831.810000
0.214444
Long
EC
CORP
KY
N
1
N
N
N
Capitalworks Emerging Markets Acquisition Corp
N/A
CAPITALWORKS EMERGING MARKETS ACQUISITION CORP
G1889L118
72800.000000
NS
USD
739648.000000
0.209852
Long
EC
CORP
KY
N
1
N
N
N
Swedish Match AB
529900YVXCGNWAUYZG78
SWEDISH MATCH AB
000000000
1515.000000
NS
15581.610000
0.0044208
Long
EC
CORP
SE
N
2
N
N
N
Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
USD/COP FWD 20221209 BARCGB5G
000000000
1.000000
NC
USD
58816.570000
0.0166874
N/A
DFE
CORP
US
N
2
Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
-3814799000.000000
COP
825850.810000
USD
2022-12-09
58816.570000
N
N
N
Ahren Acquisition Corp
N/A
AHREN ACQUISITION CORP
000000000
72251.000000
NS
USD
733708.910000
0.208167
Long
EC
CORP
KY
N
1
N
N
N
Universal Music Group NV
724500GJBUL3D9TW9Y18
UNIVERSAL MUSIC GROUP NV
000000000
1220.000000
NS
23955.260000
0.00679656
Long
EC
CORP
NL
N
2
N
N
N
Axian Telecom
984500C6FIA50FZSE337
AXIAN TELECOM
BU2732222
310000.000000
PA
USD
268615.000000
0.0762112
Long
DBT
CORP
MU
N
2
2027-02-16
Fixed
7.375
N
N
N
N
N
N
Yanlord Land HK Co Ltd
549300O56H3950RDWG19
YANLORD LAND HK CO LTD
BP4818830
200000.000000
PA
USD
101000.000000
0.0286556
Long
DBT
CORP
HK
N
2
2026-05-20
Fixed
5.125
N
N
N
N
N
N
Bank Hapoalim BM
B6ARUI4946ST4S7WOU88
BANK HAPOALIM BM
BR9645804
300000.000000
PA
USD
245382.000000
0.0696195
Long
DBT
CORP
IL
N
2
2032-01-21
Variable
3.255
N
N
N
N
N
N
Zhongsheng Group Holdings Ltd
3003005VYMEBAJNJ2Y26
ZHONGSHENG GROUP HOLDINGS LTD
BN3609458
310000.000000
PA
USD
272037.860000
0.0771823
Long
DBT
CORP
KY
N
2
2026-01-13
Fixed
3.0
N
N
N
N
N
N
InRetail Consumer
N/A
INRETAIL CONSUMER
BO5432337
300000.000000
PA
USD
237942.000000
0.0675087
Long
DBT
CORP
PE
N
2
2028-03-22
Fixed
3.25
N
N
N
N
N
N
Green Visor Financial Technology Acquisition Corp I
N/A
GREEN VISOR FINANCIAL TECHNOLOGY ACQUISITION CORP I
000000000
24900.000000
NS
USD
747.000000
0.000211938
Long
EC
CORP
KY
N
2
N
N
N
Green Visor Financial Technology Acquisition Corp I
N/A
GREEN VISOR FINANCIAL TECHNOLOGY ACQUISITION CORP I
000000000
49800.000000
NS
USD
507960.000000
0.144118
Long
EC
CORP
KY
N
1
N
N
N
Romanian Government International Bond
315700IASY927EDWBK92
ROMANIAN GOVERNMENT INTERNATIONAL BOND
BT6265396
260000.000000
PA
USD
224099.720000
0.0635814
Long
DBT
NUSS
RO
N
2
2027-02-27
Fixed
3.0
N
N
N
N
N
N
Hungary Government Bond
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND
ZO9985268
169080000.000000
PA
209764.520000
0.0595142
Long
DBT
NUSS
HU
N
2
2033-04-20
Fixed
2.25
N
N
N
N
N
N
Battery Future Acquisition Corp
N/A
BATTERY FUTURE ACQUISITION CORP
G0888J116
73400.000000
NS
USD
743542.000000
0.210957
Long
EC
CORP
KY
N
1
N
N
N
CC Neuberger Principal Holdings III
N/A
CC NEUBERGER PRINCIPAL HOLDINGS III
000000000
41992.000000
NS
USD
419920.000000
0.119139
Long
EC
CORP
KY
N
1
N
N
N
Country Garden Holdings Co Ltd
549300MGHLPT1EFHGF84
COUNTRY GARDEN HOLDINGS CO LTD
BN3275383
360000.000000
PA
USD
28306.080000
0.00803097
Long
DBT
CORP
KY
N
2
2031-01-12
Fixed
3.3
N
N
N
N
N
N
Albania Government International Bond
254900EDM43U3SGRND29
ALBANIA GOVERNMENT INTERNATIONAL BOND
BS5203333
260000.000000
PA
188822.710000
0.0535726
Long
DBT
NUSS
AL
N
2
2031-11-23
Fixed
3.5
N
N
N
N
N
N
NU Holdings Ltd/Cayman Islands
5493002DG1RHWK9W2X27
NU HOLDINGS LTD/CAYMAN ISLANDS
000000000
11070.000000
NS
USD
55350.000000
0.0157038
Long
EC
CORP
KY
N
1
N
N
Wizz Air Holdings Plc
213800COXGZCORLJZA85
WIZZ AIR HOLDINGS PLC
000000000
823.000000
NS
16133.360000
0.00457734
Long
EC
CORP
JE
N
2
N
N
N
Paraguay Government International Bond
529900UXKJTJPCU0HK83
PARAGUAY GOVERNMENT INTERNATIONAL BOND
BN6674590
370000.000000
PA
USD
277700.030000
0.0787888
Long
DBT
NUSS
PY
N
2
2033-01-29
Fixed
2.739
N
N
N
N
N
N
Onyx Acquisition Co I
N/A
ONYX ACQUISITION CO I
000000000
24800.000000
NS
USD
1240.000000
0.000351812
Long
EC
CORP
KY
N
2
N
N
N
Onyx Acquisition Co I
N/A
ONYX ACQUISITION CO I
000000000
49600.000000
NS
USD
505920.000000
0.143539
Long
EC
CORP
KY
N
1
N
N
N
Banco Nacional de Comercio Exterior SNC/Cayman Islands
4469000001BL6VG3DH44
BANCO NACIONAL DE COMERCIO EXTERIOR SNC/CAYMAN ISLANDS
BQ7269484
300000.000000
PA
USD
253725.000000
0.0719866
Long
DBT
CORP
MX
N
2
2031-08-11
Variable
2.72
N
N
N
N
N
N
POSCO Holdings Inc
988400E5HRVX81AYLM04
POSCO HOLDINGS INC
BR0328525
100000.000000
PA
90230.680000
0.0256002
Long
DBT
CORP
KR
N
2
2026-09-01
None
0.0
N
N
N
N
N
N
Ivory Coast Government International Bond
254900ICW11T82O6H590
IVORY COAST GOVERNMENT INTERNATIONAL BOND
BM7280613
260000.000000
PA
181200.180000
0.0514099
Long
DBT
NUSS
CI
N
2
2032-01-30
Fixed
4.875
N
N
N
N
N
N
Bahamas Government International Bond
549300W13SXC7EKNJC20
BAHAMAS GOVERNMENT INTERNATIONAL BOND
ZO8556003
250000.000000
PA
USD
162563.480000
0.0461224
Long
DBT
NUSS
BS
N
2
2032-10-15
Fixed
8.95
N
N
N
N
N
N
Republic of Uzbekistan Bond
213800L6VDKUM3TCM927
REPUBLIC OF UZBEKISTAN INTERNATIONAL BOND
BM6594758
300000.000000
PA
USD
217502.400000
0.0617096
Long
DBT
NUSS
UZ
N
2
2030-11-25
Fixed
3.7
N
N
N
N
N
N
DAE Sukuk Difc Ltd
635400AMGMPG1J5EQD94
DAE SUKUK DIFC LTD
BM6598486
300000.000000
PA
USD
273195.000000
0.0775106
Long
DBT
NUSS
AE
N
2
2026-02-15
Fixed
3.75
N
N
N
N
N
N
Agrosuper SA
5493006KNWOGYPTZZ371
AGROSUPER SA
BT5013623
230000.000000
PA
USD
187828.920000
0.0532906
Long
DBT
CORP
CL
N
2
2032-01-20
Fixed
4.6
N
N
N
N
N
Royalty Pharma PLC
549300FGFN7VOK8BZR03
ROYALTY PHARMA PLC
000000000
376.000000
NS
USD
15912.320000
0.00451463
Long
EC
CORP
GB
N
1
N
N
N
GVS SpA
81560013EACB40B52D17
GVS SPA
000000000
2406.000000
NS
12343.890000
0.0035022
Long
EC
CORP
IT
N
2
N
N
N
Canacol Energy Ltd
549300X5MNRWPMSM9N14
CANACOL ENERGY LTD
BS4891542
310000.000000
PA
USD
233550.700000
0.0662628
Long
DBT
CORP
CA
N
2
2028-11-24
Fixed
5.75
N
N
N
N
N
N
MDA Ltd
N/A
MDA LTD
000000000
8355.000000
NS
41028.330000
0.0116405
Long
EC
CORP
CA
N
2
N
N
N
Davide Campari-Milano NV
213800ED5AN2J56N6Z02
DAVIDE CAMPARI-MILANO NV
000000000
3813.000000
NS
34241.990000
0.00971511
Long
EC
CORP
NL
N
2
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
TENCENT HOLDINGS LTD
000000000
10109.000000
NS
265632.110000
0.0753649
Long
EC
CORP
KY
N
2
N
N
N
New Zealand Government Bond
549300237GPHG2AI7C34
NEW ZEALAND GOVERNMENT BOND
BR2219516
2256000.000000
PA
938453.190000
0.266257
Long
DBT
NUSS
NZ
N
2
2051-05-15
Fixed
2.75
N
N
N
N
N
N
Jordan Government International Bond
5493000JZ4MYPVMBVN50
JORDAN GOVERNMENT INTERNATIONAL BOND
BK3065913
300000.000000
PA
USD
249381.000000
0.0707541
Long
DBT
NUSS
JO
N
2
2030-07-07
Fixed
5.85
N
N
N
N
N
N
Morocco Government International Bond
529900F3MBW9XY5K1X07
MOROCCO GOVERNMENT INTERNATIONAL BOND
BM9763095
300000.000000
PA
USD
247500.000000
0.0702205
Long
DBT
NUSS
MA
N
2
2027-12-15
Fixed
2.375
N
N
N
N
N
Hungary Government Bond
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND
BT4396433
320290000.000000
PA
517583.530000
0.146848
Long
DBT
NUSS
HU
N
2
2032-11-24
Fixed
4.75
N
N
N
N
N
N
Verisure Holding AB
549300VQQCWGISM3N408
VERISURE HOLDING AB
BH8833379
100000.000000
PA
97855.530000
0.0277635
Long
DBT
CORP
SE
N
2
2025-04-15
Variable
6.378
N
N
N
N
N
N
Montana Aerospace AG
506700YRG9330Q97U450
MONTANA AEROSPACE AG
000000000
2597.000000
NS
29778.190000
0.00844864
Long
EC
CORP
CH
N
2
N
N
N
Serbia International Bond
254900W94OCY91V32O78
SERBIA INTERNATIONAL BOND
BM7040983
310000.000000
PA
USD
216198.030000
0.0613395
Long
DBT
NUSS
RS
N
2
2030-12-01
Fixed
2.125
N
N
N
N
N
N
Sculptor Acquisition Corp I
N/A
SCULPTOR ACQUISITION CORP I
000000000
72241.000000
NS
USD
732162.540000
0.207728
Long
EC
CORP
KY
N
1
N
N
N
Oryx Funding Ltd
549300S728CF0BBRC295
ORYX FUNDING LTD
BN7877457
300000.000000
PA
USD
263518.500000
0.0747652
Long
DBT
CORP
KY
N
2
2031-02-03
Fixed
5.8
N
N
N
N
N
N
CC Neuberger Principal Holdings III
N/A
CC NEUBERGER PRINCIPAL HOLDINGS III
000000000
8398.000000
NS
USD
1654.410000
0.000469388
Long
EC
CORP
KY
N
1
N
N
N
Leviathan Bond Ltd
254900D9T8VKYVQNZ220
LEVIATHAN BOND LTD
BK6709004
310000.000000
PA
USD
294887.500000
0.0836652
Long
DBT
CORP
IL
N
2
2025-06-30
Fixed
6.125
N
N
N
N
N
N
Banco Nacional de Panama
529900H2Q7WMDKKIW109
BANCO NACIONAL DE PANAMA
BK7981024
310000.000000
PA
USD
223710.730000
0.063471
Long
DBT
CORP
PA
N
2
2030-08-11
Fixed
2.5
N
N
N
N
N
7 Acquisition Corp
N/A
7 ACQUISITION CORP
000000000
49900.000000
NS
USD
506984.000000
0.143841
Long
EC
CORP
KY
N
1
N
N
N
Epiroc AB
5493004Q73OEYW1SPE91
EPIROC AB
000000000
1251.000000
NS
16797.410000
0.00476575
Long
EC
CORP
SE
N
2
N
N
N
Bank Negara Indonesia Persero Tbk PT
549300HZ8J3MLVXQ8F85
BANK NEGARA INDONESIA PERSERO TBK PT
BR4366042
310000.000000
PA
USD
224739.650000
0.0637629
Long
DBT
CORP
ID
N
2
N/A
Variable
4.3
N
N
N
N
N
N
Globo Comunicacao e Participacoes SA
52990054HEKS017PVR75
GLOBO COMUNICACAO E PARTICIPACOES SA
BT3710113
310000.000000
PA
USD
235933.640000
0.0669389
Long
DBT
CORP
BR
N
2
2032-01-14
Fixed
5.5
N
N
N
N
N
N
Aeropuerto Internacional de Tocumen SA
254900FO1PHX49ZIGB14
AEROPUERTO INTERNACIONAL DE TOCUMEN SA
BQ9153389
300000.000000
PA
USD
212453.730000
0.0602772
Long
DBT
CORP
PA
N
2
2041-08-11
Fixed
4.0
N
N
N
N
N
N
CNAC HK Finbridge Co Ltd
549300US1UQ7R7WABI28
CNAC HK FINBRIDGE CO LTD
ZO4744140
310000.000000
PA
USD
225707.330000
0.0640375
Long
DBT
CORP
HK
N
2
2030-09-22
Fixed
3.0
N
N
N
N
N
VTR Comunicaciones SpA
213800XDZJKMC1AEUV94
VTR COMUNICACIONES SPA
BK1883408
310000.000000
PA
USD
197620.390000
0.0560687
Long
DBT
CORP
CL
N
2
2028-01-15
Fixed
5.125
N
N
N
N
N
Empresa de Transporte de Pasajeros Metro SA
959800T4M5QUPYMSCH69
EMPRESA DE TRANSPORTE DE PASAJEROS METRO SA
BJ2629134
300000.000000
PA
USD
259780.560000
0.0737047
Long
DBT
CORP
CL
N
2
2030-05-07
Fixed
3.65
N
N
N
N
N
N
Globe Telecom Inc
254900GPWI1816YIM923
GLOBE TELECOM INC
BS1370318
300000.000000
PA
USD
255756.520000
0.072563
Long
DBT
CORP
PH
N
2
N/A
Variable
4.2
N
N
N
N
N
N
Shimao Group Holdings Ltd
254900WTJ6B5CU69ZD26
SHIMAO GROUP HOLDINGS LTD
BN2966586
200000.000000
PA
USD
8302.980000
0.00235571
Long
DBT
CORP
KY
N
2
2031-01-11
Fixed
3.45
N
N
N
N
N
N
Serbia Treasury Bonds
254900W94OCY91V32O78
SERBIA TREASURY BONDS
BG1390940
100000000.000000
PA
648644.830000
0.184033
Long
DBT
NUSS
RS
N
2
2032-08-20
Fixed
4.5
N
N
N
N
N
N
Mercury Chile Holdco LLC
N/A
MERCURY CHILE HOLDCO LLC
BT5544411
310000.000000
PA
USD
256230.500000
0.0726975
Long
DBT
CORP
US
N
2
2027-01-24
Fixed
6.5
N
N
N
N
N
N
Altice France Holding SA
5299000JVHXKJPOE6H40
ALTICE FRANCE HOLDING SA
BH4735875
100000.000000
PA
61192.440000
0.0173615
Long
DBT
CORP
LU
N
2
2028-02-15
Fixed
4.0
N
N
N
N
N
N
Unilever PLC
549300MKFYEKVRWML317
UNILEVER PLC
000000000
1115.000000
NS
50891.130000
0.0144388
Long
EC
CORP
GB
N
2
N
N
N
Deutsche Bundesrepublik Inflation Linked Bond
529900AQBND3S6YJLY83
DEUTSCHE BUNDESREPUBLIK INFLATION LINKED BOND
EK1581793
873720.870000
PA
918379.000000
0.260562
Long
DBT
NUSS
DE
N
2
2030-04-15
Fixed
0.5
N
N
N
N
N
N
Adani International Container Terminal Pvt Ltd
335800J4SLERP6S94P28
ADANI INTERNATIONAL CONTAINER TERMINAL PVT LTD
BN0450864
290625.000000
PA
USD
217552.670000
0.0617238
Long
DBT
CORP
IN
N
2
2031-02-16
Fixed
3.0
N
N
N
N
N
N
Egypt Government International Bond
529900GFIVH4086NMH82
EGYPT GOVERNMENT INTERNATIONAL BOND
BN9712884
300000.000000
PA
USD
227746.200000
0.0646159
Long
DBT
NUSS
EG
N
2
2026-02-16
Fixed
3.875
N
N
N
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
SOUTHERN CO/THE
BR3544508
230000.000000
PA
162517.710000
0.0461094
Long
DBT
CORP
US
N
2
2081-09-15
Variable
1.875
N
N
N
N
N
N
Electricidad Firme de Mexico Holdings SA de CV
549300B9KK10OSYRIY06
ELECTRICIDAD FIRME DE MEXICO HOLDINGS SA DE CV
BR4068234
300000.000000
PA
USD
239005.730000
0.0678105
Long
DBT
CORP
MX
N
2
2026-11-20
Fixed
4.9
N
N
N
N
N
N
REC Ltd
335800B4YRYWAMIJZ374
REC LTD
BO1961735
300000.000000
PA
USD
256505.370000
0.0727755
Long
DBT
CORP
IN
N
2
2026-09-01
Fixed
2.25
N
N
N
N
N
N
Eucrates Biomedical Acquisition Corp
N/A
EUCRATES BIOMEDICAL ACQUISITION CORP
000000000
3266.000000
NS
USD
97.980000
0
Long
EC
CORP
VG
N
1
N
N
N
Tengizchevroil Finance Co International Ltd
5493001VEV2XTJIBZH31
TENGIZCHEVROIL FINANCE CO INTERNATIONAL LTD
BK5401421
300000.000000
PA
USD
205575.000000
0.0583255
Long
DBT
CORP
BM
N
2
2030-08-15
Fixed
3.25
N
N
N
N
N
N
China Tourism Group Duty Free Corp Ltd
N/A
CHINA TOURISM GROUP DUTY FREE CORP LTD
000000000
18600.000000
NS
367988.380000
0.104405
Long
EC
CORP
CN
N
2
N
N
N
Wise PLC
213800LD9XCHIC1C4V71
WISE PLC
000000000
4041.000000
NS
30779.480000
0.00873272
Long
EC
CORP
GB
N
2
N
N
N
Wuxi Biologics Cayman Inc
5493001TD2TH6VDTJU11
WUXI BIOLOGICS CAYMAN INC
000000000
1000.000000
NS
4499.640000
0.00127663
Long
EC
CORP
KY
N
2
N
N
N
Boliden AB
21380059QU7IM1ONDJ56
BOLIDEN AB
000000000
1151.000000
NS
33472.130000
0.00949668
Long
EC
CORP
SE
N
2
N
N
N
Peloton Interactive Inc
5493002YS021166W0339
PELOTON INTERACTIVE INC
70614EAD2
214462.500000
PA
USD
207492.470000
0.0588696
Long
LON
CORP
US
N
2
2027-05-25
Variable
8.34622
N
N
N
N
N
N
Talen Energy Supply LLC
K5K33XN0PQAU1XF7NN66
TALEN ENERGY SUPPLY LLC
87422V9A8
700000.000000
PA
USD
699650.000000
0.198504
Long
LON
CORP
US
N
2
2023-11-11
Variable
8.23945
N
N
N
N
N
N
IRB Holding Corp
549300HVW4WNWYBXN830
IRB HOLDING CORP
44988LAH0
531167.189000
PA
USD
516692.880000
0.146596
Long
LON
CORP
US
N
2
2027-12-15
Variable
6.2080400000000004
N
N
N
N
N
N
Fertitta Entertainment LLC/NV
984500A0805D8V551D35
FERTITTA ENTERTAINMENT L
31556PAB3
497500.000000
PA
USD
465660.000000
0.132117
Long
LON
CORP
US
N
2
2029-01-27
Variable
7.72872
N
N
N
N
N
N
Cano Health LLC
254900OGI2T8V1NXN639
CANO HEALTH LLC
13781HAE0
108900.693000
PA
USD
91585.480000
0.0259845
Long
LON
CORP
US
N
2
2027-11-23
Variable
7.828720000000001
N
N
N
N
N
N
Anticimex Global AB
N/A
ANTICIMEX GLOBAL AB
0367309B7
99250.000000
PA
USD
95942.000000
0.0272206
Long
LON
CORP
SE
N
2
2028-11-16
Variable
5.597860000000001
N
N
N
N
N
N
Sophia LP
549300RP8NIJ7FY7OS79
SOPHIA LP
83578BAN3
999782.401000
PA
USD
959791.100000
0.272311
Long
LON
CORP
US
N
2
2027-10-07
Variable
7.1741399999999995
N
N
N
N
N
N
Loyalty Ventures Inc
549300Q3YKVWNY6JIJ44
LOYALTY VENTURES INC
54912FAD2
99213.973000
PA
USD
30756.330000
0.00872616
Long
LON
CORP
US
N
2
2027-11-03
Variable
8.25386
N
N
N
N
N
N
XPLORNET COMMUNICATIONS
N/A
XPLORNET COMMUNICATIONS
000000000
110000.000000
PA
USD
92400.000000
0.0262156
Long
LON
CORP
CA
N
3
2029-10-01
Variable
10.75386
N
N
N
N
N
N
XPLORNET COMMUNICATIONS
N/A
XPLORNET COMMUNICATIONS
000000000
163350.000000
PA
USD
140072.630000
0.0397413
Long
LON
CORP
CA
N
2
2028-10-02
Variable
7.7538599999999995
N
N
N
N
N
N
ConnectWise LLC
N/A
CONNECTWISE LLC
20786NAC1
595500.000000
PA
USD
561008.640000
0.159169
Long
LON
CORP
US
N
2
2028-09-29
Variable
7.1741399999999995
N
N
N
N
N
N
DIAMOND BC BV
N/A
DIAMOND BC BV
000000000
516100.000000
PA
USD
481650.330000
0.136653
Long
LON
CORP
NL
N
2
2028-09-29
Variable
7.16471
N
N
N
N
N
N
Rent-A-Center Inc/TX
529900QUHE15UQNCCJ63
RENT-A-CENTER INC
76009WAW0
433498.748000
PA
USD
397193.230000
0.112691
Long
LON
CORP
US
N
2
2028-02-17
Variable
7.6875
N
N
N
N
N
N
Engineered Machinery Holdings Inc
5493008AR0NPSLW8EW07
ENGINEERED MACHINERY HOL
26658NAQ2
465000.000000
PA
USD
430125.000000
0.122035
Long
LON
CORP
US
N
2
2029-05-21
Variable
9.674140000000001
N
N
N
N
N
N
N/A
N/A
ANTICIMEX GLOBAL AB
000000000
595500.000000
PA
USD
576146.250000
0.163464
Long
LON
CORP
SE
N
3
2028-11-16
Variable
6.56957
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
ASURION LLC
04649VBA7
700000.000000
PA
USD
484750.000000
0.137533
Long
LON
CORP
US
N
2
2029-01-20
Variable
9.00386
N
N
N
N
N
N
Medline Borrower LP
254900QT3R363TVK6F09
MEDLINE BORROWER LP
58503UAC7
830825.000000
PA
USD
762971.520000
0.21647
Long
LON
CORP
US
N
2
2028-10-23
Variable
7.00386
N
N
N
N
N
N
Charter Next Generation Inc
549300KRNU8RNVGYXG75
CHARTER NEX US INC
16125TAJ1
605919.171000
PA
USD
586226.800000
0.166324
Long
LON
CORP
US
N
2
2027-12-01
Variable
7.5038599999999995
N
N
N
N
N
N
MIC Glen LLC
549300XD843A2SP50882
MIC GLEN LLC
55304PAE1
800000.000000
PA
USD
730000.000000
0.207115
Long
LON
CORP
US
N
2
2029-07-20
Variable
10.50386
N
N
N
N
N
N
MIC Glen LLC
549300XD843A2SP50882
MIC GLEN LLC
55304PAB7
197250.000000
PA
USD
185217.750000
0.0525498
Long
LON
CORP
US
N
2
2028-07-21
Variable
7.2538599999999995
N
N
N
N
N
N
Rising Tide Holdings Inc
254900T03WM6VU0KWL83
RISING TIDE HOLDINGS INC
76770EAF4
400000.000000
PA
USD
288000.000000
0.0817111
Long
LON
CORP
US
N
2
2029-06-01
Variable
12.00386
N
N
N
N
N
N
Engineered Machinery Holdings Inc
5493008AR0NPSLW8EW07
ENGINEERED MACHINERY HOL
26658NAN9
145000.000000
PA
USD
134850.000000
0.0382595
Long
LON
CORP
US
N
2
2029-05-21
Variable
10.17414
N
N
N
N
N
N
HYLAND SOFTWARE INC
N/A
HYLAND SOFTWARE INC
000000000
987988.371000
PA
USD
962468.630000
0.273071
Long
LON
CORP
US
N
2
2024-07-01
Variable
7.2538599999999995
N
N
N
N
N
N
JONES DESLAURIERS INSURA
N/A
JONES DESLAURIERS INSURA
000000000
25000.000000
PA
16974.350000
0.00481595
Long
LON
CORP
CA
N
2
2029-03-26
Variable
12.0625
N
N
N
N
N
N
JONES DESLAURIERS INSURA
N/A
JONES DESLAURIERS INSURA
000000000
421806.443000
PA
287169.580000
0.0814755
Long
LON
CORP
CA
N
2
2028-03-27
Variable
8.8125
N
N
N
N
N
N
Applied Systems Inc
549300NSKGF0SY5SWQ62
APPLIED SYSTEMS INC
03827FAX9
1398384.810000
PA
USD
1379017.180000
0.391253
Long
LON
CORP
US
N
2
2024-09-19
Variable
6.67414
N
N
N
N
N
N
Applied Systems Inc
549300NSKGF0SY5SWQ62
APPLIED SYSTEMS INC
03827FBA8
375000.000000
PA
USD
367188.750000
0.104178
Long
LON
CORP
US
N
2
2025-09-19
Variable
9.17414
N
N
N
N
N
N
Project Ruby Ultimate Parent Corp
549300UGGIEE7YT1C741
PROJECT RUBY ULTIMATE PARE
74339UAS9
591740.601000
PA
USD
555958.050000
0.157736
Long
LON
CORP
US
N
2
2028-03-10
Variable
7.00386
N
N
N
N
N
N
Infinite Bidco LLC
N/A
INFINITE BIDCO LLC
45674KAF2
400000.000000
PA
USD
368000.000000
0.104409
Long
LON
CORP
US
N
2
2029-03-02
Variable
10.67414
N
N
N
N
N
N
Infinite Bidco LLC
N/A
INFINITE BIDCO LLC
45674KAB1
395000.044000
PA
USD
368665.390000
0.104597
Long
LON
CORP
US
N
2
2028-03-02
Variable
6.9241399999999995
N
N
N
N
N
N
RealPage Inc
N/A
REALPAGE INC
75605VAG7
795000.000000
PA
USD
763200.000000
0.216534
Long
LON
CORP
US
N
2
2029-04-23
Variable
10.25386
N
N
N
N
N
N
RealPage Inc
N/A
REALPAGE INC
75605VAD4
856350.000000
PA
USD
803367.630000
0.227931
Long
LON
CORP
US
N
2
2028-04-24
Variable
6.75386
N
N
N
N
N
N
MH Sub I LLC
N/A
MH SUB I LLC
55303BAD5
265000.000000
PA
USD
242143.750000
0.0687008
Long
LON
CORP
US
N
2
2029-02-23
Variable
9.978720000000001
N
N
N
N
N
N
PetSmart LLC
N/A
PETSMART INC
71677HAL9
594000.000000
PA
USD
570489.480000
0.161859
Long
LON
CORP
US
N
2
2028-02-11
Variable
7.5
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
ASURION LLC
04649VAZ3
101878.790000
PA
USD
71379.340000
0.0202517
Long
LON
CORP
US
N
2
2028-01-31
Variable
9.00386
N
N
N
N
N
N
Woof Holdings Inc
N/A
WOOF HOLDINGS INC
98082EAD6
580000.000000
PA
USD
520550.000000
0.14769
Long
LON
CORP
US
N
2
2028-12-21
Variable
10.81529
N
N
N
N
N
N
Woof Holdings Inc
N/A
WOOF HOLDINGS INC
98082EAB0
512940.611000
PA
USD
489858.280000
0.138982
Long
LON
CORP
US
N
3
2027-12-21
Variable
7.315290000000001
N
N
N
N
N
N
Planview Parent Inc
549300SEALM1D9FKMA32
PLANVIEW PARENT INC
72751PAC8
763412.356000
PA
USD
710515.510000
0.201587
Long
LON
CORP
US
N
2
2027-12-17
Variable
7.67414
N
N
N
N
N
N
CNT Holdings I Corp
N/A
CNT HOLDINGS I CORP
12656AAC3
592481.203000
PA
USD
575743.610000
0.163349
Long
LON
CORP
US
N
2
2027-11-08
Variable
7.238949999999999
N
N
N
N
N
N
Delta Topco Inc
N/A
DELTA TOPCO INC
24780DAE7
310000.000000
PA
USD
264585.000000
0.0750678
Long
LON
CORP
US
N
2
2028-12-01
Variable
9.33614
N
N
N
N
N
N
Epicor Software Corp
JGNXVGGGXR4O1L5I7S73
EPICOR SOFTWARE CORP
29426NAQ7
605000.000000
PA
USD
591575.050000
0.167841
Long
LON
CORP
US
N
2
2028-07-31
Variable
11.503860000000001
N
N
N
N
N
N
MH Sub I LLC
N/A
MH SUB I LLC
45567YAL9
951469.620000
PA
USD
914799.980000
0.259546
Long
LON
CORP
US
N
2
2024-09-13
Variable
7.5038599999999995
N
N
N
N
N
N
Tacala Investment Corp
549300XTM341KBSTDI88
TACALA INVESTMENT CORP
873412AA8
493540.052000
PA
USD
462540.800000
0.131232
Long
LON
CORP
US
N
2
2027-02-05
Variable
7.2538599999999995
N
N
N
N
N
N
Wand NewCo 3 Inc
549300Y3VZEWMSQW8494
WAND NEWCO 3 INC
93369PAF1
416217.805000
PA
USD
389683.920000
0.110561
Long
LON
CORP
US
N
2
2026-02-05
Variable
6.75386
N
N
N
N
N
N
Motion Finco LLC
N/A
MOTION FINCO LLC
5901989A7
742528.076000
PA
USD
701288.070000
0.198969
Long
LON
CORP
US
N
2
2026-11-12
Variable
6.9241399999999995
N
N
N
N
N
N
FLEET US BIDCO INC
N/A
FLEET US BIDCO INC
000000000
87117.670000
PA
USD
85810.900000
0.0243462
Long
LON
CORP
US
N
3
2026-10-07
Variable
7.9282900000000005
N
N
N
N
N
N
S2P Acquisition Borrower Inc
2138009YGPT15LRTY307
S2P ACQUISITION INC
78431EAB0
279723.132000
PA
USD
267535.600000
0.0759049
Long
LON
CORP
US
N
2
2026-08-14
Variable
7.47872
N
N
N
N
N
N
Aretec Group Inc
549300NV2T8A33L0PQ58
ARETEC GROUP INC
04009DAB0
89074.553000
PA
USD
86402.320000
0.024514
Long
LON
CORP
US
N
2
2025-10-01
Variable
8.07872
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
ASURION LLC
04649VAW0
334244.790000
PA
USD
314965.550000
0.0893617
Long
LON
CORP
US
N
2
2024-11-03
Variable
6.75386
N
N
N
N
N
N
Edelman Financial Engines Center LLC/The
549300Z31KZXNP05U733
EDELMAN FINANCIAL CENTER
27943TAB5
805000.000000
PA
USD
725506.250000
0.20584
Long
LON
CORP
US
N
2
2026-07-20
Variable
10.50386
N
N
N
N
N
N
Playa Resorts Holding BV
5493005SPBUMPZZCIZ96
PLAYA RESORTS HOLDING B.V.
72812NAD8
1158670.702000
PA
USD
1127166.450000
0.319799
Long
LON
CORP
NL
N
2
2024-04-29
Variable
6.5
N
N
N
N
N
N
William Morris Endeavor Entertainment LLC
5493008R7J9HEQ30DZ33
WILLIAM MORRIS ENDEAVOR EN
96925HAF9
699896.650000
PA
USD
679774.620000
0.192865
Long
LON
CORP
US
N
2
2025-05-18
Variable
6.510000000000001
N
N
N
N
N
N
Heartland Dental LLC
5493008FRC0GRKBN1075
HEARTLAND DENTAL LLC
42236WAH0
987123.995000
PA
USD
919881.110000
0.260988
Long
LON
CORP
US
N
2
2025-04-30
Variable
7.2538599999999995
N
N
N
N
N
N
Delta 2 Lux Sarl
549300BBG8Z3D6QSYP53
DELTA 2 LUX SARL
3469959J4
1500000.000000
PA
USD
1495620.000000
0.424336
Long
LON
CORP
LU
N
2
2024-02-01
Variable
6.2538599999999995
N
N
N
N
N
N
Tacala Investment Corp
549300XTM341KBSTDI88
TACALA INVESTMENT CORP
873412AC4
495000.000000
PA
USD
445500.000000
0.126397
Long
LON
CORP
US
N
2
2028-02-04
Variable
11.25386
N
N
N
N
N
N
MH Sub I LLC
N/A
MH SUB I LLC
45567YAJ4
886813.145000
PA
USD
852449.140000
0.241856
Long
LON
CORP
US
N
2
2024-09-13
Variable
7.5038599999999995
N
N
N
N
N
N
Univision Communications Inc
549300YQDE2JSGTL8V47
UNIVISION COMMUNICATIONS
914908AX6
322717.098000
PA
USD
320525.850000
0.0909393
Long
LON
CORP
US
N
2
2024-03-15
Variable
6.50386
N
N
N
N
N
N
Cemex SAB de CV
549300RIG2CXWN6IV731
CEMEX SAB DE CV
ZQ5843714
300000.000000
PA
USD
262399.430000
0.0744477
Long
DBT
CORP
MX
N
2
2029-11-19
Fixed
5.45
N
N
N
N
N
N
Longfor Group Holdings Ltd
254900UJX27B2F1JYR13
LONGFOR GROUP HOLDINGS LTD
ZP2926464
200000.000000
PA
USD
39016.100000
0.0110696
Long
DBT
CORP
KY
N
2
2032-01-13
Fixed
3.85
N
N
N
N
N
Yunda Holding Investment Ltd
300300YSHTUKQFZYWD77
YUNDA HOLDING INVESTMENT LTD
BK9064001
310000.000000
PA
USD
274063.250000
0.077757
Long
DBT
CORP
VG
N
2
2025-08-19
Fixed
2.25
N
N
N
N
N
N
Dar Al-Arkan Sukuk Co Ltd
5493000UYHRBXEIYUQ69
DAR AL-ARKAN SUKUK CO LTD
ZQ0609409
300000.000000
PA
USD
287457.000000
0.081557
Long
DBT
NUSS
KY
N
2
2025-02-15
Fixed
6.75
N
N
N
N
N
N
Verallia SA
5299007YZU978DE0ZY32
VERALLIA SA
000000000
465.000000
NS
13175.740000
0.00373821
Long
EC
CORP
FR
N
2
N
N
N
Adani Renewable Energy RJ Ltd/Kodangal Solar Parks Pvt Ltd/Wardha Solar Maharash
N/A
ADANI RENEWABLE ENERGY RJ LTD/KODANGAL SOLAR PARKS PVT LTD/WARDHA SOLAR MAHARASH
ZR9553994
272500.000000
PA
USD
174945.000000
0.0496352
Long
DBT
CORP
IN
N
2
2039-10-15
Fixed
4.625
N
N
N
N
N
Empresa de los Ferrocarriles del Estado
8755006LY8XNRFOGWN86
EMPRESA DE LOS FERROCARRILES DEL ESTADO
BK9015144
300000.000000
PA
USD
166791.380000
0.0473219
Long
DBT
CORP
CL
N
2
2050-08-18
Fixed
3.068
N
N
N
N
N
N
Georgian Railway JSC
2138005UZV4ZT2B2ZO19
GEORGIAN RAILWAY JSC
BQ0158239
310000.000000
PA
USD
236399.920000
0.0670712
Long
DBT
CORP
GE
N
2
2028-06-17
Fixed
4.0
N
N
N
N
N
N
Riyad Sukuk Ltd
549300P8GI2KKEMZUH97
RIYAD SUKUK LTD
BG0384050
200000.000000
PA
USD
187480.000000
0.0531916
Long
DBT
NUSS
KY
N
2
2030-02-25
Variable
3.174
N
N
N
N
N
N
Trainline PLC
213800HO26VXTFJ4MO71
TRAINLINE PLC
000000000
70558.000000
NS
268530.840000
0.0761873
Long
EC
CORP
GB
N
2
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
ALIBABA GROUP HOLDING LTD
000000000
6800.000000
NS
52869.370000
0.015
Long
EC
CORP
KY
N
2
N
N
N
Brazil Notas do Tesouro Nacional Serie F
254900ZFY40OYEADAP90
BRAZIL NOTAS DO TESOURO NACIONAL SERIE F
ZP2084801
1898000.000000
PA
334275.420000
0.0948403
Long
DBT
NUSS
BR
N
2
2031-01-01
Fixed
10.0
N
N
N
N
N
N
Banco Mercantil del Norte SA/Grand Cayman
549300QTVYRPFHS0J362
BANCO MERCANTIL DEL NORTE SA/GRAND CAYMAN
AZ2547380
310000.000000
PA
USD
285463.500000
0.0809914
Long
DBT
CORP
MX
N
2
N/A
Variable
6.75
N
N
N
N
N
N
Guatemala Government Bond
529900QKDFFU9UWW5315
GUATEMALA GOVERNMENT BOND
ZS8419047
300000.000000
PA
USD
273782.450000
0.0776773
Long
DBT
NUSS
GT
N
2
2030-06-01
Fixed
4.9
N
N
N
N
N
N
HDFC Bank Ltd
335800ZQ6I4E2JXENC50
HDFC BANK LTD
000000000
20623.000000
NS
374075.570000
0.106132
Long
EC
CORP
IN
N
2
N
N
N
N/A
N/A
10YR MINI JGB FUT DEC22
000000000
56.000000
NC
1318.070000
0.000373962
N/A
DIR
CORP
SG
N
1
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Long
Japan Government Ten Year Bond
JAPAN (10 YEAR ISSUE)
2022-12-12
5822368.280000
USD
1318.070000
N
N
N
AES Andes SA
549300IF4IFG0FS0RM26
AES ANDES SA
AX6134230
310000.000000
PA
USD
254888.670000
0.0723168
Long
DBT
CORP
CL
N
2
2079-03-26
Variable
7.125
N
N
N
N
N
N
Bangkok Bank PCL/Hong Kong
549300CCL2BKJGMYXV60
BANGKOK BANK PCL/HONG KONG
ZR6527587
310000.000000
PA
USD
230826.490000
0.0654899
Long
DBT
CORP
TH
N
2
2034-09-25
Variable
3.733
N
N
N
N
N
N
Vivo Energy Investments BV
724500P3OXMB2IERLM56
VIVO ENERGY INVESTMENTS BV
ZO5275573
310000.000000
PA
USD
280550.000000
0.0795974
Long
DBT
CORP
NL
N
2
2027-09-24
Fixed
5.125
N
N
N
N
N
N
Dr Ing hc F Porsche AG
529900EWEX125AULXI58
DR ING HC F PORSCHE AG
000000000
342.000000
NS
34981.090000
0.0099248
Long
EP
CORP
DE
N
2
N
N
Kaisa Group Holdings Ltd
254900N8L3L7NRJT0120
KAISA GROUP HOLDINGS LTD
ZQ1490049
1515000.000000
PA
USD
112865.650000
0.0320221
Long
DBT
CORP
KY
N
2
2023-10-22
Fixed
11.95
N
N
N
N
N
N
India Government Bond
335800IV7VCDQGIOI391
INDIA GOVERNMENT BOND
ZR8860481
32000000.000000
PA
366476.400000
0.103976
Long
DBT
NUSS
IN
N
2
2029-10-07
Fixed
6.45
N
N
N
N
N
N
Cyprus Government International Bond
213800IOEYYAHPDLUL60
CYPRUS GOVERNMENT INTERNATIONAL BOND
ZS3023307
260000.000000
PA
200322.030000
0.0568352
Long
DBT
NUSS
CY
N
2
2049-05-03
Fixed
2.75
N
N
N
N
N
N
Akzo Nobel NV
724500XYIJUGXAA5QD70
AKZO NOBEL NV
000000000
273.000000
NS
16853.780000
0.00478174
Long
EC
CORP
NL
N
2
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
USD/INR FWD 20230119 CITIGB2L
000000000
1.000000
NC
USD
9499.730000
0.00269525
N/A
DFE
CORP
US
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
-97534663.580000
INR
1176700.330000
USD
2023-01-19
9499.730000
N
N
N
Mong Duong Finance Holdings BV
549300995KGQFMWSV879
MONG DUONG FINANCE HOLDINGS BV
AZ8065700
380000.000000
PA
USD
264707.960000
0.0751027
Long
DBT
CORP
NL
N
2
2029-05-07
Fixed
5.125
N
N
N
N
N
N
Republic of South Africa Government Bond
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND
EJ7500048
9880000.000000
PA
461895.880000
0.131049
Long
DBT
NUSS
ZA
N
2
2030-01-31
Fixed
8.0
N
N
N
N
N
N
Silergy Corp
N/A
SILERGY CORP
000000000
5000.000000
NS
57658.470000
0.0163588
Long
EC
CORP
KY
N
2
N
N
N
Peruvian Government International Bond
254900STKLK2DBJJZ530
PERUVIAN GOVERNMENT INTERNATIONAL BOND
AV9721409
1250000.000000
PA
281741.880000
0.0799355
Long
DBT
NUSS
PE
N
2
2029-02-12
Fixed
5.94
N
N
N
N
N
N
Meituan
21380033K525E5JLIA77
MEITUAN
000000000
13200.000000
NS
211339.210000
0.059961
Long
EC
CORP
KY
N
2
N
N
N
B3 SA - Brasil Bolsa Balcao
4GTK5S46E6H318LMDS44
B3 SA - BRASIL BOLSA BALCAO
000000000
239647.000000
NS
695906.500000
0.197442
Long
EC
CORP
BR
N
2
N
N
N
Malaysia Government Bond
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT BOND
AT4277287
1520000.000000
PA
319059.760000
0.0905233
Long
DBT
NUSS
MY
N
2
2048-07-06
Fixed
4.921
N
N
N
N
N
N
Spotify Technology SA
549300B4X0JHWV0DTD60
SPOTIFY TECHNOLOGY SA
000000000
368.000000
NS
USD
29653.440000
0.00841325
Long
EC
CORP
LU
N
1
N
N
N
Kojamo Oyj
7437007YPUOQZ8OV1R42
KOJAMO OYJ
000000000
792.000000
NS
10307.580000
0.00292446
Long
EC
CORP
FI
N
2
N
N
Emirates NBD Bank PJSC
54930029BCN8HF3B1286
EMIRATES NBD BANK PJSC
AX6638438
310000.000000
PA
USD
294971.820000
0.0836891
Long
DBT
CORP
AE
N
2
N/A
Variable
6.125
N
N
N
N
N
N
Sigma Finance Netherlands BV
549300K5R8C331KIC659
SIGMA FINANCE NETHERLANDS BV
AR8851792
300000.000000
PA
USD
266790.660000
0.0756936
Long
DBT
CORP
NL
N
2
2028-03-27
Fixed
4.875
N
N
N
N
N
N
KazMunayGas National Co JSC
2138001H1M69RFJCSH88
KAZMUNAYGAS NATIONAL CO JSC
AS0272011
310000.000000
PA
USD
255354.690000
0.072449
Long
DBT
CORP
KZ
N
2
2030-04-24
Fixed
5.375
N
N
N
N
N
N
Romania Government Bond
315700IASY927EDWBK92
ROMANIA GOVERNMENT BOND
AU3524892
4500000.000000
PA
729337.980000
0.206927
Long
DBT
NUSS
RO
N
2
2029-02-12
Fixed
5.0
N
N
N
N
N
N
Huarong Finance 2017 Co Ltd
5493006V07LYI3HE6G83
HUARONG FINANCE 2017 CO LTD
AP8052700
380000.000000
PA
USD
193766.830000
0.0549753
Long
DBT
CORP
VG
N
2
2047-11-07
Fixed
4.95
N
N
N
N
N
N
Mexico City Airport Trust
N/A
MEXICO CITY AIRPORT TRUST
AP1359938
330000.000000
PA
USD
279579.300000
0.079322
Long
DBT
CORP
MX
N
2
2028-04-30
Fixed
3.875
N
N
N
N
N
N
Mexico City Airport Trust
N/A
MEXICO CITY AIRPORT TRUST
AP1360043
310000.000000
PA
USD
200680.050000
0.0569368
Long
DBT
CORP
MX
N
2
2047-07-31
Fixed
5.5
N
N
N
N
N
N
ICL Group Ltd
529900FQVQD88SHIGM04
ICL GROUP LTD
AS6777633
310000.000000
PA
USD
289850.000000
0.082236
Long
DBT
CORP
IL
N
2
2038-05-31
Fixed
6.375
N
N
N
N
N
N
Dominican Republic International Bond
254900EHU7Q8FGVPI369
DOMINICAN REPUBLIC INTERNATIONAL BOND
AT5867565
230000.000000
PA
USD
210739.040000
0.0597907
Long
DBT
NUSS
DO
N
2
2028-07-19
Fixed
6.0
N
N
N
N
N
N
ERO Copper Corp
549300KL8A21SEIO8I47
ERO COPPER CORP
000000000
953.000000
NS
10849.660000
0.00307826
Long
EC
CORP
CA
N
2
N
N
N
Mexican Bonos
254900EGTWEU67VP6075
MEXICAN BONOS
AM7523740
6340000.000000
PA
262320.870000
0.0744254
Long
DBT
NUSS
MX
N
2
2047-11-07
Fixed
8.0
N
N
N
N
N
N
Suriname Government International Bond
254900SYU4G5JM13TN77
SURINAME GOVERNMENT INTERNATIONAL BOND
QZ9321253
1200000.000000
PA
USD
963600.000000
0.273392
Long
DBT
NUSS
SR
N
2
2026-10-26
Fixed
9.25
N
N
N
N
N
N
OmGrid Funding Ltd
549300L1HIVZ83RMAP18
OMGRID FUNDING LTD
AN4253836
300000.000000
PA
USD
270300.600000
0.0766894
Long
DBT
CORP
KY
N
2
2027-05-16
Fixed
5.196
N
N
N
N
N
N
Minejesa Capital BV
549300KS7ERCP10BKC35
MINEJESA CAPITAL BV
AO6253790
300000.000000
PA
USD
232050.000000
0.065837
Long
DBT
CORP
NL
N
2
2030-08-10
Fixed
4.625
N
N
N
N
N
N
Cikarang Listrindo Tbk PT
254900NPCIO562Z7FN53
CIKARANG LISTRINDO TBK PT
QZ4930843
300000.000000
PA
USD
259959.530000
0.0737555
Long
DBT
CORP
ID
N
2
2026-09-14
Fixed
4.95
N
N
N
N
N
N
Trinidad & Tobago Government International Bond
N/A
TRINIDAD & TOBAGO GOVERNMENT INTERNATIONAL BOND
QZ0802079
300000.000000
PA
USD
291274.690000
0.0826402
Long
DBT
NUSS
TT
N
2
2026-08-04
Fixed
4.5
N
N
N
N
N
N
Thailand Government Bond
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND
AP5381383
10500000.000000
PA
219411.020000
0.0622511
Long
DBT
NUSS
TH
N
2
2067-06-17
Fixed
3.6
N
N
N
N
N
N
Mexico City Airport Trust
N/A
MEXICO CITY AIRPORT TRUST
QZ6601400
200000.000000
PA
USD
128668.440000
0.0365057
Long
DBT
CORP
MX
N
2
2046-10-31
Fixed
5.5
N
N
N
N
N
N
Compass Group PLC
2138008M6MH9OZ6U2T68
COMPASS GROUP PLC
000000000
1851.000000
NS
38985.440000
0.0110609
Long
EC
CORP
GB
N
2
N
N
N
Israel Government Bond - Fixed
213800T8ZHTFZIBYPE21
ISRAEL GOVERNMENT BOND - FIXED
AM6641311
3334000.000000
PA
970144.850000
0.275249
Long
DBT
NUSS
IL
N
2
2047-03-31
Fixed
3.75
N
N
N
N
N
N
Sri Lanka Government International Bond
254900HXCCIOHM74FA02
SRI LANKA GOVERNMENT INTERNATIONAL BOND
LW8500974
310000.000000
PA
USD
73643.250000
0.020894
Long
DBT
NUSS
LK
N
2
2026-07-18
Fixed
6.825
N
N
N
N
N
N
Cie Financiere Richemont SA
549300YIPGJ6UX2QPS51
CIE FINANCIERE RICHEMONT SA
000000000
281.000000
NS
27463.130000
0.00779181
Long
EC
CORP
CH
N
2
N
N
N
INVESCO SENIOR LOAN ETF
N/A
BKLN US 11/18/22 P19
000000000
5217.000000
NC
USD
26085.000000
0.00740081
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
INVESCO SENIOR LOAN ETF
INVESCO SENIOR LOAN ETF
100
19
USD
2022-11-18
XXXX
-83472.000000
N
N
N
ISHARES IBOXX HIGH YIELD CORPORATE BOND ETF
N/A
HYG US 11/18/22 P72
000000000
-1482.000000
NC
USD
-100776.000000
-0.0285921
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Put
Written
ISHARES IBOXX HIGH YIELD CORPORATE BOND ETF
ISHARES IBOXX HIGH YIELD CORPORATE BOND ETF
100
72
USD
2022-11-18
XXXX
226530.920000
N
N
N
N/A
N/A
TYZ2P 109 PIT
000000000
136.000000
NC
USD
68000.000000
0.0192929
N/A
DIR
CORP
US
N
1
JP MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Put
Purchased
JP MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
US 10YR FUT OPTN Dec22P 109
N/A
TYZ2 UST 10YR FUT DEC 22
000000000
0.000000
NC
USD
0.000000
N/A
DIR
CORP
US
Long
US 10YR FUT OPTN Dec22P 109
TYZ2 UST 10YR FUT DEC 22
2022-12-20
N/A
USD
100000
109
USD
2022-11-25
XXXX
23161.480000
N
N
N
S&P 500 INDEX
N/A
SPX US 11/18/22 P3350
000000000
17.000000
NC
USD
4887.500000
0.00138668
N/A
DE
CORP
US
N
2
OTC MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
S&P 500 INDEX
S&P 500 INDEX
100
3350
USD
2022-11-18
XXXX
-69824.100000
N
N
N
S&P 500 INDEX
N/A
SPX US 11/18/22 C3650
000000000
-73.000000
NC
USD
-1806020.000000
-0.512402
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Call
Written
S&P 500 INDEX
S&P 500 INDEX
100
3650
USD
2022-11-18
XXXX
-725204.630000
N
N
N
TENNECO INC
N/A
TEN US 01/20/23 P12
000000000
200.000000
NC
USD
1500.000000
0.000425579
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
TENNECO INC
TENNECO INC
100
12
USD
2023-01-20
XXXX
-13700.000000
N
N
N
INVESCO SENIOR LOAN ETF
N/A
BKLN US 01/20/23 P17
000000000
5217.000000
NC
USD
39127.500000
0.0111012
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
INVESCO SENIOR LOAN ETF
INVESCO SENIOR LOAN ETF
100
17
USD
2023-01-20
XXXX
-44344.500000
N
N
N
S&P 500 INDEX
N/A
SPX US 12/16/22 P3300
000000000
21.000000
NC
USD
27405.000000
0.00777532
N/A
DE
CORP
US
N
2
OTC MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
S&P 500 INDEX
S&P 500 INDEX
100
3300
USD
2022-12-16
XXXX
-101885.000000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
AUD/USD FWD 20230120 BOFAUS6N
000000000
1.000000
NC
USD
-4584.400000
-0.00130068
N/A
DFE
CORP
AU
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
-429000.000000
AUD
270587.890000
USD
2023-01-20
-4584.400000
N
N
N
Thailand Government Bond
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND
EJ5804210
31469200.000000
PA
803747.790000
0.228039
Long
DBT
NUSS
TH
N
2
2028-03-12
Fixed
1.25
N
N
N
N
N
N
Guatemala Government Bond
529900QKDFFU9UWW5315
GUATEMALA GOVERNMENT BOND
EJ5486794
300000.000000
PA
USD
277069.640000
0.0786099
Long
DBT
NUSS
GT
N
2
2028-02-13
Fixed
4.875
N
N
N
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML HOLDING NV
000000000
1539.000000
NS
721925.140000
0.204824
Long
EC
CORP
NL
N
2
N
N
N
Summit Industrial Income REIT
2549002JNRHTJ9H0MR86
SUMMIT INDUSTRIAL INCOME REIT
000000000
1434.000000
NS
18325.640000
0.00519933
Long
EC
CORP
CA
N
2
N
N
Republic of South Africa Government Bond
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND
EJ2359143
14279000.000000
PA
587484.410000
0.166681
Long
DBT
NUSS
ZA
N
2
2048-02-28
Fixed
8.75
N
N
N
N
N
N
United Kingdom Inflation-Linked Gilt
ECTRVYYCEF89VWYS6K36
UNITED KINGDOM INFLATION-LINKED GILT
EJ3889007
6510436.560000
PA
7785280.090000
2.20883
Long
DBT
NUSS
GB
N
2
2024-03-22
Fixed
0.125
N
N
N
N
N
N
Istyle Inc
529900SRRLS3Q7T1JY30
ISTYLE INC
000000000
3700.000000
NS
12177.460000
0.00345498
Long
EC
CORP
JP
N
2
N
N
Australia Government Bond
213800J6B7JSBDETCB42
AUSTRALIA GOVERNMENT BOND
EI8492650
1900000.000000
PA
1278836.250000
0.36283
Long
DBT
NUSS
AU
N
2
2027-04-21
Fixed
4.75
N
N
N
N
N
N
Sweden Government Bond
ERE94C0BSULG2RM19605
SWEDEN GOVERNMENT BOND
EJ0857460
7750000.000000
PA
704401.240000
0.199852
Long
DBT
NUSS
SE
N
2
2032-06-01
Fixed
2.25
N
N
N
N
N
N
Zhongsheng Group Holdings Ltd
3003005VYMEBAJNJ2Y26
ZHONGSHENG GROUP HOLDINGS LTD
000000000
3500.000000
NS
13283.590000
0.00376881
Long
EC
CORP
KY
N
2
N
N
N
Colombian TES
549300MHDRBVRF6B9117
COLOMBIAN TES
EI8220614
1230000000.000000
PA
206433.130000
0.058569
Long
DBT
NUSS
CO
N
2
2026-08-26
Fixed
7.5
N
N
N
N
N
N
Republic of South Africa Government Bond
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND
EI2585962
5400000.000000
PA
227935.490000
0.0646696
Long
DBT
NUSS
ZA
N
2
2031-02-28
Fixed
7.0
N
N
N
N
N
N
Mexican Bonos
254900EGTWEU67VP6075
MEXICAN BONOS
EH6834517
11100000.000000
PA
524839.410000
0.148907
Long
DBT
NUSS
MX
N
2
2029-05-31
Fixed
8.5
N
N
N
N
N
N
AIA Group Ltd
ZP5ILWVSYE4LJGMMVD57
AIA GROUP LTD
000000000
30000.000000
NS
227243.820000
0.0644734
Long
EC
CORP
HK
N
2
N
N
N
Julius Baer Group Ltd
5299007MF0604ZGJER92
JULIUS BAER GROUP LTD
000000000
372.000000
NS
17848.140000
0.00506386
Long
EC
CORP
CH
N
2
N
N
N
Samsonite International SA
549300UULS5HYFJSEL12
SAMSONITE INTERNATIONAL SA
000000000
9900.000000
NS
21269.620000
0.0060346
Long
EC
CORP
LU
N
2
N
N
N
PRADA SpA
8156000FE0A2DC5B7852
PRADA SPA
000000000
68900.000000
NS
313898.050000
0.0890589
Long
EC
CORP
IT
N
2
N
N
N
Magazine Luiza SA
N/A
MAGAZINE LUIZA SA
000000000
11347.000000
NS
9819.200000
0.00278589
Long
EC
CORP
BR
N
2
N
N
N
Peruvian Government International Bond
254900STKLK2DBJJZ530
PERUVIAN GOVERNMENT INTERNATIONAL BOND
715638BE1
1200000.000000
PA
277206.560000
0.0786488
Long
DBT
NUSS
PE
N
2
2031-08-12
Fixed
6.95
N
N
N
N
N
N
Amadeus IT Group SA
9598004A3FTY3TEHHN09
AMADEUS IT GROUP SA
000000000
7147.000000
NS
372753.960000
0.105757
Long
EC
CORP
ES
N
2
N
N
N
Philippine Government International Bond
529900RAHBALMYIJ3T08
PHILIPPINE GOVERNMENT INTERNATIONAL BOND
718286BM8
23000000.000000
PA
360875.390000
0.102387
Long
DBT
NUSS
PH
N
2
2036-01-14
Fixed
6.25
N
N
N
N
N
N
Sweden Government Bond
ERE94C0BSULG2RM19605
SWEDEN GOVERNMENT BOND
EH7669102
3200000.000000
PA
345507.370000
0.098027
Long
DBT
NUSS
SE
N
2
2039-03-30
Fixed
3.5
N
N
N
N
N
N
Hoshizaki Corp
5299001QAMLGU3SRBG20
HOSHIZAKI CORP
000000000
2800.000000
NS
80219.990000
0.0227599
Long
EC
CORP
JP
N
2
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
CHUBB LTD
000000000
466.000000
NS
USD
100138.740000
0.0284113
Long
EC
CORP
CH
N
1
N
N
N
Industrial & Infrastructure Fund Investment Corp
353800WCHFY04YKYCI19
INDUSTRIAL & INFRASTRUCTURE FUND INVESTMENT CORP
000000000
10.000000
NS
10561.420000
0.00299648
Long
EC
CORP
JP
N
2
N
N
N
MatsukiyoCocokara & Co
N/A
MATSUKIYOCOCOKARA & CO
000000000
500.000000
NS
18204.330000
0.00516492
Long
EC
CORP
JP
N
2
N
N
N
Air Liquide SA
969500MMPQVHK671GT54
AIR LIQUIDE SA
000000000
110.000000
NS
14389.510000
0.00408258
Long
EC
CORP
FR
N
2
N
N
N
Jeronimo Martins SGPS SA
259400A8SZP10GB5IB19
JERONIMO MARTINS SGPS SA
000000000
1286.000000
NS
26611.230000
0.00755011
Long
EC
CORP
PT
N
2
N
N
N
Smiths Group PLC
213800MJL6IPZS3ASA11
SMITHS GROUP PLC
000000000
1610.000000
NS
28839.200000
0.00818223
Long
EC
CORP
GB
N
2
N
N
N
TKH Group NV
7245008G22FOV7TYYJ34
TKH GROUP NV
000000000
1233.000000
NS
43601.650000
0.0123706
Long
EC
CORP
NL
N
2
N
N
N
Svenska Cellulosa AB SCA
549300FW5JDRV1IJ0M67
SVENSKA CELLULOSA AB SCA
000000000
23089.000000
NS
272399.200000
0.0772848
Long
EC
CORP
SE
N
2
N
N
N
Sandvik AB
5299008ZUAXN43LVZF54
SANDVIK AB
000000000
865.000000
NS
13517.140000
0.00383507
Long
EC
CORP
SE
N
2
N
N
N
Aker BP ASA
549300NFTY73920OYK69
AKER BP ASA
000000000
572.000000
NS
18170.360000
0.00515528
Long
EC
CORP
NO
N
2
N
N
N
Galp Energia SGPS SA
2138003319Y7NM75FG53
GALP ENERGIA SGPS SA
000000000
2567.000000
NS
26063.020000
0.00739458
Long
EC
CORP
PT
N
2
N
N
N
Voltas Ltd
335800VVTQSSZ7NV7F51
VOLTAS LTD
000000000
1475.000000
NS
15642.680000
0.00443813
Long
EC
CORP
IN
N
2
N
N
N
Mondi PLC
213800LOZA69QFDC9N34
MONDI PLC
000000000
602.000000
NS
10100.640000
0.00286574
Long
EC
CORP
GB
N
2
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
SGD/USD FWD 20221216 CHASGB2L
000000000
1.000000
NC
USD
-2595.960000
-0.000736523
N/A
DFE
CORP
SG
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
-591000.000000
SGD
415011.620000
USD
2022-12-16
-2595.960000
N
N
N
STANDARD CHARTERED SECURITIES
5493003GCX71N8988W38
GBP/USD FWD 20221125 SCBLGB2L
000000000
1.000000
NC
USD
-738.650000
-0.000209569
N/A
DFE
CORP
GB
N
2
STANDARD CHARTERED SECURITIES
5493003GCX71N8988W38
-61000.000000
GBP
69263.930000
USD
2022-11-25
-738.650000
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TOTALENERGIES SE
000000000
1877.000000
NS
102396.670000
0.0290519
Long
EC
CORP
FR
N
2
N
N
N
Constellation Software Inc/Canada
549300B6PYHMCTDWQV29
CONSTELLATION SOFTWARE INC/CANADA
000000000
25.000000
NS
36148.750000
0.0102561
Long
EC
CORP
CA
N
2
N
N
N
Legrand SA
969500XXRPGD7HCAFA90
LEGRAND SA
000000000
158.000000
NS
12040.340000
0.00341607
Long
EC
CORP
FR
N
2
N
N
N
Wesdome Gold Mines Ltd
529900DCBALMLHZPLR10
WESDOME GOLD MINES LTD
000000000
2200.000000
NS
13193.380000
0.00374321
Long
EC
CORP
CA
N
2
N
N
N
London Stock Exchange Group PLC
213800QAUUUP6I445N30
LONDON STOCK EXCHANGE GROUP PLC
000000000
12037.000000
NS
1043391.800000
0.29603
Long
EC
CORP
GB
N
2
N
N
N
Daiichi Sankyo Co Ltd
353800XGIU2IHQGC9504
DAIICHI SANKYO CO LTD
000000000
44200.000000
NS
1414875.880000
0.401427
Long
EC
CORP
JP
N
2
N
N
N
Koninklijke DSM NV
724500SNT1MK246AHP04
KONINKLIJKE DSM NV
000000000
48.000000
NS
5646.260000
0.00160195
Long
EC
CORP
NL
N
2
N
N
N
Seven & i Holdings Co Ltd
52990037G8JRM3TWGY86
SEVEN & I HOLDINGS CO LTD
000000000
800.000000
NS
29862.700000
0.00847262
Long
EC
CORP
JP
N
2
N
N
Alstom SA
96950032TUYMW11FB530
ALSTOM SA
000000000
3096.000000
NS
63719.540000
0.0180784
Long
EC
CORP
FR
N
2
N
N
N
Rentokil Initial PLC
549300VN4WV7Z6T14K68
RENTOKIL INITIAL PLC
000000000
5967.000000
NS
37234.740000
0.0105642
Long
EC
CORP
GB
N
2
N
N
N
Safran SA
969500UIC89GT3UL7L24
SAFRAN SA
000000000
652.000000
NS
72613.230000
0.0206018
Long
EC
CORP
FR
N
2
N
N
N
Goodman Group
N/A
GOODMAN GROUP
000000000
1192.000000
NS
12969.810000
0.00367978
Long
EC
CORP
AU
N
2
N
N
N
Li Ning Co Ltd
529900T77L2FV3FZ3U81
LI NING CO LTD
000000000
3000.000000
NS
15518.760000
0.00440297
Long
EC
CORP
KY
N
2
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
USD/CLP FWD 20230119 UBSWGB2L
000000000
1.000000
NC
USD
1373.370000
0.000389651
N/A
DFE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-84602.200000
USD
82261260.000000
CLP
2023-01-19
1373.370000
N
N
N
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
JPY/USD FWD 20230120 SBOSGB2X
000000000
1.000000
NC
USD
-391.180000
-0.000110985
N/A
DFE
CORP
JP
N
2
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
-896080.740000
USD
131745374.000000
JPY
2023-01-20
-391.180000
N
N
N
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
USD/SEK FWD 20221125 BNPAFRPP
000000000
1.000000
NC
USD
9430.630000
0.00267565
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
-2689500.000000
SEK
253412.020000
USD
2022-11-25
9430.630000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
INR/USD FWD 20221130 GSILGB2X
000000000
1.000000
NC
USD
22264.260000
0.00631679
N/A
DFE
CORP
IN
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
-5809517.980000
USD
484513799.310000
INR
2022-11-30
22264.260000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
USD/JPY FWD 20230120 MSLNGB2X
000000000
1.000000
NC
USD
724.710000
0.000205614
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
-1633910.900000
USD
240435626.000000
JPY
2023-01-20
724.710000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
SGD/USD FWD 20221216 UBSWGB2L
000000000
1.000000
NC
USD
-5615.710000
-0.00159328
N/A
DFE
CORP
SG
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-423223.290000
USD
591000.000000
SGD
2022-12-16
-5615.710000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
USD/JPY FWD 20221130 UBSWGB2L
000000000
1.000000
NC
USD
-53322.640000
-0.0151286
N/A
DFE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-3779417.350000
USD
552205000.000000
JPY
2022-11-30
-53322.640000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
USD/TWD FWD 20230119 CITIGB2L
000000000
1.000000
NC
USD
1596.670000
0.000453006
N/A
DFE
CORP
US
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
-3773000.000000
TWD
118920.790000
USD
2023-01-19
1596.670000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
USD/THB FWD 20221209 GSILGB2X
000000000
1.000000
NC
USD
-7191.980000
-0.0020405
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
-164821.310000
USD
5979376.360000
THB
2022-12-09
-7191.980000
N
N
N
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
USD/EUR FWD 20221125 MRMDUS33
000000000
1.000000
NC
USD
86455.810000
0.0245292
N/A
DFE
CORP
US
N
2
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
-2151897.790000
EUR
2216840.460000
USD
2022-11-25
86455.810000
N
N
N
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
EUR/USD FWD 20221125 MRMDUS33
000000000
1.000000
NC
USD
-11475.030000
-0.00325568
N/A
DFE
CORP
US
N
2
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
-1080677.960000
USD
1080000.000000
EUR
2022-11-25
-11475.030000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
THB/USD FWD 20221209 CHASGB2L
000000000
1.000000
NC
USD
-1399.330000
-0.000397017
N/A
DFE
CORP
TH
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
-403026.980000
USD
15235000.000000
THB
2022-12-09
-1399.330000
N
N
N
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
AUD/USD FWD 20230120 BNPAFRPP
000000000
1.000000
NC
USD
-3550.030000
-0.00100721
N/A
DFE
CORP
AU
N
2
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
-261507.500000
AUD
164188.010000
USD
2023-01-20
-3550.030000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
SGD/USD FWD 20221216 MSLNGB2X
000000000
1.000000
NC
USD
4183.510000
0.00118694
N/A
DFE
CORP
SG
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
-617634.880000
USD
880000.000000
SGD
2022-12-16
4183.510000
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
ZOETIS INC
98978V103
103.000000
NS
USD
15530.340000
0.00440625
Long
EC
CORP
US
N
1
N
N
N
Zentalis Pharmaceuticals Inc
N/A
ZENTALIS PHARMACEUTICALS INC
98943L107
280.000000
NS
USD
7025.200000
0.00199318
Long
EC
CORP
US
N
1
N
N
N
Zai Lab Ltd
549300P2UYQ9U5LY1T58
ZAI LAB LTD
98887Q104
177.000000
NS
USD
3943.560000
0.00111886
Long
EC
CORP
KY
N
1
N
N
N
Xometry Inc
5493006JFRGU7YRRXE44
XOMETRY INC
98423F109
208.000000
NS
USD
12492.480000
0.00354435
Long
EC
CORP
US
N
1
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY INC
98389B100
200.000000
NS
USD
13022.000000
0.00369459
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/MU/SOFRCOMPOUND/98093261
000000000
1.000000
NC
USD
-356.940000
-0.000101271
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Micron Technology Inc
MICRON TECHNOLOGY INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-521545.760000
USD
-356.940000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/CH/GEBN/SF0001M/98069773
000000000
1.000000
NC
-1548.630000
-0.000439376
N/A
DE
CORP
CH
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
CITIBANK N A
GEBERIT AG
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-579120.480000
CHF
-1548.630000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/EXPE/SOFRCOMPOUND/98069771
000000000
1.000000
NC
USD
11779.350000
0.00334203
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
EXPEDIA GROUP INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-304316.440000
USD
11779.350000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/NL/ASML/ESTRCOMPOUND/98069698
000000000
1.000000
NC
3087.280000
0.00087592
N/A
DE
CORP
NL
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
ASML Holding NV
ASML HOLDING NV
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
146490.010000
EUR
3087.280000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/CH/ZURN/SF0001M/98011774
000000000
1.000000
NC
60158.880000
0.0170682
N/A
DE
CORP
CH
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
CITIBANK N A
ZURICH INSURANCE GROUP AG
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
2526842.740000
CHF
60158.880000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/FRC/SOFRCOMPOUND/98011772
000000000
1.000000
NC
USD
-141312.800000
-0.0400931
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
First Republic Bank/CA
FIRST REPUBLIC BANK/CA
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-2461010.340000
USD
-141312.800000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JPM/SOFRCOMPOUND/98011770
000000000
1.000000
NC
USD
21525.920000
0.00610731
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
JPMorgan Chase & Co
JPMORGAN CHASE & CO
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
661876.160000
USD
21525.920000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
FI TRS USD PAY IBOXHY 12/20/22
000000000
1.000000
NC
USD
-295.210000
0
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
IBOXX USD LIQUID HIGH YIELD INDEX
Y
Fixed Income Performance Leg
2022-12-20
0.000000
USD
0.000000
USD
-250000.000000
USD
-295.210000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
FI TRS USD PAY IBOXHY 12/20/22
000000000
1.000000
NC
USD
24919.620000
0.00707017
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
IBOXX USD LIQUID HIGH YIELD INDEX
Y
Fixed Income Performance Leg
2022-12-20
0.000000
USD
0.000000
USD
-6300000.000000
USD
24919.620000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/A/SOFRCOMPOUND/97973096
000000000
1.000000
NC
USD
35592.440000
0.0100983
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Agilent Technologies Inc
AGILENT TECHNOLOGIES INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
441420.950000
USD
35592.440000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JPM/SOFRCOMPOUND/97973094
000000000
1.000000
NC
USD
17883.500000
0.00507389
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
JPMorgan Chase & Co
JPMORGAN CHASE & CO
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
407067.920000
USD
17883.500000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JP/3402/TONACOMPOUND/97973092
000000000
1.000000
NC
-1446.300000
-0.000410343
N/A
DE
CORP
JP
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Toray Industries Inc
TORAY INDUSTRIES INC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-45431599.510000
JPY
-1446.300000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/AVGO/SOFRCOMPOUND/97973088
000000000
1.000000
NC
USD
18313.260000
0.00519582
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Broadcom Inc
BROADCOM INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
308214.780000
USD
18313.260000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JP/4188/TONACOMPOUND/97973086
000000000
1.000000
NC
795.950000
0.000225826
N/A
DE
CORP
JP
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Mitsubishi Chemical Group Corp
MITSUBISHI CHEMICAL GROUP CORP
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
45648826.040000
JPY
795.950000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/AU/WBC/ADBB1M/97973081
000000000
1.000000
NC
3139.170000
0.000890642
N/A
DE
CORP
AU
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Westpac Banking Corp
WESTPAC BANKING CORP
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
695930.010000
AUD
3139.170000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JP/4042/TONACOMPOUND/97973079
000000000
1.000000
NC
3464.860000
0.000983047
N/A
DE
CORP
JP
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Tosoh Corp
TOSOH CORP
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-46012305.650000
JPY
3464.860000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JP/5802/TONACOMPOUND/97973076
000000000
1.000000
NC
2415.200000
0.000685238
N/A
DE
CORP
JP
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
SUMITOMO ELECTRIC INDUSTRIES LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
22794058.740000
JPY
2415.200000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/ETSY/SOFRCOMPOUND/97973075
000000000
1.000000
NC
USD
9033.550000
0.00256299
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Etsy Inc
ETSY INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-183605.250000
USD
9033.550000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/NFLX/SOFRCOMPOUND/97953254
000000000
1.000000
NC
USD
89321.710000
0.0253423
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Netflix Inc
NETFLIX INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
1313620.618000
USD
89321.710000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JP/4307/TONACOMPOUND/97926681
000000000
1.000000
NC
-60937.810000
-0.0172892
N/A
DE
CORP
JP
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
NOMURA RESEARCH INSTITUTE LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
135961912.320000
JPY
-60937.810000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JP/9613/TONACOMPOUND/97926679
000000000
1.000000
NC
15061.530000
0.00427324
N/A
DE
CORP
JP
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
NTT Data Corp
NTT DATA CORP
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
45426371.000000
JPY
15061.530000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
TRS/IT/UCG/ESTRCOMPOUND/97912034
000000000
1.000000
NC
64120.110000
0.0181921
N/A
DE
CORP
IT
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
JP MORGAN CHASE BANK
UNICREDIT SPA
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
618708.510000
EUR
64120.110000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/DE/MRK/ESTRCOMPOUND/97895709
000000000
1.000000
NC
105692.620000
0.029987
N/A
DE
CORP
DE
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
Merck KGaA
MERCK KGAA
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-2576033.225000
EUR
105692.620000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/KHC/SOFRCOMPOUND/97859626
000000000
1.000000
NC
USD
4224.890000
0.00119868
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Kraft Heinz Co/The
KRAFT HEINZ CO/THE
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
51070.110000
USD
4224.890000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JP/3099/TONACOMPOUND/97853654
000000000
1.000000
NC
-16114.490000
-0.00457199
N/A
DE
CORP
JP
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
ISETAN MITSUKOSHI HOLDINGS LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
94915399.850000
JPY
-16114.490000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/ICE/SOFRCOMPOUND/97853652
000000000
1.000000
NC
USD
11956.370000
0.00339225
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA
INTERCONTINENTAL EXCHANGE INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
298927.460000
USD
11956.370000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/ES/SOFRCOMPOUND/97853650
000000000
1.000000
NC
USD
-76516.070000
-0.0217091
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Eversource Energy
EVERSOURCE ENERGY
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-2424339.530000
USD
-76516.070000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/AU/WBC/ADBB1M/97853648
000000000
1.000000
NC
12155.660000
0.00344879
N/A
DE
CORP
AU
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Westpac Banking Corp
WESTPAC BANKING CORP
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
680594.640000
AUD
12155.660000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/KHC/SOFRCOMPOUND/97853646
000000000
1.000000
NC
USD
14123.370000
0.00400707
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Kraft Heinz Co/The
KRAFT HEINZ CO/THE
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
170919.840000
USD
14123.370000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/ROP/SOFRCOMPOUND/97853644
000000000
1.000000
NC
USD
48751.200000
0.0138316
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Roper Technologies Inc
ROPER TECHNOLOGIES INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
419533.140000
USD
48751.200000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/GB/NXT/SONIACOMPOUND/97853641
000000000
1.000000
NC
14484.190000
0.00410944
N/A
DE
CORP
GB
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Next PLC
NEXT PLC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
558473.910000
GBP
14484.190000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
TRS/FR/STM/ESTRCOMPOUND/97853639
000000000
1.000000
NC
11678.850000
0.00331351
N/A
DE
CORP
NL
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
STMicroelectronics NV
STMICROELECTRONICS NV
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-389749.190000
EUR
11678.850000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/EXC/SOFRCOMPOUND/97853637
000000000
1.000000
NC
USD
7920.290000
0.00224714
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Exelon Corp
EXELON CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
203790.300000
USD
7920.290000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/PAYC/SOFRCOMPOUND/97853635
000000000
1.000000
NC
USD
-15032.190000
-0.00426492
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Paycom Software Inc
PAYCOM SOFTWARE INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-158145.660000
USD
-15032.190000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/AAPL/SOFRCOMPOUND/97853631
000000000
1.000000
NC
USD
22993.850000
0.00652379
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Apple Inc
APPLE INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
304899.810000
USD
22993.850000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/GB/JD//SONIACOMPOUND/97853629
000000000
1.000000
NC
4384.210000
0.00124388
N/A
DE
CORP
GB
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
JD Sports Fashion PLC
JD SPORTS FASHION PLC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-316081.030000
GBP
4384.210000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/SWK/SOFRCOMPOUND/97853627
000000000
1.000000
NC
USD
3615.200000
0.0010257
N/A
DE
CORP
US
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
CITIBANK N A
STANLEY BLACK & DECKER INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
167189.880000
USD
3615.200000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/MPWR/SOFRCOMPOUND/97853623
000000000
1.000000
NC
USD
22354.800000
0.00634248
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Monolithic Power Systems Inc
MONOLITHIC POWER SYSTEMS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
309214.260000
USD
22354.800000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/FR/TTE/ESTRCOMPOUND/97853619
000000000
1.000000
NC
20987.920000
0.00595467
N/A
DE
CORP
FR
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TotalEnergies SE
TOTALENERGIES SE
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
538593.410000
EUR
20987.920000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
TRS/DE/VOW/ESTRCOMPOUND/97739061
000000000
1.000000
NC
7318.550000
0.00207641
N/A
DE
CORP
DE
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Volkswagen AG
VOLKSWAGEN AG
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
292101.800000
EUR
7318.550000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
TRS/DE/1COV/ESTRCOMPOUND/97739059
000000000
1.000000
NC
5174.200000
0.00146802
N/A
DE
CORP
DE
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Covestro AG
COVESTRO AG
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
331613.650000
EUR
5174.200000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/KHC/SOFRCOMPOUND/97739057
000000000
1.000000
NC
USD
21564.750000
0.00611833
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Kraft Heinz Co/The
KRAFT HEINZ CO/THE
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
261277.380000
USD
21564.750000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/ABMD/SOFRCOMPOUND/97739041
000000000
1.000000
NC
USD
5680.160000
0.00161157
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
ABIOMED Inc
ABIOMED INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-240334.840000
USD
5680.160000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JP/3769/TONACOMPOUND/97739036
000000000
1.000000
NC
-7297.500000
-0.00207044
N/A
DE
CORP
JP
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
GMO Payment Gateway Inc
GMO PAYMENT GATEWAY INC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-23597999.890000
JPY
-7297.500000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/AME/SOFRCOMPOUND/97724843
000000000
1.000000
NC
USD
31306.380000
0.00888222
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
AMETEK Inc
AMETEK INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
292166.080000
USD
31306.380000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/AU/WTC/ADBB1M/97721013
000000000
1.000000
NC
-31028.010000
-0.00880324
N/A
DE
CORP
AU
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
WiseTech Global Ltd
WISETECH GLOBAL LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-885406.480000
AUD
-31028.010000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/AME/SOFRCOMPOUND/97721011
000000000
1.000000
NC
USD
31318.910000
0.00888577
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
AMETEK Inc
AMETEK INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
292283.040000
USD
31318.910000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/FTV/SOFRCOMPOUND/97702948
000000000
1.000000
NC
USD
-128283.650000
-0.0363965
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Fortive Corp
FORTIVE CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-2369260.950000
USD
-128283.650000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/WAT/SOFRCOMPOUND/97688837
000000000
1.000000
NC
USD
-20528.810000
-0.00582441
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Waters Corp
WATERS CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-298333.200000
USD
-20528.810000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/SJM/SOFRCOMPOUND/97688835
000000000
1.000000
NC
USD
-85007.770000
-0.0241183
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
J M SMUCKER CO/THE
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-1130537.690000
USD
-85007.770000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/WST/SOFRCOMPOUND/97676899
000000000
1.000000
NC
USD
17711.970000
0.00502522
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
WEST PHARMACEUTICAL SERVICES INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-177192.080000
USD
17711.970000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/BHVN/SOFRCOMPOUND/97667875CA
000000000
1.000000
NC
USD
1873.970000
0.000531681
N/A
DE
CORP
VG
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Biohaven Ltd
BIOHAVEN LTD
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
3125.700000
USD
1873.970000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/BHVN/SOFRCOMPOUND/97667873CA
000000000
1.000000
NC
USD
4231.940000
0.00120068
N/A
DE
CORP
VG
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Biohaven Ltd
BIOHAVEN LTD
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
7058.700000
USD
4231.940000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/BHVN/SOFRCOMPOUND/97667861CA
000000000
1.000000
NC
USD
8042.480000
0.0022818
N/A
DE
CORP
VG
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Biohaven Ltd
BIOHAVEN LTD
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
13413.600000
USD
8042.480000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/MTD/SOFRCOMPOUND/97667114
000000000
1.000000
NC
USD
25056.340000
0.00710896
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
METTLER-TOLEDO INTERNATIONAL INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
326127.360000
USD
25056.340000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/KHC/SOFRCOMPOUND/97667109
000000000
1.000000
NC
USD
42666.690000
0.0121054
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Kraft Heinz Co/The
KRAFT HEINZ CO/THE
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
516947.340000
USD
42666.690000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/MKC/SOFRCOMPOUND/97667107
000000000
1.000000
NC
USD
-73678.070000
-0.0209039
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
MCCORMICK & CO INC/MD
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-1101946.580000
USD
-73678.070000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/CH/ABBN//97646579CA
000000000
1.000000
NC
14530.530000
0.00412259
N/A
DE
CORP
CH
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA
ABB LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
224523.900000
CHF
14530.530000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/AU/SEK/ADBB1M/97639246
000000000
1.000000
NC
21917.070000
0.00621829
N/A
DE
CORP
AU
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
SEEK Ltd
SEEK LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
466851.420000
AUD
21917.070000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/CA/WDO/CDOR01/97638870
000000000
1.000000
NC
-3373.390000
-0.000957095
N/A
DE
CORP
CA
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Wesdome Gold Mines Ltd
WESDOME GOLD MINES LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
362044.060000
CAD
-3373.390000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/WST/SOFRCOMPOUND/97631483
000000000
1.000000
NC
USD
9519.550000
0.00270088
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
WEST PHARMACEUTICAL SERVICES INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-95234.360000
USD
9519.550000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/NL/EQT/STIB1M/97626394
000000000
1.000000
NC
-6423.200000
-0.00182238
N/A
DE
CORP
SE
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
EQT AB
EQT AB
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-3368382.000000
SEK
-6423.200000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS/AU/IEL/ADBB1M/97626388
000000000
1.000000
NC
-17361.590000
-0.00492581
N/A
DE
CORP
AU
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
IDP Education Ltd
IDP EDUCATION LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-472634.500000
AUD
-17361.590000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/GB/WISE/SONIACOMPOUND/97626386
000000000
1.000000
NC
-72288.920000
-0.0205097
N/A
DE
CORP
GB
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
WISE PLC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
898225.900000
GBP
-72288.920000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/WST/SOFRCOMPOUND/97626384
000000000
1.000000
NC
USD
2934.980000
0.00083271
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
WEST PHARMACEUTICAL SERVICES INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-29361.800000
USD
2934.980000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/ROP/SOFRCOMPOUND/97626382
000000000
1.000000
NC
USD
66369.350000
0.0188302
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Roper Technologies Inc
ROPER TECHNOLOGIES INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
571618.540000
USD
66369.350000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/AU/MQG/ADBB1M/97626378
000000000
1.000000
NC
-35268.350000
-0.0100063
N/A
DE
CORP
AU
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
Macquarie Group Ltd
MACQUARIE GROUP LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-814205.600000
AUD
-35268.350000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
TRS/SE/SWEDA/STIB1M/97626376
000000000
1.000000
NC
47996.320000
0.0136175
N/A
DE
CORP
SE
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
JP MORGAN CHASE BANK
SWEDBANK AB
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
5453231.650000
SEK
47996.320000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/EPAM/SOFRCOMPOUND/97626374
000000000
1.000000
NC
USD
-6607.600000
-0.0018747
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
EPAM Systems Inc
EPAM SYSTEMS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-136730.900000
USD
-6607.600000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JP/4751/TONACOMPOUND/97626372
000000000
1.000000
NC
10396.570000
0.00294971
N/A
DE
CORP
JP
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
CyberAgent Inc
CYBERAGENT INC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-102298900.460000
JPY
10396.570000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/DRI/SOFRCOMPOUND/97626370
000000000
1.000000
NC
USD
-41664.130000
-0.0118209
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Darden Restaurants Inc
DARDEN RESTAURANTS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-448596.000000
USD
-41664.130000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/DE/VNA/ESTRCOMPOUND/97626368
000000000
1.000000
NC
-40728.110000
-0.0115553
N/A
DE
CORP
DE
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
Vonovia SE
VONOVIA SE
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-403433.280000
EUR
-40728.110000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JP/5108/TONACOMPOUND/97626366
000000000
1.000000
NC
-81589.070000
-0.0231484
N/A
DE
CORP
JP
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Bridgestone Corp
BRIDGESTONE CORP
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-146608799.910000
JPY
-81589.070000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/ON/SOFRCOMPOUND/97626364
000000000
1.000000
NC
USD
8277.250000
0.00234841
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
ON SEMICONDUCTOR CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
318381.750000
USD
8277.250000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/JP/8053/TONACOMPOUND/97626360
000000000
1.000000
NC
-391.840000
-0.000111172
N/A
DE
CORP
JP
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
Sumitomo Corp
SUMITOMO CORP
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
80790899.650000
JPY
-391.840000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/WY/SOFRCOMPOUND/97626358
000000000
1.000000
NC
USD
11693.390000
0.00331764
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Weyerhaeuser Co
WEYERHAEUSER CO
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
308670.720000
USD
11693.390000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/IT/TEN/ESTRCOMPOUND/97626356
000000000
1.000000
NC
22080.800000
0.00626474
N/A
DE
CORP
LU
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Tenaris SA
TENARIS SA
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
292560.520000
EUR
22080.800000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/SWK/SOFRCOMPOUND/97626350
000000000
1.000000
NC
USD
3390.830000
0.000962043
N/A
DE
CORP
US
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
CITIBANK N A
STANLEY BLACK & DECKER INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
154219.800000
USD
3390.830000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/INCY/SOFRCOMPOUND/97626348
000000000
1.000000
NC
USD
-14367.840000
-0.00407643
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Incyte Corp
INCYTE CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-259417.320000
USD
-14367.840000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS/JP/6465/TONACOMPOUND/97626344
000000000
1.000000
NC
2119.280000
0.00060128
N/A
DE
CORP
JP
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
UBS SECURITIES LLC
HOSHIZAKI CORP
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
38915999.520000
JPY
2119.280000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/DE/ADS/ESTRCOMPOUND/97626333
000000000
1.000000
NC
-32096.570000
-0.00910641
N/A
DE
CORP
DE
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
adidas AG
ADIDAS AG
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
199369.660000
EUR
-32096.570000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JP/4911/TONACOMPOUND/97626332
000000000
1.000000
NC
498.090000
0.000141318
N/A
DE
CORP
JP
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Shiseido Co Ltd
SHISEIDO CO LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-23791200.220000
JPY
498.090000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/BIIB/SOFRCOMPOUND/97602447
000000000
1.000000
NC
USD
56541.880000
0.016042
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
BIOGEN INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
1128605.850000
USD
56541.880000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
TRS/FR/STM/ESTRCOMPOUND/97602445
000000000
1.000000
NC
71824.380000
0.0203779
N/A
DE
CORP
NL
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
STMicroelectronics NV
STMICROELECTRONICS NV
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-2395812.128000
EUR
71824.380000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/EFX/SOFRCOMPOUND/97564560
000000000
1.000000
NC
USD
8761.090000
0.00248569
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Equifax Inc
EQUIFAX INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
284135.200000
USD
8761.090000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/NSC/SOFRCOMPOUND/97552798
000000000
1.000000
NC
USD
-15871.820000
-0.00450314
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Norfolk Southern Corp
NORFOLK SOUTHERN CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-399200.200000
USD
-15871.820000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/CSX/SOFRCOMPOUND/97552788
000000000
1.000000
NC
USD
9335.410000
0.00264863
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
CSX Corp
CSX CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
302162.100000
USD
9335.410000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/HLT/SOFRCOMPOUND/97507676
000000000
1.000000
NC
USD
21958.700000
0.0062301
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Hilton Worldwide Holdings Inc
HILTON WORLDWIDE HOLDINGS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
320196.530000
USD
21958.700000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/JP/8750/TONACOMPOUND/97507674
000000000
1.000000
NC
-12403.350000
-0.00351907
N/A
DE
CORP
JP
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
Dai-ichi Life Holdings Inc
DAI-ICHI LIFE HOLDINGS INC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-42487999.800000
JPY
-12403.350000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/PYPL/SOFRCOMPOUND/97507672
000000000
1.000000
NC
USD
15950.030000
0.00452533
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
PayPal Holdings Inc
PAYPAL HOLDINGS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-1144349.220000
USD
15950.030000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/JP/8058/TONACOMPOUND/97507670
000000000
1.000000
NC
3986.480000
0.00113104
N/A
DE
CORP
JP
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
Mitsubishi Corp
MITSUBISHI CORP
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-205126199.660000
JPY
3986.480000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/PGR/SOFRCOMPOUND/97507668
000000000
1.000000
NC
USD
-36452.070000
-0.0103421
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
PROGRESSIVE CORP/THE
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-502875.950000
USD
-36452.070000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/SPG/SOFRCOMPOUND/97507666
000000000
1.000000
NC
USD
32135.330000
0.00911741
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Simon Property Group Inc
SIMON PROPERTY GROUP INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
328880.550000
USD
32135.330000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/MAR/SOFRCOMPOUND/97507664
000000000
1.000000
NC
USD
26096.750000
0.00740415
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
MARRIOTT INTERNATIONAL INC/MD
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
320243.100000
USD
26096.750000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/JP/8766/TONACOMPOUND/97507660
000000000
1.000000
NC
-15927.220000
-0.00451886
N/A
DE
CORP
JP
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
CITIBANK N A
TOKIO MARINE HOLDINGS INC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-42047099.860000
JPY
-15927.220000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/DRI/SOFRCOMPOUND/97507658
000000000
1.000000
NC
USD
-98756.250000
-0.028019
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Darden Restaurants Inc
DARDEN RESTAURANTS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-1063304.460000
USD
-98756.250000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS/JP/4689/TONACOMPOUND/97507656
000000000
1.000000
NC
-594.400000
-0.000168643
N/A
DE
CORP
JP
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Z Holdings Corp
Z HOLDINGS CORP
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
23237200.160000
JPY
-594.400000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JP/7203/TONACOMPOUND/97507654
000000000
1.000000
NC
-18326.440000
-0.00519956
N/A
DE
CORP
JP
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Toyota Motor Corp
TOYOTA MOTOR CORP
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-64999999.740000
JPY
-18326.440000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/MRNA/SOFRCOMPOUND/97507652
000000000
1.000000
NC
USD
14395.130000
0.00408417
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
MODERNA INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
184227.750000
USD
14395.130000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/NO/AKRBP/NIBOR1M/97507650
000000000
1.000000
NC
-16561.230000
-0.00469874
N/A
DE
CORP
NO
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
Aker BP ASA
AKER BP ASA
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-2053916.800000
NOK
-16561.230000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/NL/INGA/ESTRCOMPOUND/97507648
000000000
1.000000
NC
19306.250000
0.00547755
N/A
DE
CORP
NL
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
CITIBANK N A
ING GROEP NV
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
153907.350000
EUR
19306.250000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/ES/BBVA/ESTRCOMPOUND/97507640
000000000
1.000000
NC
-12275.000000
-0.00348265
N/A
DE
CORP
ES
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
BANCO BILBAO VIZCAYA ARGENTARIA SA
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-172216.100000
EUR
-12275.000000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/AU/MQG/ADBB1M/97492458
000000000
1.000000
NC
-54952.690000
-0.0155911
N/A
DE
CORP
AU
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
Macquarie Group Ltd
MACQUARIE GROUP LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-1268638.560000
AUD
-54952.690000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/USB/SOFRCOMPOUND/97451295
000000000
1.000000
NC
USD
-1618.690000
-0.000459253
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
US Bancorp
US BANCORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
274942.720000
USD
-1618.690000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/HK/1299/HIHD01M/97451293
000000000
1.000000
NC
-26791.970000
-0.00760139
N/A
DE
CORP
HK
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
AIA Group Ltd
AIA GROUP LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
1718310.000000
HKD
-26791.970000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
FI TRS PAY HAL 5 45 12/20/22
000000000
1.000000
NC
USD
46668.370000
0.0132407
N/A
DCR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
HALLIBURTON CO
Y
Fixed Income Performance Leg
2022-12-20
0.000000
USD
0.000000
USD
-514812.600000
USD
46668.370000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
FI TRS PAY GT 5 29 12/20/22
000000000
1.000000
NC
USD
3106.250000
0.000881302
N/A
DCR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
GOODYEAR TIRE & RUBBER 144A
Y
Fixed Income Performance Leg
2022-12-20
0.000000
USD
0.000000
USD
-854051.250000
USD
3106.250000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
FI TRS PAY MEDIND 5.25 29 12/20/22
000000000
1.000000
NC
USD
53264.570000
0.0151122
N/A
DCR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
MOZART DEBT MERGER SUB 144A
Y
Fixed Income Performance Leg
2022-12-20
0.000000
USD
0.000000
USD
-595889.000000
USD
53264.570000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
FI TRS PAY M 6.125 32 12/20/22
000000000
1.000000
NC
USD
-16953.240000
-0.00480996
N/A
DCR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
MACY'S RETAIL HLDGS LLC 144A
Y
Fixed Income Performance Leg
2022-12-20
0.000000
USD
0.000000
USD
-1607542.500000
USD
-16953.240000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/CHTR/SOFRCOMPOUND/97421052
000000000
1.000000
NC
USD
-36106.830000
-0.0102442
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
CHARTER COMMUNICATIONS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-336997.040000
USD
-36106.830000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/L/SOFRCOMPOUND/97421050
000000000
1.000000
NC
USD
-18223.470000
-0.00517035
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Loews Corp
LOEWS CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-290994.400000
USD
-18223.470000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
TRS/IT/FBK/ESTRCOMPOUND/97421048
000000000
1.000000
NC
20610.280000
0.00584753
N/A
DE
CORP
IT
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
JP MORGAN CHASE BANK
FINECOBANK BANCA FINECO SPA
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
293553.800000
EUR
20610.280000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
TRS/SE/SWEDA/STIB1M/97421046
000000000
1.000000
NC
27184.750000
0.00771283
N/A
DE
CORP
SE
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
JP MORGAN CHASE BANK
SWEDBANK AB
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
3088670.100000
SEK
27184.750000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/EPAM/SOFRCOMPOUND/97421044
000000000
1.000000
NC
USD
-43545.680000
-0.0123547
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
EPAM Systems Inc
EPAM SYSTEMS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-901089.980000
USD
-43545.680000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/DE/VNA/ESTRCOMPOUND/97421042
000000000
1.000000
NC
-18577.300000
-0.00527073
N/A
DE
CORP
DE
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
Vonovia SE
VONOVIA SE
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-184017.920000
EUR
-18577.300000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/CH/NOVN/SF0001M/97421040
000000000
1.000000
NC
-31044.940000
-0.00880804
N/A
DE
CORP
CH
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
CITIBANK N A
NOVARTIS AG
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-452606.250000
CHF
-31044.940000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/BFAM/SOFRCOMPOUND/97420672
000000000
1.000000
NC
USD
14427.430000
0.00409334
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Bright Horizons Family Solutions Inc
BRIGHT HORIZONS FAMILY SOLUTIONS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
149116.360000
USD
14427.430000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/CA/TD/CDOR01/97420670
000000000
1.000000
NC
-9153.900000
-0.00259714
N/A
DE
CORP
CA
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO
TORONTO-DOMINION BANK/THE
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-632068.140000
CAD
-9153.900000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/CA/MG/CDOR01/97420668
000000000
1.000000
NC
37944.450000
0.0107656
N/A
DE
CORP
CA
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Magna International Inc
MAGNA INTERNATIONAL INC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
614159.350000
CAD
37944.450000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/BAC/SOFRCOMPOUND/97420666
000000000
1.000000
NC
USD
14826.590000
0.00420659
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Bank of America Corp
BANK OF AMERICA CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
210158.620000
USD
14826.590000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/NL/INGA/ESTRCOMPOUND/97420664
000000000
1.000000
NC
20177.750000
0.00572481
N/A
DE
CORP
NL
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
CITIBANK N A
ING GROEP NV
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
160854.990000
EUR
20177.750000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/DE/KGX/ESTRCOMPOUND/97420662
000000000
1.000000
NC
15003.730000
0.00425684
N/A
DE
CORP
DE
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
KION Group AG
KION GROUP AG
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
155516.460000
EUR
15003.730000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/FR/BNP/ESTRCOMPOUND/97420660
000000000
1.000000
NC
-18128.180000
-0.00514331
N/A
DE
CORP
FR
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
BNP PARIBAS SA
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-394669.860000
EUR
-18128.180000
N
N
N
Wingstop Inc
549300SSH3F8HPIM3Q47
WINGSTOP INC
974155103
202.000000
NS
USD
31994.780000
0.00907753
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/AXP/SOFRCOMPOUND/97396755
000000000
1.000000
NC
USD
13963.320000
0.00396166
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
American Express Co
AMERICAN EXPRESS CO
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
273455.280000
USD
13963.320000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/CH/AERO/SF0001M/97368290
000000000
1.000000
NC
-153.470000
0
N/A
DE
CORP
CH
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Montana Aerospace AG
MONTANA AEROSPACE AG
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
18169.020000
CHF
-153.470000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/ON/SOFRCOMPOUND/97324739
000000000
1.000000
NC
USD
11525.970000
0.00327014
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
ON SEMICONDUCTOR CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
443342.850000
USD
11525.970000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS/JP/4689/TONACOMPOUND/97324736
000000000
1.000000
NC
-801.750000
-0.000227472
N/A
DE
CORP
JP
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Z Holdings Corp
Z HOLDINGS CORP
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
31343199.820000
JPY
-801.750000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/EXC/SOFRCOMPOUND/97324733
000000000
1.000000
NC
USD
11063.050000
0.0031388
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Exelon Corp
EXELON CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
285336.100000
USD
11063.050000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/DE/BNR/ESTRCOMPOUND/97324730
000000000
1.000000
NC
17286.210000
0.00490443
N/A
DE
CORP
DE
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
Brenntag SE
BRENNTAG SE
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
253425.280000
EUR
17286.210000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/FR/UBI/ESTRCOMPOUND/97324728
000000000
1.000000
NC
-3665.580000
-0.00103999
N/A
DE
CORP
FR
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
CITIBANK N A
UBISOFT ENTERTAINMENT SA
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-455484.060000
EUR
-3665.580000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/FI/STERV/ESTRCOMPOUND/97324727
000000000
1.000000
NC
6548.080000
0.00185782
N/A
DE
CORP
FI
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
CITIBANK N A
STORA ENSO OYJ
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-285957.000000
EUR
6548.080000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JP/5108/TONACOMPOUND/97324725
000000000
1.000000
NC
-11301.190000
-0.00320636
N/A
DE
CORP
JP
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Bridgestone Corp
BRIDGESTONE CORP
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-20307300.230000
JPY
-11301.190000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS/JP/5401/TONACOMPOUND/97324696
000000000
1.000000
NC
986.620000
0.000279923
N/A
DE
CORP
JP
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Nippon Steel Corp
NIPPON STEEL CORP
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
35640499.510000
JPY
986.620000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/CH/AERO/SF0001M/97322940
000000000
1.000000
NC
-294.030000
0
N/A
DE
CORP
CH
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Montana Aerospace AG
MONTANA AEROSPACE AG
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
34809.480000
CHF
-294.030000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/CH/AERO/SF0001M/97317587
000000000
1.000000
NC
-1594.100000
-0.000452277
N/A
DE
CORP
CH
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Montana Aerospace AG
MONTANA AEROSPACE AG
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
188719.260000
CHF
-1594.100000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
TRS/DE/VOW3/ESTRCOMPOUND/97317565
000000000
1.000000
NC
774.230000
0.000219664
N/A
DE
CORP
DE
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Volkswagen AG
VOLKSWAGEN AG
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
66573.380000
EUR
774.230000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/NLOK/SOFRCOMPOUND/97284041
000000000
1.000000
NC
USD
8274.330000
0.00234759
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO
GEN DIGITAL INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
134980.400000
USD
8274.330000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/AEP/SOFRCOMPOUND/97284039
000000000
1.000000
NC
USD
-31917.650000
-0.00905565
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO
AMERICAN ELECTRIC POWER CO INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-980286.300000
USD
-31917.650000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/IFF/SOFRCOMPOUND/97228602
000000000
1.000000
NC
USD
-30418.960000
-0.00863044
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
INTERNATIONAL FLAVORS & FRAGRANCES INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-347214.450000
USD
-30418.960000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/INSM/SOFRCOMPOUND/97208422
000000000
1.000000
NC
USD
-13723.020000
-0.00389348
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Insmed Inc
INSMED INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
67387.840000
USD
-13723.020000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/INSM/SOFRCOMPOUND/97197970
000000000
1.000000
NC
USD
-14156.290000
-0.00401641
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Insmed Inc
INSMED INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
69515.420000
USD
-14156.290000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/JP/8766/TONACOMPOUND/97166539
000000000
1.000000
NC
-15337.330000
-0.00435149
N/A
DE
CORP
JP
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
CITIBANK N A
TOKIO MARINE HOLDINGS INC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-40489800.000000
JPY
-15337.330000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/EXC/SOFRCOMPOUND/97166525
000000000
1.000000
NC
USD
4948.240000
0.00140391
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Exelon Corp
EXELON CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
127624.000000
USD
4948.240000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/PPC/SOFRCOMPOUND/97127754
000000000
1.000000
NC
USD
-6224.330000
-0.00176596
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA
PILGRIM'S PRIDE CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-142309.060000
USD
-6224.330000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/JP/3660/TONACOMPOUND/97127215
000000000
1.000000
NC
9244.840000
0.00262294
N/A
DE
CORP
JP
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
Istyle Inc
ISTYLE INC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
34241699.630000
JPY
9244.840000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
TRS/SE/BOL/STIB1M/97127213
000000000
1.000000
NC
-32992.090000
-0.00936048
N/A
DE
CORP
SE
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Boliden AB
BOLIDEN AB
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
3091693.800000
SEK
-32992.090000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/CMG/SOFRCOMPOUND/97127211
000000000
1.000000
NC
USD
-8059.560000
-0.00228665
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Chipotle Mexican Grill Inc
CHIPOTLE MEXICAN GRILL INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
271388.480000
USD
-8059.560000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/AU/CSL/ADBB1M/97127209
000000000
1.000000
NC
2540.770000
0.000720865
N/A
DE
CORP
AU
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
CSL Ltd
CSL LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-409864.140000
AUD
2540.770000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/EXC/SOFRCOMPOUND/97127207
000000000
1.000000
NC
USD
9302.400000
0.00263927
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Exelon Corp
EXELON CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
239925.700000
USD
9302.400000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/CH/NOVN/SF0001M/97127203
000000000
1.000000
NC
-21921.110000
-0.00621944
N/A
DE
CORP
CH
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
CITIBANK N A
NOVARTIS AG
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-319589.250000
CHF
-21921.110000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/PAYC/SOFRCOMPOUND/97127201
000000000
1.000000
NC
USD
-100733.870000
-0.0285801
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Paycom Software Inc
PAYCOM SOFTWARE INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-1060617.600000
USD
-100733.870000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JP/4680/TONACOMPOUND/97127197
000000000
1.000000
NC
-9043.780000
-0.00256589
N/A
DE
CORP
JP
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Round One Corp
ROUND ONE CORP
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
21967199.600000
JPY
-9043.780000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/AU/SUN/ADBB1M/97127195
000000000
1.000000
NC
14240.790000
0.00404038
N/A
DE
CORP
AU
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Suncorp Group Ltd
SUNCORP GROUP LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
240192.470000
AUD
14240.790000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/AAPL/SOFRCOMPOUND/97127189
000000000
1.000000
NC
USD
61074.680000
0.0173281
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Apple Inc
APPLE INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
810882.540000
USD
61074.680000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JP/7201/TONACOMPOUND/97127185
000000000
1.000000
NC
-4901.970000
-0.00139078
N/A
DE
CORP
JP
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Nissan Motor Co Ltd
NISSAN MOTOR CO LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-20005859.590000
JPY
-4901.970000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/DE/SOFRCOMPOUND/97127183
000000000
1.000000
NC
USD
-13945.940000
-0.00395673
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Deere & Co
DEERE & CO
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-149024.490000
USD
-13945.940000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JP/7203/TONACOMPOUND/97127181
000000000
1.000000
NC
-9586.140000
-0.00271977
N/A
DE
CORP
JP
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Toyota Motor Corp
TOYOTA MOTOR CORP
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-33999999.590000
JPY
-9586.140000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/YUMC/SOFRCOMPOUND/97127179
000000000
1.000000
NC
USD
-47280.420000
-0.0134144
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Yum China Holdings Inc
YUM CHINA HOLDINGS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
388067.550000
USD
-47280.420000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/MSFT/SOFRCOMPOUND/97127177
000000000
1.000000
NC
USD
-5178.390000
-0.00146921
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Microsoft Corp
MICROSOFT CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
214252.060000
USD
-5178.390000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/MTCH/SOFRCOMPOUND/97127175
000000000
1.000000
NC
USD
-3931.400000
-0.00111541
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
MATCH GROUP INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
147231.040000
USD
-3931.400000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/CA/ENB/CDOR01/97127173
000000000
1.000000
NC
-10541.160000
-0.00299073
N/A
DE
CORP
CA
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Enbridge Inc
ENBRIDGE INC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-337018.360000
CAD
-10541.160000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/CME/SOFRCOMPOUND/97114205
000000000
1.000000
NC
USD
-4618.270000
-0.00131029
N/A
DE
CORP
US
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
CME Group Inc
CME GROUP INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-255944.700000
USD
-4618.270000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/CSGP/SOFRCOMPOUND/97098896
000000000
1.000000
NC
USD
43445.170000
0.0123262
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
CoStar Group Inc
COSTAR GROUP INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
297113.760000
USD
43445.170000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/X/SOFRCOMPOUND/97086712
000000000
1.000000
NC
USD
-16342.960000
-0.00463681
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
United States Steel Corp
UNITED STATES STEEL CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-467650.350000
USD
-16342.960000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/MSCI/SOFRCOMPOUND/97083049
000000000
1.000000
NC
USD
40892.310000
0.0116019
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MSCI Inc
MSCI INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
252252.960000
USD
40892.310000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JP/6758/TONACOMPOUND/97083047
000000000
1.000000
NC
8756.310000
0.00248433
N/A
DE
CORP
JP
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Sony Group Corp
SONY GROUP CORP
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
33760999.500000
JPY
8756.310000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JP/4751/TONACOMPOUND/97083045
000000000
1.000000
NC
-774.700000
-0.000219797
N/A
DE
CORP
JP
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
CyberAgent Inc
CYBERAGENT INC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-79924899.959000
JPY
-774.700000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/DRI/SOFRCOMPOUND/97083043
000000000
1.000000
NC
USD
-28417.390000
-0.00806256
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Darden Restaurants Inc
DARDEN RESTAURANTS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-305968.860000
USD
-28417.390000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/ADP/SOFRCOMPOUND/97065197
000000000
1.000000
NC
USD
-9304.330000
-0.00263982
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
AUTOMATIC DATA PROCESSING INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-259884.200000
USD
-9304.330000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/PSTG/SOFRCOMPOUND/97030283
000000000
1.000000
NC
USD
-55417.000000
-0.0157229
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA
PURE STORAGE INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-499555.500000
USD
-55417.000000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/DE/ADS/ESTRCOMPOUND/97025640
000000000
1.000000
NC
-66362.100000
-0.0188282
N/A
DE
CORP
DE
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
adidas AG
ADIDAS AG
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
412211.840000
EUR
-66362.100000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/DE/VNA/ESTRCOMPOUND/97025638
000000000
1.000000
NC
-138359.460000
-0.0392552
N/A
DE
CORP
DE
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
Vonovia SE
VONOVIA SE
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-1370523.040000
EUR
-138359.460000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/CA/LSPD/CDOR01/97025636
000000000
1.000000
NC
-8832.910000
-0.00250606
N/A
DE
CORP
CA
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
LIGHTSPEED COMMERCE INC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-359956.410000
CAD
-8832.910000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/CH/NOVN/SF0001M/97025634
000000000
1.000000
NC
-52015.230000
-0.0147577
N/A
DE
CORP
CH
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
CITIBANK N A
NOVARTIS AG
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-758333.250000
CHF
-52015.230000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/AU/SUN/ADBB1M/97025630
000000000
1.000000
NC
30724.460000
0.00871711
N/A
DE
CORP
AU
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Suncorp Group Ltd
SUNCORP GROUP LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
518214.550000
AUD
30724.460000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/REGN/SOFRCOMPOUND/97025628
000000000
1.000000
NC
USD
8133.400000
0.0023076
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
REGENERON PHARMACEUTICALS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
510020.280000
USD
8133.400000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JP/2484/TONACOMPOUND/97025626
000000000
1.000000
NC
-30277.650000
-0.00859035
N/A
DE
CORP
JP
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Demae-Can Co Ltd
DEMAE-CAN CO LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
34434400.120000
JPY
-30277.650000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/NLOK/SOFRCOMPOUND/97025624
000000000
1.000000
NC
USD
10607.050000
0.00300942
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO
GEN DIGITAL INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
173034.400000
USD
10607.050000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/FI/UPM/ESTRCOMPOUND/97025622
000000000
1.000000
NC
34578.720000
0.00981064
N/A
DE
CORP
FI
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
UPM-Kymmene Oyj
UPM-KYMMENE OYJ
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-538823.600000
EUR
34578.720000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/TGT/SOFRCOMPOUND/97025620
000000000
1.000000
NC
USD
-45953.500000
-0.0130379
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Target Corp
TARGET CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-462675.000000
USD
-45953.500000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/DE/MUV2/ESTRCOMPOUND/97025616
000000000
1.000000
NC
48053.470000
0.0136337
N/A
DE
CORP
DE
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO
MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG IN MUENCHEN
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
579510.000000
EUR
48053.470000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/VTRS/SOFRCOMPOUND/97025614
000000000
1.000000
NC
USD
28558.730000
0.00810266
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Viatris Inc
VIATRIS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
542128.930000
USD
28558.730000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/FDS/SOFRCOMPOUND/97025612
000000000
1.000000
NC
USD
-17937.230000
-0.00508913
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
FactSet Research Systems Inc
FACTSET RESEARCH SYSTEMS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-405372.000000
USD
-17937.230000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JP/7203/TONACOMPOUND/97025610
000000000
1.000000
NC
-12010.860000
-0.00340771
N/A
DE
CORP
JP
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Toyota Motor Corp
TOYOTA MOTOR CORP
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-42600000.110000
JPY
-12010.860000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/ALB/SOFRCOMPOUND/97025608
000000000
1.000000
NC
USD
-27761.390000
-0.00787644
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Albemarle Corp
ALBEMARLE CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-218266.400000
USD
-27761.390000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/TEL/SOFRCOMPOUND/97025606
000000000
1.000000
NC
USD
-16748.770000
-0.00475195
N/A
DE
CORP
CH
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TE Connectivity Ltd
TE CONNECTIVITY LTD
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-183980.040000
USD
-16748.770000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JP/6902/TONACOMPOUND/97025604
000000000
1.000000
NC
22813.800000
0.00647271
N/A
DE
CORP
JP
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Denso Corp
DENSO CORP
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
54872999.640000
JPY
22813.800000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/SE/INDUC/STIB1M/97025600
000000000
1.000000
NC
-17961.130000
-0.00509591
N/A
DE
CORP
SE
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
INDUSTRIVARDEN AB
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-2750850.900000
SEK
-17961.130000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/FI/KOJAMO/ESTRCOMPOUND/97025598
000000000
1.000000
NC
5370.210000
0.00152363
N/A
DE
CORP
FI
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Kojamo Oyj
KOJAMO OYJ
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
362757.930000
EUR
5370.210000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/SE/SCAB/STIB1M/97025596
000000000
1.000000
NC
-55349.250000
-0.0157036
N/A
DE
CORP
SE
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO
SVENSKA CELLULOSA AB SCA
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
5530420.150000
SEK
-55349.250000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/CH/PGHN/SF0001M/97025590
000000000
1.000000
NC
36668.400000
0.0104035
N/A
DE
CORP
CH
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
CITIBANK N A
PARTNERS GROUP HOLDING AG
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
288948.400000
CHF
36668.400000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS/JP/7269/TONACOMPOUND/97025588
000000000
1.000000
NC
55215.260000
0.0156656
N/A
DE
CORP
JP
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Suzuki Motor Corp
SUZUKI MOTOR CORP
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
74262800.110000
JPY
55215.260000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/YUMC/SOFRCOMPOUND/97025586
000000000
1.000000
NC
USD
-35029.320000
-0.00993849
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Yum China Holdings Inc
YUM CHINA HOLDINGS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
287513.160000
USD
-35029.320000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/FCX/SOFRCOMPOUND/97010451
000000000
1.000000
NC
USD
-3869.650000
-0.00109789
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Freeport-McMoRan Inc
FREEPORT-MCMORAN INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-37350.720000
USD
-3869.650000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/CA/FM/CDOR01/97010448
000000000
1.000000
NC
-40.070000
0
N/A
DE
CORP
CA
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
First Quantum Minerals Ltd
FIRST QUANTUM MINERALS LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-50792.430000
CAD
-40.070000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/BPMC/SOFRCOMPOUND/97004369
000000000
1.000000
NC
USD
-1179.090000
-0.00033453
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Blueprint Medicines Corp
BLUEPRINT MEDICINES CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
30994.560000
USD
-1179.090000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/REGN/SOFRCOMPOUND/97001670
000000000
1.000000
NC
USD
3708.740000
0.00105224
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
REGENERON PHARMACEUTICALS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
232563.360000
USD
3708.740000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
TRS/DE/VOW3/ESTRCOMPOUND/97001323
000000000
1.000000
NC
381.920000
0.000108358
N/A
DE
CORP
DE
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Volkswagen AG
VOLKSWAGEN AG
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
32839.460000
EUR
381.920000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/BPOP/SOFRCOMPOUND/97000534
000000000
1.000000
NC
USD
-1902.320000
-0.000539724
N/A
DE
CORP
PR
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Popular Inc
POPULAR INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
35937.920000
USD
-1902.320000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/FITB/SOFRCOMPOUND/97000532
000000000
1.000000
NC
USD
954.890000
0.00027092
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Fifth Third Bancorp
FIFTH THIRD BANCORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
36431.770000
USD
954.890000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/NARI/SOFRCOMPOUND/96993924
000000000
1.000000
NC
USD
-95.120000
0
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Inari Medical Inc
INARI MEDICAL INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
36584.500000
USD
-95.120000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/RACE/SOFRCOMPOUND/96993922
000000000
1.000000
NC
USD
1463.360000
0.000415183
N/A
DE
CORP
NL
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Ferrari NV
FERRARI NV
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
34889.150000
USD
1463.360000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/ISRG/SOFRCOMPOUND/96993914
000000000
1.000000
NC
USD
9365.000000
0.00265703
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Intuitive Surgical Inc
INTUITIVE SURGICAL INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
31750.040000
USD
9365.000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/BPOP/SOFRCOMPOUND/96993912
000000000
1.000000
NC
USD
-1922.060000
-0.000545325
N/A
DE
CORP
PR
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Popular Inc
POPULAR INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
36310.720000
USD
-1922.060000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/FITB/SOFRCOMPOUND/96993910
000000000
1.000000
NC
USD
967.630000
0.000274535
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Fifth Third Bancorp
FIFTH THIRD BANCORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
36917.990000
USD
967.630000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JP/4680/TONACOMPOUND/96992931
000000000
1.000000
NC
-16496.500000
-0.00468037
N/A
DE
CORP
JP
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Round One Corp
ROUND ONE CORP
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
40069799.910000
JPY
-16496.500000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/AU/SUN/ADBB1M/96992929
000000000
1.000000
NC
11085.170000
0.00314507
N/A
DE
CORP
AU
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Suncorp Group Ltd
SUNCORP GROUP LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
186968.180000
AUD
11085.170000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/REGN/SOFRCOMPOUND/96992927
000000000
1.000000
NC
USD
2617.240000
0.000742561
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
REGENERON PHARMACEUTICALS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
164119.080000
USD
2617.240000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JP/4911/TONACOMPOUND/96992925
000000000
1.000000
NC
2263.080000
0.000642079
N/A
DE
CORP
JP
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Shiseido Co Ltd
SHISEIDO CO LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-108094799.500000
JPY
2263.080000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JP/5108/TONACOMPOUND/96992923
000000000
1.000000
NC
-56230.310000
-0.0159536
N/A
DE
CORP
JP
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Bridgestone Corp
BRIDGESTONE CORP
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-101041200.240000
JPY
-56230.310000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JP/2484/TONACOMPOUND/96992921
000000000
1.000000
NC
-40943.640000
-0.0116165
N/A
DE
CORP
JP
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Demae-Can Co Ltd
DEMAE-CAN CO LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
46564699.960000
JPY
-40943.640000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
TRS/DE/VOW3/ESTRCOMPOUND/96985679
000000000
1.000000
NC
1542.530000
0.000437645
N/A
DE
CORP
DE
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Volkswagen AG
VOLKSWAGEN AG
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
132635.640000
EUR
1542.530000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/AMZN/SOFRCOMPOUND/96978171
000000000
1.000000
NC
USD
-6320.570000
-0.00179327
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Amazon.com Inc
AMAZON.COM INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
62470.710000
USD
-6320.570000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/FITB/SOFRCOMPOUND/96977936
000000000
1.000000
NC
USD
1911.600000
0.000542357
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Fifth Third Bancorp
FIFTH THIRD BANCORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
72933.000000
USD
1911.600000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/BPOP/SOFRCOMPOUND/96977932
000000000
1.000000
NC
USD
-3816.490000
-0.00108281
N/A
DE
CORP
PR
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Popular Inc
POPULAR INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
72099.520000
USD
-3816.490000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/BURL/SOFRCOMPOUND/96976669
000000000
1.000000
NC
USD
12712.080000
0.00360666
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Burlington Stores Inc
BURLINGTON STORES INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
55828.800000
USD
12712.080000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
TRS/DE/VOW3/ESTRCOMPOUND/96943014
000000000
1.000000
NC
274.920000
0
N/A
DE
CORP
DE
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Volkswagen AG
VOLKSWAGEN AG
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
23639.300000
EUR
274.920000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/BURL/SOFRCOMPOUND/96932469
000000000
1.000000
NC
USD
31568.340000
0.00895654
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Burlington Stores Inc
BURLINGTON STORES INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
138641.520000
USD
31568.340000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/ELAN/SOFRCOMPOUND/96923135
000000000
1.000000
NC
USD
1683.860000
0.000477743
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Elanco Animal Health Inc
ELANCO ANIMAL HEALTH INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
24647.670000
USD
1683.860000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/BR/MGLU3/SOFRCOMPOUND/96923133
000000000
1.000000
NC
USD
5257.120000
0.00149155
N/A
DE
CORP
BR
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Magazine Luiza SA
MAGAZINE LUIZA SA
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
109055.260000
USD
5257.120000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/BURL/SOFRCOMPOUND/96901590
000000000
1.000000
NC
USD
33130.870000
0.00939986
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Burlington Stores Inc
BURLINGTON STORES INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
145503.810000
USD
33130.870000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/FI/UPM/ESTRCOMPOUND/96901020
000000000
1.000000
NC
24691.440000
0.00700543
N/A
DE
CORP
FI
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
UPM-Kymmene Oyj
UPM-KYMMENE OYJ
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-384754.860000
EUR
24691.440000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/TGT/SOFRCOMPOUND/96901018
000000000
1.000000
NC
USD
-51126.980000
-0.0145057
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Target Corp
TARGET CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-514763.250000
USD
-51126.980000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/FR/DSY/ESTRCOMPOUND/96901016
000000000
1.000000
NC
4043.320000
0.00114717
N/A
DE
CORP
FR
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Dassault Systemes SE
DASSAULT SYSTEMES SE
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-230135.040000
EUR
4043.320000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS/JP/4689/TONACOMPOUND/96901012
000000000
1.000000
NC
-911.350000
-0.000258567
N/A
DE
CORP
JP
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Z Holdings Corp
Z HOLDINGS CORP
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
35627800.410000
JPY
-911.350000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/ADP/SOFRCOMPOUND/96901009
000000000
1.000000
NC
USD
-9754.950000
-0.00276767
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
AUTOMATIC DATA PROCESSING INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-272470.520000
USD
-9754.950000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/ODFL/SOFRCOMPOUND/96901004
000000000
1.000000
NC
USD
9687.720000
0.00274859
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
OLD DOMINION FREIGHT LINE INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
364070.930000
USD
9687.720000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/DE/MUV2/ESTRCOMPOUND/96901002
000000000
1.000000
NC
16276.840000
0.00461805
N/A
DE
CORP
DE
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO
MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG IN MUENCHEN
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
196293.600000
EUR
16276.840000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/CA/QSR/CDOR01/96901000
000000000
1.000000
NC
-20689.260000
-0.00586994
N/A
DE
CORP
CA
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Restaurant Brands International Inc
RESTAURANT BRANDS INTERNATIONAL INC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-369390.980000
CAD
-20689.260000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/SE/SCAB/STIB1M/96900998
000000000
1.000000
NC
-27559.650000
-0.0078192
N/A
DE
CORP
SE
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO
SVENSKA CELLULOSA AB SCA
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
2753721.600000
SEK
-27559.650000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
TRS/SE/ERICB/STIB1M/96900996
000000000
1.000000
NC
-18183.740000
-0.00515907
N/A
DE
CORP
SE
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
JP MORGAN CHASE BANK
TELEFONAKTIEBOLAGET LM ERICSSON
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
1396263.600000
SEK
-18183.740000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/NLOK/SOFRCOMPOUND/96900994
000000000
1.000000
NC
USD
17732.560000
0.00503107
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO
GEN DIGITAL INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
289274.000000
USD
17732.560000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/CH/BAER/SF0001M/96900990
000000000
1.000000
NC
12873.490000
0.00365245
N/A
DE
CORP
CH
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Julius Baer Group Ltd
JULIUS BAER GROUP LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
155271.500000
CHF
12873.490000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/YUMC/SOFRCOMPOUND/96900985
000000000
1.000000
NC
USD
-30865.440000
-0.00875711
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Yum China Holdings Inc
YUM CHINA HOLDINGS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
253336.890000
USD
-30865.440000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS/JP/7269/TONACOMPOUND/96900981
000000000
1.000000
NC
19308.400000
0.00547816
N/A
DE
CORP
JP
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Suzuki Motor Corp
SUZUKI MOTOR CORP
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
25969200.170000
JPY
19308.400000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/FR/BNP/ESTRCOMPOUND/96900968
000000000
1.000000
NC
-6138.610000
-0.00174164
N/A
DE
CORP
FR
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
BNP PARIBAS SA
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-133644.100000
EUR
-6138.610000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/BR/MGLU3/SOFRCOMPOUND/96900449
000000000
1.000000
NC
USD
2392.130000
0.000678693
N/A
DE
CORP
BR
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Magazine Luiza SA
MAGAZINE LUIZA SA
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
49623.030000
USD
2392.130000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/CVLG/SOFRCOMPOUND/96898806
000000000
1.000000
NC
USD
-14273.570000
-0.00404968
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
COVENANT LOGISTICS GROUP INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-76527.720000
USD
-14273.570000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/R/SOFRCOMPOUND/96898803
000000000
1.000000
NC
USD
-2968.200000
-0.000842135
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Ryder System Inc
RYDER SYSTEM INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-74314.130000
USD
-2968.200000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/ELAN/SOFRCOMPOUND/96888873
000000000
1.000000
NC
USD
1688.910000
0.000479176
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Elanco Animal Health Inc
ELANCO ANIMAL HEALTH INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
24721.650000
USD
1688.910000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/AMZN/SOFRCOMPOUND/96888871
000000000
1.000000
NC
USD
-3166.040000
-0.000898266
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Amazon.com Inc
AMAZON.COM INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
31292.250000
USD
-3166.040000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/ISRG/SOFRCOMPOUND/96888869
000000000
1.000000
NC
USD
18505.690000
0.00525042
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Intuitive Surgical Inc
INTUITIVE SURGICAL INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
62739.600000
USD
18505.690000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/FRPT/SOFRCOMPOUND/96886434
000000000
1.000000
NC
USD
11231.920000
0.00318671
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Freshpet Inc
FRESHPET INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
181510.560000
USD
11231.920000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/GE/SOFRCOMPOUND/96886432
000000000
1.000000
NC
USD
18989.960000
0.00538781
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
GENERAL ELECTRIC CO
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
143505.330000
USD
18989.960000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/AAPL/SOFRCOMPOUND/96884408
000000000
1.000000
NC
USD
28413.560000
0.00806147
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Apple Inc
APPLE INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
377244.090000
USD
28413.560000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/FITB/SOFRCOMPOUND/96882506
000000000
1.000000
NC
USD
2152.830000
0.000610799
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Fifth Third Bancorp
FIFTH THIRD BANCORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
82136.450000
USD
2152.830000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/BPOP/SOFRCOMPOUND/96882502
000000000
1.000000
NC
USD
-4242.730000
-0.00120374
N/A
DE
CORP
PR
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Popular Inc
POPULAR INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
80152.000000
USD
-4242.730000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/CA/OLA/CDOR01/96874908
000000000
1.000000
NC
-2119.970000
-0.000601476
N/A
DE
CORP
CA
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Orla Mining Ltd
ORLA MINING LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
34781.760000
CAD
-2119.970000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/CA/OLA/CDOR01/96871020
000000000
1.000000
NC
-1141.560000
-0.000323882
N/A
DE
CORP
CA
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Orla Mining Ltd
ORLA MINING LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
18729.360000
CAD
-1141.560000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/FNV/SOFRCOMPOUND/96871014
000000000
1.000000
NC
USD
1304.870000
0.000370216
N/A
DE
CORP
CA
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Franco-Nevada Corp
FRANCO-NEVADA CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
35718.000000
USD
1304.870000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/NEE/SOFRCOMPOUND/96859882
000000000
1.000000
NC
USD
1666.340000
0.000472772
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
NextEra Energy Inc
NEXTERA ENERGY INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
32774.250000
USD
1666.340000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/ISRG/SOFRCOMPOUND/96859878
000000000
1.000000
NC
USD
9140.690000
0.00259339
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Intuitive Surgical Inc
INTUITIVE SURGICAL INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
30989.560000
USD
9140.690000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/AU/HUB/ADBB1M/96857086
000000000
1.000000
NC
42167.060000
0.0119636
N/A
DE
CORP
AU
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
HUB24 Ltd
HUB24 LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
370422.600000
AUD
42167.060000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/PSTH/SOFRCOMPOUND/96829884CA
000000000
1.000000
NC
USD
-466.420000
-0.000132332
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
PERSHING SQUARE ESCROW
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
465.830000
USD
-466.420000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/ISRG/SOFRCOMPOUND/96814437
000000000
1.000000
NC
USD
6280.720000
0.00178196
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Intuitive Surgical Inc
INTUITIVE SURGICAL INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
21293.440000
USD
6280.720000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/VTRS/SOFRCOMPOUND/96812807
000000000
1.000000
NC
USD
5785.860000
0.00164156
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Viatris Inc
VIATRIS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
109832.690000
USD
5785.860000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/CA/FM/CDOR01/96812805
000000000
1.000000
NC
-323.660000
0
N/A
DE
CORP
CA
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
First Quantum Minerals Ltd
FIRST QUANTUM MINERALS LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-418156.650000
CAD
-323.660000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/FDS/SOFRCOMPOUND/96812801
000000000
1.000000
NC
USD
-28562.690000
-0.00810378
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
FactSet Research Systems Inc
FACTSET RESEARCH SYSTEMS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-645502.000000
USD
-28562.690000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JP/7201/TONACOMPOUND/96812795
000000000
1.000000
NC
-29725.880000
-0.0084338
N/A
DE
CORP
JP
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Nissan Motor Co Ltd
NISSAN MOTOR CO LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-121316999.910000
JPY
-29725.880000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JP/7203/TONACOMPOUND/96812793
000000000
1.000000
NC
-75279.350000
-0.0213582
N/A
DE
CORP
JP
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Toyota Motor Corp
TOYOTA MOTOR CORP
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-267000000.090000
JPY
-75279.350000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/DE/SOFRCOMPOUND/96812789
000000000
1.000000
NC
USD
-28808.030000
-0.00817339
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Deere & Co
DEERE & CO
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-307838.910000
USD
-28808.030000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/ALB/SOFRCOMPOUND/96812787
000000000
1.000000
NC
USD
-45175.350000
-0.0128171
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Albemarle Corp
ALBEMARLE CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-355178.960000
USD
-45175.350000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/TEL/SOFRCOMPOUND/96812785
000000000
1.000000
NC
USD
-79077.820000
-0.0224359
N/A
DE
CORP
CH
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TE Connectivity Ltd
TE CONNECTIVITY LTD
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-868645.420000
USD
-79077.820000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JP/6902/TONACOMPOUND/96812781
000000000
1.000000
NC
47382.520000
0.0134433
N/A
DE
CORP
JP
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Denso Corp
DENSO CORP
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
113966999.930000
JPY
47382.520000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/SE/INDUC/STIB1M/96812777
000000000
1.000000
NC
-55244.090000
-0.0156738
N/A
DE
CORP
SE
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
INDUSTRIVARDEN AB
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-8460954.000000
SEK
-55244.090000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/CH/BAER/SF0001M/96812773
000000000
1.000000
NC
52779.490000
0.0149745
N/A
DE
CORP
CH
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Julius Baer Group Ltd
JULIUS BAER GROUP LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
636591.000000
CHF
52779.490000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/VMC/SOFRCOMPOUND/96812769
000000000
1.000000
NC
USD
8410.070000
0.0023861
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Vulcan Materials Co
VULCAN MATERIALS CO
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
137086.700000
USD
8410.070000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/CH/PGHN/SF0001M/96812713
000000000
1.000000
NC
31097.220000
0.00882287
N/A
DE
CORP
CH
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
CITIBANK N A
PARTNERS GROUP HOLDING AG
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
245047.400000
CHF
31097.220000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/IE/KSP/ESTRCOMPOUND/96812710
000000000
1.000000
NC
-1805.850000
-0.000512354
N/A
DE
CORP
IE
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Kingspan Group PLC
KINGSPAN GROUP PLC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-112704.280000
EUR
-1805.850000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/NU/SOFRCOMPOUND/96806399
000000000
1.000000
NC
USD
10119.490000
0.00287109
N/A
DE
CORP
KY
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
NU HOLDINGS LTD/CAYMAN ISLANDS
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
73585.180000
USD
10119.490000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
TRS/OUT/SOFRCOMPOUND/96792244
000000000
1.000000
NC
USD
3056.690000
0.000867241
N/A
DE
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Outfront Media Inc
OUTFRONT MEDIA INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
35033.540000
USD
3056.690000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/NU/SOFRCOMPOUND/96786023
000000000
1.000000
NC
USD
9907.580000
0.00281097
N/A
DE
CORP
KY
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
NU HOLDINGS LTD/CAYMAN ISLANDS
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
72044.290000
USD
9907.580000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/ES/AMS/ESTRCOMPOUND/96785666
000000000
1.000000
NC
1608.100000
0.000456249
N/A
DE
CORP
ES
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO
AMADEUS IT GROUP SA
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
33851.900000
EUR
1608.100000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/AMZN/SOFRCOMPOUND/96785651
000000000
1.000000
NC
USD
-6412.680000
-0.0018194
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Amazon.com Inc
AMAZON.COM INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
63381.030000
USD
-6412.680000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/NARI/SOFRCOMPOUND/96785647
000000000
1.000000
NC
USD
-95.120000
0
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Inari Medical Inc
INARI MEDICAL INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
36584.500000
USD
-95.120000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS/JP/4568/TONACOMPOUND/96777182
000000000
1.000000
NC
24430.030000
0.00693127
N/A
DE
CORP
JP
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Daiichi Sankyo Co Ltd
DAIICHI SANKYO CO LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
26077199.920000
JPY
24430.030000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/CMI/SOFRCOMPOUND/96766330
000000000
1.000000
NC
USD
4240.560000
0.00120313
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Cummins Inc
CUMMINS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
38739.360000
USD
4240.560000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/NEE/SOFRCOMPOUND/96766328
000000000
1.000000
NC
USD
3385.090000
0.000960415
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
NextEra Energy Inc
NEXTERA ENERGY INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
66579.600000
USD
3385.090000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/STRA/SOFRCOMPOUND/96750975
000000000
1.000000
NC
USD
5175.910000
0.0014685
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
STRATEGIC EDUCATION INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
68693.760000
USD
5175.910000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/CA/KNT/CDOR01/96747494
000000000
1.000000
NC
-389.910000
-0.000110625
N/A
DE
CORP
CA
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA
K92 MINING INC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
4669.900000
CAD
-389.910000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/CA/OLA/CDOR01/96747271
000000000
1.000000
NC
-3659.440000
-0.00103825
N/A
DE
CORP
CA
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Orla Mining Ltd
ORLA MINING LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
60039.720000
CAD
-3659.440000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
TRS/OUT/SOFRCOMPOUND/96728264
000000000
1.000000
NC
USD
6026.590000
0.00170986
N/A
DE
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Outfront Media Inc
OUTFRONT MEDIA INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
69072.280000
USD
6026.590000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/FNV/SOFRCOMPOUND/96728259
000000000
1.000000
NC
USD
2614.090000
0.000741667
N/A
DE
CORP
CA
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Franco-Nevada Corp
FRANCO-NEVADA CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
71555.060000
USD
2614.090000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/STRA/SOFRCOMPOUND/96728257
000000000
1.000000
NC
USD
2587.950000
0.000734251
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
STRATEGIC EDUCATION INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
34346.880000
USD
2587.950000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/GE/SOFRCOMPOUND/96728252
000000000
1.000000
NC
USD
4731.600000
0.00134245
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
GENERAL ELECTRIC CO
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
35756.230000
USD
4731.600000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/NEE/SOFRCOMPOUND/96728250
000000000
1.000000
NC
USD
3407.560000
0.00096679
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
NextEra Energy Inc
NEXTERA ENERGY INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
67021.500000
USD
3407.560000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/SCHW/SOFRCOMPOUND/96728248
000000000
1.000000
NC
USD
6763.920000
0.00191905
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
CHARLES SCHWAB CORP/THE
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
37558.510000
USD
6763.920000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/EL/SOFRCOMPOUND/96728246
000000000
1.000000
NC
USD
-1804.080000
-0.000511852
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
ESTEE LAUDER COS INC/THE
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
30030.180000
USD
-1804.080000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
FI TRS PAY RCL 5.5 28 12/20/22
000000000
1.000000
NC
USD
9184.920000
0.00260594
N/A
DCR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
ROYAL CARIBBEAN CRUISES 144A
Y
Fixed Income Performance Leg
2022-12-20
0.000000
USD
0.000000
USD
-1457812.500000
USD
9184.920000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/GE/SOFRCOMPOUND/96693706
000000000
1.000000
NC
USD
4777.010000
0.00135533
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
GENERAL ELECTRIC CO
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
36099.380000
USD
4777.010000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/CFLT/SOFRCOMPOUND/96693704
000000000
1.000000
NC
USD
3929.610000
0.00111491
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
CONFLUENT INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
36875.200000
USD
3929.610000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/BPMC/SOFRCOMPOUND/96693702
000000000
1.000000
NC
USD
-3025.510000
-0.000858395
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Blueprint Medicines Corp
BLUEPRINT MEDICINES CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
79531.180000
USD
-3025.510000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/STRA/SOFRCOMPOUND/96687002
000000000
1.000000
NC
USD
5060.030000
0.00143563
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
STRATEGIC EDUCATION INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
67155.840000
USD
5060.030000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/CA/OLA/CDOR01/96686255
000000000
1.000000
NC
-3601.540000
-0.00102183
N/A
DE
CORP
CA
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Orla Mining Ltd
ORLA MINING LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
59089.680000
CAD
-3601.540000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/ES/AMS/ESTRCOMPOUND/96684422
000000000
1.000000
NC
4740.650000
0.00134501
N/A
DE
CORP
ES
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO
AMADEUS IT GROUP SA
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
99795.200000
EUR
4740.650000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/ELAN/SOFRCOMPOUND/96666535
000000000
1.000000
NC
USD
1572.670000
0.000446196
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Elanco Animal Health Inc
ELANCO ANIMAL HEALTH INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
23020.110000
USD
1572.670000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/NARI/SOFRCOMPOUND/96666533
000000000
1.000000
NC
USD
-60.680000
0
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Inari Medical Inc
INARI MEDICAL INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
23337.060000
USD
-60.680000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/FCX/SOFRCOMPOUND/96665267
000000000
1.000000
NC
USD
-3890.550000
-0.00110382
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Freeport-McMoRan Inc
FREEPORT-MCMORAN INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-37552.460000
USD
-3890.550000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/FR/AIR/ESTRCOMPOUND/96662185
000000000
1.000000
NC
11006.930000
0.00312288
N/A
DE
CORP
NL
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Airbus SE
AIRBUS SE
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
105739.700000
EUR
11006.930000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/CFLT/SOFRCOMPOUND/96654905
000000000
1.000000
NC
USD
4332.920000
0.00122933
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
CONFLUENT INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
40659.760000
USD
4332.920000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/ELAN/SOFRCOMPOUND/96654902
000000000
1.000000
NC
USD
1574.350000
0.000446673
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Elanco Animal Health Inc
ELANCO ANIMAL HEALTH INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
23044.770000
USD
1574.350000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
TRS/OUT/SOFRCOMPOUND/96654898
000000000
1.000000
NC
USD
3249.090000
0.000921829
N/A
DE
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Outfront Media Inc
OUTFRONT MEDIA INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
37238.680000
USD
3249.090000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/AMZN/SOFRCOMPOUND/96654895
000000000
1.000000
NC
USD
-7656.070000
-0.00217217
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Amazon.com Inc
AMAZON.COM INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
75670.350000
USD
-7656.070000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/STRA/SOFRCOMPOUND/96654891
000000000
1.000000
NC
USD
5267.640000
0.00149453
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
STRATEGIC EDUCATION INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
69911.280000
USD
5267.640000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/SCHW/SOFRCOMPOUND/96654889
000000000
1.000000
NC
USD
7565.390000
0.00214645
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
CHARLES SCHWAB CORP/THE
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
42008.890000
USD
7565.390000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/FCFS/SOFRCOMPOUND/96654599
000000000
1.000000
NC
USD
9919.850000
0.00281445
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
FirstCash Holdings Inc
FIRSTCASH HOLDINGS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
48096.800000
USD
9919.850000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/ES/AMS/ESTRCOMPOUND/96651504
000000000
1.000000
NC
3225.750000
0.000915207
N/A
DE
CORP
ES
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO
AMADEUS IT GROUP SA
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
67905.000000
EUR
3225.750000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/STRA/SOFRCOMPOUND/96649307
000000000
1.000000
NC
USD
2631.410000
0.000746581
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
STRATEGIC EDUCATION INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
34923.600000
USD
2631.410000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/ELAN/SOFRCOMPOUND/96649305
000000000
1.000000
NC
USD
1574.350000
0.000446673
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Elanco Animal Health Inc
ELANCO ANIMAL HEALTH INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
23044.770000
USD
1574.350000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/GE/SOFRCOMPOUND/96649303
000000000
1.000000
NC
USD
2324.930000
0.000659627
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
GENERAL ELECTRIC CO
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
17569.280000
USD
2324.930000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/STRA/SOFRCOMPOUND/96634665
000000000
1.000000
NC
USD
5286.960000
0.00150001
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
STRATEGIC EDUCATION INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
70167.600000
USD
5286.960000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/ELAN/SOFRCOMPOUND/96633686
000000000
1.000000
NC
USD
1558.350000
0.000442134
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Elanco Animal Health Inc
ELANCO ANIMAL HEALTH INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
22810.500000
USD
1558.350000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/ELAN/SOFRCOMPOUND/96617820
000000000
1.000000
NC
USD
7790.900000
0.00221043
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Elanco Animal Health Inc
ELANCO ANIMAL HEALTH INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
114040.170000
USD
7790.900000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/ONEM/SOFRCOMPOUND/96616930
000000000
1.000000
NC
USD
-1795.720000
-0.00050948
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
1Life Healthcare Inc
1LIFE HEALTHCARE INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-381973.000000
USD
-1795.720000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/MET/SOFRCOMPOUND/96615634
000000000
1.000000
NC
USD
-4310.900000
-0.00122308
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
MetLife Inc
METLIFE INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-41617.560000
USD
-4310.900000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/PRU/SOFRCOMPOUND/96615631
000000000
1.000000
NC
USD
-3685.490000
-0.00104564
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Prudential Financial Inc
PRUDENTIAL FINANCIAL INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-38451.890000
USD
-3685.490000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/AFL/SOFRCOMPOUND/96615628
000000000
1.000000
NC
USD
-3745.140000
-0.00106257
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Aflac Inc
AFLAC INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-41263.960000
USD
-3745.140000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/GL/SOFRCOMPOUND/96615625
000000000
1.000000
NC
USD
-1880.380000
-0.0005335
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA
GLOBE LIFE INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-41932.560000
USD
-1880.380000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/BHF/SOFRCOMPOUND/96615622
000000000
1.000000
NC
USD
-6585.010000
-0.00186829
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Brighthouse Financial Inc
BRIGHTHOUSE FINANCIAL INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-45753.120000
USD
-6585.010000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/BFAM/SOFRCOMPOUND/96576993
000000000
1.000000
NC
USD
21108.810000
0.00598897
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Bright Horizons Family Solutions Inc
BRIGHT HORIZONS FAMILY SOLUTIONS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
218172.640000
USD
21108.810000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/MOH/SOFRCOMPOUND/96576700
000000000
1.000000
NC
USD
3410.170000
0.00096753
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Molina Healthcare Inc
MOLINA HEALTHCARE INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
203369.420000
USD
3410.170000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/IT/TEN/ESTRCOMPOUND/96576699
000000000
1.000000
NC
40595.050000
0.0115176
N/A
DE
CORP
LU
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Tenaris SA
TENARIS SA
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
537865.630000
EUR
40595.050000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/UNH/SOFRCOMPOUND/96576697
000000000
1.000000
NC
USD
9307.790000
0.0026408
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
UnitedHealth Group Inc
UNITEDHEALTH GROUP INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
149257.680000
USD
9307.790000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/SE/ALFA/STIB1M/96576696
000000000
1.000000
NC
-4759.240000
-0.00135029
N/A
DE
CORP
SE
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Alfa Laval AB
ALFA LAVAL AB
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
1520076.800000
SEK
-4759.240000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/NL/ASML/ESTRCOMPOUND/96576695
000000000
1.000000
NC
82551.270000
0.0234214
N/A
DE
CORP
NL
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
ASML Holding NV
ASML HOLDING NV
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
432994.550000
EUR
82551.270000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/FISV/SOFRCOMPOUND/96576694
000000000
1.000000
NC
USD
19018.530000
0.00539592
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Fiserv Inc
FISERV INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
354037.320000
USD
19018.530000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/DE/PUM/ESTRCOMPOUND/96576693
000000000
1.000000
NC
16297.900000
0.00462402
N/A
DE
CORP
DE
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
Puma SE
PUMA SE
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-291161.190000
EUR
16297.900000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/FI/KOJAMO/ESTRCOMPOUND/96576691
000000000
1.000000
NC
3252.580000
0.000922819
N/A
DE
CORP
FI
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Kojamo Oyj
KOJAMO OYJ
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
219711.800000
EUR
3252.580000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/ETSY/SOFRCOMPOUND/96576690
000000000
1.000000
NC
USD
9361.240000
0.00265596
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Etsy Inc
ETSY INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-212331.680000
USD
9361.240000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/ES/BBVA/ESTRCOMPOUND/96576689
000000000
1.000000
NC
-12882.680000
-0.00365506
N/A
DE
CORP
ES
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
BANCO BILBAO VIZCAYA ARGENTARIA SA
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-180741.890000
EUR
-12882.680000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/GM/SOFRCOMPOUND/96576688
000000000
1.000000
NC
USD
-93161.630000
-0.0264317
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
GENERAL MOTORS CO
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-554475.690000
USD
-93161.630000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/CA/MG/CDOR01/96576687
000000000
1.000000
NC
80506.160000
0.0228411
N/A
DE
CORP
CA
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Magna International Inc
MAGNA INTERNATIONAL INC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
1303052.490000
CAD
80506.160000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/DHR/SOFRCOMPOUND/96576686
000000000
1.000000
NC
USD
-19637.980000
-0.00557167
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Danaher Corp
DANAHER CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
591340.750000
USD
-19637.980000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/SE/SCAB/STIB1M/96576680
000000000
1.000000
NC
-45907.850000
-0.0130249
N/A
DE
CORP
SE
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO
SVENSKA CELLULOSA AB SCA
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
4587048.050000
SEK
-45907.850000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/ZBH/SOFRCOMPOUND/96576679
000000000
1.000000
NC
USD
7112.160000
0.00201786
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Zimmer Biomet Holdings Inc
ZIMMER BIOMET HOLDINGS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
293072.520000
USD
7112.160000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/STRA/SOFRCOMPOUND/96557881
000000000
1.000000
NC
USD
3225.290000
0.000915076
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
STRATEGIC EDUCATION INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
42805.440000
USD
3225.290000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/SCHW/SOFRCOMPOUND/96557404
000000000
1.000000
NC
USD
7346.800000
0.00208443
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
CHARLES SCHWAB CORP/THE
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
40795.150000
USD
7346.800000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/FRPT/SOFRCOMPOUND/96556530
000000000
1.000000
NC
USD
2524.950000
0.000716376
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Freshpet Inc
FRESHPET INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
40803.840000
USD
2524.950000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/BFAM/SOFRCOMPOUND/96553377
000000000
1.000000
NC
USD
21039.760000
0.00596938
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Bright Horizons Family Solutions Inc
BRIGHT HORIZONS FAMILY SOLUTIONS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
217458.880000
USD
21039.760000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/CFLT/SOFRCOMPOUND/96552941
000000000
1.000000
NC
USD
3298.810000
0.000935935
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
CONFLUENT INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
30955.760000
USD
3298.810000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
TRS/OUT/SOFRCOMPOUND/96552939
000000000
1.000000
NC
USD
3049.460000
0.00086519
N/A
DE
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Outfront Media Inc
OUTFRONT MEDIA INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
34950.640000
USD
3049.460000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/ONEM/SOFRCOMPOUND/96552095
000000000
1.000000
NC
USD
-1783.100000
-0.000505899
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
1Life Healthcare Inc
1LIFE HEALTHCARE INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-379287.000000
USD
-1783.100000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/DHR/SOFRCOMPOUND/96535560
000000000
1.000000
NC
USD
-8666.610000
-0.00245888
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Danaher Corp
DANAHER CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
260969.720000
USD
-8666.610000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/DIS/SOFRCOMPOUND/96535557
000000000
1.000000
NC
USD
40990.390000
0.0116298
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Walt Disney Co/The
WALT DISNEY CO/THE
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
439834.270000
USD
40990.390000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/TSCO/SOFRCOMPOUND/96535556
000000000
1.000000
NC
USD
-41720.710000
-0.011837
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
TRACTOR SUPPLY CO
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-472203.110000
USD
-41720.710000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/DE/PUM/ESTRCOMPOUND/96535554
000000000
1.000000
NC
13852.290000
0.00393016
N/A
DE
CORP
DE
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
Puma SE
PUMA SE
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-247470.390000
EUR
13852.290000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/SCHW/SOFRCOMPOUND/96535137
000000000
1.000000
NC
USD
7261.800000
0.00206031
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
CHARLES SCHWAB CORP/THE
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
40323.140000
USD
7261.800000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/KYMR/SOFRCOMPOUND/96534465
000000000
1.000000
NC
USD
10453.890000
0.00296597
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Kymera Therapeutics Inc
KYMERA THERAPEUTICS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
39550.500000
USD
10453.890000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/DIS/SOFRCOMPOUND/96521234
000000000
1.000000
NC
USD
97428.130000
0.0276422
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Walt Disney Co/The
WALT DISNEY CO/THE
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
1045421.530000
USD
97428.130000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
TRS/SE/ERICB/STIB1M/96521232
000000000
1.000000
NC
-37626.990000
-0.0106755
N/A
DE
CORP
SE
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
JP MORGAN CHASE BANK
TELEFONAKTIEBOLAGET LM ERICSSON
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
2889241.200000
SEK
-37626.990000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/RIVN/SOFRCOMPOUND/96494831
000000000
1.000000
NC
USD
73262.880000
0.0207861
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
RIVIAN AUTOMOTIVE INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
532215.200000
USD
73262.880000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/IT/TEN/ESTRCOMPOUND/96480143
000000000
1.000000
NC
15974.710000
0.00453233
N/A
DE
CORP
LU
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Tenaris SA
TENARIS SA
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
211657.520000
EUR
15974.710000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/MRNA/SOFRCOMPOUND/96470022
000000000
1.000000
NC
USD
6169.340000
0.00175036
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
MODERNA INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
78954.750000
USD
6169.340000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/GM/SOFRCOMPOUND/96467341
000000000
1.000000
NC
USD
-37034.530000
-0.0105074
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
GENERAL MOTORS CO
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-220420.620000
USD
-37034.530000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/HSIC/SOFRCOMPOUND/96467340
000000000
1.000000
NC
USD
-4462.390000
-0.00126607
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Henry Schein Inc
HENRY SCHEIN INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-444247.400000
USD
-4462.390000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/CA/LUN/CDOR01/96467338
000000000
1.000000
NC
-5954.630000
-0.00168944
N/A
DE
CORP
CA
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Lundin Mining Corp
LUNDIN MINING CORP
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-198307.500000
CAD
-5954.630000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/KIM/SOFRCOMPOUND/96467337
000000000
1.000000
NC
USD
-33808.950000
-0.00959224
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Kimco Realty Corp
KIMCO REALTY CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-313801.280000
USD
-33808.950000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/MRNA/SOFRCOMPOUND/96467335
000000000
1.000000
NC
USD
8236.670000
0.0023369
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
MODERNA INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
105412.250000
USD
8236.670000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/JP/9433/TONACOMPOUND/96467334
000000000
1.000000
NC
-15351.710000
-0.00435557
N/A
DE
CORP
JP
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
KDDI Corp
KDDI CORP
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-38759599.840000
JPY
-15351.710000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/GB/EXPN/SONIACOMPOUND/96467312
000000000
1.000000
NC
30623.800000
0.00868856
N/A
DE
CORP
JE
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO
EXPERIAN PLC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
734053.560000
GBP
30623.800000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/CH/PGHN/SF0001M/96467263
000000000
1.000000
NC
22588.540000
0.0064088
N/A
DE
CORP
CH
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
CITIBANK N A
PARTNERS GROUP HOLDING AG
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
177998.600000
CHF
22588.540000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/MET/SOFRCOMPOUND/96466230
000000000
1.000000
NC
USD
-4461.920000
-0.00126593
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
MetLife Inc
METLIFE INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-43075.500000
USD
-4461.920000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/AFL/SOFRCOMPOUND/96466227
000000000
1.000000
NC
USD
-3804.670000
-0.00107946
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Aflac Inc
AFLAC INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-41919.890000
USD
-3804.670000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/BHF/SOFRCOMPOUND/96466224
000000000
1.000000
NC
USD
-6929.320000
-0.00196598
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Brighthouse Financial Inc
BRIGHTHOUSE FINANCIAL INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-48145.440000
USD
-6929.320000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/GL/SOFRCOMPOUND/96466221
000000000
1.000000
NC
USD
-1920.070000
-0.00054476
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA
GLOBE LIFE INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-42817.680000
USD
-1920.070000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/PRU/SOFRCOMPOUND/96466218
000000000
1.000000
NC
USD
-3823.350000
-0.00108476
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Prudential Financial Inc
PRUDENTIAL FINANCIAL INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-39890.240000
USD
-3823.350000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/KYMR/SOFRCOMPOUND/96465846
000000000
1.000000
NC
USD
9940.690000
0.00282036
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Kymera Therapeutics Inc
KYMERA THERAPEUTICS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
37608.930000
USD
9940.690000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/CA/FM/CDOR01/96454386
000000000
1.000000
NC
-42.590000
0
N/A
DE
CORP
CA
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
First Quantum Minerals Ltd
FIRST QUANTUM MINERALS LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-53980.440000
CAD
-42.590000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/FCX/SOFRCOMPOUND/96454222
000000000
1.000000
NC
USD
-4254.820000
-0.00120717
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Freeport-McMoRan Inc
FREEPORT-MCMORAN INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-41068.500000
USD
-4254.820000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/ETSY/SOFRCOMPOUND/96452183
000000000
1.000000
NC
USD
25470.880000
0.00722657
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Etsy Inc
ETSY INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-577730.560000
USD
25470.880000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/DE/BOSS/ESTRCOMPOUND/96449023
000000000
1.000000
NC
418.250000
0.000118665
N/A
DE
CORP
DE
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
HUGO BOSS AG
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-32460.750000
EUR
418.250000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/HCA/SOFRCOMPOUND/96442860
000000000
1.000000
NC
USD
-45477.360000
-0.0129028
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
HCA Healthcare Inc
HCA HEALTHCARE INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-859487.460000
USD
-45477.360000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/MET/SOFRCOMPOUND/96440116
000000000
1.000000
NC
USD
-1359.170000
-0.000385622
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
MetLife Inc
METLIFE INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-13121.460000
USD
-1359.170000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/BHF/SOFRCOMPOUND/96440113
000000000
1.000000
NC
USD
-6520.450000
-0.00184998
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Brighthouse Financial Inc
BRIGHTHOUSE FINANCIAL INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-45304.560000
USD
-6520.450000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/PRU/SOFRCOMPOUND/96440110
000000000
1.000000
NC
USD
-3602.770000
-0.00102217
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Prudential Financial Inc
PRUDENTIAL FINANCIAL INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-37588.880000
USD
-3602.770000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/AFL/SOFRCOMPOUND/96440107
000000000
1.000000
NC
USD
-3653.140000
-0.00103647
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Aflac Inc
AFLAC INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-40250.250000
USD
-3653.140000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/GL/SOFRCOMPOUND/96440104
000000000
1.000000
NC
USD
-1865.500000
-0.000529278
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA
GLOBE LIFE INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-41600.640000
USD
-1865.500000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/GB/AAL/SONIACOMPOUND/96431034
000000000
1.000000
NC
-6832.410000
-0.00193848
N/A
DE
CORP
GB
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Anglo American PLC
ANGLO AMERICAN PLC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
242620.140000
GBP
-6832.410000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/JP/8053/TONACOMPOUND/96418470
000000000
1.000000
NC
5674.130000
0.00160986
N/A
DE
CORP
JP
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
Sumitomo Corp
SUMITOMO CORP
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
3793000.039000
JPY
5674.130000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/BALL/SOFRCOMPOUND/96418466
000000000
1.000000
NC
USD
783.670000
0.000222342
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Ball Corp
BALL CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
351999.130000
USD
783.670000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/CA/RY/CDOR01/96418464
000000000
1.000000
NC
15197.800000
0.00431191
N/A
DE
CORP
CA
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Royal Bank of Canada
ROYAL BANK OF CANADA
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
725291.020000
CAD
15197.800000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/GM/SOFRCOMPOUND/96418453
000000000
1.000000
NC
USD
-26182.500000
-0.00742847
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
GENERAL MOTORS CO
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-155831.940000
USD
-26182.500000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/MRNA/SOFRCOMPOUND/96418452
000000000
1.000000
NC
USD
12327.800000
0.00349763
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
MODERNA INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
157770.250000
USD
12327.800000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/CA/TD/CDOR01/96418451
000000000
1.000000
NC
-12121.520000
-0.00343911
N/A
DE
CORP
CA
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO
TORONTO-DOMINION BANK/THE
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-836980.140000
CAD
-12121.520000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/GL/SOFRCOMPOUND/96409796
000000000
1.000000
NC
USD
-1650.640000
-0.000468318
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA
GLOBE LIFE INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-34740.960000
USD
-1650.640000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/AFL/SOFRCOMPOUND/96409793
000000000
1.000000
NC
USD
-2338.010000
-0.000663338
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Aflac Inc
AFLAC INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-25760.160000
USD
-2338.010000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/PRU/SOFRCOMPOUND/96409790
000000000
1.000000
NC
USD
-4089.880000
-0.00116038
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Prudential Financial Inc
PRUDENTIAL FINANCIAL INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-42671.050000
USD
-4089.880000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/BHF/SOFRCOMPOUND/96409787
000000000
1.000000
NC
USD
-10939.140000
-0.00310364
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Brighthouse Financial Inc
BRIGHTHOUSE FINANCIAL INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-76006.000000
USD
-10939.140000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/MRNA/SOFRCOMPOUND/96384778
000000000
1.000000
NC
USD
5973.490000
0.00169479
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
MODERNA INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
76448.250000
USD
5973.490000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/CH/BAER/SF0001M/96380986
000000000
1.000000
NC
24050.110000
0.00682347
N/A
DE
CORP
CH
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Julius Baer Group Ltd
JULIUS BAER GROUP LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
290076.400000
CHF
24050.110000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/VICI/SOFRCOMPOUND/96380981
000000000
1.000000
NC
USD
-16443.480000
-0.00466533
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
VICI Properties Inc
VICI PROPERTIES INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-326424.000000
USD
-16443.480000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/SHW/SOFRCOMPOUND/96380977
000000000
1.000000
NC
USD
20589.300000
0.00584158
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Sherwin-Williams Co/The
SHERWIN-WILLIAMS CO/THE
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
275829.280000
USD
20589.300000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/CVX/SOFRCOMPOUND/96380973
000000000
1.000000
NC
USD
-38366.050000
-0.0108852
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Chevron Corp
CHEVRON CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-318909.870000
USD
-38366.050000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS/GB/PRU/SONIACOMPOUND/96380966
000000000
1.000000
NC
-19601.820000
-0.00556141
N/A
DE
CORP
GB
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Prudential PLC
PRUDENTIAL PLC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
200201.440000
GBP
-19601.820000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/AU/JHX/ADBB1M/96380964
000000000
1.000000
NC
10473.990000
0.00297167
N/A
DE
CORP
IE
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
James Hardie Industries PLC
JAMES HARDIE INDUSTRIES PLC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
200834.400000
AUD
10473.990000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/GB/SGRO/SONIACOMPOUND/96380958
000000000
1.000000
NC
-2563.130000
-0.000727209
N/A
DE
CORP
GB
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Segro PLC
SEGRO PLC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-94908.580000
GBP
-2563.130000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/SE/ATCOB/STIB1M/96380940
000000000
1.000000
NC
19246.970000
0.00546073
N/A
DE
CORP
SE
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO
ATLAS COPCO AB
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
2264258.820000
SEK
19246.970000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/SE/ASSAB/STIB1M/96380938
000000000
1.000000
NC
10454.570000
0.00296616
N/A
DE
CORP
SE
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
CITIBANK N A
ASSA ABLOY AB
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
1374384.000000
SEK
10454.570000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/NL/URW/ESTRCOMPOUND/96375651
000000000
1.000000
NC
-5627.200000
-0.00159654
N/A
DE
CORP
N/A
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Unibail-Rodamco-Westfield
UNIBAIL-RODAMCO-WESTFIELD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-67697.280000
EUR
-5627.200000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/MRNA/SOFRCOMPOUND/96368504
000000000
1.000000
NC
USD
3819.110000
0.00108355
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
MODERNA INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
48876.750000
USD
3819.110000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/AMZN/SOFRCOMPOUND/96364031
000000000
1.000000
NC
USD
-2003.240000
-0.000568357
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Amazon.com Inc
AMAZON.COM INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
19799.460000
USD
-2003.240000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/FCFS/SOFRCOMPOUND/96363978
000000000
1.000000
NC
USD
9146.440000
0.00259502
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
FirstCash Holdings Inc
FIRSTCASH HOLDINGS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
44346.880000
USD
9146.440000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/RACE/SOFRCOMPOUND/96363974
000000000
1.000000
NC
USD
3140.290000
0.00089096
N/A
DE
CORP
NL
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Ferrari NV
FERRARI NV
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
74870.230000
USD
3140.290000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/EZPW/SOFRCOMPOUND/96363968
000000000
1.000000
NC
USD
7661.870000
0.00217382
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
EZCORP INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
42007.680000
USD
7661.870000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/SCHW/SOFRCOMPOUND/96363966
000000000
1.000000
NC
USD
7225.370000
0.00204998
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
CHARLES SCHWAB CORP/THE
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
40120.850000
USD
7225.370000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
TRS/OUT/SOFRCOMPOUND/96363964
000000000
1.000000
NC
USD
3295.380000
0.000934962
N/A
DE
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Outfront Media Inc
OUTFRONT MEDIA INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
37769.240000
USD
3295.380000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/PCAR/SOFRCOMPOUND/96363962
000000000
1.000000
NC
USD
3643.710000
0.00103379
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
PACCAR Inc
PACCAR INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
41226.400000
USD
3643.710000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/ZEN/SOFRCOMPOUND/96346833
000000000
1.000000
NC
USD
428.380000
0.00012154
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Zendesk Inc
ZENDESK INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
391603.500000
USD
428.380000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/KYMR/SOFRCOMPOUND/96341700
000000000
1.000000
NC
USD
10156.110000
0.00288148
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Kymera Therapeutics Inc
KYMERA THERAPEUTICS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
38423.910000
USD
10156.110000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/CRSP/SOFRCOMPOUND/96341698
000000000
1.000000
NC
USD
2182.420000
0.000619194
N/A
DE
CORP
CH
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
CRISPR Therapeutics AG
CRISPR THERAPEUTICS AG
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-30305.540000
USD
2182.420000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/CRSP/SOFRCOMPOUND/96331524
000000000
1.000000
NC
USD
4819.160000
0.00136729
N/A
DE
CORP
CH
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
CRISPR Therapeutics AG
CRISPR THERAPEUTICS AG
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-66920.040000
USD
4819.160000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/CA/FM/CDOR01/96327774
000000000
1.000000
NC
-37.570000
0
N/A
DE
CORP
CA
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
First Quantum Minerals Ltd
FIRST QUANTUM MINERALS LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-47604.420000
CAD
-37.570000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/FCX/SOFRCOMPOUND/96327769
000000000
1.000000
NC
USD
-3237.550000
-0.000918555
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Freeport-McMoRan Inc
FREEPORT-MCMORAN INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-30923.860000
USD
-3237.550000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/KYMR/SOFRCOMPOUND/96326092
000000000
1.000000
NC
USD
11391.570000
0.00323201
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Kymera Therapeutics Inc
KYMERA THERAPEUTICS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
43098.060000
USD
11391.570000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/IT/TEN/ESTRCOMPOUND/96321855
000000000
1.000000
NC
44862.820000
0.0127284
N/A
DE
CORP
LU
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Tenaris SA
TENARIS SA
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
594411.679000
EUR
44862.820000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/FR/AIR/ESTRCOMPOUND/96315686
000000000
1.000000
NC
8035.980000
0.00227996
N/A
DE
CORP
NL
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Airbus SE
AIRBUS SE
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
77198.900000
EUR
8035.980000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/GB/JD//SONIACOMPOUND/96278374
000000000
1.000000
NC
3843.690000
0.00109053
N/A
DE
CORP
GB
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
JD Sports Fashion PLC
JD SPORTS FASHION PLC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-277360.890000
GBP
3843.690000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/TT/SOFRCOMPOUND/96278368
000000000
1.000000
NC
USD
26759.420000
0.00759216
N/A
DE
CORP
IE
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Trane Technologies PLC
TRANE TECHNOLOGIES PLC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
328599.180000
USD
26759.420000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/SWK/SOFRCOMPOUND/96278362
000000000
1.000000
NC
USD
2431.890000
0.000689974
N/A
DE
CORP
US
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
CITIBANK N A
STANLEY BLACK & DECKER INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
110605.950000
USD
2431.890000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS/JP/6965/TONACOMPOUND/96278360
000000000
1.000000
NC
21541.750000
0.0061118
N/A
DE
CORP
JP
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Hamamatsu Photonics KK
HAMAMATSU PHOTONICS KK
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
45575999.560000
JPY
21541.750000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/CDAY/SOFRCOMPOUND/96278358
000000000
1.000000
NC
USD
45969.170000
0.0130423
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Ceridian HCM Holding Inc
CERIDIAN HCM HOLDING INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
255227.120000
USD
45969.170000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/ZEN/SOFRCOMPOUND/96271547
000000000
1.000000
NC
USD
426.210000
0.000120924
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Zendesk Inc
ZENDESK INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
389614.500000
USD
426.210000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/HK/27/HIHD01M/96266700
000000000
1.000000
NC
-5751.720000
-0.00163187
N/A
DE
CORP
HK
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Galaxy Entertainment Group Ltd
GALAXY ENTERTAINMENT GROUP LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
295750.000000
HKD
-5751.720000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/HTHT/SOFRCOMPOUND/96262551
000000000
1.000000
NC
USD
-5025.400000
-0.0014258
N/A
DE
CORP
KY
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
HUAZHU GROUP LTD
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
32384.000000
USD
-5025.400000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/LVS/SOFRCOMPOUND/96262549
000000000
1.000000
NC
USD
5112.940000
0.00145064
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Las Vegas Sands Corp
LAS VEGAS SANDS CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
80373.880000
USD
5112.940000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
TRS/OUT/SOFRCOMPOUND/96257545
000000000
1.000000
NC
USD
3182.550000
0.00090295
N/A
DE
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Outfront Media Inc
OUTFRONT MEDIA INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
36476.000000
USD
3182.550000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/V/SOFRCOMPOUND/96257488
000000000
1.000000
NC
USD
37249.410000
0.0105684
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO
VISA INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
318815.250000
USD
37249.410000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/ZEN/SOFRCOMPOUND/96255157
000000000
1.000000
NC
USD
425.540000
0.000120734
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Zendesk Inc
ZENDESK INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
389002.500000
USD
425.540000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/FI/KESKOB/ESTRCOMPOUND/96253910
000000000
1.000000
NC
-2262.060000
-0.00064179
N/A
DE
CORP
FI
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
CITIBANK N A
KESKO OYJ
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-29658.270000
EUR
-2262.060000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/UNH/SOFRCOMPOUND/96248360
000000000
1.000000
NC
USD
2571.030000
0.00072945
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
UnitedHealth Group Inc
UNITEDHEALTH GROUP INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
41228.520000
USD
2571.030000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/HUM/SOFRCOMPOUND/96243564
000000000
1.000000
NC
USD
37091.780000
0.0105236
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Humana Inc
HUMANA INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
315734.070000
USD
37091.780000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/UNH/SOFRCOMPOUND/96243562
000000000
1.000000
NC
USD
15849.280000
0.00449674
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
UnitedHealth Group Inc
UNITEDHEALTH GROUP INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
254155.560000
USD
15849.280000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/MOH/SOFRCOMPOUND/96243560
000000000
1.000000
NC
USD
1524.820000
0.00043262
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Molina Healthcare Inc
MOLINA HEALTHCARE INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
90934.680000
USD
1524.820000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/CNC/SOFRCOMPOUND/96243558
000000000
1.000000
NC
USD
33671.680000
0.0095533
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Centene Corp
CENTENE CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
257115.600000
USD
33671.680000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/ELV/SOFRCOMPOUND/96243556
000000000
1.000000
NC
USD
41623.270000
0.0118093
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Elevance Health Inc
ELEVANCE HEALTH INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
287679.240000
USD
41623.270000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/HTHT/SOFRCOMPOUND/96229985
000000000
1.000000
NC
USD
-5273.690000
-0.00149625
N/A
DE
CORP
KY
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
HUAZHU GROUP LTD
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
33984.000000
USD
-5273.690000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/LVS/SOFRCOMPOUND/96229982
000000000
1.000000
NC
USD
2599.610000
0.000737559
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Las Vegas Sands Corp
LAS VEGAS SANDS CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
40865.050000
USD
2599.610000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/FRPT/SOFRCOMPOUND/96215148
000000000
1.000000
NC
USD
1060.070000
0.000300762
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Freshpet Inc
FRESHPET INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
17130.960000
USD
1060.070000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/RACE/SOFRCOMPOUND/96215146
000000000
1.000000
NC
USD
1566.190000
0.000444358
N/A
DE
CORP
NL
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Ferrari NV
FERRARI NV
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
37340.820000
USD
1566.190000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/SCHW/SOFRCOMPOUND/96215144
000000000
1.000000
NC
USD
6763.920000
0.00191905
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
CHARLES SCHWAB CORP/THE
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
37558.510000
USD
6763.920000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/HTHT/SOFRCOMPOUND/96215142
000000000
1.000000
NC
USD
-5313.410000
-0.00150752
N/A
DE
CORP
KY
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
HUAZHU GROUP LTD
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
34240.000000
USD
-5313.410000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/CA/PKI/CDOR01/96210326
000000000
1.000000
NC
-16633.770000
-0.00471932
N/A
DE
CORP
CA
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO
PARKLAND CORP/CANADA
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
374059.840000
CAD
-16633.770000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/TMO/SOFRCOMPOUND/96210324
000000000
1.000000
NC
USD
-2153.370000
-0.000610952
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Thermo Fisher Scientific Inc
THERMO FISHER SCIENTIFIC INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
278269.740000
USD
-2153.370000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/CA/FM/CDOR01/96202569
000000000
1.000000
NC
-35.900000
0
N/A
DE
CORP
CA
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
First Quantum Minerals Ltd
FIRST QUANTUM MINERALS LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-45495.060000
CAD
-35.900000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/SAIA/SOFRCOMPOUND/96168208
000000000
1.000000
NC
USD
-5347.860000
-0.00151729
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Saia Inc
SAIA INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
260520.900000
USD
-5347.860000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/NO/AKRBP/NIBOR1M/96164024
000000000
1.000000
NC
-22435.370000
-0.00636534
N/A
DE
CORP
NO
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
Aker BP ASA
AKER BP ASA
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-2782425.600000
NOK
-22435.370000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/GB/BRBY/SONIACOMPOUND/96164020
000000000
1.000000
NC
11347.210000
0.00321942
N/A
DE
CORP
GB
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Burberry Group PLC
BURBERRY GROUP PLC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-270768.480000
GBP
11347.210000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/CA/LUN/CDOR01/96164018
000000000
1.000000
NC
-38039.750000
-0.0107926
N/A
DE
CORP
CA
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Lundin Mining Corp
LUNDIN MINING CORP
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-1266839.000000
CAD
-38039.750000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/YUMC/SOFRCOMPOUND/96164014
000000000
1.000000
NC
USD
-40710.990000
-0.0115505
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Yum China Holdings Inc
YUM CHINA HOLDINGS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
334147.084000
USD
-40710.990000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/DE/MBG/ESTRCOMPOUND/96164010
000000000
1.000000
NC
-15817.930000
-0.00448785
N/A
DE
CORP
DE
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Mercedes-Benz Group AG
MERCEDES-BENZ GROUP AG
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-264537.000000
EUR
-15817.930000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/PEAK/SOFRCOMPOUND/96164004
000000000
1.000000
NC
USD
9954.550000
0.0028243
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Healthpeak Properties Inc
HEALTHPEAK PROPERTIES INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
268487.500000
USD
9954.550000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/CVX/SOFRCOMPOUND/96164002
000000000
1.000000
NC
USD
-36619.490000
-0.0103896
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Chevron Corp
CHEVRON CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-304391.970000
USD
-36619.490000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/JP/2914/TONACOMPOUND/96164000
000000000
1.000000
NC
-24872.690000
-0.00705686
N/A
DE
CORP
JP
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
Japan Tobacco Inc
JAPAN TOBACCO INC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-133088999.710000
JPY
-24872.690000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/HES/SOFRCOMPOUND/96163998
000000000
1.000000
NC
USD
81395.190000
0.0230934
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Hess Corp
HESS CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
635791.900000
USD
81395.190000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/FR/CS/ESTRCOMPOUND/96163989
000000000
1.000000
NC
14724.610000
0.00417765
N/A
DE
CORP
FR
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
AXA SA
AXA SA
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
173043.610000
EUR
14724.610000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/IT/ENEL/ESTRCOMPOUND/96163984
000000000
1.000000
NC
23264.920000
0.0066007
N/A
DE
CORP
IT
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Enel SpA
ENEL SPA
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
328411.730000
EUR
23264.920000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/SE/ATCOB/STIB1M/96163981
000000000
1.000000
NC
24343.120000
0.00690661
N/A
DE
CORP
SE
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO
ATLAS COPCO AB
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
2863782.350000
SEK
24343.120000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/CA/FM/CDOR01/96158428
000000000
1.000000
NC
-25.080000
0
N/A
DE
CORP
CA
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
First Quantum Minerals Ltd
FIRST QUANTUM MINERALS LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-31784.220000
CAD
-25.080000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/HTHT/SOFRCOMPOUND/96158425
000000000
1.000000
NC
USD
-5710.830000
-0.00162027
N/A
DE
CORP
KY
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO
HUAZHU GROUP LTD
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
36800.000000
USD
-5710.830000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/CMI/SOFRCOMPOUND/96158423
000000000
1.000000
NC
USD
4891.100000
0.0013877
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Cummins Inc
CUMMINS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
44682.330000
USD
4891.100000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/HK/27/HIHD01M/96150299
000000000
1.000000
NC
-12325.110000
-0.00349687
N/A
DE
CORP
HK
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Galaxy Entertainment Group Ltd
GALAXY ENTERTAINMENT GROUP LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
633750.000000
HKD
-12325.110000
N
N
N
Westrock Co
5493004Z9TCQW68YVL89
WESTROCK CO
96145D105
351.000000
NS
USD
11955.060000
0.00339188
Long
EC
CORP
US
N
1
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/DE/RHM/ESTRCOMPOUND/96143738
000000000
1.000000
NC
-43883.240000
-0.0124505
N/A
DE
CORP
DE
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
Rheinmetall AG
RHEINMETALL AG
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-391109.600000
EUR
-43883.240000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/LVS/SOFRCOMPOUND/96143351
000000000
1.000000
NC
USD
2713.130000
0.000769767
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Las Vegas Sands Corp
LAS VEGAS SANDS CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
42649.550000
USD
2713.130000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/HTHT/SOFRCOMPOUND/96142160
000000000
1.000000
NC
USD
-12668.110000
-0.00359418
N/A
DE
CORP
KY
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO
HUAZHU GROUP LTD
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
81632.000000
USD
-12668.110000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/FR/AIR/ESTRCOMPOUND/96140923
000000000
1.000000
NC
11811.560000
0.00335116
N/A
DE
CORP
NL
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Airbus SE
AIRBUS SE
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
113469.500000
EUR
11811.560000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/AMN/SOFRCOMPOUND/96133366
000000000
1.000000
NC
USD
-4781.130000
-0.0013565
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
AMN Healthcare Services Inc
AMN HEALTHCARE SERVICES INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-41730.080000
USD
-4781.130000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/CMI/SOFRCOMPOUND/96133364
000000000
1.000000
NC
USD
9272.690000
0.00263084
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Cummins Inc
CUMMINS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
84742.350000
USD
9272.690000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/IT/SOFRCOMPOUND/96133358
000000000
1.000000
NC
USD
-2571.600000
-0.000729612
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Gartner Inc
GARTNER INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-45983.210000
USD
-2571.600000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/WERN/SOFRCOMPOUND/96133349
000000000
1.000000
NC
USD
32.760000
0
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Werner Enterprises Inc
WERNER ENTERPRISES INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-78888.380000
USD
32.760000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/CVLG/SOFRCOMPOUND/96133346
000000000
1.000000
NC
USD
-10030.720000
-0.00284591
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
COVENANT LOGISTICS GROUP INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-53779.680000
USD
-10030.720000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/ROK/SOFRCOMPOUND/96131023
000000000
1.000000
NC
USD
36509.470000
0.0103584
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Rockwell Automation Inc
ROCKWELL AUTOMATION INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
347218.550000
USD
36509.470000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/CA/MG/CDOR01/96131017
000000000
1.000000
NC
7973.300000
0.00226218
N/A
DE
CORP
CA
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Magna International Inc
MAGNA INTERNATIONAL INC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
129053.860000
CAD
7973.300000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/GB/IMB/SONIACOMPOUND/96131015
000000000
1.000000
NC
142328.420000
0.0403813
N/A
DE
CORP
GB
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Imperial Brands PLC
IMPERIAL BRANDS PLC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
2137876.470000
GBP
142328.420000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/DE/BOSS/ESTRCOMPOUND/96127546
000000000
1.000000
NC
451.730000
0.000128164
N/A
DE
CORP
DE
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
HUGO BOSS AG
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-35059.500000
EUR
451.730000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JP/7309/TONACOMPOUND/96123705
000000000
1.000000
NC
-509.700000
-0.000144612
N/A
DE
CORP
JP
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Shimano Inc
SHIMANO INC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-4539999.680000
JPY
-509.700000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/KYMR/SOFRCOMPOUND/96117412
000000000
1.000000
NC
USD
21167.530000
0.00600563
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Kymera Therapeutics Inc
KYMERA THERAPEUTICS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
80083.770000
USD
21167.530000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS/GB/PRU/SONIACOMPOUND/96117222
000000000
1.000000
NC
-10649.080000
-0.00302135
N/A
DE
CORP
GB
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Prudential PLC
PRUDENTIAL PLC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
108763.340000
GBP
-10649.080000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS/GB/PRU/SONIACOMPOUND/96116785
000000000
1.000000
NC
-10649.080000
-0.00302135
N/A
DE
CORP
GB
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Prudential PLC
PRUDENTIAL PLC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
108763.340000
GBP
-10649.080000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/LVS/SOFRCOMPOUND/96112745
000000000
1.000000
NC
USD
4690.650000
0.00133083
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Las Vegas Sands Corp
LAS VEGAS SANDS CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
73735.540000
USD
4690.650000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/NL/URW/ESTRCOMPOUND/96104341
000000000
1.000000
NC
-7183.590000
-0.00203812
N/A
DE
CORP
N/A
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Unibail-Rodamco-Westfield
UNIBAIL-RODAMCO-WESTFIELD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-86421.120000
EUR
-7183.590000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/DE/BOSS/ESTRCOMPOUND/96104330
000000000
1.000000
NC
902.840000
0.000256153
N/A
DE
CORP
DE
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
HUGO BOSS AG
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-70071.750000
EUR
902.840000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/DE/BOSS/ESTRCOMPOUND/96080056
000000000
1.000000
NC
1847.700000
0.000524228
N/A
DE
CORP
DE
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
HUGO BOSS AG
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-143403.750000
EUR
1847.700000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/HK/27/HIHD01M/96079006
000000000
1.000000
NC
-6573.390000
-0.001865
N/A
DE
CORP
HK
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Galaxy Entertainment Group Ltd
GALAXY ENTERTAINMENT GROUP LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
338000.000000
HKD
-6573.390000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/ABT/SOFRCOMPOUND/96068695
000000000
1.000000
NC
USD
23941.980000
0.0067928
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Abbott Laboratories
ABBOTT LABORATORIES
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-585612.640000
USD
23941.980000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/HES/SOFRCOMPOUND/96068693
000000000
1.000000
NC
USD
42856.410000
0.0121592
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Hess Corp
HESS CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
334758.800000
USD
42856.410000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/ANET/SOFRCOMPOUND/96068691
000000000
1.000000
NC
USD
32397.560000
0.00919181
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Arista Networks Inc
ARISTA NETWORKS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
209747.360000
USD
32397.560000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/F/SOFRCOMPOUND/96068689
000000000
1.000000
NC
USD
-48112.570000
-0.0136505
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Ford Motor Co
FORD MOTOR CO
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-372976.240000
USD
-48112.570000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/SE/TEL2B/STIB1M/96068687
000000000
1.000000
NC
-289.420000
0
N/A
DE
CORP
SE
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
CITIBANK N A
TELE2 AB
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-2200917.760000
SEK
-289.420000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS/JP/7269/TONACOMPOUND/96068685
000000000
1.000000
NC
36584.340000
0.0103797
N/A
DE
CORP
JP
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Suzuki Motor Corp
SUZUKI MOTOR CORP
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
49204800.480000
JPY
36584.340000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/PCG/SOFRCOMPOUND/96068683
000000000
1.000000
NC
USD
25373.680000
0.007199
N/A
DE
CORP
US
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
PG&E Corp
PG&E CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
529595.460000
USD
25373.680000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/DVN/SOFRCOMPOUND/96068681
000000000
1.000000
NC
USD
-19333.500000
-0.00548528
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Devon Energy Corp
DEVON ENERGY CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-180712.200000
USD
-19333.500000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/IT/SOFRCOMPOUND/96068679
000000000
1.000000
NC
USD
-29677.180000
-0.00841998
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Gartner Inc
GARTNER INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-530663.380000
USD
-29677.180000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/FISV/SOFRCOMPOUND/96068670
000000000
1.000000
NC
USD
10011.400000
0.00284042
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Fiserv Inc
FISERV INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
186366.180000
USD
10011.400000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/FR/TTE/ESTRCOMPOUND/96068666
000000000
1.000000
NC
26683.100000
0.0075705
N/A
DE
CORP
FR
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TotalEnergies SE
TOTALENERGIES SE
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
294216.520000
EUR
26683.100000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JBHT/SOFRCOMPOUND/96068659
000000000
1.000000
NC
USD
5164.060000
0.00146514
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
JB HUNT TRANSPORT SERVICES INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
168402.000000
USD
5164.060000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/XOM/SOFRCOMPOUND/96068655
000000000
1.000000
NC
USD
-39972.400000
-0.0113409
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Exxon Mobil Corp
EXXON MOBIL CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-399360.780000
USD
-39972.400000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/NWSA/SOFRCOMPOUND/96068653
000000000
1.000000
NC
USD
8255.230000
0.00234217
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
NEWS CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
185736.950000
USD
8255.230000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/BR/MGLU3/SOFRCOMPOUND/96034804CA
000000000
1.000000
NC
USD
1559.660000
0.000442505
N/A
DE
CORP
BR
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Magazine Luiza SA
MAGAZINE LUIZA SA
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
33634.709000
USD
1559.660000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/CPRT/SOFRCOMPOUND/96034789CA
000000000
1.000000
NC
USD
-20876.860000
-0.00592316
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Copart Inc
COPART INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-583439.200000
USD
-20876.860000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/NARI/SOFRCOMPOUND/96034786CA
000000000
1.000000
NC
USD
-501.830000
-0.000142379
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Inari Medical Inc
INARI MEDICAL INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
193012.120000
USD
-501.830000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/BAC/SOFRCOMPOUND/96008606
000000000
1.000000
NC
USD
26413.190000
0.00749393
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Bank of America Corp
BANK OF AMERICA CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
374392.320000
USD
26413.190000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS/JP/7269/TONACOMPOUND/96008602
000000000
1.000000
NC
47085.400000
0.013359
N/A
DE
CORP
JP
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Suzuki Motor Corp
SUZUKI MOTOR CORP
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
63328399.760000
JPY
47085.400000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JP/7309/TONACOMPOUND/96002724
000000000
1.000000
NC
-1274.240000
-0.000361526
N/A
DE
CORP
JP
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Shimano Inc
SHIMANO INC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-11350000.000000
JPY
-1274.240000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/ANET/SOFRCOMPOUND/95994384
000000000
1.000000
NC
USD
50162.910000
0.0142322
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Arista Networks Inc
ARISTA NETWORKS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
324763.360000
USD
50162.910000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/PCG/SOFRCOMPOUND/95994382
000000000
1.000000
NC
USD
11975.900000
0.00339779
N/A
DE
CORP
US
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
PG&E Corp
PG&E CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
249959.160000
USD
11975.900000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/SE/TEL2B/STIB1M/95949293
000000000
1.000000
NC
-894.270000
-0.000253721
N/A
DE
CORP
SE
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
CITIBANK N A
TELE2 AB
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-6800463.760000
SEK
-894.270000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS/JP/7269/TONACOMPOUND/95949291
000000000
1.000000
NC
34551.880000
0.00980303
N/A
DE
CORP
JP
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Suzuki Motor Corp
SUZUKI MOTOR CORP
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
46471199.960000
JPY
34551.880000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/NO/DNB/NIBOR1M/95949283
000000000
1.000000
NC
8001.590000
0.0022702
N/A
DE
CORP
NO
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
DNB Bank ASA
DNB BANK ASA
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
2570142.000000
NOK
8001.590000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/NVDA/SOFRCOMPOUND/95949281
000000000
1.000000
NC
USD
14932.800000
0.00423672
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
NVIDIA Corp
NVIDIA CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
111509.440000
USD
14932.800000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/NL/INGA/ESTRCOMPOUND/95949279
000000000
1.000000
NC
61619.610000
0.0174827
N/A
DE
CORP
NL
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
CITIBANK N A
ING GROEP NV
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
491225.230000
EUR
61619.610000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/HK/27/HIHD01M/95936585
000000000
1.000000
NC
-5751.720000
-0.00163187
N/A
DE
CORP
HK
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Galaxy Entertainment Group Ltd
GALAXY ENTERTAINMENT GROUP LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
295750.000000
HKD
-5751.720000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/HK/27/HIHD01M/95924236
000000000
1.000000
NC
-4108.370000
-0.00116562
N/A
DE
CORP
HK
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Galaxy Entertainment Group Ltd
GALAXY ENTERTAINMENT GROUP LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
211250.000000
HKD
-4108.370000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/BDX/SOFRCOMPOUND/95915908
000000000
1.000000
NC
USD
27388.720000
0.0077707
N/A
DE
CORP
US
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
Becton Dickinson and Co
BECTON DICKINSON AND CO
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
473799.200000
USD
27388.720000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/SWK/SOFRCOMPOUND/95915906
000000000
1.000000
NC
USD
4031.240000
0.00114374
N/A
DE
CORP
US
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
CITIBANK N A
STANLEY BLACK & DECKER INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
183346.800000
USD
4031.240000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/VMC/SOFRCOMPOUND/95904142
000000000
1.000000
NC
USD
16357.110000
0.00464082
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Vulcan Materials Co
VULCAN MATERIALS CO
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
266625.930000
USD
16357.110000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/PCG/SOFRCOMPOUND/95880774
000000000
1.000000
NC
USD
6352.450000
0.00180231
N/A
DE
CORP
US
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
PG&E Corp
PG&E CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
132587.280000
USD
6352.450000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/MDB/SOFRCOMPOUND/95867391
000000000
1.000000
NC
USD
117.730000
0
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MongoDB Inc
MONGODB INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
51240.350000
USD
117.730000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/FI/KESKOB/ESTRCOMPOUND/95867262
000000000
1.000000
NC
-4267.510000
-0.00121077
N/A
DE
CORP
FI
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
CITIBANK N A
KESKO OYJ
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-55952.100000
EUR
-4267.510000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
TRS/OUT/SOFRCOMPOUND/95840949
000000000
1.000000
NC
USD
2742.780000
0.000778179
N/A
DE
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Outfront Media Inc
OUTFRONT MEDIA INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
31435.680000
USD
2742.780000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/CMI/SOFRCOMPOUND/95840947
000000000
1.000000
NC
USD
4359.370000
0.00123684
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Cummins Inc
CUMMINS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
39839.910000
USD
4359.370000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/EL/SOFRCOMPOUND/95840945
000000000
1.000000
NC
USD
-1855.260000
-0.000526373
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
ESTEE LAUDER COS INC/THE
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
30882.100000
USD
-1855.260000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/FCFS/SOFRCOMPOUND/95828159
000000000
1.000000
NC
USD
9045.560000
0.0025664
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
FirstCash Holdings Inc
FIRSTCASH HOLDINGS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
43857.760000
USD
9045.560000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/NL/URW/ESTRCOMPOUND/95809990
000000000
1.000000
NC
-8002.150000
-0.00227036
N/A
DE
CORP
N/A
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Unibail-Rodamco-Westfield
UNIBAIL-RODAMCO-WESTFIELD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-96268.800000
EUR
-8002.150000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/BEKE/SOFRCOMPOUND/95809417
000000000
1.000000
NC
USD
-7587.350000
-0.00215268
N/A
DE
CORP
KY
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO
KE HOLDINGS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
38204.840000
USD
-7587.350000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/VSCO/SOFRCOMPOUND/95807205
000000000
1.000000
NC
USD
-1548.930000
-0.000439461
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA
VICTORIA'S SECRET & CO
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-33305.920000
USD
-1548.930000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/GFI/SOFRCOMPOUND/95807050
000000000
1.000000
NC
USD
558.680000
0.000158508
N/A
DE
CORP
ZA
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
GOLD FIELDS LTD
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
152205.760000
USD
558.680000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/CMI/SOFRCOMPOUND/95796290
000000000
1.000000
NC
USD
4407.540000
0.0012505
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Cummins Inc
CUMMINS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
40280.130000
USD
4407.540000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/AEE/SOFRCOMPOUND/95795782
000000000
1.000000
NC
USD
10848.470000
0.00307792
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
AMEREN CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
227923.430000
USD
10848.470000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/TXT/SOFRCOMPOUND/95795780
000000000
1.000000
NC
USD
56615.390000
0.0160629
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Textron Inc
TEXTRON INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
529568.000000
USD
56615.390000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/NVDA/SOFRCOMPOUND/95795699
000000000
1.000000
NC
USD
15283.040000
0.00433609
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
NVIDIA Corp
NVIDIA CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
114124.800000
USD
15283.040000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
TRS/OUT/SOFRCOMPOUND/95788397
000000000
1.000000
NC
USD
1967.390000
0.000558186
N/A
DE
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Outfront Media Inc
OUTFRONT MEDIA INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
22548.800000
USD
1967.390000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/VSCO/SOFRCOMPOUND/95788214
000000000
1.000000
NC
USD
-1490.510000
-0.000422886
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA
VICTORIA'S SECRET & CO
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-32049.770000
USD
-1490.510000
N
N
N
Western Alliance Bancorp
5493003VJXZ5JXT9S762
WESTERN ALLIANCE BANCORP
957638109
9973.000000
NS
USD
669886.410000
0.19006
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/CA/OLA/CDOR01/95739945
000000000
1.000000
NC
-2676.480000
-0.000759368
N/A
DE
CORP
CA
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Orla Mining Ltd
ORLA MINING LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
43912.440000
CAD
-2676.480000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/FCFS/SOFRCOMPOUND/95739381
000000000
1.000000
NC
USD
8927.870000
0.00253301
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
FirstCash Holdings Inc
FIRSTCASH HOLDINGS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
43287.120000
USD
8927.870000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/RACE/SOFRCOMPOUND/95739379
000000000
1.000000
NC
USD
1257.700000
0.000356833
N/A
DE
CORP
NL
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Ferrari NV
FERRARI NV
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
29985.810000
USD
1257.700000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/EZPW/SOFRCOMPOUND/95739369
000000000
1.000000
NC
USD
7164.770000
0.00203278
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
EZCORP INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
39282.240000
USD
7164.770000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/EL/SOFRCOMPOUND/95739367
000000000
1.000000
NC
USD
-2021.590000
-0.000573564
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
ESTEE LAUDER COS INC/THE
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
33650.840000
USD
-2021.590000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/VSCO/SOFRCOMPOUND/95737118
000000000
1.000000
NC
USD
-1422.080000
-0.000403471
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA
VICTORIA'S SECRET & CO
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-30578.280000
USD
-1422.080000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/MDB/SOFRCOMPOUND/95721537
000000000
1.000000
NC
USD
17.600000
0
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MongoDB Inc
MONGODB INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
7658.700000
USD
17.600000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/VSCO/SOFRCOMPOUND/95692031
000000000
1.000000
NC
USD
-2827.460000
-0.000802204
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA
VICTORIA'S SECRET & CO
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-60797.660000
USD
-2827.460000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/NL/INGA/ESTRCOMPOUND/95642194
000000000
1.000000
NC
33065.560000
0.00938133
N/A
DE
CORP
NL
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
CITIBANK N A
ING GROEP NV
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
263595.250000
EUR
33065.560000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/DVN/SOFRCOMPOUND/95642192
000000000
1.000000
NC
USD
-32140.350000
-0.00911883
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Devon Energy Corp
DEVON ENERGY CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-300419.200000
USD
-32140.350000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/GB/BP//SONIACOMPOUND/95642190
000000000
1.000000
NC
-22360.440000
-0.00634408
N/A
DE
CORP
GB
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
BP PLC
BP PLC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-323984.660000
GBP
-22360.440000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/CH/UBSG/SF0001M/95642188X
000000000
1.000000
NC
-27849.700000
-0.00790149
N/A
DE
CORP
CH
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
CITIBANK N A
UBS GROUP AG
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-243318.130000
CHF
-27849.700000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/AU/JHX/ADBB1M/95642184
000000000
1.000000
NC
26483.020000
0.00751374
N/A
DE
CORP
IE
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
James Hardie Industries PLC
JAMES HARDIE INDUSTRIES PLC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
507800.800000
AUD
26483.020000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/CA/CP/CDOR01/95642182
000000000
1.000000
NC
19476.910000
0.00552597
N/A
DE
CORP
CA
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Canadian Pacific Railway Ltd
CANADIAN PACIFIC RAILWAY LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
415317.400000
CAD
19476.910000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JP/4091/TONACOMPOUND/95642178
000000000
1.000000
NC
3434.680000
0.000974484
N/A
DE
CORP
JP
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Nippon Sanso Holdings Corp
NIPPON SANSO HOLDINGS CORP
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
18591999.600000
JPY
3434.680000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/PM/SOFRCOMPOUND/95642176
000000000
1.000000
NC
USD
24747.030000
0.0070212
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
PHILIP MORRIS INTERNATIONAL INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
343905.830000
USD
24747.030000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS/JP/5233/TONACOMPOUND/95642174
000000000
1.000000
NC
1336.500000
0.000379191
N/A
DE
CORP
JP
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Taiheiyo Cement Corp
TAIHEIYO CEMENT CORP
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
40023200.000000
JPY
1336.500000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/FDX/SOFRCOMPOUND/95642172
000000000
1.000000
NC
USD
4932.760000
0.00139952
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
FedEx Corp
FEDEX CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
251795.920000
USD
4932.760000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/FISV/SOFRCOMPOUND/95642168
000000000
1.000000
NC
USD
9509.270000
0.00269796
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Fiserv Inc
FISERV INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
177018.660000
USD
9509.270000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/INTU/SOFRCOMPOUND/95642164
000000000
1.000000
NC
USD
13932.420000
0.00395289
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Intuit Inc
INTUIT INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
242647.740000
USD
13932.420000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/ZTS/SOFRCOMPOUND/95642156
000000000
1.000000
NC
USD
1801.660000
0.000511165
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Zoetis Inc
ZOETIS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
245206.230000
USD
1801.660000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/CH/STMN/SF0001M/95642153X
000000000
1.000000
NC
-2884.170000
-0.000818294
N/A
DE
CORP
CH
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
CITIBANK N A
STRAUMANN HOLDING AG
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-120999.560000
CHF
-2884.170000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/IT/SOFRCOMPOUND/95633188
000000000
1.000000
NC
USD
-2443.810000
-0.000693355
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Gartner Inc
GARTNER INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-43698.330000
USD
-2443.810000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/FNV/SOFRCOMPOUND/95632243
000000000
1.000000
NC
USD
1196.130000
0.000339365
N/A
DE
CORP
CA
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Franco-Nevada Corp
FRANCO-NEVADA CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
32741.500000
USD
1196.130000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/CA/OLA/CDOR01/95632241
000000000
1.000000
NC
-2588.340000
-0.000734361
N/A
DE
CORP
CA
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Orla Mining Ltd
ORLA MINING LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
42466.320000
CAD
-2588.340000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/PCAR/SOFRCOMPOUND/95611371
000000000
1.000000
NC
USD
3541.620000
0.00100483
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
PACCAR Inc
PACCAR INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
40071.350000
USD
3541.620000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/IT/SOFRCOMPOUND/95603399
000000000
1.000000
NC
USD
-9647.480000
-0.00273717
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Gartner Inc
GARTNER INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-172508.440000
USD
-9647.480000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/RAPT/SOFRCOMPOUND/95586415
000000000
1.000000
NC
USD
-801.410000
-0.000227375
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
RAPT Therapeutics Inc
RAPT THERAPEUTICS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
58693.130000
USD
-801.410000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/FLT/SOFRCOMPOUND/95569633
000000000
1.000000
NC
USD
19900.790000
0.00564623
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
FleetCor Technologies Inc
FLEETCOR TECHNOLOGIES INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
241438.320000
USD
19900.790000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JP/4091/TONACOMPOUND/95538610
000000000
1.000000
NC
7126.950000
0.00202205
N/A
DE
CORP
JP
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Nippon Sanso Holdings Corp
NIPPON SANSO HOLDINGS CORP
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
38578400.400000
JPY
7126.950000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/PM/SOFRCOMPOUND/95538607
000000000
1.000000
NC
USD
18681.890000
0.00530041
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
PHILIP MORRIS INTERNATIONAL INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
259619.380000
USD
18681.890000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS/JP/5233/TONACOMPOUND/95538603
000000000
1.000000
NC
4515.330000
0.00128109
N/A
DE
CORP
JP
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Taiheiyo Cement Corp
TAIHEIYO CEMENT CORP
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
33080399.870000
JPY
4515.330000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/FR/BNP/ESTRCOMPOUND/95538601
000000000
1.000000
NC
-12295.980000
-0.0034886
N/A
DE
CORP
FR
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
BNP PARIBAS SA
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-267696.630000
EUR
-12295.980000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JP/7267/TONACOMPOUND/95538597
000000000
1.000000
NC
-13969.930000
-0.00396354
N/A
DE
CORP
JP
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Honda Motor Co Ltd
HONDA MOTOR CO LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-42902499.760000
JPY
-13969.930000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS/JP/4519/TONACOMPOUND/95538595
000000000
1.000000
NC
18851.000000
0.00534839
N/A
DE
CORP
JP
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Chugai Pharmaceutical Co Ltd
CHUGAI PHARMACEUTICAL CO LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-41798700.070000
JPY
18851.000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/PFE/SOFRCOMPOUND/95538591
000000000
1.000000
NC
USD
-10536.390000
-0.00298937
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Pfizer Inc
PFIZER INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-161461.350000
USD
-10536.390000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/FCFS/SOFRCOMPOUND/95535283
000000000
1.000000
NC
USD
8843.800000
0.00250915
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
FirstCash Holdings Inc
FIRSTCASH HOLDINGS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
42879.520000
USD
8843.800000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/EZPW/SOFRCOMPOUND/95535271
000000000
1.000000
NC
USD
8117.290000
0.00230303
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
EZCORP INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
44504.640000
USD
8117.290000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/AMN/SOFRCOMPOUND/95535231
000000000
1.000000
NC
USD
-5786.330000
-0.00164169
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
AMN Healthcare Services Inc
AMN HEALTHCARE SERVICES INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-50503.520000
USD
-5786.330000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/TTD/SOFRCOMPOUND/95535222
000000000
1.000000
NC
USD
1085.920000
0.000308096
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
TRADE DESK INC/THE
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-41339.770000
USD
1085.920000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/RAPT/SOFRCOMPOUND/95534896
000000000
1.000000
NC
USD
-1901.420000
-0.000539469
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
RAPT Therapeutics Inc
RAPT THERAPEUTICS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
139255.360000
USD
-1901.420000
N
N
N
West Pharmaceutical Services Inc
5493007NKRGM1RJQ1P16
WEST PHARMACEUTICAL SERVICES INC
955306105
85.000000
NS
USD
19558.500000
0.00554912
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/FDX/SOFRCOMPOUND/95491739
000000000
1.000000
NC
USD
1888.230000
0.000535727
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
FedEx Corp
FEDEX CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
96385.720000
USD
1888.230000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/FR/CS/ESTRCOMPOUND/95491737
000000000
1.000000
NC
85278.280000
0.0241951
N/A
DE
CORP
FR
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
AXA SA
AXA SA
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
1002189.819000
EUR
85278.280000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/EZPW/SOFRCOMPOUND/95489405
000000000
1.000000
NC
USD
8115.810000
0.00230261
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
EZCORP INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
44496.480000
USD
8115.810000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/ACN/SOFRCOMPOUND/95473879
000000000
1.000000
NC
USD
48728.750000
0.0138253
N/A
DE
CORP
IE
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
ACCENTURE PLC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
569804.060000
USD
48728.750000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/IT/SOFRCOMPOUND/95473874
000000000
1.000000
NC
USD
-16483.770000
-0.00467676
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Gartner Inc
GARTNER INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-294749.520000
USD
-16483.770000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/NWSA/SOFRCOMPOUND/95473838
000000000
1.000000
NC
USD
13850.000000
0.00392951
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
NEWS CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
311615.470000
USD
13850.000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/EZPW/SOFRCOMPOUND/95468918
000000000
1.000000
NC
USD
7749.680000
0.00219873
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
EZCORP INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
42489.120000
USD
7749.680000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/NWSA/SOFRCOMPOUND/95459283
000000000
1.000000
NC
USD
6173.320000
0.00175149
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
NEWS CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
138895.430000
USD
6173.320000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/NWSA/SOFRCOMPOUND/95450670
000000000
1.000000
NC
USD
19679.200000
0.00558336
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
NEWS CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
442768.500000
USD
19679.200000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/GB/SGRO/SONIACOMPOUND/95450668
000000000
1.000000
NC
-5022.090000
-0.00142486
N/A
DE
CORP
GB
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Segro PLC
SEGRO PLC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-185959.160000
GBP
-5022.090000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/INTU/SOFRCOMPOUND/95406078
000000000
1.000000
NC
USD
12518.310000
0.00355168
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Intuit Inc
INTUIT INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
218019.600000
USD
12518.310000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/FI/KESKOB/ESTRCOMPOUND/95399027
000000000
1.000000
NC
-2175.590000
-0.000617256
N/A
DE
CORP
FI
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
CITIBANK N A
KESKO OYJ
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-28524.600000
EUR
-2175.590000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/IT/SOFRCOMPOUND/95388225
000000000
1.000000
NC
USD
-57613.330000
-0.016346
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Gartner Inc
GARTNER INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-1030195.270000
USD
-57613.330000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/WERN/SOFRCOMPOUND/95385478
000000000
1.000000
NC
USD
15.080000
0
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Werner Enterprises Inc
WERNER ENTERPRISES INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-36310.590000
USD
15.080000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/R/SOFRCOMPOUND/95385475
000000000
1.000000
NC
USD
-3209.120000
-0.000910488
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Ryder System Inc
RYDER SYSTEM INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-80345.870000
USD
-3209.120000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/AMN/SOFRCOMPOUND/95380461
000000000
1.000000
NC
USD
-20245.700000
-0.00574409
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
AMN Healthcare Services Inc
AMN HEALTHCARE SERVICES INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-176706.080000
USD
-20245.700000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/FI/KESKOB/ESTRCOMPOUND/95380362
000000000
1.000000
NC
-8660.550000
-0.00245716
N/A
DE
CORP
FI
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
CITIBANK N A
KESKO OYJ
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-113549.850000
EUR
-8660.550000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/FI/VALMT/ESTRCOMPOUND/95355060
000000000
1.000000
NC
31412.580000
0.00891235
N/A
DE
CORP
FI
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
Valmet Oyj
VALMET OYJ
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
484639.200000
EUR
31412.580000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/MGM/SOFRCOMPOUND/95355042
000000000
1.000000
NC
USD
22893.930000
0.00649544
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
MGM RESORTS INTERNATIONAL
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
225524.250000
USD
22893.930000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/PWR/SOFRCOMPOUND/95355040
000000000
1.000000
NC
USD
-30113.930000
-0.0085439
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Quanta Services Inc
QUANTA SERVICES INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-320204.610000
USD
-30113.930000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JP/7267/TONACOMPOUND/95355038
000000000
1.000000
NC
-21221.490000
-0.00602094
N/A
DE
CORP
JP
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Honda Motor Co Ltd
HONDA MOTOR CO LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-65172499.660000
JPY
-21221.490000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/INTU/SOFRCOMPOUND/95355036
000000000
1.000000
NC
USD
8994.640000
0.00255195
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Intuit Inc
INTUIT INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
156651.120000
USD
8994.640000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/CA/TRI/CDOR01/95355034
000000000
1.000000
NC
-7377.710000
-0.0020932
N/A
DE
CORP
CA
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
THOMSON REUTERS CORP
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-384507.000000
CAD
-7377.710000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/CA/ENB/CDOR01/95355027
000000000
1.000000
NC
-8128.890000
-0.00230632
N/A
DE
CORP
CA
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Enbridge Inc
ENBRIDGE INC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-259894.080000
CAD
-8128.890000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/BEAM/SOFRCOMPOUND/95348162
000000000
1.000000
NC
USD
8046.280000
0.00228288
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Beam Therapeutics Inc
BEAM THERAPEUTICS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-93016.270000
USD
8046.280000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/VIR/SOFRCOMPOUND/95348159
000000000
1.000000
NC
USD
-1337.830000
-0.000379568
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Vir Biotechnology Inc
VIR BIOTECHNOLOGY INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-81518.400000
USD
-1337.830000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/FATE/SOFRCOMPOUND/95348156
000000000
1.000000
NC
USD
489.060000
0.000138756
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Fate Therapeutics Inc
FATE THERAPEUTICS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-55756.600000
USD
489.060000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/BPMC/SOFRCOMPOUND/95348142
000000000
1.000000
NC
USD
-3780.860000
-0.0010727
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Blueprint Medicines Corp
BLUEPRINT MEDICINES CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
99387.070000
USD
-3780.860000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/MGM/SOFRCOMPOUND/95337662
000000000
1.000000
NC
USD
7585.480000
0.00215215
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
MGM RESORTS INTERNATIONAL
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
74723.250000
USD
7585.480000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/DE/DTE/ESTRCOMPOUND/95337658
000000000
1.000000
NC
75314.890000
0.0213683
N/A
DE
CORP
DE
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO
DEUTSCHE TELEKOM AG
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
1298407.346000
EUR
75314.890000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/PWR/SOFRCOMPOUND/95337654
000000000
1.000000
NC
USD
-21624.950000
-0.00613541
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Quanta Services Inc
QUANTA SERVICES INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-229940.370000
USD
-21624.950000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/EL/SOFRCOMPOUND/95294872
000000000
1.000000
NC
USD
-1868.050000
-0.000530001
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
ESTEE LAUDER COS INC/THE
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
31095.080000
USD
-1868.050000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/PCAR/SOFRCOMPOUND/95294869
000000000
1.000000
NC
USD
3643.710000
0.00103379
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
PACCAR Inc
PACCAR INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
41226.400000
USD
3643.710000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/EZPW/SOFRCOMPOUND/95293876
000000000
1.000000
NC
USD
22071.780000
0.00626218
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
EZCORP INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
121012.800000
USD
22071.780000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/PCAR/SOFRCOMPOUND/95285920
000000000
1.000000
NC
USD
7570.110000
0.00214778
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
PACCAR Inc
PACCAR INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
85651.400000
USD
7570.110000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/BEKE/SOFRCOMPOUND/95285448
000000000
1.000000
NC
USD
-7728.370000
-0.00219269
N/A
DE
CORP
KY
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO
KE HOLDINGS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
38914.920000
USD
-7728.370000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JP/7309/TONACOMPOUND/95269110
000000000
1.000000
NC
-3313.020000
-0.000939967
N/A
DE
CORP
JP
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Shimano Inc
SHIMANO INC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-29509999.650000
JPY
-3313.020000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/PCAR/SOFRCOMPOUND/95252835
000000000
1.000000
NC
USD
6203.720000
0.00176011
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
PACCAR Inc
PACCAR INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
70191.500000
USD
6203.720000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/AT/EBS/ESTRCOMPOUND/95181512
000000000
1.000000
NC
-13888.190000
-0.00394034
N/A
DE
CORP
AT
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
CITIBANK N A
ERSTE GROUP BANK AG
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-210018.810000
EUR
-13888.190000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/FISV/SOFRCOMPOUND/95181510
000000000
1.000000
NC
USD
16847.820000
0.00478005
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Fiserv Inc
FISERV INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
313628.770000
USD
16847.820000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JP/7267/TONACOMPOUND/95181508
000000000
1.000000
NC
-5332.090000
-0.00151282
N/A
DE
CORP
JP
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Honda Motor Co Ltd
HONDA MOTOR CO LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-2620000.026000
JPY
-5332.090000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/CA/AEM/CDOR01/95181506
000000000
1.000000
NC
-11570.180000
-0.00328268
N/A
DE
CORP
CA
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Agnico Eagle Mines Ltd
AGNICO EAGLE MINES LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-294787.090000
CAD
-11570.180000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/GB/LGEN/SONIACOMPOUND/95181503
000000000
1.000000
NC
-36229.240000
-0.0102789
N/A
DE
CORP
GB
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
Legal & General Group PLC
LEGAL & GENERAL GROUP PLC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-325292.430000
GBP
-36229.240000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
TRS/DK/CARLB/CIBO01M/95179242
000000000
1.000000
NC
-54907.470000
-0.0155783
N/A
DE
CORP
DK
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
JP MORGAN CHASE BANK
CARLSBERG AS
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
7203592.800000
DKK
-54907.470000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/DE/KGX/ESTRCOMPOUND/95179235
000000000
1.000000
NC
5323.640000
0.00151042
N/A
DE
CORP
DE
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
KION Group AG
KION GROUP AG
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
55180.620000
EUR
5323.640000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/FITB/SOFRCOMPOUND/95124973
000000000
1.000000
NC
USD
7690.090000
0.00218183
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Fifth Third Bancorp
FIFTH THIRD BANCORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
293399.040000
USD
7690.090000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JP/7532/TONACOMPOUND/95115234
000000000
1.000000
NC
-11645.600000
-0.00330408
N/A
DE
CORP
JP
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
PAN PACIFIC INTERNATIONAL HOLDINGS CORP
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
24282720.050000
JPY
-11645.600000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JP/7532/TONACOMPOUND/95079077
000000000
1.000000
NC
-11757.760000
-0.0033359
N/A
DE
CORP
JP
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
PAN PACIFIC INTERNATIONAL HOLDINGS CORP
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
24516612.270000
JPY
-11757.760000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JP/7532/TONACOMPOUND/95076891
000000000
1.000000
NC
-2574.890000
-0.000730545
N/A
DE
CORP
JP
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
PAN PACIFIC INTERNATIONAL HOLDINGS CORP
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
5369003.740000
JPY
-2574.890000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
TRS/RYAAY/SOFRCOMPOUND/95073415
000000000
1.000000
NC
USD
34220.270000
0.00970894
N/A
DE
CORP
IE
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Ryanair Holdings PLC
RYANAIR HOLDINGS PLC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
283376.240000
USD
34220.270000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/INTU/SOFRCOMPOUND/95073413
000000000
1.000000
NC
USD
8090.540000
0.00229544
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Intuit Inc
INTUIT INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
140905.260000
USD
8090.540000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JP/7532/TONACOMPOUND/95073409
000000000
1.000000
NC
-2127.460000
-0.000603601
N/A
DE
CORP
JP
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
PAN PACIFIC INTERNATIONAL HOLDINGS CORP
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
4436063.920000
JPY
-2127.460000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS/SE/ESSITYB/STIB1M/95073407
000000000
1.000000
NC
7108.690000
0.00201687
N/A
DE
CORP
SE
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
UBS SECURITIES LLC
ESSITY AB
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
2721692.600000
SEK
7108.690000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/MNST/SOFRCOMPOUND/95073405
000000000
1.000000
NC
USD
9825.860000
0.00278778
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Monster Beverage Corp
MONSTER BEVERAGE CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
208523.540000
USD
9825.860000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/GB/LGEN/SONIACOMPOUND/95073403
000000000
1.000000
NC
-36395.000000
-0.010326
N/A
DE
CORP
GB
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
Legal & General Group PLC
LEGAL & GENERAL GROUP PLC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-326780.650000
GBP
-36395.000000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/CH/NESN/SF0001M/95073401
000000000
1.000000
NC
-20194.890000
-0.00572968
N/A
DE
CORP
CH
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
CITIBANK N A
NESTLE SA
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-633805.560000
CHF
-20194.890000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/R/SOFRCOMPOUND/95071311
000000000
1.000000
NC
USD
-123.550000
0
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Ryder System Inc
RYDER SYSTEM INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-3093.200000
USD
-123.550000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/TTD/SOFRCOMPOUND/95058417
000000000
1.000000
NC
USD
1864.850000
0.000529093
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
TRADE DESK INC/THE
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-70993.000000
USD
1864.850000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/CA/CAR/U/CDOR01/95058017
000000000
1.000000
NC
9542.520000
0.00270739
N/A
DE
CORP
CA
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
CANADIAN APARTMENT PROPERTIES REIT
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
643480.200000
CAD
9542.520000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/CA/TRI/CDOR01/95058013
000000000
1.000000
NC
-15366.850000
-0.00435987
N/A
DE
CORP
CA
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
THOMSON REUTERS CORP
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-800880.000000
CAD
-15366.850000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/ES/AMS/ESTRCOMPOUND/95057319
000000000
1.000000
NC
915.160000
0.000259648
N/A
DE
CORP
ES
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO
AMADEUS IT GROUP SA
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
19264.900000
EUR
915.160000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/ASO/SOFRCOMPOUND/95057190
000000000
1.000000
NC
USD
717.990000
0.000203707
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Academy Sports & Outdoors Inc
ACADEMY SPORTS & OUTDOORS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-49093.000000
USD
717.990000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/SIG/SOFRCOMPOUND/95057185
000000000
1.000000
NC
USD
-3149.390000
-0.000893542
N/A
DE
CORP
BM
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Signet Jewelers Ltd
SIGNET JEWELERS LTD
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-36072.000000
USD
-3149.390000
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
WELLTOWER INC
95040Q104
261.000000
NS
USD
15931.440000
0.00452005
Long
EC
CORP
US
N
1
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/GB/LGEN/SONIACOMPOUND/95033086
000000000
1.000000
NC
-23288.450000
-0.00660738
N/A
DE
CORP
GB
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
Legal & General Group PLC
LEGAL & GENERAL GROUP PLC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-209100.640000
GBP
-23288.450000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/CH/NESN/SF0001M/95033082
000000000
1.000000
NC
-12745.630000
-0.00361618
N/A
DE
CORP
CH
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
CITIBANK N A
NESTLE SA
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-400014.420000
CHF
-12745.630000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/CH/SOON/SF0001M/94991361
000000000
1.000000
NC
-3658.360000
-0.00103795
N/A
DE
CORP
CH
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
SONOVA HOLDING AG
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-197392.500000
CHF
-3658.360000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/ZTS/SOFRCOMPOUND/94991359
000000000
1.000000
NC
USD
1897.400000
0.000538329
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Zoetis Inc
ZOETIS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
258237.960000
USD
1897.400000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS/JP/2413/TONACOMPOUND/94991357
000000000
1.000000
NC
19734.740000
0.00559912
N/A
DE
CORP
JP
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
UBS SECURITIES LLC
M3 INC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
33072299.841000
JPY
19734.740000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/CRM/SOFRCOMPOUND/94991355
000000000
1.000000
NC
USD
52711.230000
0.0149552
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Salesforce Inc
SALESFORCE INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
510420.240000
USD
52711.230000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/FI/SAMPO/ESTRCOMPOUND/94991353
000000000
1.000000
NC
8606.500000
0.00244183
N/A
DE
CORP
FI
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO
SAMPO OYJ
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
303547.500000
EUR
8606.500000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
TRS/CA/DOO/CDOR01/94991351
000000000
1.000000
NC
13976.680000
0.00396545
N/A
DE
CORP
CA
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
JP MORGAN CHASE BANK
BRP INC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
573561.170000
CAD
13976.680000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/PT/EDPR/ESTRCOMPOUND/94991349
000000000
1.000000
NC
-16209.480000
-0.00459894
N/A
DE
CORP
ES
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
EDP Renovaveis SA
EDP RENOVAVEIS SA
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-266027.850000
EUR
-16209.480000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/CA/NTR/CDOR01/94991347
000000000
1.000000
NC
8510.650000
0.00241463
N/A
DE
CORP
CA
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Nutrien Ltd
NUTRIEN LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
227645.880000
CAD
8510.650000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS/JP/6965/TONACOMPOUND/94991341
000000000
1.000000
NC
42185.920000
0.0119689
N/A
DE
CORP
JP
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Hamamatsu Photonics KK
HAMAMATSU PHOTONICS KK
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
89253000.230000
JPY
42185.920000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/PFE/SOFRCOMPOUND/94991333
000000000
1.000000
NC
USD
-11544.730000
-0.00327546
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Pfizer Inc
PFIZER INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-176913.450000
USD
-11544.730000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS/NZ/FPH//94991329
000000000
1.000000
NC
-9125.460000
-0.00258907
N/A
DE
CORP
NZ
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
UBS SECURITIES LLC
FISHER & PAYKEL HEALTHCARE CORP LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-326393.650000
NZD
-9125.460000
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO
949746101
2377.000000
NS
USD
109318.230000
0.0310157
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/ASO/SOFRCOMPOUND/94972666
000000000
1.000000
NC
USD
1501.250000
0.000425933
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Academy Sports & Outdoors Inc
ACADEMY SPORTS & OUTDOORS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-102649.000000
USD
1501.250000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/WERN/SOFRCOMPOUND/94960175
000000000
1.000000
NC
USD
17.890000
0
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Werner Enterprises Inc
WERNER ENTERPRISES INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-43087.000000
USD
17.890000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/CA/NTR/CDOR01/94943235
000000000
1.000000
NC
8935.780000
0.00253525
N/A
DE
CORP
CA
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Nutrien Ltd
NUTRIEN LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
239017.240000
CAD
8935.780000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/ASO/SOFRCOMPOUND/94939751
000000000
1.000000
NC
USD
2871.950000
0.000814827
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Academy Sports & Outdoors Inc
ACADEMY SPORTS & OUTDOORS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-196372.000000
USD
2871.950000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/SIG/SOFRCOMPOUND/94924730
000000000
1.000000
NC
USD
-7584.790000
-0.00215195
N/A
DE
CORP
BM
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Signet Jewelers Ltd
SIGNET JEWELERS LTD
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-86873.400000
USD
-7584.790000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
TRS/GB/CRH/SONIACOMPOUND/94888820
000000000
1.000000
NC
32502.770000
0.00922166
N/A
DE
CORP
IE
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
CRH PLC
CRH PLC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
356598.900000
GBP
32502.770000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/PSA/SOFRCOMPOUND/94888816
000000000
1.000000
NC
USD
15516.480000
0.00440232
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Public Storage
PUBLIC STORAGE
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
257314.680000
USD
15516.480000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/FR/RCO/ESTRCOMPOUND/94888812
000000000
1.000000
NC
12289.690000
0.00348682
N/A
DE
CORP
FR
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
REMY COINTREAU SA
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-228616.000000
EUR
12289.690000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/COF/SOFRCOMPOUND/94888810
000000000
1.000000
NC
USD
-33899.750000
-0.00961801
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Capital One Financial Corp
CAPITAL ONE FINANCIAL CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-391731.930000
USD
-33899.750000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/MTCH/SOFRCOMPOUND/94888773
000000000
1.000000
NC
USD
-5494.720000
-0.00155896
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
MATCH GROUP INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
205777.760000
USD
-5494.720000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/FMC/SOFRCOMPOUND/94888766
000000000
1.000000
NC
USD
10693.990000
0.00303409
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
FMC Corp
FMC CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
285552.750000
USD
10693.990000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/WERN/SOFRCOMPOUND/94886788
000000000
1.000000
NC
USD
32.530000
0
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Werner Enterprises Inc
WERNER ENTERPRISES INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-78340.000000
USD
32.530000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/CVLG/SOFRCOMPOUND/94886732
000000000
1.000000
NC
USD
-9585.040000
-0.00271946
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
COVENANT LOGISTICS GROUP INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-51390.180000
USD
-9585.040000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/FCFS/SOFRCOMPOUND/94886044
000000000
1.000000
NC
USD
25892.490000
0.00734619
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
FirstCash Holdings Inc
FIRSTCASH HOLDINGS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
125540.800000
USD
25892.490000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/ATVI/SOFRCOMPOUND/94868333
000000000
1.000000
NC
USD
2436.920000
0.000691401
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Activision Blizzard Inc
ACTIVISION BLIZZARD INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
186576.000000
USD
2436.920000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/FR/RCO/ESTRCOMPOUND/94844133
000000000
1.000000
NC
6929.480000
0.00196603
N/A
DE
CORP
FR
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
REMY COINTREAU SA
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-128904.000000
EUR
6929.480000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/WERN/SOFRCOMPOUND/94832302
000000000
1.000000
NC
USD
63.440000
0
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Werner Enterprises Inc
WERNER ENTERPRISES INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-152763.000000
USD
63.440000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/DE/DTG/ESTRCOMPOUND/94827736
000000000
1.000000
NC
18102.160000
0.00513593
N/A
DE
CORP
DE
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Daimler Truck Holding AG
DAIMLER TRUCK HOLDING AG
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
466784.780000
EUR
18102.160000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/COF/SOFRCOMPOUND/94810311
000000000
1.000000
NC
USD
-45531.440000
-0.0129181
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Capital One Financial Corp
CAPITAL ONE FINANCIAL CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-526143.060000
USD
-45531.440000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/CF/SOFRCOMPOUND/94810307
000000000
1.000000
NC
USD
20810.570000
0.00590436
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
CF Industries Holdings Inc
CF INDUSTRIES HOLDINGS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
284280.000000
USD
20810.570000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/IT/ENEL/ESTRCOMPOUND/94794622
000000000
1.000000
NC
25458.690000
0.00722312
N/A
DE
CORP
IT
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Enel SpA
ENEL SPA
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
359379.330000
EUR
25458.690000
N
N
N
Webster Financial Corp
KMRURHT0VWKYS6Z5KU67
WEBSTER FINANCIAL CORP
947890109
691.000000
NS
USD
37493.660000
0.0106377
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/FMC/SOFRCOMPOUND/94770312
000000000
1.000000
NC
USD
6086.360000
0.00172682
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
FMC Corp
FMC CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
162519.000000
USD
6086.360000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS/JP/6965/TONACOMPOUND/94766387
000000000
1.000000
NC
20344.980000
0.00577226
N/A
DE
CORP
JP
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Hamamatsu Photonics KK
HAMAMATSU PHOTONICS KK
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
43043999.880000
JPY
20344.980000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/NL/ASML/ESTRCOMPOUND/94766385
000000000
1.000000
NC
38641.020000
0.0109632
N/A
DE
CORP
NL
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
ASML Holding NV
ASML HOLDING NV
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
202678.300000
EUR
38641.020000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/FR/OR/ESTRCOMPOUND/94766373
000000000
1.000000
NC
16397.340000
0.00465224
N/A
DE
CORP
FR
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA
L'OREAL SA
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-521986.500000
EUR
16397.340000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/FMC/SOFRCOMPOUND/94766371
000000000
1.000000
NC
USD
4920.520000
0.00139605
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
FMC Corp
FMC CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
131388.600000
USD
4920.520000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/DAVA/SOFRCOMPOUND/94766369
000000000
1.000000
NC
USD
43037.670000
0.0122106
N/A
DE
CORP
GB
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
CITIBANK N A
ENDAVA PLC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
221525.480000
USD
43037.670000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS/JP/4568/TONACOMPOUND/94745019
000000000
1.000000
NC
2887.140000
0.000819137
N/A
DE
CORP
JP
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Daiichi Sankyo Co Ltd
DAIICHI SANKYO CO LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
1682399.999000
JPY
2887.140000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/EL/SOFRCOMPOUND/94734017
000000000
1.000000
NC
USD
-8419.030000
-0.00238864
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
ESTEE LAUDER COS INC/THE
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
140140.840000
USD
-8419.030000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/DAVA/SOFRCOMPOUND/94714556
000000000
1.000000
NC
USD
3751.560000
0.00106439
N/A
DE
CORP
GB
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
CITIBANK N A
ENDAVA PLC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
19310.190000
USD
3751.560000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/DAVA/SOFRCOMPOUND/94670231
000000000
1.000000
NC
USD
3070.580000
0.000871182
N/A
DE
CORP
GB
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
CITIBANK N A
ENDAVA PLC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
15805.040000
USD
3070.580000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/TSN/SOFRCOMPOUND/94661752
000000000
1.000000
NC
USD
-9824.450000
-0.00278738
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
TYSON FOODS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-262581.900000
USD
-9824.450000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/DAVA/SOFRCOMPOUND/94661748
000000000
1.000000
NC
USD
15934.830000
0.00452101
N/A
DE
CORP
GB
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
CITIBANK N A
ENDAVA PLC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
82020.510000
USD
15934.830000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/TSN/SOFRCOMPOUND/94628675
000000000
1.000000
NC
USD
-9718.570000
-0.00275734
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
TYSON FOODS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-259752.070000
USD
-9718.570000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/BEKE/SOFRCOMPOUND/94624213
000000000
1.000000
NC
USD
-15444.140000
-0.0043818
N/A
DE
CORP
KY
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO
KE HOLDINGS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
77766.440000
USD
-15444.140000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/FMC/SOFRCOMPOUND/94581849
000000000
1.000000
NC
USD
11936.980000
0.00338675
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
FMC Corp
FMC CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
318743.250000
USD
11936.980000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/CH/ALC//94500634
000000000
1.000000
NC
32165.730000
0.00912603
N/A
DE
CORP
CH
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Alcon Inc
ALCON INC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
1378099.280000
CHF
32165.730000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/DAVA/SOFRCOMPOUND/94476632
000000000
1.000000
NC
USD
1262.900000
0.000358309
N/A
DE
CORP
GB
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
CITIBANK N A
ENDAVA PLC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
6500.460000
USD
1262.900000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/JP/3092/TONACOMPOUND/94410118
000000000
1.000000
NC
-12593.700000
-0.00357307
N/A
DE
CORP
JP
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
ZOZO Inc
ZOZO INC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-37999999.750000
JPY
-12593.700000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/DE/IFX/ESTRCOMPOUND/94410106
000000000
1.000000
NC
-2048.770000
-0.000581275
N/A
DE
CORP
DE
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Infineon Technologies AG
INFINEON TECHNOLOGIES AG
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-244813.050000
EUR
-2048.770000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/PNC/SOFRCOMPOUND/94409773
000000000
1.000000
NC
USD
-29465.570000
-0.00835994
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO
PNC FINANCIAL SERVICES GROUP INC/THE
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-629478.150000
USD
-29465.570000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS/AU/IAG/ADBB1M/94379440
000000000
1.000000
NC
-15556.270000
-0.00441361
N/A
DE
CORP
AU
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
UBS SECURITIES LLC
INSURANCE AUSTRALIA GROUP LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-701019.110000
AUD
-15556.270000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/PNC/SOFRCOMPOUND/94379436
000000000
1.000000
NC
USD
-20113.040000
-0.00570645
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO
PNC FINANCIAL SERVICES GROUP INC/THE
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-429678.450000
USD
-20113.040000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/CA/OLA/CDOR01/94359980
000000000
1.000000
NC
-7202.500000
-0.00204349
N/A
DE
CORP
CA
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Orla Mining Ltd
ORLA MINING LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
118170.000000
CAD
-7202.500000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/CA/KNT/CDOR01/94359977
000000000
1.000000
NC
-9951.330000
-0.00282338
N/A
DE
CORP
CA
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA
K92 MINING INC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
119187.000000
CAD
-9951.330000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/EXR/SOFRCOMPOUND/94348722
000000000
1.000000
NC
USD
27311.550000
0.00774881
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Extra Space Storage Inc
EXTRA SPACE STORAGE INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
493655.400000
USD
27311.550000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JP/4005/TONACOMPOUND/94179585
000000000
1.000000
NC
-3568.100000
-0.00101234
N/A
DE
CORP
JP
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Sumitomo Chemical Co Ltd
SUMITOMO CHEMICAL CO LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-33128000.080000
JPY
-3568.100000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
TRS/UNP/SOFRCOMPOUND/94179260
000000000
1.000000
NC
USD
4320.760000
0.00122588
N/A
DE
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Union Pacific Corp
UNION PACIFIC CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-507621.600000
USD
4320.760000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
TRS/APO/SOFRCOMPOUND/94179258
000000000
1.000000
NC
USD
59173.790000
0.0167887
N/A
DE
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Apollo Global Management Inc
APOLLO GLOBAL MANAGEMENT INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
454368.960000
USD
59173.790000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
TRS/HON/SOFRCOMPOUND/94179252
000000000
1.000000
NC
USD
68750.250000
0.0195058
N/A
DE
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Honeywell International Inc
HONEYWELL INTERNATIONAL INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
455346.880000
USD
68750.250000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/BURL/SOFRCOMPOUND/94179250
000000000
1.000000
NC
USD
20392.300000
0.00578568
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Burlington Stores Inc
BURLINGTON STORES INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
89558.700000
USD
20392.300000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
TRS/HON/SOFRCOMPOUND/94161474
000000000
1.000000
NC
USD
69578.890000
0.0197409
N/A
DE
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Honeywell International Inc
HONEYWELL INTERNATIONAL INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
460835.120000
USD
69578.890000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
TRS/HON/SOFRCOMPOUND/94146810
000000000
1.000000
NC
USD
27692.560000
0.00785691
N/A
DE
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Honeywell International Inc
HONEYWELL INTERNATIONAL INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
183413.440000
USD
27692.560000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS/JP/7974/TONACOMPOUND/94146804
000000000
1.000000
NC
4775.140000
0.0013548
N/A
DE
CORP
JP
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Nintendo Co Ltd
NINTENDO CO LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
36006000.194000
JPY
4775.140000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/CMCSA/SOFRCOMPOUND/94146800
000000000
1.000000
NC
USD
-23724.640000
-0.00673113
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO
COMCAST CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-827640.280000
USD
-23724.640000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/MPWR/SOFRCOMPOUND/94126809
000000000
1.000000
NC
USD
28191.860000
0.00799857
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Monolithic Power Systems Inc
MONOLITHIC POWER SYSTEMS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
390469.950000
USD
28191.860000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/IE/KSP/ESTRCOMPOUND/94111479
000000000
1.000000
NC
-2591.380000
-0.000735224
N/A
DE
CORP
IE
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Kingspan Group PLC
KINGSPAN GROUP PLC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-161730.140000
EUR
-2591.380000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/PFE/SOFRCOMPOUND/94111465
000000000
1.000000
NC
USD
-13139.860000
-0.00372803
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Pfizer Inc
PFIZER INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-201357.450000
USD
-13139.860000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/GPN/SOFRCOMPOUND/94063541
000000000
1.000000
NC
USD
2560.610000
0.000726494
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Global Payments Inc
GLOBAL PAYMENTS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
239213.910000
USD
2560.610000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS/JP/6367/TONACOMPOUND/94063539
000000000
1.000000
NC
-1334.180000
-0.000378532
N/A
DE
CORP
JP
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Daikin Industries Ltd
DAIKIN INDUSTRIES LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
36151999.960000
JPY
-1334.180000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/FR/OR/ESTRCOMPOUND/94063537
000000000
1.000000
NC
15592.440000
0.00442387
N/A
DE
CORP
FR
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA
L'OREAL SA
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-496363.500000
EUR
15592.440000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/NXPI/SOFRCOMPOUND/94063535
000000000
1.000000
NC
USD
-7698.320000
-0.00218416
N/A
DE
CORP
NL
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
NXP Semiconductors NV
NXP SEMICONDUCTORS NV
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-234225.660000
USD
-7698.320000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/DE/IFX/ESTRCOMPOUND/94063532
000000000
1.000000
NC
-1623.520000
-0.000460624
N/A
DE
CORP
DE
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Infineon Technologies AG
INFINEON TECHNOLOGIES AG
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-193998.650000
EUR
-1623.520000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/ROST/SOFRCOMPOUND/94063525
000000000
1.000000
NC
USD
32204.060000
0.00913691
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Ross Stores Inc
ROSS STORES INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
238735.350000
USD
32204.060000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/REXR/SOFRCOMPOUND/94034744
000000000
1.000000
NC
USD
9595.780000
0.00272251
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
REXFORD INDUSTRIAL REALTY INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
227506.150000
USD
9595.780000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS/SE/ESSITYB/STIB1M/94034739
000000000
1.000000
NC
14732.860000
0.00417999
N/A
DE
CORP
SE
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
UBS SECURITIES LLC
ESSITY AB
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
5640753.800000
SEK
14732.860000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/ATVI/SOFRCOMPOUND/94034289
000000000
1.000000
NC
USD
2530.650000
0.000717994
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Activision Blizzard Inc
ACTIVISION BLIZZARD INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
193752.000000
USD
2530.650000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS/JP/9843/TONACOMPOUND/94023678CA
000000000
1.000000
NC
-17133.020000
-0.00486096
N/A
DE
CORP
JP
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Nitori Holdings Co Ltd
NITORI HOLDINGS CO LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-25882500.000000
JPY
-17133.020000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS/JP/6273/TONACOMPOUND/94023656CA
000000000
1.000000
NC
-10536.140000
-0.0029893
N/A
DE
CORP
JP
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
SMC Corp
SMC CORP
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-77194000.000000
JPY
-10536.140000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS/JP/6752/TONACOMPOUND/94023651CA
000000000
1.000000
NC
11748.620000
0.00333331
N/A
DE
CORP
JP
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
UBS SECURITIES LLC
PANASONIC CORP
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
44383600.000000
JPY
11748.620000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS/JP/6465/TONACOMPOUND/94023641CA
000000000
1.000000
NC
7647.830000
0.00216984
N/A
DE
CORP
JP
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
UBS SECURITIES LLC
HOSHIZAKI CORP
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
140436000.000000
JPY
7647.830000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS/JP/6954/TONACOMPOUND/94023638CA
000000000
1.000000
NC
5646.490000
0.00160202
N/A
DE
CORP
JP
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
FANUC Corp
FANUC CORP
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-62527000.000000
JPY
5646.490000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/JP/9983/TONACOMPOUND/94023612CA
000000000
1.000000
NC
30510.620000
0.00865644
N/A
DE
CORP
JP
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
Fast Retailing Co Ltd
FAST RETAILING CO LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
53760000.000000
JPY
30510.620000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS/NL/AD/ESTRCOMPOUND/94023295CA
000000000
1.000000
NC
-23637.610000
-0.00670644
N/A
DE
CORP
NL
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Koninklijke Ahold Delhaize NV
KONINKLIJKE AHOLD DELHAIZE NV
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-524928.480000
EUR
-23637.610000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS/SE/SKFB/STIB1M/94023286CA
000000000
1.000000
NC
-7869.330000
-0.00223268
N/A
DE
CORP
SE
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
UBS SECURITIES LLC
SKF AB
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-3150268.800000
SEK
-7869.330000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/FR/TTE/ESTRCOMPOUND/94023095CA
000000000
1.000000
NC
59871.160000
0.0169866
N/A
DE
CORP
FR
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TotalEnergies SE
TOTALENERGIES SE
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
660158.720000
EUR
59871.160000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/GB/BARC/SONIACOMPOUND/94023079CA
000000000
1.000000
NC
-28853.370000
-0.00818625
N/A
DE
CORP
GB
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
Barclays PLC
BARCLAYS PLC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-463275.050000
GBP
-28853.370000
N
N
N
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
USD/THB FWD 20221209 MRMDUS33
000000000
1.000000
NC
USD
14512.650000
0.00411752
N/A
DFE
CORP
US
N
2
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
-21087538.770000
THB
570425.920000
USD
2022-12-09
14512.650000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/NXPI/SOFRCOMPOUND/93997684
000000000
1.000000
NC
USD
-14611.950000
-0.00414569
N/A
DE
CORP
NL
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
NXP Semiconductors NV
NXP SEMICONDUCTORS NV
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-444576.690000
USD
-14611.950000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/CDAY/SOFRCOMPOUND/93995081
000000000
1.000000
NC
USD
20502.490000
0.00581695
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Ceridian HCM Holding Inc
CERIDIAN HCM HOLDING INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
113832.640000
USD
20502.490000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/IR/SOFRCOMPOUND/93995079
000000000
1.000000
NC
USD
21229.920000
0.00602333
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
INGERSOLL RAND INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
267903.090000
USD
21229.920000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/PFE/SOFRCOMPOUND/93960201
000000000
1.000000
NC
USD
-4799.620000
-0.00136174
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Pfizer Inc
PFIZER INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-73550.250000
USD
-4799.620000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/DE/IFX/ESTRCOMPOUND/93960195
000000000
1.000000
NC
-2281.840000
-0.000647401
N/A
DE
CORP
DE
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Infineon Technologies AG
INFINEON TECHNOLOGIES AG
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-272663.250000
EUR
-2281.840000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/GB/LSEG/SONIACOMPOUND/93960193
000000000
1.000000
NC
4764.830000
0.00135187
N/A
DE
CORP
GB
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
CITIBANK N A
LONDON STOCK EXCHANGE GROUP PLC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
238259.700000
GBP
4764.830000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/ATVI/SOFRCOMPOUND/93932332
000000000
1.000000
NC
USD
2718.110000
0.00077118
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Activision Blizzard Inc
ACTIVISION BLIZZARD INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
208104.000000
USD
2718.110000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JBHT/SOFRCOMPOUND/93908707
000000000
1.000000
NC
USD
8335.690000
0.00236499
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
JB HUNT TRANSPORT SERVICES INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
271830.000000
USD
8335.690000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/PT/GALP/ESTRCOMPOUND/93908703
000000000
1.000000
NC
4065.700000
0.00115352
N/A
DE
CORP
PT
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Galp Energia SGPS SA
GALP ENERGIA SGPS SA
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
259068.750000
EUR
4065.700000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/ATVI/SOFRCOMPOUND/93900818
000000000
1.000000
NC
USD
8904.150000
0.00252628
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Activision Blizzard Inc
ACTIVISION BLIZZARD INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
681720.000000
USD
8904.150000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/NEE/SOFRCOMPOUND/93878170
000000000
1.000000
NC
USD
1662.590000
0.000471708
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
NextEra Energy Inc
NEXTERA ENERGY INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
32700.600000
USD
1662.590000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/PT/GALP/ESTRCOMPOUND/93829254
000000000
1.000000
NC
3536.100000
0.00100326
N/A
DE
CORP
PT
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Galp Energia SGPS SA
GALP ENERGIA SGPS SA
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
225321.570000
EUR
3536.100000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/MS/SOFRCOMPOUND/93829247
000000000
1.000000
NC
USD
-9890.180000
-0.00280603
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Morgan Stanley
MORGAN STANLEY
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-133529.340000
USD
-9890.180000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/BURL/SOFRCOMPOUND/93829235
000000000
1.000000
NC
USD
34640.430000
0.00982815
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Burlington Stores Inc
BURLINGTON STORES INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
152133.480000
USD
34640.430000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/ROST/SOFRCOMPOUND/93829233
000000000
1.000000
NC
USD
49004.700000
0.0139036
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Ross Stores Inc
ROSS STORES INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
363281.940000
USD
49004.700000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/VFC/SOFRCOMPOUND/93767051
000000000
1.000000
NC
USD
13357.050000
0.00378965
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
VF Corp
VF CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-295677.300000
USD
13357.050000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/DE/BAYN/ESTRCOMPOUND/93685544
000000000
1.000000
NC
16338.950000
0.00463567
N/A
DE
CORP
DE
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO
BAYER AG
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
278821.440000
EUR
16338.950000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS/JP/5401/TONACOMPOUND/93685542
000000000
1.000000
NC
1137.510000
0.000322733
N/A
DE
CORP
JP
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Nippon Steel Corp
NIPPON STEEL CORP
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
41091399.970000
JPY
1137.510000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS/NZ/FPH/NDBB1M/93685540
000000000
1.000000
NC
-8371.480000
-0.00237515
N/A
DE
CORP
NZ
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
UBS SECURITIES LLC
FISHER & PAYKEL HEALTHCARE CORP LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-299425.750000
NZD
-8371.480000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/MS/SOFRCOMPOUND/93685533
000000000
1.000000
NC
USD
-33167.240000
-0.00941018
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Morgan Stanley
MORGAN STANLEY
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-447797.700000
USD
-33167.240000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/NVDA/SOFRCOMPOUND/93685526
000000000
1.000000
NC
USD
13261.220000
0.00376246
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
NVIDIA Corp
NVIDIA CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
99027.040000
USD
13261.220000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/ATVI/SOFRCOMPOUND/93625777
000000000
1.000000
NC
USD
2624.380000
0.000744587
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Activision Blizzard Inc
ACTIVISION BLIZZARD INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
200928.000000
USD
2624.380000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/ATVI/SOFRCOMPOUND/93619310
000000000
1.000000
NC
USD
5155.030000
0.00146258
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Activision Blizzard Inc
ACTIVISION BLIZZARD INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
394680.000000
USD
5155.030000
N
N
N
Warner Music Group Corp
N/A
WARNER MUSIC GROUP CORP
934550203
313.000000
NS
USD
8144.260000
0.00231068
Long
EC
CORP
US
N
1
N
N
Warby Parker Inc
N/A
WARBY PARKER INC
93403J106
692.000000
NS
USD
11106.600000
0.00315115
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/SE/INVEA/STIB1M/93312575
000000000
1.000000
NC
-26924.330000
-0.00763895
N/A
DE
CORP
SE
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
INVESTOR AB
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-4432208.000000
SEK
-26924.330000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/ES/BBVA/EUR001M/93164851
000000000
1.000000
NC
-20961.010000
-0.00594704
N/A
DE
CORP
ES
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
BANCO BILBAO VIZCAYA ARGENTARIA SA
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-294399.660000
EUR
-20961.010000
N
N
N
Vulcan Materials Co
549300Q8LSNHAVWBNI21
VULCAN MATERIALS CO
929160109
115.000000
NS
USD
18825.500000
0.00534115
Long
EC
CORP
US
N
1
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
VOYA FINANCIAL INC
929089100
432.000000
NS
USD
29531.520000
0.00837865
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/KR/US0001M/92907949
000000000
1.000000
NC
USD
-37248.870000
-0.0105682
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
KROGER CO/THE
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-306139.700000
USD
-37248.870000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JP/6471/JY0001M/92873361
000000000
1.000000
NC
20812.330000
0.00590485
N/A
DE
CORP
JP
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
NSK Ltd
NSK LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
39273000.120000
JPY
20812.330000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JP/3769/JY0001M/92873357
000000000
1.000000
NC
-9404.640000
-0.00266828
N/A
DE
CORP
JP
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
GMO Payment Gateway Inc
GMO PAYMENT GATEWAY INC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-26676000.400000
JPY
-9404.640000
N
N
N
Vistra Operations Co LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATIONS CO LLC
92840VAL6
525000.000000
PA
USD
507120.080000
0.14388
Long
DBT
CORP
US
N
2
2025-05-13
Fixed
5.125
N
N
N
N
N
N
Vistra Corp
549300KP43CPCUJOOG15
VISTRA CORP
92840MAC6
197000.000000
PA
USD
175330.000000
0.0497445
Long
DBT
CORP
US
N
2
N/A
Variable
7.0
N
N
N
N
N
N
Vistra Corp
549300KP43CPCUJOOG15
VISTRA CORP
92840MAB8
205000.000000
PA
USD
194750.000000
0.0552543
Long
DBT
CORP
US
N
2
N/A
Variable
8.0
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/CA/CSU/CDOR01/92836060
000000000
1.000000
NC
21470.230000
0.00609151
N/A
DE
CORP
CA
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
CONSTELLATION SOFTWARE INC/CANADA
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
464357.530000
CAD
21470.230000
N
N
N
Virtus Investment Partners Inc
549300HWF93HB8BDM648
VIRTUS INVESTMENT PARTNERS INC
92828Q109
120.000000
NS
USD
20578.800000
0.0058386
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/CA/CSU/CDOR01/92827255
000000000
1.000000
NC
2395.080000
0.00067953
N/A
DE
CORP
CA
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
CONSTELLATION SOFTWARE INC/CANADA
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
51800.840000
CAD
2395.080000
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
VISA INC
92826C839
592.000000
NS
USD
122638.720000
0.0347949
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/CA/CSU/CDOR01/92824316
000000000
1.000000
NC
513.230000
0.000145613
N/A
DE
CORP
CA
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
CONSTELLATION SOFTWARE INC/CANADA
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
11100.180000
CAD
513.230000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/CA/CSU/CDOR01/92814731
000000000
1.000000
NC
3934.790000
0.00111637
N/A
DE
CORP
CA
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
CONSTELLATION SOFTWARE INC/CANADA
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
85101.380000
CAD
3934.790000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/CA/CSU/CDOR01/92810386
000000000
1.000000
NC
1197.540000
0.000339765
N/A
DE
CORP
CA
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
CONSTELLATION SOFTWARE INC/CANADA
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
25900.420000
CAD
1197.540000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JP/6923/JY0001M/92771335X
000000000
1.000000
NC
17493.740000
0.00496331
N/A
DE
CORP
JP
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Stanley Electric Co Ltd
STANLEY ELECTRIC CO LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
44066399.960000
JPY
17493.740000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/CA/CSU/CDOR01/92770638
000000000
1.000000
NC
2822.780000
0.000800876
N/A
DE
CORP
CA
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
CONSTELLATION SOFTWARE INC/CANADA
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
61050.990000
CAD
2822.780000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/NVDA/US0001M/92739297
000000000
1.000000
NC
USD
14517.770000
0.00411897
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
NVIDIA Corp
NVIDIA CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
108537.440000
USD
14517.770000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/ADI/US0001M/92687931
000000000
1.000000
NC
USD
-5391.560000
-0.00152969
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Analog Devices Inc
ANALOG DEVICES INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-226348.240000
USD
-5391.560000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/MX/ALFAA/MXIBTIIE/92678844CA
000000000
1.000000
NC
19721.310000
0.00559531
N/A
DE
CORP
MX
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
ALFA SAB DE CV
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
5369468.000000
MXN
19721.310000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/MX/ALPEKA/MXIBTIIE/92678842CA
000000000
1.000000
NC
-2223.560000
-0.000630866
N/A
DE
CORP
MX
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
ALPEK SAB DE CV
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-4207135.560000
MXN
-2223.560000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/CA/NA/CDOR01/92660304CA
000000000
1.000000
NC
88089.890000
0.0249928
N/A
DE
CORP
CA
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
National Bank of Canada
NATIONAL BANK OF CANADA
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
2033690.990000
CAD
88089.890000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/CA/CNQ/CDOR01/92660295CA
000000000
1.000000
NC
-97730.590000
-0.027728
N/A
DE
CORP
CA
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
CANADIAN NATURAL RESOURCES LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-1210947.920000
CAD
-97730.590000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/CA/ENB/CDOR01/92660287CA
000000000
1.000000
NC
-12948.650000
-0.00367378
N/A
DE
CORP
CA
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Enbridge Inc
ENBRIDGE INC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-413990.120000
CAD
-12948.650000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/CA/BMO/CDOR01/92660286CA
000000000
1.000000
NC
-2461.270000
-0.000698309
N/A
DE
CORP
CA
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Bank of Montreal
BANK OF MONTREAL
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-121208.360000
CAD
-2461.270000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/CA/BMO/CDOR01/92660283CA
000000000
1.000000
NC
-5527.570000
-0.00156828
N/A
DE
CORP
CA
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Bank of Montreal
BANK OF MONTREAL
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-272413.960000
CAD
-5527.570000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/AU/IGO/ADBB1M/92652592CA
000000000
1.000000
NC
5812.410000
0.00164909
N/A
DE
CORP
AU
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
IGO Ltd
IGO LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
681751.730000
AUD
5812.410000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/SE/ALFA/STIB1M/92652586CA
000000000
1.000000
NC
-6636.310000
-0.00188285
N/A
DE
CORP
SE
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Alfa Laval AB
ALFA LAVAL AB
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
2119603.200000
SEK
-6636.310000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/HK/1299/HIHD01M/92652585CA
000000000
1.000000
NC
-41770.150000
-0.011851
N/A
DE
CORP
HK
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
AIA Group Ltd
AIA GROUP LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
2678940.000000
HKD
-41770.150000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/SE/ATCOB/STIB1M/92652541CA
000000000
1.000000
NC
18115.970000
0.00513985
N/A
DE
CORP
SE
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO
ATLAS COPCO AB
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
2131205.040000
SEK
18115.970000
N
N
N
VICI Properties LP / VICI Note Co Inc
N/A
VICI PROPERTIES LP / VICI NOTE CO INC
92564RAF2
2000000.000000
PA
USD
1970000.000000
0.558927
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
5.625
N
N
N
N
N
N
Verus Securitization Trust 2022-1
N/A
VERUS SECURITIZATION TRUST 2022-1
92538WAA5
202621.550000
PA
USD
165247.340000
0.0468838
Long
ABS-MBS
CORP
US
N
2
2067-01-25
Variable
2.724
N
N
N
N
N
N
Verus Securitization Trust 2022-4
N/A
VERUS SECURITIZATION TRUST 2022-4
92538NAB3
318046.760000
PA
USD
293136.160000
0.0831683
Long
ABS-MBS
CORP
US
N
2
2067-04-25
Variable
4.735
N
N
N
N
N
N
TK Elevator Holdco GmbH
2549008GCHWX9EEMIS56
TK ELEVATOR HOLDCO GMBH
92537VAA8
400000.000000
PA
USD
329000.000000
0.0933436
Long
DBT
CORP
DE
N
2
2028-07-15
Fixed
7.625
N
N
N
N
N
N
Verscend Escrow Corp
N/A
VERSCEND ESCROW CORP
92535WAA8
1000000.000000
PA
USD
1002500.000000
0.284428
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
9.75
N
N
N
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
VERTEX PHARMACEUTICALS INC
92532F100
1219.000000
NS
USD
380328.000000
0.107906
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JP/6923/JY0001M/92523395
000000000
1.000000
NC
14625.910000
0.00414965
N/A
DE
CORP
JP
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Stanley Electric Co Ltd
STANLEY ELECTRIC CO LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
36842400.021000
JPY
14625.910000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/NVDA/US0001M/92498785
000000000
1.000000
NC
USD
1812.730000
0.000514306
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
NVIDIA Corp
NVIDIA CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
13552.320000
USD
1812.730000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/WCN/US0001M/92489124CA
000000000
1.000000
NC
USD
7301.830000
0.00207167
N/A
DE
CORP
CA
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
Waste Connections Inc
WASTE CONNECTIONS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
437867.540000
USD
7301.830000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/AON/US0001M/92489111CA
000000000
1.000000
NC
USD
-6545.490000
-0.00185708
N/A
DE
CORP
IE
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
CITIBANK N A
AON PLC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-340039.130000
USD
-6545.490000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS/CH/SCHN/SF0001M/92482019CA
000000000
1.000000
NC
-7618.530000
-0.00216152
N/A
DE
CORP
CH
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
UBS SECURITIES LLC
SCHINDLER HOLDING AG
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-177357.600000
CHF
-7618.530000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS/DK/DSV/CIBO01M/92482018CA
000000000
1.000000
NC
-33250.570000
-0.00943382
N/A
DE
CORP
DK
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
DSV A/S
DSV A/S
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-1776476.800000
DKK
-33250.570000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/CH/PGHN/SF0001M/92481901CA
000000000
1.000000
NC
27045.480000
0.00767332
N/A
DE
CORP
CH
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
CITIBANK N A
PARTNERS GROUP HOLDING AG
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
213119.400000
CHF
27045.480000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/DE/KGX/EUR001M/92481888CA
000000000
1.000000
NC
5938.790000
0.00168495
N/A
DE
CORP
DE
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
KION Group AG
KION GROUP AG
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
61584.600000
EUR
5938.790000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/AT/BG/EUR001M/92481881CA
000000000
1.000000
NC
29323.020000
0.0083195
N/A
DE
CORP
AT
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
BAWAG Group AG
BAWAG GROUP AG
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
276971.520000
EUR
29323.020000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/SE/ASSAB/STIB1M/92481879CA
000000000
1.000000
NC
15437.990000
0.00438005
N/A
DE
CORP
SE
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
CITIBANK N A
ASSA ABLOY AB
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
2029518.000000
SEK
15437.990000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/CH/STMN/SF0001M/92481847CA
000000000
1.000000
NC
-3844.070000
-0.00109064
N/A
DE
CORP
CH
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
CITIBANK N A
STRAUMANN HOLDING AG
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-161270.600000
CHF
-3844.070000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
TRS/CH/SGSN/SF0001M/92481845CA
000000000
1.000000
NC
-12995.980000
-0.00368721
N/A
DE
CORP
CH
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
CITIBANK N A
SGS SA
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-205821.000000
CHF
-12995.980000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/PTC/US0001M/92469375
000000000
1.000000
NC
USD
-30914.940000
-0.00877116
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
PTC Inc
PTC INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-360505.140000
USD
-30914.940000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/MCHP/US0001M/92469374
000000000
1.000000
NC
USD
-29137.700000
-0.00826692
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Microchip Technology Inc
MICROCHIP TECHNOLOGY INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-631129.520000
USD
-29137.700000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/DD/US0001M/92469373
000000000
1.000000
NC
USD
-24273.470000
-0.00688685
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
DuPont de Nemours Inc
DUPONT DE NEMOURS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-330496.200000
USD
-24273.470000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/021ESC01/US0001M/92068615CA
000000000
1.000000
NC
USD
-38.900000
0
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
ALTABA INC ESCROW
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
30000.000000
USD
-38.900000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JKHY/US0001M/92398271
000000000
1.000000
NC
USD
-27622.970000
-0.00783716
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Jack Henry & Associates Inc
JACK HENRY & ASSOCIATES INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-429640.000000
USD
-27622.970000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JKHY/US0001M/92387996
000000000
1.000000
NC
USD
-44701.180000
-0.0126826
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Jack Henry & Associates Inc
JACK HENRY & ASSOCIATES INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-695269.600000
USD
-44701.180000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/SYF/US0001M/92349519
000000000
1.000000
NC
USD
-43692.370000
-0.0123964
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Synchrony Financial
SYNCHRONY FINANCIAL
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-392956.550000
USD
-43692.370000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/DFS/US0001M/92349516
000000000
1.000000
NC
USD
-51666.090000
-0.0146587
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Discover Financial Services
DISCOVER FINANCIAL SERVICES
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-414819.380000
USD
-51666.090000
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VGB4
150000.000000
PA
USD
101401.800000
0.0287696
Long
DBT
CORP
US
N
2
2051-03-22
Fixed
3.55
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343V104
1224.000000
NS
USD
45740.880000
0.0129776
Long
EC
CORP
US
N
1
N
N
N
VeriSign Inc
LMPL4N8ZOJRMF0KOF759
VERISIGN INC
92343E102
143.000000
NS
USD
28665.780000
0.00813303
Long
EC
CORP
US
N
1
N
N
N
Velocity Acquisition Corp
N/A
VELOCITY ACQUISITION CORP
92259E112
8054.000000
NS
USD
137.720000
0
Long
EC
CORP
US
N
2
N
N
N
Velocity Acquisition Corp
N/A
VELOCITY ACQUISITION CORP
92259E104
24163.000000
NS
USD
239938.590000
0.0680752
Long
EC
CORP
US
N
1
N
N
N
Veeva Systems Inc
549300YZEXPDB92M2F02
VEEVA SYSTEMS INC
922475108
2083.000000
NS
USD
349819.020000
0.0992503
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/SNA/US0001M/92239813
000000000
1.000000
NC
USD
-23543.870000
-0.00667984
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Snap-on Inc
SNAP-ON INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-539962.500000
USD
-23543.870000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/INCY/US0001M/92224828
000000000
1.000000
NC
USD
-1942.920000
-0.000551243
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Incyte Corp
INCYTE CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-35180.000000
USD
-1942.920000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/INCY/US0001M/92202615
000000000
1.000000
NC
USD
-2720.080000
-0.000771739
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Incyte Corp
INCYTE CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-49252.000000
USD
-2720.080000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/INCY/US0001M/92185862
000000000
1.000000
NC
USD
-2720.080000
-0.000771739
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Incyte Corp
INCYTE CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-49252.000000
USD
-2720.080000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/AKICW/US0001M/92181894CA
000000000
1.000000
NC
USD
-179.060000
0
N/A
DE
CORP
KY
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
SPORTS VENT ACQ CL A WTS 12/27
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
198.010000
USD
-179.060000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/AKIC/US0001M/92181892CA
000000000
1.000000
NC
USD
-87.180000
0
N/A
DE
CORP
KY
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
SPORTS VENTURES ACQUISITION CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
148169.990000
USD
-87.180000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/CAT/US0001M/92166853
000000000
1.000000
NC
USD
-33798.430000
-0.00958926
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Caterpillar Inc
CATERPILLAR INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-166878.400000
USD
-33798.430000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/PRU/US0001M/92166831
000000000
1.000000
NC
USD
-26570.300000
-0.0075385
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Prudential Financial Inc
PRUDENTIAL FINANCIAL INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-277793.330000
USD
-26570.300000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/INCY/US0001M/92157370
000000000
1.000000
NC
USD
-5634.450000
-0.0015986
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Incyte Corp
INCYTE CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-102022.000000
USD
-5634.450000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/INCY/US0001M/92157346
000000000
1.000000
NC
USD
-1018.090000
-0.000288852
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Incyte Corp
INCYTE CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-18434.320000
USD
-1018.090000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/INCY/US0001M/92098918
000000000
1.000000
NC
USD
-7383.080000
-0.00209472
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Incyte Corp
INCYTE CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-133684.000000
USD
-7383.080000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
TRS/LOW/US0001M/92068842CA
000000000
1.000000
NC
USD
-3037.250000
-0.000861726
N/A
DE
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
JP MORGAN CHASE BANK
LOWE'S COS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-356349.240000
USD
-3037.250000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/UDR/US0001M/92068826CA
000000000
1.000000
NC
USD
-1797.230000
-0.000509908
N/A
DE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
UDR Inc
UDR INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-229229.200000
USD
-1797.230000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/IP/US0001M/92068786CA
000000000
1.000000
NC
USD
1810.710000
0.000513733
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
International Paper Co
INTERNATIONAL PAPER CO
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
183961.280000
USD
1810.710000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/CTAQ/US0001M/92068777CA
000000000
1.000000
NC
USD
68.300000
0
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO
CARNEY TECHNOLOGY ACQUISITION CORP II
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
166007.320000
USD
68.300000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/MNST/US0001M/92068772CA
000000000
1.000000
NC
USD
16148.390000
0.00458161
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Monster Beverage Corp
MONSTER BEVERAGE CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
343844.860000
USD
16148.390000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/MSFT/US0001M/92068764CA
000000000
1.000000
NC
USD
-17456.190000
-0.00495265
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Microsoft Corp
MICROSOFT CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
717578.130000
USD
-17456.190000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/XOM/US0001M/92068722CA
000000000
1.000000
NC
USD
-10990.020000
-0.00311808
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Exxon Mobil Corp
EXXON MOBIL CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-109977.660000
USD
-10990.020000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/EUCR/US0001M/92068627CA
000000000
1.000000
NC
USD
-686.200000
-0.000194688
N/A
DE
CORP
VG
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
EUCRATES BIOMEDICAL ACQUISITION CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
39156.000000
USD
-686.200000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/VIIAW/US0001M/92068619CA
000000000
1.000000
NC
USD
-53.040000
0
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
7GC & CO HOLDINGS CL A WTS 12/26
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
109.380000
USD
-53.040000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/LIN/US0001M/92068618CA
000000000
1.000000
NC
USD
48207.110000
0.0136773
N/A
DE
CORP
IE
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Linde PLC
LINDE PLC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
847254.720000
USD
48207.110000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/EUCRW/US0001M/92068614CA
000000000
1.000000
NC
USD
13.090000
0
N/A
DE
CORP
VG
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
N/A
EUCRATES BIOMEDICAL ACQ WTS 12/25
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
25.870000
USD
13.090000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/CTAQ/US0001M/92068610CA
000000000
1.000000
NC
USD
53.920000
0
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
CARNEY TECHNOLOGY ACQUISITION CORP II
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
129740.000000
USD
53.920000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/VII/US0001M/92068609CA
000000000
1.000000
NC
USD
30.360000
0
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
7GC & CO HOLDINGS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
72701.240000
USD
30.360000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/PTIC/US0001M/92068596CA
000000000
1.000000
NC
USD
423.970000
0.000120288
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
PROPTECH INVESTMENT CORP II
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
95712.000000
USD
423.970000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/FNV/US0001M/92065953CA
000000000
1.000000
NC
USD
6946.740000
0.00197092
N/A
DE
CORP
CA
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Franco-Nevada Corp
FRANCO-NEVADA CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
190972.240000
USD
6946.740000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/RNR/US0001M/92065936CA
000000000
1.000000
NC
USD
49592.750000
0.0140704
N/A
DE
CORP
BM
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
RenaissanceRe Holdings Ltd
RENAISSANCERE HOLDINGS LTD
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
571931.120000
USD
49592.750000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/SNRH/US0001M/92065931CA
000000000
1.000000
NC
USD
358.030000
0.00010158
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
SENIOR CONNECT ACQUISITION CORP I
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
147725.490000
USD
358.030000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/ROST/US0001M/92065906CA
000000000
1.000000
NC
USD
30056.190000
0.00852751
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Ross Stores Inc
ROSS STORES INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
223072.290000
USD
30056.190000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/STZ/US0001M/92065905CA
000000000
1.000000
NC
USD
90135.550000
0.0255732
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
CONSTELLATION BRANDS INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
889359.400000
USD
90135.550000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/DHR/US0001M/92065892CA
000000000
1.000000
NC
USD
-702.500000
-0.000199313
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Danaher Corp
DANAHER CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
21054.330000
USD
-702.500000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/ISRG/US0001M/92065888CA
000000000
1.000000
NC
USD
91078.020000
0.0258406
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Intuitive Surgical Inc
INTUITIVE SURGICAL INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
308945.000000
USD
91078.020000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/RMD/US0001M/92065872CA
000000000
1.000000
NC
USD
13758.320000
0.0039035
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
ResMed Inc
RESMED INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
354320.000000
USD
13758.320000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/GS/US0001M/92065863CA
000000000
1.000000
NC
USD
59849.770000
0.0169805
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
GOLDMAN SACHS GROUP INC/THE
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
491962.840000
USD
59849.770000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/STT/US0001M/92065858CA
000000000
1.000000
NC
USD
86358.800000
0.0245016
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
State Street Corp
STATE STREET CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
546213.600000
USD
86358.800000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/GE/US0001M/92065848CA
000000000
1.000000
NC
USD
119265.360000
0.0338379
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
GENERAL ELECTRIC CO
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
902347.240000
USD
119265.360000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/D/US0001M/92065814CA
000000000
1.000000
NC
USD
19445.950000
0.00551719
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Dominion Energy Inc
DOMINION ENERGY INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
276787.200000
USD
19445.950000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/MAA/US0001M/92065739CA
000000000
1.000000
NC
USD
-13760.460000
-0.0039041
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
MID-AMERICA APARTMENT COMMUNITIES INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-250105.900000
USD
-13760.460000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/ABMD/US0001M/92065723CA
000000000
1.000000
NC
USD
5803.830000
0.00164666
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
ABIOMED Inc
ABIOMED INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-243945.020000
USD
5803.830000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/FBHS/US0001M/92065718CA
000000000
1.000000
NC
USD
-14096.970000
-0.00399958
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
FORTUNE BRANDS HOME & SECURITY INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-180013.140000
USD
-14096.970000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/POOL/US0001M/92065707CA
000000000
1.000000
NC
USD
11293.000000
0.00320404
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Pool Corp
POOL CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-245221.900000
USD
11293.000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/XOM/US0001M/92065651CA
000000000
1.000000
NC
USD
-115827.360000
-0.0328624
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Exxon Mobil Corp
EXXON MOBIL CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-1159041.780000
USD
-115827.360000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/TFC/US0001M/92065649CA
000000000
1.000000
NC
USD
-2506.460000
-0.00071113
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Truist Financial Corp
TRUIST FINANCIAL CORP
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-370546.200000
USD
-2506.460000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/ADSK/US0001M/92065460CA
000000000
1.000000
NC
USD
-17404.160000
-0.00493789
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Autodesk Inc
AUTODESK INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-225524.500000
USD
-17404.160000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/BMY/US0001M/92065347CA
000000000
1.000000
NC
USD
-126925.460000
-0.0360112
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Bristol-Myers Squibb Co
BRISTOL-MYERS SQUIBB CO
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-1386485.120000
USD
-126925.460000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/CAT/US0001M/92065335CA
000000000
1.000000
NC
USD
-138342.870000
-0.0392505
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Caterpillar Inc
CATERPILLAR INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-683062.400000
USD
-138342.870000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/ADI/US0001M/92065307CA
000000000
1.000000
NC
USD
-17868.030000
-0.0050695
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Analog Devices Inc
ANALOG DEVICES INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-750135.040000
USD
-17868.030000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/IDXX/US0001M/92065284CA
000000000
1.000000
NC
USD
-17801.540000
-0.00505064
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
IDEXX Laboratories Inc
IDEXX LABORATORIES INC
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-306219.980000
USD
-17801.540000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JNJ/US0001M/92065282CA
000000000
1.000000
NC
USD
-28835.700000
-0.00818124
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Johnson & Johnson
JOHNSON & JOHNSON
Y
Equity Performance Leg
2024-01-18
0.000000
USD
0.000000
USD
-671191.110000
USD
-28835.700000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/IT/SRG/EUR001M/92059965CA
000000000
1.000000
NC
-38014.300000
-0.0107854
N/A
DE
CORP
IT
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO
SNAM SPA
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-644910.611000
EUR
-38014.300000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
TRS/GB/HL//BP0001M/92059954CA
000000000
1.000000
NC
12901.350000
0.00366036
N/A
DE
CORP
GB
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Hargreaves Lansdown PLC
HARGREAVES LANSDOWN PLC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-262527.500000
GBP
12901.350000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/FR/HO/EUR001M/92059909CA
000000000
1.000000
NC
43864.350000
0.0124452
N/A
DE
CORP
FR
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Thales SA
THALES SA
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
348080.600000
EUR
43864.350000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/CH/GIVN/SF0001M/92059904CA
000000000
1.000000
NC
-8009.650000
-0.00227249
N/A
DE
CORP
CH
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA
GIVAUDAN SA
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-246245.000000
CHF
-8009.650000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/FR/LR/EUR001M/92059881CA
000000000
1.000000
NC
24298.190000
0.00689386
N/A
DE
CORP
FR
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Legrand SA
LEGRAND SA
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
311279.760000
EUR
24298.190000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/GB/SMIN/BP0001M/92059880CA
000000000
1.000000
NC
9162.560000
0.00259959
N/A
DE
CORP
GB
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Smiths Group PLC
SMITHS GROUP PLC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
243438.170000
GBP
9162.560000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
TRS/IT/BMED/EUR001M/92059878CA
000000000
1.000000
NC
55560.880000
0.0157637
N/A
DE
CORP
IT
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
Banca Mediolanum SpA
BANCA MEDIOLANUM SPA
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
496545.340000
EUR
55560.880000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JP/6971/JY0001M/92059853CA
000000000
1.000000
NC
-5194.320000
-0.00147373
N/A
DE
CORP
JP
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Kyocera Corp
KYOCERA CORP
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-34676600.000000
JPY
-5194.320000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JP/4503/JY0001M/92059839CA
000000000
1.000000
NC
17169.920000
0.00487143
N/A
DE
CORP
JP
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Astellas Pharma Inc
ASTELLAS PHARMA INC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
52179600.000000
JPY
17169.920000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/GB/IHG/BP0001M/92059832CA
000000000
1.000000
NC
30513.340000
0.00865722
N/A
DE
CORP
GB
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
INTERCONTINENTAL HOTELS GROUP PLC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
685196.400000
GBP
30513.340000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JP/2587/JY0001M/92059822CA
000000000
1.000000
NC
-6233.650000
-0.00176861
N/A
DE
CORP
JP
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Suntory Beverage & Food Ltd
SUNTORY BEVERAGE & FOOD LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
46736000.000000
JPY
-6233.650000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/GB/BNZL/BP0001M/92059795CA
000000000
1.000000
NC
-17270.730000
-0.00490004
N/A
DE
CORP
GB
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Bunzl PLC
BUNZL PLC
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-414739.380000
GBP
-17270.730000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/IT/ISP/EUR001M/92059787CA
000000000
1.000000
NC
-21123.500000
-0.00599314
N/A
DE
CORP
IT
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Intesa Sanpaolo SpA
INTESA SANPAOLO SPA
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
-200689.020000
EUR
-21123.500000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS/JP/5802/JY0001M/92059770CA
000000000
1.000000
NC
8182.530000
0.00232154
N/A
DE
CORP
JP
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
SUMITOMO ELECTRIC INDUSTRIES LTD
Y
Equity Performance Leg
2024-01-17
0.000000
USD
0.000000
USD
35825750.000000
JPY
8182.530000
N
N
N
VMG Consumer Acquisition Corp
N/A
VMG CONSUMER ACQUISITION CORP
91842V201
49232.000000
NS
USD
495766.240000
0.140658
Long
EC
CORP
US
N
1
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324PEK4
115000.000000
PA
USD
100277.240000
0.0284506
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
4.75
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324P102
2589.000000
NS
USD
1437283.350000
0.407785
Long
EC
CORP
US
N
1
N
N
N
United States Steel Corp
JNLUVFYJT1OZSIQ24U47
UNITED STATES STEEL CORP
912909AT5
318000.000000
PA
USD
537022.500000
0.152364
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
5.0
N
N
N
N
Y
United States Steel Corp
United States Steel Corp
USD
XXXX
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CCK5
4600000.000000
PA
USD
4464875.000000
1.26677
Long
DBT
UST
US
N
2
2023-06-30
Fixed
0.125
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828UN8
4000000.000000
PA
USD
3973750.000000
1.12743
Long
DBT
UST
US
N
2
2023-02-15
Fixed
2.0
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
UNITED STATES TREASURY INFLATION INDEXED BONDS
912828UH1
1629549.700000
PA
USD
1625730.440000
0.461251
Long
DBT
UST
US
N
2
2023-01-15
Fixed
0.125
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828TY6
360000.000000
PA
USD
359662.500000
0.102043
Long
DBT
UST
US
N
2
2022-11-15
Fixed
1.625
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
UNITED STATES TREASURY INFLATION INDEXED BONDS
9128284H0
1371214.000000
PA
USD
1362215.410000
0.386486
Long
DBT
UST
US
N
2
2023-04-15
Fixed
0.625
N
N
N
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
UNITED PARCEL SERVICE INC
911312106
650.000000
NS
USD
109050.500000
0.0309397
Long
EC
CORP
US
N
1
N
N
N
United Airlines Inc
K1OQBWM7XEOO08LDNP29
UNITED AIRLINES INC
90932LAG2
375000.000000
PA
USD
343125.000000
0.0973511
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.375
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP
907818108
69.000000
NS
USD
13602.660000
0.00385933
Long
EC
CORP
US
N
1
N
N
N
Ultragenyx Pharmaceutical Inc
529900EV44GVDN1DCX77
ULTRAGENYX PHARMACEUTICAL INC
90400D108
316.000000
NS
USD
12785.360000
0.00362745
Long
EC
CORP
US
N
1
N
N
N
US Airways 2013-1 Class A Pass Through Trust
N/A
US AIRWAYS 2013-1 CLASS A PASS THROUGH TRUST
90346WAA1
50006.768000
PA
USD
43880.940000
0.0124499
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.95
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP
902973304
1248.000000
NS
USD
52977.600000
0.0150308
Long
EC
CORP
US
N
1
N
N
N
US Foods Inc
5493000JOOFAOUY1JZ87
US FOODS INC
90290MAC5
1200000.000000
PA
USD
1195500.000000
0.339186
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
6.25
N
N
N
N
N
N
Vnet Group Inc
529900672GYJQ3T38I58
VNET GROUP INC
90138VAB3
530000.000000
PA
USD
439552.320000
0.124709
Long
DBT
CORP
KY
N
2
2026-02-01
None
0.0
N
N
N
N
N
N
2020 Cash Mandatory Exchangeable Trust
N/A
2020 CASH MANDATORY EXCHANGEABLE TRUST
901375105
250.000000
NS
USD
318534.800000
0.0903744
Long
EP
CORP
US
N
2
N
N
N
Tutor Perini Corp
549300FHXYVPW8LJ6D98
TUTOR PERINI CORP
901109AF5
500000.000000
PA
USD
401250.000000
0.113842
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.875
N
N
N
N
N
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
USD/TWD FWD 20230119 MRMDUS33
000000000
1.000000
NC
USD
-13789.570000
-0.00391236
N/A
DFE
CORP
US
N
2
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
-608495.070000
USD
19125000.000000
TWD
2023-01-19
-13789.570000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
USD/ILS FWD 20230119 MSLNGB2X
000000000
1.000000
NC
USD
-2299.040000
-0.000652281
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
-418455.010000
USD
1460000.000000
ILS
2023-01-19
-2299.040000
N
N
N
Trinity Capital Inc
549300YGT4SBRQYDVU48
TRINITY CAPITAL INC
896442308
1121.000000
NS
USD
13362.320000
0.00379114
Long
EC
CORP
US
N
1
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
TRAVELERS COS INC/THE
89417E109
95.000000
NS
USD
17523.700000
0.00497181
Long
EC
CORP
US
N
1
N
N
N
Transocean Pontus Ltd
N/A
TRANSOCEAN PONTUS LTD
89382PAA3
22400.000000
PA
USD
21504.000000
0.00610109
Long
DBT
CORP
KY
N
2
2025-08-01
Fixed
6.125
N
N
N
N
N
N
Transocean Proteus Ltd
5493000CTMQ2LH21VM89
TRANSOCEAN PROTEUS LTD
893829AA9
123750.000000
PA
USD
120656.250000
0.0342325
Long
DBT
CORP
KY
N
2
2024-12-01
Fixed
6.25
N
N
N
N
N
N
Transocean Phoenix 2 Ltd
N/A
TRANSOCEAN PHOENIX 2 LTD
893828AA1
43999.910000
PA
USD
43449.910000
0.0123276
Long
DBT
CORP
KY
N
2
2024-10-15
Fixed
7.75
N
N
N
N
N
N
Townsquare Media Inc
549300XBA8C68H0DR538
TOWNSQUARE MEDIA INC
892231AB7
775000.000000
PA
USD
729468.750000
0.206964
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
6.875
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
TORONTO-DOMINION BANK/THE
89117F8Z5
200000.000000
PA
USD
199896.600000
0.0567145
Long
DBT
CORP
CA
N
2
2082-10-31
Variable
8.125
N
N
N
N
N
N
Toll Brothers Finance Corp
N/A
TOLL BROTHERS FINANCE CORP
88947EAN0
500000.000000
PA
USD
495000.000000
0.140441
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
4.375
N
N
N
N
N
N
Tobacco Settlement Financing Corp/VA
N/A
TOBACCO SETTLEMENT FINANCING CORP/VA
88880NAT6
285000.000000
PA
USD
243365.780000
0.0690475
Long
DBT
MUN
US
N
2
2046-06-01
Fixed
6.706
N
N
N
N
N
N
Tobacco Settlement Finance Authority
N/A
TOBACCO SETTLEMENT FINANCE AUTHORITY
88880LAW3
115000.000000
PA
USD
97774.540000
0.0277405
Long
DBT
MUN
US
N
2
2049-06-01
Fixed
4.875
N
N
N
N
N
N
Tobacco Settlement Finance Authority
N/A
TOBACCO SETTLEMENT FINANCE AUTHORITY
88880LAB9
500000.000000
PA
USD
36129.100000
0.0102505
Long
DBT
MUN
US
N
2
2047-06-01
None
0.0
N
N
N
N
N
N
Toast Inc
549300TN1PZNLCD4I551
TOAST INC
888787108
782.000000
NS
USD
17274.380000
0.00490107
Long
EC
CORP
US
N
1
N
N
N
Cloud Software Group Holdings Inc
N/A
CLOUD SOFTWARE GROUP HOLDINGS INC
88632QAE3
345000.000000
PA
USD
300581.250000
0.0852806
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
6.5
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC
883556102
265.000000
NS
USD
136202.050000
0.0386431
Long
EC
CORP
US
N
1
N
N
N
Trade Desk Inc/The
549300GXPD31VT3E0P46
TRADE DESK INC/THE
88339J105
831.000000
NS
USD
44242.440000
0.0125524
Long
EC
CORP
US
N
1
N
N
N
Thaioil Treasury Center Co Ltd
549300NH03B9E8VGJR89
THAIOIL TREASURY CENTER CO LTD
88323AAG7
310000.000000
PA
USD
225306.450000
0.0639237
Long
DBT
CORP
TH
N
2
2030-06-18
Fixed
2.5
N
N
N
N
N
N
Thaioil Treasury Center Co Ltd
549300NH03B9E8VGJR89
THAIOIL TREASURY CENTER CO LTD
88323AAE2
310000.000000
PA
USD
152833.330000
0.0433617
Long
DBT
CORP
TH
N
2
2049-10-17
Fixed
3.5
N
N
N
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
TEXTRON INC
883203101
318.000000
NS
USD
21763.920000
0.00617484
Long
EC
CORP
US
N
1
N
N
N
Texas Pacific Land Corp
N/A
TEXAS PACIFIC LAND CORP
88262P102
60.000000
NS
USD
138232.200000
0.0392191
Long
EC
CORP
US
N
1
N
N
N
Tesla Inc
54930043XZGB27CTOV49
TESLA INC
88160R101
2882.000000
NS
USD
655770.280000
0.186055
Long
EC
CORP
US
N
1
N
N
N
Terreno Realty Corp
N/A
TERRENO REALTY CORP
88146M101
261.000000
NS
USD
14913.540000
0.00423126
Long
EC
CORP
US
N
1
N
N
N
Tenneco Inc
549300U0EXXFAQFAD785
TENNECO INC
880349AT2
405000.000000
PA
USD
402975.000000
0.114332
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.125
N
N
N
N
N
N
Tenneco Inc
549300U0EXXFAQFAD785
TENNECO INC
880349AS4
500000.000000
PA
USD
497500.000000
0.14115
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
7.875
N
N
N
N
N
N
10X Genomics Inc
5493003Z6741WNLG7H43
10X GENOMICS INC
88025U109
344.000000
NS
USD
9349.920000
0.00265275
Long
EC
CORP
US
N
1
N
N
N
Teleflex Inc
UUL85LWXB4NGSWWXIQ25
TELEFLEX INC
879369106
77.000000
NS
USD
16521.120000
0.00468736
Long
EC
CORP
US
N
1
N
N
N
Altera Infrastructure LP/Teekay Offshore Finance Corp
N/A
ALTERA INFRASTRUCTURE LP/TEEKAY OFFSHORE FINANCE CORP
87901BAB8
170000.000000
PA
USD
9775.000000
0.00277335
Long
DBT
CORP
MH
N
2
2023-07-15
Fixed
8.5
Y
Y
N
N
N
N
TC Energy Corp
549300UGKOFV2IWJJG27
TC ENERGY CORP
87807B107
617.000000
NS
USD
27098.640000
0.0076884
Long
EC
CORP
CA
N
1
N
N
N
TRK 2022-INV1 Trust
N/A
TRK 2022-INV1 TRUST
872635AA5
180835.400000
PA
USD
155907.100000
0.0442338
Long
ABS-MBS
CORP
US
N
2
2057-02-25
Variable
2.577
N
N
N
N
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-MOBILE US INC
872590104
9498.000000
NS
USD
1439516.880000
0.408418
Long
EC
CORP
US
N
1
N
N
N
Synopsys Inc
QG7T915N9S0NY5UKNE63
SYNOPSYS INC
871607107
250.000000
NS
USD
73137.500000
0.0207505
Long
EC
CORP
US
N
1
N
N
N
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
USD/THB FWD 20221209 MRMDUS33
000000000
1.000000
NC
USD
-3342.930000
-0.000948453
N/A
DFE
CORP
US
N
2
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
-80098.740000
USD
2911589.240000
THB
2022-12-09
-3342.930000
N
N
N
Suzano Austria GmbH
254900287ZNSGVP1R341
SUZANO AUSTRIA GMBH
86964WAK8
300000.000000
PA
USD
221943.000000
0.0629695
Long
DBT
CORP
AT
N
2
2032-01-15
Fixed
3.125
N
N
N
N
N
N
Sun Country Airlines Holdings Inc
N/A
SUN COUNTRY AIRLINES HOLDINGS INC
866683105
1426.000000
NS
USD
23215.280000
0.00658662
Long
EC
CORP
US
N
1
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
STRYKER CORP
863667101
266.000000
NS
USD
60977.840000
0.0173006
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
USD/CLP FWD 20221209 MSLNGB2X
000000000
1.000000
NC
USD
31431.110000
0.0089176
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
-920299691.000000
CLP
1000065.010000
USD
2022-12-09
31431.110000
N
N
N
Credit Suisse First Boston Inc (PAS)
1V8Y6QCX6YMJ2OELII46
BRL/USD FWD 20221202 CSFPGB2L
000000000
1.000000
NC
USD
-7806.900000
-0.00221497
N/A
DFE
CORP
BR
N
2
Credit Suisse First Boston Inc (PAS)
1V8Y6QCX6YMJ2OELII46
-1740581.660000
BRL
326734.810000
USD
2022-12-02
-7806.900000
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
STATE STREET CORP
857477103
816.000000
NS
USD
60384.000000
0.0171321
Long
EC
CORP
US
N
1
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP
855244109
674.000000
NS
USD
58361.660000
0.0165583
Long
EC
CORP
US
N
1
N
N
N
Block Inc
549300OHIIUWSTIZME52
BLOCK INC
852234103
3552.000000
NS
USD
213368.640000
0.0605367
Long
EC
CORP
US
N
1
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
SPRINT LLC
85207UAF2
2000000.000000
PA
USD
2027500.000000
0.57524
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
7.875
N
N
N
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
SOUTHWEST AIRLINES CO
844741108
955.000000
NS
USD
34714.250000
0.00984909
Long
EC
CORP
US
N
1
N
N
N
Southern Copper Corp
2549007U6NAP46Q9TU15
SOUTHERN COPPER CORP
84265V105
480.000000
NS
USD
22545.600000
0.00639662
Long
EC
CORP
US
N
1
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
SOUTHERN CO/THE
842587107
238.000000
NS
USD
15584.240000
0.00442155
Long
EC
CORP
US
N
1
N
N
N
Republic of South Africa Government International Bond
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA GOVERNMENT INTERNATIONAL BOND
836205BA1
300000.000000
PA
USD
255588.000000
0.0725152
Long
DBT
NUSS
ZA
N
2
2029-09-30
Fixed
4.85
N
N
N
N
N
Republic of South Africa Government International Bond
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA GOVERNMENT INTERNATIONAL BOND
836205AS3
300000.000000
PA
USD
201478.500000
0.0571633
Long
DBT
NUSS
ZA
N
2
2044-07-24
Fixed
5.375
N
N
N
N
N
Snowflake Inc
254900CJNSY1K7T53Z16
SNOWFLAKE INC
833445109
1500.000000
NS
USD
240450.000000
0.0682202
Long
EC
CORP
US
N
1
N
N
N
Snap Inc
549300JNC0L6VP8A2Q35
SNAP INC
83304A106
15252.000000
NS
USD
151147.320000
0.0428834
Long
EC
CORP
US
N
1
N
N
SLIDE 2018-FUN
N/A
SLIDE 2018-FUN
831350AN3
984776.840000
PA
USD
940281.860000
0.266776
Long
ABS-MBS
CORP
US
N
2
2031-06-15
Variable
5.962
N
N
N
N
N
N
Simon Property Group Inc
529900GQL5X8H7AO3T64
SIMON PROPERTY GROUP INC
828806109
234.000000
NS
USD
25501.320000
0.00723521
Long
EC
CORP
US
N
1
N
N
N
Signature Bank/New York NY
VLP5AP0XK2GM6GKD1007
SIGNATURE BANK/NEW YORK NY
82669G104
2171.000000
NS
USD
344168.630000
0.0976472
Long
EC
CORP
US
N
1
N
N
N
Shopify Inc
549300HGQ43STJLLP808
SHOPIFY INC
82509L107
9879.000000
NS
USD
338158.170000
0.0959419
Long
EC
CORP
CA
N
1
N
N
N
Shoals Technologies Group Inc
N/A
SHOALS TECHNOLOGIES GROUP INC
82489W107
746.000000
NS
USD
17240.060000
0.00489133
Long
EC
CORP
US
N
1
N
N
N
Shockwave Medical Inc
549300LDXO56IC5Y1538
SHOCKWAVE MEDICAL INC
82489T104
135.000000
NS
USD
39575.250000
0.0112283
Long
EC
CORP
US
N
1
N
N
N
Sherwin-Williams Co/The
Z15BMIOX8DDH0X2OBP21
SHERWIN-WILLIAMS CO/THE
824348106
3334.000000
NS
USD
750250.020000
0.21286
Long
EC
CORP
US
N
1
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
SERVICENOW INC
81762P102
1883.000000
NS
USD
792253.420000
0.224777
Long
EC
CORP
US
N
1
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
SERVICE PROPERTIES TRUST
81761LAA0
600000.000000
PA
USD
585000.000000
0.165976
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
7.5
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY
816851109
116.000000
NS
USD
17509.040000
0.00496765
Long
EC
CORP
US
N
1
N
N
N
Selective Insurance Group Inc
549300R3WGJWLE40R258
SELECTIVE INSURANCE GROUP INC
816300107
46.000000
NS
USD
4511.680000
0.00128005
Long
EC
CORP
US
N
1
N
N
N
Select Medical Corp
549300X05KS0JKR8CB50
SELECT MEDICAL CORP
816196AT6
180000.000000
PA
USD
171000.000000
0.048516
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.25
N
N
N
N
N
N
Seer Inc
N/A
SEER INC
81578P106
496.000000
NS
USD
3883.680000
0.00110187
Long
EC
CORP
US
N
1
N
N
N
Seaport Global Acquisition II Corp
N/A
SEAPORT GLOBAL ACQUISITION II CORP
81221H204
49251.000000
NS
USD
497681.360000
0.141202
Long
EC
CORP
US
N
1
N
N
N
Sealed Air Corp
Q0M0CZB4YN6JZ65WXI09
SEALED AIR CORP
81211K100
606.000000
NS
USD
28857.720000
0.00818749
Long
EC
CORP
US
N
1
N
N
N
Seagen Inc
N/A
SEAGEN INC
81181C104
99.000000
NS
USD
12588.840000
0.00357169
Long
EC
CORP
US
N
1
N
N
N
Seagate HDD Cayman
529900BD50TRWEG1SF63
SEAGATE HDD CAYMAN
81180WAT8
1000000.000000
PA
USD
980000.000000
0.278045
Long
DBT
CORP
KY
N
2
2024-03-01
Fixed
4.875
N
N
N
N
N
N
Sea Ltd
529900OM6JLLW44YKI15
SEA LTD
81141R100
1698.000000
NS
USD
84356.640000
0.0239336
Long
EC
CORP
KY
N
1
N
N
N
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
USD/MYR FWD 20221209 MRMDUS33
000000000
1.000000
NC
USD
3303.460000
0.000937255
N/A
DFE
CORP
US
N
2
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
-276890.950000
MYR
61888.900000
USD
2022-12-09
3303.460000
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
CHARLES SCHWAB CORP/THE
808513105
20590.000000
NS
USD
1640405.300000
0.465414
Long
EC
CORP
US
N
1
N
N
N
Santander Bank Auto Credit-Linked Notes Series 2022-B
N/A
SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2022-B
80290CAZ7
473891.280000
PA
USD
470489.020000
0.133487
Long
ABS-O
CORP
US
N
2
2032-08-16
Fixed
6.793
N
N
N
N
N
N
Santander Bank Auto Credit-Linked Notes Series 2022-A
N/A
SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2022-A
80290CAS3
518157.940000
PA
USD
500427.090000
0.141981
Long
ABS-O
CORP
US
N
2
2032-05-15
Fixed
5.281
N
N
N
N
N
N
Santander Retail Auto Lease Trust 2020-A
N/A
SANTANDER RETAIL AUTO LEASE TRUST 2020-A
80286KAG7
395000.000000
PA
USD
387552.200000
0.109956
Long
ABS-O
CORP
US
N
2
2024-11-20
Fixed
2.52
N
N
N
N
N
N
Sandy Spring Bancorp Inc
N/A
SANDY SPRING BANCORP INC
800363103
339.000000
NS
USD
12014.160000
0.00340865
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
PLN/USD FWD 20221118 GSILGB2X
000000000
1.000000
NC
USD
-34457.800000
-0.00977633
N/A
DFE
CORP
PL
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
-4160000.000000
PLN
834955.740000
USD
2022-11-18
-34457.800000
N
N
N
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
BRL/USD FWD 20221202 SBOSGB2X
000000000
1.000000
NC
USD
4205.740000
0.00119325
N/A
DFE
CORP
BR
N
2
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
-401722.980000
USD
2112000.000000
BRL
2022-12-02
4205.740000
N
N
N
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
USD/BRL FWD 20221202 SBOSGB2X
000000000
1.000000
NC
USD
-1173.840000
-0.000333041
N/A
DFE
CORP
US
N
2
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
-229603.250000
BRL
42956.160000
USD
2022-12-02
-1173.840000
N
N
N
Salesforce Inc
RCGZFPDMRW58VJ54VR07
SALESFORCE INC
79466L302
446.000000
NS
USD
72515.140000
0.0205739
Long
EC
CORP
US
N
1
N
N
N
Saia Inc
549300WNPG4N9GBOYB29
SAIA INC
78709Y105
98.000000
NS
USD
19488.280000
0.0055292
Long
EC
CORP
US
N
1
N
N
N
Sabre GLBL Inc
F2TJC7HPPHLHU1AQMP98
SABRE GLBL INC
78573NAF9
315000.000000
PA
USD
295312.500000
0.0837858
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.375
N
N
N
N
N
N
Sabre GLBL Inc
F2TJC7HPPHLHU1AQMP98
SABRE GLBL INC
78573NAC6
45000.000000
PA
USD
43706.250000
0.0124003
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
9.25
N
N
N
N
N
N
SL Green Realty Corp
549300VQZPJU97H3GT17
SL GREEN REALTY CORP
78440X887
190.000000
NS
USD
7539.200000
0.00213901
Long
EC
CORP
US
N
1
N
N
Stonepeak 2021-1 ABS
N/A
STONEPEAK 2021-1 ABS
78433XAC4
355674.430000
PA
USD
305890.680000
0.086787
Long
ABS-O
CORP
US
N
2
2033-02-28
Fixed
3.821
N
N
N
N
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA COMMUNICATIONS CORP
78410G104
431.000000
NS
USD
116326.900000
0.0330042
Long
EC
CORP
US
N
1
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD
780153BS0
625000.000000
PA
USD
625000.000000
0.177324
Long
DBT
CORP
LR
N
2
2029-01-15
Fixed
8.25
N
N
N
N
N
N
Heineken NV
724500K5PTPSST86UQ23
HEINEKEN NV
000000000
346.000000
NS
28902.850000
0.00820029
Long
EC
CORP
NL
N
2
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
ROPER TECHNOLOGIES INC
776696106
298.000000
NS
USD
123532.920000
0.0350486
Long
EC
CORP
US
N
1
N
N
N
ROBLOX Corp
N/A
ROBLOX CORP
771049103
9762.000000
NS
USD
436751.880000
0.123915
Long
EC
CORP
US
N
1
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
EUR/USD FWD 20221125 CHASGB2L
000000000
1.000000
NC
USD
-1195.610000
-0.000339217
N/A
DFE
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
-623907.320000
USD
629000.000000
EUR
2022-11-25
-1195.610000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
USD/EUR FWD 20221125 CHASGB2L
000000000
1.000000
NC
USD
1346.630000
0.000382065
N/A
DFE
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
-906796.980000
EUR
899078.100000
USD
2022-11-25
1346.630000
N
N
N
Rivian Holdings LLC/Rivian LLC/Rivian Automotive LLC
N/A
RIVIAN HOLDINGS LLC/RIVIAN LLC/RIVIAN AUTOMOTIVE LLC
76954LAA7
810000.000000
PA
USD
769500.000000
0.218322
Long
DBT
CORP
US
N
2
2026-10-15
Variable
10.164
N
N
N
N
N
N
Rivian Automotive Inc
N/A
RIVIAN AUTOMOTIVE INC
76954A103
2423.000000
NS
USD
84732.310000
0.0240402
Long
EC
CORP
US
N
1
N
N
N
Rexford Industrial Realty Inc
549300MSLO0DF0EMX355
REXFORD INDUSTRIAL REALTY INC
76169C100
307.000000
NS
USD
16970.960000
0.00481498
Long
EC
CORP
US
N
1
N
N
N
T Rowe Price Government Reserve Investment Fund
5493007QR86JJLYO6D96
T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND - Collateral
76105YYY8
8461446.250000
NS
USD
8461446.250000
2.40067
Long
STIV
RF
US
N
1
N
N
T Rowe Price Government Reserve Investment Fund
5493007QR86JJLYO6D96
T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND
76105Y109
97815036.430000
NS
USD
97815036.430000
27.752
Long
STIV
RF
US
N
1
N
N
N
Rent the Runway Inc
N/A
RENT THE RUNWAY INC
76010Y103
1706.000000
NS
USD
3326.700000
0.000943848
Long
EC
CORP
US
N
1
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
REGENERON PHARMACEUTICALS INC
75886F107
104.000000
NS
USD
77870.000000
0.0220932
Long
EC
CORP
US
N
1
N
N
N
Regency Centers Corp
529900053A7X7FJ97S58
REGENCY CENTERS CORP
758849103
289.000000
NS
USD
17487.390000
0.00496151
Long
EC
CORP
US
N
1
N
N
N
Raymond James Financial Inc
RGUZHJ05YTITL6D76949
RAYMOND JAMES FINANCIAL INC
754730109
451.000000
NS
USD
53281.140000
0.0151169
Long
EC
CORP
US
N
1
N
N
N
RPM International Inc
549300TJCKW4BRXPJ474
RPM INTERNATIONAL INC
749685103
341.000000
NS
USD
32248.370000
0.00914948
Long
EC
CORP
US
N
1
N
N
N
Quanta Services Inc
SHVRXXEACT60MMH07S24
QUANTA SERVICES INC
74762E102
120.000000
NS
USD
17044.800000
0.00483593
Long
EC
CORP
US
N
1
N
N
N
Quaker Chemical Corp
549300PJQ1R3WCWCPS54
QUAKER CHEMICAL CORP
747316107
343.000000
NS
USD
55785.520000
0.0158274
Long
EC
CORP
US
N
1
N
N
Pure Storage Inc
549300NPDB0BZTK3WO90
PURE STORAGE INC
74624MAB8
473000.000000
PA
USD
573238.160000
0.162639
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
0.125
N
N
N
N
Y
Pure Storage Inc
Pure Storage Inc
USD
XXXX
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELECTRIC POWER AUTHORITY
74526QZS4
370000.000000
PA
USD
278425.000000
0.0789945
Long
DBT
MUN
PR
N
2
2032-07-01
Fixed
6.05
Y
Y
N
N
N
N
Puerto Rico Electric Power Authority
5493003BRB67HF8ST418
PUERTO RICO ELECTRIC POWER AUTHORITY
74526QZR6
45000.000000
PA
USD
33862.500000
0.00960744
Long
DBT
MUN
PR
N
2
2030-07-01
Fixed
5.95
Y
Y
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
COMMONWEALTH OF PUERTO RICO
74514L3T2
1071652.000000
PA
USD
488941.230000
0.138722
Long
DBT
MUN
PR
N
2
2043-11-01
Variable
0.001
N
N
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
COMMONWEALTH OF PUERTO RICO
74514L3R6
58668.000000
PA
USD
29812.630000
0.00845841
Long
DBT
MUN
PR
N
2
2033-07-01
None
0.0
N
N
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
COMMONWEALTH OF PUERTO RICO
74514L3Q8
15243.000000
PA
USD
13864.220000
0.00393354
Long
DBT
MUN
PR
N
2
2024-07-01
None
0.0
N
N
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
COMMONWEALTH OF PUERTO RICO
74514L3P0
49730.000000
PA
USD
36079.500000
0.0102364
Long
DBT
MUN
PR
N
2
2046-07-01
Fixed
4.0
N
N
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
COMMONWEALTH OF PUERTO RICO
74514L3N5
47818.000000
PA
USD
36359.030000
0.0103157
Long
DBT
MUN
PR
N
2
2041-07-01
Fixed
4.0
N
N
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
COMMONWEALTH OF PUERTO RICO
74514L3M7
35170.000000
PA
USD
27974.110000
0.00793679
Long
DBT
MUN
PR
N
2
2037-07-01
Fixed
4.0
N
N
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
COMMONWEALTH OF PUERTO RICO
74514L3L9
40979.000000
PA
USD
33491.690000
0.00950223
Long
DBT
MUN
PR
N
2
2035-07-01
Fixed
4.0
N
N
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
COMMONWEALTH OF PUERTO RICO
74514L3K1
45589.000000
PA
USD
38576.060000
0.0109448
Long
DBT
MUN
PR
N
2
2033-07-01
Fixed
4.0
N
N
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
COMMONWEALTH OF PUERTO RICO
74514L3J4
48077.000000
PA
USD
48365.860000
0.0137223
Long
DBT
MUN
PR
N
2
2031-07-01
Fixed
5.75
N
N
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
COMMONWEALTH OF PUERTO RICO
74514L3H8
49497.000000
PA
USD
49783.170000
0.0141244
Long
DBT
MUN
PR
N
2
2029-07-01
Fixed
5.625
N
N
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
COMMONWEALTH OF PUERTO RICO
74514L3G0
50314.000000
PA
USD
50668.150000
0.0143755
Long
DBT
MUN
PR
N
2
2027-07-01
Fixed
5.625
N
N
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
COMMONWEALTH OF PUERTO RICO
74514L3F2
50774.000000
PA
USD
50744.880000
0.0143973
Long
DBT
MUN
PR
N
2
2025-07-01
Fixed
5.375
N
N
N
N
N
N
Commonwealth of Puerto Rico
549300X44HXPLJU48U63
COMMONWEALTH OF PUERTO RICO
74514L3E5
25458.000000
PA
USD
25495.590000
0.00723358
Long
DBT
MUN
PR
N
2
2023-07-01
Fixed
5.25
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
PUBLIC STORAGE
74460D109
109.000000
NS
USD
33762.750000
0.00957914
Long
EC
CORP
US
N
1
N
N
N
PROOF Acquisition Corp I
N/A
PROOF ACQUISITION CORP I
74349W203
72800.000000
NS
USD
730912.000000
0.207374
Long
EC
CORP
US
N
1
N
N
N
Prologis Inc
529900DFH19P073LZ636
PROLOGIS INC
74340W103
330.000000
NS
USD
36547.500000
0.0103692
Long
EC
CORP
US
N
1
N
N
N
Progress Residential 2020-SFR2 Trust
N/A
PROGRESS RESIDENTIAL 2020-SFR2 TRUST
74333LAC0
260000.000000
PA
USD
239121.220000
0.0678432
Long
ABS-O
CORP
US
N
2
2037-06-17
Fixed
2.578
N
N
N
N
N
N
Progress Residential 2022-SFR5 Trust
N/A
PROGRESS RESIDENTIAL 2022-SFR5 TRUST
74332YAG4
100000.000000
PA
USD
92254.370000
0.0261743
Long
ABS-O
CORP
US
N
2
2039-06-17
Fixed
5.734
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
PROCTER & GAMBLE CO/THE
742718109
739.000000
NS
USD
99521.130000
0.028236
Long
EC
CORP
US
N
1
N
N
N
Power & Digital Infrastructure Acquisition II Corp
N/A
POWER & DIGITAL INFRASTRUCTURE ACQUISITION II CORP
73919C209
73800.000000
NS
USD
736155.000000
0.208861
Long
EC
CORP
US
N
1
N
N
N
Port Beaumont Navigation District
549300G8PKBXALUKJY33
PORT BEAUMONT NAVIGATION DISTRICT
73360DAA0
225000.000000
PA
USD
209021.200000
0.0593033
Long
DBT
MUN
US
N
2
2025-01-01
Fixed
6.0
N
N
N
N
N
N
Alfa Laval AB
549300UCKT2UK88AG251
ALFA LAVAL AB
000000000
431.000000
NS
10609.200000
0.00301003
Long
EC
CORP
SE
N
2
N
N
N
Popular Inc
5493008CARDZMVQ3LO89
POPULAR INC
733174700
530.000000
NS
USD
37481.600000
0.0106342
Long
EC
CORP
PR
N
1
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
PIONEER NATURAL RESOURCES CO
723787107
268.000000
NS
USD
68717.880000
0.0194966
Long
EC
CORP
US
N
1
N
N
N
Photo Holdings Merger Sub Inc
N/A
PHOTO HOLDINGS MERGER SUB INC
719245AD4
330000.000000
PA
USD
220275.000000
0.0624962
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
8.5
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081103
1480.000000
NS
USD
68894.000000
0.0195465
Long
EC
CORP
US
N
1
N
N
N
PetSmart Inc / PetSmart Finance Corp
N/A
PETSMART INC / PETSMART FINANCE CORP
71677KAB4
500000.000000
PA
USD
468750.000000
0.132993
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
7.75
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS
71654QCK6
310000.000000
PA
USD
247605.370000
0.0702504
Long
DBT
CORP
MX
N
2
2028-02-12
Fixed
5.35
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS
71654QBE1
310000.000000
PA
USD
176670.550000
0.0501248
Long
DBT
CORP
MX
N
2
2044-06-27
Fixed
5.5
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS
71643VAB1
835000.000000
PA
USD
632854.850000
0.179553
Long
DBT
CORP
MX
N
2
2032-02-16
Fixed
6.7
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448108
397.000000
NS
USD
72087.260000
0.0204525
Long
EC
CORP
US
N
1
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA
000000000
1998.000000
NS
72794.580000
0.0206532
Long
EC
CORP
NO
N
2
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
NESTLE SA
000000000
939.000000
NS
102218.420000
0.0290013
Long
EC
CORP
CH
N
2
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
ROCHE HOLDING AG
000000000
76.000000
NS
25216.660000
0.00715445
Long
EC
CORP
CH
N
2
N
N
N
Penumbra Inc
549300RGE06P3ECANU72
PENUMBRA INC
70975L107
136.000000
NS
USD
23319.920000
0.00661631
Long
EC
CORP
US
N
1
N
N
N
Peninsula Pacific Entertainment LLC / Peninsula Pacific Entertainment Finance In
N/A
PENINSULA PACIFIC ENTERTAINMENT LLC / PENINSULA PACIFIC ENTERTAINMENT FINANCE IN
70715XAA4
1800000.000000
PA
USD
1932750.000000
0.548358
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
8.5
N
N
N
N
N
N
Peace Park CLO Ltd
549300XHXTUZ93V6SK42
PEACE PARK CLO LTD
70470MAL9
510000.000000
PA
USD
439140.230000
0.124592
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Variable
7.193
N
N
N
N
N
N
Paylocity Holding Corp
549300VH75FTB4DIEE07
PAYLOCITY HOLDING CORP
70438V106
434.000000
NS
USD
100596.860000
0.0285412
Long
EC
CORP
US
N
1
N
N
N
Paycom Software Inc
254900LSB0HNJUDC6Q18
PAYCOM SOFTWARE INC
70432V102
213.000000
NS
USD
73698.000000
0.0209095
Long
EC
CORP
US
N
1
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
HUF/USD FWD 20230113 UBSWGB2L
000000000
1.000000
NC
USD
-8522.190000
-0.00241791
N/A
DFE
CORP
HU
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-55389428.000000
HUF
122317.140000
USD
2023-01-13
-8522.190000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
USD/TWD FWD 20221130 GSILGB2X
000000000
1.000000
NC
USD
2222.300000
0.000630509
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
-26518400.000000
TWD
824141.470000
USD
2022-11-30
2222.300000
N
N
N
Palmer Square CLO 2021-3 Ltd
N/A
PALMER SQUARE CLO 2021-3 LTD
69688JAA0
250000.000000
PA
USD
206826.680000
0.0586807
Long
ABS-CBDO
CORP
KY
N
2
2035-01-15
Variable
10.229
N
N
N
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
PACKAGING CORP OF AMERICA
695156109
249.000000
NS
USD
29932.290000
0.00849236
Long
EC
CORP
US
N
1
N
N
N
Pacific Gas and Electric Co
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS AND ELECTRIC CO
694308JN8
155000.000000
PA
USD
115636.360000
0.0328082
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
4.95
N
N
N
N
N
N
Pacific Biosciences of California Inc
529900F1BWRE1M0KZN89
PACIFIC BIOSCIENCES OF CALIFORNIA INC
69404D108
898.000000
NS
USD
7579.120000
0.00215034
Long
EC
CORP
US
N
1
N
N
Freeport Indonesia PT
549300T4HTQHRKLNE619
FREEPORT INDONESIA PT
69377FAC0
200000.000000
PA
USD
151220.000000
0.042904
Long
DBT
CORP
ID
N
2
2052-04-14
Fixed
6.2
N
N
N
N
N
N
Freeport Indonesia PT
549300T4HTQHRKLNE619
FREEPORT INDONESIA PT
69377FAB2
460000.000000
PA
USD
389275.000000
0.110445
Long
DBT
CORP
ID
N
2
2032-04-14
Fixed
5.315
N
N
N
N
N
N
Pertamina Persero PT
254900NDAKGNZ2IBBL45
PERTAMINA PERSERO PT
69370RAK3
300000.000000
PA
USD
259497.760000
0.0736245
Long
DBT
CORP
ID
N
2
2026-02-09
Fixed
1.4
N
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GROUP INC/THE
693475BE4
850000.000000
PA
USD
748901.850000
0.212478
Long
DBT
CORP
US
N
2
2033-06-06
Variable
4.626
N
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GROUP INC/THE
693475105
54.000000
NS
USD
8738.820000
0.00247937
Long
EC
CORP
US
N
1
N
N
N
PG&E Corp
8YQ2GSDWYZXO2EDN3511
PG&E CORP
69331CAH1
40000.000000
PA
USD
36200.000000
0.0102706
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.0
N
N
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
USD/INR FWD 20221130 GSILGB2X
000000000
1.000000
NC
USD
-1466.640000
-0.000416114
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
-31916900.000000
INR
382696.640000
USD
2022-11-30
-1466.640000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
INR/USD FWD 20221130 GSILGB2X
000000000
1.000000
NC
USD
1455.720000
0.000413016
N/A
DFE
CORP
IN
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
-1542652.720000
USD
128287000.000000
INR
2022-11-30
1455.720000
N
N
N
Taiwan Semiconductor Manufacturing Co Ltd
N/A
TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD
000000000
50000.000000
NS
601110.460000
0.170546
Long
EC
CORP
TW
N
2
N
N
N
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
USD/GBP FWD 20221125 MRMDUS33
000000000
1.000000
NC
USD
126155.730000
0.0357928
N/A
DFE
CORP
US
N
2
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
-1904186.560000
GBP
2311368.290000
USD
2022-11-25
126155.730000
N
N
N
Suzuki Motor Corp
353800D83H0V3ZV1SV24
SUZUKI MOTOR CORP
000000000
1600.000000
NS
54095.710000
0.015348
Long
EC
CORP
JP
N
2
N
N
N
Option Care Health Inc
549300DI3Q5ACSYJRI17
OPTION CARE HEALTH INC
68404LAA0
815000.000000
PA
USD
700900.000000
0.198859
Long
DBT
CORP
US
N
2
2029-10-31
Fixed
4.375
N
N
N
N
N
N
Opendoor Technologies Inc
254900KX11YZ4HV5BQ47
OPENDOOR TECHNOLOGIES INC
683712103
4557.000000
NS
USD
11802.630000
0.00334863
Long
EC
CORP
US
N
1
N
N
1011778 BC ULC / New Red Finance Inc
N/A
1011778 BC ULC / NEW RED FINANCE INC
68245XAK5
1205000.000000
PA
USD
1200481.250000
0.340599
Long
DBT
CORP
CA
N
2
2025-04-15
Fixed
5.75
N
N
N
N
N
Sony Group Corp
529900R5WX9N2OI2N910
SONY GROUP CORP
000000000
700.000000
NS
47204.260000
0.0133927
Long
EC
CORP
JP
N
2
N
N
N
Octane Receivables Trust 2021-2
N/A
OCTANE RECEIVABLES TRUST 2021-2
67578AAC2
320000.000000
PA
USD
278588.770000
0.0790409
Long
ABS-O
CORP
US
N
2
2029-05-21
Fixed
2.53
N
N
N
N
N
N
Octane Receivables Trust 2021-2
N/A
OCTANE RECEIVABLES TRUST 2021-2
67578AAA6
59591.780000
PA
USD
56732.040000
0.016096
Long
ABS-O
CORP
US
N
2
2028-09-20
Fixed
1.21
N
N
N
N
N
N
Octane Receivables Trust 2022-1
N/A
OCTANE RECEIVABLES TRUST 2022-1
67571EAD9
610000.000000
PA
USD
579621.630000
0.16445
Long
ABS-O
CORP
US
N
2
2028-07-20
Fixed
5.21
N
N
N
N
N
N
Octane Receivables Trust 2021-1
N/A
OCTANE RECEIVABLES TRUST 2021-1
67571AAA3
96451.260000
PA
USD
92853.990000
0.0263444
Long
ABS-O
CORP
US
N
2
2027-03-22
Fixed
0.93
N
N
N
N
N
N
Northern Star Resources Ltd
254900XFXCRYYZAX6M78
NORTHERN STAR RESOURCES LTD
000000000
2248.000000
NS
12546.310000
0.00355963
Long
EC
CORP
AU
N
2
N
N
N
O Reilly Automotive Inc
549300K2RLMQL149Q332
O'REILLY AUTOMOTIVE INC
67103H107
74.000000
NS
USD
61950.580000
0.0175766
Long
EC
CORP
US
N
1
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
NUTRIEN LTD
67077M108
6003.000000
NS
USD
507253.500000
0.143917
Long
EC
CORP
CA
N
1
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA CORP
67066G104
2453.000000
NS
USD
331081.410000
0.0939341
Long
EC
CORP
US
N
1
N
N
N
NortonLifeLock Inc
YF6ZV0M6AU4FY94MK914
GEN DIGITAL INC
668771AL2
225000.000000
PA
USD
221343.750000
0.0627994
Long
DBT
CORP
US
N
2
2030-09-30
Fixed
7.125
N
N
N
N
N
NortonLifeLock Inc
YF6ZV0M6AU4FY94MK914
GEN DIGITAL INC
668771AK4
325000.000000
PA
USD
319718.750000
0.0907103
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
6.75
N
N
N
N
N
N
Nippon Sanso Holdings Corp
353800F1K6653B4VPY57
NIPPON SANSO HOLDINGS CORP
000000000
2400.000000
NS
38211.440000
0.0108413
Long
EC
CORP
JP
N
2
N
N
N
Miura Co Ltd
N/A
MIURA CO LTD
000000000
2400.000000
NS
48876.990000
0.0138673
Long
EC
CORP
JP
N
2
N
N
N
Mitsui Fudosan Co Ltd
353800ND4ZKNZDYKMF33
MITSUI FUDOSAN CO LTD
000000000
900.000000
NS
17233.540000
0.00488948
Long
EC
CORP
JP
N
2
N
N
N
Panasonic Holdings Corp
254900GE1G59KGWPHX32
PANASONIC HOLDINGS CORP
000000000
1800.000000
NS
12820.710000
0.00363748
Long
EC
CORP
JP
N
2
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
NORFOLK SOUTHERN CORP
655844108
62.000000
NS
USD
14140.340000
0.00401188
Long
EC
CORP
US
N
1
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE INC
654106103
713.000000
NS
USD
66080.840000
0.0187484
Long
EC
CORP
US
N
1
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAPITAL HOLDINGS INC
65339KCJ7
85000.000000
PA
USD
80843.670000
0.0229369
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
5.0
N
N
N
N
N
N
NextEra Energy Inc
N/A
NEXTERA ENERGY INC
65339F770
676.000000
NS
USD
33597.200000
0.00953217
Long
EP
CORP
US
N
2
N
N
N
NextEra Energy Inc
N/A
NEXTERA ENERGY INC
65339F101
119.000000
NS
USD
9222.500000
0.0026166
Long
EC
CORP
US
N
1
N
N
N
Keyence Corp
529900M7PQBS7A89DZ11
KEYENCE CORP
000000000
900.000000
NS
339358.780000
0.0962826
Long
EC
CORP
JP
N
2
N
N
N
Hyundai Mobis Co Ltd
988400HJA9E0ZVDHRS65
HYUNDAI MOBIS CO LTD
000000000
258.000000
NS
39571.870000
0.0112273
Long
EC
CORP
KR
N
2
N
N
N
IGO Ltd
2549005DZO8VGXM5QN07
IGO LTD
000000000
1854.000000
NS
18132.030000
0.0051444
Long
EC
CORP
AU
N
2
N
N
N
Neurocrine Biosciences Inc
549300FECER0XBN49756
NEUROCRINE BIOSCIENCES INC
64125C109
103.000000
NS
USD
11857.360000
0.00336416
Long
EC
CORP
US
N
1
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
NETFLIX INC
64110L106
1081.000000
NS
USD
315522.280000
0.0895197
Long
EC
CORP
US
N
1
N
N
N
Hamamatsu Photonics KK
N/A
HAMAMATSU PHOTONICS KK
000000000
1200.000000
NS
54289.560000
0.015403
Long
EC
CORP
JP
N
2
N
N
N
GPD Cos Inc
N/A
GPD COS INC
64051NAA1
450000.000000
PA
USD
401625.000000
0.113949
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
10.125
N
N
N
N
N
N
OZ Minerals Ltd
529900O2VBT5CL7EZT27
OZ MINERALS LTD
000000000
971.000000
NS
15034.990000
0.00426571
Long
EC
CORP
AU
N
2
N
N
N
Nabors Energy Transition Corp
N/A
NABORS ENERGY TRANSITION CORP
629567207
50400.000000
NS
USD
511560.000000
0.145139
Long
EC
CORP
US
N
1
N
N
N
NOV Inc
549300EHF3IW1AR6U008
NOV INC
62955J103
2653.000000
NS
USD
59427.200000
0.0168606
Long
EC
CORP
US
N
1
N
N
N
NXP BV / NXP Funding LLC / NXP USA Inc
N/A
NXP BV / NXP FUNDING LLC / NXP USA INC
62954HBB3
105000.000000
PA
USD
94232.040000
0.0267354
Long
DBT
CORP
NL
N
2
2033-01-15
Fixed
5.0
N
N
N
N
N
N
NGL Energy Operating LLC / NGL Energy Finance Corp
N/A
NGL ENERGY OPERATING LLC / NGL ENERGY FINANCE CORP
62922LAA6
415000.000000
PA
USD
373500.000000
0.105969
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
7.5
N
N
N
N
N
N
NGL Energy Partners LP / NGL Energy Finance Corp
N/A
NGL ENERGY PARTNERS LP / NGL ENERGY FINANCE CORP
62913TAJ1
35000.000000
PA
USD
33862.500000
0.00960744
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
7.5
N
N
N
N
N
Daikin Industries Ltd
549300Y7FWSTSHMW5Y57
DAIKIN INDUSTRIES LTD
000000000
200.000000
NS
29957.440000
0.0084995
Long
EC
CORP
JP
N
2
N
N
N
Medline Borrower LP
254900QT3R363TVK6F09
MEDLINE BORROWER LP
62482BAB8
405000.000000
PA
USD
314887.500000
0.0893396
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.25
N
N
N
N
N
Mueller Water Products Inc
549300F7ZU4P1F8V8L60
MUELLER WATER PRODUCTS INC
624758108
2386.000000
NS
USD
27916.200000
0.00792036
Long
EC
CORP
US
N
1
N
N
N
Beijing Capital International Airport Co Ltd
5299001QWQN7CK66FE04
BEIJING CAPITAL INTERNATIONAL AIRPORT CO LTD
000000000
76000.000000
NS
41156.650000
0.0116769
Long
EC
CORP
CN
N
2
N
N
N
Morgan Stanley Eaton Vance Clo 2021-1 Ltd
549300IR0OSEGDTMK223
MORGAN STANLEY EATON VANCE CLO 2021-1 LTD
61773KAG7
285000.000000
PA
USD
243079.720000
0.0689663
Long
ABS-CBDO
CORP
KY
N
2
2034-09-25
Variable
7.425
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
617446448
511.000000
NS
USD
41988.870000
0.011913
Long
EC
CORP
US
N
1
N
N
N
Republic of South Africa Government Bond
378900AAFB4F17004C49
REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND
CP5073947
23650000.000000
PA
1351212.450000
0.383365
Long
DBT
NUSS
ZA
N
2
2026-12-21
Fixed
10.5
N
N
N
N
N
N
BHP Group Ltd
WZE1WSENV6JSZFK0JC28
BHP GROUP LTD
000000000
1778.000000
NS
42707.920000
0.0121171
Long
EC
CORP
AU
N
2
N
N
N
Monster Beverage Corp
52990090AP0E7HCB6F33
MONSTER BEVERAGE CORP
61174X109
507.000000
NS
USD
47516.040000
0.0134812
Long
EC
CORP
US
N
1
N
N
N
Harmonic Drive Systems Inc
353800XFIX2EUARGOE85
HARMONIC DRIVE SYSTEMS INC
000000000
10200.000000
NS
340453.400000
0.0965931
Long
EC
CORP
JP
N
2
N
N
N
MongoDB Inc
549300TPTG69WKWE1Z37
MONGODB INC
60937P106
1459.000000
NS
USD
267040.770000
0.0757646
Long
EC
CORP
US
N
1
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
MONDELEZ INTERNATIONAL INC
609207105
951.000000
NS
USD
58467.480000
0.0165883
Long
EC
CORP
US
N
1
N
N
N
Molina Healthcare Inc
549300NQQCEQ46YHZ591
MOLINA HEALTHCARE INC
60855R100
140.000000
NS
USD
50240.400000
0.0142542
Long
EC
CORP
US
N
1
N
N
N
Moderna Inc
549300EI6OKH5K5Q2G38
MODERNA INC
60770K107
282.000000
NS
USD
42393.060000
0.0120277
Long
EC
CORP
US
N
1
N
N
N
Mobileye Global Inc
N/A
MOBILEYE GLOBAL INC
60741F104
854.000000
NS
USD
22528.520000
0.00639177
Long
EC
CORP
US
N
1
N
N
N
Asics Corp
3538002LJMRZ83SU0B85
ASICS CORP
000000000
1400.000000
NS
21453.240000
0.00608669
Long
EC
CORP
JP
N
2
N
N
N
Mirati Therapeutics Inc
529900GYRW59IDQV6N54
MIRATI THERAPEUTICS INC
60468T105
91.000000
NS
USD
6126.120000
0.0017381
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
USD/ZAR FWD 20230113 BARCGB5G
000000000
1.000000
NC
USD
-506.030000
-0.00014357
N/A
DFE
CORP
US
N
2
Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
-51122.510000
USD
935000.000000
ZAR
2023-01-13
-506.030000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
NOK/USD FWD 20230120 MSLNGB2X
000000000
1.000000
NC
USD
17530.600000
0.00497377
N/A
DFE
CORP
NO
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
-585367.330000
USD
6250000.000000
NOK
2023-01-20
17530.600000
N
N
N
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
EUR/USD FWD 20221125 BNPAFRPP
000000000
1.000000
NC
USD
23584.030000
0.00669124
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
-1409939.900000
USD
1448000.000000
EUR
2022-11-25
23584.030000
N
N
N
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
USD/EUR FWD 20221125 BNPAFRPP
000000000
1.000000
NC
USD
27357.670000
0.00776189
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
-1125146.300000
EUR
1141255.560000
USD
2022-11-25
27357.670000
N
N
N
Middleby Corp/The
JDFO86U9VQRBKW5KYA35
MIDDLEBY CORP/THE
596278101
299.000000
NS
USD
41818.140000
0.0118646
Long
EC
CORP
US
N
1
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918104
5951.000000
NS
USD
1381405.630000
0.391931
Long
EC
CORP
US
N
1
N
N
N
Michigan Tobacco Settlement Finance Authority
N/A
MICHIGAN TOBACCO SETTLEMENT FINANCE AUTHORITY
594751AL3
30000.000000
PA
USD
2975.890000
0.000844317
Long
DBT
MUN
US
N
2
2046-06-01
None
0.0
N
N
N
N
N
N
Mexico City Airport Trust
N/A
MEXICO CITY AIRPORT TRUST
59284MAD6
400000.000000
PA
USD
258942.000000
0.0734668
Long
DBT
CORP
MX
N
2
2047-07-31
Fixed
5.5
N
N
N
N
N
N
Mettler-Toledo International Inc
5493000BD5GJNUDIUG10
METTLER-TOLEDO INTERNATIONAL INC
592688105
11.000000
NS
USD
13914.230000
0.00394773
Long
EC
CORP
US
N
1
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
METLIFE INC
59156R108
762.000000
NS
USD
55786.020000
0.0158276
Long
EC
CORP
US
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC
58933Y105
700.000000
NS
USD
70840.000000
0.0200987
Long
EC
CORP
US
N
1
N
N
N
Infineon Technologies AG
TSI2PJM6EPETEQ4X1U25
INFINEON TECHNOLOGIES AG
000000000
7557.000000
NS
183374.250000
0.0520268
Long
EC
CORP
DE
N
2
N
N
N
MercadoLibre Inc
549300DKPDN9M5S8GB14
MERCADOLIBRE INC
58733RAF9
200000.000000
PA
USD
145041.000000
0.0411509
Long
DBT
CORP
US
N
2
2031-01-14
Fixed
3.125
N
N
N
N
N
MercadoLibre Inc
549300DKPDN9M5S8GB14
MERCADOLIBRE INC
58733R102
84.000000
NS
USD
75736.080000
0.0214878
Long
EC
CORP
US
N
1
N
N
N
Sartorius AG
529900EQV2DY4FOAMU38
SARTORIUS AG
000000000
1758.000000
NS
619854.130000
0.175864
Long
EP
CORP
DE
N
2
N
N
McLaren Technology Acquisition Corp
N/A
MCLAREN TECHNOLOGY ACQUISITION CORP
58176U117
24800.000000
NS
USD
682.000000
0.000193496
Long
EC
CORP
US
N
2
N
N
N
McLaren Technology Acquisition Corp
N/A
MCLAREN TECHNOLOGY ACQUISITION CORP
58176U109
49600.000000
NS
USD
499968.000000
0.14185
Long
EC
CORP
US
N
1
N
N
N
McDonald s Corp
UE2136O97NLB5BYP9H04
MCDONALD'S CORP
580135101
355.000000
NS
USD
96794.300000
0.0274624
Long
EC
CORP
US
N
1
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
MASTERCARD INC
57636Q104
3356.000000
NS
USD
1101372.080000
0.31248
Long
EC
CORP
US
N
1
N
N
N
Martin Marietta Materials Inc
5299005MZ4WZECVATV08
MARTIN MARIETTA MATERIALS INC
573284106
50.000000
NS
USD
16799.000000
0.0047662
Long
EC
CORP
US
N
1
N
N
N
Siemens AG
W38RGI023J3WT1HWRP32
SIEMENS AG
000000000
1320.000000
NS
144155.930000
0.0408998
Long
EC
CORP
DE
N
2
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
MARSH & MCLENNAN COS INC
571748102
355.000000
NS
USD
57328.950000
0.0162653
Long
EC
CORP
US
N
1
N
N
N
Magnolia Oil & Gas Corp
N/A
MAGNOLIA OIL & GAS CORP
559663109
876.000000
NS
USD
22495.680000
0.00638245
Long
EC
CORP
US
N
1
N
N
N
Magna International Inc
95RWVLFZX6VGDZNNTN43
MAGNA INTERNATIONAL INC
559222401
573.000000
NS
USD
31933.290000
0.00906008
Long
EC
CORP
CA
N
1
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM RESORTS INTERNATIONAL
552953101
771.000000
NS
USD
27424.470000
0.00778084
Long
EC
CORP
US
N
1
N
N
N
Lululemon Athletica Inc
549300D9GZ4BMLDW5T40
LULULEMON ATHLETICA INC
550021109
125.000000
NS
USD
41130.000000
0.0116694
Long
EC
CORP
US
N
1
N
N
N
Volkswagen AG
529900NNUPAGGOMPXZ31
VOLKSWAGEN AG
000000000
294.000000
NS
37632.420000
0.010677
Long
EP
CORP
DE
N
2
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
LIVE NATION ENTERTAINMENT INC
538034109
677.000000
NS
USD
53895.970000
0.0152913
Long
EC
CORP
US
N
1
N
N
N
Lions Gate Capital Holdings LLC
549300MWJHNLR35C0837
LIONS GATE CAPITAL HOLDINGS LLC
53627NAE1
135000.000000
PA
USD
102600.000000
0.0291096
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.5
N
N
N
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
ELI LILLY & CO
532457108
2558.000000
NS
USD
926226.220000
0.262788
Long
EC
CORP
US
N
1
N
N
N
Liberty Media Corp-Liberty Formula One
N/A
LIBERTY MEDIA CORP-LIBERTY FORMULA ONE
531229854
9769.000000
NS
USD
563964.370000
0.160007
Long
EC
CORP
US
N
1
N
N
N
Liberty Media Acquisition Corp
N/A
LIBERTY MEDIA ACQUISITION CORP
53073L112
2008.000000
NS
USD
35.740000
0
Long
EC
CORP
US
N
1
N
N
N
Liberty Media Acquisition Corp
N/A
LIBERTY MEDIA ACQUISITION CORP
53073L104
10040.000000
NS
USD
100801.600000
0.0285993
Long
EC
CORP
US
N
1
N
N
N
Liberty Broadband Corp
549300MIX43II8JLN536
LIBERTY BROADBAND CORP
530307AA5
200000.000000
PA
USD
194639.000000
0.0552228
Long
DBT
CORP
US
N
2
2050-09-30
Fixed
2.75
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
USD/MYR FWD 20221209 BNPAFRPP
000000000
1.000000
NC
USD
10109.540000
0.00286827
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
-846630.860000
MYR
189242.310000
USD
2022-12-09
10109.540000
N
N
N
Sampo Oyj
743700UF3RL386WIDA22
SAMPO OYJ
000000000
128.000000
NS
5853.150000
0.00166065
Long
EC
CORP
FI
N
2
N
N
N
Estee Lauder Cos Inc/The
549300VFZ8XJ9NUPU221
ESTEE LAUDER COS INC/THE
518439104
2104.000000
NS
USD
421830.960000
0.119681
Long
EC
CORP
US
N
1
N
N
N
UPM-Kymmene Oyj
213800EC6PW5VU4J9U64
UPM-KYMMENE OYJ
000000000
707.000000
NS
23767.550000
0.00674331
Long
EC
CORP
FI
N
2
N
N
N
LCPR Senior Secured Financing DAC
549300LE5FM8IKMXSP90
LCPR SENIOR SECURED FINANCING DAC
50201DAD5
430000.000000
PA
USD
361737.500000
0.102632
Long
DBT
CORP
IE
N
2
2029-07-15
Fixed
5.125
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
USD/IDR FWD 20230119 BNPAFRPP
000000000
1.000000
NC
USD
-7971.370000
-0.00226163
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
-1119653.680000
USD
17430838000.000000
IDR
2023-01-19
-7971.370000
N
N
N
STANDARD CHARTERED SECURITIES
5493003GCX71N8988W38
USD/JPY FWD 20230120 SCBLGB2L
000000000
1.000000
NC
USD
21666.370000
0.00614716
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES
5493003GCX71N8988W38
-119455000.000000
JPY
833798.090000
USD
2023-01-20
21666.370000
N
N
N
STANDARD CHARTERED SECURITIES
5493003GCX71N8988W38
JPY/USD FWD 20230120 SCBLGB2L
000000000
1.000000
NC
USD
2797.820000
0.000793795
N/A
DFE
CORP
JP
N
2
STANDARD CHARTERED SECURITIES
5493003GCX71N8988W38
-391523.380000
USD
58000000.000000
JPY
2023-01-20
2797.820000
N
N
N
Kilroy Realty Corp
549300CXXI18B214UN80
KILROY REALTY CORP
49427F108
118.000000
NS
USD
5043.320000
0.00143089
Long
EC
CORP
US
N
1
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KEYCORP
49326EEN9
130000.000000
PA
USD
117792.740000
0.03342
Long
DBT
CORP
US
N
2
2033-06-01
Variable
4.789
N
N
N
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER INC
49271V100
868.000000
NS
USD
33713.120000
0.00956505
Long
EC
CORP
US
N
1
N
N
N
Kemper Corp
549300FNI1JKTRY2PV09
KEMPER CORP
488401100
357.000000
NS
USD
17018.190000
0.00482838
Long
EC
CORP
US
N
1
N
N
N
Karuna Therapeutics Inc
N/A
KARUNA THERAPEUTICS INC
48576A100
103.000000
NS
USD
22592.020000
0.00640979
Long
EC
CORP
US
N
1
N
N
N
Kanzhun Ltd
254900F4ZCBITP7L0251
KANZHUN LTD
48553T106
13344.000000
NS
USD
145849.920000
0.0413804
Long
EC
CORP
KY
N
1
N
N
N
Schneider Electric SE
969500A1YF1XUYYXS284
SCHNEIDER ELECTRIC SE
000000000
615.000000
NS
77770.700000
0.022065
Long
EC
CORP
FR
N
2
N
N
N
KKR & Co Inc
54930013V5I303TF9571
KKR & CO INC
48251W104
727.000000
NS
USD
35354.010000
0.0100306
Long
EC
CORP
US
N
1
N
N
N
KE Holdings Inc
254900RHVY072XPAZE03
KE HOLDINGS INC
482497104
4664.000000
NS
USD
47479.520000
0.0134708
Long
EC
CORP
KY
N
1
N
N
N
ROCKWOOL A/S
213800QRC7LNX935OZ09
ROCKWOOL A/S
000000000
51.000000
NS
10156.850000
0.00288169
Long
EC
CORP
DK
N
2
N
N
N
Jane Street Group / JSG Finance Inc
N/A
JANE STREET GROUP / JSG FINANCE INC
47077WAA6
520000.000000
PA
USD
450450.000000
0.127801
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.5
N
N
N
N
N
N
Pernod Ricard SA
52990097YFPX9J0H5D87
PERNOD RICARD SA
000000000
309.000000
NS
54232.990000
0.0153869
Long
EC
CORP
FR
N
2
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46625H100
338.000000
NS
USD
42547.440000
0.0120715
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank NA - CACLN
N/A
JPMORGAN CHASE BANK NA - CACLN
46591HCG3
300598.930000
PA
USD
284234.110000
0.0806426
Long
ABS-O
CORP
US
N
2
2029-02-26
Fixed
2.102
N
N
N
N
N
N
JPMorgan Chase Bank NA - CACLN
N/A
JPMORGAN CHASE BANK NA - CACLN
46591HCF5
147566.740000
PA
USD
139085.610000
0.0394612
Long
ABS-O
CORP
US
N
2
2029-02-26
Fixed
1.009
N
N
N
N
N
N
JPMorgan Chase Bank NA - CACLN
N/A
JPMORGAN CHASE BANK NA - CACLN
46591HBT6
481798.470000
PA
USD
461330.320000
0.130888
Long
ABS-O
CORP
US
N
2
2028-09-25
Fixed
1.174
N
N
N
N
N
N
Ionis Pharmaceuticals Inc
549300SI4ZGLG0BLUZ92
IONIS PHARMACEUTICALS INC
462222100
337.000000
NS
USD
14895.400000
0.00422611
Long
EC
CORP
US
N
1
N
N
N
Intuitive Surgical Inc
54930052SRG011710797
INTUITIVE SURGICAL INC
46120E602
2135.000000
NS
USD
526213.450000
0.149297
Long
EC
CORP
US
N
1
N
N
N
Intuit Inc
VI90HBPH7XSFMB9E4M29
INTUIT INC
461202103
235.000000
NS
USD
100462.500000
0.0285031
Long
EC
CORP
US
N
1
N
N
N
International Paper Co
824LMFJDH41EY779Q875
INTERNATIONAL PAPER CO
460146103
582.000000
NS
USD
19561.020000
0.00554983
Long
EC
CORP
US
N
1
N
N
N
Genmab A/S
529900MTJPDPE4MHJ122
GENMAB A/S
000000000
71.000000
NS
27349.750000
0.00775965
Long
EC
CORP
DK
N
2
N
N
N
Intellia Therapeutics Inc
5493002T5BCPE5DZC723
INTELLIA THERAPEUTICS INC
45826J105
130.000000
NS
USD
6861.400000
0.00194671
Long
EC
CORP
US
N
1
N
N
N
Insulet Corp
549300TZTYD2PYN92D43
INSULET CORP
45784P101
80.000000
NS
USD
20704.800000
0.00587435
Long
EC
CORP
US
N
1
N
N
N
Insmed Inc
529900Q55QAG41CCAC11
INSMED INC
457669307
613.000000
NS
USD
10617.160000
0.00301229
Long
EC
CORP
US
N
1
N
N
N
Ingersoll Rand Inc
5299004C02FMZCUOIR50
INGERSOLL RAND INC
45687V106
2022.000000
NS
USD
102111.000000
0.0289708
Long
EC
CORP
US
N
1
N
N
N
Incyte Corp
549300Z4WN6JVZ3T4680
INCYTE CORP
45337C102
154.000000
NS
USD
11448.360000
0.00324812
Long
EC
CORP
US
N
1
N
N
N
State of Illinois
54930048FV8RWPR02D67
STATE OF ILLINOIS
452152GB1
165000.000000
PA
USD
166066.480000
0.0471162
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
7.1
N
N
N
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
HUNTINGTON BANCSHARES INC/OH
446150104
4821.000000
NS
USD
73182.780000
0.0207633
Long
EC
CORP
US
N
1
N
N
N
JB Hunt Transport Services Inc
549300XCD1MPI1C5GK90
JB HUNT TRANSPORT SERVICES INC
445658107
422.000000
NS
USD
72191.540000
0.0204821
Long
EC
CORP
US
N
1
N
N
N
Humana Inc
529900YLDW34GJAO4J06
HUMANA INC
444859102
122.000000
NS
USD
68085.760000
0.0193172
Long
EC
CORP
US
N
1
N
N
N
HubSpot Inc
529900BLNVEW0MVKJB37
HUBSPOT INC
443573100
1239.000000
NS
USD
367437.840000
0.104249
Long
EC
CORP
US
N
1
N
N
N
Hubbell Inc
54930088VDQ6840Y6597
HUBBELL INC
443510607
106.000000
NS
USD
25172.880000
0.00714203
Long
EC
CORP
US
N
1
N
N
N
H World Group Ltd
549300Y5ML31FVN83730
H WORLD GROUP LTD
44332N106
12209.000000
NS
USD
330619.720000
0.0938031
Long
EC
CORP
KY
N
1
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
SERVICE PROPERTIES TRUST
44106MAS1
700000.000000
PA
USD
659750.000000
0.187184
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
4.65
N
N
N
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
SERVICE PROPERTIES TRUST
44106MAR3
700000.000000
PA
USD
688625.000000
0.195376
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
4.5
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
HONEYWELL INTERNATIONAL INC
438516106
712.000000
NS
USD
145262.240000
0.0412137
Long
EC
CORP
US
N
1
N
N
N
Home Point Capital Inc
549300DQF6YN0E43PM71
HOME POINT CAPITAL INC
43734LAA4
285000.000000
PA
USD
168506.250000
0.0478084
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.0
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC/THE
437076102
575.000000
NS
USD
170274.750000
0.0483102
Long
EC
CORP
US
N
1
N
N
N
Home BancShares Inc/AR
N/A
HOME BANCSHARES INC/AR
436893200
549.000000
NS
USD
13994.010000
0.00397037
Long
EC
CORP
US
N
1
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
HOLOGIC INC
436440101
391.000000
NS
USD
26509.800000
0.00752134
Long
EC
CORP
US
N
1
N
N
N
Hilton Worldwide Holdings Inc
549300HVGPK36ICB0B89
HILTON WORLDWIDE HOLDINGS INC
43300A203
551.000000
NS
USD
74528.260000
0.0211451
Long
EC
CORP
US
N
1
N
N
N
Hightower Holding LLC
N/A
HIGHTOWER HOLDING LLC
43118DAA8
245000.000000
PA
USD
200900.000000
0.0569992
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.75
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
HESS CORP
42809H107
3145.000000
NS
USD
443696.600000
0.125885
Long
EC
CORP
US
N
1
N
N
N
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
USD/AUD FWD 20230120 SBOSGB2X
000000000
1.000000
NC
USD
-39.580000
0
N/A
DFE
CORP
US
N
2
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
-423065.270000
USD
659506.890000
AUD
2023-01-20
-39.580000
N
N
N
HashiCorp Inc
549300XGOB9ZFQHMIP56
HASHICORP INC
418100103
1218.000000
NS
USD
37429.140000
0.0106194
Long
EC
CORP
US
N
1
N
N
Hartford Financial Services Group Inc/The
IU7C3FTM7Y3BQM112U94
HARTFORD FINANCIAL SERVICES GROUP INC/THE
416515104
1020.000000
NS
USD
73858.200000
0.020955
Long
EC
CORP
US
N
1
N
N
N
Hardee s Funding LLC
N/A
HARDEE'S FUNDING LLC
411707AK8
266625.000000
PA
USD
206720.230000
0.0586505
Long
ABS-O
CORP
US
N
2
2051-06-20
Fixed
2.865
N
N
N
N
N
N
Hanover Insurance Group Inc/The
JJYR6MFKFF6CF8DBZ078
HANOVER INSURANCE GROUP INC/THE
410867105
13.000000
NS
USD
1904.370000
0.000540306
Long
EC
CORP
US
N
1
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH MOET HENNESSY LOUIS VUITTON SE
000000000
193.000000
NS
121782.010000
0.0345519
Long
EC
CORP
FR
N
2
N
N
N
HPS Loan Management 11-2017 Ltd
549300Z5U2GIJ32SH058
HPS LOAN MANAGEMENT 11-2017 LTD
40436VAJ0
335000.000000
PA
USD
307250.010000
0.0871727
Long
ABS-CBDO
CORP
KY
N
2
2030-05-06
Variable
4.813
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC
404280DS5
200000.000000
PA
USD
200172.200000
0.0567927
Long
DBT
CORP
GB
N
2
2033-11-03
Variable
8.113
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC
404280DR7
200000.000000
PA
USD
200242.600000
0.0568126
Long
DBT
CORP
GB
N
2
2028-11-03
Variable
7.39
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC
404280DH9
1230000.000000
PA
USD
1064047.170000
0.30189
Long
DBT
CORP
GB
N
2
2033-08-11
Variable
5.402
N
N
N
N
N
N
HCA Healthcare Inc
529900PH4ZGUH2MNEU89
HCA HEALTHCARE INC
40412C101
109.000000
NS
USD
23704.230000
0.00672534
Long
EC
CORP
US
N
1
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119BN8
2300000.000000
PA
USD
2279875.000000
0.646844
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
5.0
N
N
N
N
N
N
Guardant Health Inc
254900M8C3E5VC8BR186
GUARDANT HEALTH INC
40131M109
253.000000
NS
USD
12523.500000
0.00355316
Long
EC
CORP
US
N
1
N
N
N
Airbus SE
MINO79WLOO247M1IL051
AIRBUS SE
000000000
13060.000000
NS
1413141.310000
0.400935
Long
EC
CORP
NL
N
2
N
N
N
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
CAD/USD FWD 20230120 SBOSGB2X
000000000
1.000000
NC
USD
3659.910000
0.00103839
N/A
DFE
CORP
CA
N
2
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
-700721.420000
USD
958546.330000
CAD
2023-01-20
3659.910000
N
N
N
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
USD/CAD FWD 20230120 SBOSGB2X
000000000
1.000000
NC
USD
-3805.310000
-0.00107964
N/A
DFE
CORP
US
N
2
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
-794384.440000
CAD
579942.750000
USD
2023-01-20
-3805.310000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
USD/MYR FWD 20221209 CHASGB2L
000000000
1.000000
NC
USD
139.130000
0
N/A
DFE
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
-125145.520000
MYR
26617.800000
USD
2022-12-09
139.130000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
GBP/USD FWD 20221125 MSLNGB2X
000000000
1.000000
NC
USD
-8325.510000
-0.00236211
N/A
DFE
CORP
GB
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
-562391.670000
GBP
637065.740000
USD
2022-11-25
-8325.510000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
USD/RSD FWD 20221216 CITIGB2L
000000000
1.000000
NC
USD
1092.650000
0.000310006
N/A
DFE
CORP
US
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
-114482.690000
USD
13726525.000000
RSD
2022-12-16
1092.650000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
GBP/USD FWD 20221125 CITIGB2L
000000000
1.000000
NC
USD
-79447.790000
-0.0225409
N/A
DFE
CORP
GB
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
-956724.290000
GBP
1018472.960000
USD
2022-11-25
-79447.790000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
KRW/USD FWD 20221130 UBSWGB2L
000000000
1.000000
NC
USD
-3257.960000
-0.000924345
N/A
DFE
CORP
KR
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-506577200.000000
KRW
351704.240000
USD
2022-11-30
-3257.960000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
COP/USD FWD 20221209 MSLNGB2X
000000000
1.000000
NC
USD
44.150000
0
N/A
DFE
CORP
CO
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
-392309.610000
USD
1951348000.000000
COP
2022-12-09
44.150000
N
N
N
Great Wolf Trust 2019-WOLF
N/A
GREAT WOLF TRUST 2019-WOLF
39152TAQ3
180000.000000
PA
USD
169234.130000
0.0480149
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Variable
6.543
N
N
N
N
N
N
Graphic Packaging International LLC
SO75N4VY5NXGQSK8YQ65
GRAPHIC PACKAGING INTERNATIONAL LLC
38869PAM6
500000.000000
PA
USD
483750.000000
0.137249
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
4.125
N
N
N
N
N
N
Aris Mining Corp
5493001GJ5TILX6L1F82
ARIS MINING CORP
38501DAR6
640000.000000
PA
USD
445539.200000
0.126408
Long
DBT
CORP
CA
N
2
2026-08-09
Fixed
6.875
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
38141G104
225.000000
NS
USD
77514.750000
0.0219924
Long
EC
CORP
US
N
1
N
N
N
Globo Comunicacao e Participacoes SA
52990054HEKS017PVR75
GLOBO COMUNICACAO E PARTICIPACOES SA
37959DAC8
280000.000000
PA
USD
213101.360000
0.0604609
Long
DBT
CORP
BR
N
2
2032-01-14
Fixed
5.5
N
N
N
N
N
N
Globo Comunicacao e Participacoes SA
52990054HEKS017PVR75
GLOBO COMUNICACAO E PARTICIPACOES SA
37959DAB0
700000.000000
PA
USD
549797.500000
0.155988
Long
DBT
CORP
BR
N
2
2030-01-22
Fixed
4.875
N
N
N
N
N
N
Global Net Lease Inc / Global Net Lease Operating Partnership LP
N/A
GLOBAL NET LEASE INC / GLOBAL NET LEASE OPERATING PARTNERSHIP LP
37892AAA8
410000.000000
PA
USD
330683.450000
0.0938212
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.75
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO
369604301
12884.000000
NS
USD
1002504.040000
0.284429
Long
EC
CORP
US
N
1
N
N
N
Generac Holdings Inc
529900S2H2AHJHSFFI84
GENERAC HOLDINGS INC
368736104
284.000000
NS
USD
32918.440000
0.00933959
Long
EC
CORP
US
N
1
N
N
N
Arthur J Gallagher & Co
54930049QLLMPART6V29
ARTHUR J GALLAGHER & CO
363576109
224.000000
NS
USD
41905.920000
0.0118895
Long
EC
CORP
US
N
1
N
N
N
GCAT 2022-NQM3 Trust
N/A
GCAT 2022-NQM3 TRUST
36168MAA1
120620.090000
PA
USD
109885.080000
0.0311765
Long
ABS-MBS
CORP
US
N
2
2067-04-25
Variable
4.348
N
N
N
N
N
N
Freshpet Inc
549300S4ZK8ZQ6HNPN59
FRESHPET INC
358039105
1629.000000
NS
USD
96029.550000
0.0272454
Long
EC
CORP
US
N
1
N
N
Freddie Mac STACR REMIC Trust 2022-DNA3
N/A
FREDDIE MAC STACR REMIC TRUST 2022-DNA3
35564KUX5
195000.000000
PA
USD
180862.660000
0.0513142
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Variable
5.897
N
N
N
N
N
N
Freddie Mac STACR REMIC Trust 2022-HQA1
N/A
FREDDIE MAC STACR REMIC TRUST 2022-HQA1
35564KTA7
565826.470000
PA
USD
562917.220000
0.15971
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Variable
5.097
N
N
N
N
N
N
Freddie Mac STACR REMIC Trust 2022-DNA2
N/A
FREDDIE MAC STACR REMIC TRUST 2022-DNA2
35564KRN1
665000.000000
PA
USD
607881.550000
0.172468
Long
ABS-MBS
USGSE
US
N
2
2042-02-25
Variable
6.747
N
N
N
N
N
N
Freddie Mac STACR REMIC Trust 2022-DNA2
N/A
FREDDIE MAC STACR REMIC TRUST 2022-DNA2
35564KRE1
121510.160000
PA
USD
118855.110000
0.0337215
Long
ABS-MBS
USGSE
US
N
2
2042-02-25
Variable
4.297
N
N
N
N
N
N
Freddie Mac STACR REMIC Trust 2022-HQA3
N/A
FREDDIE MAC STACR REMIC TRUST 2022-HQA3
35564KE70
195000.000000
PA
USD
182154.550000
0.0516807
Long
ABS-MBS
USGSE
US
N
2
2042-08-25
Variable
8.347
N
N
N
N
N
N
FOCUS Brands Funding LLC
N/A
FOCUS BRANDS FUNDING LLC
34417RAB2
249375.000000
PA
USD
234584.570000
0.0665561
Long
ABS-O
CORP
US
N
2
2052-07-30
Fixed
7.206
N
N
N
N
N
N
FOCUS Brands Funding LLC
N/A
FOCUS BRANDS FUNDING LLC
34417QAA6
758400.000000
PA
USD
692408.580000
0.19645
Long
ABS-O
CORP
US
N
2
2048-10-30
Fixed
5.184
N
N
N
N
N
N
Floor & Decor Holdings Inc
549300M5FR3N688XGQ36
FLOOR & DECOR HOLDINGS INC
339750101
316.000000
NS
USD
23184.920000
0.006578
Long
EC
CORP
US
N
1
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
FISERV INC
337738108
210.000000
NS
USD
21575.400000
0.00612135
Long
EC
CORP
US
N
1
N
N
N
Next PLC
213800WQD8ECPZP9PH98
NEXT PLC
000000000
229.000000
NS
12933.840000
0.00366958
Long
EC
CORP
GB
N
2
N
N
N
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
CZK/USD FWD 20230113 SBOSGB2X
000000000
1.000000
NC
USD
-6444.430000
-0.00182841
N/A
DFE
CORP
CZ
N
2
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
-6921000.000000
CZK
271753.770000
USD
2023-01-13
-6444.430000
N
N
N
First American Financial Corp
549300B6VEZK3N0A1P55
FIRST AMERICAN FINANCIAL CORP
31847R102
279.000000
NS
USD
14061.600000
0.00398954
Long
EC
CORP
US
N
1
N
N
N
Finance of America HECM Buyout 2022-HB1
N/A
FINANCE OF AMERICA HECM BUYOUT 2022-HB1
31735JAD7
460000.000000
PA
USD
422718.150000
0.119933
Long
ABS-MBS
CORP
US
N
2
2032-02-25
Variable
5.084
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANCORP
316773100
1390.000000
NS
USD
49609.100000
0.014075
Long
EC
CORP
US
N
1
N
N
N
FedEx Corp
549300E707U7WNPZN687
FEDEX CORP
31428X106
389.000000
NS
USD
62348.920000
0.0176896
Long
EC
CORP
US
N
1
N
N
N
Fate Therapeutics Inc
549300L14Q4UHOODLA90
FATE THERAPEUTICS INC
31189P102
382.000000
NS
USD
7991.440000
0.00226732
Long
EC
CORP
US
N
1
N
N
Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
IDR/USD FWD 20230119 BARCGB5G
000000000
1.000000
NC
USD
27068.330000
0.0076798
N/A
DFE
CORP
ID
N
2
Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
-18776235000.000000
IDR
1224555.700000
USD
2023-01-19
27068.330000
N
N
N
Farfetch Ltd
549300QFQ74Z0F96NS78
FARFETCH LTD
30744W107
976.000000
NS
USD
8276.480000
0.0023482
Long
EC
CORP
KY
N
1
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
META PLATFORMS INC
30303M102
545.000000
NS
USD
50772.200000
0.014405
Long
EC
CORP
US
N
1
N
N
N
Figs Inc
N/A
FIGS INC
30260D103
1192.000000
NS
USD
8796.960000
0.00249587
Long
EC
CORP
US
N
1
N
N
FMC Corp
CKDHZ2X64EEBQCSP7013
FMC CORP
302491303
283.000000
NS
USD
33648.700000
0.00954678
Long
EC
CORP
US
N
1
N
N
N
ExteNet LLC 2019-1
N/A
EXTENET LLC 2019-1
30227XAB7
260000.000000
PA
USD
244751.960000
0.0694408
Long
ABS-O
CORP
US
N
2
2049-07-26
Fixed
4.14
N
N
N
N
N
N
Export-Import Bank of India
335800OFZ8YEIVN1QI11
EXPORT-IMPORT BANK OF INDIA
30216KAF9
300000.000000
PA
USD
220646.990000
0.0626018
Long
DBT
NUSS
IN
N
2
2031-01-13
Fixed
2.25
N
N
N
N
N
N
Export-Import Bank of India
335800OFZ8YEIVN1QI11
EXPORT-IMPORT BANK OF INDIA
30216KAC6
300000.000000
PA
USD
267245.630000
0.0758227
Long
DBT
NUSS
IN
N
2
2028-02-01
Fixed
3.875
N
N
N
N
N
N
Exeter Automobile Receivables Trust 2022-2
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST 2022-2
30166QAF6
340000.000000
PA
USD
314854.450000
0.0893302
Long
ABS-O
CORP
US
N
2
2028-07-17
Fixed
4.56
N
N
N
N
N
N
Exelixis Inc
254900PJQB59O2O95R37
EXELIXIS INC
30161Q104
581.000000
NS
USD
9632.980000
0.00273306
Long
EC
CORP
US
N
1
N
N
N
Exact Sciences Corp
549300VM3X1FYD4N9Z14
EXACT SCIENCES CORP
30063P105
6039.000000
NS
USD
210036.420000
0.0595913
Long
EC
CORP
US
N
1
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
USD/EUR FWD 20221130 CHASGB2L
000000000
1.000000
NC
USD
59264.040000
0.0168143
N/A
DFE
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
-3375425.850000
EUR
3402130.530000
USD
2022-11-30
59264.040000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
USD/PLN FWD 20221118 CHASGB2L
000000000
1.000000
NC
USD
-10894.750000
-0.00309105
N/A
DFE
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
-1625000.000000
PLN
328719.920000
USD
2022-11-18
-10894.750000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
USD/COP FWD 20221209 UBSWGB2L
000000000
1.000000
NC
USD
49429.140000
0.014024
N/A
DFE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-3143137566.710000
COP
681413.710000
USD
2022-12-09
49429.140000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
COP/USD FWD 20221209 UBSWGB2L
000000000
1.000000
NC
USD
-15740.280000
-0.00446582
N/A
DFE
CORP
CO
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-641980.830000
USD
3114570000.000000
COP
2022-12-09
-15740.280000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
AUD/USD FWD 20230120 CITIGB2L
000000000
1.000000
NC
USD
-12584.670000
-0.00357051
N/A
DFE
CORP
AU
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
-1315506.470000
AUD
831217.030000
USD
2023-01-20
-12584.670000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
CLP/USD FWD 20221206 GSILGB2X
000000000
1.000000
NC
USD
-4869.510000
-0.00138157
N/A
DFE
CORP
CL
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
-393675000.000000
CLP
409670.490000
USD
2022-12-06
-4869.510000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
EUR/USD FWD 20221125 BOFAUS6N
000000000
1.000000
NC
USD
-10866.850000
-0.00308313
N/A
DFE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
-265297.550000
USD
257000.000000
EUR
2022-11-25
-10866.850000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
USD/EUR FWD 20221125 BOFAUS6N
000000000
1.000000
NC
USD
-2146.970000
-0.000609136
N/A
DFE
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
-888755.570000
EUR
877723.450000
USD
2022-11-25
-2146.970000
N
N
N
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
BRL/USD FWD 20221202 MRMDUS33
000000000
1.000000
NC
USD
6140.650000
0.00174222
N/A
DFE
CORP
BR
N
2
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
-253330.830000
USD
1350000.000000
BRL
2022-12-02
6140.650000
N
N
N
Essex Property Trust Inc
549300TR2H2VEFX0NC60
ESSEX PROPERTY TRUST INC
297178105
57.000000
NS
USD
12667.680000
0.00359406
Long
EC
CORP
US
N
1
N
N
N
ERO Copper Corp
549300KL8A21SEIO8I47
ERO COPPER CORP
296006AA7
440000.000000
PA
USD
331724.800000
0.0941166
Long
DBT
CORP
CA
N
2
2030-02-15
Fixed
6.5
N
N
N
N
N
N
Equity Residential
5493008RACSH5EP3PI59
EQUITY RESIDENTIAL
29476L107
321.000000
NS
USD
20229.420000
0.00573947
Long
EC
CORP
US
N
1
N
N
N
Equity LifeStyle Properties Inc
529900PEQG66LENB6798
EQUITY LIFESTYLE PROPERTIES INC
29472R108
256.000000
NS
USD
16373.760000
0.00464555
Long
EC
CORP
US
N
1
N
N
N
Equitable Holdings Inc
549300FIBAKMNHPZ4009
EQUITABLE HOLDINGS INC
29452E101
1242.000000
NS
USD
38030.040000
0.0107898
Long
EC
CORP
US
N
1
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
EQUINIX INC
29444U700
182.000000
NS
USD
103092.080000
0.0292492
Long
EC
CORP
US
N
1
N
N
N
Entegris Inc
IYX6OWO7BT5DKO3BYG52
ENTEGRIS INC
29362U104
101.000000
NS
USD
8013.340000
0.00227354
Long
EC
CORP
US
N
1
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
ENEL FINANCE INTERNATIONAL NV
29278GBB3
700000.000000
PA
USD
670349.400000
0.190191
Long
DBT
CORP
NL
N
2
2052-10-14
Fixed
7.75
N
N
N
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
ENEL FINANCE INTERNATIONAL NV
29278GBA5
1200000.000000
PA
USD
1199960.400000
0.340452
Long
DBT
CORP
NL
N
2
2032-10-14
Fixed
7.5
N
N
N
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
ENEL FINANCE INTERNATIONAL NV
29278GAZ1
200000.000000
PA
USD
200000.000000
0.0567438
Long
DBT
CORP
NL
N
2
2025-10-14
Fixed
6.8
N
N
N
N
N
N
Encore Capital Group Inc
5493000UVC6H49CIH830
ENCORE CAPITAL GROUP INC
292554102
279.000000
NS
USD
14206.680000
0.00403071
Long
EC
CORP
US
N
1
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC
29250NBN4
325000.000000
PA
USD
309156.250000
0.0877135
Long
DBT
CORP
CA
N
2
2083-01-15
Variable
7.375
N
N
N
N
N
N
Element Solutions Inc
549300FLGN6P5CU20J91
ELEMENT SOLUTIONS INC
28618M106
807.000000
NS
USD
13880.400000
0.00393813
Long
EC
CORP
US
N
1
N
N
N
Elara HGV Timeshare Issuer 2019-A LLC
N/A
ELARA HGV TIMESHARE ISSUER 2019-A LLC
28416TAC9
67044.610000
PA
USD
61018.160000
0.017312
Long
ABS-O
CORP
US
N
2
2034-01-25
Fixed
3.45
N
N
N
N
N
N
Elanco Animal Health Inc
549300SHPNDCE059M934
ELANCO ANIMAL HEALTH INC
28414HAE3
217000.000000
PA
USD
215811.930000
0.06123
Long
DBT
CORP
US
N
2
2023-08-28
Variable
5.772
N
N
N
N
N
N
eG Global Finance PLC
549300TL8Q5207VYET27
EG GLOBAL FINANCE PLC
28228PAB7
200000.000000
PA
USD
185250.000000
0.052559
Long
DBT
CORP
GB
N
2
2025-10-30
Fixed
8.5
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
ECOPETROL SA
279158AN9
300000.000000
PA
USD
247410.000000
0.0701949
Long
DBT
CORP
CO
N
2
2030-04-29
Fixed
6.875
N
N
N
N
N
N
East West Bancorp Inc
N/A
EAST WEST BANCORP INC
27579R104
457.000000
NS
USD
32707.490000
0.00927974
Long
EC
CORP
US
N
1
N
N
N
Arch Capital Group Ltd
549300AYR4P8AFKDCE43
ARCH CAPITAL GROUP LTD
000000000
702.000000
NS
USD
40365.000000
0.0114523
Long
EC
CORP
BM
N
1
N
N
N
RenaissanceRe Holdings Ltd
EK6GB9U3U58PDI411C94
RENAISSANCERE HOLDINGS LTD
000000000
221.000000
NS
USD
34184.280000
0.00969873
Long
EC
CORP
BM
N
1
N
N
N
EQRx Inc
N/A
EQRX INC
26886C115
2200.000000
NS
USD
1936.000000
0.00054928
Long
EC
CORP
US
N
1
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG RESOURCES INC
26875P101
4793.000000
NS
USD
654340.360000
0.185649
Long
EC
CORP
US
N
1
N
N
N
Axis Capital Holdings Ltd
N/A
AXIS CAPITAL HOLDINGS LTD
000000000
571.000000
NS
USD
31216.570000
0.00885674
Long
EC
CORP
BM
N
1
N
N
N
Doximity Inc
N/A
DOXIMITY INC
26622P107
370.000000
NS
USD
9793.900000
0.00277872
Long
EC
CORP
US
N
1
N
N
N
DraftKings Inc
N/A
DRAFTKINGS INC
26142V105
666.000000
NS
USD
10522.800000
0.00298552
Long
EC
CORP
US
N
1
N
N
N
Douglas Emmett Inc
N/A
DOUGLAS EMMETT INC
25960P109
243.000000
NS
USD
4274.370000
0.00121272
Long
EC
CORP
US
N
1
N
N
N
DoorDash Inc
549300NUQ43FGGSK5051
DOORDASH INC
25809K105
2115.000000
NS
USD
92065.950000
0.0261209
Long
EC
CORP
US
N
1
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC
25746U109
180.000000
NS
USD
12594.600000
0.00357333
Long
EC
CORP
US
N
1
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
DOLLAR TREE INC
256746108
175.000000
NS
USD
27737.500000
0.00786966
Long
EC
CORP
US
N
1
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
DOLLAR GENERAL CORP
256677105
296.000000
NS
USD
75494.800000
0.0214193
Long
EC
CORP
US
N
1
N
N
N
DKT Finance ApS
529900CPZ2SMDPG5RV48
DKT FINANCE APS
255882AA0
400000.000000
PA
USD
383000.000000
0.108664
Long
DBT
CORP
DK
N
2
2023-06-17
Fixed
9.375
N
N
N
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
USD/INR FWD 20230119 GSILGB2X
000000000
1.000000
NC
USD
8979.230000
0.00254758
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
-77781750.230000
INR
939796.050000
USD
2023-01-19
8979.230000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
INR/USD FWD 20230119 GSILGB2X
000000000
1.000000
NC
USD
1673.270000
0.000474739
N/A
DFE
CORP
IN
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
-414779.500000
USD
34800000.000000
INR
2023-01-19
1673.270000
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO/THE
254687106
865.000000
NS
USD
92157.100000
0.0261467
Long
EC
CORP
US
N
1
N
N
N
Dime Community Bancshares Inc
N/A
DIME COMMUNITY BANCSHARES INC
25432X102
586.000000
NS
USD
20234.580000
0.00574094
Long
EC
CORP
US
N
1
N
N
N
Canadian Government Real Return Bond
4BFD7AQU0A75QLAHK410
CANADIAN GOVERNMENT REAL RETURN BOND
135087WV2
375727.500000
PA
338925.590000
0.0961596
Long
DBT
NUSS
CA
N
2
2031-12-01
Fixed
4.0
N
N
N
N
N
N
Dexcom Inc
549300YSK3QDSFR5EU59
DEXCOM INC
252131107
230.000000
NS
USD
27779.400000
0.00788155
Long
EC
CORP
US
N
1
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
DEVON ENERGY CORP
25179M103
981.000000
NS
USD
75880.350000
0.0215287
Long
EC
CORP
US
N
1
N
N
N
Descartes Systems Group Inc/The
875500NEPA7JI5EOMN45
DESCARTES SYSTEMS GROUP INC/THE
249906108
333.000000
NS
USD
23000.310000
0.00652563
Long
EC
CORP
CA
N
1
N
N
N
Denali Therapeutics Inc
549300ZTQ2HO18L3Q830
DENALI THERAPEUTICS INC
24823R105
318.000000
NS
USD
9120.240000
0.00258759
Long
EC
CORP
US
N
1
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
DEERE & CO
244199105
53.000000
NS
USD
20978.460000
0.00595199
Long
EC
CORP
US
N
1
N
N
N
Datadog Inc
549300F6JNO0KRPO1K63
DATADOG INC
23804L103
666.000000
NS
USD
53619.660000
0.0152129
Long
EC
CORP
US
N
1
N
N
N
Darling Ingredients Inc
L1N0SPPKS7EXZYUMZ898
DARLING INGREDIENTS INC
237266101
477.000000
NS
USD
37434.960000
0.010621
Long
EC
CORP
US
N
1
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
DANAHER CORP
235851102
413.000000
NS
USD
103939.710000
0.0294897
Long
EC
CORP
US
N
1
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
CUMMINS INC
231021106
475.000000
NS
USD
116142.250000
0.0329518
Long
EC
CORP
US
N
1
N
N
N
CubeSmart
N/A
CUBESMART
229663109
493.000000
NS
USD
20641.910000
0.0058565
Long
EC
CORP
US
N
1
N
N
N
Crown Castle Inc
54930012H97VSM0I2R19
CROWN CASTLE INC
22822V101
347.000000
NS
USD
46241.220000
0.0131195
Long
EC
CORP
US
N
1
N
N
N
Crowdstrike Holdings Inc
549300YBY08K9KM4HX32
CROWDSTRIKE HOLDINGS INC
22788C105
748.000000
NS
USD
120577.600000
0.0342102
Long
EC
CORP
US
N
1
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
COSTCO WHOLESALE CORP
22160K105
210.000000
NS
USD
105315.000000
0.0298799
Long
EC
CORP
US
N
1
N
N
N
QuidelOrtho Corp
549300YU8CMO9HF53113
QUIDELORTHO CORP
219798105
69.000000
NS
USD
6197.580000
0.00175837
Long
EC
CORP
US
N
1
N
N
N
Corebridge Financial Inc
549300XY1661QCIA7J65
COREBRIDGE FINANCIAL INC
21871X109
10695.000000
NS
USD
242455.650000
0.0687893
Long
EC
CORP
US
N
1
N
N
N
Canadian Natural Resources Ltd
549300T15RIMIKZC5Q38
CANADIAN NATURAL RESOURCES LTD
000000000
396.000000
NS
23750.990000
0.00673861
Long
EC
CORP
CA
N
2
N
N
N
Cooper Cos Inc/The
QJKMVPIGLH7530PCUE20
COOPER COS INC/THE
216648402
41.000000
NS
USD
11208.990000
0.0031802
Long
EC
CORP
US
N
1
N
N
N
Consorcio Transmantaro SA
549300NL65DC6HVEJX96
CONSORCIO TRANSMANTARO SA
210314AD2
200000.000000
PA
USD
172254.000000
0.0488717
Long
DBT
CORP
PE
N
2
2038-04-11
Fixed
5.2
N
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
CONOCOPHILLIPS
20825C104
5244.000000
NS
USD
661215.960000
0.1876
Long
EC
CORP
US
N
1
N
N
N
Connecticut Avenue Securities Trust 2022-R06
N/A
CONNECTICUT AVENUE SECURITIES TRUST 2022-R06
20754NAB1
66967.010000
PA
USD
66632.130000
0.0189048
Long
ABS-MBS
CORP
US
N
2
2042-05-25
Variable
5.747
N
N
N
N
N
N
Connecticut Avenue Securities Trust 2022-R01
N/A
CONNECTICUT AVENUE SECURITIES TRUST 2022-R01
20754LAA7
154638.810000
PA
USD
149806.300000
0.0425029
Long
ABS-MBS
CORP
US
N
2
2041-12-25
Variable
3.997
N
N
N
N
N
N
Connecticut Avenue Securities Trust 2022-R04
N/A
CONNECTICUT AVENUE SECURITIES TRUST 2022-R04
20753YCK6
60000.000000
PA
USD
56185.070000
0.0159408
Long
ABS-MBS
CORP
US
N
2
2042-03-25
Variable
6.097
N
N
N
N
N
N
Connecticut Avenue Securities Trust 2022-R03
N/A
CONNECTICUT AVENUE SECURITIES TRUST 2022-R03
20753XAA2
316884.610000
PA
USD
312561.260000
0.0886796
Long
ABS-MBS
CORP
US
N
2
2042-03-25
Variable
5.097
N
N
N
N
N
N
Confluent Inc
254900MRZ83YWUV7SN74
CONFLUENT INC
20717M103
1670.000000
NS
USD
44889.600000
0.012736
Long
EC
CORP
US
N
1
N
N
N
Concord Acquisition Corp III
N/A
CONCORD ACQUISITION CORP III
20607V205
49500.000000
NS
USD
499207.500000
0.141635
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030N101
984.000000
NS
USD
31232.160000
0.00886116
Long
EC
CORP
US
N
1
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
RON/USD FWD 20230113 CITIGB2L
000000000
1.000000
NC
USD
-3220.000000
-0.000913575
N/A
DFE
CORP
RO
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
-1361000.000000
RON
268775.800000
USD
2023-01-13
-3220.000000
N
N
N
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
GBP/USD FWD 20221125 SBOSGB2X
000000000
1.000000
NC
USD
12531.360000
0.00355539
N/A
DFE
CORP
GB
N
2
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
-362879.030000
USD
327131.300000
GBP
2022-11-25
12531.360000
N
N
N
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
USD/GBP FWD 20221125 SBOSGB2X
000000000
1.000000
NC
USD
-22620.590000
-0.00641789
N/A
DFE
CORP
US
N
2
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
-2326442.450000
GBP
2647165.740000
USD
2022-11-25
-22620.590000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
USD/ILS FWD 20230119 CITIGB2L
000000000
1.000000
NC
USD
62555.930000
0.0177483
N/A
DFE
CORP
US
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
-11053569.600000
ILS
3213247.000000
USD
2023-01-19
62555.930000
N
N
N
DEUTSCHE BANK
7LTWFZYICNSX8D621K86
BRL/USD FWD 20221202 DEUTGB2L
000000000
1.000000
NC
USD
-10523.780000
-0.0029858
N/A
DFE
CORP
BR
N
2
DEUTSCHE BANK
7LTWFZYICNSX8D621K86
-1676644.380000
BRL
311729.110000
USD
2022-12-02
-10523.780000
N
N
N
Colorado Health Facilities Authority
5493002JB6DRFRZPEQ21
COLORADO HEALTH FACILITIES AUTHORITY
19648FRZ9
250000.000000
PA
USD
208115.580000
0.0590464
Long
DBT
MUN
US
N
2
2040-12-01
Fixed
4.48
N
N
N
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
ILS/USD FWD 20230119 UBSWGB2L
000000000
1.000000
NC
USD
-3424.070000
-0.000971474
N/A
DFE
CORP
IL
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-1014360.000000
ILS
285707.420000
USD
2023-01-19
-3424.070000
N
N
N
Colombia Government International Bond
549300MHDRBVRF6B9117
COLOMBIA GOVERNMENT INTERNATIONAL BOND
195325DL6
300000.000000
PA
USD
250663.960000
0.0711181
Long
DBT
NUSS
CO
N
2
2027-04-25
Fixed
3.875
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE
191216100
689.000000
NS
USD
41236.650000
0.0116996
Long
EC
CORP
US
N
1
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
USD/THB FWD 20221209 UBSWGB2L
000000000
1.000000
NC
USD
39595.950000
0.0112341
N/A
DFE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-22876260.850000
THB
642663.810000
USD
2022-12-09
39595.950000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
THB/USD FWD 20221209 UBSWGB2L
000000000
1.000000
NC
USD
-19681.830000
-0.00558411
N/A
DFE
CORP
TH
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-319446.970000
USD
11371034.400000
THB
2022-12-09
-19681.830000
N
N
N
Clear Channel International BV
N/A
CLEAR CHANNEL INTERNATIONAL BV
18452MAB2
400000.000000
PA
USD
382000.000000
0.108381
Long
DBT
CORP
NL
N
2
2025-08-01
Fixed
6.625
N
N
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
CITIZENS FINANCIAL GROUP INC
174610105
904.000000
NS
USD
36973.600000
0.0104901
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967NU1
220000.000000
PA
USD
199564.420000
0.0566202
Long
DBT
CORP
US
N
2
2033-05-24
Variable
4.91
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967424
1392.000000
NS
USD
63837.120000
0.0181118
Long
EC
CORP
US
N
1
N
N
N
Chipotle Mexican Grill Inc
N/A
CHIPOTLE MEXICAN GRILL INC
169656105
35.000000
NS
USD
52441.550000
0.0148787
Long
EC
CORP
US
N
1
N
N
N
Chevron Corp
N/A
CHEVRON CORP
166764100
437.000000
NS
USD
79053.300000
0.0224289
Long
EC
CORP
US
N
1
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
CHARTER COMMUNICATIONS INC
16119P108
96.000000
NS
USD
35291.520000
0.0100129
Long
EC
CORP
US
N
1
N
N
N
ChampionX Corp
549300EP2909K6DYYP38
CHAMPIONX CORP
15872M104
517.000000
NS
USD
14796.540000
0.00419806
Long
EC
CORP
US
N
1
N
N
N
Cerevel Therapeutics Holdings Inc
254900RJNIRS9COSQR41
CEREVEL THERAPEUTICS HOLDINGS INC
15678U128
403.000000
NS
USD
11267.880000
0.00319691
Long
EC
CORP
US
N
1
N
N
N
Ceridian HCM Holding Inc
549300T64GVCHFJ8L449
CERIDIAN HCM HOLDING INC
15677J108
474.000000
NS
USD
31374.060000
0.00890142
Long
EC
CORP
US
N
1
N
N
N
Central Parent Inc / CDK Global Inc
N/A
CENTRAL PARENT INC / CDK GLOBAL INC
15477CAA3
660000.000000
PA
USD
631950.000000
0.179296
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
7.25
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
CENTENE CORP
15135B101
709.000000
NS
USD
60357.170000
0.0171245
Long
EC
CORP
US
N
1
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
CELANESE US HOLDINGS LLC
15089QAR5
500000.000000
PA
USD
490608.500000
0.139195
Long
DBT
CORP
US
N
2
2024-07-05
Fixed
5.9
N
N
N
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
CELANESE US HOLDINGS LLC
15089QAP9
800000.000000
PA
USD
726980.800000
0.206258
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
6.379
N
N
N
N
N
Cedar Fair LP / Canada s Wonderland Co / Magnum Management Corp / Millennium Op
N/A
CEDAR FAIR LP / CANADA'S WONDERLAND CO / MAGNUM MANAGEMENT CORP / MILLENNIUM OP
150190AF3
600000.000000
PA
USD
595500.000000
0.168955
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.5
N
N
N
N
N
N
Cedar Fair LP
549300TUVLNQQ6BVKH61
CEDAR FAIR LP
150185106
502.000000
NS
USD
20682.400000
0.00586799
Long
EC
CORP
US
N
1
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
CATERPILLAR INC
149123101
93.000000
NS
USD
20130.780000
0.00571149
Long
EC
CORP
US
N
1
N
N
N
Catalent Inc
N/A
CATALENT INC
148806102
183.000000
NS
USD
12028.590000
0.00341274
Long
EC
CORP
US
N
1
N
N
N
Carvana Auto Receivables Trust 2021-N3
N/A
CARVANA AUTO RECEIVABLES TRUST 2021-N3
14687GAD7
85000.000000
PA
USD
82090.570000
0.0232907
Long
ABS-O
CORP
US
N
2
2028-06-12
Fixed
1.02
N
N
N
N
N
N
Carvana Co
5493003WEAK2PJ5WS063
CARVANA CO
146869102
345.000000
NS
USD
4667.850000
0.00132436
Long
EC
CORP
US
N
1
N
N
Carpenter Technology Corp
DX6I6ZD3X5WNNCDJKP85
CARPENTER TECHNOLOGY CORP
144285AM5
255000.000000
PA
USD
248625.000000
0.0705397
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
7.625
N
N
N
N
N
N
Carnival Corp
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP
143658BQ4
495000.000000
PA
USD
397237.500000
0.112704
Long
DBT
CORP
PA
N
2
2028-08-01
Fixed
4.0
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP
14040H105
608.000000
NS
USD
64460.160000
0.0182886
Long
EC
CORP
US
N
1
N
N
N
Cano Health LLC
254900OGI2T8V1NXN639
CANO HEALTH LLC
13782CAA8
130000.000000
PA
USD
104650.000000
0.0296912
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.25
N
N
N
N
N
N
Canadian Pacific Railway Ltd
N/A
CANADIAN PACIFIC RAILWAY LTD
13645T100
933.000000
NS
USD
69499.170000
0.0197182
Long
EC
CORP
CA
N
1
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
CAMDEN PROPERTY TRUST
133131102
105.000000
NS
USD
12132.750000
0.00344229
Long
EC
CORP
US
N
1
N
N
N
Calpine Corp
43R4VPJBXTU2O15HEF41
CALPINE CORP
131347CR5
915000.000000
PA
USD
745725.000000
0.211576
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.75
N
N
N
N
N
N
Cactus Inc
549300J3T8C9F8QFKV08
CACTUS INC
127203107
462.000000
NS
USD
23894.640000
0.00677936
Long
EC
CORP
US
N
1
N
N
N
CSMC 2020-TMIC
N/A
CSMC 2020-TMIC
126390AJ2
100000.000000
PA
USD
98934.750000
0.0280697
Long
ABS-MBS
CORP
US
N
2
2035-12-15
Variable
10.162
N
N
N
N
N
N
CNA Financial Corp
549300YX2GSZD7YG1R84
CNA FINANCIAL CORP
126117100
100.000000
NS
USD
4170.000000
0.00118311
Long
EC
CORP
US
N
1
N
N
N
COMM 2014-CCRE19 Mortgage Trust
N/A
COMM 2014-CCRE19 MORTGAGE TRUST
12592GAJ2
175000.000000
PA
USD
147965.090000
0.0419805
Long
ABS-MBS
CORP
US
N
2
2047-08-10
Variable
4.197
N
N
N
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS ENERGY CORP
125896100
203.000000
NS
USD
11581.150000
0.00328579
Long
EC
CORP
US
N
1
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME GROUP INC
12572Q105
121.000000
NS
USD
20969.300000
0.00594939
Long
EC
CORP
US
N
1
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
CIGNA CORP
125523100
136.000000
NS
USD
43936.160000
0.0124655
Long
EC
CORP
US
N
1
N
N
N
CHS/Community Health Systems Inc
5493007X5NC5XI1BB106
CHS/COMMUNITY HEALTH SYSTEMS INC
12543DBC3
375000.000000
PA
USD
323437.500000
0.0917654
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.0
N
N
N
N
N
N
C4 Therapeutics Inc
N/A
C4 THERAPEUTICS INC
12529R107
495.000000
NS
USD
4761.900000
0.00135104
Long
EC
CORP
US
N
1
N
N
N
Cantor Commercial Real Estate Lending 2019-CF1
N/A
CANTOR COMMERCIAL REAL ESTATE LENDING 2019-CF1
12529MDH8
80000.000000
PA
USD
70064.010000
0.0198785
Long
ABS-MBS
CORP
US
N
2
2052-05-15
Variable
4.66
N
N
N
N
N
N
Cantor Commercial Real Estate Lending 2019-CF1
N/A
CANTOR COMMERCIAL REAL ESTATE LENDING 2019-CF1
12529MDG0
125000.000000
PA
USD
110116.040000
0.031242
Long
ABS-MBS
CORP
US
N
2
2052-05-15
Variable
4.123
N
N
N
N
N
N
CF Industries Holdings Inc
529900CG8YAQFZ2JMV97
CF INDUSTRIES HOLDINGS INC
125269100
284.000000
NS
USD
30177.840000
0.00856203
Long
EC
CORP
US
N
1
N
N
N
CD&R Smokey Buyer Inc
N/A
CD&R SMOKEY BUYER INC
12510CAA9
170000.000000
PA
USD
161075.000000
0.0457
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.75
N
N
N
N
N
N
Cboe Global Markets Inc
529900RLNSGA90UPEH54
CBOE GLOBAL MARKETS INC
12503M108
256.000000
NS
USD
31872.000000
0.00904269
Long
EC
CORP
US
N
1
N
N
N
CAFL 2021-RTL1 Issuer LLC
N/A
CAFL 2021-RTL1 ISSUER LLC
12468RAC4
830000.000000
PA
USD
734875.780000
0.208498
Long
ABS-MBS
CORP
US
N
2
2029-03-28
Variable
3.104
N
N
N
N
N
N
Burlington Stores Inc
5299003Z37DVGKKC1W09
BURLINGTON STORES INC
122017106
6309.000000
NS
USD
901934.640000
0.255896
Long
EC
CORP
US
N
1
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
BRL/USD FWD 20221103 CHASGB2L
000000000
1.000000
NC
USD
-91221.930000
-0.0258814
N/A
DFE
CORP
BR
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
-14128428.800000
BRL
2642062.420000
USD
2022-11-03
-91221.930000
N
N
N
Bruker Corp
LEBZ6VLQ6I8XB1NHVY15
BRUKER CORP
116794108
423.000000
NS
USD
26158.320000
0.00742161
Long
EC
CORP
US
N
1
N
N
N
Brookfield Asset Management Inc
C6J3FGIWG6MBDGTE8F80
BROOKFIELD ASSET MANAGEMENT INC
112585104
465.000000
NS
USD
18418.650000
0.00522572
Long
EC
CORP
CA
N
1
N
N
N
Bright Horizons Family Solutions Inc
N/A
BRIGHT HORIZONS FAMILY SOLUTIONS INC
109194100
3479.000000
NS
USD
227248.280000
0.0644747
Long
EC
CORP
US
N
1
N
N
N
Braskem Netherlands Finance BV
2549000TLMHFQ74DS330
BRASKEM NETHERLANDS FINANCE BV
10554TAE5
200000.000000
PA
USD
145800.000000
0.0413662
Long
DBT
CORP
NL
N
2
2050-01-31
Fixed
5.875
N
N
N
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
PHP/USD FWD 20221129 GSILGB2X
000000000
1.000000
NC
USD
-3626.630000
-0.00102894
N/A
DFE
CORP
PH
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
-21797600.000000
PHP
370707.480000
USD
2022-11-29
-3626.630000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
BRL/USD FWD 20221202 UBSWGB2L
000000000
1.000000
NC
USD
-34157.650000
-0.00969118
N/A
DFE
CORP
BR
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-10070341.700000
BRL
1901373.100000
USD
2022-12-02
-34157.650000
N
N
N
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
EUR/USD FWD 20221125 SBOSGB2X
000000000
1.000000
NC
USD
-25595.200000
-0.00726185
N/A
DFE
CORP
US
N
2
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
-1500699.240000
USD
1490000.000000
EUR
2022-11-25
-25595.200000
N
N
N
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
USD/EUR FWD 20221125 SBOSGB2X
000000000
1.000000
NC
USD
105422.550000
0.0299104
N/A
DFE
CORP
US
N
2
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
-3918964.160000
EUR
3985207.690000
USD
2022-11-25
105422.550000
N
N
N
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
USD/INR FWD 20230119 MRMDUS33
000000000
1.000000
NC
USD
79.890000
0
N/A
DFE
CORP
US
N
2
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
-4900000.000000
INR
58718.360000
USD
2023-01-19
79.890000
N
N
N
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
USD/PLN FWD 20221118 SBOSGB2X
000000000
1.000000
NC
USD
-2060.280000
-0.000584541
N/A
DFE
CORP
US
N
2
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
-1257500.000000
PLN
260749.220000
USD
2022-11-18
-2060.280000
N
N
N
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
PLN/USD FWD 20221118 SBOSGB2X
000000000
1.000000
NC
USD
1154.990000
0.000327693
N/A
DFE
CORP
PL
N
2
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
-60289.140000
USD
294000.000000
PLN
2022-11-18
1154.990000
N
N
N
Booz Allen Hamilton Holding Corp
529900JPV47PIUWMA015
BOOZ ALLEN HAMILTON HOLDING CORP
099502106
3225.000000
NS
USD
351041.250000
0.0995971
Long
EC
CORP
US
N
1
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
BOOKING HOLDINGS INC
09857L108
46.000000
NS
USD
85996.080000
0.0243987
Long
EC
CORP
US
N
1
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE
097023105
505.000000
NS
USD
71967.550000
0.0204186
Long
EC
CORP
US
N
1
N
N
N
Blueprint Medicines Corp
5299004CC60O9T5HVM83
BLUEPRINT MEDICINES CORP
09627Y109
228.000000
NS
USD
11819.520000
0.00335342
Long
EC
CORP
US
N
1
N
N
N
Weir Group PLC/The
549300KDR56WHY9I3D10
WEIR GROUP PLC/THE
000000000
1421.000000
NS
24759.270000
0.00702468
Long
EC
CORP
GB
N
2
N
N
N
Blackbird Capital Aircraft Lease Securitization Ltd 2016-1
N/A
BLACKBIRD CAPITAL AIRCRAFT LEASE SECURITIZATION LTD 2016-1
09228YAB8
417940.080000
PA
USD
351696.580000
0.099783
Long
ABS-O
CORP
KY
N
2
2041-12-16
Variable
4.213
N
N
N
N
N
N
Black Knight Inc
549300TUSNXS3BFFML48
BLACK KNIGHT INC
09215C105
294.000000
NS
USD
17778.180000
0.00504401
Long
EC
CORP
US
N
1
N
N
N
BioNTech SE
894500UZJ5LG1F8J1U58
BIONTECH SE
09075V102
139.000000
NS
USD
19131.960000
0.0054281
Long
EC
CORP
DE
N
1
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
BIOGEN INC
09062X103
75.000000
NS
USD
21258.000000
0.0060313
Long
EC
CORP
US
N
1
N
N
N
Bill.com Holdings Inc
549300IBF9VZZIGOZW63
BILL.COM HOLDINGS INC
090043100
781.000000
NS
USD
104154.160000
0.0295505
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
BERKSHIRE HATHAWAY INC
084670702
66.000000
NS
USD
19475.940000
0.0055257
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
GBP/USD FWD 20221125 BARCGB5G
000000000
1.000000
NC
USD
-22838.640000
-0.00647976
N/A
DFE
CORP
GB
N
2
Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
-1087128.120000
GBP
1224731.360000
USD
2022-11-25
-22838.640000
N
N
N
Belden Inc
68BKYO1JC791TTJHUE82
BELDEN INC
077454106
876.000000
NS
USD
60995.880000
0.0173057
Long
EC
CORP
US
N
1
N
N
N
BeiGene Ltd
549300JFUK6FRD5MH739
BEIGENE LTD
07725L102
47.000000
NS
USD
7937.830000
0.00225211
Long
EC
CORP
KY
N
1
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON AND CO
075887109
185.000000
NS
USD
43654.450000
0.0123856
Long
EC
CORP
US
N
1
N
N
N
Beard Energy Transition Acquisition Corp
N/A
BEARD ENERGY TRANSITION ACQUISITION CORP
07402Q200
74100.000000
NS
USD
742482.000000
0.210656
Long
EC
CORP
US
N
1
N
N
N
UNITE Group PLC/The
213800BBUUWVDH9YI827
UNITE GROUP PLC/THE
000000000
1123.000000
NS
11471.400000
0.00325465
Long
EC
CORP
GB
N
2
N
N
N
Barings BDC Inc
549300GSF4KFZP6ONG49
BARINGS BDC INC
06759L103
1605.000000
NS
USD
14300.550000
0.00405734
Long
EC
CORP
US
N
1
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738ECE3
1835000.000000
PA
USD
1826933.340000
0.518336
Long
DBT
CORP
GB
N
2
2033-11-02
Variable
7.437
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738ECD5
200000.000000
PA
USD
198478.800000
0.0563122
Long
DBT
CORP
GB
N
2
2028-11-02
Variable
7.385
N
N
N
N
N
N
BankUnited Inc
96OVUWEW5D4YX6PFXD91
BANKUNITED INC
06652K103
728.000000
NS
USD
26171.600000
0.00742538
Long
EC
CORP
US
N
1
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
BANK OF NEW YORK MELLON CORP/THE
064058100
866.000000
NS
USD
36467.260000
0.0103465
Long
EC
CORP
US
N
1
N
N
N
Bank Leumi Le-Israel BM
7JDSZWRGUQY2DSTWCR57
BANK LEUMI LE-ISRAEL BM
06326BAA7
325000.000000
PA
USD
277143.750000
0.078631
Long
DBT
CORP
IL
N
2
2031-01-29
Variable
3.275
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
060505104
2251.000000
NS
USD
81126.040000
0.023017
Long
EC
CORP
US
N
1
N
N
N
Banco de Credito del Peru S.A.
549300EQYQ8SCQZ4BY14
BANCO DE CREDITO DEL PERU S.A.
05971V2C8
310000.000000
PA
USD
273556.400000
0.0776132
Long
DBT
CORP
PE
N
2
2030-07-01
Variable
3.125
N
N
N
N
N
N
Bancolombia SA
54930052NWJRPNMP1W58
BANCOLOMBIA SA
05968LAL6
300000.000000
PA
USD
244167.000000
0.0692748
Long
DBT
CORP
CO
N
2
2029-12-18
Variable
4.625
N
N
N
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
BALL CORP
058498106
1108.000000
NS
USD
54724.120000
0.0155263
Long
EC
CORP
US
N
1
N
N
N
Baker Hughes Co
N/A
BAKER HUGHES CO
05722G100
533.000000
NS
USD
14742.780000
0.00418281
Long
EC
CORP
US
N
1
N
N
N
Bahamas Government International Bond
549300W13SXC7EKNJC20
BAHAMAS GOVERNMENT INTERNATIONAL BOND
056732AJ9
310000.000000
PA
USD
198822.440000
0.0564097
Long
DBT
NUSS
BS
N
2
2028-11-21
Fixed
6.0
N
N
N
N
N
N
BX Commercial Mortgage Trust 2019-IMC
N/A
BX COMMERCIAL MORTGAGE TRUST 2019-IMC
05608BAN0
160000.000000
PA
USD
148476.830000
0.0421257
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Variable
5.562
N
N
N
N
N
N
BX Trust 2021-VIEW
N/A
BX TRUST 2021-VIEW
05606GAQ4
160000.000000
PA
USD
145361.020000
0.0412417
Long
ABS-MBS
CORP
US
N
2
2036-06-15
Variable
7.342
N
N
N
N
N
N
BRC Inc
N/A
BRC INC
05601U105
801.000000
NS
USD
5807.250000
0.00164763
Long
EC
CORP
US
N
1
N
N
BPR Trust 2021-NRD
N/A
BPR TRUST 2021-NRD
05592CAN6
175000.000000
PA
USD
162397.360000
0.0460752
Long
ABS-MBS
CORP
US
N
2
2023-12-15
Variable
9.037
N
N
N
N
N
N
BIG Commercial Mortgage Trust 2022-BIG
N/A
BIG COMMERCIAL MORTGAGE TRUST 2022-BIG
05551UAC9
315000.000000
PA
USD
295151.820000
0.0837402
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Variable
5.716
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT CAPITAL CORP
05526DBX2
250000.000000
PA
USD
255964.500000
0.072622
Long
DBT
CORP
US
N
2
2032-10-19
Fixed
7.75
N
N
N
N
N
N
BFLD 2019-DPLO
N/A
BFLD 2019-DPLO
054970AQ1
85000.000000
PA
USD
79493.140000
0.0225537
Long
ABS-MBS
CORP
US
N
2
2034-10-15
Variable
5.952
N
N
N
N
N
N
BAMLL Commercial Mortgage Securities Trust 2021-JACX
N/A
BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2021-JACX
05493LAN6
100000.000000
PA
USD
90752.520000
0.0257482
Long
ABS-MBS
CORP
US
N
2
2038-09-15
Variable
7.162
N
N
N
N
N
N
BAMLL Commercial Mortgage Securities Trust 2021-JACX
N/A
BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2021-JACX
05493LAL0
515000.000000
PA
USD
476003.270000
0.135051
Long
ABS-MBS
CORP
US
N
2
2038-09-15
Variable
6.162
N
N
N
N
N
N
BBCMS 2019-BWAY Mortgage Trust
N/A
BBCMS 2019-BWAY MORTGAGE TRUST
05492NAJ2
130000.000000
PA
USD
114052.940000
0.032359
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Variable
6.262
N
N
N
N
N
N
Axian Telecom
984500C6FIA50FZSE337
AXIAN TELECOM
05466AAA1
230000.000000
PA
USD
199295.000000
0.0565438
Long
DBT
CORP
MU
N
2
2027-02-16
Fixed
7.375
N
N
N
N
N
N
Avery Dennison Corp
549300PW7VPFCYKLIV37
AVERY DENNISON CORP
053611109
105.000000
NS
USD
17802.750000
0.00505098
Long
EC
CORP
US
N
1
N
N
N
Avantor Inc
N/A
AVANTOR INC
05352A100
954.000000
NS
USD
19242.180000
0.00545937
Long
EC
CORP
US
N
1
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AVALONBAY COMMUNITIES INC
053484101
127.000000
NS
USD
22240.240000
0.00630998
Long
EC
CORP
US
N
1
N
N
N
Atlassian Corp
549300AGBII4MWBVJY22
ATLASSIAN CORP
049468101
2639.000000
NS
USD
535004.470000
0.151791
Long
EC
CORP
US
N
1
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC
046353108
1380.000000
NS
USD
81157.800000
0.023026
Long
EC
CORP
GB
N
1
N
N
N
Ascendis Pharma A/S
549300B66JN3W3J8GH73
ASCENDIS PHARMA A/S
04351P101
2057.000000
NS
USD
236555.000000
0.0671152
Long
EC
CORP
DK
N
1
N
N
N
Armstrong World Industries Inc
KXMRXXOJ88Q45Y45MG74
ARMSTRONG WORLD INDUSTRIES INC
04247X102
402.000000
NS
USD
30379.140000
0.00861914
Long
EC
CORP
US
N
1
N
N
N
Argenx SE
7245009C5FZE6G9ODQ71
ARGENX SE
04016X101
132.000000
NS
USD
51206.760000
0.0145283
Long
EC
CORP
NL
N
1
N
N
N
Arena Fortify Acquisition Corp
N/A
ARENA FORTIFY ACQUISITION CORP
04005A112
24620.000000
NS
USD
1472.280000
0.000417714
Long
EC
CORP
US
N
2
N
N
N
Arena Fortify Acquisition Corp
N/A
ARENA FORTIFY ACQUISITION CORP
04005A104
49240.000000
NS
USD
497324.000000
0.1411
Long
EC
CORP
US
N
1
N
N
N
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
N/A
ARDAGH PACKAGING FINANCE PLC / ARDAGH HOLDINGS USA INC
03969AAQ3
2400000.000000
PA
USD
2265000.000000
0.642624
Long
DBT
CORP
US
N
2
2025-04-30
Fixed
5.25
N
N
N
N
N
Apple Hospitality REIT Inc
549300EVZAR0FBZO4F16
APPLE HOSPITALITY REIT INC
03784Y200
763.000000
NS
USD
13062.560000
0.0037061
Long
EC
CORP
US
N
1
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833100
8931.000000
NS
USD
1369479.540000
0.388547
Long
EC
CORP
US
N
1
N
N
N
Apollo Global Management Inc
N/A
APOLLO GLOBAL MANAGEMENT INC
03769M106
789.000000
NS
USD
43679.040000
0.0123926
Long
EC
CORP
US
N
1
N
N
N
Apellis Pharmaceuticals Inc
254900HS0ZFRXXSB9D42
APELLIS PHARMACEUTICALS INC
03753U106
234.000000
NS
USD
14154.660000
0.00401595
Long
EC
CORP
US
N
1
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
ELEVANCE HEALTH INC
036752103
553.000000
NS
USD
302363.810000
0.0857864
Long
EC
CORP
US
N
1
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
ANALOG DEVICES INC
032654105
820.000000
NS
USD
116948.400000
0.0331805
Long
EC
CORP
US
N
1
N
N
N
Amur Equipment Finance Receivables X LLC
549300K5Y88MV8B4M421
AMUR EQUIPMENT FINANCE RECEIVABLES X LLC
03236VAF8
465000.000000
PA
USD
419014.940000
0.118883
Long
ABS-O
CORP
US
N
2
2028-12-20
Fixed
5.02
N
N
N
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
AMERIPRISE FINANCIAL INC
03076C106
117.000000
NS
USD
36167.040000
0.0102613
Long
EC
CORP
US
N
1
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER CORP
03027X100
469.000000
NS
USD
97172.110000
0.0275696
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
MXN/USD FWD 20230113 GSILGB2X
000000000
1.000000
NC
USD
2296.860000
0.000651663
N/A
DFE
CORP
MX
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
-218221.600000
USD
4428000.000000
MXN
2023-01-13
2296.860000
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GROUP INC
026874784
1253.000000
NS
USD
71421.000000
0.0202635
Long
EC
CORP
US
N
1
N
N
N
Derwent London PLC
213800BXKQ9KZNUR1M61
DERWENT LONDON PLC
000000000
16104.000000
NS
398563.090000
0.11308
Long
EC
CORP
GB
N
2
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
AMEREN CORP
023608102
179.000000
NS
USD
14592.080000
0.00414005
Long
EC
CORP
US
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135106
19165.000000
NS
USD
1963262.600000
0.557015
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
ALPHABET INC
02079K305
5527.000000
NS
USD
522356.770000
0.148203
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
ALPHABET INC
02079K107
2458.000000
NS
USD
232674.280000
0.0660141
Long
EC
CORP
US
N
1
N
N
N
Alnylam Pharmaceuticals Inc
529900S3ZI14OWRJII50
ALNYLAM PHARMACEUTICALS INC
02043Q107
256.000000
NS
USD
53058.560000
0.0150537
Long
EC
CORP
US
N
1
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC
02005NBL3
500000.000000
PA
USD
479169.000000
0.135949
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
1.45
N
N
N
N
N
N
STANDARD CHARTERED SECURITIES
5493003GCX71N8988W38
USD/KRW FWD 20230119 SCBLGB2L
000000000
1.000000
NC
USD
-5037.570000
-0.00142925
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES
5493003GCX71N8988W38
-994900000.000000
KRW
693527.590000
USD
2023-01-19
-5037.570000
N
N
N
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
MXN/USD FWD 20230113 BNPAFRPP
000000000
1.000000
NC
USD
-1042.120000
-0.000295669
N/A
DFE
CORP
MX
N
2
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
-1615274.880000
MXN
79400.050000
USD
2023-01-13
-1042.120000
N
N
N
ATI Inc
ZW1LRE7C3H17O2ZN9B45
ATI INC
01741RAH5
455000.000000
PA
USD
414050.000000
0.117474
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.875
N
N
N
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL ESTATE EQUITIES INC
015271109
115.000000
NS
USD
16709.500000
0.0047408
Long
EC
CORP
US
N
1
N
N
N
Howmet Aerospace Inc
549300HO5WFZUT5N2T22
HOWMET AEROSPACE INC
013817AW1
500000.000000
PA
USD
493750.000000
0.140086
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.125
N
N
N
N
N
N
Albemarle Corp
HDBLS2Q6GV1LSKQPBS54
ALBEMARLE CORP
012653101
55.000000
NS
USD
15392.850000
0.00436724
Long
EC
CORP
US
N
1
N
N
N
Air Products and Chemicals Inc
7QEON6Y1RL5XR3R1W237
AIR PRODUCTS AND CHEMICALS INC
009158106
116.000000
NS
USD
29046.400000
0.00824102
Long
EC
CORP
US
N
1
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
AIR LEASE CORP
00912X302
1788.000000
NS
USD
63098.520000
0.0179023
Long
EC
CORP
US
N
1
N
N
N
Airbnb Inc
549300HMUDNO0RY56D37
AIRBNB INC
009066101
70.000000
NS
USD
7483.700000
0.00212327
Long
EC
CORP
US
N
1
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
AGILENT TECHNOLOGIES INC
00846U101
360.000000
NS
USD
49806.000000
0.0141309
Long
EC
CORP
US
N
1
N
N
N
AG TTMT Escrow Issuer LLC
N/A
AG TTMT ESCROW ISSUER LLC
00840KAA7
195000.000000
PA
USD
195731.250000
0.0555327
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
8.625
N
N
N
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
ADVANCED MICRO DEVICES INC
007903107
7506.000000
NS
USD
450810.360000
0.127903
Long
EC
CORP
US
N
1
N
N
N
Aeropuerto Internacional de Tocumen SA
254900FO1PHX49ZIGB14
AEROPUERTO INTERNACIONAL DE TOCUMEN SA
00787CAD4
200000.000000
PA
USD
141635.820000
0.0401848
Long
DBT
CORP
PA
N
2
2041-08-11
Fixed
4.0
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
00774MBA2
150000.000000
PA
USD
146877.150000
0.0416718
Long
DBT
CORP
IE
N
2
2023-09-29
None
0.0
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
00774MAX3
310000.000000
PA
USD
231797.230000
0.0657653
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.3
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
00774MAW5
150000.000000
PA
USD
120659.100000
0.0342333
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.0
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
00774MAC9
225000.000000
PA
USD
210931.430000
0.0598453
Long
DBT
CORP
IE
N
2
2025-01-15
Fixed
3.5
N
N
N
N
N
N
Ashtead Group PLC
2138007UTBN8X9K1A235
ASHTEAD GROUP PLC
000000000
12683.000000
NS
660696.530000
0.187452
Long
EC
CORP
GB
N
2
N
N
N
Acadia Realty Trust
N/A
ACADIA REALTY TRUST
004239109
724.000000
NS
USD
10114.280000
0.00286961
Long
EC
CORP
US
N
1
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287Y109
336.000000
NS
USD
49190.400000
0.0139563
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206R102
3891.000000
NS
USD
70932.930000
0.020125
Long
EC
CORP
US
N
1
N
N
N
AEP Texas Inc
5493001L78U618KXNZ75
AEP TEXAS INC
00108WAQ3
110000.000000
PA
USD
96094.680000
0.0272639
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
5.25
N
N
N
N
N
N
AGCO Corp
LYOM0B2GCF1JWXK5ZG04
AGCO CORP
001084102
92.000000
NS
USD
11423.640000
0.0032411
Long
EC
CORP
US
N
1
N
N
N
2022-10-31
T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND, INC.
/s/ Alan Dupski
Alan Dupski
Treasurer & Vice President