0001752724-19-202350.txt : 20191226
0001752724-19-202350.hdr.sgml : 20191226
20191223200630
ACCESSION NUMBER: 0001752724-19-202350
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20191031
FILED AS OF DATE: 20191224
PERIOD START: 20191031
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: 191307814
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
S000058608
T. Rowe Price Multi-Strategy Total Return Fund
C000192517
T. Rowe Price Multi-Strategy Total Return Fund
TMSRX
C000192519
T. Rowe Price Multi-Strategy Total Return Fund-I Class
TMSSX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001707770
XXXXXXXX
S000058608
C000192517
C000192519
T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND, INC.
811-23261
0001707770
5493003IUKLD53D0ET20
100 East Pratt Street
Baltimore
21202
410-345-2000
T. Rowe Price Multi-Strategy Total Return Fund
S000058608
549300KYJ7NTF2T39559
2019-10-31
2019-10-31
N
66108152.09
4167730.61
61940421.48
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0
0
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0
0
0
0
3384991.18
USD
GBP
AUD
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MONEY FORWARD INC
000000000
1.00000000
NC
2537.53000000
0.004096727047
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Money Forward Inc
Money Forward Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
20729590.74
JPY
2537.53
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS MARTIN MARIETTA MATERIALS INC
000000000
1.00000000
NC
USD
2793.04000000
0.004509236348
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Martin Marietta Materials Inc
Martin Marietta Materials Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-180232.74
USD
2793.04
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS WPP PLC
000000000
1.00000000
NC
6783.72000000
0.010952008136
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
WPP PLC
WPP PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
149601.81
GBP
6783.72
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ABBVIE INC
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1.00000000
NC
USD
-2619.20000000
-0.00422857955
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
AbbVie Inc
AbbVie Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-32184
USD
-2619.2
N
N
N
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
USD/CAD FORWARD
000000000
1.00000000
NC
USD
562.51000000
0.000908146871
N/A
DFE
CORP
US
N
2
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
-87000.00000000
CAD
66620.11000000
USD
2019-11-29
562.51
N
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J.P. MORGAN CHASE BANK NA
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TRS WESTPAC BANKING CORP
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17.28000000
0.000027897775
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DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Westpac Banking Corp
Westpac Banking Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-983.96
AUD
17.28
N
N
N
Celgene Corp
4SIHMF0MOSTTL8CD0X64
Celgene Corp
151020104
1900.00000000
NS
USD
205257.00000000
0.331378113186
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS EASTMAN CHEMICAL CO
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1.00000000
NC
USD
-296.41000000
-0.00047854049
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Eastman Chemical Co
Eastman Chemical Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
12917.54
USD
-296.41
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS WEST FRASER TIMBER CO LTD
000000000
1.00000000
NC
7048.43000000
0.011379370420
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
West Fraser Timber Co Ltd
West Fraser Timber Co Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
51560
CAD
7048.43
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MOODY'S CORP
000000000
1.00000000
NC
USD
-3820.70000000
-0.00616834678
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Moody's Corp
Moody's Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-120935.5695
USD
-3820.7
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERFOR CORP
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1.00000000
NC
1132.28000000
0.001828014684
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Interfor Corp
Interfor Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
7920
CAD
1132.28
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS FREEPORT-MCMORAN INC
000000000
1.00000000
NC
USD
2899.50000000
0.004681111188
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Freeport-McMoRan Inc
Freeport-McMoRan Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
95200
USD
2899.5
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SAMPO OYJ
000000000
1.00000000
NC
1065.95000000
0.001720927908
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Sampo Oyj
Sampo Oyj
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
66427.48
EUR
1065.95
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ATRICURE INC
000000000
1.00000000
NC
USD
84.11000000
0.000135791778
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
AtriCure Inc
AtriCure Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
10540
USD
84.11
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS SARTORIUS AG
000000000
1.00000000
NC
56.88000000
0.000091830179
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Sartorius AG
Sartorius AG
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
17370
EUR
56.88
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERFOR CORP
000000000
1.00000000
NC
422.72000000
0.000682462259
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Interfor Corp
Interfor Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
2956.8
CAD
422.72
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ALPHABET INC
000000000
1.00000000
NC
USD
758.18000000
0.001224047208
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Alphabet Inc
Alphabet Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
62112
USD
758.18
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SEABOARD CORP
000000000
1.00000000
NC
USD
-287.18000000
-0.00046363907
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Seaboard Corp
Seaboard Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
17149.02
USD
-287.18
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERFOR CORP
000000000
1.00000000
NC
3245.86000000
0.005240293692
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Interfor Corp
Interfor Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
22704
CAD
3245.86
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS NETWORK INTERNATIONAL HOLDINGS PLC
000000000
1.00000000
NC
-1584.21000000
-0.00255763516
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Network International Holdings
Network International Holdings PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
44480
GBP
-1584.21
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS PREFERRED BANK/LOS ANGELES CA
000000000
1.00000000
NC
USD
380.57000000
0.000614412997
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Preferred Bank/Los Angeles CA
Preferred Bank/Los Angeles CA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
52870
USD
380.57
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS VARIAN MEDICAL SYSTEMS INC
000000000
1.00000000
NC
USD
-5933.37000000
-0.00957915664
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Varian Medical Systems Inc
Varian Medical Systems Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-60279.12
USD
-5933.37
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND
000000000
-30.00000000
NC
USD
-3750.00000000
-0.00605420484
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Put
Written
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
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Short
US TREASURY N/B
United States Treasury Note/Bond
2019-12-19
0.00000000
USD
100000.00000000
157
USD
2019-11-22
XXXX
15635.9
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS AVERY DENNISON CORP
000000000
1.00000000
NC
USD
9384.75000000
0.015151253052
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Avery Dennison Corp
Avery Dennison Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
75557.3
USD
9384.75
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS HONDA MOTOR CO LTD
000000000
1.00000000
NC
-2970.18000000
-0.00479522084
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Honda Motor Co Ltd
Honda Motor Co Ltd
Y
Equity - Performance Leg
2020-01-20
0
USD
0
USD
-13047750
JPY
-2970.18
N
N
N
HONG KONG FUTURES EXCHANGE
N/A
HANG SENG INDEX
000000000
7.00000000
NC
11714.96000000
0.018913271366
N/A
DE
CORP
HK
N
1
HONG KONG FUTURES EXCHANGE
N/A
Long
HONG KONG STOCK EXCHANGE
HANG SENG INDEX
2019-11-28
1193164.61
USD
11714.96
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS MCDONALD'S CORP
000000000
1.00000000
NC
USD
-11154.36000000
-0.01800820810
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
McDonald's Corp
McDonald's Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
214887.1366
USD
-11154.36
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DOBANK SPA
000000000
1.00000000
NC
273.02000000
0.000440778402
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
doValue SpA
doValue SpA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-10403.88
EUR
273.02
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS MGM RESORTS INTERNATIONAL
000000000
1.00000000
NC
USD
3435.79000000
0.005546927059
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
MGM Resorts International
MGM Resorts International
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
159945.929716
USD
3435.79
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS LUMBER LIQUIDATORS HOLDINGS INC
000000000
1.00000000
NC
USD
1436.95000000
0.002319890574
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Lumber Liquidators Holdings In
Lumber Liquidators Holdings Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-29117.1
USD
1436.95
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS DERWENT LONDON PLC
000000000
1.00000000
NC
-569.33000000
-0.00091915745
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Derwent London PLC
Derwent London PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
66046.28
GBP
-569.33
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS IPATH BLOOMBERG COFFEE SUBINDEX TOTAL RETURN ETN
000000000
1.00000000
NC
USD
1520.51000000
0.002454794403
N/A
DCO
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
IPATH BLOOMBERG COFFEE SUBINDEX TOTAL RETURN ETN
IPATH BLOOMBERG COFFEE SUBINDEX TOTAL RETURN ETN
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
17220
USD
1520.51
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS AIRBUS SE
000000000
1.00000000
NC
2315.24000000
0.003737849928
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Airbus SE
Airbus SE
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
27590.64
EUR
2315.24
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SPROTT PHYSICAL GOLD AND SILVER TRUST
000000000
1.00000000
NC
USD
553.07000000
0.000892906420
N/A
DCO
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Sprott Physical Gold and Silver Trust
Sprott Physical Gold and Silver Trust
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
21547.5
USD
553.07
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
932.53000000
0.001505527372
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
102378
SEK
932.53
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS HOWARD BANCORP INC
000000000
1.00000000
NC
USD
1411.88000000
0.002279416197
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Howard Bancorp Inc
Howard Bancorp Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
60606
USD
1411.88
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS CREDICORP LTD
000000000
1.00000000
NC
USD
576.99000000
0.000931524174
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Credicorp Ltd
Credicorp Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
21051.45
USD
576.99
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS GENERAL MOTORS CO
000000000
1.00000000
NC
USD
-5931.63000000
-0.00957634749
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
General Motors Co
General Motors Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-246096.62
USD
-5931.63
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS SGS SA
000000000
1.00000000
NC
-9879.79000000
-0.01595047267
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
SGS SA
SGS SA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-211216
CHF
-9879.79
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS WEST FRASER TIMBER CO LTD
000000000
1.00000000
NC
5427.29000000
0.008762113447
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
West Fraser Timber Co Ltd
West Fraser Timber Co Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
39701.19
CAD
5427.29
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS INTERNATIONAL PAPER CO
000000000
1.00000000
NC
USD
13242.52000000
0.021379447675
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
International Paper Co
International Paper Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
247691.6
USD
13242.52
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS TELECOM ITALIA SPA/MILANO
000000000
1.00000000
NC
3576.86000000
0.005774678173
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Telecom Italia SpA/Milano
Telecom Italia SpA/Milano
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-133861.63
EUR
3576.86
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DENTSPLY SIRONA INC
000000000
1.00000000
NC
USD
-5327.50000000
-0.00860100702
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
DENTSPLY SIRONA Inc
DENTSPLY SIRONA Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-88187.34
USD
-5327.5
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS MINTH GROUP LTD
000000000
1.00000000
NC
991.84000000
0.001601280676
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Minth Group Ltd
Minth Group Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
214400
HKD
991.84
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS KAKAKU.COM INC
000000000
1.00000000
NC
-2034.83000000
-0.00328514070
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Kakaku.com Inc
Kakaku.com Inc
Y
Equity - Performance Leg
2020-01-20
0
USD
0
USD
-4613200
JPY
-2034.83
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS BAOZUN INC
000000000
1.00000000
NC
USD
-1015.55000000
-0.00163955939
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Baozun Inc
Baozun Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
22750
USD
-1015.55
N
N
N
EURONEXT DERIVATIVES PARIS
969500HMVSZ0TCV65D58
CAC40 10 EURO
000000000
3.00000000
NC
1488.99000000
0.002403906793
N/A
DE
CORP
FR
N
1
EURONEXT DERIVATIVES PARIS
969500HMVSZ0TCV65D58
Long
EURONEXT
CAC 40
2019-11-15
188125.57
USD
1488.99
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS ATRICURE INC
000000000
1.00000000
NC
USD
44.65000000
0.000072085399
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
AtriCure Inc
AtriCure Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
5586.2024
USD
44.65
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS NIELSEN HOLDINGS PLC
000000000
1.00000000
NC
USD
-965.48000000
-0.00155872365
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Nielsen Holdings PLC
Nielsen Holdings PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
41240
USD
-965.48
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS MINTH GROUP LTD
000000000
1.00000000
NC
4715.19000000
0.007612460308
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Minth Group Ltd
Minth Group Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
1018400
HKD
4715.19
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS ENCORE CAPITAL GROUP INC
000000000
1.00000000
NC
USD
-73.24000000
-0.00011824265
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Encore Capital Group Inc
Encore Capital Group Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
16650
USD
-73.24
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS ENTERGY CORP
000000000
1.00000000
NC
USD
1497.06000000
0.002416935442
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Entergy Corp
Entergy Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
29811.9
USD
1497.06
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS MERCK KGAA
000000000
1.00000000
NC
-2577.56000000
-0.00416135366
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Merck KGaA
Merck KGaA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-125055
EUR
-2577.56
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERFOR CORP
000000000
1.00000000
NC
5661.37000000
0.009140024986
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Interfor Corp
Interfor Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
39600
CAD
5661.37
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS WEST FRASER TIMBER CO LTD
000000000
1.00000000
NC
3524.21000000
0.005689677137
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
West Fraser Timber Co Ltd
West Fraser Timber Co Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
25780
CAD
3524.21
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS VERIZON COMMUNICATIONS INC
000000000
1.00000000
NC
USD
351.64000000
0.000567706824
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Verizon Communications Inc
Verizon Communications Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-170084.951076
USD
351.64
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS HUMANA INC
000000000
1.00000000
NC
USD
-5745.97000000
-0.00927660784
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Humana Inc
Humana Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-91567.84
USD
-5745.97
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS TEUCRIUM SUGAR FUND
000000000
1.00000000
NC
USD
-56.04000000
-0.00009047403
N/A
DCO
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TEUCRIUM SUGAR FUND
TEUCRIUM SUGAR FUND
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
13261
USD
-56.04
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS TE CONNECTIVITY LTD
000000000
1.00000000
NC
USD
6715.01000000
0.010841078958
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TE Connectivity Ltd
TE Connectivity Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-238699.881579
USD
6715.01
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS KEANE GROUP INC
000000000
1.00000000
NC
USD
-830.62000000
-0.00134099830
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
NexTier Oilfield Solutions Inc
NexTier Oilfield Solutions Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
9460
USD
-830.62
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SEAGATE TECHNOLOGY PLC
000000000
1.00000000
NC
USD
-3048.76000000
-0.00492208468
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Seagate Technology PLC
Seagate Technology PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-54940
USD
-3048.76
N
N
N
NIELSEN FINANCE LLC/CO
N/A
Nielsen Finance LLC / Nielsen Finance Co
65409QBB7
200000.00000000
PA
USD
200750.00000000
0.324101766186
Long
DBT
CORP
US
N
2
2022-04-15
Fixed
5.00000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS AIR PRODUCTS & CHEMICALS INC
000000000
1.00000000
NC
USD
-6.61000000
-0.00001067154
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Air Products & Chemicals Inc
Air Products & Chemicals Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
645.66
USD
-6.61
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS STANDARD LIFE ABERDEEN PLC
000000000
1.00000000
NC
-29282.82000000
-0.04727578421
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Standard Life Aberdeen PLC
Standard Life Aberdeen PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-458538.163325
GBP
-29282.82
N
N
N
FINANCIAL & RISK US HOLD
549300NF240HXJO7N016
Refinitiv US Holdings Inc
31740MAC5
398994.97000000
PA
USD
400890.20000000
0.647219037941
Long
LON
CORP
US
N
2
2025-10-01
Floating
5.53588000
N
N
N
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS ATRICURE INC
000000000
1.00000000
NC
USD
29.52000000
0.000047658700
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
AtriCure Inc
AtriCure Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
3688.996
USD
29.52
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ZOETIS INC
000000000
1.00000000
NC
USD
13046.59000000
0.021063127580
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Zoetis Inc
Zoetis Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
207737.94
USD
13046.59
N
N
N
AQUA AMERICA INC
549300ILTEOF3E3QY357
Aqua America Inc
03836W202
1560.00000000
NS
USD
94303.51000000
0.152248737975
Long
EP
CORP
US
N
2
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS VONOVIA SE
000000000
1.00000000
NC
-65.30000000
-0.00010542388
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Vonovia SE
Vonovia SE
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-95877
EUR
-65.3
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS HALLIBURTON CO
000000000
1.00000000
NC
USD
-13721.47000000
-0.02215269071
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Halliburton Co
Halliburton Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
52584.4
USD
-13721.47
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS HONDA MOTOR CO LTD
000000000
1.00000000
NC
-11022.67000000
-0.01779560057
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Honda Motor Co Ltd
Honda Motor Co Ltd
Y
Equity - Performance Leg
2020-01-20
0
USD
0
USD
-48421650
JPY
-11022.67
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DISH NETWORK CORP
000000000
1.00000000
NC
USD
52.64000000
0.000084984891
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
DISH Network Corp
DISH Network Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-68760
USD
52.64
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS LIBERTY OILFIELD SERVICES INC
000000000
1.00000000
NC
USD
1741.29000000
0.002811233695
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Liberty Oilfield Services Inc
Liberty Oilfield Services Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
16660
USD
1741.29
N
N
N
EDELMAN FINANCIAL CENTER
N/A
EDELMAN FINANCIAL CENTER
000000000
300000.00000000
PA
USD
285750.00000000
0.461330409403
Long
LON
CORP
US
N
2
2026-07-20
Floating
8.59638000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS FAMILYMART UNY HOLDINGS CO LTD
000000000
1.00000000
NC
2859.84000000
0.004617081917
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
FamilyMart Co Ltd
FamilyMart Co Ltd
Y
Equity - Performance Leg
2020-01-20
0
USD
0
USD
-13252800
JPY
2859.84
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
313586760
5000.00000000
NS
USD
52825.00000000
0.085283565622
Long
EP
USGSE
US
N
1
N
N
N
Parsons Corp
549300ZXH0VRBSEPX752
Parsons Corp
70202L102
2077.00000000
NS
USD
73941.20000000
0.119374712398
Long
EC
CORP
US
N
1
N
N
N
Pluralsight Inc
254900B3VHPCKNREOX50
Pluralsight Inc
72941B106
538.00000000
NS
USD
9727.04000000
0.015703864726
Long
EC
CORP
US
N
1
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS INTERPUBLIC GROUP OF COS INC
000000000
1.00000000
NC
USD
-4029.50000000
-0.00650544491
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Interpublic Group of Cos Inc/T
Interpublic Group of Cos Inc/The
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-79018.279002
USD
-4029.5
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS AMERICAN INTERNATIONAL GROUP INC
000000000
1.00000000
NC
USD
-890.21000000
-0.00143720365
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
American International Group I
American International Group Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
27340
USD
-890.21
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS VIASAT INC
000000000
1.00000000
NC
USD
756.43000000
0.001221221912
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
ViaSat Inc
ViaSat Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-21393
USD
756.43
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERFOR CORP
000000000
1.00000000
NC
234.01000000
0.000377798527
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Interfor Corp
Interfor Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
1636.8
CAD
234.01
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS COVESTRO AG
000000000
1.00000000
NC
6134.51000000
0.009903888048
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Covestro AG
Covestro AG
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-93833.25
EUR
6134.51
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS APPLE INC
000000000
1.00000000
NC
USD
7782.68000000
0.012564783729
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Apple Inc
Apple Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
160488.24
USD
7782.68
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS HONDA MOTOR CO LTD
000000000
1.00000000
NC
-2112.59000000
-0.00341068069
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Honda Motor Co Ltd
Honda Motor Co Ltd
Y
Equity - Performance Leg
2020-01-20
0
USD
0
USD
-9278400
JPY
-2112.59
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLERGAN PLC
000000000
1.00000000
NC
USD
2885.76000000
0.004658928581
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Allergan PLC
Allergan PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
85080
USD
2885.76
N
N
N
USIMINAS INTERNATIONAL
529900KLYX6QPXVIVP43
Usiminas International Sarl
91734JAA8
245000.00000000
PA
USD
250206.25000000
0.403946637787
Long
DBT
CORP
LU
N
2
2026-07-18
Fixed
5.87500000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS JB HUNT TRANSPORT SERVICES INC
000000000
1.00000000
NC
USD
2919.23000000
0.004712964378
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
JB Hunt Transport Services Inc
JB Hunt Transport Services Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
55800
USD
2919.23
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS NEW YORK TIMES CO/THE
000000000
1.00000000
NC
USD
-8752.14000000
-0.01412993291
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
New York Times Co/The
New York Times Co/The
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-114760
USD
-8752.14
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS QUALCOMM INC
000000000
1.00000000
NC
USD
2225.87000000
0.003593566118
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
QUALCOMM Inc
QUALCOMM Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
68403.78
USD
2225.87
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS NVR INC
000000000
1.00000000
NC
USD
592.84000000
0.000957113280
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
NVR Inc
NVR Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
43801.56021
USD
592.84
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DEUTSCHE TELEKOM AG
000000000
1.00000000
NC
-486.18000000
-0.00078491555
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Deutsche Telekom AG
Deutsche Telekom AG
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-130932.8208
EUR
-486.18
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS SALVATORE FERRAGAMO SPA
000000000
1.00000000
NC
618.85000000
0.000999105245
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Salvatore Ferragamo SpA
Salvatore Ferragamo SpA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
38088.57
EUR
618.85
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS ENTERGY CORP
000000000
1.00000000
NC
USD
12382.68000000
0.019991275009
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Entergy Corp
Entergy Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
246583.7
USD
12382.68
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS NIKE INC
000000000
1.00000000
NC
USD
32.11000000
0.000051840138
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
NIKE Inc
NIKE Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
1516.64
USD
32.11
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS AXA SA
000000000
1.00000000
NC
-3440.65000000
-0.00555477330
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
AXA SA
AXA SA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
337180.07
EUR
-3440.65
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS NATIONAL AUSTRALIA BANK LTD
000000000
1.00000000
NC
-104.83000000
-0.00016924327
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
National Australia Bank Ltd
National Australia Bank Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-28450
AUD
-104.83
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS NOMURA HOLDINGS INC
000000000
1.00000000
NC
-1828.76000000
-0.00295245004
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Nomura Holdings Inc
Nomura Holdings Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-1124700
JPY
-1828.76
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS DAIMLER AG
000000000
1.00000000
NC
29766.48000000
0.048056631338
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Daimler AG
Daimler AG
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
293969.8952
EUR
29766.48
N
N
N
PG&E CORP
1HNPXZSMMB7HMBMVBS46
Pacific Gas & Electric Co
69431EBK8
485000.00000000
PA
USD
480150.00000000
0.775180388714
Long
LON
CORP
US
N
3
2020-12-31
Floating
4.24000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS FRESENIUS SE & CO KGAA
000000000
1.00000000
NC
-14219.03000000
-0.02295597876
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Fresenius SE & Co KGaA
Fresenius SE & Co KGaA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-143289.9
EUR
-14219.03
N
N
N
Health Catalyst Inc
N/A
Health Catalyst Inc
42225T107
562.00000000
NS
USD
18073.92000000
0.029179523755
Long
EC
CORP
US
N
1
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS BIOMERIEUX
000000000
1.00000000
NC
-1060.86000000
-0.00171271033
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
BioMerieux
BioMerieux
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
35866.601218
EUR
-1060.86
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ASAHI GROUP HOLDINGS LTD
000000000
1.00000000
NC
1738.86000000
0.002807310571
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Asahi Group Holdings Ltd
Asahi Group Holdings Ltd
Y
Equity - Performance Leg
2020-01-20
0
USD
0
USD
-17568000.047407
JPY
1738.86
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS COCA-COLA CO/THE
000000000
1.00000000
NC
USD
-2557.30000000
-0.00412864481
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Coca-Cola Co/The
Coca-Cola Co/The
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-382542.99
USD
-2557.3
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS FRANKLIN ELECTRIC CO INC
000000000
1.00000000
NC
USD
-5010.97000000
-0.00808998369
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Franklin Electric Co Inc
Franklin Electric Co Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-38156
USD
-5010.97
N
N
N
FLEET US BIDCO INC
N/A
Fleet US Bidco Inc
000000000
165000.00000000
PA
USD
165000.00000000
0.266385013303
Long
LON
CORP
US
N
3
2026-09-25
Floating
5.23500000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS AVIVA PLC
000000000
1.00000000
NC
-4765.93000000
-0.00769437773
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Aviva PLC
Aviva PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-171261.02
GBP
-4765.93
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAN5
250000.00000000
PA
USD
262187.50000000
0.423289822276
Long
DBT
CORP
CA
N
2
2077-01-15
Floating
6.00000000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS JB HUNT TRANSPORT SERVICES INC
000000000
1.00000000
NC
USD
5253.12000000
0.008480923885
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
JB Hunt Transport Services Inc
JB Hunt Transport Services Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
100440
USD
5253.12
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
US 10 YEAR NOTE (CBT)
000000000
7.00000000
NC
USD
-9252.11000000
-0.01493711179
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2019-12-19
921330.27
USD
-9252.11
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERFOR CORP
000000000
1.00000000
NC
300.05000000
0.000484417110
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Interfor Corp
Interfor Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
2098.8
CAD
300.05
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ALTRIA GROUP INC
000000000
1.00000000
NC
USD
637.91000000
0.001029876750
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Altria Group Inc
Altria Group Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
8512.279737
USD
637.91
N
N
N
S2P ACQUISITION INC
2138009YGPT15LRTY307
S2P Acquisition Borrower Inc
78431EAB0
160000.00000000
PA
USD
159332.80000000
0.257235576046
Long
LON
CORP
US
N
2
2026-08-14
Floating
5.78588000
N
N
N
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS CONTINENTAL AG
000000000
1.00000000
NC
3000.91000000
0.004844833031
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Continental AG
Continental AG
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
137333.44
EUR
3000.91
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS DEUTSCHE WOHNEN SE
000000000
1.00000000
NC
-2723.54000000
-0.00439703175
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Deutsche Wohnen SE
Deutsche Wohnen SE
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
220217.8
EUR
-2723.54
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS L BRANDS INC
000000000
1.00000000
NC
USD
1399.72000000
0.002259784429
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
L Brands Inc
L Brands Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-28999.69
USD
1399.72
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
4229.43000000
0.006828222829
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
464325
SEK
4229.43
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS ENI SPA
000000000
1.00000000
NC
1999.00000000
0.003227294797
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Eni SpA
Eni SpA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-94430.51
EUR
1999
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DISCOVERY INC
000000000
1.00000000
NC
USD
741.06000000
0.001196407745
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Discovery Inc
Discovery Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-22288
USD
741.06
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS CAMPBELL SOUP CO
000000000
1.00000000
NC
USD
-1460.88000000
-0.00235852447
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Campbell Soup Co
Campbell Soup Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
120160.58
USD
-1460.88
N
N
N
MONTREAL EXCHANGE
N/A
CANADA 10 YEAR BOND
000000000
2.00000000
NC
-4361.14000000
-0.00704086264
N/A
DIR
CORP
CA
N
1
MONTREAL EXCHANGE
N/A
Long
CANADA-GOV'T WI
Canadian When Issued Government Bond
2019-12-18
218052.18
USD
-4361.14
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS BANK OF NEW YORK MELLON CORP/THE
000000000
1.00000000
NC
USD
-240.42000000
-0.00038814718
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Bank of New York Mellon Corp/T
Bank of New York Mellon Corp/The
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-50082.44
USD
-240.42
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
TRS FMC CORP
000000000
1.00000000
NC
USD
-17681.36000000
-0.02854575344
N/A
DE
CORP
US
N
2
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
FMC Corp
FMC Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-174799.2
USD
-17681.36
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAN5
750000.00000000
PA
USD
779062.50000000
1.257761057133
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
6.37500000
N
N
N
N
N
N
T. ROWE PRICE SHORT-TERM FUND
549300YTML4H25P65J89
T. ROWE PRICE SHORT-TERM FUND
000000000
118915.95000000
NS
USD
1189159.50000000
1.919844055927
Long
STIV
RF
US
N
1
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS CANON INC
000000000
1.00000000
NC
-5170.84000000
-0.00834808655
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Canon Inc
Canon Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-29957550.46
JPY
-5170.84
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS CIGNA CORP
000000000
1.00000000
NC
USD
1812.50000000
0.002926199009
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Cigna Corp
Cigna Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
16016
USD
1812.5
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS GATES INDUSTRIAL CORP PLC
000000000
1.00000000
NC
USD
-526.02000000
-0.00084923542
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Gates Industrial Corp PLC
Gates Industrial Corp PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-19460
USD
-526.02
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS TOYOTA MOTOR CORP
000000000
1.00000000
NC
-12956.41000000
-0.02091753606
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Toyota Motor Corp
Toyota Motor Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-39879000
JPY
-12956.41
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS HUMANA INC
000000000
1.00000000
NC
USD
-5465.50000000
-0.00882380175
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Humana Inc
Humana Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-87141.6
USD
-5465.5
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
BRL/USD FWD
000000000
1.00000000
NC
USD
-20136.37000000
-0.03250925569
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-1986000.00000000
BRL
474937.82000000
USD
2019-11-04
-20136.37
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS METSO OYJ
000000000
1.00000000
NC
-7470.95000000
-0.01206150978
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Metso Oyj
Metso Oyj
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-137677.538
EUR
-7470.95
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SAMSUNG ELECTRONICS CO LTD
000000000
1.00000000
NC
USD
1864.77000000
0.003010586553
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Samsung Electronics Co Ltd
Samsung Electronics Co Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
63409.69
USD
1864.77
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HOLLYFRONTIER CORP
000000000
1.00000000
NC
USD
-928.36000000
-0.00149879509
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
HollyFrontier Corp
HollyFrontier Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-242987.67
USD
-928.36
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS LUMBER LIQUIDATORS HOLDINGS INC
000000000
1.00000000
NC
USD
734.13000000
0.001185219574
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Lumber Liquidators Holdings In
Lumber Liquidators Holdings Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-19180
USD
734.13
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MICRON TECHNOLOGY INC
000000000
1.00000000
NC
USD
1042.32000000
0.001682778345
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Micron Technology Inc
Micron Technology Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
46455
USD
1042.32
N
N
N
IGM Biosciences Inc
5493008XCQES2N0VY969
IGM Biosciences Inc
449585108
442.00000000
NS
USD
10254.40000000
0.016555263517
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS MERCK & CO INC
000000000
1.00000000
NC
USD
-872.74000000
-0.00140899913
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Merck & Co Inc
Merck & Co Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-47707.44
USD
-872.74
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SUZUKI MOTOR CORP
000000000
1.00000000
NC
5830.31000000
0.009412770951
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Suzuki Motor Corp
Suzuki Motor Corp
Y
Equity - Performance Leg
2020-01-20
0
USD
0
USD
7125000
JPY
5830.31
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS HALLIBURTON CO
000000000
1.00000000
NC
USD
1058.00000000
0.001708092994
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Halliburton Co
Halliburton Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
37400
USD
1058
N
N
N
OMNOVA SOLUTIONS INC
549300XWPR0FMV5INI52
OMNOVA Solutions Inc
68214FAF2
299126.09000000
PA
USD
298378.27000000
0.481718178324
Long
LON
CORP
US
N
2
2023-08-26
Floating
5.03588000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS GALP ENERGIA SGPS SA
000000000
1.00000000
NC
490.66000000
0.000792148306
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Galp Energia SGPS SA
Galp Energia SGPS SA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
9527.7
EUR
490.66
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS AP MOLLER - MAERSK A/S
000000000
1.00000000
NC
-3096.34000000
-0.00499890043
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
AP Moller - Maersk A/S
AP Moller - Maersk A/S
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-355080
DKK
-3096.34
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS AXIS CAPITAL HOLDINGS LTD
000000000
1.00000000
NC
USD
-907.61000000
-0.00146529516
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Axis Capital Holdings Ltd
Axis Capital Holdings Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
16934.4
USD
-907.61
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS AXIS CAPITAL HOLDINGS LTD
000000000
1.00000000
NC
USD
-671.83000000
-0.00108463905
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Axis Capital Holdings Ltd
Axis Capital Holdings Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
12544
USD
-671.83
N
N
N
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
17661.40000000
0.028513528933
N/A
DFE
CORP
US
N
2
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
-6986000.00000000
ZAR
478192.64000000
USD
2019-11-29
17661.4
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS CIMAREX ENERGY CO
000000000
1.00000000
NC
USD
-2635.34000000
-0.00425463685
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Cimarex Energy Co
Cimarex Energy Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
86980
USD
-2635.34
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS ENCORE CAPITAL GROUP INC
000000000
1.00000000
NC
USD
-44.37000000
-0.00007163335
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Encore Capital Group Inc
Encore Capital Group Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
9990
USD
-44.37
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS CARVANA CO
000000000
1.00000000
NC
USD
3164.46000000
0.005108877086
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Carvana Co
Carvana Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
77830
USD
3164.46
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS AVIVA PLC
000000000
1.00000000
NC
-9229.56000000
-0.01490070583
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Aviva PLC
Aviva PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-331634.6
GBP
-9229.56
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS ORACLE CORP
000000000
1.00000000
NC
USD
8374.73000000
0.013520621590
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Oracle Corp
Oracle Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-248109.049538
USD
8374.73
N
N
N
OSAKA EXCHANGE
3538001249AILNPRUX57
TOPIX INDEX
000000000
-3.00000000
NC
-36484.96000000
-0.05890331245
N/A
DE
CORP
JP
N
1
OSAKA EXCHANGE
3538001249AILNPRUX57
Short
TPX INDEX
TPX INDEX
2019-12-12
-430595.59
USD
-36484.96
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS APPLIED MATERIALS INC
000000000
1.00000000
NC
USD
1935.00000000
0.003123969701
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Applied Materials Inc
Applied Materials Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
79365
USD
1935
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS LIBERTY OILFIELD SERVICES INC
000000000
1.00000000
NC
USD
871.00000000
0.001406189979
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Liberty Oilfield Services Inc
Liberty Oilfield Services Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
8330
USD
871
N
N
N
SEMGROUP CORP
549300GC80VO7T85ZM78
SemGroup Corp
81663AAF2
300000.00000000
PA
USD
324750.00000000
0.524294139820
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.25000000
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS RPM INTERNATIONAL INC
000000000
1.00000000
NC
USD
16711.01000000
0.026979167401
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
RPM International Inc
RPM International Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
234748.24
USD
16711.01
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS KEANE GROUP INC
000000000
1.00000000
NC
USD
-456.87000000
-0.00073759588
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
NexTier Oilfield Solutions Inc
NexTier Oilfield Solutions Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
5203
USD
-456.87
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS MCDONALD'S CORP
000000000
1.00000000
NC
USD
-4847.69000000
-0.00782637554
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
McDonald's Corp
McDonald's Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
93456.222584
USD
-4847.69
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS CIE FINANCIERE RICHEMONT SA
000000000
1.00000000
NC
5403.91000000
0.008724367498
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Cie Financiere Richemont SA
Cie Financiere Richemont SA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
86331.1
CHF
5403.91
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ESTEE LAUDER COS INC/THE
000000000
1.00000000
NC
USD
12447.53000000
0.020095972391
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Estee Lauder Cos Inc/The
Estee Lauder Cos Inc/The
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-355236.3123
USD
12447.53
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DONALDSON CO INC
000000000
1.00000000
NC
USD
-4752.32000000
-0.00767240500
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Donaldson Co Inc
Donaldson Co Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-195510
USD
-4752.32
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS MERCK KGAA
000000000
1.00000000
NC
-8999.39000000
-0.01452910681
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Merck KGaA
Merck KGaA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-436065
EUR
-8999.39
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS FREEPORT-MCMORAN INC
000000000
1.00000000
NC
USD
869.82000000
0.001404284922
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Freeport-McMoRan Inc
Freeport-McMoRan Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
28560
USD
869.82
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS THALES SA
000000000
1.00000000
NC
-18654.64000000
-0.03011706984
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Thales SA
Thales SA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
184124
EUR
-18654.64
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS PACCAR INC
000000000
1.00000000
NC
USD
5433.11000000
0.008771509573
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
PACCAR Inc
PACCAR Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
67812.58
USD
5433.11
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135F200
188.00000000
NS
USD
202841.56000000
0.327478494904
Long
EP
CORP
US
N
2
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MICRON TECHNOLOGY INC
000000000
1.00000000
NC
USD
730.56000000
0.001179455971
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Micron Technology Inc
Micron Technology Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
32518.5
USD
730.56
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS BP PLC
000000000
1.00000000
NC
-257.94000000
-0.00041643242
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
BP PLC
BP PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
84549.7
GBP
-257.94
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS CONTINENTAL AG
000000000
1.00000000
NC
941.49000000
0.001519992885
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Continental AG
Continental AG
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
43034.28
EUR
941.49
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
4582079D1
200000.00000000
PA
USD
199626.00000000
0.322287119186
Long
LON
CORP
LU
N
2
2023-11-27
Floating
5.68200000
N
N
N
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS CARVANA CO
000000000
1.00000000
NC
USD
1584.18000000
0.002557586729
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Carvana Co
Carvana Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
38915
USD
1584.18
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS AQUA AMERICA INC
000000000
1.00000000
NC
USD
5172.49000000
0.008350750408
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Aqua America Inc
Aqua America Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
125207.17
USD
5172.49
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
CDS STENA
000000000
1.00000000
NC
-5874.10000000
-0.00948346791
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
STENA AB
Stena AB
Y
Default Event
2021-06-20
0
USD
-1853.76
USD
-100000
EUR
-4020.34
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS ROCHE HOLDING AG
000000000
1.00000000
NC
12186.30000000
0.019674228409
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Roche Holding AG
Roche Holding AG
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
527674.5
CHF
12186.3
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
TRS AVERY DENNISON CORP
000000000
1.00000000
NC
USD
26337.78000000
0.042521150761
N/A
DE
CORP
US
N
2
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Avery Dennison Corp
Avery Dennison Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
212014.92
USD
26337.78
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAA1
200000.00000000
PA
USD
204250.00000000
0.329752357377
Long
DBT
CORP
IE
N
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS WAYFAIR INC
000000000
1.00000000
NC
USD
-2907.08000000
-0.00469334875
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Wayfair Inc
Wayfair Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
15241.58
USD
-2907.08
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS L BRANDS INC
000000000
1.00000000
NC
USD
3297.52000000
0.005323696418
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
L Brands Inc
L Brands Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-68357.69
USD
3297.52
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ISUZU MOTORS LTD
000000000
1.00000000
NC
5580.29000000
0.009009125005
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Isuzu Motors Ltd
Isuzu Motors Ltd
Y
Equity - Performance Leg
2020-01-20
0
USD
0
USD
9906300
JPY
5580.29
N
N
N
MARRIOTT OWNERSHIP RESORTS
BW4532OH033VURR0IT68
Marriott Ownership Resorts Inc
57163KAG3
238200.00000000
PA
USD
239093.25000000
0.386005203528
Long
LON
CORP
US
N
2
2025-08-29
Floating
4.03588000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ALCON INC
000000000
1.00000000
NC
2126.39000000
0.003432960172
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Alcon Inc
Alcon Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
194741.7
CHF
2126.39
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS EPIROC AB
000000000
1.00000000
NC
119.87000000
0.000193524676
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Epiroc AB
Epiroc AB
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
47334.3
SEK
119.87
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS GENERAL MOTORS CO
000000000
1.00000000
NC
USD
-777.17000000
-0.00125470570
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
General Motors Co
General Motors Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-32235.139157
USD
-777.17
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS NOMURA HOLDINGS INC
000000000
1.00000000
NC
-8500.17000000
-0.01372313877
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Nomura Holdings Inc
Nomura Holdings Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-20978100
JPY
-8500.17
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ROCKWELL AUTOMATION INC
000000000
1.00000000
NC
USD
-13039.47000000
-0.02105163266
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Rockwell Automation Inc
Rockwell Automation Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-362356.05
USD
-13039.47
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS AXIS CAPITAL HOLDINGS LTD
000000000
1.00000000
NC
USD
-319.27000000
-0.00051544692
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Axis Capital Holdings Ltd
Axis Capital Holdings Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
5958.4
USD
-319.27
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS GALP ENERGIA SGPS SA
000000000
1.00000000
NC
9796.05000000
0.015815278239
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Galp Energia SGPS SA
Galp Energia SGPS SA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
190199.1
EUR
9796.05
N
N
N
AZUL INVESTMENTS LLP
549300C6XNC8IDH04C74
Azul Investments LLP
000000000
400000.00000000
PA
USD
413504.00000000
0.667583445704
Long
DBT
CORP
US
N
2
2024-10-26
Fixed
5.87500000
N
N
N
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS ENI SPA
000000000
1.00000000
NC
1560.37000000
0.002519146564
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Eni SpA
Eni SpA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-73798.05
EUR
1560.37
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
70.15000000
0.000113253992
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
7701
SEK
70.15
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DISCOVERY INC
000000000
1.00000000
NC
USD
740.08000000
0.001194825579
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Discovery Inc
Discovery Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-22288
USD
740.08
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERNATIONAL FLAVORS & FRAGRANCES INC
000000000
1.00000000
NC
USD
-1315.19000000
-0.00212331457
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
IFF
International Flavors & Fragrances Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
417845.08
USD
-1315.19
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
78.40000000
0.000126573242
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
8607
SEK
78.4
N
N
N
RENT-A-CENTER INC
529900QUHE15UQNCCJ63
Rent-A-Center Inc/TX
76009WAT7
300000.00000000
PA
USD
298500.00000000
0.481914705886
Long
LON
CORP
US
N
2
2026-08-05
Floating
6.50000000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS COCA-COLA CO/THE
000000000
1.00000000
NC
USD
690.20000000
0.001114296582
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Coca-Cola Co/The
Coca-Cola Co/The
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-19049.56
USD
690.2
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS APPLE INC
000000000
1.00000000
NC
USD
4758.12000000
0.007681768845
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Apple Inc
Apple Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
96481.2
USD
4758.12
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS AXA SA
000000000
1.00000000
NC
-3443.05000000
-0.00555864800
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
AXA SA
AXA SA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
336582.408826
EUR
-3443.05
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS CRH PLC
000000000
1.00000000
NC
-4988.91000000
-0.00805436882
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
CRH PLC
CRH PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-125863.24
GBP
-4988.91
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS VONOVIA SE
000000000
1.00000000
NC
-96.75000000
-0.00015619848
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Vonovia SE
Vonovia SE
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-140238
EUR
-96.75
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ORIX CORP
000000000
1.00000000
NC
2668.08000000
0.004307494098
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
ORIX Corp
ORIX Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
6142000
JPY
2668.08
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ASTRAZENECA PLC
000000000
1.00000000
NC
6394.20000000
0.010323145770
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
AstraZeneca PLC
AstraZeneca PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
55493.1
GBP
6394.2
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS ENI SPA
000000000
1.00000000
NC
1181.86000000
0.001908059344
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Eni SpA
Eni SpA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-55822.49
EUR
1181.86
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS WARTSILA OYJ ABP
000000000
1.00000000
NC
-18947.72000000
-0.03059023420
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Wartsila OYJ Abp
Wartsila OYJ Abp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
187518.932569
EUR
-18947.72
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS EXPEDITORS INTERNATIONAL OF WASHINGTON INC
000000000
1.00000000
NC
USD
8239.54000000
0.013302363469
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Expeditors International of Wa
Expeditors International of Washington Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-280461.149925
USD
8239.54
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS BOLIDEN AB
000000000
1.00000000
NC
3966.61000000
0.006403911864
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Boliden AB
Boliden AB
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
1000200
SEK
3966.61
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS PAYCOM SOFTWARE INC
000000000
1.00000000
NC
USD
-7673.69000000
-0.01238882431
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Paycom Software Inc
Paycom Software Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
176704
USD
-7673.69
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
722.10000000
0.001165797685
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
79275
SEK
722.1
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SUBARU CORP
000000000
1.00000000
NC
-2203.23000000
-0.00355701486
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Subaru Corp
Subaru Corp
Y
Equity - Performance Leg
2020-01-20
0
USD
0
USD
-5195200
JPY
-2203.23
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS CONSTELLIUM SE
000000000
1.00000000
NC
USD
-414.40000000
-0.00066902999
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Constellium SE
Constellium SE
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
13730
USD
-414.4
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS SUMITOMO METAL MINING CO LTD
000000000
1.00000000
NC
4262.54000000
0.006881677421
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Sumitomo Metal Mining Co Ltd
Sumitomo Metal Mining Co Ltd
Y
Equity - Performance Leg
2020-01-20
0
USD
0
USD
6183000
JPY
4262.54
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS EUTELSAT COMMUNICATIONS SA
000000000
1.00000000
NC
-14193.91000000
-0.02291542366
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Eutelsat Communications SA
Eutelsat Communications SA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
173040.5
EUR
-14193.91
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS ASTRAZENECA PLC
000000000
1.00000000
NC
4824.56000000
0.007789033210
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
AstraZeneca PLC
AstraZeneca PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
41860.8
GBP
4824.56
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS WAYFAIR INC
000000000
1.00000000
NC
USD
-16123.78000000
-0.02603111121
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Wayfair Inc
Wayfair Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
65388
USD
-16123.78
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS GOLDMAN SACHS GROUP INC
000000000
1.00000000
NC
USD
-8816.01000000
-0.01423304812
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Goldman Sachs Group Inc/The
Goldman Sachs Group Inc/The
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-269017.377731
USD
-8816.01
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ERO COPPER CORP
000000000
1.00000000
NC
3.61000000
0.000005828181
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
ERO Copper Corp
ERO Copper Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
587.16
CAD
3.61
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS UNITED TECHNOLOGIES CORP
000000000
1.00000000
NC
USD
2914.88000000
0.004705941500
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
United Technologies Corp
United Technologies Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
54460
USD
2914.88
N
N
N
EUREX CLEARING AG
529900LN3S50JPU47S06
EURO-BOBL
000000000
2.00000000
NC
-4548.42000000
-0.00734321771
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AG
529900LN3S50JPU47S06
Long
BUNDESREPUB. DEUTSCHLAND
Bundesrepublik Deutschland Bundesanleihe
2019-12-06
300393.28
USD
-4548.42
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SARTORIUS AG
000000000
1.00000000
NC
168.61000000
0.000272213194
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Sartorius AG
Sartorius AG
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
52110
EUR
168.61
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS WEST FRASER TIMBER CO LTD
000000000
1.00000000
NC
2325.98000000
0.003755189171
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
West Fraser Timber Co Ltd
West Fraser Timber Co Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
17014.8
CAD
2325.98
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS PACKAGING CORP OF AMERICA
000000000
1.00000000
NC
USD
7853.74000000
0.012679506875
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Packaging Corp of America
Packaging Corp of America
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
385668.84
USD
7853.74
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SMC CORP/JAPAN
000000000
1.00000000
NC
1983.72000000
0.003202625930
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
SMC Corp/Japan
SMC Corp/Japan
Y
Equity - Performance Leg
2020-01-20
0
USD
0
USD
13968000
JPY
1983.72
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS FERGUSON PLC
000000000
1.00000000
NC
-4362.34000000
-0.00704279999
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Ferguson PLC
Ferguson PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-79875.1832
GBP
-4362.34
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS PACKAGING CORP OF AMERICA
000000000
1.00000000
NC
USD
198.57000000
0.000320582255
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Packaging Corp of America
Packaging Corp of America
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
9751.56
USD
198.57
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS YAMATO HOLDINGS CO LTD
000000000
1.00000000
NC
-2586.56000000
-0.00417588375
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Yamato Holdings Co Ltd
Yamato Holdings Co Ltd
Y
Equity - Performance Leg
2020-01-20
0
USD
0
USD
-3767500
JPY
-2586.56
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ABBVIE INC
000000000
1.00000000
NC
USD
-2625.26000000
-0.00423836315
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
AbbVie Inc
AbbVie Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-32258.5
USD
-2625.26
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
20.63000000
0.000033306198
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
2265
SEK
20.63
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS AO SMITH CORP
000000000
1.00000000
NC
USD
-3150.70000000
-0.00508666219
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
AO Smith Corp
AO Smith Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-90310.8
USD
-3150.7
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INDUSTRIAL & INFRASTRUCTURE FUND INVESTMENT CORP
000000000
1.00000000
NC
-110.06000000
-0.00017768687
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Industrial & Infrastructure Fu
Industrial & Infrastructure Fund Investment Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
858357
JPY
-110.06
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS CH ROBINSON WORLDWIDE INC
000000000
1.00000000
NC
USD
30174.69000000
0.048715667861
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
CH Robinson Worldwide Inc
CH Robinson Worldwide Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-264996.033667
USD
30174.69
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS CITIZENS FINANCIAL GROUP INC
000000000
1.00000000
NC
USD
-2338.92000000
-0.00377608021
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Citizens Financial Group Inc
Citizens Financial Group Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-219921.4356
USD
-2338.92
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS GARDNER DENVER HOLDINGS INC
000000000
1.00000000
NC
USD
4818.34000000
0.007778991303
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Gardner Denver Holdings Inc
Gardner Denver Holdings Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
58780
USD
4818.34
N
N
N
ELANCO ANIMAL HEALTH INC
549300SHPNDCE059M934
Elanco Animal Health Inc
28414HAF0
90000.00000000
PA
USD
92386.98000000
0.149154587250
Long
DBT
CORP
US
N
2
2021-08-27
Fixed
3.91200000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INDUSTRIAL & INFRASTRUCTURE FUND INVESTMENT CORP
000000000
1.00000000
NC
-35.72000000
-0.00005766831
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Industrial & Infrastructure Fu
Industrial & Infrastructure Fund Investment Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
511753
JPY
-35.72
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS KEYENCE CORP
000000000
1.00000000
NC
9752.58000000
0.015745097897
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Keyence Corp
Keyence Corp
Y
Equity - Performance Leg
2020-01-20
0
USD
0
USD
19653000
JPY
9752.58
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS NORTHERN TRUST CORP
000000000
1.00000000
NC
USD
-143.75000000
-0.00023207785
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Northern Trust Corp
Northern Trust Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-9174.76
USD
-143.75
N
N
N
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
SEK/USD FORWARD
000000000
1.00000000
NC
USD
-2930.00000000
-0.00473035205
N/A
DFE
CORP
US
N
2
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
-12001000.00000000
SEK
1241894.47000000
USD
2019-11-29
-2930
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851505
500.00000000
NS
USD
57904.88000000
0.093484801388
Long
EP
CORP
US
N
2
N
N
N
MINERVA LUXEMBOURG SA
222100NM3G3RCPGZ2Z17
Minerva Luxembourg SA
000000000
200000.00000000
PA
USD
209500.00000000
0.338228244164
Long
DBT
CORP
LU
N
2
2026-09-20
Fixed
6.50000000
N
N
N
N
N
N
T. ROWE PRICE GOVERNMENT RESERVE FUND
5493002Y0IYARJVQ5N24
T. ROWE PRICE GOVERNMENT RESERVE FUND
000000000
4615635.98000000
NS
USD
4615635.98000000
7.451734860232
Long
STIV
RF
US
N
1
N
N
N
Exagen Inc
549300JV2CYDOME5OO17
Exagen Inc
30068X103
552.00000000
NS
USD
8313.12000000
0.013421155041
Long
EC
CORP
US
N
1
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INDUSTRIAL & INFRASTRUCTURE FUND INVESTMENT CORP
000000000
1.00000000
NC
-92.88000000
-0.00014995054
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Industrial & Infrastructure Fu
Industrial & Infrastructure Fund Investment Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
1364409
JPY
-92.88
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS REPUBLIC SERVICES INC
000000000
1.00000000
NC
USD
-5079.56000000
-0.00820071914
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Republic Services Inc
Republic Services Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-322148.78
USD
-5079.56
N
N
N
HCA HEALTHCARE INC
529900PH4ZGUH2MNEU89
HCA Healthcare Inc
40412CAC5
750000.00000000
PA
USD
785625.00000000
1.268355915617
Long
DBT
CORP
US
N
2
2021-02-15
Fixed
6.25000000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS GOLDMAN SACHS GROUP INC
000000000
1.00000000
NC
USD
2441.72000000
0.003942046149
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Goldman Sachs Group Inc/The
Goldman Sachs Group Inc/The
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-117269.2796
USD
2441.72
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
TRS UDR INC
000000000
1.00000000
NC
USD
-2039.31000000
-0.00329237346
N/A
DE
CORP
US
N
2
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
UDR Inc
UDR Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-59473.75
USD
-2039.31
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
251.70000000
0.000406358229
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
27633
SEK
251.7
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MONSTER BEVERAGE CORP
000000000
1.00000000
NC
USD
-28562.02000000
-0.04611208531
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Monster Beverage Corp
Monster Beverage Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
404781.39
USD
-28562.02
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS GALP ENERGIA SGPS SA
000000000
1.00000000
NC
878.76000000
0.001418718147
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Galp Energia SGPS SA
Galp Energia SGPS SA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
17062.5
EUR
878.76
N
N
N
AUSTRALIAN SECURITIES EXCHANGE TRADE24
N/A
10 YEAR COMMONWEALTH TREASURY BOND
000000000
16.00000000
NC
-997.15000000
-0.00160985343
N/A
DIR
CORP
AU
N
1
AUSTRALIAN SECURITIES EXCHANGE TRADE24
N/A
Long
AUSTRALIAN GOVERNMENT
Australia Government Bond
2019-12-16
1601628.97
USD
-997.15
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS KLEPIERRE SA
000000000
1.00000000
NC
-8167.62000000
-0.01318625189
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Klepierre SA
Klepierre SA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-162260.92
EUR
-8167.62
N
N
N
TRANSCANADA TRUST
N/A
Transcanada Trust
89356BAB4
350000.00000000
PA
USD
379750.00000000
0.613089144255
Long
DBT
CORP
CA
N
2
2076-08-15
Floating
5.87500000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS BLACKROCK INC
000000000
1.00000000
NC
USD
-3741.69000000
-0.00604078872
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
BlackRock Inc
BlackRock Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-98223.45
USD
-3741.69
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS NEXTERA ENERGY INC
000000000
1.00000000
NC
USD
10544.24000000
0.017023197046
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
NextEra Energy Inc
NextEra Energy Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
227540
USD
10544.24
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS NATIONAL AUSTRALIA BANK LTD
000000000
1.00000000
NC
-42.18000000
-0.00006809769
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
National Australia Bank Ltd
National Australia Bank Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-11380
AUD
-42.18
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS NTT DOCOMO INC
000000000
1.00000000
NC
4840.42000000
0.007814638461
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
NTT DOCOMO Inc
NTT DOCOMO Inc
Y
Equity - Performance Leg
2020-01-20
0
USD
0
USD
9169600
JPY
4840.42
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS MONOLITHIC POWER SYSTEMS INC
000000000
1.00000000
NC
USD
4117.04000000
0.006646774273
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Monolithic Power Systems Inc
Monolithic Power Systems Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
115688
USD
4117.04
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS AMERICAN INTERNATIONAL GROUP INC
000000000
1.00000000
NC
USD
-3029.83000000
-0.00489152305
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
American International Group I
American International Group Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
92956
USD
-3029.83
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS EAST WEST BANCORP INC
000000000
1.00000000
NC
USD
900.29000000
0.001453477355
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
East West Bancorp Inc
East West Bancorp Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
29316.98
USD
900.29
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS KEANE GROUP INC
000000000
1.00000000
NC
USD
-322.99000000
-0.00052145269
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
NexTier Oilfield Solutions Inc
NexTier Oilfield Solutions Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
3679.94
USD
-322.99
N
N
N
OMX NORDIC EXCHANGE STOCKHOLM
549300KBQIVNEJEZVL96
OMX STOCKHOLM 30 INDEX
000000000
-2.00000000
NC
-1328.13000000
-0.00214420562
N/A
DE
CORP
SE
N
1
OMX NORDIC EXCHANGE STOCKHOLM
549300KBQIVNEJEZVL96
Short
NASDAQ
OMX STOCKHOLM 30 INDEX
2019-11-15
-34051.41
USD
-1328.13
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SEABOARD CORP
000000000
1.00000000
NC
USD
-905.91000000
-0.00146255059
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Seaboard Corp
Seaboard Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
64125
USD
-905.91
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SEABOARD CORP
000000000
1.00000000
NC
USD
-59.81000000
-0.00009656053
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Seaboard Corp
Seaboard Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
4275
USD
-59.81
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
66.02000000
0.000106586294
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
7248
SEK
66.02
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
165.05000000
0.000266465736
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
18120
SEK
165.05
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS GARDNER DENVER HOLDINGS INC
000000000
1.00000000
NC
USD
2409.17000000
0.003889495651
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Gardner Denver Holdings Inc
Gardner Denver Holdings Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
29390
USD
2409.17
N
N
N
ELDORADO RESORTS INC
5299000BKFWWVND5L441
Eldorado Resorts Inc
28470RAC6
400000.00000000
PA
USD
418000.00000000
0.674842033703
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
7.00000000
N
N
N
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS ATRICURE INC
000000000
1.00000000
NC
USD
32.92000000
0.000053147846
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
AtriCure Inc
AtriCure Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
4110.6044
USD
32.92
N
N
N
HEXION INC
54930030FZF8HYAEHM46
Hexion Inc
42829LAF1
200000.00000000
PA
USD
192500.00000000
0.310782515521
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
7.87500000
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERNATIONAL BUSINESS MACHINES CORP
000000000
1.00000000
NC
USD
8543.38000000
0.013792899363
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
IBM
International Business Machines Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-134849
USD
8543.38
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS ATRICURE INC
000000000
1.00000000
NC
USD
24.29000000
0.000039215102
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
AtriCure Inc
AtriCure Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
3030.25
USD
24.29
N
N
N
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
USD/MXN FORWARD
000000000
1.00000000
NC
USD
-10629.51000000
-0.01716086159
N/A
DFE
CORP
US
N
2
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
-1313640.89000000
USD
25180000.00000000
MXN
2019-11-29
-10629.51
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS TE CONNECTIVITY LTD
000000000
1.00000000
NC
USD
1463.97000000
0.002363513138
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TE Connectivity Ltd
TE Connectivity Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-52083.32
USD
1463.97
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS TAPESTRY INC
000000000
1.00000000
NC
USD
678.46000000
0.001095342885
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Tapestry Inc
Tapestry Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
62932.32
USD
678.46
N
N
N
BORSA ITALIANA (IDEM)
8156005391EE905D3124
FTSE/MIB INDEX
000000000
5.00000000
NC
26841.36000000
0.043334157822
N/A
DE
CORP
IT
N
1
BORSA ITALIANA (IDEM)
8156005391EE905D3124
Long
FINANCIAL TIMES STOCK EXCHANGE
FTSE MIB
2019-12-20
599390.9
USD
26841.36
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS DERWENT LONDON PLC
000000000
1.00000000
NC
-1015.06000000
-0.00163876831
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Derwent London PLC
Derwent London PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
117768.84
GBP
-1015.06
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS AMC NETWORKS INC
000000000
1.00000000
NC
USD
1493.63000000
0.002411397863
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
AMC Networks Inc
AMC Networks Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-18900
USD
1493.63
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS EMERSON ELECTRIC CO
000000000
1.00000000
NC
USD
-8672.35000000
-0.01400111557
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Emerson Electric Co
Emerson Electric Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-134985.89
USD
-8672.35
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
BRL/USD FORWARD
000000000
1.00000000
NC
USD
-3958.40000000
-0.00639065719
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
-499032.59000000
USD
1986000.00000000
BRL
2019-11-04
-3958.4
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
144.42000000
0.000233159537
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
15855
SEK
144.42
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
TRS FMC CORP
000000000
1.00000000
NC
USD
-12071.55000000
-0.01948896974
N/A
DE
CORP
US
N
2
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
FMC Corp
FMC Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-119328.48
USD
-12071.55
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS ZIMMER BIOMET HOLDINGS INC
000000000
1.00000000
NC
USD
-214.34000000
-0.00034604220
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Zimmer Biomet Holdings Inc
Zimmer Biomet Holdings Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-124652.559306
USD
-214.34
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS NITORI HOLDINGS CO LTD
000000000
1.00000000
NC
8139.60000000
0.013141014874
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Nitori Holdings Co Ltd
Nitori Holdings Co Ltd
Y
Equity - Performance Leg
2020-01-20
0
USD
0
USD
22232000
JPY
8139.6
N
N
N
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
DEERE & CO
000000000
20.00000000
NC
USD
2870.00000000
0.004633484776
N/A
DE
CORP
US
N
2
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
Put
Purchased
Deere & Co
Deere & Co
100.00000000
155
USD
2019-12-20
XXXX
-9390
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS FREEPORT-MCMORAN INC
000000000
1.00000000
NC
USD
579.04000000
0.000934833806
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Freeport-McMoRan Inc
Freeport-McMoRan Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
19040
USD
579.04
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS ATRICURE INC
000000000
1.00000000
NC
USD
47.08000000
0.000076008523
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
AtriCure Inc
AtriCure Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
5876.0515
USD
47.08
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS E*TRADE FINANCIAL CORP
000000000
1.00000000
NC
USD
53561.81000000
0.086473111935
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
E*TRADE Financial Corp
E*TRADE Financial Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
348810.96
USD
53561.81
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS GARDNER DENVER HOLDINGS INC
000000000
1.00000000
NC
USD
1009.44000000
0.001629695077
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Gardner Denver Holdings Inc
Gardner Denver Holdings Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
12314.41
USD
1009.44
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS VOLKSWAGEN AG
000000000
1.00000000
NC
4715.22000000
0.007612508742
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Volkswagen AG
Volkswagen AG
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
119464.8
EUR
4715.22
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS BOMBARDIER INC
000000000
1.00000000
NC
428.42000000
0.000691664650
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Bombardier Inc
Bombardier Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
32600
CAD
428.42
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DEUTSCHE POST AG
000000000
1.00000000
NC
-11640.81000000
-0.01879355955
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Deutsche Post AG
Deutsche Post AG
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-218601.47
EUR
-11640.81
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS HANNOVER RUECK SE
000000000
1.00000000
NC
-1093.25000000
-0.00176500251
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Hannover Rueck SE
Hannover Rueck SE
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-145333.8
EUR
-1093.25
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MINTH GROUP LTD
000000000
1.00000000
NC
744.78000000
0.001202413516
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Minth Group Ltd
Minth Group Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
160800
HKD
744.78
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MCCORMICK & CO INC/MD
000000000
1.00000000
NC
USD
-2430.98000000
-0.00392470690
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
McCormick & Co Inc/MD
McCormick & Co Inc/MD
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-188853
USD
-2430.98
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MICROCHIP TECHNOLOGY INC
000000000
1.00000000
NC
USD
-1314.36000000
-0.00212197458
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Microchip Technology Inc
Microchip Technology Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
48405
USD
-1314.36
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
TRS AVERY DENNISON CORP
000000000
1.00000000
NC
USD
12898.63000000
0.020824252873
N/A
DE
CORP
US
N
2
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Avery Dennison Corp
Avery Dennison Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
103848.68
USD
12898.63
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS DTE ENERGY CO
000000000
1.00000000
NC
USD
1993.99000000
0.003219206379
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
DTE Energy Co
DTE Energy Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-142449.12
USD
1993.99
N
N
N
ICE FUTURES EUROPE
549300UF4R84F48NCH34
FTSE 100 INDEX
000000000
9.00000000
NC
-6218.89000000
-0.01004011572
N/A
DE
CORP
GB
N
1
ICE FUTURES EUROPE
549300UF4R84F48NCH34
Long
FINANCIAL TIMES STOCK EXCHANGE
FTSE 100 INDEX
2019-12-20
812819.02
USD
-6218.89
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS LVMH MOET HENNESSY LOUIS VUITTON SE
000000000
1.00000000
NC
-372.36000000
-0.00060115832
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
LVMH Moet Hennessy Louis Vuitt
LVMH Moet Hennessy Louis Vuitton SE
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-58977.5
EUR
-372.36
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SANTANDER CONSUMER USA HOLDINGS INC
000000000
1.00000000
NC
USD
2336.91000000
0.003772835160
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Santander Consumer USA Holding
Santander Consumer USA Holdings Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-152700
USD
2336.91
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS AXIS CAPITAL HOLDINGS LTD
000000000
1.00000000
NC
USD
-80.62000000
-0.00013015733
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Axis Capital Holdings Ltd
Axis Capital Holdings Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
1505.28
USD
-80.62
N
N
N
NVA HOLDINGS
549300PQXWQYUO44P605
NVA Holdings Inc
62953QAA7
15000.00000000
PA
USD
16068.75000000
0.025942267772
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
6.87500000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059T204
13000.00000000
NS
USD
339820.00000000
0.548623971035
Long
EP
CORP
US
N
1
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS GATES INDUSTRIAL CORP PLC
000000000
1.00000000
NC
USD
-789.03000000
-0.00127385313
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Gates Industrial Corp PLC
Gates Industrial Corp PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-29190
USD
-789.03
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS E*TRADE FINANCIAL CORP
000000000
1.00000000
NC
USD
2902.73000000
0.004686325876
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
E*TRADE Financial Corp
E*TRADE Financial Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
18652.14
USD
2902.73
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS STANDARD LIFE ABERDEEN PLC
000000000
1.00000000
NC
-2727.09000000
-0.00440276306
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Standard Life Aberdeen PLC
Standard Life Aberdeen PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-42703.27
GBP
-2727.09
N
N
N
EUREX CLEARING AG
529900LN3S50JPU47S06
EURO BUXL 30 YEAR BOND
000000000
10.00000000
NC
-139187.00000000
-0.22471109604
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AG
529900LN3S50JPU47S06
Long
BUNDESREPUB. DEUTSCHLAND
Bundesrepublik Deutschland Bundesanleihe
2019-12-06
2445463.23
USD
-139187
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SUBARU CORP
000000000
1.00000000
NC
-6738.66000000
-0.01087926081
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Subaru Corp
Subaru Corp
Y
Equity - Performance Leg
2020-01-20
0
USD
0
USD
-15891200
JPY
-6738.66
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MAGAZINE LUIZA SA
000000000
1.00000000
NC
USD
533.29000000
0.000860972507
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Magazine Luiza SA
Magazine Luiza SA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
5226.54
USD
533.29
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS LIBERTY OILFIELD SERVICES INC
000000000
1.00000000
NC
USD
870.93000000
0.001406076967
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Liberty Oilfield Services Inc
Liberty Oilfield Services Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
8330
USD
870.93
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MICRON TECHNOLOGY INC
000000000
1.00000000
NC
USD
-10047.47000000
-0.01622118442
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Micron Technology Inc
Micron Technology Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
61692.24
USD
-10047.47
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS HALLIBURTON CO
000000000
1.00000000
NC
USD
-13631.70000000
-0.02200776112
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Halliburton Co
Halliburton Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
77156.2
USD
-13631.7
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS JUNIPER NETWORKS INC
000000000
1.00000000
NC
USD
8598.29000000
0.013881549066
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Juniper Networks Inc
Juniper Networks Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
168456.193946
USD
8598.29
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS VISA INC
000000000
1.00000000
NC
USD
-34.37000000
-0.00005548880
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Visa Inc
Visa Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
71500
USD
-34.37
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS IRHYTHM TECHNOLOGIES INC
000000000
1.00000000
NC
USD
-1994.32000000
-0.00321973914
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
iRhythm Technologies Inc
iRhythm Technologies Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
68740
USD
-1994.32
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS DEUTSCHE WOHNEN SE
000000000
1.00000000
NC
-1560.40000000
-0.00251919499
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Deutsche Wohnen SE
Deutsche Wohnen SE
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
126170
EUR
-1560.4
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS TELEFONICA SA
000000000
1.00000000
NC
-3817.53000000
-0.00616322896
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Telefonica SA
Telefonica SA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
144642.68
EUR
-3817.53
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS CAMPBELL SOUP CO
000000000
1.00000000
NC
USD
-649.25000000
-0.00104818466
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Campbell Soup Co
Campbell Soup Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
53368.45
USD
-649.25
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HORMEL FOODS CORP
000000000
1.00000000
NC
USD
-297.19000000
-0.00047979977
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hormel Foods Corp
Hormel Foods Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-200251.83
USD
-297.19
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS ATRICURE INC
000000000
1.00000000
NC
USD
18.18000000
0.000029350785
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
AtriCure Inc
AtriCure Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
2266.1
USD
18.18
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS TELEFONICA DEUTSCHLAND HOLDING AG
000000000
1.00000000
NC
3954.14000000
0.006383779615
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Telefonica Deutschland Holding
Telefonica Deutschland Holding AG
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
62330.567606
EUR
3954.14
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS VERISIGN INC
000000000
1.00000000
NC
USD
1510.83000000
0.002439166482
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
VeriSign Inc
VeriSign Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
89410.14
USD
1510.83
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS MERCK KGAA
000000000
1.00000000
NC
-1830.91000000
-0.00295592111
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Merck KGaA
Merck KGaA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-88830
EUR
-1830.91
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS ING GROEP NV
000000000
1.00000000
NC
-685.25000000
-0.00110630503
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
ING Groep NV
ING Groep NV
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-64170.18
EUR
-685.25
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
111.41000000
0.000179866389
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
12231
SEK
111.41
N
N
N
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
USD/TRY FORWARD
000000000
1.00000000
NC
USD
3780.25000000
0.006103042100
N/A
DFE
CORP
US
N
2
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
-836078.08000000
USD
4840000.00000000
TRY
2019-11-29
3780.25
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SAMSUNG ELECTRONICS CO LTD
000000000
1.00000000
NC
USD
1244.16000000
0.002008639867
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Samsung Electronics Co Ltd
Samsung Electronics Co Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
42273.13
USD
1244.16
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS CBOE GLOBAL MARKETS INC
000000000
1.00000000
NC
USD
-31.48000000
-0.00005082303
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Cboe Global Markets Inc
Cboe Global Markets Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
121953.000758
USD
-31.48
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS KANSAS CITY SOUTHERN
000000000
1.00000000
NC
USD
-31.81000000
-0.00005135580
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Kansas City Southern
Kansas City Southern
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
28300.055455
USD
-31.81
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS WW GRAINGER INC
000000000
1.00000000
NC
USD
-8001.26000000
-0.01291767122
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
WW Grainger Inc
WW Grainger Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-198541.6388
USD
-8001.26
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS CSX CORP
000000000
1.00000000
NC
USD
-1866.28000000
-0.00301302437
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
CSX Corp
CSX Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-123330.11
USD
-1866.28
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS WESTPAC BANKING CORP
000000000
1.00000000
NC
508.17000000
0.000820417407
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Westpac Banking Corp
Westpac Banking Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-28940
AUD
508.17
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS GEELY AUTOMOBILE HOLDINGS LTD
000000000
1.00000000
NC
4997.55000000
0.008068317716
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Geely Automobile Holdings Ltd
Geely Automobile Holdings Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
333000
HKD
4997.55
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ZOETIS INC
000000000
1.00000000
NC
USD
11122.74000000
0.017957159047
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Zoetis Inc
Zoetis Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
177104.96
USD
11122.74
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS CHUBB LTD
000000000
1.00000000
NC
USD
-1953.32000000
-0.00315354651
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Chubb Ltd
Chubb Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
45942.16
USD
-1953.32
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MICROSOFT CORP
000000000
1.00000000
NC
USD
1474.78000000
0.002380965393
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Microsoft Corp
Microsoft Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
127417.5
USD
1474.78
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS VERISIGN INC
000000000
1.00000000
NC
USD
1269.04000000
0.002048807498
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
VeriSign Inc
VeriSign Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
75037.32
USD
1269.04
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
TRS UDR INC
000000000
1.00000000
NC
USD
-2101.34000000
-0.00339251808
N/A
DE
CORP
US
N
2
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
UDR Inc
UDR Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-61318.65
USD
-2101.34
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS HONDA MOTOR CO LTD
000000000
1.00000000
NC
-3828.88000000
-0.00618155302
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Honda Motor Co Ltd
Honda Motor Co Ltd
Y
Equity - Performance Leg
2020-01-20
0
USD
0
USD
-16817100
JPY
-3828.88
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS TOYOTA MOTOR CORP
000000000
1.00000000
NC
-2260.68000000
-0.00364976528
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Toyota Motor Corp
Toyota Motor Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-31433592.12
JPY
-2260.68
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS KRAFT HEINZ CO/THE
000000000
1.00000000
NC
USD
-4515.28000000
-0.00728971468
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Kraft Heinz Co/The
Kraft Heinz Co/The
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-46842.96
USD
-4515.28
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS MCKESSON CORP
000000000
1.00000000
NC
USD
-356.10000000
-0.00057490729
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
McKesson Corp
McKesson Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
9257.39
USD
-356.1
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
64072TAA3
300000.00000000
PA
USD
338250.00000000
0.546089277273
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
10.87500000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS E*TRADE FINANCIAL CORP
000000000
1.00000000
NC
USD
-20389.54000000
-0.03291798717
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
E*TRADE Financial Corp
E*TRADE Financial Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
323742.16
USD
-20389.54
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS APPLIED MATERIALS INC
000000000
1.00000000
NC
USD
1291.85000000
0.002085633208
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Applied Materials Inc
Applied Materials Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
52910
USD
1291.85
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS CDW CORP/DE
000000000
1.00000000
NC
USD
5725.38000000
0.009243366227
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
CDW Corp/DE
CDW Corp/DE
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
75249.6
USD
5725.38
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS HONDA MOTOR CO LTD
000000000
1.00000000
NC
-1386.39000000
-0.00223826374
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Honda Motor Co Ltd
Honda Motor Co Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-6088950
JPY
-1386.39
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS STANLEY BLACK & DECKER INC
000000000
1.00000000
NC
USD
-5250.86000000
-0.00847727521
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Stanley Black & Decker Inc
Stanley Black & Decker Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-316221.24
USD
-5250.86
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ERO COPPER CORP
000000000
1.00000000
NC
121.67000000
0.000196430694
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
ERO Copper Corp
ERO Copper Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
19784.03
CAD
121.67
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS GALP ENERGIA SGPS SA
000000000
1.00000000
NC
878.73000000
0.001418669713
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Galp Energia SGPS SA
Galp Energia SGPS SA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
17062.5
EUR
878.73
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS WYNN RESORTS LTD
000000000
1.00000000
NC
USD
2034.65000000
0.003284850104
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Wynn Resorts Ltd
Wynn Resorts Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
36876.48
USD
2034.65
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
TRS DUKE ENERGY CORP
000000000
1.00000000
NC
USD
1048.85000000
0.001693320734
N/A
DE
CORP
US
N
2
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Duke Energy Corp
Duke Energy Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-123215
USD
1048.85
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS CARVANA CO
000000000
1.00000000
NC
USD
1581.99000000
0.002554051073
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Carvana Co
Carvana Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
38915
USD
1581.99
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS NTT DOCOMO INC
000000000
1.00000000
NC
4989.89000000
0.008055950994
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
NTT DOCOMO Inc
NTT DOCOMO Inc
Y
Equity - Performance Leg
2020-01-20
0
USD
0
USD
9456150
JPY
4989.89
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
536.42000000
0.000866025750
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
58890
SEK
536.42
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS CITIZENS FINANCIAL GROUP INC
000000000
1.00000000
NC
USD
-1368.17000000
-0.00220884838
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Citizens Financial Group Inc
Citizens Financial Group Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-128749.9208
USD
-1368.17
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS KEANE GROUP INC
000000000
1.00000000
NC
USD
-830.22000000
-0.00134035251
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
NexTier Oilfield Solutions Inc
NexTier Oilfield Solutions Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
9460
USD
-830.22
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS STEEL DYNAMICS INC
000000000
1.00000000
NC
USD
246.88000000
0.000398576558
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Steel Dynamics Inc
Steel Dynamics Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
30080
USD
246.88
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS GEELY AUTOMOBILE HOLDINGS LTD
000000000
1.00000000
NC
2397.93000000
0.003871349181
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Geely Automobile Holdings Ltd
Geely Automobile Holdings Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
159840
HKD
2397.93
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ORIX CORP
000000000
1.00000000
NC
6778.40000000
0.010943419237
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
ORIX Corp
ORIX Corp
Y
Equity - Performance Leg
2020-01-20
0
USD
0
USD
15604000
JPY
6778.4
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS BLACKROCK INC
000000000
1.00000000
NC
USD
-2215.35000000
-0.00357658205
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
BlackRock Inc
BlackRock Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-58222.95
USD
-2215.35
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS PANASONIC CORP
000000000
1.00000000
NC
2469.71000000
0.003987234734
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Panasonic Corp
Panasonic Corp
Y
Equity - Performance Leg
2020-01-20
0
USD
0
USD
7085510
JPY
2469.71
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS WELLS FARGO & CO
000000000
1.00000000
NC
USD
3506.97000000
0.005661843940
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Wells Fargo & Co
Wells Fargo & Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
120063.56
USD
3506.97
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS METSO OYJ
000000000
1.00000000
NC
-4070.57000000
-0.00657175056
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Metso Oyj
Metso Oyj
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-75054.98
EUR
-4070.57
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS ATRICURE INC
000000000
1.00000000
NC
USD
19.21000000
0.000031013673
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
AtriCure Inc
AtriCure Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
2397.8489
USD
19.21
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS STEEL DYNAMICS INC
000000000
1.00000000
NC
USD
744.74000000
0.001202348938
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Steel Dynamics Inc
Steel Dynamics Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
90240
USD
744.74
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INFORMA PLC
000000000
1.00000000
NC
3259.61000000
0.005262492443
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Informa PLC
Informa PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-144692.3336
GBP
3259.61
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS HP INC
000000000
1.00000000
NC
USD
-1092.78000000
-0.00176424372
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
HP Inc
HP Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-33620
USD
-1092.78
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS AMPHENOL CORP
000000000
1.00000000
NC
USD
5540.63000000
0.008945095734
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Amphenol Corp
Amphenol Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
302641.5025
USD
5540.63
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS IPATH BLOOMBERG COFFEE SUBINDEX TOTAL RETURN ETN
000000000
1.00000000
NC
USD
760.56000000
0.001227889610
N/A
DCO
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
IPATH BLOOMBERG COFFEE SUBINDEX TOTAL RETURN ETN
IPATH BLOOMBERG COFFEE SUBINDEX TOTAL RETURN ETN
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
8610
USD
760.56
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS HESS CORP
000000000
1.00000000
NC
USD
430.63000000
0.000695232595
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Hess Corp
Hess Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-66130
USD
430.63
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS TEUCRIUM SUGAR FUND
000000000
1.00000000
NC
USD
-56.12000000
-0.00009060319
N/A
DCO
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TEUCRIUM SUGAR FUND
TEUCRIUM SUGAR FUND
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
13261
USD
-56.12
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS QUALCOMM INC
000000000
1.00000000
NC
USD
2278.26000000
0.003678147396
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
QUALCOMM Inc
QUALCOMM Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
70038
USD
2278.26
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS BUNZL PLC
000000000
1.00000000
NC
-2106.25000000
-0.00340044505
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Bunzl PLC
Bunzl PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-145338.6
GBP
-2106.25
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ING GROEP NV
000000000
1.00000000
NC
-438.55000000
-0.00070801907
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
ING Groep NV
ING Groep NV
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-41097.45
EUR
-438.55
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS AMERICAN VANGUARD CORP
000000000
1.00000000
NC
USD
1219.58000000
0.001968956572
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
American Vanguard Corp
American Vanguard Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
26717.8
USD
1219.58
N
N
N
STARS GROUP HOLDINGS BV
549300RNFXC8F8RT6R13
Stars Group Holdings BV
000000000
387422.62000000
PA
USD
388844.46000000
0.627771737274
Long
LON
CORP
CA
N
2
2025-07-10
Floating
5.60438000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ABBVIE INC
000000000
1.00000000
NC
USD
22130.22000000
0.035728236055
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
AbbVie Inc
AbbVie Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
144083
USD
22130.22
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
565.30000000
0.000912651200
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
62061
SEK
565.3
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS MERCK & CO INC
000000000
1.00000000
NC
USD
-11364.28000000
-0.01834711441
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Merck & Co Inc
Merck & Co Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-620196.72
USD
-11364.28
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS EQUINIX INC
000000000
1.00000000
NC
USD
-3623.34000000
-0.00584971802
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Equinix Inc
Equinix Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-132051.15
USD
-3623.34
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS ASCENDIS PHARMA A/S
000000000
1.00000000
NC
USD
2925.09000000
0.004722425082
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Ascendis Pharma A/S
Ascendis Pharma A/S
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
30216
USD
2925.09
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS RSA INSURANCE GROUP PLC
000000000
1.00000000
NC
-350.17000000
-0.00056533357
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
RSA Insurance Group PLC
RSA Insurance Group PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
62395.53
GBP
-350.17
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS WESTPAC BANKING CORP
000000000
1.00000000
NC
73.17000000
0.000118129644
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Westpac Banking Corp
Westpac Banking Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-4167.36
AUD
73.17
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
78.40000000
0.000126573242
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
8607
SEK
78.4
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS NETWORK INTERNATIONAL HOLDINGS PLC
000000000
1.00000000
NC
1295.12000000
0.002090912475
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Network International Holdings
Network International Holdings PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
26047
GBP
1295.12
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS SMITHS GROUP PLC
000000000
1.00000000
NC
2996.90000000
0.004838359068
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Smiths Group PLC
Smiths Group PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
90152.7232
GBP
2996.9
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERFOR CORP
000000000
1.00000000
NC
3245.86000000
0.005240293692
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Interfor Corp
Interfor Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
22704
CAD
3245.86
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERFOR CORP
000000000
1.00000000
NC
245.32000000
0.000396058008
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Interfor Corp
Interfor Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
1716
CAD
245.32
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS GREAT PORTLAND ESTATES PLC
000000000
1.00000000
NC
884.07000000
0.001427290901
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Great Portland Estates PLC
Great Portland Estates PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
64859.54
GBP
884.07
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS HP INC
000000000
1.00000000
NC
USD
-3832.19000000
-0.00618689687
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
HP Inc
HP Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-117670
USD
-3832.19
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS GARDNER DENVER HOLDINGS INC
000000000
1.00000000
NC
USD
1023.90000000
0.001653040091
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Gardner Denver Holdings Inc
Gardner Denver Holdings Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
12490.75
USD
1023.9
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS KIMBERLY-CLARK CORP
000000000
1.00000000
NC
USD
-2641.34000000
-0.00426432358
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Kimberly-Clark Corp
Kimberly-Clark Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
310042.920906
USD
-2641.34
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS SIMON PROPERTY GROUP INC
000000000
1.00000000
NC
USD
-1391.93000000
-0.00224720782
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Simon Property Group Inc
Simon Property Group Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-123429.81
USD
-1391.93
N
N
N
LIONS GATE CAPITAL HOLD
549300MWJHNLR35C0837
Lions Gate Capital Holdings LLC
53627MAB9
303945.00000000
PA
USD
294066.79000000
0.474757489493
Long
LON
CORP
US
N
2
2025-03-24
Floating
4.03588000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INDUSTRIAL & INFRASTRUCTURE FUND INVESTMENT CORP
000000000
1.00000000
NC
-35.64000000
-0.00005753916
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Industrial & Infrastructure Fu
Industrial & Infrastructure Fund Investment Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
850349
JPY
-35.64
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS OCCIDENTAL PETROLEUM CORP
000000000
1.00000000
NC
USD
-23026.75000000
-0.03717564306
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Occidental Petroleum Corp
Occidental Petroleum Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
126357.6
USD
-23026.75
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS WEIR GROUP PLC/THE
000000000
1.00000000
NC
-2016.54000000
-0.00325561233
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Weir Group PLC/The
Weir Group PLC/The
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
82570.12
GBP
-2016.54
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SEABOARD CORP
000000000
1.00000000
NC
USD
-60.12000000
-0.00009706101
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Seaboard Corp
Seaboard Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
4275
USD
-60.12
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERNATIONAL BUSINESS MACHINES CORP
000000000
1.00000000
NC
USD
7501.37000000
0.012110621498
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
IBM
International Business Machines Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-114400
USD
7501.37
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS ASTRAZENECA PLC
000000000
1.00000000
NC
2880.49000000
0.004650420405
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
AstraZeneca PLC
AstraZeneca PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
24992.55
GBP
2880.49
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS KEANE GROUP INC
000000000
1.00000000
NC
USD
-2074.81000000
-0.00334968660
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
NexTier Oilfield Solutions Inc
NexTier Oilfield Solutions Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
23650
USD
-2074.81
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS VIASAT INC
000000000
1.00000000
NC
USD
757.06000000
0.001222239019
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
ViaSat Inc
ViaSat Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-21393
USD
757.06
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS APACHE CORP
000000000
1.00000000
NC
USD
898.41000000
0.001450442180
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Apache Corp
Apache Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-69645.2
USD
898.41
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS LUMBER LIQUIDATORS HOLDINGS INC
000000000
1.00000000
NC
USD
366.96000000
0.000592440269
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Lumber Liquidators Holdings In
Lumber Liquidators Holdings Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-9590
USD
366.96
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SAGE THERAPEUTICS INC
000000000
1.00000000
NC
USD
-1490.39000000
-0.00240616703
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Sage Therapeutics Inc
Sage Therapeutics Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
24524.197
USD
-1490.39
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND
000000000
-12.00000000
NC
USD
-2812.50000000
-0.00454065363
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Call
Written
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2019-12-19
0.00000000
USD
100000.00000000
165
USD
2019-11-22
XXXX
4104.36
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS PARKER-HANNIFIN CORP
000000000
1.00000000
NC
USD
-1178.96000000
-0.00190337742
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Parker-Hannifin Corp
Parker-Hannifin Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-76015.76
USD
-1178.96
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS ROCHE HOLDING AG
000000000
1.00000000
NC
3606.83000000
0.005823063378
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Roche Holding AG
Roche Holding AG
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
156154.5
CHF
3606.83
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERFOR CORP
000000000
1.00000000
NC
260.42000000
0.000420436273
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Interfor Corp
Interfor Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
1821.6
CAD
260.42
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS LINDE PLC
000000000
1.00000000
NC
USD
2054.61000000
0.003317074619
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Linde PLC
Linde PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
136040.46
USD
2054.61
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS LUMBER LIQUIDATORS HOLDINGS INC
000000000
1.00000000
NC
USD
734.40000000
0.001185655477
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Lumber Liquidators Holdings In
Lumber Liquidators Holdings Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-19180
USD
734.4
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS FRANCO-NEVADA CORP
000000000
1.00000000
NC
USD
5650.65000000
0.009122718032
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Franco-Nevada Corp
Franco-Nevada Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
91220
USD
5650.65
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS SOUTHWEST AIRLINES CO
000000000
1.00000000
NC
USD
-2019.75000000
-0.00326079473
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Southwest Airlines Co
Southwest Airlines Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-56651.36
USD
-2019.75
N
N
N
10X Genomics Inc
5493003Z6741WNLG7H43
10X Genomics Inc
88025U109
182.00000000
NS
USD
10556.00000000
0.017042183032
Long
EC
CORP
US
N
1
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS AXA SA
000000000
1.00000000
NC
-2547.75000000
-0.00411322677
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
AXA SA
AXA SA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
249807.25
EUR
-2547.75
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ROBERT HALF INTERNATIONAL INC
000000000
1.00000000
NC
USD
-1244.28000000
-0.00200883360
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Robert Half International Inc
Robert Half International Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-38815
USD
-1244.28
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
226.95000000
0.000366400477
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
24915
SEK
226.95
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS DAIMLER AG
000000000
1.00000000
NC
2671.25000000
0.004312611919
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Daimler AG
Daimler AG
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
26379.450838
EUR
2671.25
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS GALP ENERGIA SGPS SA
000000000
1.00000000
NC
385.92000000
0.000623050329
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Galp Energia SGPS SA
Galp Energia SGPS SA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
7493.86
EUR
385.92
N
N
N
OTP Bank Nyrt
529900W3MOO00A18X956
OTP Bank Nyrt
000000000
4500.00000000
NS
207526.42000000
0.335041988803
Long
EC
CORP
HU
N
2
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MOHAWK INDUSTRIES INC
000000000
1.00000000
NC
USD
-31722.53000000
-0.05121458530
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Mohawk Industries Inc
Mohawk Industries Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-191890.35
USD
-31722.53
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
169.17000000
0.000273117289
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
18573
SEK
169.17
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HOLLYFRONTIER CORP
000000000
1.00000000
NC
USD
-350.25000000
-0.00056546273
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
HollyFrontier Corp
HollyFrontier Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-90894.78
USD
-350.25
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS LIBERTY OILFIELD SERVICES INC
000000000
1.00000000
NC
USD
1741.20000000
0.002811088394
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Liberty Oilfield Services Inc
Liberty Oilfield Services Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
16660
USD
1741.2
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
136.17000000
0.000219840286
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
14949
SEK
136.17
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS VESTAS WIND SYSTEMS A/S
000000000
1.00000000
NC
-419.01000000
-0.00067647263
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Vestas Wind Systems A/S
Vestas Wind Systems A/S
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-216000
DKK
-419.01
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SKANDINAVISKA ENSKILDA BANKEN AB
000000000
1.00000000
NC
661.37000000
0.001067751856
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Skandinaviska Enskilda Banken
Skandinaviska Enskilda Banken AB
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-831319.64
SEK
661.37
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MICROSOFT CORP
000000000
1.00000000
NC
USD
163.36000000
0.000263737307
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Microsoft Corp
Microsoft Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
14157.5
USD
163.36
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS PLURALSIGHT INC
000000000
1.00000000
NC
USD
3093.79000000
0.004994783577
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Pluralsight Inc
Pluralsight Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
33030
USD
3093.79
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS BOLIDEN AB
000000000
1.00000000
NC
9755.31000000
0.015749505358
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Boliden AB
Boliden AB
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
2461492.2
SEK
9755.31
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS HOSHIZAKI CORP
000000000
1.00000000
NC
14418.22000000
0.023277561978
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Hoshizaki Corp
Hoshizaki Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
22463999.96
JPY
14418.22
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS ONO PHARMACEUTICAL CO LTD
000000000
1.00000000
NC
-13610.73000000
-0.02197390601
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Ono Pharmaceutical Co Ltd
Ono Pharmaceutical Co Ltd
Y
Equity - Performance Leg
2020-01-20
0
USD
0
USD
-24198600
JPY
-13610.73
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS APPLE INC
000000000
1.00000000
NC
USD
3951.52000000
0.006379549744
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Apple Inc
Apple Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
103955.15
USD
3951.52
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DEERE & CO
000000000
1.00000000
NC
USD
-1512.72000000
-0.00244221780
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Deere & Co
Deere & Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-189904
USD
-1512.72
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS NVIDIA CORP
000000000
1.00000000
NC
USD
2217.07000000
0.003579358917
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
NVIDIA Corp
NVIDIA Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
98185
USD
2217.07
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS NATIONAL AUSTRALIA BANK LTD
000000000
1.00000000
NC
-105.44000000
-0.00017022809
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
National Australia Bank Ltd
National Australia Bank Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-28450
AUD
-105.44
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SONY CORP
000000000
1.00000000
NC
4600.19000000
0.007426798026
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Sony Corp
Sony Corp
Y
Equity - Performance Leg
2020-01-20
0
USD
0
USD
9466500
JPY
4600.19
N
N
N
Conyers Park II Acquisition Co
N/A
Conyers Park II Acquisition Corp
212896203
3442.00000000
NS
USD
37242.44000000
0.060126229544
Long
EC
CORP
US
N
1
N
N
N
T ROWE PR ULT SH-TRM BND-I
549300KJPJ2IQ3OSSV02
T ROWE PR ULT SH-TRM BND-I
77957P501
3772793.28169900
NS
USD
19052606.07000000
30.75956800867
Long
EC
RF
US
N
1
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS AMC NETWORKS INC
000000000
1.00000000
NC
USD
1494.47000000
0.002412754005
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
AMC Networks Inc
AMC Networks Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-18900
USD
1494.47
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS WAYFAIR INC
000000000
1.00000000
NC
USD
-2687.25000000
-0.00433844319
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Wayfair Inc
Wayfair Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
10898
USD
-2687.25
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-6505.57000000
-0.01050294758
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
-1062000.00000000
EUR
1180156.00000000
USD
2019-11-29
-6505.57
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MICRON TECHNOLOGY INC
000000000
1.00000000
NC
USD
521.97000000
0.000842696881
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Micron Technology Inc
Micron Technology Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
23227.5
USD
521.97
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DELTA AIR LINES INC
000000000
1.00000000
NC
USD
-5672.35000000
-0.00915775169
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Delta Air Lines Inc
Delta Air Lines Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-161939.16
USD
-5672.35
N
N
N
VUNGLE INC
N/A
Vungle Inc
92941TAB1
295000.00000000
PA
USD
289468.75000000
0.467334162544
Long
LON
CORP
US
N
2
2026-09-30
Floating
7.29963000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
000000000
1.00000000
NC
377.94000000
0.000610166981
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Australia & New Zealand Bankin
Australia & New Zealand Banking Group Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-13915
AUD
377.94
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS STARBUCKS CORP
000000000
1.00000000
NC
USD
8497.32000000
0.013718537583
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Starbucks Corp
Starbucks Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-375711.69962
USD
8497.32
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ABIOMED INC
000000000
1.00000000
NC
USD
8857.03000000
0.014299273056
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
ABIOMED Inc
ABIOMED Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
53361
USD
8857.03
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co
233331842
2533.00000000
NS
USD
128997.98000000
0.208261385566
Long
EP
CORP
US
N
2
N
N
N
ARCONIC INC
549300HO5WFZUT5N2T22
Arconic Inc
013817AV3
200000.00000000
PA
USD
207500.00000000
0.334999334912
Long
DBT
CORP
US
N
2
2021-04-15
Fixed
5.40000000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS OCCIDENTAL PETROLEUM CORP
000000000
1.00000000
NC
USD
-8475.95000000
-0.01368403668
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Occidental Petroleum Corp
Occidental Petroleum Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
46512
USD
-8475.95
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
243.45000000
0.000393038978
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
26727
SEK
243.45
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS OCCIDENTAL PETROLEUM CORP
000000000
1.00000000
NC
USD
-4944.30000000
-0.00798234800
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Occidental Petroleum Corp
Occidental Petroleum Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
27132
USD
-4944.3
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS NATIONAL AUSTRALIA BANK LTD
000000000
1.00000000
NC
-3.39000000
-0.00000547300
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
National Australia Bank Ltd
National Australia Bank Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-910.4
AUD
-3.39
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
169.17000000
0.000273117289
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
18573
SEK
169.17
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS APPLIED MATERIALS INC
000000000
1.00000000
NC
USD
1292.41000000
0.002086537303
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Applied Materials Inc
Applied Materials Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
52910
USD
1292.41
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS AMERICAN INTERNATIONAL GROUP INC
000000000
1.00000000
NC
USD
-3562.92000000
-0.00575217267
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
American International Group I
American International Group Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
109360
USD
-3562.92
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS ASCENDIS PHARMA A/S
000000000
1.00000000
NC
USD
9750.31000000
0.015741433085
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Ascendis Pharma A/S
Ascendis Pharma A/S
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
100720
USD
9750.31
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS SARTORIUS AG
000000000
1.00000000
NC
113.69000000
0.000183547346
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Sartorius AG
Sartorius AG
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
34740
EUR
113.69
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SEAGATE TECHNOLOGY PLC
000000000
1.00000000
NC
USD
-14330.31000000
-0.02313563527
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Seagate Technology PLC
Seagate Technology PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-258218
USD
-14330.31
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS KIRKLAND LAKE GOLD LTD
000000000
1.00000000
NC
2943.24000000
0.004751727433
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Kirkland Lake Gold Ltd
Kirkland Lake Gold Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
57910
CAD
2943.24
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERFOR CORP
000000000
1.00000000
NC
2641.98000000
0.004265356833
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Interfor Corp
Interfor Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
18480
CAD
2641.98
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS APACHE CORP
000000000
1.00000000
NC
USD
505.76000000
0.000816526571
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Apache Corp
Apache Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-39103.34
USD
505.76
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS CONCHO RESOURCES INC
000000000
1.00000000
NC
USD
-2184.23000000
-0.00352634022
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Concho Resources Inc
Concho Resources Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
16381.04
USD
-2184.23
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
S&P 500 INDEX
000000000
-20.00000000
NC
USD
-33600.00000000
-0.05424567543
N/A
DE
CORP
US
N
2
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
Call
Written
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POORS'S 500
100.00000000
3050
USD
2019-11-15
XXXX
-22440
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS FACEBOOK INC
000000000
1.00000000
NC
USD
3972.82000000
0.006413937627
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Facebook Inc
Facebook Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
153945.3517
USD
3972.82
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS SMART SAND INC
000000000
1.00000000
NC
USD
917.58000000
0.001481391275
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Smart Sand Inc
Smart Sand Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-24200
USD
917.58
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERFOR CORP
000000000
1.00000000
NC
118.89000000
0.000191942510
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Interfor Corp
Interfor Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
831.6
CAD
118.89
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS SGS SA
000000000
1.00000000
NC
-19761.67000000
-0.03190431955
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
SGS SA
SGS SA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-422432
CHF
-19761.67
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS CSX CORP
000000000
1.00000000
NC
USD
-1064.47000000
-0.00171853851
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
CSX Corp
CSX Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-70138.38
USD
-1064.47
N
N
N
NASDAQ, INC.
549300L8X1Q78ERXFD06
ISHARES IBOXX HIGH YIELD CORPORATE BOND ETF
000000000
-301.00000000
NC
USD
-6772.50000000
-0.01093389395
N/A
DCR
CORP
US
N
2
NASDAQ, INC.
549300L8X1Q78ERXFD06
Put
Written
iShares iBoxx High Yield Corporate Bond ETF
iShares iBoxx High Yield Corporate Bond ETF
100.00000000
86
USD
2019-11-15
XXXX
9782.15
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ARKEMA SA
000000000
1.00000000
NC
-12243.78000000
-0.01976702726
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Arkema SA
Arkema SA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-318323.04
EUR
-12243.78
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DAIMLER AG
000000000
1.00000000
NC
8886.18000000
0.014346334409
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Daimler AG
Daimler AG
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
87787.3628
EUR
8886.18
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS PUBLIC STORAGE
000000000
1.00000000
NC
USD
-20018.99000000
-0.03231975101
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Public Storage
Public Storage
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
192854.66
USD
-20018.99
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SUMCO CORP
000000000
1.00000000
NC
-38826.10000000
-0.06268297675
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
SUMCO Corp
SUMCO Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-57188900.13378
JPY
-38826.1
N
N
N
RBC DOMINION SECURITIES INC
549300QJJX6CVVUXLE15
USD/NZD FORWARD
000000000
1.00000000
NC
USD
-1262.98000000
-0.00203902390
N/A
DFE
CORP
US
N
2
RBC DOMINION SECURITIES INC
549300QJJX6CVVUXLE15
-227000.00000000
NZD
144357.25000000
USD
2019-11-29
-1262.98
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS NORTHERN TRUST CORP
000000000
1.00000000
NC
USD
-1780.20000000
-0.00287405212
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Northern Trust Corp
Northern Trust Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-113935.54
USD
-1780.2
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS NETFLIX INC
000000000
1.00000000
NC
USD
434.60000000
0.000701641980
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Netflix Inc
Netflix Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
43490.25129
USD
434.6
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
4700000.00000000
PA
255551.58000000
0.412576430534
Long
DBT
NUSS
MX
N
2
2027-06-03
Fixed
7.50000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
000000000
1.00000000
NC
302.46000000
0.000488307946
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Australia & New Zealand Bankin
Australia & New Zealand Banking Group Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-11132
AUD
302.46
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS LINDE PLC
000000000
1.00000000
NC
USD
2150.53000000
0.003471933107
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Linde PLC
Linde PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
142286.22
USD
2150.53
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS XEROX HOLDINGS CORP
000000000
1.00000000
NC
USD
631.98000000
0.001020303034
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Xerox Holdings Corp
Xerox Holdings Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-17596.25
USD
631.98
N
N
N
Maruti Suzuki India Ltd
335800D27PBEESKKD357
Maruti Suzuki India Ltd
000000000
1800.00000000
NS
191789.13000000
0.309634848161
Long
EC
CORP
IN
N
2
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS APPLIED MATERIALS INC
000000000
1.00000000
NC
USD
1418.77000000
0.002290539789
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Applied Materials Inc
Applied Materials Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
57989.36
USD
1418.77
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS MONEY FORWARD INC
000000000
1.00000000
NC
3408.42000000
0.005502739436
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Money Forward Inc
Money Forward Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
3910500.009167
JPY
3408.42
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS METSO OYJ
000000000
1.00000000
NC
-1348.53000000
-0.00217714049
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Metso Oyj
Metso Oyj
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-24864.84048
EUR
-1348.53
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS TEUCRIUM SUGAR FUND
000000000
1.00000000
NC
USD
-28.01000000
-0.00004522087
N/A
DCO
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TEUCRIUM SUGAR FUND
TEUCRIUM SUGAR FUND
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
6630.5
USD
-28.01
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
45.39000000
0.000073280095
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
4983
SEK
45.39
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS IPATH BLOOMBERG COFFEE SUBINDEX TOTAL RETURN ETN
000000000
1.00000000
NC
USD
760.32000000
0.001227502141
N/A
DCO
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
IPATH BLOOMBERG COFFEE SUBINDEX TOTAL RETURN ETN
IPATH BLOOMBERG COFFEE SUBINDEX TOTAL RETURN ETN
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
8610
USD
760.32
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ALCON INC
000000000
1.00000000
NC
460.15000000
0.000742891296
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Alcon Inc
Alcon Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
42142.15
CHF
460.15
N
N
N
CHINA EVERGRANDE GROUP
549300CUF7B1LAB15T90
China Evergrande Group
000000000
200000.00000000
PA
USD
187885.79000000
0.303333082841
Long
DBT
CORP
CN
N
2
2021-06-28
Fixed
6.25000000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ERO COPPER CORP
000000000
1.00000000
NC
31.60000000
0.000051016766
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
ERO Copper Corp
ERO Copper Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
5137.65
CAD
31.6
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DAIFUKU CO LTD
000000000
1.00000000
NC
-2880.76000000
-0.00465085630
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Daifuku Co Ltd
Daifuku Co Ltd
Y
Equity - Performance Leg
2020-01-20
0
USD
0
USD
-19550000
JPY
-2880.76
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS AXIS CAPITAL HOLDINGS LTD
000000000
1.00000000
NC
USD
-114.20000000
-0.00018437071
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Axis Capital Holdings Ltd
Axis Capital Holdings Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
2132.48
USD
-114.2
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ALBEMARLE CORP
000000000
1.00000000
NC
USD
6889.28000000
0.011122429966
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Albemarle Corp
Albemarle Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-56739.32
USD
6889.28
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS ENCORE CAPITAL GROUP INC
000000000
1.00000000
NC
USD
-146.50000000
-0.00023651760
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Encore Capital Group Inc
Encore Capital Group Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
33300
USD
-146.5
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS KKR & CO LP
000000000
1.00000000
NC
USD
2664.91000000
0.004302376277
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
KKR & Co Inc
KKR & Co Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
145175.0103
USD
2664.91
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS INTERNATIONAL BUSINESS MACHINES CORP
000000000
1.00000000
NC
USD
1762.31000000
0.002845169532
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
IBM
International Business Machines Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-26883.999563
USD
1762.31
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SPROTT PHYSICAL GOLD AND SILVER TRUST
000000000
1.00000000
NC
USD
369.26000000
0.000596153515
N/A
DCO
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Sprott Physical Gold and Silver Trust
Sprott Physical Gold and Silver Trust
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
14365
USD
369.26
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS JAPAN TOBACCO INC
000000000
1.00000000
NC
-3450.32000000
-0.00557038508
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Japan Tobacco Inc
Japan Tobacco Inc
Y
Equity - Performance Leg
2020-01-20
0
USD
0
USD
-14612549.9
JPY
-3450.32
N
N
N
Network International Holdings
213800XVRNKWENNLKK60
Network International Holdings PLC
000000000
10022.00000000
NS
70086.51000000
0.113151490295
Long
EC
CORP
AE
N
2
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS TAPESTRY INC
000000000
1.00000000
NC
USD
290.81000000
0.000469499549
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Tapestry Inc
Tapestry Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
26974.64
USD
290.81
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SEVEN & I HOLDINGS CO LTD
000000000
1.00000000
NC
10522.68000000
0.016988389404
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Seven & i Holdings Co Ltd
Seven & i Holdings Co Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-35166846.85
JPY
10522.68
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
ZAR/USD FORWARD
000000000
1.00000000
NC
USD
-4618.64000000
-0.00745658471
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
-510372.39000000
USD
7672000.00000000
ZAR
2019-11-29
-4618.64
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SUZUKI MOTOR CORP
000000000
1.00000000
NC
7773.73000000
0.012550334360
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Suzuki Motor Corp
Suzuki Motor Corp
Y
Equity - Performance Leg
2020-01-20
0
USD
0
USD
9500000
JPY
7773.73
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS CVS HEALTH CORP
000000000
1.00000000
NC
USD
2291.16000000
0.003698973861
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
CVS Health Corp
CVS Health Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
74748.99064
USD
2291.16
N
N
N
J.P. MORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
TRS TWITTER INC
000000000
1.00000000
NC
USD
35032.71000000
0.056558720723
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
Twitter Inc
Twitter Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-136468.64
USD
35032.71
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG IN MUENCHEN
000000000
1.00000000
NC
-1109.25000000
-0.00179083379
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Munich Re
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-62526
EUR
-1109.25
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
709.72000000
0.001145810737
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
77916
SEK
709.72
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS TWITTER INC
000000000
1.00000000
NC
USD
17410.29000000
0.028108123231
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Twitter Inc
Twitter Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-67831.521419
USD
17410.29
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ABBVIE INC
000000000
1.00000000
NC
USD
16208.77000000
0.026168323709
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
AbbVie Inc
AbbVie Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
137899.5
USD
16208.77
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS INFRASTRUTTURE WIRELESS ITALIANE SPA
000000000
1.00000000
NC
-2833.80000000
-0.00457504151
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Infrastrutture Wireless Italia
Infrastrutture Wireless Italiane SpA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
48404.35
EUR
-2833.8
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS COVESTRO AG
000000000
1.00000000
NC
4832.49000000
0.007801835836
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Covestro AG
Covestro AG
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-73932
EUR
4832.49
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SEALED AIR CORP
000000000
1.00000000
NC
USD
4905.91000000
0.007920369094
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Sealed Air Corp
Sealed Air Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
150663.2895
USD
4905.91
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS EQUINIX INC
000000000
1.00000000
NC
USD
-1176.41000000
-0.00189926056
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Equinix Inc
Equinix Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-42873.75
USD
-1176.41
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS INTEL CORP
000000000
1.00000000
NC
USD
-2136.25000000
-0.00344887869
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Intel Corp
Intel Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-29273.4
USD
-2136.25
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS WESTPAC BANKING CORP
000000000
1.00000000
NC
253.94000000
0.000409974607
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Westpac Banking Corp
Westpac Banking Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-14470
AUD
253.94
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS EISAI CO LTD
000000000
1.00000000
NC
-110257.26000000
-0.17800534346
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Eisai Co Ltd
Eisai Co Ltd
Y
Equity - Performance Leg
2020-01-20
0
USD
0
USD
-26342400
JPY
-110257.26
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS JUST EAT PLC
000000000
1.00000000
NC
1782.07000000
0.002877071155
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Just Eat PLC
Just Eat PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-74875
GBP
1782.07
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS CREDICORP LTD
000000000
1.00000000
NC
USD
3116.13000000
0.005030850493
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Credicorp Ltd
Credicorp Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
104985
USD
3116.13
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS WEST FRASER TIMBER CO LTD
000000000
1.00000000
NC
2058.13000000
0.003322757499
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
West Fraser Timber Co Ltd
West Fraser Timber Co Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
15055.52
CAD
2058.13
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS MTU AERO ENGINES AG
000000000
1.00000000
NC
-386.04000000
-0.00062324406
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
MTU Aero Engines AG
MTU Aero Engines AG
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-55216.000064
EUR
-386.04
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS PACCAR INC
000000000
1.00000000
NC
USD
2385.06000000
0.003850571150
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
PACCAR Inc
PACCAR Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
29755.94
USD
2385.06
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ROBERT HALF INTERNATIONAL INC
000000000
1.00000000
NC
USD
-1778.44000000
-0.00287121068
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Robert Half International Inc
Robert Half International Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-55450
USD
-1778.44
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS NVIDIA CORP
000000000
1.00000000
NC
USD
887.26000000
0.001432441011
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
NVIDIA Corp
NVIDIA Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
39274
USD
887.26
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS WESTERN DIGITAL CORP
000000000
1.00000000
NC
USD
15666.16000000
0.025292304484
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Western Digital Corp
Western Digital Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-103394
USD
15666.16
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS AMERICAN INTERNATIONAL GROUP INC
000000000
1.00000000
NC
USD
-1782.01000000
-0.00287697428
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
American International Group I
American International Group Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
54680
USD
-1782.01
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS LIBERTY OILFIELD SERVICES INC
000000000
1.00000000
NC
USD
1742.48000000
0.002813154896
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Liberty Oilfield Services Inc
Liberty Oilfield Services Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
16660
USD
1742.48
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HOLLYFRONTIER CORP
000000000
1.00000000
NC
USD
-365.95000000
-0.00059080967
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
HollyFrontier Corp
HollyFrontier Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-96035.64
USD
-365.95
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS ATRICURE INC
000000000
1.00000000
NC
USD
22.59000000
0.000036470530
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
AtriCure Inc
AtriCure Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
2819.445
USD
22.59
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ZOETIS INC
000000000
1.00000000
NC
USD
4306.95000000
0.006953375351
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Zoetis Inc
Zoetis Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
151105.54
USD
4306.95
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS DEUTSCHE WOHNEN SE
000000000
1.00000000
NC
-3047.16000000
-0.00491950155
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Deutsche Wohnen SE
Deutsche Wohnen SE
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
245861
EUR
-3047.16
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SUMCO CORP
000000000
1.00000000
NC
-4491.97000000
-0.00725208174
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
SUMCO Corp
SUMCO Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-6618300.07
JPY
-4491.97
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ERO COPPER CORP
000000000
1.00000000
NC
20.06000000
0.000032385959
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
ERO Copper Corp
ERO Copper Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
3262
CAD
20.06
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS ASTRAZENECA PLC
000000000
1.00000000
NC
11267.88000000
0.018191480992
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
AstraZeneca PLC
AstraZeneca PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
97767
GBP
11267.88
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS WEST FRASER TIMBER CO LTD
000000000
1.00000000
NC
690.74000000
0.001115168388
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
West Fraser Timber Co Ltd
West Fraser Timber Co Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
5052.88
CAD
690.74
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS AMERICAN VANGUARD CORP
000000000
1.00000000
NC
USD
-4746.24000000
-0.00766258912
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
American Vanguard Corp
American Vanguard Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
53620
USD
-4746.24
N
N
N
TRANS UNION LLC
X8NPN6PWJOM1QCTYFV34
Trans Union LLC
89334GAV6
414750.00000000
PA
USD
415139.87000000
0.670224483593
Long
LON
CORP
US
N
2
2025-06-19
Floating
3.79963000
N
N
N
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS NORTHERN TRUST CORP
000000000
1.00000000
NC
USD
-800.35000000
-0.00129212875
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Northern Trust Corp
Northern Trust Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-51303.76
USD
-800.35
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERFOR CORP
000000000
1.00000000
NC
598.22000000
0.000965799046
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Interfor Corp
Interfor Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
4184.4
CAD
598.22
N
N
N
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
USD/NOK FORWARD
000000000
1.00000000
NC
USD
-14.33000000
-0.00002313513
N/A
DFE
CORP
US
N
2
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
-2323000.00000000
NOK
252623.51000000
USD
2019-11-29
-14.33
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS ATRICURE INC
000000000
1.00000000
NC
USD
36.30000000
0.000058604702
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
AtriCure Inc
AtriCure Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
4532.2004
USD
36.3
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS WYNN RESORTS LTD
000000000
1.00000000
NC
USD
8915.87000000
0.014394267567
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Wynn Resorts Ltd
Wynn Resorts Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
212298.24
USD
8915.87
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MASTERCARD INC
000000000
1.00000000
NC
USD
-411.07000000
-0.00066365386
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Mastercard Inc
Mastercard Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
55712
USD
-411.07
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DEERE & CO
000000000
1.00000000
NC
USD
-425.57000000
-0.00068706345
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Deere & Co
Deere & Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-34528
USD
-425.57
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS CIGNA CORP
000000000
1.00000000
NC
USD
742.92000000
0.001199410630
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Cigna Corp
Cigna Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
6566.56
USD
742.92
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS BOMBARDIER INC
000000000
1.00000000
NC
428.40000000
0.000691632361
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Bombardier Inc
Bombardier Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
32600
CAD
428.4
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
272.33000000
0.000439664428
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
29898
SEK
272.33
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS DTE ENERGY CO
000000000
1.00000000
NC
USD
1507.08000000
0.002433112277
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
DTE Energy Co
DTE Energy Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-107481.99
USD
1507.08
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ATRICURE INC
000000000
1.00000000
NC
USD
273.50000000
0.000441553340
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
AtriCure Inc
AtriCure Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
34255
USD
273.5
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS FORTESCUE METALS GROUP LTD
000000000
1.00000000
NC
-923.67000000
-0.00149122330
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Fortescue Metals Group Ltd
Fortescue Metals Group Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-43200
AUD
-923.67
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS IPATH BLOOMBERG COFFEE SUBINDEX TOTAL RETURN ETN
000000000
1.00000000
NC
USD
760.24000000
0.001227372984
N/A
DCO
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
IPATH BLOOMBERG COFFEE SUBINDEX TOTAL RETURN ETN
IPATH BLOOMBERG COFFEE SUBINDEX TOTAL RETURN ETN
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
8610
USD
760.24
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS CONTINENTAL AG
000000000
1.00000000
NC
4599.01000000
0.007424892969
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Continental AG
Continental AG
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
210468.2
EUR
4599.01
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS EUTELSAT COMMUNICATIONS SA
000000000
1.00000000
NC
-5397.98000000
-0.00871479378
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Eutelsat Communications SA
Eutelsat Communications SA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
65839.8
EUR
-5397.98
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS BOMBARDIER INC
000000000
1.00000000
NC
321.32000000
0.000518756560
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Bombardier Inc
Bombardier Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
24450
CAD
321.32
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
136.17000000
0.000219840286
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
14949
SEK
136.17
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS COMCAST CORP
000000000
1.00000000
NC
USD
-2912.21000000
-0.00470163090
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Comcast Corp
Comcast Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
147559.773123
USD
-2912.21
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS FRESENIUS MEDICAL CARE AG & CO KGAA
000000000
1.00000000
NC
-2499.07000000
-0.00403463512
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Fresenius Medical Care AG & Co
Fresenius Medical Care AG & Co KGaA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-34625.28
EUR
-2499.07
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS BOLIDEN AB
000000000
1.00000000
NC
991.53000000
0.001600780195
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Boliden AB
Boliden AB
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
250050
SEK
991.53
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS ATRICURE INC
000000000
1.00000000
NC
USD
54.26000000
0.000087600308
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
AtriCure Inc
AtriCure Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
6798.2986
USD
54.26
N
N
N
FHC HEALTH SYSTEMS INC
N/A
FHC Health Systems Inc
07359FAC2
397916.66000000
PA
USD
396921.87000000
0.640812349215
Long
LON
CORP
US
N
2
2021-12-23
Floating
6.10438000
N
N
N
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAB2
200000.00000000
PA
USD
212750.00000000
0.343475221699
Long
DBT
CORP
NL
N
2
2027-08-15
Fixed
8.50000000
N
N
N
N
N
N
KOSMOS ENERGY LTD
213800YDFJ3OT9B5P157
Kosmos Energy Ltd
000000000
200000.00000000
PA
USD
208750.00000000
0.337017403195
Long
DBT
CORP
US
N
2
2026-04-04
Fixed
7.12500000
N
N
N
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS INTEL CORP
000000000
1.00000000
NC
USD
-8225.59000000
-0.01327984182
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Intel Corp
Intel Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-112723.65
USD
-8225.59
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS NVIDIA CORP
000000000
1.00000000
NC
USD
1329.90000000
0.002147063207
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
NVIDIA Corp
NVIDIA Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
58911
USD
1329.9
N
N
N
B&G FOODS INC
549300TRW1LZMDJZAQ78
B&G Foods Inc
05508TAU6
140000.00000000
PA
USD
140438.20000000
0.226731101668
Long
LON
CORP
US
N
2
2026-10-10
Floating
4.47511000
N
N
N
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS AXIS CAPITAL HOLDINGS LTD
000000000
1.00000000
NC
USD
-773.06000000
-0.00124807029
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Axis Capital Holdings Ltd
Axis Capital Holdings Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
14425.6
USD
-773.06
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS PIONEER NATURAL RESOURCES CO
000000000
1.00000000
NC
USD
-3329.16000000
-0.00537477776
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Pioneer Natural Resources Co
Pioneer Natural Resources Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
57641.22
USD
-3329.16
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS EAST WEST BANCORP INC
000000000
1.00000000
NC
USD
-1111.56000000
-0.00179456318
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
East West Bancorp Inc
East West Bancorp Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
65835
USD
-1111.56
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
S&P 500 INDEX
000000000
-13.00000000
NC
USD
-3900.00000000
-0.00629637304
N/A
DE
CORP
US
N
2
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
Call
Written
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POORS'S 500
100.00000000
3100
USD
2019-11-15
XXXX
2431
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS FORTESCUE METALS GROUP LTD
000000000
1.00000000
NC
-923.82000000
-0.00149146547
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Fortescue Metals Group Ltd
Fortescue Metals Group Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-43200
AUD
-923.82
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS HISCOX LTD
000000000
1.00000000
NC
-25009.20000000
-0.04037621863
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Hiscox Ltd
Hiscox Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
274043.17
GBP
-25009.2
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS LONDON STOCK EXCHANGE GROUP PLC
000000000
1.00000000
NC
-5845.60000000
-0.00943745596
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
London Stock Exchange Group PL
London Stock Exchange Group PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
126284.16
GBP
-5845.6
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERFOR CORP
000000000
1.00000000
NC
2113.58000000
0.003412279008
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Interfor Corp
Interfor Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
14784
CAD
2113.58
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INDUSTRIAL & INFRASTRUCTURE FUND INVESTMENT CORP
000000000
1.00000000
NC
24.74000000
0.000039941607
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Industrial & Infrastructure Fu
Industrial & Infrastructure Fund Investment Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
1182354
JPY
24.74
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS HANESBRANDS INC
000000000
1.00000000
NC
USD
2604.83000000
0.004205379843
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Hanesbrands Inc
Hanesbrands Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-89266.04
USD
2604.83
N
N
N
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
RENT-A-CENTER INC/TX
000000000
29.00000000
NC
USD
72.50000000
0.000117047960
N/A
DE
CORP
US
N
2
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
Put
Purchased
Rent-A-Center Inc/TX
Rent-A-Center Inc/TX
100.00000000
12
USD
2020-01-17
XXXX
-1986.5
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS BOMBARDIER INC
000000000
1.00000000
NC
642.64000000
0.001037513120
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Bombardier Inc
Bombardier Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
48900
CAD
642.64
N
N
N
ICE FUTURES US INC
5493004R83R1LVX2IL36
MINI MSCI EMERGING MARKETS (EM) INDEX
000000000
-5.00000000
NC
USD
-7988.85000000
-0.01289763583
N/A
DE
CORP
US
N
1
ICE FUTURES US INC
5493004R83R1LVX2IL36
Short
MSCI
MSCI EMERGING MARKETS INDEX
2019-12-20
-252361.15
USD
-7988.85
N
N
N
EUREX CLEARING AG
529900LN3S50JPU47S06
EURO-BTP
000000000
12.00000000
NC
-16114.01000000
-0.02601533798
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AG
529900LN3S50JPU47S06
Long
BUONI POLIENNALI DEL TES
Italy Buoni Poliennali Del Tesoro
2019-12-06
1918143.82
USD
-16114.01
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS TAPESTRY INC
000000000
1.00000000
NC
USD
1069.69000000
0.001726965968
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Tapestry Inc
Tapestry Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
99221.76
USD
1069.69
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS WESTPAC BANKING CORP
000000000
1.00000000
NC
203.27000000
0.000328170191
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Westpac Banking Corp
Westpac Banking Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-11576
AUD
203.27
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ERO COPPER CORP
000000000
1.00000000
NC
22.57000000
0.000036438240
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
ERO Copper Corp
ERO Copper Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
3669.75
CAD
22.57
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS BANK OF NEW YORK MELLON CORP/THE
000000000
1.00000000
NC
USD
-280.27000000
-0.00045248319
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Bank of New York Mellon Corp/T
Bank of New York Mellon Corp/The
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-58821.36
USD
-280.27
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ALPHABET INC
000000000
1.00000000
NC
USD
911.28000000
0.001471220211
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Alphabet Inc
Alphabet Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
74534.4
USD
911.28
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS CIE FINANCIERE RICHEMONT SA
000000000
1.00000000
NC
6642.04000000
0.010723272204
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Cie Financiere Richemont SA
Cie Financiere Richemont SA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
106068.1
CHF
6642.04
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
107.28000000
0.000173198692
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
11778
SEK
107.28
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS AXIS CAPITAL HOLDINGS LTD
000000000
1.00000000
NC
USD
-141.06000000
-0.00022773496
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Axis Capital Holdings Ltd
Axis Capital Holdings Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
2634.24
USD
-141.06
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS DEUTSCHE POST AG
000000000
1.00000000
NC
-2025.48000000
-0.00327004555
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Deutsche Post AG
Deutsche Post AG
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-38045.33
EUR
-2025.48
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS HOWARD BANCORP INC
000000000
1.00000000
NC
USD
204.89000000
0.000330785608
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Howard Bancorp Inc
Howard Bancorp Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
8179.75
USD
204.89
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
US LONG BOND(CBT)
000000000
6.00000000
NC
USD
-21508.52000000
-0.03472452961
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2019-12-19
989758.52
USD
-21508.52
N
N
N
Shockwave Medical Inc
N/A
Shockwave Medical Inc
82489T104
210.00000000
NS
USD
7144.20000000
0.011533986739
Long
EC
CORP
US
N
1
N
N
NASDAQ, INC.
549300L8X1Q78ERXFD06
INDUSTRIAL SELECT SECTOR SPDR FUND
000000000
75.00000000
NC
USD
5887.50000000
0.009505101611
N/A
DE
CORP
US
N
2
NASDAQ, INC.
549300L8X1Q78ERXFD06
Put
Purchased
Industrial Select Sector SPDR Fund
Industrial Select Sector SPDR Fund
100.00000000
75
USD
2019-12-20
XXXX
-9975.75
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS VALEO SA
000000000
1.00000000
NC
-7980.07000000
-0.01288346092
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Valeo SA
Valeo SA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-147566.59
EUR
-7980.07
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERNATIONAL BUSINESS MACHINES CORP
000000000
1.00000000
NC
USD
1875.47000000
0.003027861217
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
IBM
International Business Machines Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-28600
USD
1875.47
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS AMERISOURCEBERGEN CORP
000000000
1.00000000
NC
USD
-2175.36000000
-0.00351202001
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
AmerisourceBergen Corp
AmerisourceBergen Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-85363.2
USD
-2175.36
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS GARDNER DENVER HOLDINGS INC
000000000
1.00000000
NC
USD
1775.56000000
0.002866561055
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Gardner Denver Holdings Inc
Gardner Denver Holdings Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
21660.43
USD
1775.56
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS KDDI CORP
000000000
1.00000000
NC
-3616.02000000
-0.00583790021
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
KDDI Corp
KDDI Corp
Y
Equity - Performance Leg
2020-01-20
0
USD
0
USD
-13662000
JPY
-3616.02
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS RSA INSURANCE GROUP PLC
000000000
1.00000000
NC
-514.23000000
-0.00083020100
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
RSA Insurance Group PLC
RSA Insurance Group PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
92096.7
GBP
-514.23
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS HITACHI LTD
000000000
1.00000000
NC
-12264.61000000
-0.01980065635
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Hitachi Ltd
Hitachi Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
39165192.3
JPY
-12264.61
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS EASTMAN CHEMICAL CO
000000000
1.00000000
NC
USD
-4656.76000000
-0.00751812772
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Eastman Chemical Co
Eastman Chemical Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
145474.41
USD
-4656.76
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERFOR CORP
000000000
1.00000000
NC
7548.49000000
0.012186694600
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Interfor Corp
Interfor Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
52800
CAD
7548.49
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS KEANE GROUP INC
000000000
1.00000000
NC
USD
-1794.28000000
-0.00289678364
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
NexTier Oilfield Solutions Inc
NexTier Oilfield Solutions Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
20443.06
USD
-1794.28
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS AXA SA
000000000
1.00000000
NC
-1342.19000000
-0.00216690485
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
AXA SA
AXA SA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
131262.4
EUR
-1342.19
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DEUTSCHE BOERSE AG
000000000
1.00000000
NC
4075.96000000
0.006580452477
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Deutsche Boerse AG
Deutsche Boerse AG
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-81916.5022
EUR
4075.96
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MICRON TECHNOLOGY INC
000000000
1.00000000
NC
USD
1355.68000000
0.002188683847
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Micron Technology Inc
Micron Technology Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
60391.5
USD
1355.68
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SYSMEX CORP
000000000
1.00000000
NC
-1514.67000000
-0.00244536598
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Sysmex Corp
Sysmex Corp
Y
Equity - Performance Leg
2020-01-20
0
USD
0
USD
-9098700
JPY
-1514.67
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS NIKE INC
000000000
1.00000000
NC
USD
2592.52000000
0.004185505907
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
NIKE Inc
NIKE Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
122468.68
USD
2592.52
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS ALIBABA GROUP HOLDING LTD
000000000
1.00000000
NC
USD
236.44000000
0.000381721651
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Alibaba Group Holding Ltd
Alibaba Group Holding Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
35058
USD
236.44
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS GARDNER DENVER HOLDINGS INC
000000000
1.00000000
NC
USD
1009.44000000
0.001629695077
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Gardner Denver Holdings Inc
Gardner Denver Holdings Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
12314.41
USD
1009.44
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ASML HOLDING NV
000000000
1.00000000
NC
-4569.23000000
-0.00737681451
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
ASML Holding NV
ASML Holding NV
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
121600
EUR
-4569.23
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS BRISTOL-MYERS SQUIBB CO
000000000
1.00000000
NC
USD
-1650.27000000
-0.00266428603
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Bristol-Myers Squibb Co
Bristol-Myers Squibb Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-15549
USD
-1650.27
N
N
N
J.P. MORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
TRS ASCENDIS PHARMA A/S
000000000
1.00000000
NC
USD
1948.87000000
0.003146362187
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
Ascendis Pharma A/S
Ascendis Pharma A/S
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
20144
USD
1948.87
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS MONEY FORWARD INC
000000000
1.00000000
NC
1859.23000000
0.003001642474
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Money Forward Inc
Money Forward Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
2132999.98
JPY
1859.23
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS EASTMAN CHEMICAL CO
000000000
1.00000000
NC
USD
-837.67000000
-0.00135238020
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Eastman Chemical Co
Eastman Chemical Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
24560.73
USD
-837.67
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS TEUCRIUM SUGAR FUND
000000000
1.00000000
NC
USD
-55.53000000
-0.00008965066
N/A
DCO
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TEUCRIUM SUGAR FUND
TEUCRIUM SUGAR FUND
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
13261
USD
-55.53
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS IPATH BLOOMBERG COFFEE SUBINDEX TOTAL RETURN ETN
000000000
1.00000000
NC
USD
380.14000000
0.000613718781
N/A
DCO
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
IPATH BLOOMBERG COFFEE SUBINDEX TOTAL RETURN ETN
IPATH BLOOMBERG COFFEE SUBINDEX TOTAL RETURN ETN
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
4305
USD
380.14
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS BAWAG GROUP AG
000000000
1.00000000
NC
2645.55000000
0.004271120436
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
BAWAG Group AG
BAWAG Group AG
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
116032
EUR
2645.55
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS PLURALSIGHT INC
000000000
1.00000000
NC
USD
3095.35000000
0.004997302126
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Pluralsight Inc
Pluralsight Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
33030
USD
3095.35
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS CATERPILLAR INC
000000000
1.00000000
NC
USD
-2299.92000000
-0.00371311648
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Caterpillar Inc
Caterpillar Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-55818.78
USD
-2299.92
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS INTERNATIONAL PAPER CO
000000000
1.00000000
NC
USD
810.50000000
0.001308515474
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
International Paper Co
International Paper Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
15159.72
USD
810.5
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DEUTSCHE BOERSE AG
000000000
1.00000000
NC
4502.46000000
0.007269017375
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Deutsche Boerse AG
Deutsche Boerse AG
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-90500.9978
EUR
4502.46
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS IPATH BLOOMBERG COFFEE SUBINDEX TOTAL RETURN ETN
000000000
1.00000000
NC
USD
760.28000000
0.001227437563
N/A
DCO
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
IPATH BLOOMBERG COFFEE SUBINDEX TOTAL RETURN ETN
IPATH BLOOMBERG COFFEE SUBINDEX TOTAL RETURN ETN
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
8610
USD
760.28
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS TAIYO YUDEN CO LTD
000000000
1.00000000
NC
2742.86000000
0.004428223015
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Taiyo Yuden Co Ltd
Taiyo Yuden Co Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
4090500
JPY
2742.86
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS FRANKLIN ELECTRIC CO INC
000000000
1.00000000
NC
USD
-6265.60000000
-0.01011552690
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Franklin Electric Co Inc
Franklin Electric Co Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-47695
USD
-6265.6
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS PACCAR INC
000000000
1.00000000
NC
USD
3020.90000000
0.004877105979
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
PACCAR Inc
PACCAR Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
37704.92
USD
3020.9
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS FIFTH THIRD BANCORP
000000000
1.00000000
NC
USD
330.73000000
0.000533948578
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Fifth Third Bancorp
Fifth Third Bancorp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
5482
USD
330.73
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS ATRICURE INC
000000000
1.00000000
NC
USD
54.67000000
0.000088262234
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
AtriCure Inc
AtriCure Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
6851.002
USD
54.67
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS GALP ENERGIA SGPS SA
000000000
1.00000000
NC
999.64000000
0.001613873422
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Galp Energia SGPS SA
Galp Energia SGPS SA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
19410.3
EUR
999.64
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INDUSTRIAL & INFRASTRUCTURE FUND INVESTMENT CORP
000000000
1.00000000
NC
-201.78000000
-0.00032576465
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Industrial & Infrastructure Fu
Industrial & Infrastructure Fund Investment Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
1376112
JPY
-201.78
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
767.48000000
0.001239061636
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
84258
SEK
767.48
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS FAMILYMART UNY HOLDINGS CO LTD
000000000
1.00000000
NC
952.97000000
0.001538526825
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
FamilyMart Co Ltd
FamilyMart Co Ltd
Y
Equity - Performance Leg
2020-01-20
0
USD
0
USD
-4417600
JPY
952.97
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MARRIOTT INTERNATIONAL INC/MD
000000000
1.00000000
NC
USD
2619.04000000
0.004228321243
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Marriott International Inc/MD
Marriott International Inc/MD
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
60619.75
USD
2619.04
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS APACHE CORP
000000000
1.00000000
NC
USD
358.88000000
0.000579395476
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Apache Corp
Apache Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-27769.36
USD
358.88
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS INFRASTRUTTURE WIRELESS ITALIANE SPA
000000000
1.00000000
NC
-2345.00000000
-0.00378589609
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Infrastrutture Wireless Italia
Infrastrutture Wireless Italiane SpA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
40073.17
EUR
-2345
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS CALBEE INC
000000000
1.00000000
NC
-6833.30000000
-0.01103205279
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Calbee Inc
Calbee Inc
Y
Equity - Performance Leg
2020-01-20
0
USD
0
USD
-11935000
JPY
-6833.3
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MAGAZINE LUIZA SA
000000000
1.00000000
NC
USD
2419.74000000
0.003906560436
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Magazine Luiza SA
Magazine Luiza SA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
24122.49
USD
2419.74
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS TEUCRIUM SUGAR FUND
000000000
1.00000000
NC
USD
-55.91000000
-0.00009026415
N/A
DCO
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TEUCRIUM SUGAR FUND
TEUCRIUM SUGAR FUND
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
13261
USD
-55.91
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS VIASAT INC
000000000
1.00000000
NC
USD
757.38000000
0.001222755644
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
ViaSat Inc
ViaSat Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-21393
USD
757.38
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS TEUCRIUM SUGAR FUND
000000000
1.00000000
NC
USD
-55.54000000
-0.00008966680
N/A
DCO
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TEUCRIUM SUGAR FUND
TEUCRIUM SUGAR FUND
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
13261
USD
-55.54
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS HOSHIZAKI CORP
000000000
1.00000000
NC
4437.90000000
0.007164788185
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Hoshizaki Corp
Hoshizaki Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
6912000.026667
JPY
4437.9
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS ASCENDIS PHARMA A/S
000000000
1.00000000
NC
USD
3898.54000000
0.006294015937
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Ascendis Pharma A/S
Ascendis Pharma A/S
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
40288
USD
3898.54
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
TRS DUKE ENERGY CORP
000000000
1.00000000
NC
USD
349.08000000
0.000563573820
N/A
DE
CORP
US
N
2
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Duke Energy Corp
Duke Energy Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-41040
USD
349.08
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS VALEO SA
000000000
1.00000000
NC
-4341.07000000
-0.00700846054
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Valeo SA
Valeo SA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-80288.44
EUR
-4341.07
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS KUSURI NO AOKI HOLDINGS CO LTD
000000000
1.00000000
NC
1662.11000000
0.002683401178
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Kusuri no Aoki Holdings Co Ltd
Kusuri no Aoki Holdings Co Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
4673999.98
JPY
1662.11
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS HEIDELBERGCEMENT AG
000000000
1.00000000
NC
3227.13000000
0.005210054957
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
HeidelbergCement AG
HeidelbergCement AG
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
63994.9632
EUR
3227.13
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS DISCO CORP
000000000
1.00000000
NC
7695.66000000
0.012424293887
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Disco Corp
Disco Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
8720000
JPY
7695.66
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS WESTERN ALLIANCE BANCORP
000000000
1.00000000
NC
USD
1050.74000000
0.001696372053
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Western Alliance Bancorp
Western Alliance Bancorp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
13739.25
USD
1050.74
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS AP MOLLER - MAERSK A/S
000000000
1.00000000
NC
-2392.63000000
-0.00386279257
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
AP Moller - Maersk A/S
AP Moller - Maersk A/S
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-274380
DKK
-2392.63
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS UNITED PARCEL SERVICE INC
000000000
1.00000000
NC
USD
-4288.73000000
-0.00692395998
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
United Parcel Service Inc
United Parcel Service Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
347343.36
USD
-4288.73
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS FREEPORT-MCMORAN INC
000000000
1.00000000
NC
USD
289.75000000
0.000467788227
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Freeport-McMoRan Inc
Freeport-McMoRan Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
9520
USD
289.75
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS PREFERRED BANK/LOS ANGELES CA
000000000
1.00000000
NC
USD
711.49000000
0.001148668321
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Preferred Bank/Los Angeles CA
Preferred Bank/Los Angeles CA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
20599
USD
711.49
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS GENERAL ELECTRIC CO
000000000
1.00000000
NC
USD
6197.07000000
0.010004888329
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
General Electric Co
General Electric Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
96260.92
USD
6197.07
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERNATIONAL BUSINESS MACHINES CORP
000000000
1.00000000
NC
USD
5209.63000000
0.008410711253
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
IBM
International Business Machines Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-82367.9972
USD
5209.63
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS E*TRADE FINANCIAL CORP
000000000
1.00000000
NC
USD
2927.83000000
0.004726848687
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
E*TRADE Financial Corp
E*TRADE Financial Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
18652.14
USD
2927.83
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS AMC NETWORKS INC
000000000
1.00000000
NC
USD
3734.31000000
0.006028874054
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
AMC Networks Inc
AMC Networks Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-47250
USD
3734.31
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS INTERNATIONAL PAPER CO
000000000
1.00000000
NC
USD
1995.18000000
0.003221127580
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
International Paper Co
International Paper Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
37319.42
USD
1995.18
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MAGAZINE LUIZA SA
000000000
1.00000000
NC
USD
846.09000000
0.001365973914
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Magazine Luiza SA
Magazine Luiza SA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
8292.1
USD
846.09
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS AXA EQUITABLE HOLDINGS INC
000000000
1.00000000
NC
USD
733.96000000
0.001184945117
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
AXA Equitable Holdings Inc
AXA Equitable Holdings Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
105007
USD
733.96
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INDUSTRIAL & INFRASTRUCTURE FUND INVESTMENT CORP
000000000
1.00000000
NC
94.36000000
0.000152339938
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Industrial & Infrastructure Fu
Industrial & Infrastructure Fund Investment Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
1513403
JPY
94.36
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS ATRICURE INC
000000000
1.00000000
NC
USD
34.20000000
0.000055214348
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
AtriCure Inc
AtriCure Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
4268.7
USD
34.2
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS STANLEY BLACK & DECKER INC
000000000
1.00000000
NC
USD
-1346.96000000
-0.00217460580
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Stanley Black & Decker Inc
Stanley Black & Decker Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-81063.3
USD
-1346.96
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS BRISTOL-MYERS SQUIBB CO
000000000
1.00000000
NC
USD
-550.11000000
-0.00088812763
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Bristol-Myers Squibb Co
Bristol-Myers Squibb Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-5183
USD
-550.11
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS VONOVIA SE
000000000
1.00000000
NC
-115.74000000
-0.00018685697
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Vonovia SE
Vonovia SE
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-167760.9
EUR
-115.74
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS MIDEA GROUP CO LTD
000000000
1.00000000
NC
1419.46000000
0.002291653763
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Midea Group Co Ltd
Midea Group Co Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
267484.08
CNY
1419.46
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS KUSURI NO AOKI HOLDINGS CO LTD
000000000
1.00000000
NC
4429.57000000
0.007151339778
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Kusuri no Aoki Holdings Co Ltd
Kusuri no Aoki Holdings Co Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
12464000.08
JPY
4429.57
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ELI LILLY & CO
000000000
1.00000000
NC
USD
-3274.47000000
-0.00528648323
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Eli Lilly & Co
Eli Lilly & Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-100046.4
USD
-3274.47
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887208
4000.00000000
NS
USD
247551.33000000
0.399660389911
Long
EP
CORP
US
N
2
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS AIR PRODUCTS & CHEMICALS INC
000000000
1.00000000
NC
USD
-1151.67000000
-0.00185931895
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Air Products & Chemicals Inc
Air Products & Chemicals Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
112775.28
USD
-1151.67
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS FORTIVE CORP
000000000
1.00000000
NC
USD
-1372.78000000
-0.00221629102
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Fortive Corp
Fortive Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
162792.42
USD
-1372.78
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ROBERT HALF INTERNATIONAL INC
000000000
1.00000000
NC
USD
-890.14000000
-0.00143709064
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Robert Half International Inc
Robert Half International Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-27725
USD
-890.14
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS UNITED TECHNOLOGIES CORP
000000000
1.00000000
NC
USD
14574.38000000
0.023529675213
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
United Technologies Corp
United Technologies Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
272300
USD
14574.38
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SEAGATE TECHNOLOGY PLC
000000000
1.00000000
NC
USD
-3048.11000000
-0.00492103529
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Seagate Technology PLC
Seagate Technology PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-54940
USD
-3048.11
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLERGAN PLC
000000000
1.00000000
NC
USD
2885.76000000
0.004658928581
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Allergan PLC
Allergan PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
85080
USD
2885.76
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SAMPO OYJ
000000000
1.00000000
NC
1013.64000000
0.001636475787
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Sampo Oyj
Sampo Oyj
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
63167.68
EUR
1013.64
N
N
N
MONTREAL EXCHANGE
N/A
THE S&P/TORONTO STOCK EXCHANGE 60 INDEX
000000000
8.00000000
NC
-16217.58000000
-0.02618254705
N/A
DE
CORP
CA
N
1
MONTREAL EXCHANGE
N/A
Long
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POOR'S/TORONTO STOCK EXCHANGE 60 INDEX
2019-12-19
1204227.01
USD
-16217.58
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DOCUSIGN INC
000000000
1.00000000
NC
USD
-1744.27000000
-0.00281604477
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
DocuSign Inc
DocuSign Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
133980
USD
-1744.27
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS ASML HOLDING NV
000000000
1.00000000
NC
-913.20000000
-0.00147431996
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
ASML Holding NV
ASML Holding NV
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
24320
EUR
-913.2
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS AIRBUS SE
000000000
1.00000000
NC
9259.74000000
0.014949430079
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Airbus SE
Airbus SE
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
110362.56
EUR
9259.74
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
202.19000000
0.000326426580
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
22197
SEK
202.19
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MICROCHIP TECHNOLOGY INC
000000000
1.00000000
NC
USD
-5262.03000000
-0.00849530867
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Microchip Technology Inc
Microchip Technology Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
193620
USD
-5262.03
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS NATIONAL AUSTRALIA BANK LTD
000000000
1.00000000
NC
-104.73000000
-0.00016908183
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
National Australia Bank Ltd
National Australia Bank Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-28450
AUD
-104.73
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS NVIDIA CORP
000000000
1.00000000
NC
USD
1616.40000000
0.002609604457
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
NVIDIA Corp
NVIDIA Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
38049.69
USD
1616.4
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS EMERSON ELECTRIC CO
000000000
1.00000000
NC
USD
-19546.35000000
-0.03155669518
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Emerson Electric Co
Emerson Electric Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-304243.16
USD
-19546.35
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS MICRON TECHNOLOGY INC
000000000
1.00000000
NC
USD
522.22000000
0.000843100494
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Micron Technology Inc
Micron Technology Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
23227.5
USD
522.22
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS FRANCO-NEVADA CORP
000000000
1.00000000
NC
USD
1695.02000000
0.002736532880
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Franco-Nevada Corp
Franco-Nevada Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
27366
USD
1695.02
N
N
N
BRAC Bank Ltd
254900EHCK80ARTPIK21
BRAC Bank Ltd
000000000
215000.00000000
NS
128525.73000000
0.207498959369
Long
EC
CORP
BD
N
2
N
N
N
ADS WASTE HOLDINGS
549300ML1GEF4BKIM713
Advanced Disposal Services Inc
00100UAG7
596747.96000000
PA
USD
597487.93000000
0.964617152618
Long
LON
CORP
US
N
2
2023-11-10
Floating
3.93000000
N
N
N
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS ATRICURE INC
000000000
1.00000000
NC
USD
66.48000000
0.000107328943
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
AtriCure Inc
AtriCure Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
8326.598
USD
66.48
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS SOUTHERN COPPER CORP
000000000
1.00000000
NC
USD
5370.05000000
0.008669702064
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Southern Copper Corp
Southern Copper Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
136800
USD
5370.05
N
N
N
SEDGWICK CMS INC
549300BIN4DWJG5VWF64
Sedgwick Claims Management Services Inc
81527CAL1
148875.00000000
PA
USD
144292.63000000
0.232953904013
Long
LON
CORP
US
N
2
2025-12-31
Floating
5.03588000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS VONOVIA SE
000000000
1.00000000
NC
-87.46000000
-0.00014120020
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Vonovia SE
Vonovia SE
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-128456.1
EUR
-87.46
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS BANK OF AMERICA CORP
000000000
1.00000000
NC
USD
-3469.79000000
-0.00560181851
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Bank of America Corp
Bank of America Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-67933.05
USD
-3469.79
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS VIASAT INC
000000000
1.00000000
NC
USD
2523.14000000
0.004073495045
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
ViaSat Inc
ViaSat Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-71310
USD
2523.14
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS CSX CORP
000000000
1.00000000
NC
USD
-2574.31000000
-0.00415610668
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
CSX Corp
CSX Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-169535.67
USD
-2574.31
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS Tapestry Inc
000000000
1.00000000
NC
USD
3045.02000000
0.004916046625
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Tapestry Inc
Tapestry Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
78601.6
USD
3045.02
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS TEUCRIUM SUGAR FUND
000000000
1.00000000
NC
USD
-27.98000000
-0.00004517244
N/A
DCO
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TEUCRIUM SUGAR FUND
TEUCRIUM SUGAR FUND
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
6630.5
USD
-27.98
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS FLEETCOR TECHNOLOGIES INC
000000000
1.00000000
NC
USD
-803.33000000
-0.00129693983
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
FleetCor Technologies Inc
FleetCor Technologies Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
118368
USD
-803.33
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS EMERSON ELECTRIC CO
000000000
1.00000000
NC
USD
-3365.55000000
-0.00543352776
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Emerson Electric Co
Emerson Electric Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-52423.02
USD
-3365.55
N
N
N
EUREX CLEARING AG
529900LN3S50JPU47S06
EURO-BUND
000000000
-13.00000000
NC
54465.07000000
0.087931384221
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AG
529900LN3S50JPU47S06
Short
BUNDESREPUB. DEUTSCHLAND
Bundesrepublik Deutschland Bundesanleihe
2019-12-06
-2511902.39
USD
54465.07
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MAGAZINE LUIZA SA
000000000
1.00000000
NC
USD
6044.77000000
0.009759006890
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Magazine Luiza SA
Magazine Luiza SA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
60306.21
USD
6044.77
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS UDR INC
000000000
1.00000000
NC
USD
-1594.78000000
-0.00257469994
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
UDR Inc
UDR Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-46559.45
USD
-1594.78
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS CIGNA CORP
000000000
1.00000000
NC
USD
3751.14000000
0.006056045326
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Cigna Corp
Cigna Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
33153.12
USD
3751.14
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS REPUBLIC SERVICES INC
000000000
1.00000000
NC
USD
-657.36000000
-0.00106127789
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Republic Services Inc
Republic Services Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-41753.65
USD
-657.36
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ERO COPPER CORP
000000000
1.00000000
NC
52.17000000
0.000084226097
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
ERO Copper Corp
ERO Copper Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
8481.2
CAD
52.17
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DISCOVERY INC
000000000
1.00000000
NC
USD
1942.99000000
0.003136869193
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Discovery Inc
Discovery Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-58506
USD
1942.99
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS WESTPAC BANKING CORP
000000000
1.00000000
NC
1678.86000000
0.002710443293
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Westpac Banking Corp
Westpac Banking Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-95502
AUD
1678.86
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SONY CORP
000000000
1.00000000
NC
814.02000000
0.001314198354
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Sony Corp
Sony Corp
Y
Equity - Performance Leg
2020-01-20
0
USD
0
USD
1262199.997
JPY
814.02
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant Inc
04621X207
2200.00000000
NS
USD
276048.27000000
0.445667406524
Long
EP
CORP
US
N
2
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DENSO CORP
000000000
1.00000000
NC
17082.90000000
0.027579566931
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Denso Corp
Denso Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
34027000
JPY
17082.9
N
N
N
ICE FUTURES EUROPE
549300UF4R84F48NCH34
LONG GILT
000000000
8.00000000
NC
-20733.64000000
-0.03347352101
N/A
DIR
CORP
GB
N
1
ICE FUTURES EUROPE
549300UF4R84F48NCH34
Long
UK TSY 1 5/8% 2028
United Kingdom Gilt
2019-12-27
1325476.95
USD
-20733.64
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
000000000
1.00000000
NC
756.84000000
0.001221883839
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Australia & New Zealand Bankin
Australia & New Zealand Banking Group Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-27830
AUD
756.84
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MOODY'S CORP
000000000
1.00000000
NC
USD
-2161.17000000
-0.00348911090
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Moody's Corp
Moody's Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-68449.97
USD
-2161.17
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ERO COPPER CORP
000000000
1.00000000
NC
180.56000000
0.000291505927
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
ERO Copper Corp
ERO Copper Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
29358
CAD
180.56
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS KIRKLAND LAKE GOLD LTD
000000000
1.00000000
NC
2943.22000000
0.004751695144
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Kirkland Lake Gold Ltd
Kirkland Lake Gold Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
57910
CAD
2943.22
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HASBRO INC
000000000
1.00000000
NC
USD
18380.85000000
0.029675048313
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hasbro Inc
Hasbro Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-93177.4428
USD
18380.85
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS TELENOR ASA
000000000
1.00000000
NC
5066.17000000
0.008179101593
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Telenor ASA
Telenor ASA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-1122592.99692
NOK
5066.17
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
TRS APARTMENT INVESTMENT & MANAGEMENT CO
000000000
1.00000000
NC
USD
-1040.36000000
-0.00167961401
N/A
DE
CORP
US
N
2
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Apartment Investment & Managem
Apartment Investment & Management Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-44970.4
USD
-1040.36
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS STANDARD LIFE ABERDEEN PLC
000000000
1.00000000
NC
-3849.84000000
-0.00621539199
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Standard Life Aberdeen PLC
Standard Life Aberdeen PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-60312.67
GBP
-3849.84
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS WESTLAKE CHEMICAL CORP
000000000
1.00000000
NC
USD
680.58000000
0.001098765529
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Westlake Chemical Corp
Westlake Chemical Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
69573.63
USD
680.58
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS ALIBABA GROUP HOLDING LTD
000000000
1.00000000
NC
USD
118.32000000
0.000191022271
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Alibaba Group Holding Ltd
Alibaba Group Holding Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
17529
USD
118.32
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS COMMONWEALTH BANK OF AUSTRALIA
000000000
1.00000000
NC
648.48000000
0.001046941535
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Commonwealth Bank of Australia
Commonwealth Bank of Australia
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-111034
AUD
648.48
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS GEELY AUTOMOBILE HOLDINGS LTD
000000000
1.00000000
NC
11992.74000000
0.019361734572
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Geely Automobile Holdings Ltd
Geely Automobile Holdings Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
799200
HKD
11992.74
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS HALLIBURTON CO
000000000
1.00000000
NC
USD
212.21000000
0.000342603416
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Halliburton Co
Halliburton Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
7480
USD
212.21
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DEERE & CO
000000000
1.00000000
NC
USD
-275.10000000
-0.00044413646
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Deere & Co
Deere & Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-34528
USD
-275.1
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS LIBERTY OILFIELD SERVICES INC
000000000
1.00000000
NC
USD
435.66000000
0.000703353302
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Liberty Oilfield Services Inc
Liberty Oilfield Services Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
4165
USD
435.66
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS ASICS CORP
000000000
1.00000000
NC
4038.36000000
0.006519748983
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Asics Corp
Asics Corp
Y
Equity - Performance Leg
2020-01-20
0
USD
0
USD
8155800.008518
JPY
4038.36
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DENSO CORP
000000000
1.00000000
NC
18059.07000000
0.029155549104
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Denso Corp
Denso Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
35971400
JPY
18059.07
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS SIEMENS GAMESA RENEWABLE ENERGY SA
000000000
1.00000000
NC
-250.49000000
-0.00040440473
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Siemens Gamesa Renewable Energ
Siemens Gamesa Renewable Energy SA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-18270
EUR
-250.49
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DAIKIN INDUSTRIES LTD
000000000
1.00000000
NC
7965.60000000
0.012860099769
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Daikin Industries Ltd
Daikin Industries Ltd
Y
Equity - Performance Leg
2020-01-20
0
USD
0
USD
14440000
JPY
7965.6
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS HANNOVER RUECK SE
000000000
1.00000000
NC
-1476.39000000
-0.00238356466
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Hannover Rueck SE
Hannover Rueck SE
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-196145.4
EUR
-1476.39
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ERO COPPER CORP
000000000
1.00000000
NC
14.85000000
0.000023974651
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
ERO Copper Corp
ERO Copper Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
2413.88
CAD
14.85
N
N
N
Collier Creek Holdings
N/A
Collier Creek Holdings
000000000
14339.00000000
NS
USD
154000.86000000
0.248627400847
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS WEST FRASER TIMBER CO LTD
000000000
1.00000000
NC
2748.88000000
0.004437942032
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
West Fraser Timber Co Ltd
West Fraser Timber Co Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
20108.4
CAD
2748.88
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS NVIDIA CORP
000000000
1.00000000
NC
USD
1044.35000000
0.001686055688
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
NVIDIA Corp
NVIDIA Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
46146.95
USD
1044.35
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ALCON INC
000000000
1.00000000
NC
451.34000000
0.000728667950
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Alcon Inc
Alcon Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
41335.05
CHF
451.34
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS WEST FRASER TIMBER CO LTD
000000000
1.00000000
NC
1318.05000000
0.002127931919
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
West Fraser Timber Co Ltd
West Fraser Timber Co Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
9641.72
CAD
1318.05
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS VARIAN MEDICAL SYSTEMS INC
000000000
1.00000000
NC
USD
-21371.66000000
-0.03450357535
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Varian Medical Systems Inc
Varian Medical Systems Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-215688
USD
-21371.66
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS INFORMA PLC
000000000
1.00000000
NC
2785.46000000
0.004496998782
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Informa PLC
Informa PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-123471.0982
GBP
2785.46
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS LUMBER LIQUIDATORS HOLDINGS INC
000000000
1.00000000
NC
USD
1469.37000000
0.002372231193
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Lumber Liquidators Holdings In
Lumber Liquidators Holdings Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-38360
USD
1469.37
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS WEST FRASER TIMBER CO LTD
000000000
1.00000000
NC
2748.88000000
0.004437942032
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
West Fraser Timber Co Ltd
West Fraser Timber Co Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
20108.4
CAD
2748.88
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERCONTINENTAL EXCHANGE INC
000000000
1.00000000
NC
USD
1685.22000000
0.002720711224
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Intercontinental Exchange Inc
Intercontinental Exchange Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
72494.1
USD
1685.22
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS RAYTHEON CO
000000000
1.00000000
NC
USD
-10863.39000000
-0.01753845024
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Raytheon Co
Raytheon Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-159544
USD
-10863.39
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SEABOARD CORP
000000000
1.00000000
NC
USD
-905.91000000
-0.00146255059
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Seaboard Corp
Seaboard Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
64125
USD
-905.91
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS CDW CORP/DE
000000000
1.00000000
NC
USD
6379.83000000
0.010299946057
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
CDW Corp/DE
CDW Corp/DE
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
123.36
USD
6379.83
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS OMRON CORP
000000000
1.00000000
NC
-9805.72000000
-0.01583089001
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Omron Corp
Omron Corp
Y
Equity - Performance Leg
2020-01-20
0
USD
0
USD
-15050000
JPY
-9805.72
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SUZUKI MOTOR CORP
000000000
1.00000000
NC
388.73000000
0.000627586946
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Suzuki Motor Corp
Suzuki Motor Corp
Y
Equity - Performance Leg
2020-01-20
0
USD
0
USD
475000.0022
JPY
388.73
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS GALP ENERGIA SGPS SA
000000000
1.00000000
NC
723.35000000
0.001167815753
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Galp Energia SGPS SA
Galp Energia SGPS SA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
14045.86
EUR
723.35
N
N
N
ALERIS INTL INC
5493002SZ3VN4IY2H022
Aleris International Inc
01449BAY8
498737.37000000
PA
USD
498428.15000000
0.804689632538
Long
LON
CORP
US
N
2
2023-02-27
Floating
6.53588000
N
N
N
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS WAYFAIR INC
000000000
1.00000000
NC
USD
-10749.19000000
-0.01735407952
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Wayfair Inc
Wayfair Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
43592
USD
-10749.19
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
45824TAS4
200000.00000000
PA
USD
232000.00000000
0.374553473251
Long
DBT
CORP
LU
N
2
2022-09-30
Fixed
9.50000000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS WEST FRASER TIMBER CO LTD
000000000
1.00000000
NC
3101.30000000
0.005006908131
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
West Fraser Timber Co Ltd
West Fraser Timber Co Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
22686.4
CAD
3101.3
N
N
N
CEOC LLC
N/A
CEOC LLC
12768PAB7
413436.64000000
PA
USD
413180.31000000
0.667060862886
Long
LON
CORP
US
N
2
2024-10-06
Floating
3.78588000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
USD/BRL FORWARD
000000000
1.00000000
NC
USD
3899.68000000
0.006295856416
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
-1986000.00000000
BRL
498081.41000000
USD
2019-12-03
3899.68
N
N
N
AVON INTERNATIONAL CAPIT
N/A
Avon International Capital PLC
05409AAA1
500000.00000000
PA
USD
518750.00000000
0.837498337281
Long
DBT
CORP
GB
N
2
2022-08-15
Fixed
6.50000000
N
N
N
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS PENTAIR PLC
000000000
1.00000000
NC
USD
-4037.53000000
-0.00651840898
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Pentair PLC
Pentair PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-40040.79
USD
-4037.53
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
Asurion LLC
04649VAU4
570000.00000000
PA
USD
572280.00000000
0.923920093415
Long
LON
CORP
US
N
2
2025-08-04
Floating
8.28588000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS AMERICAN AIRLINES GROUP INC
000000000
1.00000000
NC
USD
-11713.64000000
-0.01891114028
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
American Airlines Group Inc
American Airlines Group Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-148530.58
USD
-11713.64
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS STANLEY BLACK & DECKER INC
000000000
1.00000000
NC
USD
-1270.26000000
-0.00205077713
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Stanley Black & Decker Inc
Stanley Black & Decker Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-76452.36
USD
-1270.26
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS INTERNATIONAL BUSINESS MACHINES CORP
000000000
1.00000000
NC
USD
10726.96000000
0.017318190195
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
IBM
International Business Machines Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-163592.002
USD
10726.96
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SUMITOMO METAL MINING CO LTD
000000000
1.00000000
NC
1184.50000000
0.001912321504
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Sumitomo Metal Mining Co Ltd
Sumitomo Metal Mining Co Ltd
Y
Equity - Performance Leg
2020-01-20
0
USD
0
USD
1717500
JPY
1184.5
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ZOETIS INC
000000000
1.00000000
NC
USD
13378.00000000
0.021598173987
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Zoetis Inc
Zoetis Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
213015.05
USD
13378
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS PACCAR INC
000000000
1.00000000
NC
USD
3253.38000000
0.005252434391
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
PACCAR Inc
PACCAR Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
40589.07
USD
3253.38
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS FAMILYMART UNY HOLDINGS CO LTD
000000000
1.00000000
NC
1667.81000000
0.002692603569
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
FamilyMart Co Ltd
FamilyMart Co Ltd
Y
Equity - Performance Leg
2020-01-20
0
USD
0
USD
-7730800.01
JPY
1667.81
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ALCON INC
000000000
1.00000000
NC
184.44000000
0.000297770011
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Alcon Inc
Alcon Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
16891.45
CHF
184.44
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
S&P 500 INDEX
000000000
-6.00000000
NC
USD
-4530.00000000
-0.00731347945
N/A
DE
CORP
US
N
2
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
Call
Written
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POORS'S 500
100.00000000
3075
USD
2019-11-15
XXXX
-636.24
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS CONTINENTAL AG
000000000
1.00000000
NC
2145.34000000
0.003463554087
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Continental AG
Continental AG
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
98179.3
EUR
2145.34
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS FORTESCUE METALS GROUP LTD
000000000
1.00000000
NC
-1847.35000000
-0.00298246275
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Fortescue Metals Group Ltd
Fortescue Metals Group Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-86400
AUD
-1847.35
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS JCDECAUX SA
000000000
1.00000000
NC
3820.52000000
0.006168056188
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
JCDecaux SA
JCDecaux SA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
41191.020438
EUR
3820.52
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS PHILIP MORRIS INTERNATIONAL INC
000000000
1.00000000
NC
USD
3974.91000000
0.006417311837
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Philip Morris International In
Philip Morris International Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
102677.520081
USD
3974.91
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851300
270.00000000
NS
USD
297675.00000000
0.480582780819
Long
EP
CORP
US
N
2
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90351JAD6
395000.00000000
PA
USD
389146.10000000
0.628258721367
Long
LON
CORP
US
N
2
2025-04-04
Floating
5.91350000
N
N
N
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS HASBRO INC
000000000
1.00000000
NC
USD
4427.23000000
0.007147561954
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Hasbro Inc
Hasbro Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-22440.64014
USD
4427.23
N
N
N
TIMES CHINA HLDG LTD
2549000KTINB9ZPZP710
Times China Holdings Ltd
000000000
400000.00000000
PA
USD
412200.00000000
0.665478196871
Long
DBT
CORP
CN
N
2
2021-06-04
Fixed
7.85000000
N
N
N
N
N
N
INMARSAT FINANCE PLC
549300FCV5VH7Q5A3B66
Inmarsat Finance PLC
45763PAF3
400000.00000000
PA
USD
420500.00000000
0.678878170268
Long
DBT
CORP
GB
N
2
2024-10-01
Fixed
6.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
TRS APARTMENT INVESTMENT & MANAGEMENT CO
000000000
1.00000000
NC
USD
-1737.51000000
-0.00280513105
N/A
DE
CORP
US
N
2
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Apartment Investment & Managem
Apartment Investment & Management Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-75040
USD
-1737.51
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS COMMONWEALTH BANK OF AUSTRALIA
000000000
1.00000000
NC
92.17000000
0.000148804282
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Commonwealth Bank of Australia
Commonwealth Bank of Australia
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-15862
AUD
92.17
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS KRAFT HEINZ CO/THE
000000000
1.00000000
NC
USD
-10908.67000000
-0.01761155274
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Kraft Heinz Co/The
Kraft Heinz Co/The
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-62209.87
USD
-10908.67
N
N
N
J.P. MORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
TRS STATE STREET CORP
000000000
1.00000000
NC
USD
11047.16000000
0.017835138567
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
State Street Corp
State Street Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
99045.838045
USD
11047.16
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
GBP/USD FORWARD
000000000
1.00000000
NC
USD
-46789.69000000
-0.07553983147
N/A
DFE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-660000.00000000
GBP
808915.14000000
USD
2019-11-29
-46789.69
N
N
N
J.P. MORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
TRS LINDE PLC
000000000
1.00000000
NC
USD
1557.48000000
0.002514480791
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
Linde PLC
Linde PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
103055.04
USD
1557.48
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS HONDA MOTOR CO LTD
000000000
1.00000000
NC
-3036.84000000
-0.00490284038
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Honda Motor Co Ltd
Honda Motor Co Ltd
Y
Equity - Performance Leg
2020-01-20
0
USD
0
USD
-13337700
JPY
-3036.84
N
N
N
COUNTRY GARDEN HLDGS
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
000000000
400000.00000000
PA
USD
428593.50000000
0.691944758784
Long
DBT
CORP
CN
N
2
2022-04-25
Fixed
7.12500000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS HALLIBURTON CO
000000000
1.00000000
NC
USD
1057.80000000
0.001707770103
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Halliburton Co
Halliburton Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
37400
USD
1057.8
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS HERSHEY CO
000000000
1.00000000
NC
USD
8467.53000000
0.013670442980
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Hershey Co/The
Hershey Co/The
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-223318.562133
USD
8467.53
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS GALP ENERGIA SGPS SA
000000000
1.00000000
NC
661.51000000
0.001067977879
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Galp Energia SGPS SA
Galp Energia SGPS SA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
12844.65
EUR
661.51
N
N
N
ARCONIC INC
549300HO5WFZUT5N2T22
Arconic Inc
013817AU5
200000.00000000
PA
USD
205583.00000000
0.331904425394
Long
DBT
CORP
US
N
2
2020-08-15
Fixed
6.15000000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SYNCHRONY FINANCIAL
000000000
1.00000000
NC
USD
-2083.26000000
-0.00336332874
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Synchrony Financial
Synchrony Financial
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-162798.85
USD
-2083.26
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ERO COPPER CORP
000000000
1.00000000
NC
11.24000000
0.000018146469
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
ERO Copper Corp
ERO Copper Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
1826.72
CAD
11.24
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS APTIV PLC
000000000
1.00000000
NC
USD
-375.96000000
-0.00060697036
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Aptiv PLC
Aptiv PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
107509.0505
USD
-375.96
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS AMC NETWORKS INC
000000000
1.00000000
NC
USD
1494.26000000
0.002412414969
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
AMC Networks Inc
AMC Networks Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-18900
USD
1494.26
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS BANK OF AMERICA CORP
000000000
1.00000000
NC
USD
-5877.54000000
-0.00948902164
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Bank of America Corp
Bank of America Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-114936.18
USD
-5877.54
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ERO COPPER CORP
000000000
1.00000000
NC
88.78000000
0.000143331281
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
ERO Copper Corp
ERO Copper Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
14434.35
CAD
88.78
N
N
N
SOLERA LLC / SOLERA FINA
N/A
Solera LLC / Solera Finance Inc
83422AAA1
300000.00000000
PA
USD
313875.00000000
0.506736945762
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
10.50000000
N
N
N
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS PIONEER NATURAL RESOURCES CO
000000000
1.00000000
NC
USD
-1710.77000000
-0.00276196054
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Pioneer Natural Resources Co
Pioneer Natural Resources Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
29603.07
USD
-1710.77
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS EMERSON ELECTRIC CO
000000000
1.00000000
NC
USD
-5047.62000000
-0.00814915345
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Emerson Electric Co
Emerson Electric Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-78566.8
USD
-5047.62
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS UMICORE SA
000000000
1.00000000
NC
2434.66000000
0.003930648099
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Umicore SA
Umicore SA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
68542.79
EUR
2434.66
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS CONCHO RESOURCES INC
000000000
1.00000000
NC
USD
-1459.10000000
-0.00235565074
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Concho Resources Inc
Concho Resources Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
10942.8
USD
-1459.1
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS WELLS FARGO & CO
000000000
1.00000000
NC
USD
3641.81000000
0.005879537001
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Wells Fargo & Co
Wells Fargo & Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
124573.46
USD
3641.81
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ATLAS COPCO AB
000000000
1.00000000
NC
-8914.61000000
-0.01439223335
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Atlas Copco AB
Atlas Copco AB
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-678799
SEK
-8914.61
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DSV A/S
000000000
1.00000000
NC
600.24000000
0.000969060244
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
DSV PANALPINA A/S
DSV PANALPINA A/S
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-1721403.8
DKK
600.24
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS BP PLC
000000000
1.00000000
NC
-196.13000000
-0.00031664298
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
BP PLC
BP PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
64319.16
GBP
-196.13
N
N
N
RBC DOMINION SECURITIES INC
549300QJJX6CVVUXLE15
USD/CHF FORWARD
000000000
1.00000000
NC
USD
-13868.50000000
-0.02239006398
N/A
DFE
CORP
US
N
2
RBC DOMINION SECURITIES INC
549300QJJX6CVVUXLE15
-1363000.00000000
CHF
1370714.38000000
USD
2019-11-29
-13868.5
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ABBVIE INC
000000000
1.00000000
NC
USD
8472.39000000
0.013678289229
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
AbbVie Inc
AbbVie Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
64219
USD
8472.39
N
N
N
ZAYO GROUP LLC/ZAYO CAP
N/A
Zayo Group LLC / Zayo Capital Inc
989194AP0
400000.00000000
PA
USD
406000.00000000
0.655468578190
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.75000000
N
N
N
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS UMICORE SA
000000000
1.00000000
NC
1773.54000000
0.002863299857
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Umicore SA
Umicore SA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
49947.02
EUR
1773.54
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS AJINOMOTO CO INC
000000000
1.00000000
NC
-2078.98000000
-0.00335641887
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Ajinomoto Co Inc
Ajinomoto Co Inc
Y
Equity - Performance Leg
2020-01-20
0
USD
0
USD
-17006700
JPY
-2078.98
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
59501NAJ8
181090.86000000
PA
USD
181317.22000000
0.292728424617
Long
LON
CORP
US
N
2
2025-05-29
Floating
3.79000000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERFOR CORP
000000000
1.00000000
NC
275.52000000
0.000444814538
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Interfor Corp
Interfor Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
1927.2
CAD
275.52
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189T503
3950.00000000
NS
USD
200847.63000000
0.324259385391
Long
EP
CORP
US
N
2
N
N
N
SOLERA LLC
549300F7JH48O4IYRX29
Solera LLC
83421MAB4
398966.41000000
PA
USD
395048.56000000
0.637787975219
Long
LON
CORP
US
N
2
2023-03-03
Floating
4.53588000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS FIFTH THIRD BANCORP
000000000
1.00000000
NC
USD
387.54000000
0.000625665745
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Fifth Third Bancorp
Fifth Third Bancorp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
5424.9
USD
387.54
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERFOR CORP
000000000
1.00000000
NC
3245.86000000
0.005240293692
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Interfor Corp
Interfor Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
22704
CAD
3245.86
N
N
N
T ROWE PRICE DYNAMIC CREDIT FUND
549300WMBCO7MBYMNE44
T Rowe Price Dynamic Credit Fund
77956H161
554843.15200000
NS
USD
5592818.97000000
9.029352458968
Long
EC
RF
US
N
1
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS SEMPRA ENERGY
000000000
1.00000000
NC
-5493.40000000
-0.00886884504
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Natixis SA
Natixis SA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-81099.095028
EUR
-5493.4
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS SMART SAND INC
000000000
1.00000000
NC
USD
1835.17000000
0.002962798696
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Smart Sand Inc
Smart Sand Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-48400
USD
1835.17
N
N
N
NBCUNIVERSAL ENTERPRISE
N/A
NBCUniversal Enterprise Inc
63946CAE8
200000.00000000
PA
USD
206000.00000000
0.332577652973
Long
DBT
CORP
US
N
2
N/A
Fixed
5.25000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS TEUCRIUM SUGAR FUND
000000000
1.00000000
NC
USD
-27.98000000
-0.00004517244
N/A
DCO
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TEUCRIUM SUGAR FUND
TEUCRIUM SUGAR FUND
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
6630.5
USD
-27.98
N
N
N
ANIXTER INC
5493000SM561KPBZQ714
Anixter Inc
035287AE1
400000.00000000
PA
USD
410000.00000000
0.661926396694
Long
DBT
CORP
US
N
2
2021-10-01
Fixed
5.12500000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ROCHE HOLDING AG
000000000
1.00000000
NC
1754.53000000
0.002832609075
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Roche Holding AG
Roche Holding AG
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
76045.5
CHF
1754.53
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS TELENOR ASA
000000000
1.00000000
NC
2476.12000000
0.003997583388
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Telenor ASA
Telenor ASA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-548013.5
NOK
2476.12
N
N
N
Sentinel Energy Services Inc
549300DRMDUIJNUC2L19
Sentinel Energy Services Inc
81728P204
28029.00000000
NS
USD
291221.31000000
0.470163591143
Long
EC
CORP
US
N
2
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS TEUCRIUM SUGAR FUND
000000000
1.00000000
NC
USD
-84.15000000
-0.00013585635
N/A
DCO
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TEUCRIUM SUGAR FUND
TEUCRIUM SUGAR FUND
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
19891.5
USD
-84.15
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
SPDR S&P 500 ETF TRUST
000000000
80.00000000
NC
USD
4480.00000000
0.007232756724
N/A
DE
CORP
US
N
2
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
Put
Purchased
SPDR S&P 500 ETF Trust
SPDR S&P 500 ETF Trust
100.00000000
265
USD
2019-12-20
XXXX
-28960
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS DOLLAR TREE INC
000000000
1.00000000
NC
USD
-6530.88000000
-0.01054380942
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Dollar Tree Inc
Dollar Tree Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
121985.97
USD
-6530.88
N
N
N
TACALA INVESTMENT CORP
549300XTM341KBSTDI88
TACALA INVESTMENT CORP
000000000
430000.00000000
PA
USD
426560.00000000
0.688661765302
Long
LON
CORP
US
N
2
2026-01-30
Floating
8.78588000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS LUMBER LIQUIDATORS HOLDINGS INC
000000000
1.00000000
NC
USD
1469.25000000
0.002372037459
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Lumber Liquidators Holdings In
Lumber Liquidators Holdings Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-38360
USD
1469.25
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS LIVANOVA PLC
000000000
1.00000000
NC
USD
-23518.54000000
-0.03796961570
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
LivaNova PLC
LivaNova PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
137538.72
USD
-23518.54
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS HENRY SCHEIN INC
000000000
1.00000000
NC
USD
-962.59000000
-0.00155405787
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Henry Schein Inc
Henry Schein Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-85030
USD
-962.59
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SPROTT PHYSICAL GOLD AND SILVER TRUST
000000000
1.00000000
NC
USD
737.97000000
0.001191419080
N/A
DCO
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Sprott Physical Gold and Silver Trust
Sprott Physical Gold and Silver Trust
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
28730
USD
737.97
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MAGAZINE LUIZA SA
000000000
1.00000000
NC
USD
2621.40000000
0.004232131356
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Magazine Luiza SA
Magazine Luiza SA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
26132.69
USD
2621.4
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS ATLAS COPCO AB
000000000
1.00000000
NC
-7328.87000000
-0.01183212807
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Atlas Copco AB
Atlas Copco AB
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-558064.0026
SEK
-7328.87
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS APPLE INC
000000000
1.00000000
NC
USD
5467.39000000
0.008826853078
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Apple Inc
Apple Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
91489.01
USD
5467.39
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS NIDEC CORP
000000000
1.00000000
NC
-11288.10000000
-0.01822412526
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Nidec Corp
Nidec Corp
Y
Equity - Performance Leg
2020-01-20
0
USD
0
USD
-11696000
JPY
-11288.1
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS CIGNA CORP
000000000
1.00000000
NC
USD
1486.25000000
0.002399483188
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
CIGNA CORP NEW
CIGNA CORP NEW
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
13133.12
USD
1486.25
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SIEMENS HEALTHINEERS AG
000000000
1.00000000
NC
-8989.66000000
-0.01451339817
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Siemens Healthineers AG
Siemens Healthineers AG
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-96625.756433
EUR
-8989.66
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY
816851406
1600.00000000
NS
USD
186065.10000000
0.300393661447
Long
EP
CORP
US
N
2
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
594.19000000
0.000959292794
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
65232
SEK
594.19
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS EUTELSAT COMMUNICATIONS SA
000000000
1.00000000
NC
-3382.18000000
-0.00546037614
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Eutelsat Communications SA
Eutelsat Communications SA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
41232.45
EUR
-3382.18
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS HP INC
000000000
1.00000000
NC
USD
-547.96000000
-0.00088465655
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
HP Inc
HP Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-16810
USD
-547.96
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAB1
200000.00000000
PA
USD
201500.00000000
0.325312607155
Long
DBT
CORP
US
N
2
2020-09-01
Fixed
4.80000000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS GARDNER DENVER HOLDINGS INC
000000000
1.00000000
NC
USD
2409.17000000
0.003889495651
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Gardner Denver Holdings Inc
Gardner Denver Holdings Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
29390
USD
2409.17
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS WAYFAIR INC
000000000
1.00000000
NC
USD
-8061.13000000
-0.01301432861
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Wayfair Inc
Wayfair Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
32694
USD
-8061.13
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS NORTHERN STAR RESOURCES LTD
000000000
1.00000000
NC
-12594.87000000
-0.02033384613
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Northern Star Resources Ltd
Northern Star Resources Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
136560
AUD
-12594.87
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND
000000000
-23.00000000
NC
USD
-2156.25000000
-0.00348116778
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Call
Written
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2019-12-19
0.00000000
USD
100000.00000000
167
USD
2019-11-22
XXXX
16694.82
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ERO COPPER CORP
000000000
1.00000000
NC
65.21000000
0.000105278586
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
ERO Copper Corp
ERO Copper Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
10601.5
CAD
65.21
N
N
N
EUREX CLEARING AG
529900LN3S50JPU47S06
DAX INDEX
000000000
-1.00000000
NC
-14139.17000000
-0.02282704841
N/A
DE
CORP
DE
N
1
EUREX CLEARING AG
529900LN3S50JPU47S06
Short
DEUTSCH BOERSE AG
DAX INDEX
2019-12-20
-342983.27
USD
-14139.17
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS CAMPBELL SOUP CO
000000000
1.00000000
NC
USD
-882.21000000
-0.00142428801
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Campbell Soup Co
Campbell Soup Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
72478.55
USD
-882.21
N
N
N
EDELMAN FINANCIAL CENTER
N/A
Edelman Financial Center LLC/The
27943UAJ5
223312.50000000
PA
USD
221220.06000000
0.357149749249
Long
LON
CORP
US
N
2
2025-07-19
Floating
5.09638000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ASICS CORP
000000000
1.00000000
NC
1445.79000000
0.002334162353
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Asics Corp
Asics Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
7315029.2
JPY
1445.79
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS GATES INDUSTRIAL CORP PLC
000000000
1.00000000
NC
USD
-787.80000000
-0.00127186735
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Gates Industrial Corp PLC
Gates Industrial Corp PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-29190
USD
-787.8
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS HEWLETT PACKARD ENTERPRISE CO
000000000
1.00000000
NC
USD
-5034.54000000
-0.00812803639
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Hewlett Packard Enterprise Co
Hewlett Packard Enterprise Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-60560
USD
-5034.54
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
000000000
1.00000000
NC
2497.11000000
0.004031470791
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Australia & New Zealand Bankin
Australia & New Zealand Banking Group Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-91839
AUD
2497.11
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
000000000
1.00000000
NC
756.74000000
0.001221722393
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Australia & New Zealand Bankin
Australia & New Zealand Banking Group Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-27830
AUD
756.74
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS EUROFINS SCIENTIFIC SE
000000000
1.00000000
NC
-2386.92000000
-0.00385357403
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Eurofins Scientific SE
Eurofins Scientific SE
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
39840
EUR
-2386.92
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS WESTERN ALLIANCE BANCORP
000000000
1.00000000
NC
USD
3518.25000000
0.005680054988
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Western Alliance Bancorp
Western Alliance Bancorp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
45770
USD
3518.25
N
N
N
AGILE GROUP HOLDINGS LTD
549300ZRISRT38EEYY07
Agile Group Holdings Ltd
000000000
400000.00000000
PA
USD
423318.79000000
0.683428978823
Long
DBT
CORP
CN
N
2
2021-07-18
Fixed
8.50000000
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MAGAZINE LUIZA SA
000000000
1.00000000
NC
USD
2770.52000000
0.004472878830
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Magazine Luiza SA
Magazine Luiza SA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
27640.35
USD
2770.52
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS VESTAS WIND SYSTEMS A/S
000000000
1.00000000
NC
-628.40000000
-0.00101452328
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Vestas Wind Systems A/S
Vestas Wind Systems A/S
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-324000
DKK
-628.4
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS AMERICAN VANGUARD CORP
000000000
1.00000000
NC
USD
-4746.24000000
-0.00766258912
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
American Vanguard Corp
American Vanguard Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
53620
USD
-4746.24
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS FORTESCUE METALS GROUP LTD
000000000
1.00000000
NC
-1847.51000000
-0.00298272106
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Fortescue Metals Group Ltd
Fortescue Metals Group Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-86400
AUD
-1847.51
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS CREDIT SUISSE GROUP AG
000000000
1.00000000
NC
61.60000000
0.000099450404
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Credit Suisse Group AG
Credit Suisse Group AG
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-89792.589816
CHF
61.6
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MAGAZINE LUIZA SA
000000000
1.00000000
NC
USD
1440.91000000
0.002326283815
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Magazine Luiza SA
Magazine Luiza SA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
14121.71
USD
1440.91
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS CONSTELLIUM NV
000000000
1.00000000
NC
USD
-4144.94000000
-0.00669181755
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Constellium SE
Constellium SE
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
137300
USD
-4144.94
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS LUMBER LIQUIDATORS HOLDINGS INC
000000000
1.00000000
NC
USD
1469.37000000
0.002372231193
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Lumber Liquidators Holdings In
Lumber Liquidators Holdings Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-38360
USD
1469.37
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS PENTAIR PLC
000000000
1.00000000
NC
USD
-10877.76000000
-0.01756164995
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Pentair PLC
Pentair PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-107909.74
USD
-10877.76
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS VULCAN MATERIALS CO
000000000
1.00000000
NC
USD
8029.17000000
0.012962730650
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Vulcan Materials Co
Vulcan Materials Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-278987.02
USD
8029.17
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS UNITEDHEALTH GROUP INC
000000000
1.00000000
NC
USD
-10174.01000000
-0.01642547751
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
UnitedHealth Group Inc
UnitedHealth Group Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-174170.7
USD
-10174.01
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS SPROTT PHYSICAL GOLD AND SILVER TRUST
000000000
1.00000000
NC
USD
553.89000000
0.000894230272
N/A
DCO
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Sprott Physical Gold and Silver Trust
Sprott Physical Gold and Silver Trust
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
21547.5
USD
553.89
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SMITH & NEPHEW PLC
000000000
1.00000000
NC
-3971.55000000
-0.00641188727
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Smith & Nephew PLC
Smith & Nephew PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
35552.61
GBP
-3971.55
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
144.42000000
0.000233159537
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
15855
SEK
144.42
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS BRENNTAG AG
000000000
1.00000000
NC
1721.63000000
0.002779493517
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Brenntag AG
Brenntag AG
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
175451.127406
EUR
1721.63
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS VESTAS WIND SYSTEMS A/S
000000000
1.00000000
NC
-839.76000000
-0.00135575441
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Vestas Wind Systems A/S
Vestas Wind Systems A/S
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-432000
DKK
-839.76
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS TECHNOPRO HOLDINGS INC
000000000
1.00000000
NC
2064.97000000
0.003333800369
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TechnoPro Holdings Inc
TechnoPro Holdings Inc
Y
Equity - Performance Leg
2020-01-20
0
USD
0
USD
9184000
JPY
2064.97
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ERO COPPER CORP
000000000
1.00000000
NC
6.93000000
0.000011188170
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
ERO Copper Corp
ERO Copper Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
1125.39
CAD
6.93
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SAMSUNG ELECTRONICS CO LTD
000000000
1.00000000
NC
USD
1864.13000000
0.003009553302
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Samsung Electronics Co Ltd
Samsung Electronics Co Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
63409.69
USD
1864.13
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SIEMENS GAMESA RENEWABLE ENERGY SA
000000000
1.00000000
NC
-585.06000000
-0.00094455282
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Siemens Gamesa Renewable Energ
Siemens Gamesa Renewable Energy SA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-42630
EUR
-585.06
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS LIVANOVA PLC
000000000
1.00000000
NC
USD
-18982.85000000
-0.03064694999
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
LivaNova PLC
LivaNova PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
110996.16
USD
-18982.85
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS LOWE'S COS INC
000000000
1.00000000
NC
USD
292.38000000
0.000472034243
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Lowe's Cos Inc
Lowe's Cos Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-95332.1592
USD
292.38
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS VESTAS WIND SYSTEMS A/S
000000000
1.00000000
NC
-1470.97000000
-0.00237481432
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Vestas Wind Systems A/S
Vestas Wind Systems A/S
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-756540.0007
DKK
-1470.97
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SALESFORCE.COM INC
000000000
1.00000000
NC
USD
5707.85000000
0.009215064837
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
salesforce.com Inc
salesforce.com Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
287609.42
USD
5707.85
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS COMMONWEALTH BANK OF AUSTRALIA
000000000
1.00000000
NC
139.08000000
0.000224538349
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Commonwealth Bank of Australia
Commonwealth Bank of Australia
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-23793
AUD
139.08
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERFOR CORP
000000000
1.00000000
NC
313.27000000
0.000505760200
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Interfor Corp
Interfor Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
2191.2
CAD
313.27
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SALESFORCE.COM INC
000000000
1.00000000
NC
USD
589.77000000
0.000952156904
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
salesforce.com Inc
salesforce.com Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
29784.3
USD
589.77
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS IPATH BLOOMBERG COFFEE SUBINDEX TOTAL RETURN ETN
000000000
1.00000000
NC
USD
1901.34000000
0.003069627158
N/A
DCO
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
IPATH BLOOMBERG COFFEE SUBINDEX TOTAL RETURN ETN
IPATH BLOOMBERG COFFEE SUBINDEX TOTAL RETURN ETN
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
21525
USD
1901.34
N
N
N
Cloudflare Inc
N/A
Cloudflare Inc
18915M107
3588.00000000
NS
USD
60421.92000000
0.097548448260
Long
EC
CORP
US
N
1
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS HEWLETT PACKARD ENTERPRISE CO
000000000
1.00000000
NC
USD
-12586.36000000
-0.02032010712
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Hewlett Packard Enterprise Co
Hewlett Packard Enterprise Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-151400
USD
-12586.36
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
TRS COGNIZANT TECHNOLOGY SOLUTIONS CORP
000000000
1.00000000
NC
USD
-278.19000000
-0.00044912513
N/A
DE
CORP
US
N
2
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Cognizant Technology Solutions
Cognizant Technology Solutions Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
36923.67
USD
-278.19
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ISTYLE INC
000000000
1.00000000
NC
-1945.08000000
-0.00314024340
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Istyle Inc
Istyle Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
10007700.46
JPY
-1945.08
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ELI LILLY & CO
000000000
1.00000000
NC
USD
-2542.11000000
-0.00410412124
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Eli Lilly & Co
Eli Lilly & Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-77667.6
USD
-2542.11
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
INR/USD FORWARD
000000000
1.00000000
NC
USD
-2449.60000000
-0.00395476805
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-1303677.74000000
USD
93489338.02000000
INR
2020-01-31
-2449.6
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SANTANDER CONSUMER USA HOLDINGS INC
000000000
1.00000000
NC
USD
96.56000000
0.000155891738
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Santander Consumer USA Holding
Santander Consumer USA Holdings Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-37698.75
USD
96.56
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS FRANKLIN ELECTRIC CO INC
000000000
1.00000000
NC
USD
-2506.34000000
-0.00404637220
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Franklin Electric Co Inc
Franklin Electric Co Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-19078
USD
-2506.34
N
N
N
AUSTRALIAN SECURITIES EXCHANGE TRADE24
N/A
ASX SPI 200 INDEX
000000000
10.00000000
NC
-4474.02000000
-0.00722310228
N/A
DE
CORP
AU
N
1
AUSTRALIAN SECURITIES EXCHANGE TRADE24
N/A
Long
STANDARD AND POOR'S
S&P/ASX 200
2019-12-19
1142184.86
USD
-4474.02
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS US BANCORP
000000000
1.00000000
NC
USD
-12169.79000000
-0.01964757376
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
US Bancorp
US Bancorp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-203105.28
USD
-12169.79
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
TRS COGNIZANT TECHNOLOGY SOLUTIONS CORP
000000000
1.00000000
NC
USD
-746.02000000
-0.00120441544
N/A
DE
CORP
US
N
2
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Cognizant Technology Solutions
Cognizant Technology Solutions Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
98626.68
USD
-746.02
N
N
N
MILACRON LLC
E7W7YO04IPLYNSFL9C88
Milacron LLC
59870UAG1
395116.14000000
PA
USD
394622.24000000
0.637099700923
Long
LON
CORP
US
N
3
2023-09-28
Floating
4.28588000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS XEROX CORP
000000000
1.00000000
NC
USD
-1626.86000000
-0.00262649165
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Xerox Corp
Xerox Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-11936
USD
-1626.86
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ALPHABET INC
000000000
1.00000000
NC
USD
1137.28000000
0.001836086957
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Alphabet Inc
Alphabet Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
93167.997
USD
1137.28
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS BP PLC
000000000
1.00000000
NC
-91.78000000
-0.00014817464
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
BP PLC
BP PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
30382.6
GBP
-91.78
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS WPP PLC
000000000
1.00000000
NC
2892.50000000
0.004669810005
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
WPP PLC
WPP PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
63831.12
GBP
2892.5
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS TAKEDA PHARMACEUTICAL CO LTD
000000000
1.00000000
NC
15510.49000000
0.025040982333
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Takeda Pharmaceutical Co Ltd
Takeda Pharmaceutical Co Ltd
Y
Equity - Performance Leg
2020-01-20
0
USD
0
USD
26123400
JPY
15510.49
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS MIDEA GROUP CO LTD
000000000
1.00000000
NC
4254.64000000
0.006868923230
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Midea Group Co Ltd
Midea Group Co Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
802452.24
CNY
4254.64
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS PIONEER NATURAL RESOURCES CO
000000000
1.00000000
NC
USD
-4580.26000000
-0.00739462194
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Pioneer Natural Resources Co
Pioneer Natural Resources Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
79289.28
USD
-4580.26
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INDUSTRIAL & INFRASTRUCTURE FUND INVESTMENT CORP
000000000
1.00000000
NC
-146.68000000
-0.00023680820
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Industrial & Infrastructure Fu
Industrial & Infrastructure Fund Investment Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
1200910
JPY
-146.68
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS BLACKROCK INC
000000000
1.00000000
NC
USD
-3791.70000000
-0.00612152760
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
BlackRock Inc
BlackRock Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-99556.8
USD
-3791.7
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS NVIDIA CORP
000000000
1.00000000
NC
USD
1327.45000000
0.002143107793
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
NVIDIA Corp
NVIDIA Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
58911
USD
1327.45
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS ORANGE SA
000000000
1.00000000
NC
7374.18000000
0.011905279014
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Orange SA
Orange SA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-248985.52
EUR
7374.18
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
TRS COTY INC
000000000
1.00000000
NC
USD
-23132.69000000
-0.03734667838
N/A
DE
CORP
US
N
2
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Coty Inc
Coty Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-184421.46
USD
-23132.69
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS VOLKSWAGEN AG
000000000
1.00000000
NC
20156.53000000
0.032541803104
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Volkswagen AG
Volkswagen AG
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
510843.3
EUR
20156.53
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS INTEL CORP
000000000
1.00000000
NC
USD
-2865.17000000
-0.00462568696
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Intel Corp
Intel Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-39276.9
USD
-2865.17
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS FRANKLIN ELECTRIC CO INC
000000000
1.00000000
NC
USD
-6265.74000000
-0.01011575292
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Franklin Electric Co Inc
Franklin Electric Co Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-47695
USD
-6265.74
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
90.78000000
0.000146560190
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
9966
SEK
90.78
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS BOMBARDIER INC
000000000
1.00000000
NC
642.63000000
0.001037496976
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Bombardier Inc
Bombardier Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
48900
CAD
642.63
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS BRISTOL-MYERS SQUIBB CO
000000000
1.00000000
NC
USD
-8252.07000000
-0.01332259258
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Bristol-Myers Squibb Co
Bristol-Myers Squibb Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-77745
USD
-8252.07
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS JOHNSON CONTROLS INTERNATIONAL PLC
000000000
1.00000000
NC
USD
1525.28000000
0.002462495352
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Johnson Controls International
Johnson Controls International plc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-136390.4
USD
1525.28
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS FIFTH THIRD BANCORP
000000000
1.00000000
NC
USD
4023.09000000
0.006495096261
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Fifth Third Bancorp
Fifth Third Bancorp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
65700
USD
4023.09
N
N
N
EUREX CLEARING AG
529900LN3S50JPU47S06
EURO-OAT
000000000
3.00000000
NC
-12371.96000000
-0.01997396805
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AG
529900LN3S50JPU47S06
Long
FRANCE (GOVT OF)
French Republic Government Bond OAT
2019-12-06
567374.64
USD
-12371.96
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS TELEFONICA SA
000000000
1.00000000
NC
-1951.06000000
-0.00314989784
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Telefonica SA
Telefonica SA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
73863.55
EUR
-1951.06
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS KEANE GROUP INC
000000000
1.00000000
NC
USD
-414.92000000
-0.00066986951
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
NexTier Oilfield Solutions Inc
NexTier Oilfield Solutions Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
4730
USD
-414.92
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS BANK OF AMERICA CORP
000000000
1.00000000
NC
USD
265.65000000
0.000428879871
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Bank of America Corp
Bank of America Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-75738.77
USD
265.65
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS WESTPAC BANKING CORP
000000000
1.00000000
NC
508.90000000
0.000821595959
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Westpac Banking Corp
Westpac Banking Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-28940
AUD
508.9
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS VESTAS WIND SYSTEMS A/S
000000000
1.00000000
NC
-480.55000000
-0.00077582617
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Vestas Wind Systems A/S
Vestas Wind Systems A/S
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-247320
DKK
-480.55
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS BAOZUN INC
000000000
1.00000000
NC
USD
-3250.88000000
-0.00524839825
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Baozun Inc
Baozun Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
72800
USD
-3250.88
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS BUNZL PLC
000000000
1.00000000
NC
-1005.47000000
-0.00162328569
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Bunzl PLC
Bunzl PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-51909.28
GBP
-1005.47
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SALESFORCE.COM INC
000000000
1.00000000
NC
USD
2429.53000000
0.003922365947
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
salesforce.com Inc
salesforce.com Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
163431.8
USD
2429.53
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS FERGUSON PLC
000000000
1.00000000
NC
-119.39000000
-0.00019274973
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Ferguson PLC
Ferguson PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-2184.84
GBP
-119.39
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
173.31000000
0.000279801131
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
19026
SEK
173.31
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS CONSTELLIUM NV
000000000
1.00000000
NC
USD
-1036.27000000
-0.00167301089
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Constellium SE
Constellium SE
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
34325
USD
-1036.27
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS FRANKLIN ELECTRIC CO INC
000000000
1.00000000
NC
USD
-4174.86000000
-0.00674012204
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Franklin Electric Co Inc
Franklin Electric Co Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-49803.3
USD
-4174.86
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS PROSPECT CAPITAL CORP
000000000
1.00000000
NC
USD
178.60000000
0.000288341596
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Prospect Capital Corp
Prospect Capital Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-46944
USD
178.6
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS HESS CORP
000000000
1.00000000
NC
USD
860.33000000
0.001388963748
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Hess Corp
Hess Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-132260
USD
860.33
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DEUTSCHE BOERSE AG
000000000
1.00000000
NC
21.72000000
0.000035065954
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Deutsche Boerse AG
Deutsche Boerse AG
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-436.500006
EUR
21.72
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
358.99000000
0.000579573066
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
39411
SEK
358.99
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS SYSMEX CORP
000000000
1.00000000
NC
-1281.65000000
-0.00206916577
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Sysmex Corp
Sysmex Corp
Y
Equity - Performance Leg
2020-01-20
0
USD
0
USD
-7698900
JPY
-1281.65
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS FRANKLIN ELECTRIC CO INC
000000000
1.00000000
NC
USD
-12531.82000000
-0.02023205477
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Franklin Electric Co Inc
Franklin Electric Co Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-95390
USD
-12531.82
N
N
N
Knorr-Bremse AG
5299001GRRO0Z25YZT52
Knorr-Bremse AG
000000000
544.00000000
NS
54898.25000000
0.088630733676
Long
EC
CORP
DE
N
2
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS WESTERN ALLIANCE BANCORP
000000000
1.00000000
NC
USD
4916.79000000
0.007937934360
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Western Alliance Bancorp
Western Alliance Bancorp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
64078
USD
4916.79
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS DEUTSCHE BOERSE AG
000000000
1.00000000
NC
2540.84000000
0.004102070892
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Deutsche Boerse AG
Deutsche Boerse AG
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-51070.5
EUR
2540.84
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS TE CONNECTIVITY LTD
000000000
1.00000000
NC
USD
3264.31000000
0.005270080380
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TE Connectivity Ltd
TE Connectivity Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-116037.2178
USD
3264.31
N
N
N
NIELSEN CO LUX SARL/THE
549300MFMRJBOPHHM352
Nielsen Co Luxembourg SARL/The
65410CAA8
400000.00000000
PA
USD
400500.00000000
0.646589077746
Long
DBT
CORP
LU
N
2
2021-10-01
Fixed
5.50000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537127
2179.00000000
NS
USD
119050.45000000
0.192201549739
Long
EP
CORP
US
N
2
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SEMPRA ENERGY
000000000
1.00000000
NC
USD
2110.64000000
0.003407532511
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Sempra Energy
Sempra Energy
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
131080
USD
2110.64
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SG HOLDINGS CO LTD
000000000
1.00000000
NC
-2006.99000000
-0.00324019429
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
SG Holdings Co Ltd
SG Holdings Co Ltd
Y
Equity - Performance Leg
2020-01-20
0
USD
0
USD
-14963200
JPY
-2006.99
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
4582079F6
130000.00000000
PA
USD
131300.00000000
0.211977892404
Long
LON
CORP
LU
N
2
2024-01-02
Floating
6.43200000
N
N
N
N
N
N
Shriram Transport Finance Co L
335800TM2YO24B76XL26
Shriram Transport Finance Co Ltd
000000000
11000.00000000
NS
176533.36000000
0.285005099710
Long
EC
CORP
IN
N
2
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SUMCO CORP
000000000
1.00000000
NC
-4262.80000000
-0.00688209718
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
SUMCO Corp
SUMCO Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-6278900.03
JPY
-4262.8
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS AMPHENOL CORP
000000000
1.00000000
NC
USD
1451.46000000
0.002343316311
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Amphenol Corp
Amphenol Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
79424.939385
USD
1451.46
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS TARGA RESOURCES CORP
000000000
1.00000000
NC
USD
1899.56000000
0.003066753429
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Targa Resources Corp
Targa Resources Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
83199.26
USD
1899.56
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS NATIONAL AUSTRALIA BANK LTD
000000000
1.00000000
NC
-367.06000000
-0.00059260171
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
National Australia Bank Ltd
National Australia Bank Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-99575
AUD
-367.06
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DISCOVERY INC
000000000
1.00000000
NC
USD
463.16000000
0.000747750804
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Discovery Inc
Discovery Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-13930
USD
463.16
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
49.52000000
0.000079947793
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
5436
SEK
49.52
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
734.47000000
0.001185768489
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
80634
SEK
734.47
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS HANNOVER RUECK SE
000000000
1.00000000
NC
-1097.53000000
-0.00177191238
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Hannover Rueck SE
Hannover Rueck SE
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-145965
EUR
-1097.53
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS HALLIBURTON CO
000000000
1.00000000
NC
USD
105.93000000
0.000171019178
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Halliburton Co
Halliburton Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
3740
USD
105.93
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS AMC NETWORKS INC
000000000
1.00000000
NC
USD
1494.47000000
0.002412754005
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
AMC Networks Inc
AMC Networks Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-18900
USD
1494.47
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS BANCO SANTANDER CHILE
000000000
1.00000000
NC
USD
-6441.92000000
-0.01040018754
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Banco Santander Chile
Banco Santander Chile
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
54872.8
USD
-6441.92
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS WESTERN DIGITAL CORP
000000000
1.00000000
NC
USD
9214.19000000
0.014875891671
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Western Digital Corp
Western Digital Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-60820
USD
9214.19
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS YAMATO HOLDINGS CO LTD
000000000
1.00000000
NC
-1763.54000000
-0.00284715531
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Yamato Holdings Co Ltd
Yamato Holdings Co Ltd
Y
Equity - Performance Leg
2020-01-20
0
USD
0
USD
-2568750
JPY
-1763.54
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS SMART SAND INC
000000000
1.00000000
NC
USD
918.53000000
0.001482925007
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Smart Sand Inc
Smart Sand Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-24200
USD
918.53
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS AIMMUNE THERAPEUTICS INC
000000000
1.00000000
NC
USD
15393.30000000
0.024851784395
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Aimmune Therapeutics Inc
Aimmune Therapeutics Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
137472.5
USD
15393.3
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS EPIROC AB
000000000
1.00000000
NC
1900.82000000
0.003068787642
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Epiroc AB
Epiroc AB
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
750527.7
SEK
1900.82
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS BANK OF AMERICA CORP
000000000
1.00000000
NC
USD
-4506.48000000
-0.00727550748
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Bank of America Corp
Bank of America Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-117109.76
USD
-4506.48
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ORIX CORP
000000000
1.00000000
NC
2884.42000000
0.004656765212
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
ORIX Corp
ORIX Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
6640000
JPY
2884.42
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS WEST FRASER TIMBER CO LTD
000000000
1.00000000
NC
1430.83000000
0.002310010112
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
West Fraser Timber Co Ltd
West Fraser Timber Co Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
10466.68
CAD
1430.83
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SEABOARD CORP
000000000
1.00000000
NC
USD
-60.12000000
-0.00009706101
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Seaboard Corp
Seaboard Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
4275
USD
-60.12
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DOBANK SPA
000000000
1.00000000
NC
1721.85000000
0.002779848697
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
doValue SpA
doValue SpA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-65616.12
EUR
1721.85
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587602
2987.00000000
NS
USD
158779.59000000
0.256342443603
Long
EP
CORP
US
N
2
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ZENDESK INC
000000000
1.00000000
NC
USD
546.60000000
0.000882460898
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Zendesk Inc
Zendesk Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
27713.4
USD
546.6
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS BOLIDEN AB
000000000
1.00000000
NC
1487.54000000
0.002401565834
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Boliden AB
Boliden AB
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
375075
SEK
1487.54
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS ATRICURE INC
000000000
1.00000000
NC
USD
28.53000000
0.000046060390
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
AtriCure Inc
AtriCure Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
3557.25
USD
28.53
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS LINDE PLC
000000000
1.00000000
NC
USD
2465.66000000
0.003980696193
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Linde PLC
Linde PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
89977.98
USD
2465.66
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS QUALCOMM INC
000000000
1.00000000
NC
USD
1013.04000000
0.001635507114
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
QUALCOMM Inc
QUALCOMM Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
31128
USD
1013.04
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS AXIS CAPITAL HOLDINGS LTD
000000000
1.00000000
NC
USD
-352.85000000
-0.00056966031
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Axis Capital Holdings Ltd
Axis Capital Holdings Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
6585.6
USD
-352.85
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DERWENT LONDON PLC
000000000
1.00000000
NC
-418.40000000
-0.00067548781
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Derwent London PLC
Derwent London PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
48364.88
GBP
-418.4
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS AXA SA
000000000
1.00000000
NC
-462.89000000
-0.00074731490
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
AXA SA
AXA SA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
45228.26
EUR
-462.89
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS LOWE'S COS INC
000000000
1.00000000
NC
USD
240.72000000
0.000388631517
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Lowe's Cos Inc
Lowe's Cos Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-78693.99924
USD
240.72
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DISCO CORP
000000000
1.00000000
NC
20984.04000000
0.033877780451
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Disco Corp
Disco Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
28774629
JPY
20984.04
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS CENTERPOINT ENERGY INC
000000000
1.00000000
NC
USD
1427.20000000
0.002304149642
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
CenterPoint Energy Inc
CenterPoint Energy Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
41001.9
USD
1427.2
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ING GROEP NV
000000000
1.00000000
NC
-1086.12000000
-0.00175349145
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
ING Groep NV
ING Groep NV
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-101654.65
EUR
-1086.12
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS FORTESCUE METALS GROUP LTD
000000000
1.00000000
NC
-922.12000000
-0.00148872089
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Fortescue Metals Group Ltd
Fortescue Metals Group Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-43200
AUD
-922.12
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ZENDESK INC
000000000
1.00000000
NC
USD
5125.95000000
0.008275613690
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Zendesk Inc
Zendesk Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
86714.03
USD
5125.95
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MICROSOFT CORP
000000000
1.00000000
NC
USD
653.78000000
0.001055498145
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Microsoft Corp
Microsoft Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
56630
USD
653.78
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS NIPPON STEEL & SUMITOMO METAL CORP
000000000
1.00000000
NC
-2382.47000000
-0.00384638971
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Nippon Steel Corp
Nippon Steel Corp
Y
Equity - Performance Leg
2020-01-20
0
USD
0
USD
-4868800
JPY
-2382.47
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS TELEFONICA SA
000000000
1.00000000
NC
-901.64000000
-0.00145565686
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Telefonica SA
Telefonica SA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
34160.75
EUR
-901.64
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
S&P 500 INDEX
000000000
-6.00000000
NC
USD
-825.00000000
-0.00133192506
N/A
DE
CORP
US
N
2
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
Put
Written
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POORS'S 500
100.00000000
2800
USD
2019-11-15
XXXX
12674.1
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS ATRICURE INC
000000000
1.00000000
NC
USD
14.73000000
0.000023780916
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
AtriCure Inc
AtriCure Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
1844.5
USD
14.73
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SEABOARD CORP
000000000
1.00000000
NC
USD
-735.94000000
-0.00118814173
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Seaboard Corp
Seaboard Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
34466.06
USD
-735.94
N
N
N
T ROWE PRICE DYNAMIC GLOBAL BOND FUND
549300RBL73KV0WZZF27
T ROWE PRICE DYNAMIC GLOBAL BOND FUND
77956H468
546211.19771100
NS
USD
4975984.01000000
8.033500404266
Long
EC
RF
US
N
1
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS STEEL DYNAMICS INC
000000000
1.00000000
NC
USD
247.89000000
0.000400207157
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Steel Dynamics Inc
Steel Dynamics Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
30080
USD
247.89
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
KRW/USD FORWARD
000000000
1.00000000
NC
USD
169.44000000
0.000273553191
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
-586894000.00000000
KRW
502043.61000000
USD
2019-11-29
169.44
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS HAMMERSON PLC
000000000
1.00000000
NC
3992.60000000
0.006445871540
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Hammerson PLC
Hammerson PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-75580
GBP
3992.6
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS CAMPBELL SOUP CO
000000000
1.00000000
NC
USD
-1758.98000000
-0.00283979339
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Campbell Soup Co
Campbell Soup Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
144491
USD
-1758.98
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS CIGNA CORP
000000000
1.00000000
NC
USD
1449.98000000
0.002340926918
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
CIGNA CORP NEW
CIGNA CORP NEW
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
12812.8
USD
1449.98
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS HOSHIZAKI CORP
000000000
1.00000000
NC
2772.74000000
0.004476462919
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Hoshizaki Corp
Hoshizaki Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
4320000
JPY
2772.74
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS BT GROUP PLC
000000000
1.00000000
NC
4093.44000000
0.006608673144
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
BT Group PLC
BT Group PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
205699.258
GBP
4093.44
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS REXEL SA
000000000
1.00000000
NC
3553.84000000
0.005737513428
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Rexel SA
Rexel SA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
137957.7825
EUR
3553.84
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HOMESERVE PLC
000000000
1.00000000
NC
519.65000000
0.000838951346
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
HomeServe PLC
HomeServe PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
34258.4
GBP
519.65
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS JB HUNT TRANSPORT SERVICES INC
000000000
1.00000000
NC
USD
25869.12000000
0.041764520456
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
JB Hunt Transport Services Inc
JB Hunt Transport Services Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
494946
USD
25869.12
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS NATIONAL AUSTRALIA BANK LTD
000000000
1.00000000
NC
-14.92000000
-0.00002408766
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
National Australia Bank Ltd
National Australia Bank Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-4011.45
AUD
-14.92
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS KDDI CORP
000000000
1.00000000
NC
-2605.34000000
-0.00420620321
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
KDDI Corp
KDDI Corp
Y
Equity - Performance Leg
2020-01-20
0
USD
0
USD
-3861000
JPY
-2605.34
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS CONSTELLIUM NV
000000000
1.00000000
NC
USD
-830.23000000
-0.00134036866
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Constellium SE
Constellium SE
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
27460
USD
-830.23
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS MCKESSON CORP
000000000
1.00000000
NC
USD
-9093.84000000
-0.01468159205
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
McKesson Corp
McKesson Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
236408.87
USD
-9093.84
N
N
N
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
RENT-A-CENTER INC/TX
000000000
13.00000000
NC
USD
32.50000000
0.000052469775
N/A
DE
CORP
US
N
2
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
Put
Purchased
Rent-A-Center Inc/TX
Rent-A-Center Inc/TX
100.00000000
15
USD
2020-01-17
XXXX
-1951.46
N
N
N
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
PROSPECT CAPITAL CORP
000000000
318.00000000
NC
USD
795.00000000
0.001283491427
N/A
DE
CORP
US
N
2
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
Put
Purchased
Prospect Capital Corp
Prospect Capital Corp
100.00000000
5
USD
2020-01-17
XXXX
-10611.66
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS NIELSEN HOLDINGS PLC
000000000
1.00000000
NC
USD
-482.60000000
-0.00077913580
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Nielsen Holdings PLC
Nielsen Holdings PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
20620
USD
-482.6
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS CERIDIAN HCM HOLDING INC
000000000
1.00000000
NC
USD
-3104.37000000
-0.00501186450
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Ceridian HCM Holding Inc
Ceridian HCM Holding Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
99500
USD
-3104.37
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS HOSHIZAKI CORP
000000000
1.00000000
NC
11649.52000000
0.018807621455
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Hoshizaki Corp
Hoshizaki Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
18143999.93
JPY
11649.52
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS NATIONAL AUSTRALIA BANK LTD
000000000
1.00000000
NC
-52.86000000
-0.00008534007
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
National Australia Bank Ltd
National Australia Bank Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-14225
AUD
-52.86
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ALTABA INC
000000000
1.00000000
NC
USD
3595.28000000
0.005804416428
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Altaba Inc
Altaba Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
157040
USD
3595.28
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS VALERO ENERGY CORP
000000000
1.00000000
NC
USD
-41667.11000000
-0.06726965849
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Valero Energy Corp
Valero Energy Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-258689.4011
USD
-41667.11
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS PREFERRED BANK/LOS ANGELES CA
000000000
1.00000000
NC
USD
274.24000000
0.000442748036
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Preferred Bank/Los Angeles CA
Preferred Bank/Los Angeles CA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
37009
USD
274.24
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS AMERISOURCEBERGEN CORP
000000000
1.00000000
NC
USD
-1961.82000000
-0.00316726937
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
AmerisourceBergen Corp
AmerisourceBergen Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-76960
USD
-1961.82
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SARTORIUS AG
000000000
1.00000000
NC
324.20000000
0.000523406189
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Sartorius AG
Sartorius AG
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
17129.46
EUR
324.2
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ROCHE HOLDING AG
000000000
1.00000000
NC
1955.13000000
0.003156468673
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Roche Holding AG
Roche Holding AG
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
84753
CHF
1955.13
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ALTRIA GROUP INC
000000000
1.00000000
NC
USD
10510.75000000
0.016969128961
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Altria Group Inc
Altria Group Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
140322.3256
USD
10510.75
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS UNION PACIFIC CORP
000000000
1.00000000
NC
USD
2367.47000000
0.003822172893
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Union Pacific Corp
Union Pacific Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
652426.24
USD
2367.47
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS NEXTAGE CO LTD
000000000
1.00000000
NC
320.82000000
0.000517949333
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Nextage Co Ltd
Nextage Co Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
4176900.03
JPY
320.82
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SARTORIUS STEDIM BIOTECH
000000000
1.00000000
NC
1227.70000000
0.001982065944
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Sartorius Stedim Biotech
Sartorius Stedim Biotech
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
25740
EUR
1227.7
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ERO COPPER CORP
000000000
1.00000000
NC
74.63000000
0.000120486748
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
ERO Copper Corp
ERO Copper Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
12134.64
CAD
74.63
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MICRON TECHNOLOGY INC
000000000
1.00000000
NC
USD
1044.78000000
0.001686749904
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Micron Technology Inc
Micron Technology Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
46455
USD
1044.78
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HOLLYFRONTIER CORP
000000000
1.00000000
NC
USD
-143.41000000
-0.00023152893
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
HollyFrontier Corp
HollyFrontier Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-37298.578917
USD
-143.41
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS AIB GROUP PLC
000000000
1.00000000
NC
11071.62000000
0.017874628127
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
AIB Group PLC
AIB Group PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-73666.2632
EUR
11071.62
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS CIE DE SAINT-GOBAIN
000000000
1.00000000
NC
11598.66000000
0.018725510293
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Cie de Saint-Gobain
Cie de Saint-Gobain
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-276705.100708
EUR
11598.66
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS DEUTSCHE TELEKOM AG
000000000
1.00000000
NC
-271.31000000
-0.00043801768
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Deutsche Telekom AG
Deutsche Telekom AG
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-73123.0556
EUR
-271.31
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ERO COPPER CORP
000000000
1.00000000
NC
401.25000000
0.000647799918
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
ERO Copper Corp
ERO Copper Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
65240
CAD
401.25
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERFOR CORP
000000000
1.00000000
NC
477.44000000
0.000770805216
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Interfor Corp
Interfor Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
3339.6
CAD
477.44
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INGENICO GROUP SA
000000000
1.00000000
NC
-4813.98000000
-0.00777195228
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Ingenico Group SA
Ingenico Group SA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-114544.299174
EUR
-4813.98
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
189.80000000
0.000306423488
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
20838
SEK
189.8
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ICICI BANK LTD
000000000
1.00000000
NC
USD
7192.31000000
0.011611658151
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
ICICI Bank Ltd
ICICI Bank Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
123027
USD
7192.31
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
GBP/USD FORWARD
000000000
1.00000000
NC
USD
2884.80000000
0.004657378705
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
-466456.33000000
USD
362000.00000000
GBP
2019-11-29
2884.8
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS HONDA MOTOR CO LTD
000000000
1.00000000
NC
-1320.87000000
-0.00213248468
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Honda Motor Co Ltd
Honda Motor Co Ltd
Y
Equity - Performance Leg
2020-01-20
0
USD
0
USD
-5799000
JPY
-1320.87
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS ENCORE CAPITAL GROUP INC
000000000
1.00000000
NC
USD
-103.39000000
-0.00016691846
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Encore Capital Group Inc
Encore Capital Group Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
23310
USD
-103.39
N
N
N
CHARTER NEX US INC
549300KRNU8RNVGYXG75
Charter NEX US Inc
16125TAD4
84787.50000000
PA
USD
83807.36000000
0.135303180051
Long
LON
CORP
US
N
2
2024-05-16
Floating
5.28588000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
TRS ALIBABA GROUP HOLDING LTD
000000000
1.00000000
NC
USD
591.20000000
0.000954465574
N/A
DE
CORP
US
N
2
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Alibaba Group Holding Ltd
Alibaba Group Holding Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
87645
USD
591.2
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
1230.00000000
NS
USD
77367.00000000
0.124905511056
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ERO COPPER CORP
000000000
1.00000000
NC
-335.96000000
-0.00054239217
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
ERO Copper Corp
ERO Copper Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
33341
CAD
-335.96
N
N
N
K-MAC HOLDINGS CORP
549300HIP15L5DKDQ383
K-MAC Holdings Corp
000000000
380000.00000000
PA
USD
375565.40000000
0.606333297427
Long
LON
CORP
US
N
2
2026-03-16
Floating
8.53588000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS FREEPORT-MCMORAN INC
000000000
1.00000000
NC
USD
724.03000000
0.001168913582
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Freeport-McMoRan Inc
Freeport-McMoRan Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
23800
USD
724.03
N
N
N
GCI LLC
549300N3IE9H88Q20221
GCI LLC
36166TAA8
120000.00000000
PA
USD
130050.00000000
0.209959824122
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
6.62500000
N
N
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
325.98000000
0.000526279919
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
35787
SEK
325.98
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS HOSHINO RESORTS REIT INC
000000000
1.00000000
NC
-422.61000000
-0.00068228466
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Hoshino Resorts REIT Inc
Hoshino Resorts REIT Inc
Y
Equity - Performance Leg
2020-01-20
0
USD
0
USD
9015000
JPY
-422.61
N
N
N
USA COM PART/USA COM FIN
N/A
USA Compression Partners LP / USA Compression Finance Corp
91740PAD0
270000.00000000
PA
USD
270675.00000000
0.436992505915
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
6.87500000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS EDISON INTERNATIONAL
000000000
1.00000000
NC
USD
-26293.99000000
-0.04245045379
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Edison International
Edison International
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
209110.88
USD
-26293.99
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS SOUTHWEST AIRLINES CO
000000000
1.00000000
NC
USD
-3904.72000000
-0.00630399326
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Southwest Airlines Co
Southwest Airlines Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-109511.52
USD
-3904.72
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS LVMH MOET HENNESSY LOUIS VUITTON SE
000000000
1.00000000
NC
-662.50000000
-0.00106957618
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
LVMH Moet Hennessy Louis Vuitt
LVMH Moet Hennessy Louis Vuitton SE
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-105018
EUR
-662.5
N
N
N
NASDAQ, INC.
549300L8X1Q78ERXFD06
HEALTH CARE SELECT SECTOR SPDR FUND
000000000
75.00000000
NC
USD
2850.00000000
0.004601195684
N/A
DE
CORP
US
N
2
NASDAQ, INC.
549300L8X1Q78ERXFD06
Put
Purchased
Health Care Select Sector SPDR Fund
Health Care Select Sector SPDR Fund
100.00000000
88
USD
2019-12-20
XXXX
-12414.75
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS MCKESSON CORP
000000000
1.00000000
NC
USD
-4735.60000000
-0.00764541132
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
McKesson Corp
McKesson Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
123109.47
USD
-4735.6
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS NEW YORK TIMES CO/THE
000000000
1.00000000
NC
USD
-875.21000000
-0.00141298683
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
New York Times Co/The
New York Times Co/The
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-11476
USD
-875.21
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/INR FORWARD
000000000
1.00000000
NC
USD
-5190.08000000
-0.00837914866
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-19000000.00000000
INR
261258.16000000
USD
2019-11-29
-5190.08
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS AMERICAN EXPRESS CO
000000000
1.00000000
NC
USD
-11882.91000000
-0.01918441902
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
American Express Co
American Express Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-281628.05
USD
-11882.91
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS PUBLIC STORAGE
000000000
1.00000000
NC
USD
-12432.46000000
-0.02007164256
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Public Storage
Public Storage
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
119744.77
USD
-12432.46
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS NIELSEN HOLDINGS PLC
000000000
1.00000000
NC
USD
-1929.78000000
-0.00311554224
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Nielsen Holdings PLC
Nielsen Holdings PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
82480
USD
-1929.78
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
USD/RUB FORWARD
000000000
1.00000000
NC
USD
-4203.79000000
-0.00678682821
N/A
DFE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
-844540.92000000
USD
54114000.00000000
RUB
2019-11-29
-4203.79
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SALVATORE FERRAGAMO SPA
000000000
1.00000000
NC
1099.44000000
0.001774995994
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Salvatore Ferragamo SpA
Salvatore Ferragamo SpA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
67558.92
EUR
1099.44
N
N
N
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
RENT-A-CENTER INC/TX
000000000
41.00000000
NC
USD
820.00000000
0.001323852793
N/A
DE
CORP
US
N
2
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
Put
Purchased
Rent-A-Center Inc/TX
Rent-A-Center Inc/TX
100.00000000
19
USD
2020-01-17
XXXX
-1476
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS XEROX CORP
000000000
1.00000000
NC
USD
-16268.62000000
-0.02626494881
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Xerox Corp
Xerox Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-119360
USD
-16268.62
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DEERE & CO
000000000
1.00000000
NC
USD
-275.20000000
-0.00044429791
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Deere & Co
Deere & Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-34528
USD
-275.2
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
425.00000000
0.000686143216
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
46659
SEK
425
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS ATRICURE INC
000000000
1.00000000
NC
USD
20.48000000
0.000033064030
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
AtriCure Inc
AtriCure Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
2555.9511
USD
20.48
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ERO COPPER CORP
000000000
1.00000000
NC
8.33000000
0.000013448407
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
ERO Copper Corp
ERO Copper Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
1353.73
CAD
8.33
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS RAYTHEON CO
000000000
1.00000000
NC
USD
-3096.07000000
-0.00499846453
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Raytheon Co
Raytheon Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-45470.04
USD
-3096.07
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ALBEMARLE CORP
000000000
1.00000000
NC
USD
30978.22000000
0.050012930586
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Albemarle Corp
Albemarle Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-254105.28
USD
30978.22
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS EURONET WORLDWIDE INC
000000000
1.00000000
NC
USD
-1655.39000000
-0.00267255204
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Euronet Worldwide Inc
Euronet Worldwide Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
113704.8
USD
-1655.39
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DEUTSCHE WOHNEN SE
000000000
1.00000000
NC
-3165.06000000
-0.00510984575
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Deutsche Wohnen SE
Deutsche Wohnen SE
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
255374.9
EUR
-3165.06
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS HALLIBURTON CO
000000000
1.00000000
NC
USD
-6533.40000000
-0.01054787785
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Halliburton Co
Halliburton Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
36988.6
USD
-6533.4
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS IPATH BLOOMBERG COFFEE SUBINDEX TOTAL RETURN ETN
000000000
1.00000000
NC
USD
1140.85000000
0.001841850560
N/A
DCO
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
IPATH BLOOMBERG COFFEE SUBINDEX TOTAL RETURN ETN
IPATH BLOOMBERG COFFEE SUBINDEX TOTAL RETURN ETN
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
12915
USD
1140.85
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS FIFTH THIRD BANCORP
000000000
1.00000000
NC
USD
1701.58000000
0.002747123702
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Fifth Third Bancorp
Fifth Third Bancorp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
96004.12
USD
1701.58
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS NTT DOCOMO INC
000000000
1.00000000
NC
4536.34000000
0.007323715098
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
NTT DOCOMO Inc
NTT DOCOMO Inc
Y
Equity - Performance Leg
2020-01-20
0
USD
0
USD
8596500
JPY
4536.34
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS DEUTSCHE WOHNEN SE
000000000
1.00000000
NC
-421.72000000
-0.00068084780
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Deutsche Wohnen SE
Deutsche Wohnen SE
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
34100
EUR
-421.72
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS VULCAN MATERIALS CO
000000000
1.00000000
NC
USD
2134.54000000
0.003446117977
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Vulcan Materials Co
Vulcan Materials Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-74229.95
USD
2134.54
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DEUTSCHE TELEKOM AG
000000000
1.00000000
NC
-1701.72000000
-0.00274734972
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Deutsche Telekom AG
Deutsche Telekom AG
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-458500.702257
EUR
-1701.72
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS FIFTH THIRD BANCORP
000000000
1.00000000
NC
USD
2688.05000000
0.004339734757
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Fifth Third Bancorp
Fifth Third Bancorp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
43800
USD
2688.05
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS IQVIA HOLDINGS INC
000000000
1.00000000
NC
USD
3676.25000000
0.005935138819
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
IQVIA Holdings Inc
IQVIA Holdings Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-239479.04
USD
3676.25
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND
000000000
-15.00000000
NC
USD
-5859.38000000
-0.00945970314
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Put
Written
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Short
US TREASURY N/B
United States Treasury Note/Bond
2019-12-19
0.00000000
USD
100000.00000000
159
USD
2019-11-22
XXXX
1380.46
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS KONINKLIJKE KPN NV
000000000
1.00000000
NC
4797.77000000
0.007745781971
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Koninklijke KPN NV
Koninklijke KPN NV
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-81093.51
EUR
4797.77
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS PACCAR INC
000000000
1.00000000
NC
USD
32856.43000000
0.053045215410
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
PACCAR Inc
PACCAR Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
410181.7
USD
32856.43
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS PROSPECT CAPITAL CORP
000000000
1.00000000
NC
USD
247.35000000
0.000399335351
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Prospect Capital Corp
Prospect Capital Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-65200
USD
247.35
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS TOKYO ELECTRON LTD
000000000
1.00000000
NC
904.11000000
0.001459644571
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Tokyo Electron Ltd
Tokyo Electron Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
4361000
JPY
904.11
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS GALP ENERGIA SGPS SA
000000000
1.00000000
NC
271.34000000
0.000438066118
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Galp Energia SGPS SA
Galp Energia SGPS SA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
5268.9
EUR
271.34
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
E-MINI S&P 500
000000000
-9.00000000
NC
USD
-44888.43000000
-0.07247033347
N/A
DE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Short
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POORS'S 500
2019-12-20
-1321221.57
USD
-44888.43
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS COMMONWEALTH BANK OF AUSTRALIA
000000000
1.00000000
NC
92.33000000
0.000149062595
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Commonwealth Bank of Australia
Commonwealth Bank of Australia
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-15862
AUD
92.33
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS DEUTSCHE WOHNEN SE
000000000
1.00000000
NC
-1552.32000000
-0.00250615020
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Deutsche Wohnen SE
Deutsche Wohnen SE
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
125249.3
EUR
-1552.32
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS SARTORIUS STEDIM BIOTECH
000000000
1.00000000
NC
1842.72000000
0.002974987828
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Sartorius Stedim Biotech
Sartorius Stedim Biotech
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
38610
EUR
1842.72
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
301.22000000
0.000486306022
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
33069
SEK
301.22
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS BAWAG GROUP AG
000000000
1.00000000
NC
826.58000000
0.001334475904
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
BAWAG Group AG
BAWAG Group AG
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
36260
EUR
826.58
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DISCOVERY INC
000000000
1.00000000
NC
USD
926.46000000
0.001495727632
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Discovery Inc
Discovery Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-27860
USD
926.46
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS COLOPLAST A/S
000000000
1.00000000
NC
-1145.61000000
-0.00184953536
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Coloplast A/S
Coloplast A/S
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-2249416.002232
DKK
-1145.61
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS EAST WEST BANCORP INC
000000000
1.00000000
NC
USD
-735.03000000
-0.00118667258
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
East West Bancorp Inc
East West Bancorp Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
43890
USD
-735.03
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS E*TRADE FINANCIAL CORP
000000000
1.00000000
NC
USD
-4223.65000000
-0.00681889128
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
E*TRADE Financial Corp
E*TRADE Financial Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
115738.92
USD
-4223.65
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS CERIDIAN HCM HOLDING INC
000000000
1.00000000
NC
USD
-1552.18000000
-0.00250592418
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Ceridian HCM Holding Inc
Ceridian HCM Holding Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
49750
USD
-1552.18
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS ENCORE CAPITAL GROUP INC
000000000
1.00000000
NC
USD
-497.69000000
-0.00080349792
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Encore Capital Group Inc
Encore Capital Group Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
113220
USD
-497.69
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS JINS INC
000000000
1.00000000
NC
2827.76000000
0.004565290213
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
JINS Holdings Inc
JINS Holdings Inc
Y
Equity - Performance Leg
2020-01-20
0
USD
0
USD
5796000
JPY
2827.76
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS SINOPEC ENGINEERING GROUP CO LTD
000000000
1.00000000
NC
-2998.01000000
-0.00484015111
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
SINOPEC SEG
Sinopec Engineering Group Co Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
472000
HKD
-2998.01
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS METSO OYJ
000000000
1.00000000
NC
-3810.35000000
-0.00615163718
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Metso Oyj
Metso Oyj
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-70220.15
EUR
-3810.35
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS KELLOGG CO
000000000
1.00000000
NC
USD
-4742.18000000
-0.00765603443
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Kellogg Co
Kellogg Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-189134.22
USD
-4742.18
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS KRAFT HEINZ CO/THE
000000000
1.00000000
NC
USD
-18695.74000000
-0.03018342393
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Kraft Heinz Co/The
Kraft Heinz Co/The
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-55639.76
USD
-18695.74
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS BRENNTAG AG
000000000
1.00000000
NC
1211.78000000
0.001956363826
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Brenntag AG
Brenntag AG
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
123837.36
EUR
1211.78
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS APPLIED MATERIALS INC
000000000
1.00000000
NC
USD
647.25000000
0.001044955756
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Applied Materials Inc
Applied Materials Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
26455
USD
647.25
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS IPATH BLOOMBERG COFFEE SUBINDEX TOTAL RETURN ETN
000000000
1.00000000
NC
USD
760.56000000
0.001227889610
N/A
DCO
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
IPATH BLOOMBERG COFFEE SUBINDEX TOTAL RETURN ETN
IPATH BLOOMBERG COFFEE SUBINDEX TOTAL RETURN ETN
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
8610
USD
760.56
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS BUNZL PLC
000000000
1.00000000
NC
-3905.18000000
-0.00630473591
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Bunzl PLC
Bunzl PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-269472.06
GBP
-3905.18
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS SMITHS GROUP PLC
000000000
1.00000000
NC
1444.71000000
0.002332418742
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Smiths Group PLC
Smiths Group PLC
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
43457.33
GBP
1444.71
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS ENI SPA
000000000
1.00000000
NC
1074.66000000
0.001734989808
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Eni SpA
Eni SpA
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-50799.3
EUR
1074.66
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MID-AMERICA APARTMENT COMMUNITIES INC
000000000
1.00000000
NC
USD
-11486.73000000
-0.01854480438
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Mid-America Apartment Communit
Mid-America Apartment Communities Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-143578.82
USD
-11486.73
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS HOWARD BANCORP INC
000000000
1.00000000
NC
USD
924.14000000
0.001491982098
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Howard Bancorp Inc
Howard Bancorp Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
39312
USD
924.14
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
US 2 YEAR NOTE (CBT)
000000000
29.00000000
NC
USD
-11964.41000000
-0.01931599707
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2019-12-31
6264409.71
USD
-11964.41
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS KEYENCE CORP
000000000
1.00000000
NC
6114.13000000
0.009870985462
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Keyence Corp
Keyence Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
13102000
JPY
6114.13
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS DEUTSCHE WOHNEN SE
000000000
1.00000000
NC
-1015.52000000
-0.00163951096
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Deutsche Wohnen SE
Deutsche Wohnen SE
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
82112.8
EUR
-1015.52
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS PIONEER NATURAL RESOURCES CO
000000000
1.00000000
NC
USD
-3563.26000000
-0.00575272159
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Pioneer Natural Resources Co
Pioneer Natural Resources Co
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
61683.93
USD
-3563.26
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS KOBE BUSSAN CO LTD
000000000
1.00000000
NC
12505.34000000
0.020189304013
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Kobe Bussan Co Ltd
Kobe Bussan Co Ltd
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
22480924
JPY
12505.34
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS BIOMERIEUX
000000000
1.00000000
NC
-6593.93000000
-0.01064560079
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
BioMerieux
BioMerieux
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
222960.6476
EUR
-6593.93
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS MARTIN MARIETTA MATERIALS INC
000000000
1.00000000
NC
USD
1639.53000000
0.002646946793
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Martin Marietta Materials Inc
Martin Marietta Materials Inc
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
-106066.17
USD
1639.53
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DENSO CORP
000000000
1.00000000
NC
2440.41000000
0.003939931214
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Denso Corp
Denso Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
4861000
JPY
2440.41
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS KEYENCE CORP
000000000
1.00000000
NC
6115.08000000
0.009872519194
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Keyence Corp
Keyence Corp
Y
Equity - Performance Leg
2020-01-17
0
USD
0
USD
13102000
JPY
6115.08
N
N
N
2019-12-23
T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND, INC.
Catherine D. Mathews
Catherine D. Mathews
Treasurer & Vice President