0001752724-20-128331.txt : 20200625
0001752724-20-128331.hdr.sgml : 20200625
20200625114048
ACCESSION NUMBER: 0001752724-20-128331
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200430
FILED AS OF DATE: 20200625
PERIOD START: 20201031
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: 20987966
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
2020-10-31
2020-04-30
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BROADCOM INC
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Broadcom Inc
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Franklin Electric Co Inc
Franklin Electric Co Inc
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2022-01-20
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J.P. MORGAN CHASE BANK NA
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Carvana Co
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N
RONSHINE CHINA
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Ronshine China Holdings Ltd
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MORGAN STANLEY & CO. LLC
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MORGAN STANLEY & CO. LLC
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TD Ameritrade Holding Corp
TD Ameritrade Holding Corp
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Equity - Performance Leg
2022-01-20
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USD
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GOLDMAN SACHS & CO LLC
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DE
CORP
US
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GOLDMAN SACHS & CO LLC
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Hexagon AB
Hexagon AB
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Equity - Performance Leg
2022-01-20
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SEK
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GOLDMAN SACHS & CO LLC
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GOLDMAN SACHS & CO LLC
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Hexagon AB
Hexagon AB
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Equity - Performance Leg
2022-01-20
0.00000000
USD
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USD
18085.10000000
SEK
192.86000000
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N
N
MORGAN STANLEY & CO. LLC
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TRS FLEETCOR TECHNOLOGIES INC
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USD
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DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
FleetCor Technologies Inc
FleetCor Technologies Inc
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Equity - Performance Leg
2022-01-20
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USD
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USD
42294.00000000
USD
5935.06000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SHISEIDO CO LTD
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DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Shiseido Co Ltd
Shiseido Co Ltd
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Equity - Performance Leg
2022-01-19
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USD
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USD
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7062.31000000
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N
N
CITIBANK NA
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TRS DELIVERY HERO SE
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DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Delivery Hero SE
Delivery Hero SE
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Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-1652.00000000
EUR
-299.76000000
N
N
N
UBS SECURITIES LLC
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DE
CORP
US
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2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Seven & i Holdings Co Ltd
Seven & i Holdings Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
5863999.92585400
JPY
-1675.99000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PNC FINANCIAL SERVICES GROUP INC/THE
000000000
1.00000000
NC
USD
9559.46000000
0.015047554964
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PNC Financial Services Group I
PNC Financial Services Group Inc/The
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
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57583.89000000
USD
9559.46000000
N
N
N
GCI LLC
549300N3IE9H88Q20221
GCI LLC
36155WAK2
70000.00000000
PA
USD
72275.00000000
0.113768145381
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
6.87500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LIVENT CORP
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USD
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DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Livent Corp
Livent Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
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USD
-41020.00000000
USD
-2370.63000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS VARIAN MEDICAL SYSTEMS INC
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1.00000000
NC
USD
-2588.62000000
-0.00407474917
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Varian Medical Systems Inc
Varian Medical Systems Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-58133.88000000
USD
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N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EVERSOURCE ENERGY
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NC
USD
-2479.21000000
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N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Eversource Energy
Eversource Energy
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
26676.00000000
USD
-2479.21000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ECHOSTAR CORP
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NC
USD
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N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
EchoStar Corp
EchoStar Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-29390.00000000
USD
-2153.29000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS IRHYTHM TECHNOLOGIES INC
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NC
USD
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0.017246542494
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
iRhythm Technologies Inc
iRhythm Technologies Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
57681.00000000
USD
10956.44000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KLA CORP
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NC
USD
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-0.00702681807
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
KLA Corp
KLA Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-63126.64000000
USD
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N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS STRAUMANN HOLDING AG
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1.00000000
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6113.45000000
0.009623187386
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Straumann Holding AG
Straumann Holding AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
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CHF
6113.45000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ECOLAB INC
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1.00000000
NC
USD
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N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Ecolab Inc
Ecolab Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
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USD
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N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NISSAN MOTOR CO LTD
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NC
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N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Nissan Motor Co Ltd
Nissan Motor Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
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USD
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JPY
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N
N
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BANK OF AMERICA CORP
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TRS APARTMENT INVESTMENT & MANAGEMENT CO
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NC
USD
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N/A
DE
CORP
US
N
2
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Apartment Investment & Managem
Apartment Investment & Management Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
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USD
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N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS HANESBRANDS INC
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NC
USD
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N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Hanesbrands Inc
Hanesbrands Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-21878.29000000
USD
-2580.02000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EQUITY RESIDENTIAL
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USD
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DE
CORP
US
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MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Equity Residential
Equity Residential
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
26396.00000000
USD
-385.07000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MOHAWK INDUSTRIES INC
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1.00000000
NC
USD
-2185.41000000
-0.00344005593
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Mohawk Industries Inc
Mohawk Industries Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-20618.00000000
USD
-2185.41000000
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AM3
40000.00000000
PA
USD
43800.00000000
0.068945621137
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.75000000
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CHARLES SCHWAB CORP/THE
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USD
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N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Charles Schwab Corp/The
Charles Schwab Corp/The
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-61989.96000000
USD
-5439.24000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERNATIONAL BUSINESS MACHINES CORP
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1.00000000
NC
USD
-1369.11000000
-0.00215511733
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
IBM
International Business Machines Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-23738.00000000
USD
-1369.11000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS EXXON MOBIL CORP
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1.00000000
NC
USD
-10601.08000000
-0.01668716998
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Exxon Mobil Corp
Exxon Mobil Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-71730.56000000
USD
-10601.08000000
N
N
N
SINGAPORE EXCHANGE (WAS SIMEX)
N/A
10YR MINI JGB
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-5.00000000
NC
3603.79000000
0.005672729223
N/A
DIR
CORP
SG
N
1
SINGAPORE EXCHANGE (WAS SIMEX)
N/A
Short
JAPAN (10 YEAR ISSUE)
Japan Government Ten Year Bond
2020-06-12
-725947.29000000
USD
3603.79000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ORIX CORP
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1.00000000
NC
3576.63000000
0.005629976642
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
ORIX Corp
ORIX Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
5449400.02808500
JPY
3576.63000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS VISA INC
000000000
1.00000000
NC
USD
2535.57000000
0.003991243118
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Visa Inc
Visa Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
33192.00000000
USD
2535.57000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS MORGAN STANLEY
000000000
1.00000000
NC
USD
-1431.97000000
-0.00225406532
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Morgan Stanley
Morgan Stanley
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-40051.20000000
USD
-1431.97000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERPUBLIC GROUP OF COS INC/THE
000000000
1.00000000
NC
USD
-11383.21000000
-0.01791832155
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Interpublic Group of Cos Inc/T
Interpublic Group of Cos Inc/The
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-73500.00000000
USD
-11383.21000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS BIOMERIEUX
000000000
1.00000000
NC
14369.02000000
0.022618287877
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
BioMerieux
BioMerieux
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
144940.49760000
EUR
14369.02000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS E*TRADE FINANCIAL CORP
000000000
1.00000000
NC
USD
1588.96000000
0.002501183428
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
E*TRADE Financial Corp
E*TRADE Financial Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
39000.00000000
USD
1588.96000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PIONEER NATURAL RESOURCES CO
000000000
1.00000000
NC
USD
16.00000000
0.000025185615
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Pioneer Natural Resources Co
Pioneer Natural Resources Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
44639.00000000
USD
16.00000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS EQUINIX INC
000000000
1.00000000
NC
USD
90.57000000
0.000142566322
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Equinix Inc
Equinix Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-126324.11000000
USD
90.57000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ZENDESK INC
000000000
1.00000000
NC
USD
3198.36000000
0.005034541479
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Zendesk Inc
Zendesk Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
27540.00000000
USD
3198.36000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS NEC CORP
000000000
1.00000000
NC
3368.68000000
0.005302642351
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
NEC Corp
NEC Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-11270999.92000000
JPY
3368.68000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ROBERT HALF INTERNATIONAL INC
000000000
1.00000000
NC
USD
-3041.21000000
-0.00478717151
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Robert Half International Inc
Robert Half International Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-20590.00000000
USD
-3041.21000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ADOBE INC
000000000
1.00000000
NC
USD
-6871.59000000
-0.01081657627
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Adobe Inc
Adobe Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-108743.84541700
USD
-6871.59000000
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant Inc
04621X207
800.00000000
NS
USD
86328.00000000
0.135888985880
Long
EP
CORP
US
N
2
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS EOG RESOURCES INC
000000000
1.00000000
NC
USD
7402.64000000
0.011652502576
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
EOG Resources Inc
EOG Resources Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
38852.86000000
USD
7402.64000000
N
N
N
EUREX CLEARING AG
529900LN3S50JPU47S06
EURO SCHATZ
000000000
9.00000000
NC
-194.12000000
-0.00030556447
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AG
529900LN3S50JPU47S06
Long
BUNDESSCHATZANWEISUNGEN
Bundesschatzanweisungen
2020-06-08
1110890.72000000
USD
-194.12000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MICROSOFT CORP
000000000
1.00000000
NC
USD
2894.90000000
0.004556864808
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Microsoft Corp
Microsoft Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
68752.00000000
USD
2894.90000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS INTERNATIONAL BUSINESS MACHINES CORP
000000000
1.00000000
NC
USD
-2259.89000000
-0.00355729497
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
IBM
International Business Machines Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-39167.70200000
USD
-2259.89000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ACTIVISION BLIZZARD INC
000000000
1.00000000
NC
USD
4468.15000000
0.007033319111
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Activision Blizzard Inc
Activision Blizzard Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-185236.49030200
USD
4468.15000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS DASSAULT SYSTEMES SE
000000000
1.00000000
NC
-1766.50000000
-0.00278064930
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Dassault Systemes SE
Dassault Systemes SE
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-92303.90000000
EUR
-1766.50000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS INFORMA PLC
000000000
1.00000000
NC
3852.47000000
0.006064176645
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Informa PLC
Informa PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
57214.14000000
GBP
3852.47000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LAM RESEARCH CORP
000000000
1.00000000
NC
USD
-1459.15000000
-0.00229684938
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Lam Research Corp
Lam Research Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
26978.76000000
USD
-1459.15000000
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAQ3
400000.00000000
PA
USD
409500.00000000
0.644594334606
Long
DBT
CORP
IE
N
2
2025-04-30
Fixed
5.25000000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DENSO CORP
000000000
1.00000000
NC
8929.48000000
0.014055902854
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Denso Corp
Denso Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
27713000.24000000
JPY
8929.48000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS ROCHE HOLDING AG
000000000
1.00000000
NC
20333.35000000
0.032006745332
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Roche Holding AG
Roche Holding AG
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
249111.00000000
CHF
20333.35000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS AXA SA
000000000
1.00000000
NC
16692.41000000
0.026275538258
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
AXA SA
AXA SA
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
178377.60295000
EUR
16692.41000000
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869PAK0
400000.00000000
PA
USD
402500.00000000
0.633575628032
Long
DBT
CORP
US
N
2
2021-04-15
Fixed
4.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMERICAN ELECTRIC POWER CO INC
000000000
1.00000000
NC
USD
-135.35000000
-0.00021305456
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
American Electric Power Co Inc
American Electric Power Co Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
20902.50000000
USD
-135.35000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS L BRANDS INC
000000000
1.00000000
NC
USD
148.66000000
0.000234005845
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
L Brands Inc
L Brands Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-2561.86000000
USD
148.66000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MICRON TECHNOLOGY INC
000000000
1.00000000
NC
USD
1437.01000000
0.002261998790
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Micron Technology Inc
Micron Technology Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
46430.00000000
USD
1437.01000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NESTLE SA
000000000
1.00000000
NC
-1941.17000000
-0.00305559752
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Nestle SA
Nestle SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
141700.16000000
CHF
-1941.17000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS FACEBOOK INC
000000000
1.00000000
NC
USD
22536.69000000
0.035475024895
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Facebook Inc
Facebook Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
144230.55172700
USD
22536.69000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NIPPON TELEGRAPH & TELEPHONE CORP
000000000
1.00000000
NC
-4974.08000000
-0.00782970399
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
NTT
Nippon Telegraph & Telephone Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
13969888.90000000
JPY
-4974.08000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS HANNOVER RUECK SE
000000000
1.00000000
NC
-16186.97000000
-0.02547992467
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Hannover Rueck SE
Hannover Rueck SE
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-155227.20000000
EUR
-16186.97000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EOG RESOURCES INC
000000000
1.00000000
NC
USD
-171.30000000
-0.00026964349
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
EOG Resources Inc
EOG Resources Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
47681.30000000
USD
-171.30000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS KEYENCE CORP
000000000
1.00000000
NC
2935.24000000
0.004620364040
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Keyence Corp
Keyence Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
7456000.00000000
JPY
2935.24000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERNATIONAL BUSINESS MACHINES CORP
000000000
1.00000000
NC
USD
-6452.84000000
-0.01015742150
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
IBM
International Business Machines Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-111924.67000000
USD
-6452.84000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS VISA INC
000000000
1.00000000
NC
USD
1267.05000000
0.001994464595
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Visa Inc
Visa Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
16596.00000000
USD
1267.05000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS KONINKLIJKE KPN NV
000000000
1.00000000
NC
3062.84000000
0.004821219320
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Koninklijke KPN NV
Koninklijke KPN NV
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-61130.76000000
EUR
3062.84000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS MORGAN STANLEY
000000000
1.00000000
NC
USD
-1431.97000000
-0.00225406532
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Morgan Stanley
Morgan Stanley
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-40051.20000000
USD
-1431.97000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS AMC NETWORKS INC
000000000
1.00000000
NC
USD
-297.89000000
-0.00046890892
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
AMC Networks Inc
AMC Networks Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-9240.00000000
USD
-297.89000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PTC THERAPEUTICS INC
000000000
1.00000000
NC
USD
-2755.57000000
-0.00433754532
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PTC Therapeutics Inc
PTC Therapeutics Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-30335.50000000
USD
-2755.57000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMPHENOL CORP
000000000
1.00000000
NC
USD
7065.19000000
0.011121322214
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Amphenol Corp
Amphenol Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
72333.00000000
USD
7065.19000000
N
N
N
UNITED AIR 2018-1 AA PTT
N/A
United Airlines 2018-1 Class AA Pass Through Trust
909318AA5
186605.32820000
PA
USD
164772.88000000
0.259369145164
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
3.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HUMANA INC
000000000
1.00000000
NC
USD
1400.37000000
0.002204323732
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
34098.28000000
USD
1400.37000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS EXACT SCIENCES CORP
000000000
1.00000000
NC
USD
16977.68000000
0.026724582033
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Exact Sciences Corp
Exact Sciences Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
93548.00000000
USD
16977.68000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS INTEL CORP
000000000
1.00000000
NC
USD
-819.98000000
-0.00129073128
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Intel Corp
Intel Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-43917.02000000
USD
-819.98000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS PHILIP MORRIS INTERNATIONAL INC
000000000
1.00000000
NC
USD
-640.27000000
-0.00100784960
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
2022-01-20
0.00000000
USD
0.00000000
USD
54844.88008100
USD
-640.27000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS GENERAL ELECTRIC CO
000000000
1.00000000
NC
USD
1126.67000000
0.001773492305
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
General Electric Co
General Electric Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
24700.00000000
USD
1126.67000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERNATIONAL BUSINESS MACHINES CORP
000000000
1.00000000
NC
USD
-5478.53000000
-0.00862375921
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
IBM
International Business Machines Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-94952.00000000
USD
-5478.53000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS YAMATO HOLDINGS CO LTD
000000000
1.00000000
NC
972.31000000
0.001530514084
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Yamato Holdings Co Ltd
Yamato Holdings Co Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-2976000.05000000
JPY
972.31000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ROSS STORES INC
000000000
1.00000000
NC
USD
4588.52000000
0.007222793641
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
56978.48000000
USD
4588.52000000
N
N
N
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
USD/NOK FORWARD
000000000
1.00000000
NC
USD
-2783.05000000
-0.00438080161
N/A
DFE
CORP
US
N
2
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
-940000.00000000
NOK
88982.49000000
USD
2020-05-29
-2783.05000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PACCAR INC
000000000
1.00000000
NC
USD
981.13000000
0.001544397654
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PACCAR Inc
PACCAR Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
16802.66000000
USD
981.13000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS BLACKROCK INC
000000000
1.00000000
NC
USD
-7714.39000000
-0.01214322854
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
BlackRock Inc
BlackRock Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-58042.17000000
USD
-7714.39000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INCYTE CORP
000000000
1.00000000
NC
USD
1472.96000000
0.002318587719
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Incyte Corp
Incyte Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
20099.95000000
USD
1472.96000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INGERSOLL RAND INC
000000000
1.00000000
NC
USD
4707.94000000
0.007410772775
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Ingersoll Rand Inc
Ingersoll Rand Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
24360.00000000
USD
4707.94000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INCYTE CORP
000000000
1.00000000
NC
USD
439.89000000
0.000692431262
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Incyte Corp
Incyte Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
6002.70000000
USD
439.89000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS CERIDIAN HCM HOLDING INC
000000000
1.00000000
NC
USD
6444.01000000
0.010143522193
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Ceridian HCM Holding Inc
Ceridian HCM Holding Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
52500.00000000
USD
6444.01000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DENTSPLY SIRONA INC
000000000
1.00000000
NC
USD
-3892.49000000
-0.00612717216
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
DENTSPLY SIRONA Inc
DENTSPLY SIRONA Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-62681.55000000
USD
-3892.49000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CAESARS ENTERTAINMENT CORP
000000000
1.00000000
NC
USD
8345.01000000
0.013135888078
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Caesars Entertainment Corp
Caesars Entertainment Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
30280.00000000
USD
8345.01000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS GEBERIT AG
000000000
1.00000000
NC
-12320.50000000
-0.01939371062
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Geberit AG
Geberit AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-146692.80000000
CHF
-12320.50000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS NIKE INC
000000000
1.00000000
NC
USD
2705.60000000
0.004258887501
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
NIKE Inc
NIKE Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
109871.68000000
USD
2705.60000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS VERIZON COMMUNICATIONS INC
000000000
1.00000000
NC
USD
-945.73000000
-0.00148867448
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Verizon Communications Inc
Verizon Communications Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-47878.13107600
USD
-945.73000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ASAHI GROUP HOLDINGS LTD
000000000
1.00000000
NC
-2160.45000000
-0.00340076637
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Asahi Group Holdings Ltd
Asahi Group Holdings Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-8372000.04740700
JPY
-2160.45000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DISCOVERY INC
000000000
1.00000000
NC
USD
-852.86000000
-0.00134248772
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Discovery Inc
Discovery Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-17080.00000000
USD
-852.86000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CUMMINS INC
000000000
1.00000000
NC
USD
8085.59000000
0.012727534813
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Cummins Inc
Cummins Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
65457.00000000
USD
8085.59000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS TELENOR ASA
000000000
1.00000000
NC
2962.40000000
0.004663116622
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Telenor ASA
Telenor ASA
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-1013773.39692000
NOK
2962.40000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BECTON DICKINSON AND CO
000000000
1.00000000
NC
USD
-14.25000000
-0.00002243093
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Becton Dickinson and Co
Becton Dickinson and Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
28788.42000000
USD
-14.25000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DERWENT LONDON PLC
000000000
1.00000000
NC
-466.54000000
-0.00073438105
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Derwent London PLC
Derwent London PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
9840.00000000
GBP
-466.54000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS EURIBOR 1 MONTH ACT/360
000000000
1.00000000
NC
-4.94000000
-0.00000777605
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Unibail-Rodamco-Westfield
Unibail-Rodamco-Westfield
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-1016.50000000
EUR
-4.94000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ENBRIDGE INC
000000000
1.00000000
NC
USD
4331.87000000
0.006818800635
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Enbridge Inc
Enbridge Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
53780.10000000
USD
4331.87000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GOLDMAN SACHS GROUP INC/THE
000000000
1.00000000
NC
USD
2886.97000000
0.004544382188
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Goldman Sachs Group Inc/The
Goldman Sachs Group Inc/The
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
107112.00000000
USD
2886.97000000
N
N
N
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
USD/SEK FORWARD
000000000
1.00000000
NC
USD
-7889.31000000
-0.01241857028
N/A
DFE
CORP
US
N
2
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
-2952900.00000000
SEK
294875.11000000
USD
2020-05-29
-7889.31000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SEALED AIR CORP
000000000
1.00000000
NC
USD
1133.96000000
0.001784967501
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Sealed Air Corp
Sealed Air Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
105192.66952600
USD
1133.96000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS VOLKSWAGEN AG
000000000
1.00000000
NC
-675.90000000
-0.00106393482
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Volkswagen AG
Volkswagen AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
109931.66000000
EUR
-675.90000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS JOHNSON & JOHNSON
000000000
1.00000000
NC
USD
-1804.28000000
-0.00284011884
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Johnson & Johnson
Johnson & Johnson
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-113550.54000000
USD
-1804.28000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NATIONAL INSTRUMENTS CORP
000000000
1.00000000
NC
USD
1738.53000000
0.002736621705
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
23229.70000000
USD
1738.53000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ANALOG DEVICES INC
000000000
1.00000000
NC
USD
-4225.83000000
-0.00665188297
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Analog Devices Inc
Analog Devices Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-46508.35000000
USD
-4225.83000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SERVICENOW INC
000000000
1.00000000
NC
USD
27736.74000000
0.043660428484
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
ServiceNow Inc
ServiceNow Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
147960.00000000
USD
27736.74000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CARMAX INC
000000000
1.00000000
NC
USD
2162.55000000
0.003404071986
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
16762.67000000
USD
2162.55000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS APPLIED MATERIALS INC
000000000
1.00000000
NC
USD
-645.46000000
-0.00101601919
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Applied Materials Inc
Applied Materials Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
45333.00000000
USD
-645.46000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS UNIBAIL-RODAMCO-WESTFIELD
000000000
1.00000000
NC
-239.09000000
-0.00037635179
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Unibail-Rodamco-Westfield
Unibail-Rodamco-Westfield
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-48899.00000000
EUR
-239.09000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS ENCORE CAPITAL GROUP INC
000000000
1.00000000
NC
USD
166.89000000
0.000262701705
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Encore Capital Group Inc
Encore Capital Group Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
7623.00000000
USD
166.89000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AIMMUNE THERAPEUTICS INC
000000000
1.00000000
NC
USD
1502.27000000
0.002364724617
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Aimmune Therapeutics Inc
Aimmune Therapeutics Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
15610.00000000
USD
1502.27000000
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND
000000000
20.00000000
NC
USD
-5376.39000000
-0.00846298054
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2020-06-19
3626001.39000000
USD
-5376.39000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS KLEPIERRE SA
000000000
1.00000000
NC
-5766.81000000
-0.00907754103
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Klepierre SA
Klepierre SA
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-44931.48000000
EUR
-5766.81000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CHARLES SCHWAB CORP/THE
000000000
1.00000000
NC
USD
-10878.48000000
-0.01712382558
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Charles Schwab Corp/The
Charles Schwab Corp/The
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-123979.92000000
USD
-10878.48000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
371.62000000
0.000584967391
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
34846.90000000
SEK
371.62000000
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
TRS AVERY DENNISON CORP
000000000
1.00000000
NC
USD
3043.87000000
0.004791358625
N/A
DE
CORP
US
N
2
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Avery Dennison Corp
Avery Dennison Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
97137.84000000
USD
3043.87000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CAESARS ENTERTAINMENT CORP
000000000
1.00000000
NC
USD
4172.50000000
0.006567936168
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Caesars Entertainment Corp
Caesars Entertainment Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
15140.00000000
USD
4172.50000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERPUBLIC GROUP OF COS INC/THE
000000000
1.00000000
NC
USD
-15661.02000000
-0.02465202629
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Interpublic Group of Cos Inc/T
Interpublic Group of Cos Inc/The
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-101121.30000000
USD
-15661.02000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS ALIBABA GROUP HOLDING LTD
000000000
1.00000000
NC
USD
2403.62000000
0.003783540499
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Alibaba Group Holding Ltd
Alibaba Group Holding Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-90345.78000000
USD
2403.62000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GALAXY ENTERTAINMENT GROUP LTD
000000000
1.00000000
NC
316.98000000
0.000498958515
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Galaxy Entertainment Group Ltd
Galaxy Entertainment Group Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
47950.00000000
HKD
316.98000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NATIONAL INSTRUMENTS CORP
000000000
1.00000000
NC
USD
844.81000000
0.001329816214
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
National Instruments Corp
National Instruments Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
14516.00000000
USD
844.81000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS UNITE GROUP PLC/THE
000000000
1.00000000
NC
13501.46000000
0.021252660866
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
UNITE Group PLC/The
UNITE Group PLC/The
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
84265.78000000
GBP
13501.46000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS SEMPRA ENERGY
000000000
1.00000000
NC
-2484.59000000
-0.00391099545
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Natixis SA
Natixis SA
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-22038.24502800
EUR
-2484.59000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HAMAMATSU PHOTONICS KK
000000000
1.00000000
NC
181.65000000
0.000285935435
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Hamamatsu Photonics KK
Hamamatsu Photonics KK
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
3764000.04000000
JPY
181.65000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SHIMANO INC
000000000
1.00000000
NC
3327.78000000
0.005238261623
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Shimano Inc
Shimano Inc
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-13032000.00000000
JPY
3327.78000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS VERISIGN INC
000000000
1.00000000
NC
USD
3870.98000000
0.006093313253
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
VeriSign Inc
VeriSign Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
96422.70000000
USD
3870.98000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS Tapestry Inc
000000000
1.00000000
NC
USD
1394.81000000
0.002195571731
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Tapestry Inc
Tapestry Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
44413.60000000
USD
1394.81000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS POLYPIPE GROUP PLC
000000000
1.00000000
NC
941.35000000
0.001481779919
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Polypipe Group plc
Polypipe Group plc
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
9240.00000000
GBP
941.35000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GALAXY ENTERTAINMENT GROUP LTD
000000000
1.00000000
NC
950.94000000
0.001496875547
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Galaxy Entertainment Group Ltd
Galaxy Entertainment Group Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
143850.00000000
HKD
950.94000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS PRUDENTIAL PLC
000000000
1.00000000
NC
-6303.44000000
-0.00992225082
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Prudential PLC
Prudential PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-28151.92484200
GBP
-6303.44000000
N
N
N
HOSTESS BRANDS LLC
549300SW7FLS4O41LD19
Hostess Brands LLC
44108HAJ0
149624.06000000
PA
USD
142611.18000000
0.224484392380
Long
LON
CORP
US
N
2
2025-08-03
Floating
3.00600000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND
000000000
-3.00000000
NC
USD
-656.25000000
-0.00103300374
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
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
2020-06-19
0.00000000
USD
100000.00000000
189.00000000
USD
2020-05-22
XXXX
1072.82000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS SOFTBANK GROUP CORP
000000000
1.00000000
NC
USD
2898.71000000
0.004562862133
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
SoftBank Group Corp
SoftBank Group Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
39460.00000000
USD
2898.71000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DISCOVERY INC
000000000
1.00000000
NC
USD
-852.10000000
-0.00134129141
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Discovery Inc
Discovery Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-17080.00000000
USD
-852.10000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VISA INC
000000000
1.00000000
NC
USD
1267.78000000
0.001995613688
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Visa Inc
Visa Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
16596.00000000
USD
1267.78000000
N
N
N
SOLERA LLC
549300F7JH48O4IYRX29
Solera LLC
83421MAB4
197418.71000000
PA
USD
186771.92000000
0.293997854690
Long
LON
CORP
US
N
2
2023-03-03
Floating
4.36325000
N
N
N
N
N
N
COUNTRY GARDEN HLDGS
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
000000000
200000.00000000
PA
USD
195302.26000000
0.307425470896
Long
DBT
CORP
CN
N
2
2023-09-28
Fixed
4.75000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-1
92537DAA8
149428.82000000
PA
USD
148065.76000000
0.233070451881
Long
ABS-MBS
CORP
US
N
2
2059-02-25
Variable
3.83600000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ROBERT HALF INTERNATIONAL INC
000000000
1.00000000
NC
USD
-6082.42000000
-0.00957434303
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Robert Half International Inc
Robert Half International Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-41180.00000000
USD
-6082.42000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS MERCK KGAA
000000000
1.00000000
NC
-23199.06000000
-0.03651766213
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Merck KGaA
Merck KGaA
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-208715.76000000
EUR
-23199.06000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SEABOARD CORP
000000000
1.00000000
NC
USD
19.62000000
0.000030883860
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Seaboard Corp
Seaboard Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
2990.00000000
USD
19.62000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SWISS RE AG
000000000
1.00000000
NC
2546.97000000
0.004009187869
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Swiss Re AG
Swiss Re AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-33264.92000000
CHF
2546.97000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
103.49000000
0.000162903706
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
9704.20000000
SEK
103.49000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ALCON INC
000000000
1.00000000
NC
1656.40000000
0.002607340795
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Alcon Inc
Alcon Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
35643.57000000
CHF
1656.40000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TD AMERITRADE HOLDING CORP
000000000
1.00000000
NC
USD
8420.57000000
0.013254827145
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TD Ameritrade Holding Corp
TD Ameritrade Holding Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
88728.75000000
USD
8420.57000000
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAN5
750000.00000000
PA
USD
770625.00000000
1.213041536279
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
6.37500000
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS CERIDIAN HCM HOLDING INC
000000000
1.00000000
NC
USD
12888.01000000
0.020287028645
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Ceridian HCM Holding Inc
Ceridian HCM Holding Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
105000.00000000
USD
12888.01000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS MITSUI FUDOSAN CO LTD
000000000
1.00000000
NC
4195.43000000
0.006604030303
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Mitsui Fudosan Co Ltd
Mitsui Fudosan Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
4593750.00000000
JPY
4195.43000000
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
S&P 500 INDEX
000000000
-3.00000000
NC
USD
-2970.00000000
-0.00467507978
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
3050.00000000
USD
2020-05-15
XXXX
1981.00000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS INFINEON TECHNOLOGIES AG
000000000
1.00000000
NC
4208.56000000
0.006624698248
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Infineon Technologies AG
Infineon Technologies AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
35653.65920400
EUR
4208.56000000
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
45824TAS4
195000.00000000
PA
USD
216450.00000000
0.340714148292
Long
DBT
CORP
LU
N
2
2022-09-30
Fixed
9.50000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS BLACKROCK INC
000000000
1.00000000
NC
USD
-13191.02000000
-0.02076399697
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
BlackRock Inc
BlackRock Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-99247.68000000
USD
-13191.02000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ENBRIDGE INC
000000000
1.00000000
NC
USD
2162.63000000
0.003404197914
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
32280.97000000
USD
2162.63000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS DEUTSCHE TELEKOM AG
000000000
1.00000000
NC
-5781.15000000
-0.00910011364
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Deutsche Telekom AG
Deutsche Telekom AG
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-56718.97560000
EUR
-5781.15000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PNC FINANCIAL SERVICES GROUP INC/THE
000000000
1.00000000
NC
USD
6720.78000000
0.010579186110
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PNC Financial Services Group I
PNC Financial Services Group Inc/The
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
40484.34000000
USD
6720.78000000
N
N
N
EUREX CLEARING AG
529900LN3S50JPU47S06
EURO OAT
000000000
3.00000000
NC
-4059.79000000
-0.00639051925
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AG
529900LN3S50JPU47S06
Long
FRANCE (GOVT OF)
French Republic Government Bond OAT
2020-06-08
563292.32000000
USD
-4059.79000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS CONTINENTAL AG
000000000
1.00000000
NC
1186.55000000
0.001867749469
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Continental AG
Continental AG
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
9184.98000000
EUR
1186.55000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMEREN CORP
000000000
1.00000000
NC
USD
-1114.95000000
-0.00175504384
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Ameren Corp
Ameren Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
30200.00000000
USD
-1114.95000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MONSTER BEVERAGE CORP
000000000
1.00000000
NC
USD
-974.17000000
-0.00153344191
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Monster Beverage Corp
Monster Beverage Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
118787.03000000
USD
-974.17000000
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
CINCINNATI BELL INC
000000000
200.00000000
NC
USD
2000.00000000
0.003148201878
N/A
DE
CORP
US
N
2
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
Put
Purchased
Cincinnati Bell Inc
Cincinnati Bell Inc
100.00000000
10.00000000
USD
2020-08-21
XXXX
800.00000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS JCDECAUX SA
000000000
1.00000000
NC
3171.42000000
0.004992135200
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
JCDecaux SA
JCDecaux SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
27605.66000000
EUR
3171.42000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS CARVANA CO
000000000
1.00000000
NC
USD
4367.34000000
0.006874633995
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Carvana Co
Carvana Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
35670.00000000
USD
4367.34000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMEREN CORP
000000000
1.00000000
NC
USD
-836.21000000
-0.00131627894
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Ameren Corp
Ameren Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
22650.00000000
USD
-836.21000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DEERE & CO
000000000
1.00000000
NC
USD
-1048.51000000
-0.00165046057
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Deere & Co
Deere & Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-13531.00000000
USD
-1048.51000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
CDS STENA
000000000
1.00000000
NC
2186.88000000
0.003442369861
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
STENA AB
Stena AB
Y
Default Event
2021-06-20
0.00000000
USD
-1379.86000000
USD
-100000.00000000
EUR
3566.74000000
N
N
N
LIONS GATE CAPITAL HOLD
549300MWJHNLR35C0837
Lions Gate Capital Holdings LLC
53627MAB9
149480.99000000
PA
USD
137990.39000000
0.217210802501
Long
LON
CORP
US
N
2
2025-03-24
Floating
2.65363000
N
N
N
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SUMITOMO REALTY & DEVELOPMENT CO LTD
000000000
1.00000000
NC
-11637.39000000
-0.01831842652
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Sumitomo Realty & Development
Sumitomo Realty & Development Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-15469799.83000000
JPY
-11637.39000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS BLACKROCK INC
000000000
1.00000000
NC
USD
-13014.35000000
-0.02048590055
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
BlackRock Inc
BlackRock Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-97918.47000000
USD
-13014.35000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GOLDMAN SACHS GROUP INC/THE
000000000
1.00000000
NC
USD
1228.41000000
0.001933641334
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Goldman Sachs Group Inc/The
Goldman Sachs Group Inc/The
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
26826.50000000
USD
1228.41000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FRANCO-NEVADA CORP
000000000
1.00000000
NC
USD
4709.62000000
0.007413417265
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Franco-Nevada Corp
Franco-Nevada Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
61365.00000000
USD
4709.62000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS BRENNTAG AG
000000000
1.00000000
NC
15787.82000000
0.024851622290
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Brenntag AG
Brenntag AG
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
99936.00000000
EUR
15787.82000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS HONDA MOTOR CO LTD
000000000
1.00000000
NC
-5244.84000000
-0.00825590757
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Honda Motor Co Ltd
Honda Motor Co Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-4979100.07000000
JPY
-5244.84000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMEREN CORP
000000000
1.00000000
NC
USD
-448.77000000
-0.00070640927
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Ameren Corp
Ameren Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
12155.50000000
USD
-448.77000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS AP MOLLER - MAERSK A/S
000000000
1.00000000
NC
-2934.44000000
-0.00461910476
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
2022-01-20
0.00000000
USD
0.00000000
USD
-210256.00000000
DKK
-2934.44000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS CIE DE SAINT-GOBAIN
000000000
1.00000000
NC
-1361.15000000
-0.00214258749
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Cie de Saint-Gobain
Cie de Saint-Gobain
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-96309.49006200
EUR
-1361.15000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMERICAN ELECTRIC POWER CO INC
000000000
1.00000000
NC
USD
-270.70000000
-0.00042610912
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
American Electric Power Co Inc
American Electric Power Co Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
41805.00000000
USD
-270.70000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS VIASAT INC
000000000
1.00000000
NC
USD
-2012.57000000
-0.00316798832
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
ViaSat Inc
ViaSat Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-40380.00000000
USD
-2012.57000000
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
TRS DUKE ENERGY CORP
000000000
1.00000000
NC
USD
3298.67000000
0.005192439545
N/A
DE
CORP
US
N
2
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Duke Energy Corp
Duke Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-99708.06000000
USD
3298.67000000
N
N
N
AIR TRANSPORT SERVICES G
5493000F3MSFGIXTQE27
Air Transport Services Group Inc
00922RAB1
200000.00000000
PA
USD
183721.60000000
0.289196343113
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
1.12500000
N
N
N
N
Y
Air Transport Services Group I
Air Transport Services Group Inc
USD
XXXX
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
000000000
180000.00000000
PA
USD
177499.80000000
0.279402601889
Long
LON
CORP
LU
N
2
2024-01-02
Floating
6.75000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS MITSUI FUDOSAN CO LTD
000000000
1.00000000
NC
5033.39000000
0.007923063926
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Mitsui Fudosan Co Ltd
Mitsui Fudosan Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
5512499.90000000
JPY
5033.39000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERNATIONAL BUSINESS MACHINES CORP
000000000
1.00000000
NC
USD
-3421.44000000
-0.00538569191
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
IBM
International Business Machines Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-59345.00000000
USD
-3421.44000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS KIMCO REALTY CORP
000000000
1.00000000
NC
USD
-1846.98000000
-0.00290733295
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Kimco Realty Corp
Kimco Realty Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-14972.82000000
USD
-1846.98000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ANALOG DEVICES INC
000000000
1.00000000
NC
USD
-4609.16000000
-0.00725528308
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Analog Devices Inc
Analog Devices Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-50727.25000000
USD
-4609.16000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BECTON DICKINSON AND CO
000000000
1.00000000
NC
USD
-14.25000000
-0.00002243093
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Becton Dickinson and Co
Becton Dickinson and Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
28788.42000000
USD
-14.25000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS QUALCOMM INC
000000000
1.00000000
NC
USD
1321.19000000
0.002079686419
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
QUALCOMM Inc
QUALCOMM Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
37995.00000000
USD
1321.19000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALPHABET INC
000000000
1.00000000
NC
USD
1331.66000000
0.002096167256
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alphabet Inc
Alphabet Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
18859.50000000
USD
1331.66000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS AVAYA HOLDINGS CORP
000000000
1.00000000
NC
USD
-6644.03000000
-0.01045837386
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Avaya Holdings Corp
Avaya Holdings Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-48015.00000000
USD
-6644.03000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KLA CORP
000000000
1.00000000
NC
USD
-3174.65000000
-0.00499721954
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
KLA Corp
KLA Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-44893.46000000
USD
-3174.65000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS BTG HOTELS GROUP CO LTD
000000000
1.00000000
NC
3226.67000000
0.005079104277
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
BTG Hotels Group Co Ltd
BTG Hotels Group Co Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
140822.52000000
CNY
3226.67000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INCYTE CORP
000000000
1.00000000
NC
USD
866.45000000
0.001363879758
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Incyte Corp
Incyte Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
11823.50000000
USD
866.45000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS GARDNER DENVER HOLDINGS INC
000000000
1.00000000
NC
USD
2000.87000000
0.003149571346
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Gardner Denver Holdings Inc
Gardner Denver Holdings Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
10353.00000000
USD
2000.87000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CONCHO RESOURCES INC
000000000
1.00000000
NC
USD
9723.15000000
0.015305219547
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Concho Resources Inc
Concho Resources Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
63527.64000000
USD
9723.15000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERNATIONAL BUSINESS MACHINES CORP
000000000
1.00000000
NC
USD
-1369.63000000
-0.00215593586
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
IBM
International Business Machines Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-23738.00000000
USD
-1369.63000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VIACOMCBS INC
000000000
1.00000000
NC
USD
-803.24000000
-0.00126438083
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
ViacomCBS Inc
ViacomCBS Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-47524.40000000
USD
-803.24000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS CABOT OIL & GAS CORP
000000000
1.00000000
NC
USD
-3509.31000000
-0.00552400816
N/A
DCO
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Cabot Oil & Gas Corp
Cabot Oil & Gas Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-43158.41000000
USD
-3509.31000000
N
N
N
ICE FUTURES EUROPE
549300UF4R84F48NCH34
FTSE 100 INDEX
000000000
-14.00000000
NC
-37198.99000000
-0.05855496509
N/A
DE
CORP
GB
N
1
ICE FUTURES EUROPE
549300UF4R84F48NCH34
Short
FINANCIAL TIMES STOCK EXCHANGE
FTSE 100 INDEX
2020-06-19
-976055.38000000
USD
-37198.99000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ROSS STORES INC
000000000
1.00000000
NC
USD
4370.03000000
0.006878868327
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Ross Stores Inc
Ross Stores Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
43677.94000000
USD
4370.03000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS KION GROUP AG
000000000
1.00000000
NC
582.52000000
0.000916945279
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
KION Group AG
KION Group AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
5313.51000000
EUR
582.52000000
N
N
N
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
ISHARES IBOXX HIGH YIELD CORPORATE BOND ETF
000000000
-80.00000000
NC
USD
-15560.00000000
-0.02449301061
N/A
DCR
CORP
US
N
2
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
Put
Written
iShares iBoxx High Yield Corporate Bond ETF
iShares iBoxx High Yield Corporate Bond ETF
100.00000000
78.00000000
USD
2020-06-19
XXXX
3991.40000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EQM MIDSTREAM PARTNERS LP
000000000
1.00000000
NC
USD
60844.53000000
0.095775431818
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
EQM Midstream Partners LP
EQM Midstream Partners LP
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
249892.65000000
USD
60844.53000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SG HOLDINGS CO LTD
000000000
1.00000000
NC
-2106.40000000
-0.00331568621
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
SG Holdings Co Ltd
SG Holdings Co Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-6104699.91732200
JPY
-2106.40000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SYNCHRONY FINANCIAL
000000000
1.00000000
NC
USD
-4057.89000000
-0.00638752846
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Synchrony Financial
Synchrony Financial
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-12543.05000000
USD
-4057.89000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS KRAFT HEINZ CO/THE
000000000
1.00000000
NC
USD
-3874.20000000
-0.00609838185
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Kraft Heinz Co/The
Kraft Heinz Co/The
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-47797.20000000
USD
-3874.20000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ABIOMED INC
000000000
1.00000000
NC
USD
-16501.92000000
-0.02597568777
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
ABIOMED Inc
ABIOMED Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-83120.34000000
USD
-16501.92000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GALP ENERGIA SGPS SA
000000000
1.00000000
NC
6275.29000000
0.009877939882
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Galp Energia SGPS SA
Galp Energia SGPS SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
52401.02000000
EUR
6275.29000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ROSS STORES INC
000000000
1.00000000
NC
USD
-3087.09000000
-0.00485939126
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Ross Stores Inc
Ross Stores Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
76173.60000000
USD
-3087.09000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MONDELEZ INTERNATIONAL INC
000000000
1.00000000
NC
USD
-1148.30000000
-0.00180754010
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Mondelez International Inc
Mondelez International Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
26855.00000000
USD
-1148.30000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FANCL CORP
000000000
1.00000000
NC
849.04000000
0.001336474661
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Fancl Corp
Fancl Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
4869699.95000000
JPY
849.04000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WALGREENS BOOTS ALLIANCE INC
000000000
1.00000000
NC
USD
190.47000000
0.000299819005
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Walgreens Boots Alliance Inc
Walgreens Boots Alliance Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-51737.04000000
USD
190.47000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS PENTAIR PLC
000000000
1.00000000
NC
USD
-3869.88000000
-0.00609158174
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Pentair PLC
Pentair PLC
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-32956.08000000
USD
-3869.88000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS CHARLES SCHWAB CORP/THE
000000000
1.00000000
NC
USD
-5441.99000000
-0.00856624157
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Charles Schwab Corp/The
Charles Schwab Corp/The
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-61989.96000000
USD
-5441.99000000
N
N
N
EURONEXT PARIS SA
969500HMVSZ0TCV65D58
CAC40 10 EURO
000000000
3.00000000
NC
6250.68000000
0.009839201258
N/A
DE
CORP
FR
N
1
EURONEXT PARIS SA
969500HMVSZ0TCV65D58
Long
EURONEXT
CAC 40
2020-05-15
143274.63000000
USD
6250.68000000
N
N
N
HONG KONG FUTURES EXCHANGE
N/A
HANG SENG INDEX
000000000
11.00000000
NC
39260.66000000
0.061800241780
N/A
DE
CORP
HK
N
1
HONG KONG FUTURES EXCHANGE
N/A
Long
HONG KONG STOCK EXCHANGE
HANG SENG INDEX
2020-05-28
1699402.87000000
USD
39260.66000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS EMERSON ELECTRIC CO
000000000
1.00000000
NC
USD
-21069.24000000
-0.03316511047
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Emerson Electric Co
Emerson Electric Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-110815.83000000
USD
-21069.24000000
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851505
375.00000000
NS
USD
37951.41000000
0.059739350125
Long
EP
CORP
US
N
2
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS DIASORIN SPA
000000000
1.00000000
NC
-971.69000000
-0.00152953814
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
DiaSorin SpA
DiaSorin SpA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
31946.88000000
EUR
-971.69000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS OPORTUN FINANCIAL CORP
000000000
1.00000000
NC
USD
1093.14000000
0.001720712700
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Cboe Global Markets Inc
Cboe Global Markets Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
13860.00000000
USD
1093.14000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS CAMPBELL SOUP CO
000000000
1.00000000
NC
USD
1699.32000000
0.002674901208
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Campbell Soup Co
Campbell Soup Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-161448.50000000
USD
1699.32000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
164.64000000
0.000259159978
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
15438.50000000
SEK
164.64000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS DOLLAR TREE INC
000000000
1.00000000
NC
USD
1610.15000000
0.002534538627
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Dollar Tree Inc
Dollar Tree Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
81760.23000000
USD
1610.15000000
N
N
N
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
USD/CAD FORWARD
000000000
1.00000000
NC
USD
-644.97000000
-0.00101524788
N/A
DFE
CORP
US
N
2
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
-87000.00000000
CAD
61859.38000000
USD
2020-05-29
-644.97000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS PACKAGING CORP OF AMERICA
000000000
1.00000000
NC
USD
15386.95000000
0.024220612446
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Packaging Corp of America
Packaging Corp of America
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
119085.60000000
USD
15386.95000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPDR S&P 500 ETF TRUST
000000000
1.00000000
NC
USD
-6328.27000000
-0.00996133575
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
SPDR S&P 500 ETF Trust
SPDR S&P 500 ETF Trust
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-138880.00000000
USD
-6328.27000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS AVERY DENNISON CORP
000000000
1.00000000
NC
USD
2229.27000000
0.003509096000
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Avery Dennison Corp
Avery Dennison Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
71141.70000000
USD
2229.27000000
N
N
N
STARS GROUP HOLDINGS BV
549300RNFXC8F8RT6R13
Stars Group Holdings BV
000000000
198123.41000000
PA
USD
196637.48000000
0.309527241952
Long
LON
CORP
CA
N
2
2025-07-10
Floating
4.95013000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS CALBEE INC
000000000
1.00000000
NC
-3444.10000000
-0.00542136104
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Calbee Inc
Calbee Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-7256500.00000000
JPY
-3444.10000000
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
000000000
315000.00000000
PA
USD
312917.85000000
0.492564281580
Long
LON
CORP
US
N
2
2027-04-01
Floating
0.00000000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS RENRUI HUMAN RESOURCES TECHNOLOGY HOLDINGS LTD
000000000
1.00000000
NC
-4411.56000000
-0.00694424073
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Renrui Human Resources Technol
Renrui Human Resources Technology Holdings Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
282100.00000000
HKD
-4411.56000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS CUMMINS INC
000000000
1.00000000
NC
USD
3628.23000000
0.005711200250
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Cummins Inc
Cummins Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
29382.92000000
USD
3628.23000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS E*TRADE FINANCIAL CORP
000000000
1.00000000
NC
USD
1588.96000000
0.002501183428
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
E*TRADE Financial Corp
E*TRADE Financial Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
39000.00000000
USD
1588.96000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS GLOBAL PAYMENTS INC
000000000
1.00000000
NC
USD
5461.95000000
0.008597660624
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Global Payments Inc
Global Payments Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
30549.26000000
USD
5461.95000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS INTEL CORP
000000000
1.00000000
NC
USD
-611.14000000
-0.00096199604
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Intel Corp
Intel Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-32731.72000000
USD
-611.14000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SEGRO PLC
000000000
1.00000000
NC
795.46000000
0.001252134333
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Segro PLC
Segro PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
24108.61000000
GBP
795.46000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS VESTAS WIND SYSTEMS A/S
000000000
1.00000000
NC
-669.73000000
-0.00105422262
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
2022-01-20
0.00000000
USD
0.00000000
USD
-263991.20000000
DKK
-669.73000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS CABOT OIL & GAS CORP
000000000
1.00000000
NC
USD
-1602.68000000
-0.00252278009
N/A
DCO
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Cabot Oil & Gas Corp
Cabot Oil & Gas Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-19710.14000000
USD
-1602.68000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CATERPILLAR INC
000000000
1.00000000
NC
USD
-2930.22000000
-0.00461246205
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-55765.00000000
USD
-2930.22000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS SAFRAN SA
000000000
1.00000000
NC
19262.56000000
0.030321213787
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Safran SA
Safran SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
127279.99709800
EUR
19262.56000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS ASCENDIS PHARMA A/S
000000000
1.00000000
NC
USD
873.15000000
0.001374426235
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
2022-01-20
0.00000000
USD
0.00000000
USD
12693.00000000
USD
873.15000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS FERGUSON PLC
000000000
1.00000000
NC
-6461.26000000
-0.01017067543
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Ferguson PLC
Ferguson PLC
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-39039.00198200
GBP
-6461.26000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMPHENOL CORP
000000000
1.00000000
NC
USD
3374.75000000
0.005312197144
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
23098.50000000
USD
3374.75000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS TE CONNECTIVITY LTD
000000000
1.00000000
NC
USD
-10135.87000000
-0.01595488248
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TE Connectivity Ltd
TE Connectivity Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-82482.00780000
USD
-10135.87000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
230.49000000
0.000362814525
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
21613.90000000
SEK
230.49000000
N
N
N
ADS WASTE HOLDINGS
549300ML1GEF4BKIM713
Advanced Disposal Services Inc
00100UAG7
590404.12000000
PA
USD
582368.72000000
0.916707149119
Long
LON
CORP
US
N
2
2023-11-10
Floating
3.00000000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SEABOARD CORP
000000000
1.00000000
NC
USD
19.62000000
0.000030883860
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Seaboard Corp
Seaboard Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
2990.00000000
USD
19.62000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS TELECOM ITALIA SPA/MILANO
000000000
1.00000000
NC
-1812.62000000
-0.00285324684
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Telecom Italia SpA/Milano
Telecom Italia SpA/Milano
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-70228.33777000
EUR
-1812.62000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS TAPESTRY INC
000000000
1.00000000
NC
USD
634.91000000
0.000999412427
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Tapestry Inc
Tapestry Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
20216.84000000
USD
634.91000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ASTRAZENECA PLC
000000000
1.00000000
NC
7155.36000000
0.011263258896
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
AstraZeneca PLC
AstraZeneca PLC
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
61376.90000000
GBP
7155.36000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WIX.COM LTD
000000000
1.00000000
NC
USD
16660.85000000
0.026225859633
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Wix.com Ltd
Wix.com Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
159853.50000000
USD
16660.85000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS NIKE INC
000000000
1.00000000
NC
USD
33.51000000
0.000052748122
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
NIKE Inc
NIKE Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
1360.64000000
USD
33.51000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS VONOVIA SE
000000000
1.00000000
NC
1634.49000000
0.002572852244
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Vonovia SE
Vonovia SE
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-159988.33000000
EUR
1634.49000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TRADEWEB MARKETS INC
000000000
1.00000000
NC
USD
392.87000000
0.000618417035
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Tradeweb Markets Inc
Tradeweb Markets Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
35892.72000000
USD
392.87000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DISCOVERY INC
000000000
1.00000000
NC
USD
-1066.07000000
-0.00167810178
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Discovery Inc
Discovery Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-21350.00000000
USD
-1066.07000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INCYTE CORP
000000000
1.00000000
NC
USD
2659.32000000
0.004186038109
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Incyte Corp
Incyte Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
36289.05000000
USD
2659.32000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LIVENT CORP
000000000
1.00000000
NC
USD
-1354.65000000
-0.00213235583
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Livent Corp
Livent Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-23440.00000000
USD
-1354.65000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ELDORADO RESORTS INC
000000000
1.00000000
NC
USD
-980.34000000
-0.00154315411
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Eldorado Resorts Inc
Eldorado Resorts Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-2878.20000000
USD
-980.34000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INCYTE CORP
000000000
1.00000000
NC
USD
386.57000000
0.000608500200
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Incyte Corp
Incyte Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
5275.10000000
USD
386.57000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PNC FINANCIAL SERVICES GROUP INC/THE
000000000
1.00000000
NC
USD
9298.61000000
0.014636950734
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PNC Financial Services Group I
PNC Financial Services Group Inc/The
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
56012.58000000
USD
9298.61000000
N
N
N
Informa PLC
5493006VM2LKUPSEDU20
Informa PLC
000000000
2660.00000000
NS
14693.40000000
0.023128894740
Long
EC
CORP
GB
N
2
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ROBERT HALF INTERNATIONAL INC
000000000
1.00000000
NC
USD
-4256.41000000
-0.00670001897
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Robert Half International Inc
Robert Half International Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-28826.00000000
USD
-4256.41000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS COGNEX CORP
000000000
1.00000000
NC
USD
4092.57000000
0.006442118280
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
23522.60000000
USD
4092.57000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EASTMAN CHEMICAL CO
000000000
1.00000000
NC
USD
-17200.20000000
-0.02707485097
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Eastman Chemical Co
Eastman Chemical Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-105248.00000000
USD
-17200.20000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ELDORADO RESORTS INC
000000000
1.00000000
NC
USD
-980.34000000
-0.00154315411
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Eldorado Resorts Inc
Eldorado Resorts Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-2878.20000000
USD
-980.34000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMERICAN ELECTRIC POWER CO INC
000000000
1.00000000
NC
USD
-162.42000000
-0.00025566547
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
American Electric Power Co Inc
American Electric Power Co Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
25083.00000000
USD
-162.42000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS CIE FINANCIERE RICHEMONT SA
000000000
1.00000000
NC
1575.78000000
0.002480436777
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Cie Financiere Richemont SA
Cie Financiere Richemont SA
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
63230.74000000
CHF
1575.78000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CABOT OIL & GAS CORP
000000000
1.00000000
NC
USD
-3506.06000000
-0.00551889233
N/A
DCO
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Cabot Oil & Gas Corp
Cabot Oil & Gas Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-43118.43000000
USD
-3506.06000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DERWENT LONDON PLC
000000000
1.00000000
NC
-1399.63000000
-0.00220315889
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Derwent London PLC
Derwent London PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
29520.00000000
GBP
-1399.63000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS SOFTBANK GROUP CORP
000000000
1.00000000
NC
USD
2898.71000000
0.004562862133
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
SoftBank Group Corp
SoftBank Group Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
39460.00000000
USD
2898.71000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS IRHYTHM TECHNOLOGIES INC
000000000
1.00000000
NC
USD
4214.02000000
0.006633292839
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
iRhythm Technologies Inc
iRhythm Technologies Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
22185.00000000
USD
4214.02000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS ADVANCED MICRO DEVICES INC
000000000
1.00000000
NC
USD
-7321.00000000
-0.01152399297
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Advanced Micro Devices Inc
Advanced Micro Devices Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
153092.16000000
USD
-7321.00000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
3371.08000000
0.005306420194
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
308070.07000000
SEK
3371.08000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SEVEN & I HOLDINGS CO LTD
000000000
1.00000000
NC
-3144.77000000
-0.00495018541
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Seven & i Holdings Co Ltd
Seven & i Holdings Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
10995000.00000000
JPY
-3144.77000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SOFTBANK CORP
000000000
1.00000000
NC
-3055.73000000
-0.00481002746
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Softbank Corp
Softbank Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-4192499.90000000
JPY
-3055.73000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS GARDNER DENVER HOLDINGS INC
000000000
1.00000000
NC
USD
1972.63000000
0.003105118735
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Gardner Denver Holdings Inc
Gardner Denver Holdings Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
10206.84000000
USD
1972.63000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS BANK OF AMERICA CORP
000000000
1.00000000
NC
USD
-3607.84000000
-0.00567910433
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
2022-01-20
0.00000000
USD
0.00000000
USD
-43159.55000000
USD
-3607.84000000
N
N
N
NIELSEN FINANCE LLC/CO
N/A
Nielsen Finance LLC / Nielsen Finance Co
65409QBB7
100000.00000000
PA
USD
98250.00000000
0.154655417277
Long
DBT
CORP
US
N
2
2022-04-15
Fixed
5.00000000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS TOYOTA MOTOR CORP
000000000
1.00000000
NC
-553.38000000
-0.00087107597
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Toyota Motor Corp
Toyota Motor Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-8085599.96000000
JPY
-553.38000000
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
BRL/USD FORWARD
000000000
1.00000000
NC
USD
677.03000000
0.001065713558
N/A
DFE
CORP
US
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
-1803000.00000000
BRL
331312.02000000
USD
2020-06-02
677.03000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CAMDEN PROPERTY TRUST
000000000
1.00000000
NC
USD
1636.66000000
0.002576268043
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Camden Property Trust
Camden Property Trust
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
51180.00000000
USD
1636.66000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NATIONAL INSTRUMENTS CORP
000000000
1.00000000
NC
USD
959.95000000
0.001511058196
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
National Instruments Corp
National Instruments Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
25931.78000000
USD
959.95000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SAMSUNG ELECTRONICS CO LTD
000000000
1.00000000
NC
USD
610.02000000
0.000960233054
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Samsung Electronics Co Ltd
Samsung Electronics Co Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
32200.15000000
USD
610.02000000
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co
233331842
1266.00000000
NS
USD
53204.86000000
0.083749820096
Long
EP
CORP
US
N
2
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS FORTUNE BRANDS HOME & SECURITY INC
000000000
1.00000000
NC
USD
-7538.02000000
-0.01186560436
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Fortune Brands Home & Security
Fortune Brands Home & Security Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-67204.83000000
USD
-7538.02000000
N
N
N
T ROWE PRICE DYNAMIC CREDIT FU
549300WMBCO7MBYMNE44
T Rowe Price Dynamic Credit Fu
77956H161
930561.95100000
NS
USD
8356446.32000000
13.15389000077
Long
EC
RF
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GENERAL MOTORS CO
000000000
1.00000000
NC
USD
-2655.22000000
-0.00417958429
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
General Motors Co
General Motors Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-92011.68000000
USD
-2655.22000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BECTON DICKINSON AND CO
000000000
1.00000000
NC
USD
-14.25000000
-0.00002243093
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Becton Dickinson and Co
Becton Dickinson and Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
28788.42000000
USD
-14.25000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CAMDEN PROPERTY TRUST
000000000
1.00000000
NC
USD
818.33000000
0.001288134021
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Camden Property Trust
Camden Property Trust
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
25590.00000000
USD
818.33000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PROCTER & GAMBLE CO/THE
000000000
1.00000000
NC
USD
-654.82000000
-0.00103075277
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Procter & Gamble Co/The
Procter & Gamble Co/The
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
30305.00000000
USD
-654.82000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS TOYOTA MOTOR CORP
000000000
1.00000000
NC
-1936.83000000
-0.00304876592
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Toyota Motor Corp
Toyota Motor Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-28299600.12000000
JPY
-1936.83000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AT&T INC
000000000
1.00000000
NC
USD
-3036.63000000
-0.00477996213
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
AT&T Inc
AT&T Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-102306.00000000
USD
-3036.63000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS VIASAT INC
000000000
1.00000000
NC
USD
-603.77000000
-0.00095039492
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
ViaSat Inc
ViaSat Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-12114.00000000
USD
-603.77000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ERO COPPER CORP
000000000
1.00000000
NC
4460.86000000
0.007021843915
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
ERO Copper Corp
ERO Copper Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
25620.00000000
CAD
4460.86000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BIOGEN INC
000000000
1.00000000
NC
USD
-5237.03000000
-0.00824361384
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Biogen Inc
Biogen Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
56560.62000000
USD
-5237.03000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FIVE9 INC
000000000
1.00000000
NC
USD
3323.72000000
0.005231870773
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Five9 Inc
Five9 Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
42990.00000000
USD
3323.72000000
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
313586760
6000.00000000
NS
USD
33900.00000000
0.053362021839
Long
EP
USGSE
US
N
1
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS UMICORE SA
000000000
1.00000000
NC
5548.12000000
0.008733300902
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Umicore SA
Umicore SA
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
47864.52000000
EUR
5548.12000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS EUTELSAT COMMUNICATIONS SA
000000000
1.00000000
NC
126.16000000
0.000198588574
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Eutelsat Communications SA
Eutelsat Communications SA
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
3868.22000000
EUR
126.16000000
N
N
N
TRANSCANADA TRUST
N/A
Transcanada Trust
89356BAB4
175000.00000000
PA
USD
166031.25000000
0.261349946563
Long
DBT
CORP
CA
N
2
2076-08-15
Fixed
5.87500000
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WALT DISNEY CO/THE
000000000
1.00000000
NC
USD
2505.28000000
0.003943563600
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
51557.25000000
USD
2505.28000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS GARDNER DENVER HOLDINGS INC
000000000
1.00000000
NC
USD
1972.63000000
0.003105118735
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Gardner Denver Holdings Inc
Gardner Denver Holdings Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
10206.84000000
USD
1972.63000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS RESMED INC
000000000
1.00000000
NC
USD
2892.86000000
0.004553653643
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
ResMed Inc
ResMed Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-94820.64000000
USD
2892.86000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/BRL FORWARD
000000000
1.00000000
NC
USD
73000.21000000
0.114909699123
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-4615000.00000000
BRL
921304.80000000
USD
2020-05-05
73000.21000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS HERSHEY CO
000000000
1.00000000
NC
USD
8309.93000000
0.013080668617
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Hershey Co/The
Hershey Co/The
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-116219.00213300
USD
8309.93000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS DIASORIN SPA
000000000
1.00000000
NC
1809.27000000
0.002847973606
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
DiaSorin SpA
DiaSorin SpA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
44940.00000000
EUR
1809.27000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VIASAT INC
000000000
1.00000000
NC
USD
-1277.13000000
-0.00201033153
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-45358.17000000
USD
-1277.13000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS YAMATO HOLDINGS CO LTD
000000000
1.00000000
NC
1426.05000000
0.002244746644
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Yamato Holdings Co Ltd
Yamato Holdings Co Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-4364799.96000000
JPY
1426.05000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CHARLES SCHWAB CORP/THE
000000000
1.00000000
NC
USD
-10878.48000000
-0.01712382558
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Charles Schwab Corp/The
Charles Schwab Corp/The
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-123979.92000000
USD
-10878.48000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SYSMEX CORP
000000000
1.00000000
NC
2408.60000000
0.003791379522
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Sysmex Corp
Sysmex Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-3264000.01857100
JPY
2408.60000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMEREN CORP
000000000
1.00000000
NC
USD
-638.31000000
-0.00100476437
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Ameren Corp
Ameren Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
17289.50000000
USD
-638.31000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CELANESE CORP
000000000
1.00000000
NC
USD
28155.04000000
0.044318874907
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Celanese Corp
Celanese Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
249823.14000000
USD
28155.04000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS HEWLETT PACKARD ENTERPRISE CO
000000000
1.00000000
NC
USD
-2420.21000000
-0.00380965483
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Hewlett Packard Enterprise Co
Hewlett Packard Enterprise Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-42840.00000000
USD
-2420.21000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS AJINOMOTO CO INC
000000000
1.00000000
NC
-812.79000000
-0.00127941350
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Ajinomoto Co Inc
Ajinomoto Co Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-6676249.93919400
JPY
-812.79000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MAGAZINE LUIZA SA
000000000
1.00000000
NC
USD
2084.03000000
0.003280473580
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Magazine Luiza SA
Magazine Luiza SA
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
20075.73000000
USD
2084.03000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ECHOSTAR CORP
000000000
1.00000000
NC
USD
-4306.57000000
-0.00677897588
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
EchoStar Corp
EchoStar Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-58780.00000000
USD
-4306.57000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS CANON INC
000000000
1.00000000
NC
-209.70000000
-0.00033008896
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Canon Inc
Canon Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-4090500.00000000
JPY
-209.70000000
N
N
N
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-5776.55000000
-0.00909287278
N/A
DFE
CORP
US
N
2
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
-501000.00000000
EUR
543550.59000000
USD
2020-05-29
-5776.55000000
N
N
N
AVON INTERNATIONAL CAPIT
N/A
Avon International Capital PLC
05409AAA1
250000.00000000
PA
USD
233750.00000000
0.367946094540
Long
DBT
CORP
GB
N
2
2022-08-15
Fixed
6.50000000
N
N
N
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS TOKYO TATEMONO CO LTD
000000000
1.00000000
NC
4965.56000000
0.007816292659
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Tokyo Tatemono Co Ltd
Tokyo Tatemono Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
4628399.98000000
JPY
4965.56000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SEGRO PLC
000000000
1.00000000
NC
627.83000000
0.000988267792
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Segro PLC
Segro PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
25239.49000000
GBP
627.83000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GLOBAL PAYMENTS INC
000000000
1.00000000
NC
USD
5487.13000000
0.008637296486
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Global Payments Inc
Global Payments Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
30690.04000000
USD
5487.13000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS KIMBERLY-CLARK CORP
000000000
1.00000000
NC
USD
1343.42000000
0.002114678683
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Kimberly-Clark Corp
Kimberly-Clark Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
251385.42090600
USD
1343.42000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GENERAL MOTORS CO
000000000
1.00000000
NC
USD
-1062.59000000
-0.00167262391
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
General Motors Co
General Motors Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-36822.00000000
USD
-1062.59000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TRADEWEB MARKETS INC
000000000
1.00000000
NC
USD
61.53000000
0.000096854430
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Tradeweb Markets Inc
Tradeweb Markets Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
5621.13000000
USD
61.53000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS RESMED INC
000000000
1.00000000
NC
USD
3352.20000000
0.005276701168
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
ResMed Inc
ResMed Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-109876.62000000
USD
3352.20000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS AMERICAN EXPRESS CO
000000000
1.00000000
NC
USD
-3740.43000000
-0.00588781437
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
American Express Co
American Express Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-39800.25000000
USD
-3740.43000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS HANNOVER RUECK SE
000000000
1.00000000
NC
-12819.30000000
-0.02017887217
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Hannover Rueck SE
Hannover Rueck SE
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-122932.50000000
EUR
-12819.30000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS GARDNER DENVER HOLDINGS INC
000000000
1.00000000
NC
USD
9415.88000000
0.014821545551
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Gardner Denver Holdings Inc
Gardner Denver Holdings Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
48720.00000000
USD
9415.88000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SUZUKI MOTOR CORP
000000000
1.00000000
NC
431.34000000
0.000678972699
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Suzuki Motor Corp
Suzuki Motor Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
303900.00222200
JPY
431.34000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EASTMAN CHEMICAL CO
000000000
1.00000000
NC
USD
-9449.91000000
-0.01487511220
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Eastman Chemical Co
Eastman Chemical Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-57824.00000000
USD
-9449.91000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS KION GROUP AG
000000000
1.00000000
NC
3179.03000000
0.005004114108
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
KION Group AG
KION Group AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
28997.76000000
EUR
3179.03000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PACCAR INC
000000000
1.00000000
NC
USD
7096.97000000
0.011171347142
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PACCAR Inc
PACCAR Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
121541.42000000
USD
7096.97000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS UNITED PARCEL SERVICE INC
000000000
1.00000000
NC
USD
-6312.93000000
-0.00993718904
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
2022-01-20
0.00000000
USD
0.00000000
USD
118704.96000000
USD
-6312.93000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS QIAGEN NV
000000000
1.00000000
NC
USD
4620.39000000
0.007272960238
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
QIAGEN NV
QIAGEN NV
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
120390.00000000
USD
4620.39000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS EXXON MOBIL CORP
000000000
1.00000000
NC
USD
-4780.06000000
-0.00752429693
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Exxon Mobil Corp
Exxon Mobil Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-32343.52000000
USD
-4780.06000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ADVANCED DISPOSAL SERVICES INC
000000000
1.00000000
NC
USD
-709.38000000
-0.00111663572
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Advanced Disposal Services Inc
Advanced Disposal Services Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-112140.00000000
USD
-709.38000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MAGAZINE LUIZA SA
000000000
1.00000000
NC
USD
2257.70000000
0.003553847690
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Magazine Luiza SA
Magazine Luiza SA
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
21748.71000000
USD
2257.70000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS QUALCOMM INC
000000000
1.00000000
NC
USD
1055.60000000
0.001661620951
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
QUALCOMM Inc
QUALCOMM Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
30396.00000000
USD
1055.60000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS INTUIT INC
000000000
1.00000000
NC
USD
7298.19000000
0.011488087733
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Intuit Inc
Intuit Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
103807.52000000
USD
7298.19000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS ADYEN NV
000000000
1.00000000
NC
5567.50000000
0.008763806979
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Adyen NV
Adyen NV
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
30968.00000000
EUR
5567.50000000
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY
816851406
1200.00000000
NS
USD
123417.00000000
0.194270815614
Long
EP
CORP
US
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BECTON DICKINSON AND CO
000000000
1.00000000
NC
USD
-14.25000000
-0.00002243093
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Becton Dickinson and Co
Becton Dickinson and Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
28788.42000000
USD
-14.25000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS GARDNER DENVER HOLDINGS INC
000000000
1.00000000
NC
USD
4707.94000000
0.007410772775
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Gardner Denver Holdings Inc
Gardner Denver Holdings Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
24360.00000000
USD
4707.94000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
BRL/USD FORWARD
000000000
1.00000000
NC
USD
20328.89000000
0.031999724842
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-827975.70000000
USD
4615000.00000000
BRL
2020-05-05
20328.89000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INFINEON TECHNOLOGIES AG
000000000
1.00000000
NC
2383.75000000
0.003752263113
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Infineon Technologies AG
Infineon Technologies AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
20198.64000000
EUR
2383.75000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS CF INDUSTRIES HOLDINGS INC
000000000
1.00000000
NC
USD
-935.04000000
-0.00147184734
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
CF Industries Holdings Inc
CF Industries Holdings Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
41477.00000000
USD
-935.04000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMPHENOL CORP
000000000
1.00000000
NC
USD
3140.08000000
0.004942802877
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Amphenol Corp
Amphenol Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
32148.00000000
USD
3140.08000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS LONDON STOCK EXCHANGE GROUP PLC
000000000
1.00000000
NC
13895.31000000
0.021872620521
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
London Stock Exchange Group PL
London Stock Exchange Group PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
177094.48455900
GBP
13895.31000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS FRESNILLO PLC
000000000
1.00000000
NC
774.31000000
0.001218842098
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Fresnillo PLC
Fresnillo PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
27066.62000000
GBP
774.31000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NATIONAL INSTRUMENTS CORP
000000000
1.00000000
NC
USD
3484.85000000
0.005485505658
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
National Instruments Corp
National Instruments Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
59878.50000000
USD
3484.85000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERNATIONAL FLAVORS & FRAGRANCES INC
000000000
1.00000000
NC
USD
3832.91000000
0.006033387230
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
IFF
International Flavors & Fragrances Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
33101.16000000
USD
3832.91000000
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
TRS COGNIZANT TECHNOLOGY SOLUTIONS CORP
000000000
1.00000000
NC
USD
9731.58000000
0.015318489218
N/A
DE
CORP
US
N
2
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Cognizant Technology Solutions
Cognizant Technology Solutions Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
83519.52000000
USD
9731.58000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ELANCO ANIMAL HEALTH INC
000000000
1.00000000
NC
USD
879.50000000
0.001384421776
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Elanco Animal Health Inc
Elanco Animal Health Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
10383.12000000
USD
879.50000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS MITSUI FUDOSAN CO LTD
000000000
1.00000000
NC
8388.97000000
0.013205085556
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Mitsui Fudosan Co Ltd
Mitsui Fudosan Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
9187500.00000000
JPY
8388.97000000
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
228227BE3
335000.00000000
PA
USD
357253.72000000
0.562353416188
Long
DBT
CORP
US
N
2
2022-04-15
Fixed
4.87500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HEWLETT PACKARD ENTERPRISE CO
000000000
1.00000000
NC
USD
-1129.88000000
-0.00177854516
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-19992.00000000
USD
-1129.88000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MARTIN MARIETTA MATERIALS INC
000000000
1.00000000
NC
USD
1815.67000000
0.002858047852
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Martin Marietta Materials Inc
Martin Marietta Materials Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-88920.70000000
USD
1815.67000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPDR S&P 500 ETF TRUST
000000000
1.00000000
NC
USD
-6328.27000000
-0.00996133575
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
SPDR S&P 500 ETF Trust
SPDR S&P 500 ETF Trust
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-138880.00000000
USD
-6328.27000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS ADYEN NV
000000000
1.00000000
NC
5428.32000000
0.008544723610
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Adyen NV
Adyen NV
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
30193.80000000
EUR
5428.32000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMEREN CORP
000000000
1.00000000
NC
USD
-836.21000000
-0.00131627894
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Ameren Corp
Ameren Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
22650.00000000
USD
-836.21000000
N
N
N
PG&E CORP
1HNPXZSMMB7HMBMVBS46
Pacific Gas & Electric Co
69431EBK8
485000.00000000
PA
USD
480150.00000000
0.755804565962
Long
LON
CORP
US
N
2
2020-12-31
Floating
3.08000000
N
N
N
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS CUMMINS INC
000000000
1.00000000
NC
USD
12267.72000000
0.019310629573
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Cummins Inc
Cummins Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
99349.18000000
USD
12267.72000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMEREN CORP
000000000
1.00000000
NC
USD
-13.94000000
-0.00002194296
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Ameren Corp
Ameren Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
377.50000000
USD
-13.94000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TERRENO REALTY CORP
000000000
1.00000000
NC
USD
2281.29000000
0.003590980731
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Terreno Realty Corp
Terreno Realty Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
57992.00000000
USD
2281.29000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AVAYA HOLDINGS CORP
000000000
1.00000000
NC
USD
-6402.43000000
-0.01007807107
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Avaya Holdings Corp
Avaya Holdings Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-46269.00000000
USD
-6402.43000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS UNITE GROUP PLC/THE
000000000
1.00000000
NC
10778.04000000
0.016965722886
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
UNITE Group PLC/The
UNITE Group PLC/The
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
67268.20000000
GBP
10778.04000000
N
N
N
J.P. MORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
TRS TWITTER INC
000000000
1.00000000
NC
USD
-3486.66000000
-0.00548835478
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
Twitter Inc
Twitter Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-82337.43000000
USD
-3486.66000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS CUMMINS INC
000000000
1.00000000
NC
USD
15644.48000000
0.024625990661
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Cummins Inc
Cummins Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
126695.66000000
USD
15644.48000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS CITIZENS FINANCIAL GROUP INC
000000000
1.00000000
NC
USD
-23991.86000000
-0.03776560935
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
2022-01-20
0.00000000
USD
0.00000000
USD
-106221.85560000
USD
-23991.86000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
155.23000000
0.000244347688
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
14556.30000000
SEK
155.23000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WAYFAIR INC
000000000
1.00000000
NC
USD
8261.03000000
0.013003695081
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Wayfair Inc
Wayfair Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
28946.07000000
USD
8261.03000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GEBERIT AG
000000000
1.00000000
NC
-3668.81000000
-0.00577507726
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Geberit AG
Geberit AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-43687.20000000
CHF
-3668.81000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS NORTHERN TRUST CORP
000000000
1.00000000
NC
USD
-70.00000000
-0.00011018706
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Northern Trust Corp
Northern Trust Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-21615.86000000
USD
-70.00000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
S&P500 EMINI
000000000
-29.00000000
NC
USD
-590691.42000000
-0.92980791900
N/A
DE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Short
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POORS'S 500
2020-06-19
-3617788.59000000
USD
-590691.42000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPDR S&P 500 ETF TRUST
000000000
1.00000000
NC
USD
-6328.27000000
-0.00996133575
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
SPDR S&P 500 ETF Trust
SPDR S&P 500 ETF Trust
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-138880.00000000
USD
-6328.27000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS INTERNATIONAL PAPER CO
000000000
1.00000000
NC
USD
10006.28000000
0.015750894746
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
International Paper Co
International Paper Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
130793.40000000
USD
10006.28000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GOLDMAN SACHS GROUP INC/THE
000000000
1.00000000
NC
USD
258.04000000
0.000406181006
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
18445.82000000
USD
258.04000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS NVIDIA CORP
000000000
1.00000000
NC
USD
564.42000000
0.000888454052
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
NVIDIA Corp
NVIDIA Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
14042.00000000
USD
564.42000000
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250N477
2793.00000000
NS
USD
65663.43000000
0.103360866834
Long
EP
CORP
CA
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS COLGATE-PALMOLIVE CO
000000000
1.00000000
NC
USD
-790.39000000
-0.00124415364
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Colgate-Palmolive Co
Colgate-Palmolive Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
29060.00000000
USD
-790.39000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPROTT PHYSICAL SILVER TRUST
000000000
1.00000000
NC
USD
-1114.36000000
-0.00175411512
N/A
DCO
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Sprott Physical Gold and Silver Trust
Sprott Physical Gold and Silver Trust
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
29000.00000000
USD
-1114.36000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS GARDNER DENVER HOLDINGS INC
000000000
1.00000000
NC
USD
3469.75000000
0.005461736733
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Gardner Denver Holdings Inc
Gardner Denver Holdings Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
17953.32000000
USD
3469.75000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS KELLOGG CO
000000000
1.00000000
NC
USD
-3376.09000000
-0.00531430643
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Kellogg Co
Kellogg Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-83723.50000000
USD
-3376.09000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS AMERISOURCEBERGEN CORP
000000000
1.00000000
NC
USD
-1215.22000000
-0.00191287894
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
AmerisourceBergen Corp
AmerisourceBergen Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-81705.25000000
USD
-1215.22000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ERO COPPER CORP
000000000
1.00000000
NC
5529.86000000
0.008704557819
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
ERO Copper Corp
ERO Copper Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
32095.75000000
CAD
5529.86000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS CH ROBINSON WORLDWIDE INC
000000000
1.00000000
NC
USD
58.96000000
0.000092808991
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
2022-01-20
0.00000000
USD
0.00000000
USD
-126521.28210500
USD
58.96000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS ENCORE CAPITAL GROUP INC
000000000
1.00000000
NC
USD
389.40000000
0.000612954905
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Encore Capital Group Inc
Encore Capital Group Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
17787.00000000
USD
389.40000000
N
N
N
CHARTER NEX US INC
549300KRNU8RNVGYXG75
Charter NEX US Inc
16125TAD4
34082.77000000
PA
USD
32549.05000000
0.051235490175
Long
LON
CORP
US
N
2
2024-05-16
Floating
3.90363000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS SWISS RE AG
000000000
1.00000000
NC
14110.53000000
0.022211398525
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Swiss Re AG
Swiss Re AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-184236.48400000
CHF
14110.53000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS CONTINENTAL AG
000000000
1.00000000
NC
7448.05000000
0.011723982500
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Continental AG
Continental AG
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
57665.10000000
EUR
7448.05000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS WARTSILA OYJ ABP
000000000
1.00000000
NC
767.36000000
0.001207902096
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Wartsila OYJ Abp
Wartsila OYJ Abp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
66399.71253400
EUR
767.36000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPDR S&P 500 ETF TRUST
000000000
1.00000000
NC
USD
-3796.96000000
-0.00597679830
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
SPDR S&P 500 ETF Trust
SPDR S&P 500 ETF Trust
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-83328.00000000
USD
-3796.96000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
NZD/USD FORWARD
000000000
1.00000000
NC
USD
-2918.43000000
-0.00459390340
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-227000.00000000
NZD
136309.55000000
USD
2020-05-29
-2918.43000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FISERV INC
000000000
1.00000000
NC
USD
3744.69000000
0.005894520046
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
37464.00000000
USD
3744.69000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VANECK VECTORS SEMICONDUCTOR ETF
000000000
1.00000000
NC
USD
-9063.78000000
-0.01426730461
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
VANECK VECTORS SEMICONDUCTOR ETF
VANECK VECTORS SEMICONDUCTOR ETF
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-184802.50000000
USD
-9063.78000000
N
N
N
T. ROWE PRICE GOVERNMENT RESERVE FUND
5493007QR86JJLYO6D96
T. ROWE PRICE GOVERNMENT RESERVE FUND
000000000
3533403.15000000
NS
USD
3533403.15000000
5.561933217026
Long
STIV
RF
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ELDORADO RESORTS INC
000000000
1.00000000
NC
USD
-735.26000000
-0.00115737345
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Eldorado Resorts Inc
Eldorado Resorts Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-2158.65000000
USD
-735.26000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPDR S&P 500 ETF TRUST
000000000
1.00000000
NC
USD
-42355.92000000
-0.06667249345
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
SPDR S&P 500 ETF Trust
SPDR S&P 500 ETF Trust
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-1148598.60000000
USD
-42355.92000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTUITIVE SURGICAL INC
000000000
1.00000000
NC
USD
-1053.86000000
-0.00165888201
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Intuitive Surgical Inc
Intuitive Surgical Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
52141.86000000
USD
-1053.86000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS ASOS PLC
000000000
1.00000000
NC
2466.80000000
0.003882992196
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
ASOS PLC
ASOS PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
36336.00000000
GBP
2466.80000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS TOKYO TATEMONO CO LTD
000000000
1.00000000
NC
6146.66000000
0.009675463279
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Tokyo Tatemono Co Ltd
Tokyo Tatemono Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
5730400.00000000
JPY
6146.66000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ELANCO ANIMAL HEALTH INC
000000000
1.00000000
NC
USD
1762.86000000
0.002774919581
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Elanco Animal Health Inc
Elanco Animal Health Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
20811.78000000
USD
1762.86000000
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
S&P 500 INDEX
000000000
-3.00000000
NC
USD
-5040.00000000
-0.00793346873
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
1800.00000000
USD
2020-09-18
XXXX
4841.00000000
N
N
N
SENTINEL ENERGY
N/A
SENTINEL ENERGY
000000000
28029.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS E*TRADE FINANCIAL CORP
000000000
1.00000000
NC
USD
3177.91000000
0.005002351115
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
E*TRADE Financial Corp
E*TRADE Financial Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
78000.00000000
USD
3177.91000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS FORTIVE CORP
000000000
1.00000000
NC
USD
3174.70000000
0.004997298251
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Fortive Corp
Fortive Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
28170.10000000
USD
3174.70000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS SOFTBANK GROUP CORP
000000000
1.00000000
NC
USD
5797.42000000
0.009125724267
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
SoftBank Group Corp
SoftBank Group Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
78920.00000000
USD
5797.42000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS VESTAS WIND SYSTEMS A/S
000000000
1.00000000
NC
-1169.83000000
-0.00184143050
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
2022-01-20
0.00000000
USD
0.00000000
USD
-461120.00000000
DKK
-1169.83000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
89.38000000
0.000140693141
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
8380.90000000
SEK
89.38000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS MORGAN STANLEY
000000000
1.00000000
NC
USD
-1433.34000000
-0.00225622184
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Morgan Stanley
Morgan Stanley
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-40089.60000000
USD
-1433.34000000
N
N
N
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
INR/USD FORWARD
000000000
1.00000000
NC
USD
5635.80000000
0.008871318073
N/A
DFE
CORP
US
N
2
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
-200700.70000000
USD
15614514.51000000
INR
2020-05-29
5635.80000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS BOLIDEN AB
000000000
1.00000000
NC
4219.18000000
0.006641415200
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Boliden AB
Boliden AB
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
680575.00000000
SEK
4219.18000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PNC FINANCIAL SERVICES GROUP INC/THE
000000000
1.00000000
NC
USD
2069.76000000
0.003258011159
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PNC Financial Services Group I
PNC Financial Services Group Inc/The
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
30888.57000000
USD
2069.76000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TERADYNE INC
000000000
1.00000000
NC
USD
7532.09000000
0.011856269943
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Teradyne Inc
Teradyne Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-123231.09000000
USD
7532.09000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ESSEX PROPERTY TRUST INC
000000000
1.00000000
NC
USD
-2514.90000000
-0.00395870645
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
55713.65000000
USD
-2514.90000000
N
N
N
ICE FUTURES EUROPE
549300UF4R84F48NCH34
LONG GILT
000000000
7.00000000
NC
26014.35000000
0.040949212767
N/A
DIR
CORP
GB
N
1
ICE FUTURES EUROPE
549300UF4R84F48NCH34
Long
UK TSY 4 3/4% 2030
United Kingdom Gilt
2020-06-26
1198794.49000000
USD
26014.35000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS SARTORIUS STEDIM BIOTECH
000000000
1.00000000
NC
6444.69000000
0.010144592581
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Sartorius Stedim Biotech
Sartorius Stedim Biotech
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
59820.00000000
EUR
6444.69000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS AMC NETWORKS INC
000000000
1.00000000
NC
USD
-298.30000000
-0.00046955431
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
AMC Networks Inc
AMC Networks Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-9240.00000000
USD
-298.30000000
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
TRS COGNIZANT TECHNOLOGY SOLUTIONS CORP
000000000
1.00000000
NC
USD
3643.29000000
0.005734906210
N/A
DE
CORP
US
N
2
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Cognizant Technology Solutions
Cognizant Technology Solutions Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
31267.88000000
USD
3643.29000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DEUTSCHE TELEKOM AG
000000000
1.00000000
NC
-10351.61000000
-0.01629447902
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Deutsche Telekom AG
Deutsche Telekom AG
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-101559.96080000
EUR
-10351.61000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS BT GROUP PLC
000000000
1.00000000
NC
-1436.47000000
-0.00226114877
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
BT Group PLC
BT Group PLC
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
51387.31487500
GBP
-1436.47000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VISA INC
000000000
1.00000000
NC
USD
2535.57000000
0.003991243118
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Visa Inc
Visa Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
33192.00000000
USD
2535.57000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS STANDARD LIFE ABERDEEN PLC
000000000
1.00000000
NC
-7987.63000000
-0.01257333588
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Standard Life Aberdeen PLC
Standard Life Aberdeen PLC
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-42752.76000000
GBP
-7987.63000000
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
000000000
400000.00000000
PA
USD
396000.00000000
0.623343971927
Long
DBT
CORP
GB
N
2
N/A
Fixed
7.87500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TD AMERITRADE HOLDING CORP
000000000
1.00000000
NC
USD
11227.43000000
0.017673108107
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TD Ameritrade Holding Corp
TD Ameritrade Holding Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
118305.00000000
USD
11227.43000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SEMPRA ENERGY
000000000
1.00000000
NC
USD
2056.09000000
0.003236493200
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Sempra Energy
Sempra Energy
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
109845.04000000
USD
2056.09000000
N
N
N
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
MSCI EMERGING MARKETS
000000000
-24.00000000
NC
USD
-99124.04000000
-0.15603124446
N/A
DE
CORP
US
N
1
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
Short
MSCI
MSCI EMERGING MARKETS INDEX
2020-06-19
-987955.97000000
USD
-99124.04000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS VULCAN MATERIALS CO
000000000
1.00000000
NC
USD
-1337.78000000
-0.00210580075
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Vulcan Materials Co
Vulcan Materials Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-53216.94000000
USD
-1337.78000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INCYTE CORP
000000000
1.00000000
NC
USD
1033.07000000
0.001626156457
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Incyte Corp
Incyte Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
14097.25000000
USD
1033.07000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ORIX CORP
000000000
1.00000000
NC
3251.48000000
0.005118157721
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
ORIX Corp
ORIX Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
4954000.20000000
JPY
3251.48000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS TEMENOS AG
000000000
1.00000000
NC
6588.43000000
0.010370853850
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Temenos AG
Temenos AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
56952.00000000
CHF
6588.43000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS DTE ENERGY CO
000000000
1.00000000
NC
USD
1104.11000000
0.001737980587
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
DTE Energy Co
DTE Energy Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-107210.40000000
USD
1104.11000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS JOHNSON CONTROLS INTERNATIONAL PLC
000000000
1.00000000
NC
USD
-20.48000000
-0.00003223758
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Johnson Controls International
Johnson Controls International plc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
135227.70000000
USD
-20.48000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS VESTAS WIND SYSTEMS A/S
000000000
1.00000000
NC
-876.25000000
-0.00137930594
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Vestas Wind Systems A/S
Vestas Wind Systems A/S
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-345840.00000000
DKK
-876.25000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DEUTSCHE POST AG
000000000
1.00000000
NC
-2251.86000000
-0.00354465494
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Deutsche Post AG
Deutsche Post AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-28634.20000000
EUR
-2251.86000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VIACOMCBS INC
000000000
1.00000000
NC
USD
-9917.53000000
-0.01561119328
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
ViacomCBS Inc
ViacomCBS Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-69477.02000000
USD
-9917.53000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HP INC
000000000
1.00000000
NC
USD
-3647.33000000
-0.00574126557
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
HP Inc
HP Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-108000.00000000
USD
-3647.33000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS INTERCONTINENTAL HOTELS GROUP PLC
000000000
1.00000000
NC
1254.29000000
0.001974379067
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
InterContinental Hotels Group
InterContinental Hotels Group PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
26313.77000000
GBP
1254.29000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DEUTSCHE BOERSE AG
000000000
1.00000000
NC
-5416.72000000
-0.00852646403
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Deutsche Boerse AG
Deutsche Boerse AG
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-83254.69780000
EUR
-5416.72000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BECTON DICKINSON AND CO
000000000
1.00000000
NC
USD
-28.51000000
-0.00004487761
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Becton Dickinson and Co
Becton Dickinson and Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
57576.84000000
USD
-28.51000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS JOHNSON CONTROLS INTERNATIONAL PLC
000000000
1.00000000
NC
USD
-11.09000000
-0.00001745677
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Johnson Controls International
Johnson Controls International plc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
73244.70081900
USD
-11.09000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS KLA CORP
000000000
1.00000000
NC
USD
-2244.25000000
-0.00353267603
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
KLA Corp
KLA Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-31716.54000000
USD
-2244.25000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KLA CORP
000000000
1.00000000
NC
USD
-3857.26000000
-0.00607171658
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
KLA Corp
KLA Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-54546.32000000
USD
-3857.26000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INVESCO QQQ TRUST SERIES 1
000000000
1.00000000
NC
USD
-15731.78000000
-0.02476340967
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Invesco QQQ Trust Series 1
Invesco QQQ Trust Series 1
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-367341.45000000
USD
-15731.78000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS COGNEX CORP
000000000
1.00000000
NC
USD
13113.95000000
0.020642681011
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Cognex Corp
Cognex Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
58669.00000000
USD
13113.95000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PTC THERAPEUTICS INC
000000000
1.00000000
NC
USD
-2755.57000000
-0.00433754532
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PTC Therapeutics Inc
PTC Therapeutics Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-30335.50000000
USD
-2755.57000000
N
N
N
SHIMAO PROPERTY HLDGS
254900WTJ6B5CU69ZD26
Shimao Property Holdings Ltd
000000000
400000.00000000
PA
USD
414500.00000000
0.652464839302
Long
DBT
CORP
HK
N
2
2024-02-21
Fixed
6.12500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ADVANCED DISPOSAL SERVICES INC
000000000
1.00000000
NC
USD
-709.38000000
-0.00111663572
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Advanced Disposal Services Inc
Advanced Disposal Services Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-112140.00000000
USD
-709.38000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS BANK OF AMERICA CORP
000000000
1.00000000
NC
USD
-83.47000000
-0.00013139020
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
2022-01-20
0.00000000
USD
0.00000000
USD
-998.55000000
USD
-83.47000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERNATIONAL BUSINESS MACHINES CORP
000000000
1.00000000
NC
USD
-2052.87000000
-0.00323142459
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
IBM
International Business Machines Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-35607.00000000
USD
-2052.87000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMEREN CORP
000000000
1.00000000
NC
USD
-351.21000000
-0.00055283999
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Ameren Corp
Ameren Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
9513.00000000
USD
-351.21000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS ISS A/S
000000000
1.00000000
NC
-659.00000000
-0.00103733251
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
ISS A/S
ISS A/S
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-352529.55000000
DKK
-659.00000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS CIGNA CORP
000000000
1.00000000
NC
USD
1805.24000000
0.002841629979
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Cigna Corp
Cigna Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
25198.80000000
USD
1805.24000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND
000000000
-8.00000000
NC
USD
-875.00000000
-0.00137733832
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
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
2020-06-19
0.00000000
USD
100000.00000000
172.00000000
USD
2020-05-22
XXXX
3392.09000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS CME GROUP INC
000000000
1.00000000
NC
USD
-1097.85000000
-0.00172812671
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
CME Group Inc
CME Group Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
29596.80000000
USD
-1097.85000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS QIAGEN NV
000000000
1.00000000
NC
USD
2032.97000000
0.003200099986
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
QIAGEN NV
QIAGEN NV
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
52971.60000000
USD
2032.97000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LITTELFUSE INC
000000000
1.00000000
NC
USD
5846.14000000
0.009202414464
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Littelfuse Inc
Littelfuse Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
52224.00000000
USD
5846.14000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS ANIXTER INTERNATIONAL INC
000000000
1.00000000
NC
USD
1900.99000000
0.002992350144
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Anixter International Inc
Anixter International Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
44505.00000000
USD
1900.99000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS CVS HEALTH CORP
000000000
1.00000000
NC
USD
1436.66000000
0.002261447855
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
CVS Health Corp
CVS Health Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
59591.04397000
USD
1436.66000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS APPLIED MATERIALS INC
000000000
1.00000000
NC
USD
-357.47000000
-0.00056269386
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Applied Materials Inc
Applied Materials Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
25185.00000000
USD
-357.47000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DEUTSCHE TELEKOM AG
000000000
1.00000000
NC
-3320.02000000
-0.00522604660
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Deutsche Telekom AG
Deutsche Telekom AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-32572.85000000
EUR
-3320.02000000
N
N
N
AUSTRALIAN SECURITIES EXCHANGE TRADE24
N/A
SPI 200
000000000
16.00000000
NC
71842.96000000
0.113088070811
N/A
DE
CORP
AU
N
1
AUSTRALIAN SECURITIES EXCHANGE TRADE24
N/A
Long
STANDARD AND POOR'S
S&P/ASX 200
2020-06-18
1314096.50000000
USD
71842.96000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS QIAGEN NV
000000000
1.00000000
NC
USD
770.07000000
0.001212167910
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
QIAGEN NV
QIAGEN NV
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
20065.00000000
USD
770.07000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SERIA CO LTD
000000000
1.00000000
NC
17781.60000000
0.027990033260
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Seria Co Ltd
Seria Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
15724999.84127000
JPY
17781.60000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS OMRON CORP
000000000
1.00000000
NC
-11724.90000000
-0.01845617610
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Omron Corp
Omron Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-14749999.91666700
JPY
-11724.90000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS RENRUI HUMAN RESOURCES TECHNOLOGY HOLDINGS LTD
000000000
1.00000000
NC
-4411.56000000
-0.00694424073
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Renrui Human Resources Technol
Renrui Human Resources Technology Holdings Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
282100.00000000
HKD
-4411.56000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CAESARS ENTERTAINMENT CORP
000000000
1.00000000
NC
USD
3129.38000000
0.004925959997
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Caesars Entertainment Corp
Caesars Entertainment Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
11355.00000000
USD
3129.38000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ERO COPPER CORP
000000000
1.00000000
NC
4460.24000000
0.007020867973
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
ERO Copper Corp
ERO Copper Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
25620.00000000
CAD
4460.24000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SUMCO CORP
000000000
1.00000000
NC
-1885.90000000
-0.00296859696
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
SUMCO Corp
SUMCO Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-4913700.01310000
JPY
-1885.90000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ZOETIS INC
000000000
1.00000000
NC
USD
6619.83000000
0.010420280620
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Zoetis Inc
Zoetis Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
145352.94000000
USD
6619.83000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS TELEFONICA SA
000000000
1.00000000
NC
239.59000000
0.000377138844
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Telefonica SA
Telefonica SA
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
20058.90000000
EUR
239.59000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS CME GROUP INC
000000000
1.00000000
NC
USD
-2106.51000000
-0.00331585936
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
CME Group Inc
CME Group Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
56788.86000000
USD
-2106.51000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS KION GROUP AG
000000000
1.00000000
NC
1643.33000000
0.002586767296
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
KION Group AG
KION Group AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
14993.16000000
EUR
1643.33000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LIVENT CORP
000000000
1.00000000
NC
USD
-1693.31000000
-0.00266544086
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Livent Corp
Livent Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-29300.00000000
USD
-1693.31000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS XYLEM INC/NY
000000000
1.00000000
NC
USD
-4678.90000000
-0.00736506088
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Xylem Inc/NY
Xylem Inc/NY
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-65911.84000000
USD
-4678.90000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS MCDONALD'S CORP
000000000
1.00000000
NC
USD
9980.14000000
0.015709747747
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
McDonald's Corp
McDonald's Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
184420.07660000
USD
9980.14000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS VF CORP
000000000
1.00000000
NC
USD
722.26000000
0.001136910144
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
VF Corp
VF Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
18151.25000000
USD
722.26000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TWILIO INC
000000000
1.00000000
NC
USD
5715.04000000
0.008996049831
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Twilio Inc
Twilio Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
50410.00000000
USD
5715.04000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS KION GROUP AG
000000000
1.00000000
NC
717.83000000
0.001129936877
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
KION Group AG
KION Group AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
6549.21000000
EUR
717.83000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS MITSUI FUDOSAN CO LTD
000000000
1.00000000
NC
4363.26000000
0.006868211664
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Mitsui Fudosan Co Ltd
Mitsui Fudosan Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
4777499.96000000
JPY
4363.26000000
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAD6
202437.50000000
PA
USD
207362.80000000
0.326409978237
Long
ABS-O
CORP
US
N
2
2048-11-25
Fixed
4.31800000
N
N
N
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS TELEFONICA DEUTSCHLAND HOLDING AG
000000000
1.00000000
NC
1150.98000000
0.001811758699
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Telefonica Deutschland Holding
Telefonica Deutschland Holding AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
30627.36000000
EUR
1150.98000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS TEMENOS AG
000000000
1.00000000
NC
5255.55000000
0.008272766191
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Temenos AG
Temenos AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
45426.00000000
CHF
5255.55000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
475.10000000
0.000747855356
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
44551.10000000
SEK
475.10000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS STANLEY BLACK & DECKER INC
000000000
1.00000000
NC
USD
1505.08000000
0.002369147841
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Stanley Black & Decker Inc
Stanley Black & Decker Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
54559.71000000
USD
1505.08000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS FRESENIUS SE & CO KGAA
000000000
1.00000000
NC
-9233.36000000
-0.01453424064
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Fresenius SE & Co KGaA
Fresenius SE & Co KGaA
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-94286.49500000
EUR
-9233.36000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS SGS SA
000000000
1.00000000
NC
2132.70000000
0.003357085073
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
SGS SA
SGS SA
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-190060.00000000
CHF
2132.70000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS VIASAT INC
000000000
1.00000000
NC
USD
-603.77000000
-0.00095039492
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
ViaSat Inc
ViaSat Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-12114.00000000
USD
-603.77000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS COLGATE-PALMOLIVE CO
000000000
1.00000000
NC
USD
-1580.78000000
-0.00248830728
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Colgate-Palmolive Co
Colgate-Palmolive Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
58120.00000000
USD
-1580.78000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INFINEON TECHNOLOGIES AG
000000000
1.00000000
NC
2385.56000000
0.003755112236
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Infineon Technologies AG
Infineon Technologies AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
20213.94000000
EUR
2385.56000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PROCTER & GAMBLE CO/THE
000000000
1.00000000
NC
USD
-1309.66000000
-0.00206153703
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Procter & Gamble Co/The
Procter & Gamble Co/The
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
60610.00000000
USD
-1309.66000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SEGA SAMMY HOLDINGS INC
000000000
1.00000000
NC
265.85000000
0.000418474734
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Sega Sammy Holdings Inc
Sega Sammy Holdings Inc
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-10279500.25666700
JPY
265.85000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMC NETWORKS INC
000000000
1.00000000
NC
USD
-1266.03000000
-0.00199285901
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
AMC Networks Inc
AMC Networks Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-39270.00000000
USD
-1266.03000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG IN MUENCHEN
000000000
1.00000000
NC
17951.74000000
0.028257850794
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Munich Re
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
176853.59950700
EUR
17951.74000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ISS A/S
000000000
1.00000000
NC
-503.37000000
-0.00079235518
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
ISS A/S
ISS A/S
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-269740.80000000
DKK
-503.37000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS JUNIPER NETWORKS INC
000000000
1.00000000
NC
USD
-1790.04000000
-0.00281770364
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Juniper Networks Inc
Juniper Networks Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
129829.59394600
USD
-1790.04000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
89.38000000
0.000140693141
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
8380.90000000
SEK
89.38000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ATMOS ENERGY CORP
000000000
1.00000000
NC
USD
-886.53000000
-0.00139548770
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Atmos Energy Corp
Atmos Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
21270.00000000
USD
-886.53000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ELANCO ANIMAL HEALTH INC
000000000
1.00000000
NC
USD
8766.06000000
0.013798663279
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Elanco Animal Health Inc
Elanco Animal Health Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
103489.65000000
USD
8766.06000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS THALES SA
000000000
1.00000000
NC
1498.52000000
0.002358821739
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Thales SA
Thales SA
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
97156.50000000
EUR
1498.52000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SAMSUNG ELECTRONICS CO LTD
000000000
1.00000000
NC
USD
762.52000000
0.001200283448
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Samsung Electronics Co Ltd
Samsung Electronics Co Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
40249.71000000
USD
762.52000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PRUDENTIAL PLC
000000000
1.00000000
NC
-12449.67000000
-0.01959703723
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Prudential PLC
Prudential PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-55594.76000000
GBP
-12449.67000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS STRYKER CORP
000000000
1.00000000
NC
USD
2760.91000000
0.004345951024
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Stryker Corp
Stryker Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
34508.00000000
USD
2760.91000000
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
S&P 500 INDEX
000000000
-6.00000000
NC
USD
-41970.00000000
-0.06606501641
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
2900.00000000
USD
2020-05-15
XXXX
-8538.00000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
23.52000000
0.000037022854
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
2205.50000000
SEK
23.52000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS ONO PHARMACEUTICAL CO LTD
000000000
1.00000000
NC
-6557.69000000
-0.01032246598
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Ono Pharmaceutical Co Ltd
Ono Pharmaceutical Co Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-27789550.00844900
JPY
-6557.69000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SAMPO OYJ
000000000
1.00000000
NC
18625.45000000
0.029318338338
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Sampo Oyj
Sampo Oyj
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
134599.05000000
EUR
18625.45000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS TELEFONICA SA
000000000
1.00000000
NC
516.97000000
0.000813762962
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Telefonica SA
Telefonica SA
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
43372.03000000
EUR
516.97000000
N
N
N
OSAKA EXCHANGE,INC
3538001249AILNPRUX57
TOPIX INDEX
000000000
-14.00000000
NC
-123664.23000000
-0.19465998058
N/A
DE
CORP
JP
N
1
OSAKA EXCHANGE,INC
3538001249AILNPRUX57
Short
TPX INDEX
TPX INDEX
2020-06-11
-1761516.88000000
USD
-123664.23000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SEABOARD CORP
000000000
1.00000000
NC
USD
294.29000000
0.000463242165
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Seaboard Corp
Seaboard Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
44850.00000000
USD
294.29000000
N
N
N
RENT-A-CENTER INC
529900QUHE15UQNCCJ63
Rent-A-Center Inc/TX
76009WAT7
148875.94000000
PA
USD
141432.14000000
0.222628464408
Long
LON
CORP
US
N
3
2026-08-05
Floating
5.43750000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS UNION PACIFIC CORP
000000000
1.00000000
NC
USD
7808.32000000
0.012291083845
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Union Pacific Corp
Union Pacific Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
87702.67941500
USD
7808.32000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS KRAFT HEINZ CO/THE
000000000
1.00000000
NC
USD
-3096.06000000
-0.00487351095
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Kraft Heinz Co/The
Kraft Heinz Co/The
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-38176.05000000
USD
-3096.06000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FERGUSON PLC
000000000
1.00000000
NC
-9005.31000000
-0.01417526692
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Ferguson PLC
Ferguson PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-54401.10000000
GBP
-9005.31000000
N
N
N
Tradeweb Markets Inc
N/A
Tradeweb Markets Inc
892672106
169.00000000
NS
USD
8815.04000000
0.013875762743
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LAM RESEARCH CORP
000000000
1.00000000
NC
USD
-2451.24000000
-0.00385849918
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Lam Research Corp
Lam Research Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
84099.20000000
USD
-2451.24000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TERRENO REALTY CORP
000000000
1.00000000
NC
USD
829.56000000
0.001305811175
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Terreno Realty Corp
Terreno Realty Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
21088.00000000
USD
829.56000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ADYEN NV
000000000
1.00000000
NC
12944.92000000
0.020376610730
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Adyen NV
Adyen NV
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
72000.60000000
EUR
12944.92000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS COMCAST CORP
000000000
1.00000000
NC
USD
1062.33000000
0.001672214650
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Comcast Corp
Comcast Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
87734.76312300
USD
1062.33000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS WELLS FARGO & CO
000000000
1.00000000
NC
USD
1478.31000000
0.002327009159
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Wells Fargo & Co
Wells Fargo & Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
70701.84000000
USD
1478.31000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS AP MOLLER - MAERSK A/S
000000000
1.00000000
NC
-3797.50000000
-0.00597764831
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
2022-01-20
0.00000000
USD
0.00000000
USD
-272096.00000000
DKK
-3797.50000000
N
N
N
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
CHF/USD FORWARD
000000000
1.00000000
NC
USD
-2010.03000000
-0.00316399011
N/A
DFE
CORP
US
N
2
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
-210000.00000000
CHF
215723.22000000
USD
2020-05-29
-2010.03000000
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAN5
125000.00000000
PA
USD
111875.00000000
0.176102542574
Long
DBT
CORP
CA
N
2
2077-01-15
Fixed
6.00000000
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS KEYENCE CORP
000000000
1.00000000
NC
4402.87000000
0.006930561802
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Keyence Corp
Keyence Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
11184000.00000000
JPY
4402.87000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS ASTRAZENECA PLC
000000000
1.00000000
NC
1189.88000000
0.001872991225
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
AstraZeneca PLC
AstraZeneca PLC
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
10204.10000000
GBP
1189.88000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS BANK OF AMERICA CORP
000000000
1.00000000
NC
USD
-4477.80000000
-0.00704850918
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Bank of America Corp
Bank of America Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-53566.66000000
USD
-4477.80000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS RPM INTERNATIONAL INC
000000000
1.00000000
NC
USD
4479.19000000
0.007050697185
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
RPM International Inc
RPM International Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
140882.70000000
USD
4479.19000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS BOLIDEN AB
000000000
1.00000000
NC
1899.71000000
0.002990335295
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Boliden AB
Boliden AB
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
306647.65000000
SEK
1899.71000000
N
N
N
GLOBO COMMUNICACOES PART
52990054HEKS017PVR75
Globo Comunicacao e Participacoes SA
000000000
400000.00000000
PA
USD
371924.00000000
0.585445917715
Long
DBT
CORP
BR
N
2
2025-06-08
Fixed
4.84300000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ELDORADO RESORTS INC
000000000
1.00000000
NC
USD
-1225.43000000
-0.00192895051
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Eldorado Resorts Inc
Eldorado Resorts Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-3597.75000000
USD
-1225.43000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WALT DISNEY CO/THE
000000000
1.00000000
NC
USD
-1226.10000000
-0.00193000516
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Walt Disney Co/The
Walt Disney Co/The
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
120188.75000000
USD
-1226.10000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS KLEPIERRE SA
000000000
1.00000000
NC
-3841.00000000
-0.00604612170
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Klepierre SA
Klepierre SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-29926.78000000
EUR
-3841.00000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS COLOPLAST A/S
000000000
1.00000000
NC
-5402.69000000
-0.00850437940
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Coloplast A/S
Coloplast A/S
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-1339983.00191600
DKK
-5402.69000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MONDELEZ INTERNATIONAL INC
000000000
1.00000000
NC
USD
-2296.59000000
-0.00361506447
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Mondelez International Inc
Mondelez International Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
53710.00000000
USD
-2296.59000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PARKER-HANNIFIN CORP
000000000
1.00000000
NC
USD
21671.17000000
0.034112609050
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Parker-Hannifin Corp
Parker-Hannifin Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
104931.00000000
USD
21671.17000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS KION GROUP AG
000000000
1.00000000
NC
2126.41000000
0.003347183978
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
KION Group AG
KION Group AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
19400.49000000
EUR
2126.41000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS EMERSON ELECTRIC CO
000000000
1.00000000
NC
USD
-10566.50000000
-0.01663273757
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Emerson Electric Co
Emerson Electric Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-55575.60000000
USD
-10566.50000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMEREN CORP
000000000
1.00000000
NC
USD
-158.88000000
-0.00025009315
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Ameren Corp
Ameren Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
4303.50000000
USD
-158.88000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS NETFLIX INC
000000000
1.00000000
NC
USD
-1090.93000000
-0.00171723393
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Netflix Inc
Netflix Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
65292.75129000
USD
-1090.93000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GARTNER INC
000000000
1.00000000
NC
USD
-7300.14000000
-0.01149115723
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Gartner Inc
Gartner Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-46272.60000000
USD
-7300.14000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HUMANA INC
000000000
1.00000000
NC
USD
6885.71000000
0.010838802578
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Humana Inc
Humana Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
86617.30000000
USD
6885.71000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS BOLIDEN AB
000000000
1.00000000
NC
364.07000000
0.000573082928
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Boliden AB
Boliden AB
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
408933.00000000
SEK
364.07000000
N
N
N
EUREX CLEARING AG
529900LN3S50JPU47S06
EURO BUXL 30 YEAR BOND
000000000
9.00000000
NC
28551.01000000
0.044942171656
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AG
529900LN3S50JPU47S06
Long
BUNDESREPUB. DEUTSCHLAND
Bundesrepublik Deutschland Bundesanleihe
2020-06-08
2141115.46000000
USD
28551.01000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS INTERPUBLIC GROUP OF COS INC
000000000
1.00000000
NC
USD
-5290.16000000
-0.00832724582
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
2022-01-20
0.00000000
USD
0.00000000
USD
-34148.09900200
USD
-5290.16000000
N
N
N
TIMES CHINA HLDG LTD
2549000KTINB9ZPZP710
Times China Holdings Ltd
000000000
400000.00000000
PA
USD
406066.34000000
0.639189407176
Long
DBT
CORP
CN
N
2
2021-06-04
Fixed
7.85000000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DAIFUKU CO LTD
000000000
1.00000000
NC
-10179.76000000
-0.01602396977
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Daifuku Co Ltd
Daifuku Co Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-15576000.00000000
JPY
-10179.76000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS E*TRADE FINANCIAL CORP
000000000
1.00000000
NC
USD
1588.96000000
0.002501183428
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
E*TRADE Financial Corp
E*TRADE Financial Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
39000.00000000
USD
1588.96000000
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAB1
200000.00000000
PA
USD
194000.00000000
0.305375582206
Long
DBT
CORP
US
N
2
2020-09-01
Fixed
4.80000000
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INFINEON TECHNOLOGIES AG
000000000
1.00000000
NC
2383.75000000
0.003752263113
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Infineon Technologies AG
Infineon Technologies AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
20198.64000000
EUR
2383.75000000
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAB9
400000.00000000
PA
USD
407094.40000000
0.640807677387
Long
DBT
CORP
US
N
2
2022-09-26
Fixed
2.20000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MOHAWK INDUSTRIES INC
000000000
1.00000000
NC
USD
-2680.20000000
-0.00421890533
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Mohawk Industries Inc
Mohawk Industries Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-25296.70000000
USD
-2680.20000000
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2018-IMC1
85572KAA2
144368.67000000
PA
USD
144417.57000000
0.227327832575
Long
ABS-MBS
CORP
US
N
2
2048-03-25
Variable
3.79300000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ATMOS ENERGY CORP
000000000
1.00000000
NC
USD
-1108.16000000
-0.00174435569
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Atmos Energy Corp
Atmos Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
26587.50000000
USD
-1108.16000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MICROSOFT CORP
000000000
1.00000000
NC
USD
1447.45000000
0.002278432404
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Microsoft Corp
Microsoft Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
34376.00000000
USD
1447.45000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMC NETWORKS INC
000000000
1.00000000
NC
USD
-1042.61000000
-0.00164117338
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
AMC Networks Inc
AMC Networks Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-32340.00000000
USD
-1042.61000000
N
N
N
Conyers Park II Acquisition Co
N/A
Conyers Park II Acquisition Corp
212896203
3442.00000000
NS
USD
37707.11000000
0.059354797265
Long
EC
CORP
US
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SYNCHRONY FINANCIAL
000000000
1.00000000
NC
USD
-17015.11000000
-0.02678350063
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Synchrony Financial
Synchrony Financial
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-52594.10000000
USD
-17015.11000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS EURIBOR 1 MONTH ACT/360
000000000
1.00000000
NC
-119.03000000
-0.00018736523
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Unibail-Rodamco-Westfield
Unibail-Rodamco-Westfield
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-24342.50000000
EUR
-119.03000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MAGAZINE LUIZA SA
000000000
1.00000000
NC
USD
1302.52000000
0.002050297955
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Magazine Luiza SA
Magazine Luiza SA
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
12547.34000000
USD
1302.52000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS SYSMEX CORP
000000000
1.00000000
NC
6992.66000000
0.011007152673
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Sysmex Corp
Sysmex Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-8976000.04000000
JPY
6992.66000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ALIBABA GROUP HOLDING LTD
000000000
1.00000000
NC
USD
1753.03000000
0.002759446169
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Alibaba Group Holding Ltd
Alibaba Group Holding Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-65781.72000000
USD
1753.03000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BRIDGESTONE CORP
000000000
1.00000000
NC
1812.24000000
0.002852648686
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Bridgestone Corp
Bridgestone Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
7573900.04000000
JPY
1812.24000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DISCOVERY INC
000000000
1.00000000
NC
USD
-2238.75000000
-0.00352401847
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Discovery Inc
Discovery Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-44835.00000000
USD
-2238.75000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MCCORMICK & CO INC/MD
000000000
1.00000000
NC
USD
-2325.81000000
-0.00366105970
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
McCormick & Co Inc/MD
McCormick & Co Inc/MD
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-83450.32000000
USD
-2325.81000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS LVMH MOET HENNESSY LOUIS VUITTON SE
000000000
1.00000000
NC
-1795.33000000
-0.00282603063
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
2022-01-20
0.00000000
USD
0.00000000
USD
-53010.00000000
EUR
-1795.33000000
N
N
N
AIRBNB INC
N/A
Airbnb Inc
000000000
250000.00000000
PA
USD
252812.50000000
0.397952393694
Long
LON
CORP
US
N
2
2025-04-14
Floating
0.00000000
N
N
N
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS INTEL CORP
000000000
1.00000000
NC
USD
-2353.32000000
-0.00370436322
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Intel Corp
Intel Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-126040.67000000
USD
-2353.32000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ATMOS ENERGY CORP
000000000
1.00000000
NC
USD
-2216.33000000
-0.00348872713
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Atmos Energy Corp
Atmos Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
53175.00000000
USD
-2216.33000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NVIDIA CORP
000000000
1.00000000
NC
USD
1344.81000000
0.002116866684
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
NVIDIA Corp
NVIDIA Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
33419.96000000
USD
1344.81000000
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537127
1889.00000000
NS
USD
95385.06000000
0.150145712532
Long
EP
CORP
US
N
2
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INCYTE CORP
000000000
1.00000000
NC
USD
1206.36000000
0.001898932409
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Incyte Corp
Incyte Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
16461.95000000
USD
1206.36000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS ANIXTER INTERNATIONAL INC
000000000
1.00000000
NC
USD
475.25000000
0.000748091471
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Anixter International Inc
Anixter International Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
11126.25000000
USD
475.25000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SHISEIDO CO LTD
000000000
1.00000000
NC
2456.45000000
0.003866700252
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Shiseido Co Ltd
Shiseido Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-5367200.00000000
JPY
2456.45000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MID-AMERICA APARTMENT COMMUNITIES INC
000000000
1.00000000
NC
USD
-1445.58000000
-0.00227548883
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
2022-01-20
0.00000000
USD
0.00000000
USD
-82814.94000000
USD
-1445.58000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS CARVANA CO
000000000
1.00000000
NC
USD
4367.34000000
0.006874633995
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Carvana Co
Carvana Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
35670.00000000
USD
4367.34000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DISCOVERY INC
000000000
1.00000000
NC
USD
-1065.12000000
-0.00167660639
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Discovery Inc
Discovery Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-21350.00000000
USD
-1065.12000000
N
N
N
Bank Central Asia Tbk PT
254900BR956G2OHVOM21
Bank Central Asia Tbk PT
000000000
50000.00000000
NS
86609.49000000
0.136332079553
Long
EC
CORP
ID
N
2
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS LOWE'S COS INC
000000000
1.00000000
NC
USD
-7659.85000000
-0.01205737707
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
2022-01-20
0.00000000
USD
0.00000000
USD
-66037.99924300
USD
-7659.85000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS APPLE INC
000000000
1.00000000
NC
USD
2944.11000000
0.004634326316
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Apple Inc
Apple Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
90733.17000000
USD
2944.11000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS GALP ENERGIA SGPS SA
000000000
1.00000000
NC
5316.33000000
0.008368440046
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Galp Energia SGPS SA
Galp Energia SGPS SA
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
53853.63000000
EUR
5316.33000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LONDON STOCK EXCHANGE GROUP PLC
000000000
1.00000000
NC
5540.66000000
0.008721558109
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
London Stock Exchange Group PL
London Stock Exchange Group PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
70640.00000000
GBP
5540.66000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS TE CONNECTIVITY LTD
000000000
1.00000000
NC
USD
-13543.97000000
-0.02131957589
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TE Connectivity Ltd
TE Connectivity Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-110215.85157900
USD
-13543.97000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NESTLE SA
000000000
1.00000000
NC
-1662.82000000
-0.00261744652
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Nestle SA
Nestle SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
45629.91000000
CHF
-1662.82000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS CONTINENTAL AG
000000000
1.00000000
NC
10418.34000000
0.016399518779
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Continental AG
Continental AG
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
80662.08000000
EUR
10418.34000000
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
TRS UDR INC
000000000
1.00000000
NC
USD
-83.84000000
-0.00013197262
N/A
DE
CORP
US
N
2
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
UDR Inc
UDR Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-6697.00000000
USD
-83.84000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS PROSPECT CAPITAL CORP
000000000
1.00000000
NC
USD
-1146.38000000
-0.00180451783
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Prospect Capital Corp
Prospect Capital Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-30528.00000000
USD
-1146.38000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SMC CORP/JAPAN
000000000
1.00000000
NC
-3218.25000000
-0.00506585034
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
SMC Corp/Japan
SMC Corp/Japan
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
10144000.00000000
JPY
-3218.25000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
BRL/USD FORWARD
000000000
1.00000000
NC
USD
-24874.44000000
-0.03915487936
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-3791000.00000000
BRL
670320.93000000
USD
2020-06-02
-24874.44000000
N
N
N
SHRIRAM TRANSPORT FIN
335800TM2YO24B76XL26
Shriram Transport Finance Co Ltd
000000000
400000.00000000
PA
USD
296200.00000000
0.466248698194
Long
DBT
CORP
IN
N
2
2023-07-16
Fixed
5.10000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DOW INC
000000000
1.00000000
NC
USD
-16869.42000000
-0.02655416986
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-134647.91000000
USD
-16869.42000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SEGRO PLC
000000000
1.00000000
NC
905.23000000
0.001424923393
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Segro PLC
Segro PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
37407.76000000
GBP
905.23000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DERWENT LONDON PLC
000000000
1.00000000
NC
-1866.17000000
-0.00293753994
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Derwent London PLC
Derwent London PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
39360.00000000
GBP
-1866.17000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SALESFORCE.COM INC
000000000
1.00000000
NC
USD
418.28000000
0.000658414940
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
salesforce.com Inc
salesforce.com Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
10427.21000000
USD
418.28000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FANCL CORP
000000000
1.00000000
NC
491.54000000
0.000773733575
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Fancl Corp
Fancl Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
2819299.95000000
JPY
491.54000000
N
N
N
GOVERNMENT OF UKRAINE
6354001WLTJXOMEXPY07
Ukraine Government Bond
000000000
8000000.00000000
PA
230176.54000000
0.362321107798
Long
DBT
NUSS
UA
N
2
2027-05-26
Fixed
9.79000000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS VF CORP
000000000
1.00000000
NC
USD
428.91000000
0.000675147633
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
VF Corp
VF Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
10779.05000000
USD
428.91000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS ASTRAZENECA PLC
000000000
1.00000000
NC
5398.87000000
0.008498366337
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
AstraZeneca PLC
AstraZeneca PLC
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
46299.20000000
GBP
5398.87000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS EXPEDITORS INTERNATIONAL OF WASHINGTON INC
000000000
1.00000000
NC
USD
-8254.71000000
-0.01299374676
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
2022-01-20
0.00000000
USD
0.00000000
USD
-198933.55992500
USD
-8254.71000000
N
N
N
AMER AIRLINE 19-1AA PTT
N/A
American Airlines 2019-1 Class AA Pass Through Trust
02377LAA2
98460.33000000
PA
USD
86085.19000000
0.135506778431
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.15000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DEMAE-CAN CO LTD
000000000
1.00000000
NC
-2724.25000000
-0.00428824448
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Demae-Can Co Ltd
Demae-Can Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
3362099.93000000
JPY
-2724.25000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS BRISTOL-MYERS SQUIBB CO
000000000
1.00000000
NC
USD
-7019.72000000
-0.01104974784
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Bristol-Myers Squibb Co
Bristol-Myers Squibb Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-225769.62000000
USD
-7019.72000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VULCAN MATERIALS CO
000000000
1.00000000
NC
USD
-1772.26000000
-0.00278971613
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Vulcan Materials Co
Vulcan Materials Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-70625.38000000
USD
-1772.26000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SUMCO CORP
000000000
1.00000000
NC
-2228.80000000
-0.00350835617
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
SUMCO Corp
SUMCO Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-5807100.07000000
JPY
-2228.80000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMAZON.COM INC
000000000
1.00000000
NC
USD
8258.87000000
0.013000295023
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Amazon.com Inc
Amazon.com Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
115384.00000000
USD
8258.87000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS XYLEM INC/NY
000000000
1.00000000
NC
USD
-405.00000000
-0.00063751088
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Xylem Inc/NY
Xylem Inc/NY
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-5705.20000000
USD
-405.00000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FIVE9 INC
000000000
1.00000000
NC
USD
97.99000000
0.000154246151
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Five9 Inc
Five9 Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
23063.28000000
USD
97.99000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS TELEFONICA DEUTSCHLAND HOLDING AG
000000000
1.00000000
NC
2183.16000000
0.003436514206
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Telefonica Deutschland Holding
Telefonica Deutschland Holding AG
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
58093.38760600
EUR
2183.16000000
N
N
N
ANIXTER INC
5493000SM561KPBZQ714
Anixter Inc
035287AE1
600000.00000000
PA
USD
609000.00000000
0.958627471979
Long
DBT
CORP
US
N
2
2021-10-01
Fixed
5.12500000
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ZENDESK INC
000000000
1.00000000
NC
USD
3198.36000000
0.005034541479
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Zendesk Inc
Zendesk Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
27540.00000000
USD
3198.36000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EVERSOURCE ENERGY
000000000
1.00000000
NC
USD
-2066.01000000
-0.00325210828
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Eversource Energy
Eversource Energy
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
22230.00000000
USD
-2066.01000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS MORGAN STANLEY
000000000
1.00000000
NC
USD
-2863.94000000
-0.00450813064
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Morgan Stanley
Morgan Stanley
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-80102.40000000
USD
-2863.94000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DISCOVERY INC
000000000
1.00000000
NC
USD
-532.56000000
-0.00083830319
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Discovery Inc
Discovery Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-10675.00000000
USD
-532.56000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS MORGAN STANLEY
000000000
1.00000000
NC
USD
-1431.97000000
-0.00225406532
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Morgan Stanley
Morgan Stanley
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-40051.20000000
USD
-1431.97000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EVERGY INC
000000000
1.00000000
NC
USD
3650.40000000
0.005746098068
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Evergy Inc
Evergy Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-131056.29000000
USD
3650.40000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DEUTSCHE BOERSE AG
000000000
1.00000000
NC
-4040.76000000
-0.00636056411
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Deutsche Boerse AG
Deutsche Boerse AG
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-62106.40220000
EUR
-4040.76000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS NEXTERA ENERGY INC
000000000
1.00000000
NC
USD
-5605.19000000
-0.00882313484
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
NextEra Energy Inc
NextEra Energy Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
213498.00000000
USD
-5605.19000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WABCO HOLDINGS INC
000000000
1.00000000
NC
USD
830.88000000
0.001307888988
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
WABCO Holdings Inc
WABCO Holdings Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-135180.00000000
USD
830.88000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMEREN CORP
000000000
1.00000000
NC
USD
-426.47000000
-0.00067130682
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Ameren Corp
Ameren Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
11551.50000000
USD
-426.47000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS GARDNER DENVER HOLDINGS INC
000000000
1.00000000
NC
USD
4707.94000000
0.007410772775
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Gardner Denver Holdings Inc
Gardner Denver Holdings Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
24360.00000000
USD
4707.94000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS AMERICAN AIRLINES GROUP INC
000000000
1.00000000
NC
USD
1189.17000000
0.001871873613
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
American Airlines Group Inc
American Airlines Group Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-51777.77000000
USD
1189.17000000
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AD3
155000.00000000
PA
USD
153450.00000000
0.241545789121
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
3.50000000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ALPHABET INC
000000000
1.00000000
NC
USD
4436.08000000
0.006982837694
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Alphabet Inc
Alphabet Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
62865.00000000
USD
4436.08000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EXACT SCIENCES CORP
000000000
1.00000000
NC
USD
6063.46000000
0.009544498080
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Exact Sciences Corp
Exact Sciences Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
33410.00000000
USD
6063.46000000
N
N
N
ELANCO ANIMAL HEALTH INC
549300SHPNDCE059M934
Elanco Animal Health Inc
28414H202
2016.00000000
NS
USD
93147.60000000
0.146623724645
Long
EP
CORP
US
N
2
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS INFINEON TECHNOLOGIES AG
000000000
1.00000000
NC
-3271.08000000
-0.00514901010
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
111464.96000000
EUR
-3271.08000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS EOG RESOURCES INC
000000000
1.00000000
NC
USD
7516.65000000
0.011831965824
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
EOG Resources Inc
EOG Resources Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
39451.21000000
USD
7516.65000000
N
N
N
TECH DATA CORP
549300EK847TAWPJWF34
Tech Data Corp
878237AG1
600000.00000000
PA
USD
597219.60000000
0.940083933275
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
3.70000000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
US TREASURY 10 YEAR NOTE
000000000
25.00000000
NC
USD
35683.13000000
0.056168848446
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2020-06-19
3440879.37000000
USD
35683.13000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SEGRO PLC
000000000
1.00000000
NC
1518.04000000
0.002389548189
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Segro PLC
Segro PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
45978.50000000
GBP
1518.04000000
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BB9
265000.00000000
PA
USD
279503.45000000
0.439966643157
Long
DBT
CORP
US
N
2
2022-07-23
Fixed
4.46400000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS AMC NETWORKS INC
000000000
1.00000000
NC
USD
-297.89000000
-0.00046890892
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
AMC Networks Inc
AMC Networks Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-9240.00000000
USD
-297.89000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/INR FORWARD
000000000
1.00000000
NC
USD
7451.86000000
0.011729979824
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-292945.31000000
USD
22732555.87000000
INR
2020-05-29
7451.86000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS AMC NETWORKS INC
000000000
1.00000000
NC
USD
-298.30000000
-0.00046955431
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
AMC Networks Inc
AMC Networks Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-9240.00000000
USD
-298.30000000
N
N
N
B&G FOODS INC
549300TRW1LZMDJZAQ78
B&G Foods Inc
05508TAU6
64487.97000000
PA
USD
62190.91000000
0.097894769841
Long
LON
CORP
US
N
2
2026-10-10
Floating
2.90363000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS GLOBAL PAYMENTS INC
000000000
1.00000000
NC
USD
24717.23000000
0.038907414957
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Global Payments Inc
Global Payments Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
138245.96000000
USD
24717.23000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INCYTE CORP
000000000
1.00000000
NC
USD
1526.28000000
0.002402518781
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Incyte Corp
Incyte Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
20827.55000000
USD
1526.28000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS UNITE GROUP PLC/THE
000000000
1.00000000
NC
2774.45000000
0.004367264350
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
UNITE Group PLC/The
UNITE Group PLC/The
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
17315.95000000
GBP
2774.45000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPDR S&P 500 ETF TRUST
000000000
1.00000000
NC
USD
-6328.27000000
-0.00996133575
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
SPDR S&P 500 ETF Trust
SPDR S&P 500 ETF Trust
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-138880.00000000
USD
-6328.27000000
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAF1
50000.00000000
PA
USD
51875.00000000
0.081656486221
Long
DBT
CORP
CA
N
2
2026-12-15
Fixed
5.12500000
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS EMERSON ELECTRIC CO
000000000
1.00000000
NC
USD
-18154.35000000
-0.02857677938
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Emerson Electric Co
Emerson Electric Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-95484.63000000
USD
-18154.35000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS CRH PLC
000000000
1.00000000
NC
-17938.08000000
-0.02823634857
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
CRH PLC
CRH PLC
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-96332.38000000
GBP
-17938.08000000
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2018-INV1
92536MAA9
190906.61000000
PA
USD
186708.33000000
0.293897757611
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.62600000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
USD/INR FORWARD
000000000
1.00000000
NC
USD
33434.76000000
0.052629687118
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-1163298.85000000
USD
90562815.78000000
INR
2020-05-29
33434.76000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS LVMH MOET HENNESSY LOUIS VUITTON SE
000000000
1.00000000
NC
-1343.60000000
-0.00211496202
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
2022-01-20
0.00000000
USD
0.00000000
USD
-39672.00000000
EUR
-1343.60000000
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
TRS COTY INC
000000000
1.00000000
NC
USD
2127.75000000
0.003349293273
N/A
DE
CORP
US
N
2
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Coty Inc
Coty Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-37148.06000000
USD
2127.75000000
N
N
N
BANGKOK BANK PCL/HK
549300CCL2BKJGMYXV60
Bangkok Bank PCL/Hong Kong
000000000
400000.00000000
PA
USD
358663.07000000
0.564571875347
Long
DBT
CORP
HK
N
2
2034-09-25
Fixed
3.73300000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CAMDEN PROPERTY TRUST
000000000
1.00000000
NC
USD
1909.44000000
0.003005651297
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Camden Property Trust
Camden Property Trust
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
59710.00000000
USD
1909.44000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS DAIMLER AG
000000000
1.00000000
NC
19467.21000000
0.030643353544
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Daimler AG
Daimler AG
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
125311.93520000
EUR
19467.21000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS STARBUCKS CORP
000000000
1.00000000
NC
USD
-2206.62000000
-0.00347344261
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Starbucks Corp
Starbucks Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-38451.50000000
USD
-2206.62000000
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAK5
105000.00000000
PA
USD
110775.00000000
0.174371031541
Long
DBT
CORP
CA
N
2
2025-04-15
Fixed
5.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS JAPAN POST HOLDINGS CO LTD
000000000
1.00000000
NC
-8587.78000000
-0.01351803256
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Japan Post Holdings Co Ltd
Japan Post Holdings Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-15684376.32000000
JPY
-8587.78000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS PANASONIC CORP
000000000
1.00000000
NC
2752.60000000
0.004332870245
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Panasonic Corp
Panasonic Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
6342120.26333300
JPY
2752.60000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LIVANOVA PLC
000000000
1.00000000
NC
USD
1593.01000000
0.002507558537
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
LivaNova PLC
LivaNova PLC
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
27927.88000000
USD
1593.01000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMEREN CORP
000000000
1.00000000
NC
USD
-131.01000000
-0.00020622296
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Ameren Corp
Ameren Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
3548.50000000
USD
-131.01000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG IN MUENCHEN
000000000
1.00000000
NC
11365.55000000
0.017890522929
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Munich Re
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
111969.00000000
EUR
11365.55000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS TEMENOS AG
000000000
1.00000000
NC
2026.55000000
0.003189994258
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Temenos AG
Temenos AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
43515.55000000
CHF
2026.55000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS VERISIGN INC
000000000
1.00000000
NC
USD
1495.06000000
0.002353375350
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
VeriSign Inc
VeriSign Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
37240.50000000
USD
1495.06000000
N
N
N
PAKISTAN T-BILL
529900LOP29R5WKHOD86
Pakistan Treasury Bills
000000000
38000000.00000000
PA
231637.10000000
0.364620176666
Long
DBT
NUSS
PK
N
2
2020-05-07
None
0.00000000
N
N
N
N
N
N
EURONEXT AMSTERDAM N.V.
724500V6UOK62XEZ2L78
AMSTERDAM INDEX
000000000
-10.00000000
NC
-30863.72000000
-0.04858261063
N/A
DE
CORP
NL
N
1
EURONEXT AMSTERDAM N.V.
724500V6UOK62XEZ2L78
Short
EURONEXT
AMSTERDAM EXCHANGES INDEX
2020-05-15
-1087781.16000000
USD
-30863.72000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GARTNER INC
000000000
1.00000000
NC
USD
-8562.69000000
-0.01347853837
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Gartner Inc
Gartner Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-54275.40000000
USD
-8562.69000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS HEWLETT PACKARD ENTERPRISE CO
000000000
1.00000000
NC
USD
-2152.99000000
-0.00338902358
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
2022-01-20
0.00000000
USD
0.00000000
USD
-38080.00000000
USD
-2152.99000000
N
N
N
S2P ACQUISITION INC
2138009YGPT15LRTY307
S2P Acquisition Borrower Inc
78431EAB0
84387.97000000
PA
USD
77847.90000000
0.122540452505
Long
LON
CORP
US
N
2
2026-08-14
Floating
5.07300000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LINDE PLC
000000000
1.00000000
NC
USD
555.56000000
0.000874507517
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Linde PLC
Linde PLC
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
36592.30000000
USD
555.56000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CARVANA CO
000000000
1.00000000
NC
USD
5240.81000000
0.008249563943
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Carvana Co
Carvana Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
42804.00000000
USD
5240.81000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KDDI CORP
000000000
1.00000000
NC
618.78000000
0.000974022179
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
KDDI Corp
KDDI Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-3176000.04150900
JPY
618.78000000
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
S&P 500 INDEX
000000000
-6.00000000
NC
USD
-5280.00000000
-0.00831125295
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
2100.00000000
USD
2020-06-19
XXXX
13763.22000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS JPMORGAN CHASE & CO
000000000
1.00000000
NC
USD
11327.61000000
0.017830801540
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
JPMorgan Chase & Co
JPMorgan Chase & Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
208817.00000000
USD
11327.61000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CHARLES SCHWAB CORP/THE
000000000
1.00000000
NC
USD
-8158.86000000
-0.01284286918
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Charles Schwab Corp/The
Charles Schwab Corp/The
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-92984.94000000
USD
-8158.86000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS VALEO SA
000000000
1.00000000
NC
-14243.33000000
-0.02242043913
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Valeo SA
Valeo SA
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-34413.43000000
EUR
-14243.33000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS PENTAIR PLC
000000000
1.00000000
NC
USD
-10429.30000000
-0.01641677092
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Pentair PLC
Pentair PLC
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-88816.48000000
USD
-10429.30000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GOLDMAN SACHS GROUP INC/THE
000000000
1.00000000
NC
USD
1332.82000000
0.002097993213
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Goldman Sachs Group Inc/The
Goldman Sachs Group Inc/The
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
49450.04000000
USD
1332.82000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND
000000000
-8.00000000
NC
USD
-6000.00000000
-0.00944460563
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
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
2020-06-19
0.00000000
USD
100000.00000000
184.00000000
USD
2020-05-22
XXXX
1867.22000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FISERV INC
000000000
1.00000000
NC
USD
8421.57000000
0.013256401246
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
84294.00000000
USD
8421.57000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PACCAR INC
000000000
1.00000000
NC
USD
4199.39000000
0.006610263743
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PACCAR Inc
PACCAR Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
71918.00000000
USD
4199.39000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GALAXY ENTERTAINMENT GROUP LTD
000000000
1.00000000
NC
1584.91000000
0.002494808319
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Galaxy Entertainment Group Ltd
Galaxy Entertainment Group Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
239750.00000000
HKD
1584.91000000
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
TRS VIASAT INC
000000000
1.00000000
NC
USD
-1006.29000000
-0.00158400203
N/A
DE
CORP
US
N
2
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
ViaSat Inc
ViaSat Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-20190.00000000
USD
-1006.29000000
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
DAX INDEX
000000000
-5.00000000
NC
-174606.12000000
-0.27484765748
N/A
DE
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
DEUTSCH BOERSE AG
DAX INDEX
2020-06-19
-1300679.29000000
USD
-174606.12000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS STANDARD LIFE ABERDEEN PLC
000000000
1.00000000
NC
-5656.33000000
-0.00890363436
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Standard Life Aberdeen PLC
Standard Life Aberdeen PLC
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-30270.30000000
GBP
-5656.33000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ENBRIDGE INC
000000000
1.00000000
NC
USD
11224.62000000
0.017668684884
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
139203.90000000
USD
11224.62000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS POLYPIPE GROUP PLC
000000000
1.00000000
NC
3294.71000000
0.005186206105
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Polypipe Group plc
Polypipe Group plc
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
32340.00000000
GBP
3294.71000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMC NETWORKS INC
000000000
1.00000000
NC
USD
-1117.08000000
-0.00175839667
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
AMC Networks Inc
AMC Networks Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-34650.00000000
USD
-1117.08000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS ENCORE CAPITAL GROUP INC
000000000
1.00000000
NC
USD
556.29000000
0.000875656611
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Encore Capital Group Inc
Encore Capital Group Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
25410.00000000
USD
556.29000000
N
N
N
FRONERI US INC
N/A
FRONERI US INC
000000000
105000.00000000
PA
USD
98962.50000000
0.155776964196
Long
LON
CORP
US
N
2
2028-01-31
Floating
6.15363000
N
N
N
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS MITSUI FUDOSAN CO LTD
000000000
1.00000000
NC
7216.16000000
0.011358964233
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Mitsui Fudosan Co Ltd
Mitsui Fudosan Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
7901250.09000000
JPY
7216.16000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMETEK INC
000000000
1.00000000
NC
USD
-9517.18000000
-0.01498100197
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-75517.35000000
USD
-9517.18000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MYOKARDIA INC
000000000
1.00000000
NC
USD
9533.63000000
0.015006895937
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MyoKardia Inc
MyoKardia Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
53260.00000000
USD
9533.63000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NOKIA OYJ
000000000
1.00000000
NC
-7243.50000000
-0.01140200015
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Nokia Oyj
Nokia Oyj
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-49310.37546500
EUR
-7243.50000000
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
Asurion LLC
04649VAU4
205000.00000000
PA
USD
197825.00000000
0.311396518299
Long
LON
CORP
US
N
2
2025-08-04
Floating
6.90363000
N
N
N
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAE2
200000.00000000
PA
USD
185000.00000000
0.291208673754
Long
DBT
CORP
US
N
2
2025-01-31
Fixed
5.87500000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS AKZO NOBEL NV
000000000
1.00000000
NC
5929.18000000
0.009333127806
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Akzo Nobel NV
Akzo Nobel NV
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
42084.56000000
EUR
5929.18000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS RELX PLC
000000000
1.00000000
NC
1642.18000000
0.002584957080
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
RELX PLC
RELX PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
22261.03706400
GBP
1642.18000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HORMEL FOODS CORP
000000000
1.00000000
NC
USD
2240.07000000
0.003526096290
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hormel Foods Corp
Hormel Foods Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-68707.92000000
USD
2240.07000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS TELENOR ASA
000000000
1.00000000
NC
1447.22000000
0.002278070361
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Telenor ASA
Telenor ASA
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-494891.30000000
NOK
1447.22000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LIVENT CORP
000000000
1.00000000
NC
USD
-846.65000000
-0.00133271256
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Livent Corp
Livent Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-14650.00000000
USD
-846.65000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FORD MOTOR CO
000000000
1.00000000
NC
USD
-376.65000000
-0.00059288511
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Ford Motor Co
Ford Motor Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-32192.00000000
USD
-376.65000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PTC THERAPEUTICS INC
000000000
1.00000000
NC
USD
-4239.34000000
-0.00667314907
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PTC Therapeutics Inc
PTC Therapeutics Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-46670.00000000
USD
-4239.34000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS TOKYO TATEMONO CO LTD
000000000
1.00000000
NC
4729.11000000
0.007444096492
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Tokyo Tatemono Co Ltd
Tokyo Tatemono Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
4408000.10000000
JPY
4729.11000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMC NETWORKS INC
000000000
1.00000000
NC
USD
-372.36000000
-0.00058613222
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
AMC Networks Inc
AMC Networks Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-11550.00000000
USD
-372.36000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
164.64000000
0.000259159978
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
15438.50000000
SEK
164.64000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS FRESENIUS MEDICAL CARE AG & CO KGAA
000000000
1.00000000
NC
-5764.98000000
-0.00907466043
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
2022-01-20
0.00000000
USD
0.00000000
USD
-35454.56000000
EUR
-5764.98000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SMC CORP/JAPAN
000000000
1.00000000
NC
-2882.79000000
-0.00453780244
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
SMC Corp/Japan
SMC Corp/Japan
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
10144000.00000000
JPY
-2882.79000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS XYLEM INC/NY
000000000
1.00000000
NC
USD
-1977.34000000
-0.00311253275
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Xylem Inc/NY
Xylem Inc/NY
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-27854.80000000
USD
-1977.34000000
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851300
200.00000000
NS
USD
239118.00000000
0.376395868382
Long
EP
CORP
US
N
2
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AR0
205000.00000000
PA
USD
214942.50000000
0.338341191126
Long
DBT
NUSS
GT
N
2
2050-06-01
Fixed
6.12500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ELDORADO RESORTS INC
000000000
1.00000000
NC
USD
-1960.68000000
-0.00308630822
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Eldorado Resorts Inc
Eldorado Resorts Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-5756.40000000
USD
-1960.68000000
N
N
N
NBCUNIVERSAL ENTERPRISE
N/A
NBCUniversal Enterprise Inc
63946CAE8
200000.00000000
PA
USD
202000.00000000
0.317968389720
Long
DBT
CORP
US
N
2
N/A
Fixed
5.25000000
N
N
N
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
56.45000000
0.000088857998
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
5293.20000000
SEK
56.45000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS BOLIDEN AB
000000000
1.00000000
NC
2411.54000000
0.003796007378
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Boliden AB
Boliden AB
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
388900.00000000
SEK
2411.54000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SEAGATE TECHNOLOGY PLC
000000000
1.00000000
NC
USD
289.24000000
0.000455292955
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Seagate Technology PLC
Seagate Technology PLC
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-50230.00000000
USD
289.24000000
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059T204
12500.00000000
NS
USD
238500.00000000
0.375423074001
Long
EP
CORP
US
N
1
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LONDON STOCK EXCHANGE GROUP PLC
000000000
1.00000000
NC
1108.13000000
0.001744308473
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
London Stock Exchange Group PL
London Stock Exchange Group PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
14128.00000000
GBP
1108.13000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ORIX CORP
000000000
1.00000000
NC
3007.62000000
0.004734297466
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
ORIX Corp
ORIX Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
4582450.05000000
JPY
3007.62000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NVIDIA CORP
000000000
1.00000000
NC
USD
1130.10000000
0.001778891471
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
NVIDIA Corp
NVIDIA Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
28084.00000000
USD
1130.10000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
216.39000000
0.000340619702
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
20290.60000000
SEK
216.39000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FIAT CHRYSLER AUTOMOBILES NV
000000000
1.00000000
NC
USD
17523.46000000
0.027583694844
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Fiat Chrysler Automobiles NV
Fiat Chrysler Automobiles NV
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
154600.00000000
USD
17523.46000000
N
N
N
T Rowe Price Global Stock Fund
7Z781KDJX21TG7WUSV78
T Rowe Price Global Stock Fund
77956H328
198729.83800000
NS
USD
8730201.78000000
13.74221882140
Long
EC
RF
US
N
1
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122157
1900.00000000
NS
USD
8569.00000000
0.013488470948
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PNC FINANCIAL SERVICES GROUP INC/THE
000000000
1.00000000
NC
USD
11937.82000000
0.018791333674
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PNC Financial Services Group I
PNC Financial Services Group Inc/The
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
71910.54000000
USD
11937.82000000
N
N
N
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
TRY/USD FORWARD
000000000
1.00000000
NC
USD
326.85000000
0.000514494891
N/A
DFE
CORP
US
N
2
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
-219623.89000000
USD
1546000.00000000
TRY
2020-05-29
326.85000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CREDIT SUISSE GROUP AG
000000000
1.00000000
NC
-3790.79000000
-0.00596708609
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Credit Suisse Group AG
Credit Suisse Group AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-31687.47000000
CHF
-3790.79000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS PROSPECT CAPITAL CORP
000000000
1.00000000
NC
USD
-1592.20000000
-0.00250628351
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Prospect Capital Corp
Prospect Capital Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-42400.00000000
USD
-1592.20000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SUMCO CORP
000000000
1.00000000
NC
-2114.49000000
-0.00332842069
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
SUMCO Corp
SUMCO Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-5509300.03000000
JPY
-2114.49000000
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
013817AV3
152000.00000000
PA
USD
154850.00000000
0.243749530436
Long
DBT
CORP
US
N
2
2021-04-15
Fixed
5.40000000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ALTRIA GROUP INC
000000000
1.00000000
NC
USD
-5434.78000000
-0.00855489230
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Altria Group Inc
Altria Group Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
132180.20560000
USD
-5434.78000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS ENCORE CAPITAL GROUP INC
000000000
1.00000000
NC
USD
556.29000000
0.000875656611
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Encore Capital Group Inc
Encore Capital Group Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
25410.00000000
USD
556.29000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SOFTBANK CORP
000000000
1.00000000
NC
-3055.73000000
-0.00481002746
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Softbank Corp
Softbank Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-4192500.00000000
JPY
-3055.73000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS NINTENDO CO LTD
000000000
1.00000000
NC
-2846.30000000
-0.00448036350
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Nintendo Co Ltd
Nintendo Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
9346000.00000000
JPY
-2846.30000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VISA INC
000000000
1.00000000
NC
USD
5071.13000000
0.007982470495
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Visa Inc
Visa Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
66384.00000000
USD
5071.13000000
N
N
N
ENERGIZER HOLDINGS INC
5493000D6NN0V57UME20
Energizer Holdings Inc
29272WAA7
145000.00000000
PA
USD
148987.50000000
0.234521363680
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
6.37500000
N
N
N
N
N
N
INFOR US INC
CIOT8TLNSHRE7MIBDR09
Infor US Inc
45672LAE5
498971.72000000
PA
USD
489406.43000000
0.770375121118
Long
LON
CORP
US
N
2
2022-02-01
Floating
3.75000000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS LIVANOVA PLC
000000000
1.00000000
NC
USD
4942.35000000
0.007779757776
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
LivaNova PLC
LivaNova PLC
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
86646.75000000
USD
4942.35000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS TEMENOS AG
000000000
1.00000000
NC
2353.23000000
0.003704221553
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Temenos AG
Temenos AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
20340.00000000
CHF
2353.23000000
N
N
N
FLEET US BIDCO INC
N/A
Fleet US Bidco Inc
000000000
89362.97000000
PA
USD
81320.30000000
0.128006360606
Long
LON
CORP
US
N
3
2026-10-07
Floating
4.32200000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DELTA AIR LINES INC
000000000
1.00000000
NC
USD
-4692.85000000
-0.00738701959
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Delta Air Lines Inc
Delta Air Lines Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-73512.65000000
USD
-4692.85000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPROTT PHYSICAL SILVER TRUST
000000000
1.00000000
NC
USD
-3343.07000000
-0.00526232962
N/A
DCO
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Sprott Physical Gold and Silver Trust
Sprott Physical Gold and Silver Trust
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
87000.00000000
USD
-3343.07000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS CIE FINANCIERE RICHEMONT SA
000000000
1.00000000
NC
588.95000000
0.000927066748
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Cie Financiere Richemont SA
Cie Financiere Richemont SA
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
23611.14000000
CHF
588.95000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TD AMERITRADE HOLDING CORP
000000000
1.00000000
NC
USD
5613.71000000
0.008836546183
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TD Ameritrade Holding Corp
TD Ameritrade Holding Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
59152.50000000
USD
5613.71000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SAMPO OYJ
000000000
1.00000000
NC
4160.74000000
0.006549424741
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Sampo Oyj
Sampo Oyj
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
25778.52000000
EUR
4160.74000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ZENDESK INC
000000000
1.00000000
NC
USD
10394.69000000
0.016362291291
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Zendesk Inc
Zendesk Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
89505.00000000
USD
10394.69000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DISCOVERY INC
000000000
1.00000000
NC
USD
-2343.27000000
-0.00368854350
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Discovery Inc
Discovery Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-46970.00000000
USD
-2343.27000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS ADYEN NV
000000000
1.00000000
NC
5706.68000000
0.008982890347
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Adyen NV
Adyen NV
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
31742.20000000
EUR
5706.68000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ALBEMARLE CORP
000000000
1.00000000
NC
USD
-7172.56000000
-0.01129033343
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Albemarle Corp
Albemarle Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-131936.25000000
USD
-7172.56000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMAZON.COM INC
000000000
1.00000000
NC
USD
2477.66000000
0.003900086933
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Amazon.com Inc
Amazon.com Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
34615.20000000
USD
2477.66000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LAM RESEARCH CORP
000000000
1.00000000
NC
USD
-781.33000000
-0.00122989228
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Lam Research Corp
Lam Research Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
26806.62000000
USD
-781.33000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INCYTE CORP
000000000
1.00000000
NC
USD
639.84000000
0.001007172744
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Incyte Corp
Incyte Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
8731.20000000
USD
639.84000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
155.23000000
0.000244347688
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
14556.30000000
SEK
155.23000000
N
N
N
USA COM PART/USA COM FIN
N/A
USA Compression Partners LP / USA Compression Finance Corp
91740PAF5
270000.00000000
PA
USD
221400.00000000
0.348505947941
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
6.87500000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ZOETIS INC
000000000
1.00000000
NC
USD
2052.49000000
0.003230826436
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Zoetis Inc
Zoetis Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
45066.84000000
USD
2052.49000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS AMERICAN EXPRESS CO
000000000
1.00000000
NC
USD
-13687.42000000
-0.02154538067
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
American Express Co
American Express Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-145710.81000000
USD
-13687.42000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MAGAZINE LUIZA SA
000000000
1.00000000
NC
USD
4928.00000000
0.007757169428
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Magazine Luiza SA
Magazine Luiza SA
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
32024.40000000
USD
4928.00000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DENSO CORP
000000000
1.00000000
NC
1007.77000000
0.001586331703
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Denso Corp
Denso Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
1123500.00000000
JPY
1007.77000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPDR S&P 500 ETF TRUST
000000000
1.00000000
NC
USD
-12656.55000000
-0.01992268724
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
SPDR S&P 500 ETF Trust
SPDR S&P 500 ETF Trust
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-277760.00000000
USD
-12656.55000000
N
N
N
BORSA ITALIANA S.P.A.
8156005391EE905D3124
FTSE/MIB INDEX
000000000
1.00000000
NC
13557.91000000
0.021341518864
N/A
DE
CORP
IT
N
1
BORSA ITALIANA S.P.A.
8156005391EE905D3124
Long
FINANCIAL TIMES STOCK EXCHANGE
FTSE MIB
2020-06-19
83591.53000000
USD
13557.91000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FISERV INC
000000000
1.00000000
NC
USD
5331.57000000
0.008392429344
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Fiserv Inc
Fiserv Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
53386.20000000
USD
5331.57000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS MCKESSON CORP
000000000
1.00000000
NC
USD
813.23000000
0.001280106106
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
McKesson Corp
McKesson Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
35046.92000000
USD
813.23000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ALCON INC
000000000
1.00000000
NC
663.93000000
0.001045092836
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Alcon Inc
Alcon Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
14286.69000000
CHF
663.93000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LIVENT CORP
000000000
1.00000000
NC
USD
-1015.98000000
-0.00159925507
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Livent Corp
Livent Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-17580.00000000
USD
-1015.98000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS OPORTUN FINANCIAL CORP
000000000
1.00000000
NC
USD
2186.28000000
0.003441425401
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Cboe Global Markets Inc
Cboe Global Markets Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
27720.00000000
USD
2186.28000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EXXON MOBIL CORP
000000000
1.00000000
NC
USD
-8778.71000000
-0.01381857565
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-47583.32000000
USD
-8778.71000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MICROSOFT CORP
000000000
1.00000000
NC
USD
724.49000000
0.001140420389
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Microsoft Corp
Microsoft Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
17188.00000000
USD
724.49000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CAESARS ENTERTAINMENT CORP
000000000
1.00000000
NC
USD
4172.50000000
0.006567936168
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Caesars Entertainment Corp
Caesars Entertainment Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
15140.00000000
USD
4172.50000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS JB HUNT TRANSPORT SERVICES INC
000000000
1.00000000
NC
USD
177.57000000
0.000279513103
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
2022-01-20
0.00000000
USD
0.00000000
USD
72892.86000000
USD
177.57000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS JCDECAUX SA
000000000
1.00000000
NC
3652.42000000
0.005749277752
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
JCDecaux SA
JCDecaux SA
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
31120.89043800
EUR
3652.42000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS ENTERGY CORP
000000000
1.00000000
NC
USD
-2617.59000000
-0.00412035087
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Entergy Corp
Entergy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
137499.03000000
USD
-2617.59000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SAMPO OYJ
000000000
1.00000000
NC
6110.81000000
0.009619031760
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Sampo Oyj
Sampo Oyj
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
44168.25000000
EUR
6110.81000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS AKZO NOBEL NV
000000000
1.00000000
NC
9104.89000000
0.014332015900
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Akzo Nobel NV
Akzo Nobel NV
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
64625.39941000
EUR
9104.89000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
127.01000000
0.000199926560
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
11909.70000000
SEK
127.01000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LITTELFUSE INC
000000000
1.00000000
NC
USD
5846.14000000
0.009202414464
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Littelfuse Inc
Littelfuse Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
52224.00000000
USD
5846.14000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS AMERISOURCEBERGEN CORP
000000000
1.00000000
NC
USD
-671.32000000
-0.00105672544
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
AmerisourceBergen Corp
AmerisourceBergen Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-45136.63000000
USD
-671.32000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TYSON FOODS INC
000000000
1.00000000
NC
USD
5061.73000000
0.007967673947
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Tyson Foods Inc
Tyson Foods Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
151457.69910700
USD
5061.73000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FANCL CORP
000000000
1.00000000
NC
357.49000000
0.000562725344
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Fancl Corp
Fancl Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
2050400.00000000
JPY
357.49000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DEUTSCHE POST AG
000000000
1.00000000
NC
-14373.03000000
-0.02262460002
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Deutsche Post AG
Deutsche Post AG
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-182726.75000000
EUR
-14373.03000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS QIAGEN NV
000000000
1.00000000
NC
USD
1047.29000000
0.001648540172
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
QIAGEN NV
QIAGEN NV
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
27288.40303000
USD
1047.29000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HP INC
000000000
1.00000000
NC
USD
-1418.41000000
-0.00223272051
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
HP Inc
HP Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-42000.00000000
USD
-1418.41000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS NVIDIA CORP
000000000
1.00000000
NC
USD
3386.54000000
0.005330755794
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
NVIDIA Corp
NVIDIA Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
84252.00000000
USD
3386.54000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS NOMURA HOLDINGS INC
000000000
1.00000000
NC
-5678.85000000
-0.00893908311
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Nomura Holdings Inc
Nomura Holdings Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-6456960.01771600
JPY
-5678.85000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SEVEN & I HOLDINGS CO LTD
000000000
1.00000000
NC
-1048.26000000
-0.00165006705
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Seven & i Holdings Co Ltd
Seven & i Holdings Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
3665000.00000000
JPY
-1048.26000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS VONOVIA SE
000000000
1.00000000
NC
8.36000000
0.000013159483
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Vonovia SE
Vonovia SE
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-818.82000000
EUR
8.36000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS ZOZO INC
000000000
1.00000000
NC
-8298.76000000
-0.01306308591
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
ZOZO Inc
ZOZO Inc
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-14407199.68883200
JPY
-8298.76000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS KION GROUP AG
000000000
1.00000000
NC
36.12000000
0.000056856525
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
KION Group AG
KION Group AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
329.52000000
EUR
36.12000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS FLEETCOR TECHNOLOGIES INC
000000000
1.00000000
NC
USD
5935.06000000
0.009342383520
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
FleetCor Technologies Inc
FleetCor Technologies Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
42294.00000000
USD
5935.06000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DOCUSIGN INC
000000000
1.00000000
NC
USD
6672.36000000
0.010502968142
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
DocuSign Inc
DocuSign Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
160848.00000000
USD
6672.36000000
N
N
N
TACALA INVESTMENT CORP
549300XTM341KBSTDI88
Tacala Investment Corp
873412AC4
430000.00000000
PA
USD
323037.50000000
0.508493632150
Long
LON
CORP
US
N
2
2026-02-01
Floating
7.90363000
N
N
N
N
N
N
J.P. MORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
TRS ASCENDIS PHARMA A/S
000000000
1.00000000
NC
USD
1746.30000000
0.002748852470
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
2022-01-20
0.00000000
USD
0.00000000
USD
25386.00000000
USD
1746.30000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS APPLE INC
000000000
1.00000000
NC
USD
4005.46000000
0.006304998347
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Apple Inc
Apple Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
123442.62000000
USD
4005.46000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SOFTBANK CORP
000000000
1.00000000
NC
3337.17000000
0.005253042431
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Softbank Corp
Softbank Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
7546499.94000000
JPY
3337.17000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DEERE & CO
000000000
1.00000000
NC
USD
-2097.02000000
-0.00330092115
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Deere & Co
Deere & Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-27062.00000000
USD
-2097.02000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMEREN CORP
000000000
1.00000000
NC
USD
-8468.06000000
-0.01332958119
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Ameren Corp
Ameren Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
229369.00000000
USD
-8468.06000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ROLLINS INC
000000000
1.00000000
NC
USD
-9647.80000000
-0.01518661104
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Rollins Inc
Rollins Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-113166.35000000
USD
-9647.80000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ALTABA INC
000000000
1.00000000
NC
USD
15122.37000000
0.023804136820
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Altaba Inc
Altaba Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
156800.00000000
USD
15122.37000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS KKR & CO LP
000000000
1.00000000
NC
USD
10553.26000000
0.016611896477
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
KKR & Co Inc
KKR & Co Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
125991.75030400
USD
10553.26000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS E*TRADE FINANCIAL CORP
000000000
1.00000000
NC
USD
1588.96000000
0.002501183428
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
E*TRADE Financial Corp
E*TRADE Financial Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
39000.00000000
USD
1588.96000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AIMMUNE THERAPEUTICS INC
000000000
1.00000000
NC
USD
2253.41000000
0.003547094797
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Aimmune Therapeutics Inc
Aimmune Therapeutics Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
23415.00000000
USD
2253.41000000
N
N
N
VUNGLE INC
254900IADTL7913IZI83
Vungle Inc
92941TAB1
143900.94000000
PA
USD
135266.88000000
0.212923722852
Long
LON
CORP
US
N
3
2026-09-30
Floating
5.90363000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERPUBLIC GROUP OF COS INC/THE
000000000
1.00000000
NC
USD
-6439.50000000
-0.01013642299
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Interpublic Group of Cos Inc/T
Interpublic Group of Cos Inc/The
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-46193.72000000
USD
-6439.50000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FIVE9 INC
000000000
1.00000000
NC
USD
7976.92000000
0.012556477264
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Five9 Inc
Five9 Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
103176.00000000
USD
7976.92000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS WELLS FARGO & CO
000000000
1.00000000
NC
USD
1424.79000000
0.002242763277
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Wells Fargo & Co
Wells Fargo & Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
68142.24000000
USD
1424.79000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NORTHERN TRUST CORP
000000000
1.00000000
NC
USD
-137.83000000
-0.00021695833
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Northern Trust Corp
Northern Trust Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-43152.83000000
USD
-137.83000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS ORACLE CORP
000000000
1.00000000
NC
USD
879.64000000
0.001384642150
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Oracle Corp
Oracle Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-234063.47953800
USD
879.64000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS HONDA MOTOR CO LTD
000000000
1.00000000
NC
-28721.73000000
-0.04521090216
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Honda Motor Co Ltd
Honda Motor Co Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-27266499.79341400
JPY
-28721.73000000
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
US 5 YEAR TREASURY NOTE
000000000
-1.00000000
NC
USD
-563.92000000
-0.00088766700
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2020-06-30
-124920.46000000
USD
-563.92000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS UNIBAIL-RODAMCO-WESTFIELD
000000000
1.00000000
NC
-298.74000000
-0.00047024691
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Unibail-Rodamco-Westfield
Unibail-Rodamco-Westfield
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-61097.00000000
EUR
-298.74000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SEABOARD CORP
000000000
1.00000000
NC
USD
294.29000000
0.000463242165
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Seaboard Corp
Seaboard Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
44850.00000000
USD
294.29000000
N
N
N
T. ROWE PRICE SHORT-TERM FUND
549300YTML4H25P65J89
T. ROWE PRICE SHORT-TERM FUND
000000000
157618.50000000
NS
USD
1576185.00000000
2.481074288870
Long
STIV
RF
US
N
1
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS MERCARI INC
000000000
1.00000000
NC
21974.86000000
0.034590647765
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Mercari Inc
Mercari Inc
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
10391699.92578900
JPY
21974.86000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EVERSOURCE ENERGY
000000000
1.00000000
NC
USD
10424.00000000
0.016408428190
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Eversource Energy
Eversource Energy
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-112483.80000000
USD
10424.00000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CUMMINS INC
000000000
1.00000000
NC
USD
5392.11000000
0.008487725415
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Cummins Inc
Cummins Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
43638.00000000
USD
5392.11000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS NINTENDO CO LTD
000000000
1.00000000
NC
-1423.14000000
-0.00224016601
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Nintendo Co Ltd
Nintendo Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
4673000.00000000
JPY
-1423.14000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TD AMERITRADE HOLDING CORP
000000000
1.00000000
NC
USD
4164.35000000
0.006555107246
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TD Ameritrade Holding Corp
TD Ameritrade Holding Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
43880.40000000
USD
4164.35000000
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2019-NQM2
64830QAA2
189315.29000000
PA
USD
193959.65000000
0.305312067234
Long
ABS-MBS
CORP
US
N
2
2049-04-25
Variable
3.59987000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS VESTAS WIND SYSTEMS A/S
000000000
1.00000000
NC
-584.17000000
-0.00091954254
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Vestas Wind Systems A/S
Vestas Wind Systems A/S
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-230560.00000000
DKK
-584.17000000
N
N
N
SOLERA LLC / SOLERA FINA
N/A
Solera LLC / Solera Finance Inc
83422AAA1
150000.00000000
PA
USD
148125.00000000
0.233163701620
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
10.50000000
N
N
N
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
122.30000000
0.000192512544
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
11468.60000000
SEK
122.30000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WALT DISNEY CO/THE
000000000
1.00000000
NC
USD
1918.59000000
0.003020054320
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
62954.40000000
USD
1918.59000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SUMITOMO METAL MINING CO LTD
000000000
1.00000000
NC
1166.29000000
0.001835858184
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
2022-01-20
0.00000000
USD
0.00000000
USD
1246999.93061200
JPY
1166.29000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ERO COPPER CORP
000000000
1.00000000
NC
4460.24000000
0.007020867973
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
ERO Copper Corp
ERO Copper Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
25620.00000000
CAD
4460.24000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AON PLC
000000000
1.00000000
NC
USD
13731.36000000
0.021614546672
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Aon PLC
Aon PLC
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-232316.22000000
USD
13731.36000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HESS CORP
000000000
1.00000000
NC
USD
8292.71000000
0.013053562599
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Hess Corp
Hess Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
54207.47000000
USD
8292.71000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ALPHABET INC
000000000
1.00000000
NC
USD
5323.30000000
0.008379411529
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Alphabet Inc
Alphabet Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
75438.00000000
USD
5323.30000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPDR S&P 500 ETF TRUST
000000000
1.00000000
NC
USD
-179932.62000000
-0.28323210613
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-3944192.00000000
USD
-179932.62000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EXACT SCIENCES CORP
000000000
1.00000000
NC
USD
7276.15000000
0.011453394548
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Exact Sciences Corp
Exact Sciences Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
40092.00000000
USD
7276.15000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FACEBOOK INC
000000000
1.00000000
NC
USD
27652.38000000
0.043527637329
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Facebook Inc
Facebook Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
176970.00000000
USD
27652.38000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WAYFAIR INC
000000000
1.00000000
NC
USD
17118.05000000
0.026945538582
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
57294.18000000
USD
17118.05000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS L BRANDS INC
000000000
1.00000000
NC
USD
2798.20000000
0.004404649248
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
L Brands Inc
L Brands Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-48221.02000000
USD
2798.20000000
N
N
N
BANCO SANTANDER MEXICO
SCRYQ25DTVRHYYMM6P89
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand
05969BAD5
170000.00000000
PA
USD
174887.50000000
0.275290578006
Long
DBT
CORP
MX
N
2
2025-04-17
Fixed
5.37500000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS CARVANA CO
000000000
1.00000000
NC
USD
4367.34000000
0.006874633995
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Carvana Co
Carvana Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
35670.00000000
USD
4367.34000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS ASOS PLC
000000000
1.00000000
NC
3083.50000000
0.004853740246
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
ASOS PLC
ASOS PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
45420.00000000
GBP
3083.50000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMEREN CORP
000000000
1.00000000
NC
USD
-211.84000000
-0.00033345754
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Ameren Corp
Ameren Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
5738.00000000
USD
-211.84000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS AIMMUNE THERAPEUTICS INC
000000000
1.00000000
NC
USD
6009.09000000
0.009458914212
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Aimmune Therapeutics Inc
Aimmune Therapeutics Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
62440.00000000
USD
6009.09000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS TOKYO TATEMONO CO LTD
000000000
1.00000000
NC
4492.65000000
0.007071884584
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Tokyo Tatemono Co Ltd
Tokyo Tatemono Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
4187599.92000000
JPY
4492.65000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS NETWORK INTERNATIONAL HOLDINGS PLC
000000000
1.00000000
NC
1000.51000000
0.001574903730
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Network International Holdings
Network International Holdings PLC
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
19950.00000000
GBP
1000.51000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS AVIVA PLC
000000000
1.00000000
NC
-2329.77000000
-0.00366729314
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Aviva PLC
Aviva PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-88776.51000000
GBP
-2329.77000000
N
N
N
T ROWE PR ULT SH-TRM BND-I
549300KJPJ2IQ3OSSV02
T ROWE PR ULT SH-TRM BND-I
77957P501
2874025.56869900
NS
USD
14341387.59000000
22.57479167500
Long
EC
RF
US
N
1
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
S&P 500 INDEX
000000000
-5.00000000
NC
USD
-15425.00000000
-0.02428050698
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
3100.00000000
USD
2020-06-19
XXXX
40.00000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EASTMAN CHEMICAL CO
000000000
1.00000000
NC
USD
-4954.40000000
-0.00779872569
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Eastman Chemical Co
Eastman Chemical Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-30316.00000000
USD
-4954.40000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMAZON.COM INC
000000000
1.00000000
NC
USD
3303.55000000
0.005200121157
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Amazon.com Inc
Amazon.com Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
46153.60000000
USD
3303.55000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AVAYA HOLDINGS CORP
000000000
1.00000000
NC
USD
-3741.97000000
-0.00589023849
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-23093.64000000
USD
-3741.97000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SARTORIUS AG
000000000
1.00000000
NC
2169.64000000
0.003415232361
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Sartorius AG
Sartorius AG
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
23700.00000000
EUR
2169.64000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GOLDMAN SACHS GROUP INC/THE
000000000
1.00000000
NC
USD
1443.48000000
0.002272183223
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Goldman Sachs Group Inc/The
Goldman Sachs Group Inc/The
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
53556.00000000
USD
1443.48000000
N
N
N
CHINA EVERGRANDE GROUP
549300CUF7B1LAB15T90
China Evergrande Group
000000000
400000.00000000
PA
USD
383500.00000000
0.603667710187
Long
DBT
CORP
CN
N
2
2021-06-28
Fixed
6.25000000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ARKEMA SA
000000000
1.00000000
NC
-15791.84000000
-0.02485795017
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Arkema SA
Arkema SA
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-167328.00000000
EUR
-15791.84000000
N
N
N
TIMES CHINA HLDG LTD
2549000KTINB9ZPZP710
Times China Holdings Ltd
000000000
200000.00000000
PA
USD
196005.32000000
0.308532158302
Long
DBT
CORP
CN
N
2
2023-07-16
Fixed
6.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PAYCHEX INC
000000000
1.00000000
NC
USD
-16036.92000000
-0.02524373083
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Paychex Inc
Paychex Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-287852.03761900
USD
-16036.92000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NVIDIA CORP
000000000
1.00000000
NC
USD
1785.55000000
0.002810635932
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
NVIDIA Corp
NVIDIA Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
44372.72000000
USD
1785.55000000
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91911KAJ1
200000.00000000
PA
USD
204000.00000000
0.321116591599
Long
DBT
CORP
CA
N
2
2022-03-15
Fixed
6.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FACEBOOK INC
000000000
1.00000000
NC
USD
11060.95000000
0.017411051783
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Facebook Inc
Facebook Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
70788.00000000
USD
11060.95000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CAESARS ENTERTAINMENT CORP
000000000
1.00000000
NC
USD
5215.63000000
0.008209928081
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Caesars Entertainment Corp
Caesars Entertainment Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
18925.00000000
USD
5215.63000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SAMSUNG ELECTRONICS CO LTD
000000000
1.00000000
NC
USD
1372.55000000
0.002160532244
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Samsung Electronics Co Ltd
Samsung Electronics Co Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
72449.48000000
USD
1372.55000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LAM RESEARCH CORP
000000000
1.00000000
NC
USD
-2014.61000000
-0.00317119949
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Lam Research Corp
Lam Research Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
69119.03000000
USD
-2014.61000000
N
N
N
PATTERN ENERGY GROUP INC
549300YTEUCT3H1Y2T51
Pattern Energy Group Inc
70338PAC4
400000.00000000
PA
USD
400000.00000000
0.629640375684
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
5.87500000
N
N
N
N
N
N
NIELSEN CO LUX SARL/THE
549300MFMRJBOPHHM352
Nielsen Co Luxembourg SARL/The
65410CAA8
200000.00000000
PA
USD
197750.00000000
0.311278460728
Long
DBT
CORP
LU
N
2
2021-10-01
Fixed
5.50000000
N
N
N
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HOLLYFRONTIER CORP
000000000
1.00000000
NC
USD
-39824.00000000
-0.06268699580
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
HollyFrontier Corp
HollyFrontier Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-102625.60000000
USD
-39824.00000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS LINDE PLC
000000000
1.00000000
NC
USD
1606.96000000
0.002529517245
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Linde PLC
Linde PLC
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
106153.90000000
USD
1606.96000000
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
TRS APARTMENT INVESTMENT & MANAGEMENT CO
000000000
1.00000000
NC
USD
-126.16000000
-0.00019858857
N/A
DE
CORP
US
N
2
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Apartment Investment & Managem
Apartment Investment & Management Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-25823.72000000
USD
-126.16000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPDR S&P 500 ETF TRUST
000000000
1.00000000
NC
USD
-12656.55000000
-0.01992268724
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
SPDR S&P 500 ETF Trust
SPDR S&P 500 ETF Trust
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-277760.00000000
USD
-12656.55000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS TELEFONICA SA
000000000
1.00000000
NC
1014.43000000
0.001596815215
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Telefonica SA
Telefonica SA
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
84932.90000000
EUR
1014.43000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS ASOS PLC
000000000
1.00000000
NC
616.70000000
0.000970748049
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
ASOS PLC
ASOS PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
9084.00000000
GBP
616.70000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FERGUSON PLC
000000000
1.00000000
NC
-13327.52000000
-0.02097886174
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Ferguson PLC
Ferguson PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-80511.60000000
GBP
-13327.52000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS STANDARD LIFE ABERDEEN PLC
000000000
1.00000000
NC
-17546.67000000
-0.02762022972
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Standard Life Aberdeen PLC
Standard Life Aberdeen PLC
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-93902.30201100
GBP
-17546.67000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRY/USD FORWARD
000000000
1.00000000
NC
USD
-215.17000000
-0.00033869929
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
-114174.13000000
USD
801000.00000000
TRY
2020-05-29
-215.17000000
N
N
N
INGERSOLL-RAND SERVICES
N/A
Ingersoll-Rand Services Co
365556AU3
200000.00000000
PA
USD
189400.00000000
0.298134717886
Long
LON
CORP
US
N
2
2027-02-28
Floating
2.15363000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS VF CORP
000000000
1.00000000
NC
USD
2053.45000000
0.003232337573
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
VF Corp
VF Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
51605.40000000
USD
2053.45000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS KEYENCE CORP
000000000
1.00000000
NC
2767.51000000
0.004356340090
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Keyence Corp
Keyence Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
7456000.00000000
JPY
2767.51000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HENRY SCHEIN INC
000000000
1.00000000
NC
USD
-2672.27000000
-0.00420642271
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Henry Schein Inc
Henry Schein Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-58367.04000000
USD
-2672.27000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SUZUKI MOTOR CORP
000000000
1.00000000
NC
8626.76000000
0.013579391018
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Suzuki Motor Corp
Suzuki Motor Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
6078000.00000000
JPY
8626.76000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ROCKWELL AUTOMATION INC
000000000
1.00000000
NC
USD
33850.72000000
0.053284450144
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Rockwell Automation Inc
Rockwell Automation Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
176763.52000000
USD
33850.72000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INFINEON TECHNOLOGIES AG
000000000
1.00000000
NC
3913.33000000
0.006159976428
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Infineon Technologies AG
Infineon Technologies AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
33159.43000000
EUR
3913.33000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
RUB/USD FORWARD
000000000
1.00000000
NC
USD
1629.57000000
0.002565107667
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
-7454000.00000000
RUB
101272.22000000
USD
2020-05-29
1629.57000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS KIMCO REALTY CORP
000000000
1.00000000
NC
USD
-8495.87000000
-0.01337335694
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Kimco Realty Corp
Kimco Realty Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-68873.03000000
USD
-8495.87000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PACCAR INC
000000000
1.00000000
NC
USD
981.13000000
0.001544397654
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PACCAR Inc
PACCAR Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
16802.66000000
USD
981.13000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HOLLYFRONTIER CORP
000000000
1.00000000
NC
USD
-14269.05000000
-0.02246092500
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-34097.15000000
USD
-14269.05000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BECTON DICKINSON AND CO
000000000
1.00000000
NC
USD
-14.25000000
-0.00002243093
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Becton Dickinson and Co
Becton Dickinson and Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
28788.42000000
USD
-14.25000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS KION GROUP AG
000000000
1.00000000
NC
6773.50000000
0.010662172711
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
KION Group AG
KION Group AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
61785.00000000
EUR
6773.50000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HANESBRANDS INC
000000000
1.00000000
NC
USD
-3415.33000000
-0.00537607416
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Hanesbrands Inc
Hanesbrands Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-28972.51000000
USD
-3415.33000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CARMAX INC
000000000
1.00000000
NC
USD
2885.89000000
0.004542682159
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
22298.64000000
USD
2885.89000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MSCI INC
000000000
1.00000000
NC
USD
-1989.29000000
-0.00313134325
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MSCI Inc
MSCI Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-95782.59000000
USD
-1989.29000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS KION GROUP AG
000000000
1.00000000
NC
1905.62000000
0.002999638231
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
KION Group AG
KION Group AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
17382.18000000
EUR
1905.62000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS MARTIN MARIETTA MATERIALS INC
000000000
1.00000000
NC
USD
1329.12000000
0.002092169040
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
2022-01-20
0.00000000
USD
0.00000000
USD
-65234.40000000
USD
1329.12000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HOSHIZAKI CORP
000000000
1.00000000
NC
-5350.97000000
-0.00842296690
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Hoshizaki Corp
Hoshizaki Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-10139999.96000000
JPY
-5350.97000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EQUITY RESIDENTIAL
000000000
1.00000000
NC
USD
-577.60000000
-0.00090920070
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Equity Residential
Equity Residential
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
39594.00000000
USD
-577.60000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CAPITAL ONE FINANCIAL CORP
000000000
1.00000000
NC
USD
10920.56000000
0.017190063752
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Capital One Financial Corp
Capital One Financial Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
47340.00000000
USD
10920.56000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ERO COPPER CORP
000000000
1.00000000
NC
6690.37000000
0.010531317700
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
ERO Copper Corp
ERO Copper Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
38430.00000000
CAD
6690.37000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ABIOMED INC
000000000
1.00000000
NC
USD
-4656.01000000
-0.00732902971
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
ABIOMED Inc
ABIOMED Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-23452.38000000
USD
-4656.01000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SALESFORCE.COM INC
000000000
1.00000000
NC
USD
8752.61000000
0.013777491621
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
salesforce.com Inc
salesforce.com Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
218193.26000000
USD
8752.61000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MICRON TECHNOLOGY INC
000000000
1.00000000
NC
USD
2155.52000000
0.003393006056
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Micron Technology Inc
Micron Technology Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
69645.00000000
USD
2155.52000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS HEWLETT PACKARD ENTERPRISE CO
000000000
1.00000000
NC
USD
-5382.48000000
-0.00847256682
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
2022-01-20
0.00000000
USD
0.00000000
USD
-95200.00000000
USD
-5382.48000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DAIKIN INDUSTRIES LTD
000000000
1.00000000
NC
-1886.45000000
-0.00296946271
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Daikin Industries Ltd
Daikin Industries Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-11068000.00000000
JPY
-1886.45000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS PUBLIC STORAGE
000000000
1.00000000
NC
USD
-3978.68000000
-0.00626284392
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Public Storage
Public Storage
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
78120.00000000
USD
-3978.68000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NIPPON TELEGRAPH & TELEPHONE CORP
000000000
1.00000000
NC
-4407.56000000
-0.00693794433
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
NTT
Nippon Telegraph & Telephone Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
8533799.92000000
JPY
-4407.56000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ALPHABET INC
000000000
1.00000000
NC
USD
6654.12000000
0.010474256541
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Alphabet Inc
Alphabet Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
94297.49700000
USD
6654.12000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
5644.85000000
0.008885563686
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
529320.00000000
SEK
5644.85000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INVESCO QQQ TRUST SERIES 1
000000000
1.00000000
NC
USD
-9432.16000000
-0.01484717191
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Invesco QQQ Trust Series 1
Invesco QQQ Trust Series 1
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-209430.00000000
USD
-9432.16000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS KAKAKU.COM INC
000000000
1.00000000
NC
-1902.69000000
-0.00299502611
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Kakaku.com Inc
Kakaku.com Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-4014700.07307700
JPY
-1902.69000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CATERPILLAR INC
000000000
1.00000000
NC
USD
-9092.07000000
-0.01431183592
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Caterpillar Inc
Caterpillar Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-173206.09000000
USD
-9092.07000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS FRANCO-NEVADA CORP
000000000
1.00000000
NC
USD
8472.40000000
0.013336412797
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Franco-Nevada Corp
Franco-Nevada Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
110457.00000000
USD
8472.40000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EQUITRANS MIDSTREAM CORP
000000000
1.00000000
NC
USD
-41335.95000000
-0.06506695771
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Equitrans Midstream Corp
Equitrans Midstream Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-175330.80000000
USD
-41335.95000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MAGAZINE LUIZA SA
000000000
1.00000000
NC
USD
946.49000000
0.001489870797
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Magazine Luiza SA
Magazine Luiza SA
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
9117.73000000
USD
946.49000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SPROTT PHYSICAL GOLD AND SILVER TRUST
000000000
1.00000000
NC
USD
-597.04000000
-0.00093980122
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
2022-01-20
0.00000000
USD
0.00000000
USD
31580.00000000
USD
-597.04000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS INFORMA PLC
000000000
1.00000000
NC
1387.81000000
0.002184553024
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Informa PLC
Informa PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
20610.75626500
GBP
1387.81000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FRANCO-NEVADA CORP
000000000
1.00000000
NC
USD
1883.85000000
0.002965370054
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Franco-Nevada Corp
Franco-Nevada Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
24546.00000000
USD
1883.85000000
N
N
N
ASOS PLC
213800H8DBB8JSKDW630
ASOS PLC
000000000
752.00000000
NS
22689.07000000
0.035714886396
Long
EC
CORP
GB
N
2
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587602
2593.00000000
NS
USD
123768.75000000
0.194824505619
Long
EP
CORP
US
N
2
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS ENCORE CAPITAL GROUP INC
000000000
1.00000000
NC
USD
1056.95000000
0.001663745987
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Encore Capital Group Inc
Encore Capital Group Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
48279.00000000
USD
1056.95000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ENEL SPA
000000000
1.00000000
NC
570.94000000
0.000898717190
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Enel SpA
Enel SpA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
111117.71000000
EUR
570.94000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS SPROTT PHYSICAL GOLD AND SILVER TRUST
000000000
1.00000000
NC
USD
-447.78000000
-0.00070485091
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
2022-01-20
0.00000000
USD
0.00000000
USD
23685.00000000
USD
-447.78000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MATSUMOTOKIYOSHI HOLDINGS CO LTD
000000000
1.00000000
NC
380.21000000
0.000598488918
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Matsumotokiyoshi Holdings Co L
Matsumotokiyoshi Holdings Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
2952000.04000000
JPY
380.21000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS GENERAL MOTORS CO
000000000
1.00000000
NC
USD
-2221.10000000
-0.00349623559
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
General Motors Co
General Motors Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-76849.68000000
USD
-2221.10000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SEABOARD CORP
000000000
1.00000000
NC
USD
78.48000000
0.000123535441
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Seaboard Corp
Seaboard Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
11960.00000000
USD
78.48000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BRIDGESTONE CORP
000000000
1.00000000
NC
3545.67000000
0.005581242477
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Bridgestone Corp
Bridgestone Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
14818500.00000000
JPY
3545.67000000
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90351JAD6
193507.61000000
PA
USD
182272.56000000
0.286915407888
Long
LON
CORP
US
N
2
2025-04-04
Floating
5.00000000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ALCON INC
000000000
1.00000000
NC
4126.28000000
0.006495181223
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Alcon Inc
Alcon Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
88791.96000000
CHF
4126.28000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS VESTAS WIND SYSTEMS A/S
000000000
1.00000000
NC
-1557.34000000
-0.00245141035
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
2022-01-20
0.00000000
USD
0.00000000
USD
-613866.00070000
DKK
-1557.34000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMEREN CORP
000000000
1.00000000
NC
USD
-479.43000000
-0.00075467121
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Ameren Corp
Ameren Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
12986.00000000
USD
-479.43000000
N
N
N
GENESIS ENERGY LP/GENESI
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAG7
400000.00000000
PA
USD
350000.00000000
0.550935328723
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
6.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MTU AERO ENGINES AG
000000000
1.00000000
NC
-10496.52000000
-0.01652258199
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MTU Aero Engines AG
MTU Aero Engines AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-129061.25000000
EUR
-10496.52000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS COGNEX CORP
000000000
1.00000000
NC
USD
4002.75000000
0.006300732534
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Cognex Corp
Cognex Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
29138.70000000
USD
4002.75000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS DEUTSCHE POST AG
000000000
1.00000000
NC
-121.58000000
-0.00019137919
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Deutsche Post AG
Deutsche Post AG
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-1545.74524300
EUR
-121.58000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ELI LILLY & CO
000000000
1.00000000
NC
USD
-2675.29000000
-0.00421117650
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Eli Lilly and Co
Eli Lilly and Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-118071.58000000
USD
-2675.29000000
N
N
N
J.P. MORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
TRS LINDE PLC
000000000
1.00000000
NC
USD
1447.91000000
0.002279156490
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
Linde PLC
Linde PLC
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
95647.20000000
USD
1447.91000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS BTG HOTELS GROUP CO LTD
000000000
1.00000000
NC
16133.36000000
0.025395537128
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
BTG Hotels Group Co Ltd
BTG Hotels Group Co Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
704112.59000000
CNY
16133.36000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS LOWE'S COS INC
000000000
1.00000000
NC
USD
-9279.36000000
-0.01460664929
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
2022-01-20
0.00000000
USD
0.00000000
USD
-80000.31920000
USD
-9279.36000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS SUMITOMO METAL MINING CO LTD
000000000
1.00000000
NC
4197.69000000
0.006607587771
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Sumitomo Metal Mining Co Ltd
Sumitomo Metal Mining Co Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
4489199.96000000
JPY
4197.69000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS HEIWA REAL ESTATE CO LTD
000000000
1.00000000
NC
6023.50000000
0.009481597007
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Heiwa Real Estate Co Ltd
Heiwa Real Estate Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
5226000.00000000
JPY
6023.50000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EXXON MOBIL CORP
000000000
1.00000000
NC
USD
-8247.46000000
-0.01298233453
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Exxon Mobil Corp
Exxon Mobil Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-55821.92000000
USD
-8247.46000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MAGAZINE LUIZA SA
000000000
1.00000000
NC
USD
2170.86000000
0.003417152764
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Magazine Luiza SA
Magazine Luiza SA
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
20912.22000000
USD
2170.86000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS HEIWA REAL ESTATE CO LTD
000000000
1.00000000
NC
6625.86000000
0.010429772449
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Heiwa Real Estate Co Ltd
Heiwa Real Estate Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
5748599.92666700
JPY
6625.86000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS STARBUCKS CORP
000000000
1.00000000
NC
USD
-8412.47000000
-0.01324207692
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Starbucks Corp
Starbucks Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-146478.44962000
USD
-8412.47000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ZOETIS INC
000000000
1.00000000
NC
USD
1375.84000000
0.002165711036
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Zoetis Inc
Zoetis Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
30209.64000000
USD
1375.84000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTUITIVE SURGICAL INC
000000000
1.00000000
NC
USD
-111.90000000
-0.00017614189
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Intuitive Surgical Inc
Intuitive Surgical Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
153300.00000000
USD
-111.90000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS RELO GROUP INC
000000000
1.00000000
NC
6587.51000000
0.010369405678
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Relo Group Inc
Relo Group Inc
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
21178399.68680900
JPY
6587.51000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS TELEFONICA DEUTSCHLAND HOLDING AG
000000000
1.00000000
NC
1636.20000000
0.002575543956
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Telefonica Deutschland Holding
Telefonica Deutschland Holding AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
38304.73000000
EUR
1636.20000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ALTRIA GROUP INC
000000000
1.00000000
NC
USD
-329.69000000
-0.00051896533
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Altria Group Inc
Altria Group Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
8018.35973700
USD
-329.69000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CARVANA CO
000000000
1.00000000
NC
USD
3493.87000000
0.005499704048
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Carvana Co
Carvana Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
28536.00000000
USD
3493.87000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CATERPILLAR INC
000000000
1.00000000
NC
USD
-3609.21000000
-0.00568126085
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-55088.75000000
USD
-3609.21000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS COVESTRO AG
000000000
1.00000000
NC
5697.60000000
0.008968597511
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Covestro AG
Covestro AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
95768.10329500
EUR
5697.60000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TDK CORP
000000000
1.00000000
NC
1974.74000000
0.003108440088
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TDK Corp
TDK Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
3572000.00000000
JPY
1974.74000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SEABOARD CORP
000000000
1.00000000
NC
USD
156.96000000
0.000247070883
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Seaboard Corp
Seaboard Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
23920.00000000
USD
156.96000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TD AMERITRADE HOLDING CORP
000000000
1.00000000
NC
USD
2840.88000000
0.004471831876
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TD Ameritrade Holding Corp
TD Ameritrade Holding Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
29934.75000000
USD
2840.88000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPDR S&P 500 ETF TRUST
000000000
1.00000000
NC
USD
-18984.82000000
-0.02988402299
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
SPDR S&P 500 ETF Trust
SPDR S&P 500 ETF Trust
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-416640.00000000
USD
-18984.82000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AVALARA INC
000000000
1.00000000
NC
USD
11688.71000000
0.018399209389
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Avalara Inc
Avalara Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
95508.00000000
USD
11688.71000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MICRON TECHNOLOGY INC
000000000
1.00000000
NC
USD
717.47000000
0.001129370200
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Micron Technology Inc
Micron Technology Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
23215.00000000
USD
717.47000000
N
N
N
Refinitiv US Holdings Inc
549300NF240HXJO7N016
Refinitiv US Holdings Inc
31740MAC5
197489.97000000
PA
USD
192985.22000000
0.303778216055
Long
LON
CORP
US
N
2
2025-10-01
Floating
3.65363000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FIVE9 INC
000000000
1.00000000
NC
USD
-460.59000000
-0.00072501515
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
23622.38000000
USD
-460.59000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DEUTSCHE TELEKOM AG
000000000
1.00000000
NC
-8391.42000000
-0.01320894210
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Deutsche Telekom AG
Deutsche Telekom AG
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-82328.45162500
EUR
-8391.42000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INVESCO QQQ TRUST SERIES 1
000000000
1.00000000
NC
USD
-50933.65000000
-0.08017470630
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Invesco QQQ Trust Series 1
Invesco QQQ Trust Series 1
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-1130922.00000000
USD
-50933.65000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS ASCENDIS PHARMA A/S
000000000
1.00000000
NC
USD
3492.61000000
0.005497720681
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
2022-01-20
0.00000000
USD
0.00000000
USD
50772.00000000
USD
3492.61000000
N
N
N
CITADEL SECURITIES LP
549300NV5RXBUS3X7L47
Citadel Securities LP
17288YAC6
34912.50000000
PA
USD
33341.44000000
0.052482792018
Long
LON
CORP
US
N
2
2026-02-27
Floating
3.15363000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS CIGNA CORP
000000000
1.00000000
NC
USD
536.34000000
0.000844253297
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Cigna Corp
Cigna Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
7486.60000000
USD
536.34000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EQUITRANS MIDSTREAM CORP
000000000
1.00000000
NC
USD
-60069.79000000
-0.09455591285
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Equitrans Midstream Corp
Equitrans Midstream Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-254792.40000000
USD
-60069.79000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TD AMERITRADE HOLDING CORP
000000000
1.00000000
NC
USD
11227.43000000
0.017673108107
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TD Ameritrade Holding Corp
TD Ameritrade Holding Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
118305.00000000
USD
11227.43000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS US BANCORP
000000000
1.00000000
NC
USD
-14435.31000000
-0.02272263502
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-291298.44000000
USD
-14435.31000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LAM RESEARCH CORP
000000000
1.00000000
NC
USD
-1646.72000000
-0.00259210349
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
30228.67000000
USD
-1646.72000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AIMMUNE THERAPEUTICS INC
000000000
1.00000000
NC
USD
3755.68000000
0.005911819415
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Aimmune Therapeutics Inc
Aimmune Therapeutics Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
39025.00000000
USD
3755.68000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS EUTELSAT COMMUNICATIONS SA
000000000
1.00000000
NC
1164.50000000
0.001833040543
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Eutelsat Communications SA
Eutelsat Communications SA
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
35679.07000000
EUR
1164.50000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MARVELL TECHNOLOGY GROUP LTD
000000000
1.00000000
NC
USD
3325.47000000
0.005234625450
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Marvell Technology Group Ltd
Marvell Technology Group Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
53016.20000000
USD
3325.47000000
N
N
N
VERISURE HOLDING AB
549300VQQCWGISM3N408
Verisure Holding AB
000000000
100000.00000000
PA
110955.26000000
0.174654778976
Long
DBT
CORP
SE
N
2
2025-04-15
Floating
5.00000000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS CF INDUSTRIES HOLDINGS INC
000000000
1.00000000
NC
USD
-442.48000000
-0.00069650818
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
CF Industries Holdings Inc
CF Industries Holdings Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
19627.76000000
USD
-442.48000000
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AM0
400000.00000000
PA
USD
420470.00000000
0.661862221910
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
3.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CERIDIAN HCM HOLDING INC
000000000
1.00000000
NC
USD
2339.17000000
0.003682089693
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Ceridian HCM Holding Inc
Ceridian HCM Holding Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
19057.50000000
USD
2339.17000000
N
N
N
CEOC LLC
N/A
CEOC LLC
12768PAB7
211517.55000000
PA
USD
203718.90000000
0.320674111825
Long
LON
CORP
US
N
2
2024-10-06
Floating
2.40363000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EQUITY RESIDENTIAL
000000000
1.00000000
NC
USD
-385.07000000
-0.00060613904
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Equity Residential
Equity Residential
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
26396.00000000
USD
-385.07000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SUZUKI MOTOR CORP
000000000
1.00000000
NC
6470.08000000
0.010184559004
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Suzuki Motor Corp
Suzuki Motor Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
4558500.05000000
JPY
6470.08000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS CREDIT SUISSE GROUP AG
000000000
1.00000000
NC
-4290.13000000
-0.00675309766
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Credit Suisse Group AG
Credit Suisse Group AG
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-35858.72981600
CHF
-4290.13000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EOG RESOURCES INC
000000000
1.00000000
NC
USD
4484.15000000
0.007058504726
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
EOG Resources Inc
EOG Resources Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
23535.10000000
USD
4484.15000000
N
N
N
CINCINNATI BELL INC
549300JYVZOCUJOHL272
Cincinnati Bell Inc
14987RAA6
250000.00000000
PA
USD
253125.00000000
0.398444300237
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
8.00000000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SEAGATE TECHNOLOGY PLC
000000000
1.00000000
NC
USD
1359.44000000
0.002139895780
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Seagate Technology PLC
Seagate Technology PLC
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-236081.00000000
USD
1359.44000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ATMOS ENERGY CORP
000000000
1.00000000
NC
USD
-1329.80000000
-0.00209323942
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Atmos Energy Corp
Atmos Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
31905.00000000
USD
-1329.80000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SEABOARD CORP
000000000
1.00000000
NC
USD
19.62000000
0.000030883860
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Seaboard Corp
Seaboard Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
2990.00000000
USD
19.62000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS VIASAT INC
000000000
1.00000000
NC
USD
-603.23000000
-0.00094954490
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
ViaSat Inc
ViaSat Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-12114.00000000
USD
-603.23000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ANALOG DEVICES INC
000000000
1.00000000
NC
USD
-12841.76000000
-0.02021422647
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Analog Devices Inc
Analog Devices Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-141333.15000000
USD
-12841.76000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMEREN CORP
000000000
1.00000000
NC
USD
-1672.43000000
-0.00263257363
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Ameren Corp
Ameren Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
45300.00000000
USD
-1672.43000000
N
N
N
Collier Creek Holdings
N/A
Collier Creek Holdings
000000000
14339.00000000
NS
USD
156080.02000000
0.245685706074
Long
EC
CORP
US
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DEUTSCHE TELEKOM AG
000000000
1.00000000
NC
-2570.51000000
-0.00404624220
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Deutsche Telekom AG
Deutsche Telekom AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-25219.26000000
EUR
-2570.51000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS DEUTSCHE WOHNEN SE
000000000
1.00000000
NC
5688.40000000
0.008954115782
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Deutsche Wohnen SE
Deutsche Wohnen SE
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
95374.62000000
EUR
5688.40000000
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/CHF FORWARD
000000000
1.00000000
NC
USD
-1751.06000000
-0.00275634519
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-151000.00000000
CHF
154809.52000000
USD
2020-05-29
-1751.06000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DONALDSON CO INC
000000000
1.00000000
NC
USD
-6841.54000000
-0.01076927453
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Donaldson Co Inc
Donaldson Co Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-72036.00000000
USD
-6841.54000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS QUALCOMM INC
000000000
1.00000000
NC
USD
263.90000000
0.000415405237
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
QUALCOMM Inc
QUALCOMM Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
7599.00000000
USD
263.90000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS CF INDUSTRIES HOLDINGS INC
000000000
1.00000000
NC
USD
-536.93000000
-0.00084518201
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
CF Industries Holdings Inc
CF Industries Holdings Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
23817.64000000
USD
-536.93000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
192.86000000
0.000303581107
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
18085.10000000
SEK
192.86000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DEERE & CO
000000000
1.00000000
NC
USD
-2095.82000000
-0.00329903223
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Deere & Co
Deere & Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-27062.00000000
USD
-2095.82000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS STRYKER CORP
000000000
1.00000000
NC
USD
9663.20000000
0.015210852195
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Stryker Corp
Stryker Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
120778.00000000
USD
9663.20000000
N
N
N
BURLINGTON COAT FACTORY
549300SIFDMGE3Y2SW49
Burlington Coat Factory Warehouse Corp
121579AH9
225000.00000000
PA
USD
228937.50000000
0.360370733770
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
6.25000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS INTUIT INC
000000000
1.00000000
NC
USD
6146.78000000
0.009675652171
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Intuit Inc
Intuit Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
87430.12000000
USD
6146.78000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EQM MIDSTREAM PARTNERS LP
000000000
1.00000000
NC
USD
41647.06000000
0.065556676261
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
EQM Midstream Partners LP
EQM Midstream Partners LP
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
171047.35000000
USD
41647.06000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS EXXON MOBIL CORP
000000000
1.00000000
NC
USD
-12733.02000000
-0.02004305874
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Exxon Mobil Corp
Exxon Mobil Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-86181.92000000
USD
-12733.02000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SEAGATE TECHNOLOGY PLC
000000000
1.00000000
NC
USD
289.24000000
0.000455292955
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Seagate Technology PLC
Seagate Technology PLC
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-50230.00000000
USD
289.24000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMEREN CORP
000000000
1.00000000
NC
USD
-156.09000000
-0.00024570141
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Ameren Corp
Ameren Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
4228.00000000
USD
-156.09000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS UDR INC
000000000
1.00000000
NC
USD
-444.20000000
-0.00069921563
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
UDR Inc
UDR Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-35483.00000000
USD
-444.20000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS REPUBLIC SERVICES INC
000000000
1.00000000
NC
USD
-2340.09000000
-0.00368353786
N/A
DE
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Republic Services Inc
Republic Services Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-135905.00000000
USD
-2340.09000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMERICAN ELECTRIC POWER CO INC
000000000
1.00000000
NC
USD
-162.42000000
-0.00025566547
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
American Electric Power Co Inc
American Electric Power Co Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
25083.00000000
USD
-162.42000000
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABA2
55000.00000000
PA
USD
58362.04000000
0.091867741978
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.50000000
N
N
N
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SIEMENS HEALTHINEERS AG
000000000
1.00000000
NC
-7348.22000000
-0.01156684000
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Siemens Healthineers AG
Siemens Healthineers AG
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-78546.04643300
EUR
-7348.22000000
N
N
N
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
ISHARES IBOXX HIGH YIELD CORPORATE BOND ETF
000000000
-159.00000000
NC
USD
-15741.00000000
-0.02477792288
N/A
DCR
CORP
US
N
2
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
Put
Written
iShares iBoxx High Yield Corporate Bond ETF
iShares iBoxx High Yield Corporate Bond ETF
100.00000000
79.00000000
USD
2020-05-15
XXXX
15233.30000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DELTA AIR LINES INC
000000000
1.00000000
NC
USD
-816.08000000
-0.00128459229
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Delta Air Lines Inc
Delta Air Lines Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-12783.75000000
USD
-816.08000000
N
N
N
CABOT FINANCIAL LUXEMBOU
2221003LZ2TH3GI7JG79
Cabot Financial Luxembourg SA
000000000
200000.00000000
PA
234391.73000000
0.368956242336
Long
DBT
CORP
LU
N
2
2023-10-01
Fixed
7.50000000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
SEK/USD FORWARD
000000000
1.00000000
NC
USD
-1499.83000000
-0.00236088381
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-1215000.00000000
SEK
123075.60000000
USD
2020-05-29
-1499.83000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS KION GROUP AG
000000000
1.00000000
NC
1995.47000000
0.003141071201
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
KION Group AG
KION Group AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
18205.98000000
EUR
1995.47000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SAMPO OYJ
000000000
1.00000000
NC
4514.25000000
0.007105885164
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Sampo Oyj
Sampo Oyj
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
32622.75000000
EUR
4514.25000000
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
USD/KRW FORWARD
000000000
1.00000000
NC
USD
-4893.85000000
-0.00770341388
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-405151000.00000000
KRW
328669.59000000
USD
2020-05-29
-4893.85000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TRELLEBORG AB
000000000
1.00000000
NC
19124.97000000
0.030104633239
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Trelleborg AB
Trelleborg AB
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
1141211.70000000
SEK
19124.97000000
N
N
N
Compass Group PLC
2138008M6MH9OZ6U2T68
Compass Group PLC
000000000
13182.00000000
NS
221817.73000000
0.349163497126
Long
EC
CORP
GB
N
2
N
N
N
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
MXN/USD FORWARD
000000000
1.00000000
NC
USD
-5970.61000000
-0.00939834280
N/A
DFE
CORP
US
N
2
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
-4219000.00000000
MXN
168241.14000000
USD
2020-05-29
-5970.61000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS AMC NETWORKS INC
000000000
1.00000000
NC
USD
-745.75000000
-0.00117388577
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
AMC Networks Inc
AMC Networks Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-23100.00000000
USD
-745.75000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FAST RETAILING CO LTD
000000000
1.00000000
NC
5691.69000000
0.008959294574
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Fast Retailing Co Ltd
Fast Retailing Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
9688000.00000000
JPY
5691.69000000
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND
040114GM6
450000.00000000
PA
USD
3172.50000000
0.004993835229
Long
DBT
NUSS
AR
N
2
2035-12-15
Variable
0.10000000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS FRANKLIN ELECTRIC CO INC
000000000
1.00000000
NC
USD
-4329.39000000
-0.00681489686
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Franklin Electric Co Inc
Franklin Electric Co Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-46460.00000000
USD
-4329.39000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ISUZU MOTORS LTD
000000000
1.00000000
NC
7683.76000000
0.012095013832
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Isuzu Motors Ltd
Isuzu Motors Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
5994809.95436600
JPY
7683.76000000
N
N
N
EDELMAN FINANCIAL CENTER
N/A
Edelman Financial Center LLC/The
27943TAB5
205000.00000000
PA
USD
165281.25000000
0.260169370858
Long
LON
CORP
US
N
2
2026-07-20
Floating
7.31975000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SPROTT PHYSICAL GOLD AND SILVER TRUST
000000000
1.00000000
NC
USD
-447.78000000
-0.00070485091
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
2022-01-20
0.00000000
USD
0.00000000
USD
23685.00000000
USD
-447.78000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS IQVIA HOLDINGS INC
000000000
1.00000000
NC
USD
-16989.22000000
-0.02674274715
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
IQVIA Holdings Inc
IQVIA Holdings Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-113602.32000000
USD
-16989.22000000
N
N
N
OI SA
254900YEMWCRRAGD4978
Oi SA
000000000
200000.00000000
PA
USD
150460.00000000
0.236839227313
Long
DBT
CORP
BR
N
2
2025-07-27
Fixed
10.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HP INC
000000000
1.00000000
NC
USD
-1470.04000000
-0.00231399134
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-43500.00000000
USD
-1470.04000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CAPITAL ONE FINANCIAL CORP
000000000
1.00000000
NC
USD
12922.66000000
0.020341571243
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Capital One Financial Corp
Capital One Financial Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
56019.00000000
USD
12922.66000000
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
TRS FMC CORP
000000000
1.00000000
NC
USD
-8683.90000000
-0.01366933514
N/A
DE
CORP
US
N
2
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
FMC Corp
FMC Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-93032.28000000
USD
-8683.90000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SPROTT PHYSICAL GOLD AND SILVER TRUST
000000000
1.00000000
NC
USD
-298.52000000
-0.00046990061
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
2022-01-20
0.00000000
USD
0.00000000
USD
15790.00000000
USD
-298.52000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SARTORIUS AG
000000000
1.00000000
NC
6508.93000000
0.010245712826
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Sartorius AG
Sartorius AG
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
71100.00000000
EUR
6508.93000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS AVAYA HOLDINGS CORP
000000000
1.00000000
NC
USD
-6040.03000000
-0.00950761689
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Avaya Holdings Corp
Avaya Holdings Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-43650.00000000
USD
-6040.03000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS TE CONNECTIVITY LTD
000000000
1.00000000
NC
USD
-4549.49000000
-0.00716135648
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TE Connectivity Ltd
TE Connectivity Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-37022.06000000
USD
-4549.49000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SANSAN INC
000000000
1.00000000
NC
5559.81000000
0.008751702142
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Sansan Inc
Sansan Inc
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
2595000.02000000
JPY
5559.81000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS XILINX INC
000000000
1.00000000
NC
USD
1279.33000000
0.002013794554
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Xilinx Inc
Xilinx Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
33664.00000000
USD
1279.33000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MICROSOFT CORP
000000000
1.00000000
NC
USD
5071.43000000
0.007982942726
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Microsoft Corp
Microsoft Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
120316.00000000
USD
5071.43000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EVERSOURCE ENERGY
000000000
1.00000000
NC
USD
-4132.01000000
-0.00650420082
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Eversource Energy
Eversource Energy
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
44460.00000000
USD
-4132.01000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS DELIVERY HERO SE
000000000
1.00000000
NC
-899.28000000
-0.00141555749
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Delivery Hero SE
Delivery Hero SE
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-4956.00000000
EUR
-899.28000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ALCON INC
000000000
1.00000000
NC
1624.68000000
0.002557410313
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Alcon Inc
Alcon Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
34960.93000000
CHF
1624.68000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMAZON.COM INC
000000000
1.00000000
NC
USD
8258.87000000
0.013000295023
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Amazon.com Inc
Amazon.com Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
115384.00000000
USD
8258.87000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
51.75000000
0.000081459723
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Hexagon AB
Hexagon AB
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
4852.10000000
SEK
51.75000000
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
000000000
584000.00000000
PA
USD
525489.62000000
0.827173704387
Long
DBT
CORP
IN
N
2
2024-07-24
Fixed
3.37500000
N
N
N
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS ZIMMER BIOMET HOLDINGS INC
000000000
1.00000000
NC
USD
-5993.96000000
-0.00943509806
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
Zimmer Biomet Holdings Inc
Zimmer Biomet Holdings Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-69045.23951900
USD
-5993.96000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS BRENNTAG AG
000000000
1.00000000
NC
4362.79000000
0.006867471836
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Brenntag AG
Brenntag AG
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
27611.99740600
EUR
4362.79000000
N
N
N
T ROWE PRICE DYNAMIC GLOBAL BOND FUND
549300RBL73KV0WZZF27
T ROWE PRICE DYNAMIC GLOBAL BOND FUND
77956H468
330249.59871100
NS
USD
3157186.16000000
4.969729699720
Long
EC
RF
US
N
1
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS NETWORK INTERNATIONAL HOLDINGS PLC
000000000
1.00000000
NC
400.21000000
0.000629970936
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Network International Holdings
Network International Holdings PLC
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
7980.00000000
GBP
400.21000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TRADEWEB MARKETS INC
000000000
1.00000000
NC
USD
176.68000000
0.000278112153
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Tradeweb Markets Inc
Tradeweb Markets Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
16141.41000000
USD
176.68000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NETWORK INTERNATIONAL HOLDINGS PLC
000000000
1.00000000
NC
2005.44000000
0.003156764987
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Network International Holdings
Network International Holdings PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
39987.78000000
GBP
2005.44000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ERO COPPER CORP
000000000
1.00000000
NC
5576.75000000
0.008778367412
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
ERO Copper Corp
ERO Copper Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
32025.00000000
CAD
5576.75000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS MCDONALD'S CORP
000000000
1.00000000
NC
USD
57.74000000
0.000090888588
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
McDonald's Corp
McDonald's Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
1067.04258400
USD
57.74000000
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAF8
185000.00000000
PA
USD
203443.02000000
0.320239848857
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.70000000
N
N
N
N
N
WAND NEWCO 3 INC
549300Y3VZEWMSQW8494
Wand NewCo 3 Inc
93369PAF1
24937.50000000
PA
USD
22100.86000000
0.034788984483
Long
LON
CORP
US
N
2
2026-02-05
Floating
4.07200000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CARMAX INC
000000000
1.00000000
NC
USD
2732.05000000
0.004300522470
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
16192.67000000
USD
2732.05000000
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887208
3350.00000000
NS
USD
198872.75000000
0.313045782558
Long
EP
CORP
US
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TERRENO REALTY CORP
000000000
1.00000000
NC
USD
2281.29000000
0.003590980731
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Terreno Realty Corp
Terreno Realty Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
57992.00000000
USD
2281.29000000
N
N
N
K-MAC HOLDINGS CORP
549300HIP15L5DKDQ383
K-MAC Holdings Corp
000000000
373666.67000000
PA
USD
277634.34000000
0.437024475351
Long
LON
CORP
US
N
2
2026-03-16
Floating
7.15363000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AP7
200000.00000000
PA
USD
202200.00000000
0.318283209908
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
6.75000000
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INGERSOLL RAND INC
000000000
1.00000000
NC
USD
4707.94000000
0.007410772775
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Ingersoll Rand Inc
Ingersoll Rand Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
24360.00000000
USD
4707.94000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPDR S&P 500 ETF TRUST
000000000
1.00000000
NC
USD
-6328.27000000
-0.00996133575
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
SPDR S&P 500 ETF Trust
SPDR S&P 500 ETF Trust
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-138880.00000000
USD
-6328.27000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FORTUNE BRANDS HOME & SECURITY INC
000000000
1.00000000
NC
USD
-4121.37000000
-0.00648745238
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Fortune Brands Home & Security
Fortune Brands Home & Security Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-36743.84000000
USD
-4121.37000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NATIONAL INSTRUMENTS CORP
000000000
1.00000000
NC
USD
1584.02000000
0.002493407369
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
National Instruments Corp
National Instruments Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
27217.50000000
USD
1584.02000000
N
N
N
2020-06-24
T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND, INC.
Alan S. Dupski
Alan S. Dupski
Treasurer & Vice President