0001752724-20-270138.txt : 20201223
0001752724-20-270138.hdr.sgml : 20201223
20201223153514
ACCESSION NUMBER: 0001752724-20-270138
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20201030
FILED AS OF DATE: 20201223
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: 201412057
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
C000192519
C000192517
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
2020-10-30
N
137953400.37
9399375.68
128554024.69
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
7022355.04000000
GBP
USD
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
2925000.00000000
PA
165506.04000000
0.128744347288
Long
DBT
NUSS
ZA
N
2
2030-01-31
Fixed
8.00000000
N
N
N
N
N
N
T. ROWE PRICE GOVERNMENT RESERVE FUND
5493007QR86JJLYO6D96
T. ROWE PRICE GOVERNMENT RESERVE FUND
000000000
29724610.09000000
NS
USD
29724610.09000000
23.12227109316
Long
STIV
RF
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FIVE9 INC
000000000
1.00000000
NC
USD
1372.72000000
0.001067815654
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
36550.00000000
USD
1372.72000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VALERO ENERGY CORP
000000000
1.00000000
NC
USD
4081.87000000
0.003175217586
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Valero Energy Corp
Valero Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-57560.60000000
USD
4081.87000000
N
N
N
GOVERNMENT OF UKRAINE
6354001WLTJXOMEXPY07
Ukraine Government Bond
000000000
10000000.00000000
PA
322521.05000000
0.250883666052
Long
DBT
NUSS
UA
N
2
2027-05-26
Fixed
9.79000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EVERSOURCE ENERGY
000000000
1.00000000
NC
USD
-942.03000000
-0.00073278919
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
22755.00000000
USD
-942.03000000
N
N
N
BURLINGTON COAT FACTORY
549300SIFDMGE3Y2SW49
Burlington Coat Factory Warehouse Corp
121579AH9
225000.00000000
PA
USD
236250.00000000
0.183774876414
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
6.25000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS BANCO SANTANDER CHILE
000000000
1.00000000
NC
USD
-536.97000000
-0.00041769987
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Banco Santander Chile
Banco Santander Chile
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
49105.00000000
USD
-536.97000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NOKIA OYJ
000000000
1.00000000
NC
6540.29000000
0.005087580895
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
-37035.18000000
EUR
6540.29000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PARKER-HANNIFIN CORP
000000000
1.00000000
NC
USD
-372.95000000
-0.00029011149
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
5789.16000000
USD
-372.95000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS HELLOFRESH SE
000000000
1.00000000
NC
8034.19000000
0.006249660420
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
HelloFresh SE
HelloFresh SE
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-68917.50000000
EUR
8034.19000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ASTELLAS PHARMA INC
000000000
1.00000000
NC
-1183.13000000
-0.00092033680
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Astellas Pharma Inc
Astellas Pharma Inc
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
7101599.76000000
JPY
-1183.13000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ILLINOIS TOOL WORKS INC
000000000
1.00000000
NC
USD
3837.59000000
0.002985196308
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Illinois Tool Works Inc
Illinois Tool Works Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-99041.94000000
USD
3837.59000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS UDR INC
000000000
1.00000000
NC
USD
2490.82000000
0.001937566720
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
-38171.49000000
USD
2490.82000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SUZUKI MOTOR CORP
000000000
1.00000000
NC
-3775.74000000
-0.00293708424
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
9362000.00000000
JPY
-3775.74000000
N
N
N
KE Holdings Inc
254900RHVY072XPAZE03
KE Holdings Inc
482497104
514.00000000
NS
USD
35851.50000000
0.027888275055
Long
EC
CORP
CN
N
1
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS ENCORE CAPITAL GROUP INC
000000000
1.00000000
NC
USD
-3331.92000000
-0.00259184417
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
16100.00000000
USD
-3331.92000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LITTELFUSE INC
000000000
1.00000000
NC
USD
3463.03000000
0.002693832424
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
115278.00000000
USD
3463.03000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FOOT LOCKER INC
000000000
1.00000000
NC
USD
4842.47000000
0.003766875453
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Foot Locker Inc
Foot Locker Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-126555.00000000
USD
4842.47000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PNC FINANCIAL SERVICES GROUP INC/THE
000000000
1.00000000
NC
USD
1510.30000000
0.001174836807
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
47987.28000000
USD
1510.30000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DUKE ENERGY CORP
000000000
1.00000000
NC
USD
65.84000000
0.000051215821
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Duke Energy Corp
Duke Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
45980.00000000
USD
65.84000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-34.52000000
-0.00002685252
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alliant Energy Corp
Alliant Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-1691.05000000
USD
-34.52000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS IDEXX LABORATORIES INC
000000000
1.00000000
NC
USD
527.36000000
0.000410224418
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
IDEXX Laboratories Inc
IDEXX Laboratories Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-60852.55000000
USD
527.36000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WILLIS TOWERS WATSON PLC
000000000
1.00000000
NC
USD
-20954.28000000
-0.01629997975
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Willis Towers Watson PLC
Willis Towers Watson PLC
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
132788.06000000
USD
-20954.28000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS WELLS FARGO & CO
000000000
1.00000000
NC
USD
-6101.05000000
-0.00474590353
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Wells Fargo & Co
Wells Fargo & Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
93062.25000000
USD
-6101.05000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ASAHI GROUP HOLDINGS LTD
000000000
1.00000000
NC
-7933.10000000
-0.00617102422
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Asahi Group Holdings Ltd
Asahi Group Holdings Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
7597800.03000000
JPY
-7933.10000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-44.55000000
-0.00003465469
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alliant Energy Corp
Alliant Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-2182.00000000
USD
-44.55000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
ZCS IFS USD
000000000
1.00000000
NC
USD
42069.48000000
0.032725136456
N/A
DO
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-07-29
300.00000000
USD
0.00000000
USD
-2500000.00000000
USD
41769.48000000
N
N
N
TIGER MERGER SUB CO
549300EK847TAWPJWF34
Tiger Merger Sub Co
000000000
100000.00000000
PA
USD
97750.00000000
0.076038070558
Long
LON
CORP
US
N
2
2025-07-01
Floating
5.65150000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PLANET FITNESS INC
000000000
1.00000000
NC
USD
4740.49000000
0.003687546937
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Planet Fitness Inc
Planet Fitness Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-52160.00000000
USD
4740.49000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NIDEC CORP
000000000
1.00000000
NC
-7847.26000000
-0.00610425073
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Nidec Corp
Nidec Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-23402499.95740700
JPY
-7847.26000000
N
N
N
BARBADOS GOVT OF
529900UD1KUUS4SFD905
Barbados Government International Bond
067070AH5
200000.00000000
PA
USD
194500.00000000
0.151298258042
Long
DBT
NUSS
BB
N
2
2029-10-01
Fixed
6.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ACTIVISION BLIZZARD INC
000000000
1.00000000
NC
USD
6838.82000000
0.005319802329
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
-119078.70015900
USD
6838.82000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NOKIA OYJ
000000000
1.00000000
NC
11372.58000000
0.008846537498
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
-64398.61000000
EUR
11372.58000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
CHF/USD FORWARD
000000000
1.00000000
NC
USD
8984.91000000
0.006989209417
N/A
DFE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-722000.00000000
CHF
798637.23000000
USD
2021-01-29
8984.91000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMC NETWORKS INC
000000000
1.00000000
NC
USD
717.17000000
0.000557874404
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
-32592.45000000
USD
717.17000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EXELON CORP
000000000
1.00000000
NC
USD
4348.30000000
0.003382468974
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Exelon Corp
Exelon Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-119439.00000000
USD
4348.30000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
49.71000000
0.000038668567
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alliant Energy Corp
Alliant Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-3723.33000000
USD
49.71000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS CELLNEX TELECOM SA
000000000
1.00000000
NC
712.12000000
0.000553946095
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Cellnex Telecom SA
Cellnex Telecom SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
42051.88000000
EUR
712.12000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SIEMENS HEALTHINEERS AG
000000000
1.00000000
NC
1305.38000000
0.001015433008
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Siemens Healthineers AG
Siemens Healthineers AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-37881.02000000
EUR
1305.38000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NVR INC
000000000
1.00000000
NC
USD
-9888.92000000
-0.00769242349
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
NVR Inc
NVR Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
88933.00000000
USD
-9888.92000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS HEWLETT PACKARD ENTERPRISE CO
000000000
1.00000000
NC
USD
5577.00000000
0.004338253907
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
-44460.00000000
USD
5577.00000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WALGREENS BOOTS ALLIANCE INC
000000000
1.00000000
NC
USD
4284.58000000
0.003332902264
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
-44829.24000000
USD
4284.58000000
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851505
375.00000000
NS
USD
38168.44000000
0.029690583466
Long
EP
CORP
US
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NEWMONT CORP
000000000
1.00000000
NC
USD
173.82000000
0.000135211636
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Newmont Corp
Newmont Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-70308.00000000
USD
173.82000000
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059T204
12500.00000000
NS
USD
234250.00000000
0.182219110265
Long
EP
CORP
US
N
1
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)
000000000
37.00000000
NC
USD
-38208.94000000
-0.02972208773
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2020-12-21
5152302.69000000
USD
-38208.94000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS US BANCORP
000000000
1.00000000
NC
USD
1192.00000000
0.000927236625
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
US Bancorp
US Bancorp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-249008.68000000
USD
1192.00000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS CANON INC
000000000
1.00000000
NC
-2481.93000000
-0.00193065133
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
-2981700.00000000
JPY
-2481.93000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ALCON INC
000000000
1.00000000
NC
-2869.81000000
-0.00223237662
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
39994.27000000
CHF
-2869.81000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DOW INC
000000000
1.00000000
NC
USD
11601.58000000
0.009024672722
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Dow Inc
Dow Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-161683.99000000
USD
11601.58000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS STRYKER CORP
000000000
1.00000000
NC
USD
-14255.01000000
-0.01108873100
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
155631.00000000
USD
-14255.01000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMC NETWORKS INC
000000000
1.00000000
NC
USD
1915.87000000
0.001490322846
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
-31668.00000000
USD
1915.87000000
N
N
N
VERTICAL HOLDCO GMBH
2549008GCHWX9EEMIS56
Vertical Holdco GmbH
92537VAA8
200000.00000000
PA
USD
210000.00000000
0.163355445701
Long
DBT
CORP
DE
N
2
2028-07-15
Fixed
7.62500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VISA INC
000000000
1.00000000
NC
USD
-1787.98000000
-0.00139083938
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
19955.00000000
USD
-1787.98000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VERIZON COMMUNICATIONS INC
000000000
1.00000000
NC
USD
484.72000000
0.000377055484
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Verizon Communications Inc
Verizon Communications Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-52344.00000000
USD
484.72000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SUMITOMO ELECTRIC INDUSTRIES LTD
000000000
1.00000000
NC
-15.87000000
-0.00001234500
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Sumitomo Electric Industries L
Sumitomo Electric Industries Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
4010531.00000000
JPY
-15.87000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS UDR INC
000000000
1.00000000
NC
USD
1919.41000000
0.001493076552
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
-29414.70000000
USD
1919.41000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS GARDNER DENVER HOLDINGS INC
000000000
1.00000000
NC
USD
-2137.39000000
-0.00166263950
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
37070.00000000
USD
-2137.39000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ISHARES RUSSELL 2000 ETF
000000000
1.00000000
NC
USD
19298.07000000
0.015011642028
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
iShares Russell 2000 ETF
iShares Russell 2000 ETF
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-325500.00000000
USD
19298.07000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTEL CORP
000000000
1.00000000
NC
USD
4783.19000000
0.003720762544
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Intel Corp
Intel Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-26925.00000000
USD
4783.19000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SOGOU INC
000000000
1.00000000
NC
USD
-215.96000000
-0.00016799162
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Sogou Inc
Sogou Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-62604.46000000
USD
-215.96000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS TEAMVIEWER AG
000000000
1.00000000
NC
12640.45000000
0.009832792112
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TeamViewer AG
TeamViewer AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-97059.14000000
EUR
12640.45000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS KOBE BUSSAN CO LTD
000000000
1.00000000
NC
-16377.71000000
-0.01273994341
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Kobe Bussan Co Ltd
Kobe Bussan Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-28457999.95000000
JPY
-16377.71000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMERICA'S CAR-MART INC/TX
000000000
1.00000000
NC
USD
-12948.71000000
-0.01007258234
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
America's Car-Mart Inc/TX
America's Car-Mart Inc/TX
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
134050.00000000
USD
-12948.71000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS MERCARI INC
000000000
1.00000000
NC
-29674.29000000
-0.02308312794
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
14984999.95736800
JPY
-29674.29000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DERWENT LONDON PLC
000000000
1.00000000
NC
-1335.46000000
-0.00103883173
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
24948.00000000
GBP
-1335.46000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ELANCO ANIMAL HEALTH INC
000000000
1.00000000
NC
USD
-755.28000000
-0.00058751952
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
29092.62000000
USD
-755.28000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NEWMONT CORP
000000000
1.00000000
NC
USD
218.06000000
0.000169625183
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Newmont Corp
Newmont Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-88200.00000000
USD
218.06000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SUZUKI MOTOR CORP
000000000
1.00000000
NC
-2831.80000000
-0.00220280929
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
7021500.05000000
JPY
-2831.80000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
-4607.36000000
-0.00358398736
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-07-17
0.00000000
USD
0.00000000
USD
18000000.00000000
CNY
-4607.36000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EXXON MOBIL CORP
000000000
1.00000000
NC
USD
1847.78000000
0.001437356787
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
-34828.95000000
USD
1847.78000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FIVE9 INC
000000000
1.00000000
NC
USD
1372.72000000
0.001067815654
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
36550.00000000
USD
1372.72000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS LONDON STOCK EXCHANGE GROUP PLC
000000000
1.00000000
NC
-9367.48000000
-0.00728680414
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
167464.00352000
GBP
-9367.48000000
N
N
N
HONG KONG FUTURES EXCHANGE
N/A
HANG SENG INDEX
000000000
18.00000000
NC
-66426.91000000
-0.05167236899
N/A
DE
CORP
HK
N
1
HONG KONG FUTURES EXCHANGE
N/A
Long
HIX0 INDEX
HIX0 INDEX
2020-11-27
2871758.84000000
USD
-66426.91000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
-97.25000000
-0.00007564912
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
27527.40000000
SEK
-97.25000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMC NETWORKS INC
000000000
1.00000000
NC
USD
684.24000000
0.000532258715
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
-11310.00000000
USD
684.24000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LITTELFUSE INC
000000000
1.00000000
NC
USD
-76.07000000
-0.00005917356
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
59454.36000000
USD
-76.07000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FRANCO-NEVADA CORP
000000000
1.00000000
NC
USD
-1953.99000000
-0.00151997574
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
70215.00000000
USD
-1953.99000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EQUINIX INC
000000000
1.00000000
NC
USD
-5695.16000000
-0.00443016857
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Equinix Inc
Equinix Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
55408.44000000
USD
-5695.16000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WALT DISNEY CO/THE
000000000
1.00000000
NC
USD
-2454.15000000
-0.00190904174
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
50944.00000000
USD
-2454.15000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
CDS STENA
000000000
1.00000000
NC
-153.00000000
-0.00011901611
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
-882.35000000
USD
-100000.00000000
EUR
729.35000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CALBEE INC
000000000
1.00000000
NC
3073.23000000
0.002390613601
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Calbee Inc
Calbee Inc
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-5763000.06000000
JPY
3073.23000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SUMITOMO CHEMICAL CO LTD
000000000
1.00000000
NC
-22880.16000000
-0.01779808921
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Sumitomo Chemical Co Ltd
Sumitomo Chemical Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
36254400.50000000
JPY
-22880.16000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CONAGRA BRANDS INC
000000000
1.00000000
NC
USD
-9844.45000000
-0.00765783103
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Conagra Brands Inc
Conagra Brands Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
152936.13000000
USD
-9844.45000000
N
N
N
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
NATIONAL OILWELL VARCO INC
000000000
250.00000000
NC
USD
625.00000000
0.000486176921
N/A
DE
CORP
US
N
2
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
Call
Purchased
National Oilwell Varco Inc
National Oilwell Varco Inc
100.00000000
20.00000000
USD
2021-01-15
XXXX
-7875.00000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS NOMURA HOLDINGS INC
000000000
1.00000000
NC
-160.39000000
-0.00012476466
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
-7349200.01771600
JPY
-160.39000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS CREDICORP LTD
000000000
1.00000000
NC
USD
-2227.83000000
-0.00173299125
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Credicorp Ltd
Credicorp Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
36629.04000000
USD
-2227.83000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INGERSOLL RAND INC
000000000
1.00000000
NC
USD
-2137.39000000
-0.00166263950
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
37070.00000000
USD
-2137.39000000
N
N
N
Bentley Systems Inc
549300WVEHPGE0Z56F71
Bentley Systems Inc
08265T208
396.00000000
NS
USD
13883.76000000
0.010799941918
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS XYLEM INC/NY
000000000
1.00000000
NC
USD
325.03000000
0.000252835335
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
-7732.45000000
USD
325.03000000
N
N
N
AMER AIRLINE 19-1AA PTT
N/A
American Airlines 2019-1 Class AA Pass Through Trust
02377LAA2
96523.16000000
PA
USD
88575.83000000
0.068901638990
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.15000000
N
N
N
N
N
N
ECI MACOLA MAX HOLDING
549300MZ2LKM75L5EI42
ECI Macola/Max Holding LLC
000000000
130000.00000000
PA
USD
127359.70000000
0.099070955037
Long
LON
CORP
US
N
2
2027-09-17
Floating
0.00000000
N
N
N
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
000000000
180000.00000000
PA
USD
180725.40000000
0.140583229841
Long
LON
CORP
LU
N
2
2024-01-02
Floating
8.75000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887109
392.00000000
NS
USD
90602.96000000
0.070478509108
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS UNITED PARCEL SERVICE INC
000000000
1.00000000
NC
USD
-1493.57000000
-0.00116182282
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
15315.52000000
USD
-1493.57000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS MAEDA CORP
000000000
1.00000000
NC
-24.18000000
-0.00001880921
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Maeda Corp
Maeda Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
752525.00000000
JPY
-24.18000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CHART INDUSTRIES INC
000000000
1.00000000
NC
USD
-416.91000000
-0.00032430723
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Chart Industries Inc
Chart Industries Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
84850.00000000
USD
-416.91000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS OBARA GROUP INC
000000000
1.00000000
NC
-1217.56000000
-0.00094711931
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Obara Group Inc
Obara Group Inc
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
4465338.96000000
JPY
-1217.56000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS PARTNERS GROUP HOLDING AG
000000000
1.00000000
NC
-2989.02000000
-0.00232510806
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Partners Group Holding AG
Partners Group Holding AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
128409.60000000
CHF
-2989.02000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BHP GROUP PLC
000000000
1.00000000
NC
7685.42000000
0.005978358140
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
BHP Group PLC
BHP Group PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-68933.92000000
GBP
7685.42000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SUMITOMO ELECTRIC INDUSTRIES LTD
000000000
1.00000000
NC
153.87000000
0.000119692868
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Sumitomo Electric Industries L
Sumitomo Electric Industries Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
4390899.86000000
JPY
153.87000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS WELLS FARGO & CO
000000000
1.00000000
NC
USD
-2809.04000000
-0.00218510467
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Wells Fargo & Co
Wells Fargo & Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
42847.65000000
USD
-2809.04000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS DERWENT LONDON PLC
000000000
1.00000000
NC
-12917.45000000
-0.01004826572
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Derwent London PLC
Derwent London PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
241441.20000000
GBP
-12917.45000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS CUMMINS INC
000000000
1.00000000
NC
USD
-528.07000000
-0.00041077671
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
44934.90000000
USD
-528.07000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AON PLC
000000000
1.00000000
NC
USD
26258.37000000
0.020425941594
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
-197459.84000000
USD
26258.37000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EXPERIAN PLC
000000000
1.00000000
NC
4414.60000000
0.003434042621
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Experian PLC
Experian PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-66349.80000000
GBP
4414.60000000
N
N
N
HYLAND SOFTWARE INC
N/A
Hyland Software Inc
44908XAT5
299236.64000000
PA
USD
294535.63000000
0.229114281493
Long
LON
CORP
US
N
2
2024-07-01
Floating
4.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WILLIAMS-SONOMA INC
000000000
1.00000000
NC
USD
13532.91000000
0.010527021641
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Williams-Sonoma Inc
Williams-Sonoma Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-105280.00000000
USD
13532.91000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
-45.07000000
-0.00003505919
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
12756.60000000
SEK
-45.07000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HUMANA INC
000000000
1.00000000
NC
USD
-3363.51000000
-0.00261641750
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
40488.48000000
USD
-3363.51000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-306.26000000
-0.00023823447
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alliant Energy Corp
Alliant Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-19676.57000000
USD
-306.26000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ZENDESK INC
000000000
1.00000000
NC
USD
-1168.55000000
-0.00090899526
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
123178.00000000
USD
-1168.55000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS CVS HEALTH CORP
000000000
1.00000000
NC
USD
-2697.95000000
-0.00209868964
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
58370.88397000
USD
-2697.95000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS EXXON MOBIL CORP
000000000
1.00000000
NC
USD
1459.09000000
0.001135001415
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
-27525.55000000
USD
1459.09000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS JPMORGAN CHASE & CO
000000000
1.00000000
NC
USD
1269.65000000
0.000987639245
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
-47643.16000000
USD
1269.65000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS XYLEM INC/NY
000000000
1.00000000
NC
USD
3755.04000000
0.002920982061
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
-89332.54000000
USD
3755.04000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HOME DEPOT INC/THE
000000000
1.00000000
NC
USD
-30975.87000000
-0.02409560499
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Home Depot Inc/The
Home Depot Inc/The
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
426421.82000000
USD
-30975.87000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CERIDIAN HCM HOLDING INC
000000000
1.00000000
NC
USD
-1356.87000000
-0.00105548620
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
32648.22000000
USD
-1356.87000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS BRENNTAG AG
000000000
1.00000000
NC
-1672.15000000
-0.00130073718
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
108403.38000000
EUR
-1672.15000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FREEPORT-MCMORAN INC
000000000
1.00000000
NC
USD
885.99000000
0.000689196625
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Freeport-McMoRan Inc
Freeport-McMoRan Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
120470.00000000
USD
885.99000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-144.78000000
-0.00011262191
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alliant Energy Corp
Alliant Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-7091.50000000
USD
-144.78000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPDR S&P 500 ETF TRUST
000000000
1.00000000
NC
USD
75371.70000000
0.058630369746
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
-1251000.00000000
USD
75371.70000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS MAEDA CORP
000000000
1.00000000
NC
-5032.72000000
-0.00391486770
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Maeda Corp
Maeda Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
16274999.79000000
JPY
-5032.72000000
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAN5
125000.00000000
PA
USD
125625.00000000
0.097721561268
Long
DBT
CORP
CA
N
2
2077-01-15
Fixed
6.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FORD MOTOR CO
000000000
1.00000000
NC
USD
-707.29000000
-0.00055018891
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
-48768.00000000
USD
-707.29000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-11.14000000
-0.00000866561
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alliant Energy Corp
Alliant Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-545.50000000
USD
-11.14000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS KLEPIERRE SA
000000000
1.00000000
NC
2705.39000000
0.002104477091
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
-16521.31000000
EUR
2705.39000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS NIPPON SANSO HOLDINGS CORP
000000000
1.00000000
NC
-566.82000000
-0.00044091968
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Nippon Sanso Holdings Corp
Nippon Sanso Holdings Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
4334599.08000000
JPY
-566.82000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS GARDNER DENVER HOLDINGS INC
000000000
1.00000000
NC
USD
-895.57000000
-0.00069664874
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
15532.33000000
USD
-895.57000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MICROSOFT CORP
000000000
1.00000000
NC
USD
-12063.64000000
-0.00938410137
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
153762.00000000
USD
-12063.64000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INGERSOLL RAND INC
000000000
1.00000000
NC
USD
-2137.39000000
-0.00166263950
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
37070.00000000
USD
-2137.39000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PAYCHEX INC
000000000
1.00000000
NC
USD
6.47000000
0.000005032903
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
-1332.47999100
USD
6.47000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CHARLES SCHWAB CORP/THE
000000000
1.00000000
NC
USD
3723.74000000
0.002896634320
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
69785.64000000
USD
3723.74000000
N
N
N
NAVISTAR INC
4EW4JDYTYMZ6D6T42H76
Navistar Inc
63937YAE1
600000.00000000
PA
USD
593250.00000000
0.461479134107
Long
LON
CORP
US
N
2
2024-11-06
Floating
3.65000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MAGNA INTERNATIONAL INC
000000000
1.00000000
NC
USD
-472.15000000
-0.00036727749
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Magna International Inc
Magna International Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
15546.50000000
USD
-472.15000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ELANCO ANIMAL HEALTH INC
000000000
1.00000000
NC
USD
-3250.01000000
-0.00252812777
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
125187.39000000
USD
-3250.01000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 2 YEAR TREASURY NOTE
000000000
6.00000000
NC
USD
-274.14000000
-0.00021324886
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2020-12-31
1325336.64000000
USD
-274.14000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ABIOMED INC
000000000
1.00000000
NC
USD
12478.33000000
0.009706681708
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
-111726.58000000
USD
12478.33000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MARVELL TECHNOLOGY GROUP LTD
000000000
1.00000000
NC
USD
-6205.91000000
-0.00482747235
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
48920.05000000
USD
-6205.91000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS RAKUTEN INC
000000000
1.00000000
NC
13771.12000000
0.010712321168
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Rakuten Inc
Rakuten Inc
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-11695800.19000000
JPY
13771.12000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS OUTFRONT MEDIA INC
000000000
1.00000000
NC
USD
-1572.49000000
-0.00122321335
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Outfront Media Inc
Outfront Media Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
22544.00000000
USD
-1572.49000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FERGUSON PLC
000000000
1.00000000
NC
4491.32000000
0.003493721811
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
-114681.60000000
GBP
4491.32000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS VESTAS WIND SYSTEMS A/S
000000000
1.00000000
NC
3779.31000000
0.002939861283
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
-706250.00070000
DKK
3779.31000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US LONG BOND(CBT)
000000000
34.00000000
NC
USD
-141517.83000000
-0.11008432473
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2020-12-21
6005455.33000000
USD
-141517.83000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EQUINIX INC
000000000
1.00000000
NC
USD
-3015.09000000
-0.00234538747
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Equinix Inc
Equinix Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
29333.88000000
USD
-3015.09000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ELI LILLY AND CO
000000000
1.00000000
NC
USD
-3923.82000000
-0.00305227316
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Eli Lilly and Co
Eli Lilly and Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
35227.20000000
USD
-3923.82000000
N
N
N
EPICOR SOFTWARE CORP
JGNXVGGGXR4O1L5I7S73
Epicor Software Corp
29426NAQ7
130000.00000000
PA
USD
132762.50000000
0.103273701714
Long
LON
CORP
US
N
2
2028-07-31
Floating
8.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HOLLYFRONTIER CORP
000000000
1.00000000
NC
USD
9375.00000000
0.007292653825
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
HollyFrontier Corp
HollyFrontier Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-74165.00000000
USD
9375.00000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VALEO SA
000000000
1.00000000
NC
-1673.68000000
-0.00130192734
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Valeo SA
Valeo SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
39978.96000000
EUR
-1673.68000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AT&T INC
000000000
1.00000000
NC
USD
-183.70000000
-0.00014289712
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Sanofi
Sanofi
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-54900.00000000
USD
-183.70000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS POLYPIPE GROUP PLC
000000000
1.00000000
NC
-164.74000000
-0.00012814845
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Polypipe Group plc
Polypipe Group plc
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
5172.38000000
GBP
-164.74000000
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
313586760
6000.00000000
NS
USD
43620.00000000
0.033931259721
Long
EP
USGSE
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS XCEL ENERGY INC
000000000
1.00000000
NC
USD
2139.15000000
0.001664008579
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Xcel Energy Inc
Xcel Energy Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-71333.60000000
USD
2139.15000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS NISSAN CHEMICAL CORP
000000000
1.00000000
NC
-443.63000000
-0.00034509226
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Nissan Chemical Corp
Nissan Chemical Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-14985000.00000000
JPY
-443.63000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS GREGGS PLC
000000000
1.00000000
NC
-1585.31000000
-0.00123318581
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Greggs PLC
Greggs PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
59130.00000000
GBP
-1585.31000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS UNITED PARCEL SERVICE INC
000000000
1.00000000
NC
USD
-7416.95000000
-0.00576951987
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
76055.48000000
USD
-7416.95000000
N
N
N
OMX NORDIC EXCHANGE STOCKHOLM
N/A
OMX STOCKHOLM 30 INDEX
000000000
-8.00000000
NC
11119.30000000
0.008649515273
N/A
DE
CORP
SE
N
1
OMX NORDIC EXCHANGE STOCKHOLM
N/A
Short
NASDAQ
OMX STOCKHOLM 30 INDEX
2020-11-20
-167488.54000000
USD
11119.30000000
N
N
N
LIBERTY BROADBAND CORP
549300MIX43II8JLN536
Liberty Broadband Corp
530307AA5
19000.00000000
PA
USD
20576.62000000
0.016006204433
Long
DBT
CORP
US
N
2
2050-09-30
Fixed
2.75000000
N
N
N
N
N
Charter Communications Inc
Charter Communications Inc
USD
XXXX
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS FRANCO-NEVADA CORP
000000000
1.00000000
NC
USD
-3131.38000000
-0.00243584750
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
112344.00000000
USD
-3131.38000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS PLN
000000000
1.00000000
NC
253.86000000
0.000197473397
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2030-10-29
300.32000000
USD
0.00000000
USD
-3700000.00000000
PLN
-46.46000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS BANCO SANTANDER CHILE
000000000
1.00000000
NC
USD
-2878.94000000
-0.00223947869
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Banco Santander Chile
Banco Santander Chile
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
30636.60000000
USD
-2878.94000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SEGRO PLC
000000000
1.00000000
NC
-2091.68000000
-0.00162708246
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
52919.08000000
GBP
-2091.68000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NORTHROP GRUMMAN CORP
000000000
1.00000000
NC
USD
4496.18000000
0.003497502323
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Northrop Grumman Corp
Northrop Grumman Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-56667.60000000
USD
4496.18000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS INFORMA PLC
000000000
1.00000000
NC
895.59000000
0.000696664302
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
17684.72667900
GBP
895.59000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FERGUSON PLC
000000000
1.00000000
NC
3346.65000000
0.002603302392
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
-85453.72000000
GBP
3346.65000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SBERBANK OF RUSSIA PJSC
000000000
1.00000000
NC
USD
-404.11000000
-0.00031435032
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Sberbank of Russia PJSC
Sberbank of Russia PJSC
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
20600.00000000
USD
-404.11000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMEREN CORP
000000000
1.00000000
NC
USD
-2.63000000
-0.00000204583
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
4625.55000000
USD
-2.63000000
N
N
N
Refinitiv US Holdings Inc
549300NF240HXJO7N016
Refinitiv US Holdings Inc
31740MAC5
794969.75000000
PA
USD
782178.69000000
0.608443564397
Long
LON
CORP
US
N
2
2025-10-01
Floating
3.39775000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FEDEX CORP
000000000
1.00000000
NC
USD
-567.41000000
-0.00044137863
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
FedEx Corp
FedEx Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
7052.75000000
USD
-567.41000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PANASONIC CORP
000000000
1.00000000
NC
4095.08000000
0.003185493421
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Panasonic Corp
Panasonic Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
3643500.00000000
JPY
4095.08000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS VERIZON COMMUNICATIONS INC
000000000
1.00000000
NC
USD
500.88000000
0.000389626074
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Verizon Communications Inc
Verizon Communications Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-54088.80000000
USD
500.88000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALPEK SAB DE CV
000000000
1.00000000
NC
-235.91000000
-0.00018351039
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alpek SAB de CV
Alpek SAB de CV
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-1308607.51000000
MXN
-235.91000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GOLDMAN SACHS GROUP INC/THE
000000000
1.00000000
NC
USD
-10761.26000000
-0.00837100201
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Sanofi
Sanofi
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
114521.40000000
USD
-10761.26000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CORNING INC
000000000
1.00000000
NC
USD
8942.02000000
0.006955846012
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Corning Inc
Corning Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-104635.28000000
USD
8942.02000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DOCUSIGN INC
000000000
1.00000000
NC
USD
-38247.92000000
-0.02975240961
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
240450.00000000
USD
-38247.92000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS UNIBAIL-RODAMCO-WESTFIELD
000000000
1.00000000
NC
3324.23000000
0.002585862253
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
-18567.00000000
EUR
3324.23000000
N
N
N
T ROWE PRICE DYNAMIC CREDIT FU
549300WMBCO7MBYMNE44
T Rowe Price Dynamic Credit Fu
77956H161
1915598.47400000
NS
USD
18868644.97000000
14.67759956601
Long
EC
RF
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FRANCO-NEVADA CORP
000000000
1.00000000
NC
USD
-781.60000000
-0.00060799341
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
28086.00000000
USD
-781.60000000
N
N
N
TIGER MERGER SUB CO
549300EK847TAWPJWF34
Tiger Merger Sub Co
000000000
200000.00000000
PA
USD
199800.00000000
0.155421038339
Long
LON
CORP
US
N
2
2025-07-01
Floating
3.65150000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SOFTBANK GROUP CORP
000000000
1.00000000
NC
USD
-2984.59000000
-0.00232166204
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
SoftBank Group Corp
SoftBank Group Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
123395.00000000
USD
-2984.59000000
N
N
N
ICE FUTURES EUROPE
549300UF4R84F48NCH34
FTSE 100 INDEX
000000000
-42.00000000
NC
162666.07000000
0.126535182692
N/A
DE
CORP
GB
N
1
ICE FUTURES EUROPE
549300UF4R84F48NCH34
Short
FINANCIAL TIMES STOCK EXCHANGE
FTSE 100 INDEX
2020-12-18
-3175358.54000000
USD
162666.07000000
N
N
N
REYNOLDS GROUP HOLDINGS
5493002QNV81KCX40V06
Reynolds Group Holdings Inc
000000000
200000.00000000
PA
USD
195000.00000000
0.151687199580
Long
LON
CORP
US
N
2
2026-02-16
Floating
3.39775000
N
N
N
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS ASICS CORP
000000000
1.00000000
NC
-2069.29000000
-0.00160966566
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Asics Corp
Asics Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
2946299.98764700
JPY
-2069.29000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ALLIANZ SE
000000000
1.00000000
NC
6602.67000000
0.005136105241
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Allianz SE
Allianz SE
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-82742.40000000
EUR
6602.67000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NRG ENERGY INC
000000000
1.00000000
NC
USD
6105.24000000
0.004749162863
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
NRG Energy Inc
NRG Energy Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-119614.24000000
USD
6105.24000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HOLLYFRONTIER CORP
000000000
1.00000000
NC
USD
6803.86000000
0.005292607537
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
-53843.79000000
USD
6803.86000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMAZON.COM INC
000000000
1.00000000
NC
USD
-4547.48000000
-0.00353740772
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
50079.75000000
USD
-4547.48000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SHIMANO INC
000000000
1.00000000
NC
-14993.40000000
-0.01166311209
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
-10315000.00000000
JPY
-14993.40000000
N
N
N
OTP Bank Nyrt
529900W3MOO00A18X956
OTP Bank Nyrt
000000000
5700.00000000
NS
177809.03000000
0.138314634978
Long
EC
CORP
HU
N
2
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS DTE ENERGY CO
000000000
1.00000000
NC
USD
-4108.91000000
-0.00319625154
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
DTE Energy Co
DTE Energy Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-88219.12000000
USD
-4108.91000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ROBERT HALF INTERNATIONAL INC
000000000
1.00000000
NC
USD
6093.65000000
0.004740147198
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
-56790.00000000
USD
6093.65000000
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90351JAD6
192522.83000000
PA
USD
190050.84000000
0.147837331781
Long
LON
CORP
US
N
2
2025-04-04
Floating
5.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TRADEWEB MARKETS INC
000000000
1.00000000
NC
USD
-485.24000000
-0.00037745998
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
6422.28000000
USD
-485.24000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS BANK OF AMERICA CORP
000000000
1.00000000
NC
USD
-1095.95000000
-0.00085252095
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Bank of America Corp
Bank of America Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
58056.60000000
USD
-1095.95000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ATMOS ENERGY CORP
000000000
1.00000000
NC
USD
-1424.42000000
-0.00110803220
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
47250.00000000
USD
-1424.42000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HEWLETT PACKARD ENTERPRISE CO
000000000
1.00000000
NC
USD
2602.60000000
0.002024518490
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Hewlett Packard Enterprise Co
Hewlett Packard Enterprise Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-20748.00000000
USD
2602.60000000
N
N
N
Open Lending Corp
N/A
Open Lending Corp
68373J104
11500.00000000
NS
USD
298540.00000000
0.232229213142
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MAXIM INTEGRATED PRODUCTS INC
000000000
1.00000000
NC
USD
-4220.28000000
-0.00328288438
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Maxim Integrated Products Inc
Maxim Integrated Products Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
77058.82000000
USD
-4220.28000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS AVIVA PLC
000000000
1.00000000
NC
7949.41000000
0.006183711493
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
-80111.24429900
GBP
7949.41000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS DIASORIN SPA
000000000
1.00000000
NC
-141.72000000
-0.00011024158
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
DiaSorin SpA
DiaSorin SpA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
47061.00000000
EUR
-141.72000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS KEYENCE CORP
000000000
1.00000000
NC
-4292.26000000
-0.00333887640
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
9916000.00000000
JPY
-4292.26000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PLANET FITNESS INC
000000000
1.00000000
NC
USD
7110.73000000
0.005531316516
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Sanofi
Sanofi
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-78240.00000000
USD
7110.73000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS HEWLETT PACKARD ENTERPRISE CO
000000000
1.00000000
NC
USD
4955.58000000
0.003854861807
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
-39520.00000000
USD
4955.58000000
N
N
N
Housing Development Finance Co
335800OX2H9AP7NHLT64
Housing Development Finance Corp Ltd
000000000
6189.00000000
NS
160349.92000000
0.124733488808
Long
EC
CORP
IN
N
2
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS BOLIDEN AB
000000000
1.00000000
NC
-1153.91000000
-0.00089760705
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
496600.00000000
SEK
-1153.91000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS COLOPLAST A/S
000000000
1.00000000
NC
10815.78000000
0.008413412202
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
-1261641.60191600
DKK
10815.78000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ATLANTIA SPA
000000000
1.00000000
NC
-3740.09000000
-0.00290935270
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Atlantia SpA
Atlantia SpA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
28207.21000000
EUR
-3740.09000000
N
N
N
AIRBNB INC
549300HMUDNO0RY56D37
Airbnb Inc
000000000
449375.00000000
PA
USD
474841.08000000
0.369370839337
Long
LON
CORP
US
N
2
2025-04-14
Floating
8.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VISA INC
000000000
1.00000000
NC
USD
-7151.91000000
-0.00556334974
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
79820.00000000
USD
-7151.91000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS STANDARD LIFE ABERDEEN PLC
000000000
1.00000000
NC
2433.29000000
0.001892815107
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Standard Life Aberdeen PLC
Standard Life Aberdeen PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-23548.44000000
GBP
2433.29000000
N
N
N
Pulmonx Corp
549300WZMFR0ZK7RJY40
Pulmonx Corp
745848101
226.00000000
NS
USD
9505.56000000
0.007394214240
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS FORTUNE BRANDS HOME & SECURITY INC
000000000
1.00000000
NC
USD
4681.39000000
0.003641574047
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
-47060.44000000
USD
4681.39000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TRADEWEB MARKETS INC
000000000
1.00000000
NC
USD
-2274.84000000
-0.00176955953
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
30108.12000000
USD
-2274.84000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SKF AB
000000000
1.00000000
NC
2711.08000000
0.002108903246
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
SKF AB
SKF AB
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-786968.00000000
SEK
2711.08000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-99.12000000
-0.00007710377
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alliant Energy Corp
Alliant Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-4854.95000000
USD
-99.12000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-14.48000000
-0.00001126374
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alliant Energy Corp
Alliant Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-709.15000000
USD
-14.48000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS KLEPIERRE SA
000000000
1.00000000
NC
6975.96000000
0.005426481214
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
-42600.90000000
EUR
6975.96000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS MAEDA CORP
000000000
1.00000000
NC
-37.24000000
-0.00002896836
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Maeda Corp
Maeda Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
603881.04000000
JPY
-37.24000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERTEK GROUP PLC
000000000
1.00000000
NC
17871.20000000
0.013901704005
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Intertek Group PLC
Intertek Group PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-180537.28000000
GBP
17871.20000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BECTON DICKINSON AND CO
000000000
1.00000000
NC
USD
-447.66000000
-0.00034822713
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
26791.14000000
USD
-447.66000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TRAVELERS COS INC/THE
000000000
1.00000000
NC
USD
5217.89000000
0.004058908317
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Travelers Cos Inc/The
Travelers Cos Inc/The
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
81803.94000000
USD
5217.89000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CELANESE CORP
000000000
1.00000000
NC
USD
-14174.94000000
-0.01102644591
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
314046.00000000
USD
-14174.94000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TRADEWEB MARKETS INC
000000000
1.00000000
NC
USD
-1393.40000000
-0.00108390227
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
18441.96000000
USD
-1393.40000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS METSO OUTOTEC OYJ
000000000
1.00000000
NC
-7296.74000000
-0.00567601054
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Metso Outotec Oyj
Metso Outotec Oyj
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
81324.80000000
EUR
-7296.74000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MAGNA INTERNATIONAL INC
000000000
1.00000000
NC
USD
-606.59000000
-0.00047185609
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Magna International Inc
Magna International Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
19973.30000000
USD
-606.59000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS COVESTRO AG
000000000
1.00000000
NC
-10645.26000000
-0.00828076758
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
143981.25329500
EUR
-10645.26000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BRISTOL-MYERS SQUIBB CO
000000000
1.00000000
NC
USD
1515.93000000
0.001179216289
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Bristol-Myers Squibb Co
Bristol-Myers Squibb Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-60420.00000000
USD
1515.93000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPDR S&P 500 ETF TRUST
000000000
1.00000000
NC
USD
94214.62000000
0.073287958293
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
-1563750.00000000
USD
94214.62000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS UNIBAIL-RODAMCO-WESTFIELD
000000000
1.00000000
NC
6751.88000000
0.005252173174
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
-37711.64000000
EUR
6751.88000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FLIR SYSTEMS INC
000000000
1.00000000
NC
USD
2970.92000000
0.002311028384
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
FLIR Systems Inc
FLIR Systems Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-39814.38000000
USD
2970.92000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-15.59000000
-0.00001212719
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alliant Energy Corp
Alliant Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-763.70000000
USD
-15.59000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KLA CORP
000000000
1.00000000
NC
USD
-1406.82000000
-0.00109434146
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
49913.10000000
USD
-1406.82000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NELES OYJ
000000000
1.00000000
NC
9120.03000000
0.007094316978
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Neles Oyj
Neles Oyj
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-214830.00000000
EUR
9120.03000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS TRAINLINE PLC
000000000
1.00000000
NC
-13422.25000000
-0.01044094110
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Trainline PLC
Trainline PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
52214.89000000
GBP
-13422.25000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CAPITAL ONE FINANCIAL CORP
000000000
1.00000000
NC
USD
-3724.76000000
-0.00289742776
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
53335.45000000
USD
-3724.76000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS OUTFRONT MEDIA INC
000000000
1.00000000
NC
USD
-1965.62000000
-0.00152902252
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Outfront Media Inc
Outfront Media Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
28180.00000000
USD
-1965.62000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HP INC
000000000
1.00000000
NC
USD
11510.51000000
0.008953830910
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
-140832.00000000
USD
11510.51000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS BANK OF AMERICA CORP
000000000
1.00000000
NC
USD
-1604.26000000
-0.00124792670
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Bank of America Corp
Bank of America Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
84983.85000000
USD
-1604.26000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SMC CORP/JAPAN
000000000
1.00000000
NC
1475.96000000
0.001148124303
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
SMC Corp/Japan
SMC Corp/Japan
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-16744976.01000000
JPY
1475.96000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG IN MUENCHEN
000000000
1.00000000
NC
-3268.04000000
-0.00254215300
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
67668.49982800
EUR
-3268.04000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SEVEN & I HOLDINGS CO LTD
000000000
1.00000000
NC
-3265.12000000
-0.00253988158
N/A
DE
CORP
US
N
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
5495999.92585400
JPY
-3265.12000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS IDEXX LABORATORIES INC
000000000
1.00000000
NC
USD
-271.56000000
-0.00021124192
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
IDEXX Laboratories Inc
IDEXX Laboratories Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-54108.16000000
USD
-271.56000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ADOBE INC
000000000
1.00000000
NC
USD
13720.12000000
0.010672649131
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
-127292.09644000
USD
13720.12000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS NATIONAL GRID PLC
000000000
1.00000000
NC
-1291.87000000
-0.00100492380
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
National Grid PLC
National Grid PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
82946.70000000
GBP
-1291.87000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS CIE DE SAINT-GOBAIN
000000000
1.00000000
NC
13955.53000000
0.010855770586
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
-146981.73006200
EUR
13955.53000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS INTERPUBLIC GROUP OF COS INC
000000000
1.00000000
NC
USD
-108.25000000
-0.00008420584
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
-14727.19900200
USD
-108.25000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS DEUTSCHE BANK AG
000000000
1.00000000
NC
-5471.64000000
-0.00425629614
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Deutsche Bank AG
Deutsche Bank AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-137574.00000000
EUR
-5471.64000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS POLYPIPE GROUP PLC
000000000
1.00000000
NC
-300.34000000
-0.00023362940
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
9430.00000000
GBP
-300.34000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS JULIUS BAER GROUP LTD
000000000
1.00000000
NC
948.83000000
0.000738078797
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Julius Baer Group Ltd
Julius Baer Group Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
80452.86000000
CHF
948.83000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SEGRO PLC
000000000
1.00000000
NC
-1597.90000000
-0.00124297936
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
40426.49000000
GBP
-1597.90000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS BLACKROCK INC
000000000
1.00000000
NC
USD
10236.79000000
0.007963025680
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
-140880.32000000
USD
10236.79000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS TRAINLINE PLC
000000000
1.00000000
NC
-1459.42000000
-0.00113525811
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Trainline PLC
Trainline PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
23674.22000000
GBP
-1459.42000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TELENOR ASA
000000000
1.00000000
NC
1120.07000000
0.000871283495
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Telenor ASA
Telenor ASA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-294654.75000000
NOK
1120.07000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-22.26000000
-0.00001731567
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alliant Energy Corp
Alliant Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-1091.00000000
USD
-22.26000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPDR S&P 500 ETF TRUST
000000000
1.00000000
NC
USD
10468.29000000
0.008143105612
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
-173750.00000000
USD
10468.29000000
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122157
6900.00000000
NS
USD
22494.00000000
0.017497701883
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MTU AERO ENGINES AG
000000000
1.00000000
NC
466.80000000
0.000363115819
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
-66522.50000000
EUR
466.80000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
2425.71000000
0.001886918753
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-08-12
300.00000000
USD
0.00000000
USD
18000000.00000000
CNY
2125.71000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FLIR SYSTEMS INC
000000000
1.00000000
NC
USD
7348.96000000
0.005716631601
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Sanofi
Sanofi
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-98486.24000000
USD
7348.96000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KIMCO REALTY CORP
000000000
1.00000000
NC
USD
3108.26000000
0.002417862845
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Kimco Realty Corp
Kimco Realty Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-40662.60000000
USD
3108.26000000
N
N
N
T ROWE PRICE DYNAMIC GLOBAL BOND FUND
549300RBL73KV0WZZF27
T ROWE PRICE DYNAMIC GLOBAL BOND FUND
77956H468
1548184.75871100
NS
USD
15017392.16000000
11.68177518845
Long
EC
RF
US
N
1
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS TRAINLINE PLC
000000000
1.00000000
NC
-905.52000000
-0.00070438868
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Trainline PLC
Trainline PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
3522.61000000
GBP
-905.52000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALS LTD
000000000
1.00000000
NC
-1448.31000000
-0.00112661583
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
ALS Ltd
ALS Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
48800.00000000
AUD
-1448.31000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CARL ZEISS MEDITEC AG
000000000
1.00000000
NC
25816.62000000
0.020082311745
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Carl Zeiss Meditec AG
Carl Zeiss Meditec AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-339482.00000000
EUR
25816.62000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS HORMEL FOODS CORP
000000000
1.00000000
NC
USD
1133.26000000
0.000881543773
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
-37095.45000000
USD
1133.26000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS BOOHOO GROUP PLC
000000000
1.00000000
NC
-6506.64000000
-0.00506140512
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
boohoo Group PLC
boohoo Group PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
37608.00000000
GBP
-6506.64000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS DASSAULT SYSTEMES SE
000000000
1.00000000
NC
8423.50000000
0.006552498080
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
-110300.70000000
EUR
8423.50000000
N
N
N
Bank Central Asia Tbk PT
254900BR956G2OHVOM21
Bank Central Asia Tbk PT
000000000
96000.00000000
NS
188894.96000000
0.146938192293
Long
EC
CORP
ID
N
2
N
N
N
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
ISHARES IBOXX HIGH YIELD CORPORATE BOND ETF
000000000
-205.00000000
NC
USD
-28187.50000000
-0.02192657917
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
82.00000000
USD
2020-12-18
XXXX
9121.66000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ALCON INC
000000000
1.00000000
NC
-2925.85000000
-0.00227596919
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
40775.19000000
CHF
-2925.85000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FEDEX CORP
000000000
1.00000000
NC
USD
-2315.01000000
-0.00180080709
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
FedEx Corp
FedEx Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
28775.22000000
USD
-2315.01000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS CF INDUSTRIES HOLDINGS INC
000000000
1.00000000
NC
USD
-1741.36000000
-0.00135457447
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
25122.02000000
USD
-1741.36000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMEREN CORP
000000000
1.00000000
NC
USD
-68.89000000
-0.00005358836
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
121075.80000000
USD
-68.89000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PNC FINANCIAL SERVICES GROUP INC/THE
000000000
1.00000000
NC
USD
2148.21000000
0.001671056200
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
68255.88000000
USD
2148.21000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS EXACT SCIENCES CORP
000000000
1.00000000
NC
USD
29665.37000000
0.023076189229
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
143668.00000000
USD
29665.37000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EURONEXT NV
000000000
1.00000000
NC
-5600.35000000
-0.00435641747
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Euronext NV
Euronext NV
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
68661.90000000
EUR
-5600.35000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SAMPO OYJ
000000000
1.00000000
NC
-3527.65000000
-0.00274409922
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
34719.00000000
EUR
-3527.65000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS CITIGROUP INC
000000000
1.00000000
NC
USD
1361.88000000
0.001059383401
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Citigroup Inc
Citigroup Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-35454.93000000
USD
1361.88000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HUNTINGTON BANCSHARES INC/OH
000000000
1.00000000
NC
USD
5741.42000000
0.004466153443
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Huntington Bancshares Inc/OH
Huntington Bancshares Inc/OH
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
71281.14000000
USD
5741.42000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VIACOMCBS INC
000000000
1.00000000
NC
USD
-3412.63000000
-0.00265462711
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
-128018.00000000
USD
-3412.63000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS STARBUCKS CORP
000000000
1.00000000
NC
USD
3755.47000000
0.002921316550
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
-179347.76962000
USD
3755.47000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SBERBANK OF RUSSIA PJSC
000000000
1.00000000
NC
USD
-808.21000000
-0.00062869287
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Sberbank of Russia PJSC
Sberbank of Russia PJSC
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
41200.00000000
USD
-808.21000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS AMC NETWORKS INC
000000000
1.00000000
NC
USD
547.39000000
0.000425805416
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
-9048.00000000
USD
547.39000000
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537127
1889.00000000
NS
USD
98690.81000000
0.076769910734
Long
EP
CORP
US
N
2
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS KION GROUP AG
000000000
1.00000000
NC
-18746.04000000
-0.01458222723
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
115229.10000000
EUR
-18746.04000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMAZON.COM INC
000000000
1.00000000
NC
USD
-15158.27000000
-0.01179136167
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
166932.50000000
USD
-15158.27000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GARTNER INC
000000000
1.00000000
NC
USD
5015.59000000
0.003901542570
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
-68553.11000000
USD
5015.59000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/INR FORWARD
000000000
1.00000000
NC
USD
-70925.46000000
-0.05517171490
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-5312367.77000000
USD
394217000.00000000
INR
2021-01-29
-70925.46000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS FRANKLIN ELECTRIC CO INC
000000000
1.00000000
NC
USD
2809.68000000
0.002185602517
N/A
DE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Franklin Electric Co Inc
Franklin Electric Co Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-38652.00000000
USD
2809.68000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KERING SA
000000000
1.00000000
NC
5753.75000000
0.004475744741
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Kering SA
Kering SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-58370.10000000
EUR
5753.75000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
-61.67000000
-0.00004797204
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
17456.40000000
SEK
-61.67000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TERADYNE INC
000000000
1.00000000
NC
USD
997.85000000
0.000776210626
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
160526.31000000
USD
997.85000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SAMSUNG ELECTRONICS CO LTD
000000000
1.00000000
NC
USD
-4708.90000000
-0.00366297361
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
94467.53000000
USD
-4708.90000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS KUBOTA CORP
000000000
1.00000000
NC
2448.74000000
0.001904833400
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Kubota Corp
Kubota Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-4059299.89000000
JPY
2448.74000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ROYAL CARIBBEAN CRUISES LTD
000000000
1.00000000
NC
USD
3781.15000000
0.002941292588
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Royal Caribbean Cruises Ltd
Royal Caribbean Cruises Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-113748.90000000
USD
3781.15000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS JAPAN TOBACCO INC
000000000
1.00000000
NC
-1031.76000000
-0.00080258864
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Japan Tobacco Inc
Japan Tobacco Inc
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
6608249.91000000
JPY
-1031.76000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CREDIT SUISSE GROUP AG
000000000
1.00000000
NC
4029.41000000
0.003134409840
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
-51205.80000000
CHF
4029.41000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS BOLIDEN AB
000000000
1.00000000
NC
-1153.91000000
-0.00089760705
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
496600.00000000
SEK
-1153.91000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS NEC CORP
000000000
1.00000000
NC
11153.20000000
0.008675885509
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
-10691999.94461500
JPY
11153.20000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WELCIA HOLDINGS CO LTD
000000000
1.00000000
NC
2386.11000000
0.001856114583
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Welcia Holdings Co Ltd
Welcia Holdings Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-10092000.00000000
JPY
2386.11000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS PORSCHE AUTOMOBIL HOLDING SE
000000000
1.00000000
NC
-4484.62000000
-0.00348850999
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Porsche Automobil Holding SE
Porsche Automobil Holding SE
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
72855.00000000
EUR
-4484.62000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ERO COPPER CORP
000000000
1.00000000
NC
-3629.24000000
-0.00282312437
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
39720.00000000
CAD
-3629.24000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ENBRIDGE INC
000000000
1.00000000
NC
USD
-640.01000000
-0.00049785294
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
10917.71000000
USD
-640.01000000
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250N477
2793.00000000
NS
USD
71277.36000000
0.055445451958
Long
EP
CORP
CA
N
1
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MICROSOFT CORP
000000000
1.00000000
NC
USD
-6897.41000000
-0.00536537849
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
87864.00000000
USD
-6897.41000000
N
N
N
LAMAR MEDIA CORP
N/A
Lamar Media Corp
513075BW0
400000.00000000
PA
USD
416000.00000000
0.323599359104
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.87500000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS BANCO SANTANDER SA
000000000
1.00000000
NC
-8324.69000000
-0.00647563545
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Banco Santander SA
Banco Santander SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-102832.05000000
EUR
-8324.69000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NEMAK SAB DE CV
000000000
1.00000000
NC
1269.25000000
0.000987328092
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Nemak SAB de CV
NEMAK SAB DE CV
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-768190.40000000
MXN
1269.25000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KUEHNE + NAGEL INTERNATIONAL AG
000000000
1.00000000
NC
347.26000000
0.000270127676
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Kuehne + Nagel International A
Kuehne + Nagel International AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-53262.70000000
CHF
347.26000000
N
N
N
TIMES CHINA HLDG LTD
2549000KTINB9ZPZP710
Times China Holdings Ltd
000000000
400000.00000000
PA
USD
404229.36000000
0.314443177469
Long
DBT
CORP
KY
N
2
2021-06-04
Fixed
7.85000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS JOHNSON & JOHNSON
000000000
1.00000000
NC
USD
7743.89000000
0.006023840963
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
-113189.11000000
USD
7743.89000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMEREN CORP
000000000
1.00000000
NC
USD
-13.85000000
-0.00001077368
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
24345.00000000
USD
-13.85000000
N
N
N
WRIGHT MEDICAL GROUP INC
549300DZPB0KY882P769
Wright Medical Group Inc
98235TAG2
340000.00000000
PA
USD
358101.60000000
0.278561173688
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
1.62500000
N
N
N
N
Y
Wright Medical Group NV
Wright Medical Group NV
USD
XXXX
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ROSS STORES INC
000000000
1.00000000
NC
USD
-8831.33000000
-0.00686974213
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
76952.00000000
USD
-8831.33000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS VERISIGN INC
000000000
1.00000000
NC
USD
-3320.91000000
-0.00258327968
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
38591.00000000
USD
-3320.91000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SUMCO CORP
000000000
1.00000000
NC
553.20000000
0.000430324916
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
-5923700.03000000
JPY
553.20000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-2.37000000
-0.00000184358
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alliant Energy Corp
Alliant Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-18366.05000000
USD
-2.37000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS ASOS PLC
000000000
1.00000000
NC
-4908.41000000
-0.00381816906
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
74304.00000000
GBP
-4908.41000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS UMICORE SA
000000000
1.00000000
NC
-5783.79000000
-0.00449911234
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
49341.82000000
EUR
-5783.79000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WILLIS TOWERS WATSON PLC
000000000
1.00000000
NC
USD
-17075.81000000
-0.01328298358
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Willis Towers Watson PLC
Willis Towers Watson PLC
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
131117.63000000
USD
-17075.81000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS IMPERIAL BRANDS PLC
000000000
1.00000000
NC
-5980.06000000
-0.00465178746
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Imperial Brands PLC
Imperial Brands PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
76831.02000000
GBP
-5980.06000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS CVS HEALTH CORP
000000000
1.00000000
NC
USD
-1705.41000000
-0.00132660957
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
36897.04000000
USD
-1705.41000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SBERBANK OF RUSSIA PJSC
000000000
1.00000000
NC
USD
-707.18000000
-0.00055010335
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Sberbank of Russia PJSC
Sberbank of Russia PJSC
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
36050.00000000
USD
-707.18000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS VONOVIA SE
000000000
1.00000000
NC
11360.45000000
0.008837101776
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
-145000.80000000
EUR
11360.45000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EASTMAN CHEMICAL CO
000000000
1.00000000
NC
USD
5876.03000000
0.004570864283
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
-95776.56000000
USD
5876.03000000
N
N
N
MH SUB I LLC
N/A
MH Sub I LLC
45567YAJ4
299228.79000000
PA
USD
288896.42000000
0.224727635479
Long
LON
CORP
US
N
2
2024-09-15
Floating
3.64775000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SOHU.COM LTD
000000000
1.00000000
NC
USD
601.24000000
0.000467694419
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Sohu.com Ltd
Sohu.com Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
38955.00000000
USD
601.24000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NVR INC
000000000
1.00000000
NC
USD
-22744.52000000
-0.01769257715
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
NVR Inc
NVR Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
204545.90000000
USD
-22744.52000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS UNITED STATES CELLULAR CORP
000000000
1.00000000
NC
USD
3791.89000000
0.002949647052
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
United States Cellular Corp
United States Cellular Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-120280.00000000
USD
3791.89000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FIVE9 INC
000000000
1.00000000
NC
USD
4392.69000000
0.003416999203
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
116960.00000000
USD
4392.69000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FRESENIUS MEDICAL CARE AG & CO KGAA
000000000
1.00000000
NC
1942.12000000
0.001510742277
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Fresenius Medical Care AG & Co
Fresenius Medical Care AG & Co KGaA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-38328.79000000
EUR
1942.12000000
N
N
N
PETSMART INC
N/A
PetSmart Inc
71677HAG0
300000.00000000
PA
USD
296418.00000000
0.230578545257
Long
LON
CORP
US
N
2
2022-03-11
Floating
4.50000000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SUZUKI MOTOR CORP
000000000
1.00000000
NC
-188.79000000
-0.00014685654
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
468100.00222200
JPY
-188.79000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FISERV INC
000000000
1.00000000
NC
USD
-3625.36000000
-0.00282010618
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
58031.70000000
USD
-3625.36000000
N
N
N
AUSTRALIAN SECURITIES EXCHANGE TRADE24
N/A
SPI 200
000000000
7.00000000
NC
-5791.33000000
-0.00450497758
N/A
DE
CORP
AU
N
1
AUSTRALIAN SECURITIES EXCHANGE TRADE24
N/A
Long
STANDARD AND POOR'S
S&P/ASX 200
2020-12-17
754324.18000000
USD
-5791.33000000
N
N
N
CHINA EVERGRANDE GROUP
549300CUF7B1LAB15T90
China Evergrande Group
000000000
200000.00000000
PA
USD
191500.00000000
0.148964608818
Long
DBT
CORP
KY
N
2
2021-05-24
Fixed
8.90000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NITORI HOLDINGS CO LTD
000000000
1.00000000
NC
1433.69000000
0.001115243185
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Nitori Holdings Co Ltd
Nitori Holdings Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-8772000.00000000
JPY
1433.69000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS POLA ORBIS HOLDINGS INC
000000000
1.00000000
NC
-1710.49000000
-0.00133056122
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Pola Orbis Holdings Inc
Pola Orbis Holdings Inc
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-10524799.76000000
JPY
-1710.49000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BECTON DICKINSON AND CO
000000000
1.00000000
NC
USD
-447.66000000
-0.00034822713
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
26791.14000000
USD
-447.66000000
N
N
N
ADVANTAGE SOLUTIONS INC PP
N/A
ADVANTAGE SOLUTIONS INC PP
000000000
10295.00000000
NS
USD
87924.45000000
0.068394941513
Long
EC
CORP
US
Y
2
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS LOWE'S COS INC
000000000
1.00000000
NC
USD
14780.90000000
0.011497811939
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
-149375.19920000
USD
14780.90000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS VIASAT INC
000000000
1.00000000
NC
USD
185.30000000
0.000144141733
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
-10356.00000000
USD
185.30000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GEBERIT AG
000000000
1.00000000
NC
2153.02000000
0.001674797817
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
-58903.60000000
CHF
2153.02000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS JOHNSON & JOHNSON
000000000
1.00000000
NC
USD
3549.17000000
0.002760839272
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
-82114.22000000
USD
3549.17000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GROUPE BRUXELLES LAMBERT SA
000000000
1.00000000
NC
-14276.16000000
-0.01110518323
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Groupe Bruxelles Lambert SA
Groupe Bruxelles Lambert SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
155005.92000000
EUR
-14276.16000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ACACIA COMMUNICATIONS INC
000000000
1.00000000
NC
USD
42.71000000
0.000033223386
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Acacia Communications Inc
Acacia Communications Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-33915.00000000
USD
42.71000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS YARA INTERNATIONAL ASA
000000000
1.00000000
NC
2671.90000000
0.002078425787
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Yara International ASA
Yara International ASA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-938241.00000000
NOK
2671.90000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS APPLIED MATERIALS INC
000000000
1.00000000
NC
USD
-2146.33000000
-0.00166959377
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
31755.00000000
USD
-2146.33000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DISCOVERY INC
000000000
1.00000000
NC
USD
728.59000000
0.000566757829
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
-20970.00000000
USD
728.59000000
N
N
N
MONTREAL EXCHANGE
N/A
S&P/TSX 60 INDEX
000000000
10.00000000
NC
-66195.46000000
-0.05149232796
N/A
DE
CORP
CA
N
1
MONTREAL EXCHANGE
N/A
Long
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POOR'S/TORONTO STOCK EXCHANGE 60 INDEX
2020-12-17
1469798.95000000
USD
-66195.46000000
N
N
N
T. ROWE PRICE SHORT-TERM FUND
549300YTML4H25P65J89
T. ROWE PRICE SHORT-TERM FUND
000000000
233696.75000000
NS
USD
2336967.50000000
1.817887464539
Long
STIV
RF
US
N
1
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NATIONAL INSTRUMENTS CORP
000000000
1.00000000
NC
USD
-3875.45000000
-0.00301464696
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
27330.00000000
USD
-3875.45000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GENMAB A/S
000000000
1.00000000
NC
-18440.48000000
-0.01434453728
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Genmab A/S
Genmab A/S
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
1384565.00000000
DKK
-18440.48000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EXACT SCIENCES CORP
000000000
1.00000000
NC
USD
12713.73000000
0.009889795384
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
61572.00000000
USD
12713.73000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS ZURICH INSURANCE GROUP AG
000000000
1.00000000
NC
-1227.25000000
-0.00095465700
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Zurich Insurance Group AG
Zurich Insurance Group AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
238901.00000000
CHF
-1227.25000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VALEO SA
000000000
1.00000000
NC
-1942.11000000
-0.00151073449
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Valeo SA
Valeo SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
46390.68000000
EUR
-1942.11000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS IMPERIAL BRANDS PLC
000000000
1.00000000
NC
-36.48000000
-0.00002837717
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Imperial Brands PLC
Imperial Brands PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
468.72000000
GBP
-36.48000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS L BRANDS INC
000000000
1.00000000
NC
USD
6099.24000000
0.004744495564
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
-128423.81000000
USD
6099.24000000
N
N
N
58.com Inc
549300R31W8UMZCTNF95
58.com Inc
000000000
22100.00000000
NS
USD
618800.00000000
0.481354046668
Long
EC
CORP
CN
N
2
N
N
N
MINISO Group Holding Ltd
N/A
MINISO Group Holding Ltd
66981J102
3021.00000000
NS
USD
57701.10000000
0.044884709085
Long
EC
CORP
CN
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS VONOVIA SE
000000000
1.00000000
NC
483.72000000
0.000376277600
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Vonovia SE
Vonovia SE
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-6174.00000000
EUR
483.72000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AON PLC
000000000
1.00000000
NC
USD
25211.43000000
0.019611544687
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
-189586.98000000
USD
25211.43000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS JAPAN POST HOLDINGS CO LTD
000000000
1.00000000
NC
3108.08000000
0.002417722827
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
-9692690.21833300
JPY
3108.08000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS AP MOLLER - MAERSK A/S
000000000
1.00000000
NC
1640.73000000
0.001276296097
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
2022-01-19
0.00000000
USD
0.00000000
USD
-235180.00000000
DKK
1640.73000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-44.55000000
-0.00003465469
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alliant Energy Corp
Alliant Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-2182.00000000
USD
-44.55000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GEBERIT AG
000000000
1.00000000
NC
1362.92000000
0.001060192400
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
-37287.60000000
CHF
1362.92000000
N
N
N
RAPPI INC SER E CVT PFD PP
N/A
RAPPI INC SER E CVT PFD PP
000000000
1822.00000000
NS
USD
108857.28000000
0.084678235677
Long
EP
CORP
US
Y
3
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTUITIVE SURGICAL INC
000000000
1.00000000
NC
USD
-7406.77000000
-0.00576160102
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
74100.00000000
USD
-7406.77000000
N
N
N
GDS Holdings Ltd
391200MGV8DDCHTN2R77
GDS Holdings Ltd
000000000
5182.00000000
NS
54062.58000000
0.042054365960
Long
EC
CORP
CN
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NETAPP INC
000000000
1.00000000
NC
USD
577.07000000
0.000448892985
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
NetApp Inc
NetApp Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-83968.79000000
USD
577.07000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS HERSHEY CO
000000000
1.00000000
NC
USD
10548.69000000
0.008205647412
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
-122592.30213300
USD
10548.69000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GARTNER INC
000000000
1.00000000
NC
USD
4276.05000000
0.003326266921
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
-58445.09000000
USD
4276.05000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS POLYPIPE GROUP PLC
000000000
1.00000000
NC
-390.44000000
-0.00030371666
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Polypipe Group plc
Polypipe Group plc
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
12259.00000000
GBP
-390.44000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LITTELFUSE INC
000000000
1.00000000
NC
USD
577.17000000
0.000448970774
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
19213.00000000
USD
577.17000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS MITSUI FUDOSAN CO LTD
000000000
1.00000000
NC
-2642.89000000
-0.00205585939
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
4941299.96000000
JPY
-2642.89000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DOUYU INTERNATIONAL HOLDINGS LTD
000000000
1.00000000
NC
USD
615.74000000
0.000478973724
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
DOUYU INTERNATIONAL HOLD-
DOUYU INTERNATIONAL HOLD-
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
121760.00000000
USD
615.74000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VENTAS INC
000000000
1.00000000
NC
USD
4941.26000000
0.003843722522
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Ventas Inc
Ventas Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-52664.04000000
USD
4941.26000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ASAHI GROUP HOLDINGS LTD
000000000
1.00000000
NC
-8688.63000000
-0.00675873821
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Asahi Group Holdings Ltd
Asahi Group Holdings Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
8321399.90000000
JPY
-8688.63000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CISCO SYSTEMS INC
000000000
1.00000000
NC
USD
-4710.05000000
-0.00366386817
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Cisco Systems Inc
Cisco Systems Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
46165.35000000
USD
-4710.05000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PNC FINANCIAL SERVICES GROUP INC/THE
000000000
1.00000000
NC
USD
1989.59000000
0.001547668386
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
63216.12000000
USD
1989.59000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS APPLIED MATERIALS INC
000000000
1.00000000
NC
USD
-3006.84000000
-0.00233896994
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
44457.00000000
USD
-3006.84000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS AVIVA PLC
000000000
1.00000000
NC
2547.22000000
0.001981439325
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
-32884.77000000
GBP
2547.22000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BECTON DICKINSON AND CO
000000000
1.00000000
NC
USD
-447.66000000
-0.00034822713
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
26791.14000000
USD
-447.66000000
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AM3
40000.00000000
PA
USD
43800.00000000
0.034071278674
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
7.75000000
N
N
N
N
N
N
PRA GROUP INC
549300Q5HW3JSSB86K27
PRA Group Inc
69354NAC0
195000.00000000
PA
USD
204506.25000000
0.159081950559
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.37500000
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS AJINOMOTO CO INC
000000000
1.00000000
NC
135.10000000
0.000105092003
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
-7412999.93919400
JPY
135.10000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS VISA INC
000000000
1.00000000
NC
USD
-1788.86000000
-0.00139152391
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
19955.00000000
USD
-1788.86000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PACCAR INC
000000000
1.00000000
NC
USD
-2278.66000000
-0.00177253104
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
53496.00000000
USD
-2278.66000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MARVELL TECHNOLOGY GROUP LTD
000000000
1.00000000
NC
USD
-7104.92000000
-0.00552679701
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
56006.80000000
USD
-7104.92000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FEDEX CORP
000000000
1.00000000
NC
USD
-1497.95000000
-0.00116522995
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
FedEx Corp
FedEx Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
18619.26000000
USD
-1497.95000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERNATIONAL BUSINESS MACHINES CORP
000000000
1.00000000
NC
USD
5500.18000000
0.004278496930
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
-51954.24000000
USD
5500.18000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ERO COPPER CORP
000000000
1.00000000
NC
-6351.17000000
-0.00494046764
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
69510.00000000
CAD
-6351.17000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMERICAN ELECTRIC POWER CO INC
000000000
1.00000000
NC
USD
-709.69000000
-0.00055205583
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
36679.40000000
USD
-709.69000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS KOBE BUSSAN CO LTD
000000000
1.00000000
NC
-3688.75000000
-0.00286941619
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Kobe Bussan Co Ltd
Kobe Bussan Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-6711986.04000000
JPY
-3688.75000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LASERTEC CORP
000000000
1.00000000
NC
1455.46000000
0.001132177700
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Lasertec Corp
Lasertec Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-2865000.00000000
JPY
1455.46000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-13.36000000
-0.00001039251
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alliant Energy Corp
Alliant Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-654.60000000
USD
-13.36000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS FRESENIUS MEDICAL CARE AG & CO KGAA
000000000
1.00000000
NC
3195.61000000
0.002485810932
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
-40009.92000000
EUR
3195.61000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GROUPE BRUXELLES LAMBERT SA
000000000
1.00000000
NC
-9123.81000000
-0.00709725737
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Groupe Bruxelles Lambert SA
Groupe Bruxelles Lambert SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
99063.36000000
EUR
-9123.81000000
N
N
N
B&G FOODS INC
549300TRW1LZMDJZAQ78
B&G Foods Inc
05508TAU6
53523.94000000
PA
USD
53135.89000000
0.041333509493
Long
LON
CORP
US
N
2
2026-10-10
Floating
2.64775000
N
N
N
N
N
N
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
HELMERICH & PAYNE INC
000000000
100.00000000
NC
USD
250.00000000
0.000194470768
N/A
DE
CORP
US
N
2
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
Call
Purchased
Helmerich & Payne Inc
Helmerich & Payne Inc
100.00000000
30.00000000
USD
2021-01-15
XXXX
-8150.00000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CREDIT SUISSE GROUP AG
000000000
1.00000000
NC
2963.14000000
0.002304976454
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
-37655.72000000
CHF
2963.14000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS ZIMMER BIOMET HOLDINGS INC
000000000
1.00000000
NC
USD
9670.53000000
0.007522541611
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
-92507.57951900
USD
9670.53000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LIVENT CORP
000000000
1.00000000
NC
USD
1534.83000000
0.001193918279
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
-76790.00000000
USD
1534.83000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ANALOG DEVICES INC
000000000
1.00000000
NC
USD
2399.77000000
0.001866740466
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
-54675.18000000
USD
2399.77000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CF INDUSTRIES HOLDINGS INC
000000000
1.00000000
NC
USD
1370.67000000
0.001066220994
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CF Industries Holdings Inc
CF Industries Holdings Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
42860.55000000
USD
1370.67000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS SWEDISH MATCH AB
000000000
1.00000000
NC
-4346.99000000
-0.00338144994
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Swedish Match AB
Swedish Match AB
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
581185.44000000
SEK
-4346.99000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NATIONAL INSTRUMENTS CORP
000000000
1.00000000
NC
USD
-3358.72000000
-0.00261269144
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
23686.00000000
USD
-3358.72000000
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/INR FORWARD
000000000
1.00000000
NC
USD
8033.10000000
0.006248812527
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-80563000.00000000
INR
1079185.07000000
USD
2021-01-29
8033.10000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS BANCO SANTANDER CHILE
000000000
1.00000000
NC
USD
-230.13000000
-0.00017901423
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Banco Santander Chile
Banco Santander Chile
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
21045.00000000
USD
-230.13000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SHISEIDO CO LTD
000000000
1.00000000
NC
-11073.55000000
-0.00861392712
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
38568667.16000000
JPY
-11073.55000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS VERIZON COMMUNICATIONS INC
000000000
1.00000000
NC
USD
632.29000000
0.000491847689
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Verizon Communications Inc
Verizon Communications Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-68279.84000000
USD
632.29000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ECHOSTAR CORP
000000000
1.00000000
NC
USD
6596.43000000
0.005131251250
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
-52920.00000000
USD
6596.43000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VIACOMCBS INC
000000000
1.00000000
NC
USD
-2077.25000000
-0.00161585761
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
-77924.00000000
USD
-2077.25000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CATERPILLAR INC
000000000
1.00000000
NC
USD
-10118.71000000
-0.00787117324
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
238812.88000000
USD
-10118.71000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS PROSPECT CAPITAL CORP
000000000
1.00000000
NC
USD
1075.85000000
0.000836885505
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
-37152.00000000
USD
1075.85000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LAS VEGAS SANDS CORP
000000000
1.00000000
NC
USD
4799.71000000
0.003733613172
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Las Vegas Sands Corp
Las Vegas Sands Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
95001.98000000
USD
4799.71000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WESDOME GOLD MINES LTD
000000000
1.00000000
NC
-7073.70000000
-0.00550251150
N/A
DCO
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Wesdome Gold Mines Ltd
Wesdome Gold Mines Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
167640.00000000
CAD
-7073.70000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SEVEN & I HOLDINGS CO LTD
000000000
1.00000000
NC
-2041.43000000
-0.00158799384
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
3435000.00000000
JPY
-2041.43000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ANALOG DEVICES INC
000000000
1.00000000
NC
USD
5985.81000000
0.004656260287
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
-136378.00000000
USD
5985.81000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EQUITY RESIDENTIAL
000000000
1.00000000
NC
USD
-3204.25000000
-0.00249253184
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
31386.00000000
USD
-3204.25000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
153.98000000
0.000119778435
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alliant Energy Corp
Alliant Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-11230.56000000
USD
153.98000000
N
N
N
Outset Medical Inc
N/A
Outset Medical Inc
690145107
245.00000000
NS
USD
11385.15000000
0.008856315488
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CAMDEN PROPERTY TRUST
000000000
1.00000000
NC
USD
-1574.18000000
-0.00122452797
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
66129.00000000
USD
-1574.18000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CIE DE SAINT-GOBAIN
000000000
1.00000000
NC
4233.78000000
0.003293385804
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Cie de Saint-Gobain
Cie de Saint-Gobain
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-44590.78000000
EUR
4233.78000000
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
2224.36000000
0.001730291996
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-4060000.00000000
ZAR
249090.91000000
USD
2021-01-29
2224.36000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VESTAS WIND SYSTEMS A/S
000000000
1.00000000
NC
2884.38000000
0.002243710383
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Vestas Wind Systems A/S
Vestas Wind Systems A/S
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-539010.00000000
DKK
2884.38000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SAMPO OYJ
000000000
1.00000000
NC
-7599.96000000
-0.00591188025
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
74798.50000000
EUR
-7599.96000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS CF INDUSTRIES HOLDINGS INC
000000000
1.00000000
NC
USD
-3032.47000000
-0.00235890708
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
43748.50000000
USD
-3032.47000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DUKE ENERGY CORP
000000000
1.00000000
NC
USD
201.46000000
0.000156712324
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Duke Energy Corp
Duke Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
140698.80000000
USD
201.46000000
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887406
3960.00000000
NS
USD
204468.00000000
0.159052196532
Long
EP
CORP
US
N
2
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ADYEN NV
000000000
1.00000000
NC
-18112.95000000
-0.01408975723
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
129915.50000000
EUR
-18112.95000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS CITIZENS FINANCIAL GROUP INC
000000000
1.00000000
NC
USD
722.60000000
0.000562098309
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
-78482.69560000
USD
722.60000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WAYFAIR INC
000000000
1.00000000
NC
USD
-15008.82000000
-0.01167510705
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
89400.00000000
USD
-15008.82000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LITTELFUSE INC
000000000
1.00000000
NC
USD
2308.68000000
0.001795883097
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
76852.00000000
USD
2308.68000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS STANLEY BLACK & DECKER INC
000000000
1.00000000
NC
USD
-5336.97000000
-0.00415153863
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
89914.85000000
USD
-5336.97000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FEDEX CORP
000000000
1.00000000
NC
USD
-3086.69000000
-0.00240108390
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
FedEx Corp
FedEx Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
38366.96000000
USD
-3086.69000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HOLLYFRONTIER CORP
000000000
1.00000000
NC
USD
2131.10000000
0.001657746620
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
HollyFrontier Corp
HollyFrontier Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-45963.35000000
USD
2131.10000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS INTUIT INC
000000000
1.00000000
NC
USD
-5666.28000000
-0.00440770330
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
70787.79000000
USD
-5666.28000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SCHOLAR ROCK HOLDING CORP
000000000
1.00000000
NC
USD
57311.21000000
0.044581420253
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Scholar Rock Holding Corp
Scholar Rock Holding Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
32154.00000000
USD
57311.21000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ALPHABET INC
000000000
1.00000000
NC
USD
3314.35000000
0.002578176768
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
85550.84700000
USD
3314.35000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ROCKWELL AUTOMATION INC
000000000
1.00000000
NC
USD
-6352.14000000
-0.00494122219
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
151439.40000000
USD
-6352.14000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS IRHYTHM TECHNOLOGIES INC
000000000
1.00000000
NC
USD
-8157.16000000
-0.00634531670
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
61007.50000000
USD
-8157.16000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
-83.02000000
-0.00006457985
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
23499.00000000
SEK
-83.02000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS OPORTUN FINANCIAL CORP
000000000
1.00000000
NC
USD
-1152.88000000
-0.00089680583
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Oportun Financial Corp
Oportun Financial Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
14450.00000000
USD
-1152.88000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NORWEGIAN CRUISE LINE HOLDINGS LTD
000000000
1.00000000
NC
USD
-435.16000000
-0.00033850359
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Norwegian Cruise Line Holdings
Norwegian Cruise Line Holdings Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-119767.96000000
USD
-435.16000000
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAK5
105000.00000000
PA
USD
111825.00000000
0.086986774836
Long
DBT
CORP
CA
N
2
2025-04-15
Fixed
5.75000000
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALFA LAVAL AB
000000000
1.00000000
NC
-824.70000000
-0.00064152017
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alfa Laval AB
Alfa Laval AB
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
1669711.29000000
SEK
-824.70000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PEARSON PLC
000000000
1.00000000
NC
6851.62000000
0.005329759232
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Pearson PLC
Pearson PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-95466.60000000
GBP
6851.62000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SUMCO CORP
000000000
1.00000000
NC
583.11000000
0.000453591399
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
-6243900.07000000
JPY
583.11000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS AXA SA
000000000
1.00000000
NC
-15874.57000000
-0.01234855932
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
149282.86064800
EUR
-15874.57000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS STANDARD LIFE ABERDEEN PLC
000000000
1.00000000
NC
3311.20000000
0.002575726437
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Standard Life Aberdeen PLC
Standard Life Aberdeen PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-32044.52000000
GBP
3311.20000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ALCON INC
000000000
1.00000000
NC
-1268.80000000
-0.00098697804
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
17682.26000000
CHF
-1268.80000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS US BANCORP
000000000
1.00000000
NC
USD
176.31000000
0.000137148564
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Sanofi
Sanofi
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-36830.74000000
USD
176.31000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ALPHABET INC
000000000
1.00000000
NC
USD
3013.04000000
0.002343792819
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
77773.50000000
USD
3013.04000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EXELON CORP
000000000
1.00000000
NC
USD
3082.69000000
0.002397972375
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Exelon Corp
Exelon Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-75563.76000000
USD
3082.69000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS IRHYTHM TECHNOLOGIES INC
000000000
1.00000000
NC
USD
-21208.61000000
-0.01649781875
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
158619.50000000
USD
-21208.61000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TRAVELERS COS INC/THE
000000000
1.00000000
NC
USD
34467.67000000
0.026811817119
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Travelers Cos Inc/The
Travelers Cos Inc/The
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
482437.12000000
USD
34467.67000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BNP PARIBAS SA
000000000
1.00000000
NC
10011.41000000
0.007787706393
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
BNP Paribas SA
BNP Paribas SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-151485.36000000
EUR
10011.41000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BOOHOO GROUP PLC
000000000
1.00000000
NC
-1355.90000000
-0.00105473166
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
boohoo Group PLC
boohoo Group PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
43811.68000000
GBP
-1355.90000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS DIASORIN SPA
000000000
1.00000000
NC
-76.83000000
-0.00005976475
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
DiaSorin SpA
DiaSorin SpA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
25515.00000000
EUR
-76.83000000
N
N
N
SHRIRAM TRANSPORT FIN
335800TM2YO24B76XL26
Shriram Transport Finance Co Ltd
000000000
400000.00000000
PA
USD
384949.63000000
0.299445801816
Long
DBT
CORP
IN
N
2
2023-07-16
Fixed
5.10000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALIBABA GROUP HOLDING LTD
000000000
1.00000000
NC
USD
-2446.58000000
-0.00190315317
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alibaba Group Holding Ltd
Alibaba Group Holding Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-139548.36000000
USD
-2446.58000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DISCOVERY INC
000000000
1.00000000
NC
USD
582.12000000
0.000452821295
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
-16776.00000000
USD
582.12000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HESS CORP
000000000
1.00000000
NC
USD
-2158.42000000
-0.00167899838
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
40263.68000000
USD
-2158.42000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FIFTH THIRD BANCORP
000000000
1.00000000
NC
USD
-1170.45000000
-0.00091047324
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Fifth Third Bancorp
Fifth Third Bancorp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
35998.20000000
USD
-1170.45000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS DOLLAR TREE INC
000000000
1.00000000
NC
USD
-6536.98000000
-0.00508500610
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
101077.38000000
USD
-6536.98000000
N
N
N
TELEFLEX INC
UUL85LWXB4NGSWWXIQ25
Teleflex Inc
879369AG1
175000.00000000
PA
USD
182875.00000000
0.142255367298
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DAIKIN INDUSTRIES LTD
000000000
1.00000000
NC
-2574.00000000
-0.00200227103
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
-11469000.00000000
JPY
-2574.00000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS PORSCHE AUTOMOBIL HOLDING SE
000000000
1.00000000
NC
-6093.10000000
-0.00473971936
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Porsche Automobil Holding SE
Porsche Automobil Holding SE
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
98985.66000000
EUR
-6093.10000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS CITIGROUP INC
000000000
1.00000000
NC
USD
2265.71000000
0.001762457461
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Citigroup Inc
Citigroup Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-58917.10555600
USD
2265.71000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EURONEXT NV
000000000
1.00000000
NC
-2921.93000000
-0.00227291989
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Euronext NV
Euronext NV
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
35823.60000000
EUR
-2921.93000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS HANNOVER RUECK SE
000000000
1.00000000
NC
4251.57000000
0.003307224344
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
-119047.50000000
EUR
4251.57000000
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91911KAK8
800000.00000000
PA
USD
828000.00000000
0.644087185910
Long
DBT
CORP
CA
N
2
2024-03-15
Fixed
7.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MAGNA INTERNATIONAL INC
000000000
1.00000000
NC
USD
-606.59000000
-0.00047185609
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Magna International Inc
Magna International Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
19973.30000000
USD
-606.59000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS CREDIT SUISSE GROUP AG
000000000
1.00000000
NC
3354.24000000
0.002609206524
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
-42612.59981600
CHF
3354.24000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS UNICHARM CORP
000000000
1.00000000
NC
-4839.01000000
-0.00376418397
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Unicharm Corp
Unicharm Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
14540600.06787200
JPY
-4839.01000000
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO-BUND
000000000
9.00000000
NC
23778.66000000
0.018497017154
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Long
BUNDESREPUB. DEUTSCHLAND
Bundesrepublik Deutschland Bundesanleihe
2020-12-08
1848312.93000000
USD
23778.66000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NATIONAL INSTRUMENTS CORP
000000000
1.00000000
NC
USD
-2066.90000000
-0.00160780652
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
14576.00000000
USD
-2066.90000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HOLLYFRONTIER CORP
000000000
1.00000000
NC
USD
3083.04000000
0.002398244634
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
HollyFrontier Corp
HollyFrontier Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-24389.69000000
USD
3083.04000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS SPROTT PHYSICAL GOLD AND SILVER TRUST
000000000
1.00000000
NC
USD
-366.89000000
-0.00028539752
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
28260.00000000
USD
-366.89000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MAXIM INTEGRATED PRODUCTS INC
000000000
1.00000000
NC
USD
-7044.55000000
-0.00547983621
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Maxim Integrated Products Inc
Maxim Integrated Products Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
128627.82000000
USD
-7044.55000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TRELLEBORG AB
000000000
1.00000000
NC
-17778.06000000
-0.01382925197
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
1374898.80000000
SEK
-17778.06000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ADEVINTA ASA
000000000
1.00000000
NC
19185.83000000
0.014924332432
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Adevinta ASA
Adevinta ASA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-1583265.60000000
NOK
19185.83000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS MCKESSON CORP
000000000
1.00000000
NC
USD
-2309.16000000
-0.00179625648
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
39763.70000000
USD
-2309.16000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MASTERCARD INC
000000000
1.00000000
NC
USD
-9092.69000000
-0.00707304965
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Mastercard Inc
Mastercard Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
66816.52000000
USD
-9092.69000000
N
N
N
NIELSEN FINANCE LLC/CO
N/A
Nielsen Finance LLC / Nielsen Finance Co
65409QBB7
592000.00000000
PA
USD
592740.00000000
0.461082413739
Long
DBT
CORP
US
N
2
2022-04-15
Fixed
5.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FLEETCOR TECHNOLOGIES INC
000000000
1.00000000
NC
USD
-5129.82000000
-0.00399040015
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
FleetCor Technologies Inc
FleetCor Technologies Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
49302.00000000
USD
-5129.82000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS HEIWA REAL ESTATE CO LTD
000000000
1.00000000
NC
447.85000000
0.000348374935
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
6100000.00000000
JPY
447.85000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS ECOLAB INC
000000000
1.00000000
NC
USD
7491.30000000
0.005827355478
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Ecolab Inc
Ecolab Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-84604.80000000
USD
7491.30000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS INFORMA PLC
000000000
1.00000000
NC
2795.89000000
0.002174875509
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
55209.99000000
GBP
2795.89000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MID-AMERICA APARTMENT COMMUNITIES INC
000000000
1.00000000
NC
USD
4387.21000000
0.003412736404
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
-92219.91000000
USD
4387.21000000
N
N
N
RENT-A-CENTER INC
529900QUHE15UQNCCJ63
Rent-A-Center Inc/TX
76009WAT7
148127.82000000
PA
USD
146646.54000000
0.114073861439
Long
LON
CORP
US
N
2
2026-08-05
Floating
4.68750000
N
N
N
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
-116.23000000
-0.00009041334
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
32898.60000000
SEK
-116.23000000
N
N
N
PQ CORP
2H1FRGMQKKSWC9PFJY28
PQ Corp
69353FBA1
199500.00000000
PA
USD
197355.38000000
0.153519409816
Long
LON
CORP
US
N
2
2027-02-07
Floating
4.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS STARBUCKS CORP
000000000
1.00000000
NC
USD
987.93000000
0.000768494026
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
-47079.90000000
USD
987.93000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LAS VEGAS SANDS CORP
000000000
1.00000000
NC
USD
3436.29000000
0.002673031831
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Las Vegas Sands Corp
Las Vegas Sands Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
68015.38000000
USD
3436.29000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS WELLS FARGO & CO
000000000
1.00000000
NC
USD
-13377.16000000
-0.01040586635
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Wells Fargo & Co
Wells Fargo & Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
204048.45000000
USD
-13377.16000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS REPUBLIC SERVICES INC
000000000
1.00000000
NC
USD
9247.81000000
0.007193714877
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
-164886.30000000
USD
9247.81000000
N
N
N
Polypipe Group plc
2138005IF1N2RKJ6KO18
Polypipe Group plc
000000000
5762.00000000
NS
34308.33000000
0.026687869230
Long
EC
CORP
GB
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MAGNA INTERNATIONAL INC
000000000
1.00000000
NC
USD
-606.59000000
-0.00047185609
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Magna International Inc
Magna International Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
19973.30000000
USD
-606.59000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS KRAFT HEINZ CO/THE
000000000
1.00000000
NC
USD
2910.13000000
0.002263740872
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
-55039.20000000
USD
2910.13000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS CF INDUSTRIES HOLDINGS INC
000000000
1.00000000
NC
USD
-1435.03000000
-0.00111628554
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
20702.68000000
USD
-1435.03000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PARKER-HANNIFIN CORP
000000000
1.00000000
NC
USD
-717.22000000
-0.00055791329
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
11133.00000000
USD
-717.22000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WAYFAIR INC
000000000
1.00000000
NC
USD
-15008.82000000
-0.01167510705
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
89400.00000000
USD
-15008.82000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SKF AB
000000000
1.00000000
NC
1785.58000000
0.001388972460
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
SKF AB
SKF AB
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-518316.00000000
SEK
1785.58000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS NEXTERA ENERGY INC
000000000
1.00000000
NC
USD
-5123.47000000
-0.00398546059
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
268614.00000000
USD
-5123.47000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT
000000000
4.00000000
NC
USD
-24286.93000000
-0.01889239178
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2020-12-21
884286.93000000
USD
-24286.93000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS VIASAT INC
000000000
1.00000000
NC
USD
184.84000000
0.000143783907
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
-10356.00000000
USD
184.84000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DROPBOX INC
000000000
1.00000000
NC
USD
9393.21000000
0.007306819076
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Dropbox Inc
Dropbox Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-100700.00000000
USD
9393.21000000
N
N
N
J.P. MORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
TRS ASCENDIS PHARMA A/S
000000000
1.00000000
NC
USD
1162.32000000
0.000904149055
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
31500.00000000
USD
1162.32000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPDR S&P 500 ETF TRUST
000000000
1.00000000
NC
USD
135040.96000000
0.105046077184
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
-2241375.00000000
USD
135040.96000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SPROTT PHYSICAL GOLD AND SILVER TRUST
000000000
1.00000000
NC
USD
-489.18000000
-0.00038052484
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
37680.00000000
USD
-489.18000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS DUKE REALTY CORP
000000000
1.00000000
NC
USD
691.99000000
0.000538287308
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Duke Realty Corp
Duke Realty Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-117475.68000000
USD
691.99000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LITTELFUSE INC
000000000
1.00000000
NC
USD
2308.68000000
0.001795883097
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
76852.00000000
USD
2308.68000000
N
N
N
Array Technologies Inc
N/A
Array Technologies Inc
04271T100
3172.00000000
NS
USD
116888.20000000
0.090925352420
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS VOLKSWAGEN AG
000000000
1.00000000
NC
12608.63000000
0.009808039873
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Volkswagen AG
Volkswagen AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-150768.00000000
EUR
12608.63000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INVESCO QQQ TRUST SERIES 1
000000000
1.00000000
NC
USD
20700.45000000
0.016102529695
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
-290100.00000000
USD
20700.45000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MAGAZINE LUIZA SA
000000000
1.00000000
NC
USD
-845.92000000
-0.00065802685
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
14691.52704400
USD
-845.92000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS GREAT PORTLAND ESTATES PLC
000000000
1.00000000
NC
-1308.99000000
-0.00101824116
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Great Portland Estates PLC
Great Portland Estates PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
17712.19000000
GBP
-1308.99000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS STANLEY BLACK & DECKER INC
000000000
1.00000000
NC
USD
-4718.34000000
-0.00367031682
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
79492.50000000
USD
-4718.34000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EVERSOURCE ENERGY
000000000
1.00000000
NC
USD
-1130.44000000
-0.00087935014
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
27306.00000000
USD
-1130.44000000
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AS3
170000.00000000
PA
USD
175950.00000000
0.136868527005
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
4.25000000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DISCOVERY INC
000000000
1.00000000
NC
USD
364.29000000
0.000283375025
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
-10485.00000000
USD
364.29000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS HANNOVER RUECK SE
000000000
1.00000000
NC
413.67000000
0.000321786891
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Hannover Rueck SE
Hannover Rueck SE
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-11583.00000000
EUR
413.67000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS OTIS WORLDWIDE CORP
000000000
1.00000000
NC
USD
-3723.35000000
-0.00289633094
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Otis Worldwide Corp
Otis Worldwide Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
61679.20000000
USD
-3723.35000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-53.46000000
-0.00004158562
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alliant Energy Corp
Alliant Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-2618.40000000
USD
-53.46000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SANOFI
000000000
1.00000000
NC
-19544.25000000
-0.01520314128
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Sanofi
Sanofi
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
194825.67000000
EUR
-19544.25000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SAMSONITE INTERNATIONAL SA
000000000
1.00000000
NC
-5050.91000000
-0.00392901740
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Samsonite International SA
Samsonite International SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
537399.00000000
HKD
-5050.91000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DISCOVERY INC
000000000
1.00000000
NC
USD
1528.08000000
0.001188667568
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
-44037.00000000
USD
1528.08000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FACEBOOK INC
000000000
1.00000000
NC
USD
-1465.26000000
-0.00113980095
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
106688.00000000
USD
-1465.26000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND
000000000
-9.00000000
NC
USD
-5625.00000000
-0.00437559229
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Put
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
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
2020-12-21
0.00000000
USD
100000.00000000
168.00000000
USD
2020-11-20
XXXX
-1140.93000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DEUTSCHE TELEKOM AG
000000000
1.00000000
NC
-415.86000000
-0.00032349045
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
76124.46000000
EUR
-415.86000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HESS CORP
000000000
1.00000000
NC
USD
-1420.68000000
-0.00110512292
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
26501.68000000
USD
-1420.68000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS VESTAS WIND SYSTEMS A/S
000000000
1.00000000
NC
2769.48000000
0.002154331617
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
-517540.00000000
DKK
2769.48000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS BARRY CALLEBAUT AG
000000000
1.00000000
NC
-10241.37000000
-0.00796658838
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Barry Callebaut AG
Barry Callebaut AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
147606.00000000
CHF
-10241.37000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS STORA ENSO OYJ
000000000
1.00000000
NC
-11068.89000000
-0.00861030218
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Stora Enso Oyj
Stora Enso Oyj
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
86350.13000000
EUR
-11068.89000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS ACACIA COMMUNICATIONS INC
000000000
1.00000000
NC
USD
41.21000000
0.000032056561
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Acacia Communications Inc
Acacia Communications Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-33915.00000000
USD
41.21000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SAMSONITE INTERNATIONAL SA
000000000
1.00000000
NC
-3556.97000000
-0.00276690676
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Samsonite International SA
Samsonite International SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
378450.00000000
HKD
-3556.97000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS BRISTOL-MYERS SQUIBB CO
000000000
1.00000000
NC
USD
5755.98000000
0.004477479420
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
-229414.74000000
USD
5755.98000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS MITSUI FUDOSAN CO LTD
000000000
1.00000000
NC
-3050.69000000
-0.00237308011
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
5701499.90000000
JPY
-3050.69000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS INTERNATIONAL BUSINESS MACHINES CORP
000000000
1.00000000
NC
USD
4361.29000000
0.003392573675
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
-41213.70200000
USD
4361.29000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ECHOSTAR CORP
000000000
1.00000000
NC
USD
3298.22000000
0.002565629514
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
-26460.00000000
USD
3298.22000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS NITORI HOLDINGS CO LTD
000000000
1.00000000
NC
2867.37000000
0.002230478592
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Nitori Holdings Co Ltd
Nitori Holdings Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-17544000.00000000
JPY
2867.37000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS VERIZON COMMUNICATIONS INC
000000000
1.00000000
NC
USD
309.14000000
0.000240474773
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Verizon Communications Inc
Verizon Communications Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-33383.84000000
USD
309.14000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AXTEL SAB DE CV
000000000
1.00000000
NC
1080.27000000
0.000840323749
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Axtel SAB de CV
AXTEL SAB DE CV - CPO
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-600325.95000000
MXN
1080.27000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VORNADO REALTY TRUST
000000000
1.00000000
NC
USD
3417.85000000
0.002658687667
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Vornado Realty Trust
Vornado Realty Trust
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-46225.31000000
USD
3417.85000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CHIPOTLE MEXICAN GRILL INC
000000000
1.00000000
NC
USD
-10510.79000000
-0.00817616564
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Chipotle Mexican Grill Inc
Chipotle Mexican Grill Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
99400.50000000
USD
-10510.79000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MAGNA INTERNATIONAL INC
000000000
1.00000000
NC
USD
-5475.32000000
-0.00425915875
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Magna International Inc
Magna International Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
180286.70000000
USD
-5475.32000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS OUTFRONT MEDIA INC
000000000
1.00000000
NC
USD
-3144.99000000
-0.00244643449
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Outfront Media Inc
Outfront Media Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
45088.00000000
USD
-3144.99000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALFA SAB DE CV
000000000
1.00000000
NC
137.51000000
0.000106966701
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alfa SAB de CV
Alfa SAB de CV
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
1354700.00000000
MXN
137.51000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALIBABA GROUP HOLDING LTD
000000000
1.00000000
NC
USD
-2100.07000000
-0.00163360890
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alibaba Group Holding Ltd
Alibaba Group Holding Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-119784.00000000
USD
-2100.07000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS METTLER-TOLEDO INTERNATIONAL INC
000000000
1.00000000
NC
USD
2753.88000000
0.002142196641
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Mettler-Toledo International I
Mettler-Toledo International Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-136483.02000000
USD
2753.88000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS LOWE'S COS INC
000000000
1.00000000
NC
USD
1691.25000000
0.001315594750
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Lowe's Cos Inc
Lowe's Cos Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-79476.45000000
USD
1691.25000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS CIE FINANCIERE RICHEMONT SA
000000000
1.00000000
NC
-1821.70000000
-0.00141706959
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
27033.30000000
CHF
-1821.70000000
N
N
N
T Rowe Price Global Stock Fund
7Z781KDJX21TG7WUSV78
T Rowe Price Global Stock Fund
77956H328
276819.24100000
NS
USD
16030602.25000000
12.46993416865
Long
EC
RF
US
N
1
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS NIKE INC
000000000
1.00000000
NC
USD
-143.22000000
-0.00011140841
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
2064.00000000
USD
-143.22000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ALLIANZ SE
000000000
1.00000000
NC
2511.60000000
0.001953731130
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Allianz SE
Allianz SE
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-31474.56000000
EUR
2511.60000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ZENDESK INC
000000000
1.00000000
NC
USD
-1489.24000000
-0.00115845459
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Zendesk Inc
Zendesk Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
90228.80000000
USD
-1489.24000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS CHOCOLADEFABRIKEN LINDT & SPRUENGLI AG
000000000
1.00000000
NC
-6428.87000000
-0.00500090916
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Chocoladefabriken Lindt & Spru
Chocoladefabriken Lindt & Spruengli AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
100425.00000000
CHF
-6428.87000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS PANASONIC CORP
000000000
1.00000000
NC
7702.64000000
0.005991753287
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
6853250.26333300
JPY
7702.64000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS AMADEUS IT GROUP SA
000000000
1.00000000
NC
-8581.79000000
-0.00667562919
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Amadeus IT Group SA
Amadeus IT Group SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
57914.01000000
EUR
-8581.79000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
-64.04000000
-0.00004981563
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
18127.80000000
SEK
-64.04000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS UBS GROUP AG
000000000
1.00000000
NC
-900.57000000
-0.00070053816
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
UBS Group AG
UBS Group AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-34992.02000000
CHF
-900.57000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LIVENT CORP
000000000
1.00000000
NC
USD
1096.30000000
0.000852793214
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
-54850.00000000
USD
1096.30000000
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
038461AS8
200000.00000000
PA
USD
199000.00000000
0.154798731879
Long
DBT
NUSS
EG
N
2
2025-10-06
Fixed
5.25000000
N
N
N
N
N
SOPHIA LP
549300RP8NIJ7FY7OS79
Sophia LP
000000000
170000.00000000
PA
USD
167060.70000000
0.129953690989
Long
LON
CORP
US
N
2
2027-10-07
Floating
4.50000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS CITIZENS FINANCIAL GROUP INC
000000000
1.00000000
NC
USD
442.86000000
0.000344493298
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Citizens Financial Group Inc
Citizens Financial Group Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-48099.60000000
USD
442.86000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HUNTINGTON BANCSHARES INC/OH
000000000
1.00000000
NC
USD
7256.33000000
0.005644576291
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Huntington Bancshares Inc/OH
Huntington Bancshares Inc/OH
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
90089.16000000
USD
7256.33000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS PENTAIR PLC
000000000
1.00000000
NC
USD
-501.07000000
-0.00038977387
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
-142072.12000000
USD
-501.07000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TELECOM ITALIA SPA/MILANO
000000000
1.00000000
NC
5886.20000000
0.004578775354
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Telecom Italia SpA/Milano
Telecom Italia SpA/Milano
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-36298.49000000
EUR
5886.20000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/MXN FORWARD
000000000
1.00000000
NC
USD
-11615.71000000
-0.00903566421
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-1756223.25000000
USD
37380000.00000000
MXN
2021-01-29
-11615.71000000
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
TRS FMC CORP
000000000
1.00000000
NC
USD
6993.81000000
0.005440366427
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
-120740.49000000
USD
6993.81000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS JULIUS BAER GROUP LTD
000000000
1.00000000
NC
380.77000000
0.000296194538
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Julius Baer Group Ltd
Julius Baer Group Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
32286.47000000
CHF
380.77000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS INTEL CORP
000000000
1.00000000
NC
USD
11476.77000000
0.008927585136
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Intel Corp
Intel Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-64620.00000000
USD
11476.77000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTEL CORP
000000000
1.00000000
NC
USD
9566.37000000
0.007441517309
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Intel Corp
Intel Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-53850.00000000
USD
9566.37000000
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
TRS VIASAT INC
000000000
1.00000000
NC
USD
308.07000000
0.000239642438
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
-17260.00000000
USD
308.07000000
N
N
N
GARRETT BORROWING LLC
549300YP11GTX4YFND06
Garrett Borrowing LLC
36641DAD2
500000.00000000
PA
USD
485000.00000000
0.377273291263
Long
LON
CORP
US
N
2
2025-09-27
Floating
0.00000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS BLACKROCK INC
000000000
1.00000000
NC
USD
10518.53000000
0.008182186458
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
-144757.76000000
USD
10518.53000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PARKER-HANNIFIN CORP
000000000
1.00000000
NC
USD
-1276.65000000
-0.00099308442
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
19816.74000000
USD
-1276.65000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS AUTO TRADER GROUP PLC
000000000
1.00000000
NC
390.20000000
0.000303529975
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Auto Trader Group PLC
Auto Trader Group PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
75903.62000000
GBP
390.20000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BERKSHIRE HATHAWAY INC
000000000
1.00000000
NC
USD
12899.85000000
0.010034574982
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Berkshire Hathaway Inc
Berkshire Hathaway Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-280436.25000000
USD
12899.85000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS CREDICORP LTD
000000000
1.00000000
NC
USD
-1211.88000000
-0.00094270094
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Credicorp Ltd
Credicorp Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
24142.00000000
USD
-1211.88000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS JAPAN POST HOLDINGS CO LTD
000000000
1.00000000
NC
854.13000000
0.000664413270
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
-2663640.12000000
JPY
854.13000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS HSBC HOLDINGS PLC
000000000
1.00000000
NC
-8148.03000000
-0.00633821462
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
HSBC Holdings PLC
HSBC Holdings PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-74273.85000000
GBP
-8148.03000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS IQVIA HOLDINGS INC
000000000
1.00000000
NC
USD
7320.57000000
0.005694547500
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
-148392.00000000
USD
7320.57000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS STANDARD LIFE ABERDEEN PLC
000000000
1.00000000
NC
4453.60000000
0.003464380061
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
STANDARD LIFE ABERDEEN PLC
STANDARD LIFE ABERDEEN PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-43100.16000000
GBP
4453.60000000
N
N
N
Bluescape Opportunities Acquis
N/A
Bluescape Opportunities Acquisition Corp
000000000
16862.00000000
NS
USD
166427.94000000
0.129461477694
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS ATLAS COPCO AB
000000000
1.00000000
NC
-6874.86000000
-0.00534783723
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Atlas Copco AB
Atlas Copco AB
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
1057261.80000000
SEK
-6874.86000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMPHENOL CORP
000000000
1.00000000
NC
USD
-1388.51000000
-0.00108009842
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
102924.00000000
USD
-1388.51000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS JAPAN TOBACCO INC
000000000
1.00000000
NC
-437.72000000
-0.00034049497
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Japan Tobacco Inc
Japan Tobacco Inc
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
2803500.06000000
JPY
-437.72000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERNATIONAL BUSINESS MACHINES CORP
000000000
1.00000000
NC
USD
2644.32000000
0.002056971772
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
-24978.00000000
USD
2644.32000000
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO BTP
000000000
6.00000000
NC
25719.48000000
0.020006748183
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Long
BUONI POLIENNALI DEL TES
Italy Buoni Poliennali Del Tesoro
2020-12-08
1036325.26000000
USD
25719.48000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VISA INC
000000000
1.00000000
NC
USD
-4969.46000000
-0.00386565882
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
59478.75000000
USD
-4969.46000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NESTE OYJ
000000000
1.00000000
NC
7473.39000000
0.005813423592
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Neste Oyj
Neste Oyj
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-130519.20000000
EUR
7473.39000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS WOLTERS KLUWER NV
000000000
1.00000000
NC
1033.70000000
0.000804097734
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Wolters Kluwer NV
Wolters Kluwer NV
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-26294.60000000
EUR
1033.70000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KUBOTA CORP
000000000
1.00000000
NC
6180.16000000
0.004807441863
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Kubota Corp
Kubota Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-10244900.13000000
JPY
6180.16000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ATMOS ENERGY CORP
000000000
1.00000000
NC
USD
-569.77000000
-0.00044321443
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
18900.00000000
USD
-569.77000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS ENCORE CAPITAL GROUP INC
000000000
1.00000000
NC
USD
-2498.94000000
-0.00194388313
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
12075.00000000
USD
-2498.94000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SEVEN & I HOLDINGS CO LTD
000000000
1.00000000
NC
-6124.29000000
-0.00476398153
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
10305000.00000000
JPY
-6124.29000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS APPLE INC
000000000
1.00000000
NC
USD
7130.04000000
0.005546337438
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Apple Inc
Apple Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-158993.03000000
USD
7130.04000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FIVE9 INC
000000000
1.00000000
NC
USD
2745.43000000
0.002135623529
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
73100.00000000
USD
2745.43000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMADEUS IT GROUP SA
000000000
1.00000000
NC
-11625.36000000
-0.00904317078
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Amadeus IT Group SA
Amadeus IT Group SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
78439.90000000
EUR
-11625.36000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS MAEDA CORP
000000000
1.00000000
NC
-132.96000000
-0.00010342733
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Maeda Corp
Maeda Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
688905.99000000
JPY
-132.96000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALEXION PHARMACEUTICALS INC
000000000
1.00000000
NC
USD
-3457.16000000
-0.00268926625
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alexion Pharmaceuticals Inc
Alexion Pharmaceuticals Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
61015.00000000
USD
-3457.16000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
-52.18000000
-0.00004058993
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
14770.80000000
SEK
-52.18000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GALAXY ENTERTAINMENT GROUP LTD
000000000
1.00000000
NC
4.12000000
0.000003204878
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
51050.00000000
HKD
4.12000000
N
N
N
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
ISHARES IBOXX HIGH YIELD CORPORATE BOND ETF
000000000
150.00000000
NC
USD
8775.00000000
0.006825923981
N/A
DCR
CORP
US
N
2
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
Put
Purchased
iShares iBoxx High Yield Corporate Bond ETF
iShares iBoxx High Yield Corporate Bond ETF
100.00000000
81.00000000
USD
2020-11-20
XXXX
-8175.00000000
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO-BOBL
000000000
23.00000000
NC
21380.30000000
0.016631373503
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Long
BUNDESREPUB. DEUTSCHLAND
Bundesrepublik Deutschland Bundesanleihe
2020-12-08
3663649.95000000
USD
21380.30000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS AMERISOURCEBERGEN CORP
000000000
1.00000000
NC
USD
3023.72000000
0.002352100610
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
-91898.75000000
USD
3023.72000000
N
N
N
INGERSOLL-RAND SERVICES
N/A
Ingersoll-Rand Services Co
365556AU3
199000.00000000
PA
USD
192035.00000000
0.149380776263
Long
LON
CORP
US
N
2
2027-02-28
Floating
1.89775000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ORIX CORP
000000000
1.00000000
NC
-3138.64000000
-0.00244149493
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
4318400.16000000
JPY
-3138.64000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS STRYKER CORP
000000000
1.00000000
NC
USD
-4072.86000000
-0.00316820885
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
44466.00000000
USD
-4072.86000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NIHON M&A CENTER INC
000000000
1.00000000
NC
2801.58000000
0.002179301664
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Nihon M&A Center Inc
Nihon M&A Center Inc
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-8254999.97000000
JPY
2801.58000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SUMITOMO ELECTRIC INDUSTRIES LTD
000000000
1.00000000
NC
125.52000000
0.000097639883
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Sumitomo Electric Industries L
Sumitomo Electric Industries Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
3582049.99000000
JPY
125.52000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DEUTSCHE BOERSE AG
000000000
1.00000000
NC
-17990.87000000
-0.01399479327
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Deutsche Boerse AG
Deutsche Boerse AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
124242.30000000
EUR
-17990.87000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ESSEX PROPERTY TRUST INC
000000000
1.00000000
NC
USD
-30.69000000
-0.00002387323
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Essex Property Trust Inc
Essex Property Trust Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
44622.42000000
USD
-30.69000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NORTHROP GRUMMAN CORP
000000000
1.00000000
NC
USD
3522.01000000
0.002739711968
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Northrop Grumman Corp
Northrop Grumman Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-44389.62000000
USD
3522.01000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MICRON TECHNOLOGY INC
000000000
1.00000000
NC
USD
-2415.53000000
-0.00187899990
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
77910.00000000
USD
-2415.53000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WILLIS TOWERS WATSON PLC
000000000
1.00000000
NC
USD
-10665.15000000
-0.00829623967
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Willis Towers Watson PLC
Willis Towers Watson PLC
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
67585.44000000
USD
-10665.15000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS STMICROELECTRONICS NV
000000000
1.00000000
NC
11554.82000000
0.008988298910
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
STMicroelectronics NV
STMicroelectronics NV
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-98270.70000000
EUR
11554.82000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS US BANCORP
000000000
1.00000000
NC
USD
174.43000000
0.000135686144
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
US Bancorp
US Bancorp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-36439.34000000
USD
174.43000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS SUMITOMO METAL MINING CO LTD
000000000
1.00000000
NC
-128.09000000
-0.00009963904
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
5830199.96000000
JPY
-128.09000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PLANET FITNESS INC
000000000
1.00000000
NC
USD
2962.80000000
0.002304711973
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Planet Fitness Inc
Planet Fitness Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-32600.00000000
USD
2962.80000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DEERE & CO
000000000
1.00000000
NC
USD
-2904.37000000
-0.00225926026
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Deere & Co
Deere & Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
59560.00000000
USD
-2904.37000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CUMMINS INC
000000000
1.00000000
NC
USD
-781.30000000
-0.00060776004
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
66735.00000000
USD
-781.30000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VORNADO REALTY TRUST
000000000
1.00000000
NC
USD
5720.83000000
0.004450136830
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Vornado Realty Trust
Vornado Realty Trust
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-57013.04000000
USD
5720.83000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS BTG HOTELS GROUP CO LTD
000000000
1.00000000
NC
1973.70000000
0.001535307824
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
159663.60000000
CNY
1973.70000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AVAYA HOLDINGS CORP
000000000
1.00000000
NC
USD
10063.18000000
0.007827977400
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
-101230.00000000
USD
10063.18000000
N
N
N
AGILITI HEALTH INC
25490002CCQ55NKGNB14
Agiliti Health Inc
000000000
250000.00000000
PA
USD
243750.00000000
0.189608999475
Long
LON
CORP
US
N
3
2026-01-04
Floating
3.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EQUITY RESIDENTIAL
000000000
1.00000000
NC
USD
-2136.17000000
-0.00166169048
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
20924.00000000
USD
-2136.17000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KAKAKU.COM INC
000000000
1.00000000
NC
2835.38000000
0.002205594112
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Kakaku.com Inc
Kakaku.com Inc
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-3925999.97000000
JPY
2835.38000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
-45.07000000
-0.00003505919
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
12756.60000000
SEK
-45.07000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NATIONAL INSTRUMENTS CORP
000000000
1.00000000
NC
USD
-3617.08000000
-0.00281366531
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
25508.00000000
USD
-3617.08000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SNOWFLAKE INC
000000000
1.00000000
NC
USD
4746.17000000
0.003691965312
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Snowflake Inc
Snowflake Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
127489.00000000
USD
4746.17000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KUEHNE + NAGEL INTERNATIONAL AG
000000000
1.00000000
NC
550.33000000
0.000428092392
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Kuehne + Nagel International A
Kuehne + Nagel International AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-84409.40000000
CHF
550.33000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-15.59000000
-0.00001212719
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alliant Energy Corp
Alliant Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-763.70000000
USD
-15.59000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VENTAS INC
000000000
1.00000000
NC
USD
8913.89000000
0.006933964161
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Ventas Inc
Ventas Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-95004.36000000
USD
8913.89000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SEGRO PLC
000000000
1.00000000
NC
-296.71000000
-0.00023080568
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
7506.71491800
GBP
-296.71000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PAYCHEX INC
000000000
1.00000000
NC
USD
308.95000000
0.000240326975
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
-63625.92000000
USD
308.95000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SEMPRA ENERGY
000000000
1.00000000
NC
USD
-224.39000000
-0.00017454918
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Sempra Energy
Sempra Energy
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
8997.80000000
USD
-224.39000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TEUCRIUM SOYBEAN FUND
000000000
1.00000000
NC
USD
113.43000000
0.000088235277
N/A
DCO
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Teucrium Soybean Fund
TEUCRIUM SOYBEAN FUND
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-48506.70000000
USD
113.43000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS ENCORE CAPITAL GROUP INC
000000000
1.00000000
NC
USD
-8329.81000000
-0.00647961821
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
40250.00000000
USD
-8329.81000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SEMPRA ENERGY
000000000
1.00000000
NC
USD
-2903.04000000
-0.00225822568
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
116200.16000000
USD
-2903.04000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HOLLYFRONTIER CORP
000000000
1.00000000
NC
USD
3921.43000000
0.003050414025
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
HollyFrontier Corp
HollyFrontier Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-31022.16000000
USD
3921.43000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS VERISIGN INC
000000000
1.00000000
NC
USD
-8598.45000000
-0.00668858872
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
99919.40000000
USD
-8598.45000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
27.25000000
0.000021197313
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alliant Energy Corp
Alliant Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-3700.89000000
USD
27.25000000
N
N
N
CHARTER NEX US INC
549300KRNU8RNVGYXG75
Charter NEX US Inc
16125TAD4
33910.41000000
PA
USD
32994.83000000
0.025666119811
Long
LON
CORP
US
N
2
2024-05-16
Floating
3.39775000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SBERBANK OF RUSSIA PJSC
000000000
1.00000000
NC
USD
-1010.26000000
-0.00078586415
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Sberbank of Russia PJSC
Sberbank of Russia PJSC
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
51500.00000000
USD
-1010.26000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS COMPASS GROUP PLC
000000000
1.00000000
NC
8945.94000000
0.006958895313
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Compass Group PLC
Compass Group PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-69265.20000000
GBP
8945.94000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS PROSPECT CAPITAL CORP
000000000
1.00000000
NC
USD
1494.23000000
0.001162336226
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
-51600.00000000
USD
1494.23000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BECTON DICKINSON AND CO
000000000
1.00000000
NC
USD
-447.66000000
-0.00034822713
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
26791.14000000
USD
-447.66000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-84.64000000
-0.00006584002
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alliant Energy Corp
Alliant Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-4145.80000000
USD
-84.64000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KERING SA
000000000
1.00000000
NC
7764.78000000
0.006040090941
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Kering SA
Kering SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-78771.30000000
EUR
7764.78000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
-1660.38000000
-0.00129158149
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
469980.00000000
SEK
-1660.38000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS AMERISOURCEBERGEN CORP
000000000
1.00000000
NC
USD
1670.40000000
0.001299375888
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
-50767.85000000
USD
1670.40000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMC NETWORKS INC
000000000
1.00000000
NC
USD
2326.41000000
0.001809674963
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
-38454.00000000
USD
2326.41000000
N
N
N
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
MSCI EMERGING MARKETS
000000000
-43.00000000
NC
USD
-12111.09000000
-0.00942101192
N/A
DE
CORP
US
N
1
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
Short
MSCI
MSCI EMERGING MARKETS INDEX
2020-12-18
-2356973.92000000
USD
-12111.09000000
N
N
N
Lufax Holding Ltd
N/A
Lufax Holding Ltd
54975P102
13520.00000000
NS
USD
173732.00000000
0.135143182346
Long
EC
CORP
CN
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INVESCO LTD
000000000
1.00000000
NC
USD
4051.90000000
0.003151904430
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Invesco Ltd
Invesco Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-116327.38000000
USD
4051.90000000
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
02557T307
2181.00000000
NS
USD
115795.73000000
0.090075538497
Long
EP
CORP
US
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS IDEXX LABORATORIES INC
000000000
1.00000000
NC
USD
-568.31000000
-0.00044207873
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
IDEXX Laboratories Inc
IDEXX Laboratories Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-112866.24000000
USD
-568.31000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VIASAT INC
000000000
1.00000000
NC
USD
679.44000000
0.000528524876
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
ViaSat Inc
ViaSat Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-37972.00000000
USD
679.44000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS VERIZON COMMUNICATIONS INC
000000000
1.00000000
NC
USD
450.77000000
0.000350646353
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
-48912.56107600
USD
450.77000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CISCO SYSTEMS INC
000000000
1.00000000
NC
USD
-20744.61000000
-0.01613688101
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Cisco Systems Inc
Cisco Systems Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
203327.39000000
USD
-20744.61000000
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY
816851406
1200.00000000
NS
USD
122937.00000000
0.095630611563
Long
EP
CORP
US
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ECOLAB INC
000000000
1.00000000
NC
USD
12735.21000000
0.009906504312
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
-143828.16000000
USD
12735.21000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS AP MOLLER - MAERSK A/S
000000000
1.00000000
NC
2089.24000000
0.001625184435
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
AP Moller - Maersk A/S
AP Moller - Maersk A/S
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-299320.00000000
DKK
2089.24000000
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
000000000
276029.82000000
PA
USD
280170.27000000
0.217939711086
Long
LON
CORP
LU
N
2
2021-07-13
Floating
6.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SEGRO PLC
000000000
1.00000000
NC
-1140.88000000
-0.00088747124
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
28864.11000000
GBP
-1140.88000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INGERSOLL RAND INC
000000000
1.00000000
NC
USD
-3006.57000000
-0.00233875991
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
37944.20000000
USD
-3006.57000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SVB FINANCIAL GROUP
000000000
1.00000000
NC
USD
-7641.83000000
-0.00594445021
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
SVB Financial Group
SVB Financial Group
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-120564.99125000
USD
-7641.83000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FIAT CHRYSLER AUTOMOBILES NV
000000000
1.00000000
NC
USD
-449.06000000
-0.00034931617
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
246200.00000000
USD
-449.06000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CAPITAL ONE FINANCIAL CORP
000000000
1.00000000
NC
USD
-5842.22000000
-0.00454456405
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
83655.75000000
USD
-5842.22000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FLEETCOR TECHNOLOGIES INC
000000000
1.00000000
NC
USD
-6469.96000000
-0.00503287237
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
FleetCor Technologies Inc
FleetCor Technologies Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
50648.80000000
USD
-6469.96000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SEAGATE TECHNOLOGY PLC
000000000
1.00000000
NC
USD
16564.01000000
0.012884863029
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
-241345.00000000
USD
16564.01000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-23.39000000
-0.00001819468
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alliant Energy Corp
Alliant Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-1145.55000000
USD
-23.39000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CORELOGIC INC/UNITED STATES
000000000
1.00000000
NC
USD
-14957.39000000
-0.01163510052
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CoreLogic Inc/United States
CoreLogic Inc/United States
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-124448.16000000
USD
-14957.39000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
S&P500 EMINI
000000000
-115.00000000
NC
USD
286864.76000000
0.223147241552
N/A
DE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Short
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POORS'S 500
2020-12-18
-19058889.76000000
USD
286864.76000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS NETFLIX INC
000000000
1.00000000
NC
USD
-828.19000000
-0.00064423498
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Netflix Inc
Netflix Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
45546.04000000
USD
-828.19000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CROWN CASTLE INTERNATIONAL CORP
000000000
1.00000000
NC
USD
3211.97000000
0.002498537099
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Crown Castle International Cor
Crown Castle International Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-119894.40000000
USD
3211.97000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS US BANCORP
000000000
1.00000000
NC
USD
184.36000000
0.000143410523
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
US Bancorp
US Bancorp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-38513.76000000
USD
184.36000000
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
ZCS IFS USD
000000000
1.00000000
NC
USD
26504.49000000
0.020617394176
N/A
DO
CORP
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Y
2025-07-16
0.00000000
USD
0.00000000
USD
-1250000.00000000
USD
26504.49000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EVERSOURCE ENERGY
000000000
1.00000000
NC
USD
-1884.07000000
-0.00146558616
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
45510.00000000
USD
-1884.07000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MTU AERO ENGINES AG
000000000
1.00000000
NC
358.12000000
0.000278575486
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
-51035.00000000
EUR
358.12000000
N
N
N
SOLERA LLC
549300F7JH48O4IYRX29
Solera LLC
83421MAB4
196390.49000000
PA
USD
190814.96000000
0.148431727797
Long
LON
CORP
US
N
2
2023-03-03
Floating
2.91638000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS UBS GROUP AG
000000000
1.00000000
NC
-2746.66000000
-0.00213658032
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
UBS Group AG
UBS Group AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-106724.09000000
CHF
-2746.66000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SUMITOMO METAL MINING CO LTD
000000000
1.00000000
NC
-77.52000000
-0.00006030149
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
2022-01-19
0.00000000
USD
0.00000000
USD
3562900.04000000
JPY
-77.52000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FAST RETAILING CO LTD
000000000
1.00000000
NC
4768.55000000
0.003709374336
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
14084000.00000000
JPY
4768.55000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS WALGREENS BOOTS ALLIANCE INC
000000000
1.00000000
NC
USD
4717.68000000
0.003669803424
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Walgreens Boots Alliance Inc
Walgreens Boots Alliance Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-49383.68000000
USD
4717.68000000
N
N
N
REYNOLDS GROUP HOLDINGS
5493002QNV81KCX40V06
Reynolds Group Holdings Inc
76173FAU1
307681.71000000
PA
USD
301571.15000000
0.234587093424
Long
LON
CORP
US
N
2
2023-02-05
Floating
2.89775000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS LOWE'S COS INC
000000000
1.00000000
NC
USD
6731.12000000
0.005236024322
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Lowe's Cos Inc
Lowe's Cos Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-67993.90000000
USD
6731.12000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS JOHNSON & JOHNSON
000000000
1.00000000
NC
USD
3705.79000000
0.002882671319
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
-54165.92000000
USD
3705.79000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS KEYENCE CORP
000000000
1.00000000
NC
-4292.26000000
-0.00333887640
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
9916000.00000000
JPY
-4292.26000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ALLIANZ SE
000000000
1.00000000
NC
11253.51000000
0.008753914960
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Allianz SE
Allianz SE
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-184146.04000000
EUR
11253.51000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND
000000000
-9.00000000
NC
USD
-3515.63000000
-0.00273474907
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
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
2020-12-21
0.00000000
USD
100000.00000000
178.00000000
USD
2020-11-20
XXXX
3077.83000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MYOKARDIA INC
000000000
1.00000000
NC
USD
1825.83000000
0.001420282254
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
221660.00000000
USD
1825.83000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AVAYA HOLDINGS CORP
000000000
1.00000000
NC
USD
5126.52000000
0.003987833140
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
-51570.00000000
USD
5126.52000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EXXON MOBIL CORP
000000000
1.00000000
NC
USD
2609.92000000
0.002030212594
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
-49194.60000000
USD
2609.92000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CAMDEN PROPERTY TRUST
000000000
1.00000000
NC
USD
-1349.30000000
-0.00104959763
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
56682.00000000
USD
-1349.30000000
N
N
N
SI-BONE Inc
549300J8JGYVJJHV9C31
SI-BONE Inc
825704109
1450.00000000
NS
USD
30406.50000000
0.023652701713
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMEREN CORP
000000000
1.00000000
NC
USD
-27.70000000
-0.00002154736
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
48690.00000000
USD
-27.70000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMEREN CORP
000000000
1.00000000
NC
USD
-13.85000000
-0.00001077368
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
24345.00000000
USD
-13.85000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TRADEWEB MARKETS INC
000000000
1.00000000
NC
USD
-3098.41000000
-0.00241020069
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
41008.32000000
USD
-3098.41000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PNC FINANCIAL SERVICES GROUP INC/THE
000000000
1.00000000
NC
USD
448.26000000
0.000348693867
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
14242.80000000
USD
448.26000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS GARDNER DENVER HOLDINGS INC
000000000
1.00000000
NC
USD
-908.39000000
-0.00070662120
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
15754.75000000
USD
-908.39000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERNATIONAL BUSINESS MACHINES CORP
000000000
1.00000000
NC
USD
12467.95000000
0.009698607282
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
-117771.27000000
USD
12467.95000000
N
N
N
Advantage Solutions Inc
N/A
Advantage Solutions Inc
00791N102
3442.00000000
NS
USD
30943.58000000
0.024070487154
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ASICS CORP
000000000
1.00000000
NC
-5618.33000000
-0.00437040381
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Asics Corp
Asics Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
7997099.80000000
JPY
-5618.33000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NVR INC
000000000
1.00000000
NC
USD
-6427.80000000
-0.00500007682
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
NVR Inc
NVR Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
57806.45000000
USD
-6427.80000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS XCEL ENERGY INC
000000000
1.00000000
NC
USD
9186.67000000
0.007146155106
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Xcel Energy Inc
Xcel Energy Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-306344.60000000
USD
9186.67000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS HOSHIZAKI CORP
000000000
1.00000000
NC
-12396.98000000
-0.00964340092
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Hoshizaki Corp
Hoshizaki Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
16290000.02000000
JPY
-12396.98000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS ONO PHARMACEUTICAL CO LTD
000000000
1.00000000
NC
19721.12000000
0.015340725463
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
-27224400.00651100
JPY
19721.12000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PAYCHEX INC
000000000
1.00000000
NC
USD
385.79000000
0.000300099511
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
-79449.12000000
USD
385.79000000
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAQ3
400000.00000000
PA
USD
418500.00000000
0.325544066791
Long
DBT
CORP
N/A
N
2
2025-04-30
Fixed
5.25000000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ERO COPPER CORP
000000000
1.00000000
NC
-3629.24000000
-0.00282312437
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
39720.00000000
CAD
-3629.24000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS PRUDENTIAL PLC
000000000
1.00000000
NC
1905.37000000
0.001482155074
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
-11701.74678800
GBP
1905.37000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CHART INDUSTRIES INC
000000000
1.00000000
NC
USD
634.16000000
0.000493302330
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Chart Industries Inc
Chart Industries Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
83807.50000000
USD
634.16000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ENBRIDGE INC
000000000
1.00000000
NC
USD
-3220.62000000
-0.00250526578
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
54939.79000000
USD
-3220.62000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS WALGREENS BOOTS ALLIANCE INC
000000000
1.00000000
NC
USD
2495.48000000
0.001941191655
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Walgreens Boots Alliance Inc
Walgreens Boots Alliance Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-26122.16000000
USD
2495.48000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS OPORTUN FINANCIAL CORP
000000000
1.00000000
NC
USD
-10375.92000000
-0.00807125255
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Oportun Financial Corp
Oportun Financial Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
130050.00000000
USD
-10375.92000000
N
N
N
JAGUAR HL / PPDI
N/A
Jaguar Holding Co II / PPD Development LP
47010LAA0
115000.00000000
PA
USD
119600.00000000
0.093034815742
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS XYLEM INC/NY
000000000
1.00000000
NC
USD
1586.91000000
0.001234430430
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
-37752.55000000
USD
1586.91000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS UNILEVER PLC
000000000
1.00000000
NC
-13647.72000000
-0.01061633039
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Unilever PLC
Unilever PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
132205.00000000
GBP
-13647.72000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS GARDNER DENVER HOLDINGS INC
000000000
1.00000000
NC
USD
-2137.39000000
-0.00166263950
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
37070.00000000
USD
-2137.39000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS CUMMINS INC
000000000
1.00000000
NC
USD
-1785.51000000
-0.00138891800
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
151933.35000000
USD
-1785.51000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BAYERISCHE MOTOREN WERKE AG
000000000
1.00000000
NC
4817.22000000
0.003747233905
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Bayerische Motoren Werke AG
Bayerische Motoren Werke AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-74230.98000000
EUR
4817.22000000
N
N
N
NASDAQ, INC.
549300L8X1Q78ERXFD06
CONTINENTAL RESOURCES INC/OK
000000000
70.00000000
NC
USD
175.00000000
0.000136129538
N/A
DE
CORP
US
N
2
NASDAQ, INC.
549300L8X1Q78ERXFD06
Call
Purchased
Continental Resources Inc/OK
Continental Resources Inc/OK
100.00000000
27.50000000
USD
2021-01-15
XXXX
-7965.30000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS METSO OUTOTEC OYJ
000000000
1.00000000
NC
-2941.38000000
-0.00228804971
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Metso Outotec Oyj
Metso Outotec Oyj
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
32782.76000000
EUR
-2941.38000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS QUALCOMM INC
000000000
1.00000000
NC
USD
-2100.54000000
-0.00163397451
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
51432.00000000
USD
-2100.54000000
N
N
N
ION MEDIA NETWORKS INC
N/A
ION Media Networks Inc
46205DAK3
700000.00000000
PA
USD
691873.00000000
0.538196296590
Long
LON
CORP
US
N
2
2024-12-18
Floating
0.00000000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DISCOVERY INC
000000000
1.00000000
NC
USD
582.87000000
0.000453404707
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
-16776.00000000
USD
582.87000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DANAHER CORP
000000000
1.00000000
NC
USD
843.54000000
0.000656175488
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Danaher Corp
Danaher Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
46661.94000000
USD
843.54000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS EXPEDITORS INTERNATIONAL OF WASHINGTON INC
000000000
1.00000000
NC
USD
6591.84000000
0.005127680767
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
-112913.57992500
USD
6591.84000000
N
N
N
VERTICAL US NEWCO INC
549300C2AFWPAYWS5574
Vertical US Newco Inc
000000000
200000.00000000
PA
USD
196876.00000000
0.153146508228
Long
LON
CORP
US
N
2
2027-07-31
Floating
4.57000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HUYA INC
000000000
1.00000000
NC
USD
-1468.72000000
-0.00114249242
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
HUYA Inc
HUYA Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-129356.00000000
USD
-1468.72000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS MAEDA CORP
000000000
1.00000000
NC
-17.53000000
-0.00001363629
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Maeda Corp
Maeda Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
451834.98000000
JPY
-17.53000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CUMMINS INC
000000000
1.00000000
NC
USD
-390.65000000
-0.00030388002
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
33367.50000000
USD
-390.65000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CAPITAL ONE FINANCIAL CORP
000000000
1.00000000
NC
USD
-4937.09000000
-0.00384047874
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
70695.00000000
USD
-4937.09000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS L BRANDS INC
000000000
1.00000000
NC
USD
324.04000000
0.000252065231
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
-6822.83000000
USD
324.04000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DUKE ENERGY CORP
000000000
1.00000000
NC
USD
22.38000000
0.000017409023
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Duke Energy Corp
Duke Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
15633.20000000
USD
22.38000000
N
N
N
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
ISHARES IBOXX HIGH YIELD CORPORATE BOND ETF
000000000
-495.00000000
NC
USD
-87615.00000000
-0.06815422559
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
83.00000000
USD
2020-12-18
XXXX
-13605.33000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LIVENT CORP
000000000
1.00000000
NC
USD
657.78000000
0.000511675928
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
-32910.00000000
USD
657.78000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMERICAN ELECTRIC POWER CO INC
000000000
1.00000000
NC
USD
1558.59000000
0.001212400781
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
374993.52000000
USD
1558.59000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS HEWLETT PACKARD ENTERPRISE CO
000000000
1.00000000
NC
USD
12388.95000000
0.009637154519
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
-98800.00000000
USD
12388.95000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WELLTOWER INC
000000000
1.00000000
NC
USD
-1458.80000000
-0.00113477582
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Welltower Inc
Welltower Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
62206.50000000
USD
-1458.80000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
-78.28000000
-0.00006089268
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
22156.20000000
SEK
-78.28000000
N
N
N
ADVANTAGE SOLUTIONS INC
N/A
ADVANTAGE SOLUTIONS IN-CW26
00791N110
861.00000000
NS
USD
955.71000000
0.000743430633
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SEGRO PLC
000000000
1.00000000
NC
-1689.81000000
-0.00131447459
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
42751.99000000
GBP
-1689.81000000
N
N
N
NMI HOLDINGS
529900KNNGFXJX1C3Z08
NMI Holdings Inc
629209AA5
70000.00000000
PA
USD
76300.00000000
0.059352478605
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
7.37500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PTC THERAPEUTICS INC
000000000
1.00000000
NC
USD
-593.48000000
-0.00046165804
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
-51600.00000000
USD
-593.48000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS MERCARI INC
000000000
1.00000000
NC
-24179.04000000
-0.01880846598
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
12210000.08000000
JPY
-24179.04000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS CH ROBINSON WORLDWIDE INC
000000000
1.00000000
NC
USD
20063.93000000
0.015607391560
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
-126459.36141900
USD
20063.93000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ZOETIS INC
000000000
1.00000000
NC
USD
-1042.49000000
-0.00081093532
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
39769.56000000
USD
-1042.49000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DEERE & CO
000000000
1.00000000
NC
USD
-9026.78000000
-0.00702177938
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Deere & Co
Deere & Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
185112.48000000
USD
-9026.78000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CONN'S INC
000000000
1.00000000
NC
USD
18207.11000000
0.014163002709
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Conn's Inc
Conn's Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-72558.00000000
USD
18207.11000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PNC FINANCIAL SERVICES GROUP INC/THE
000000000
1.00000000
NC
USD
1065.48000000
0.000828818858
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
33854.04000000
USD
1065.48000000
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
KRW/USD FORWARD
000000000
1.00000000
NC
USD
1707.49000000
0.001328227571
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-1211263000.00000000
KRW
1067251.85000000
USD
2021-01-29
1707.49000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PARKER-HANNIFIN CORP
000000000
1.00000000
NC
USD
-559.43000000
-0.00043517112
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
8683.74000000
USD
-559.43000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MAXIM INTEGRATED PRODUCTS INC
000000000
1.00000000
NC
USD
-2824.28000000
-0.00219695961
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Maxim Integrated Products Inc
Maxim Integrated Products Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
51569.00000000
USD
-2824.28000000
N
N
N
CAMELOT FINANCE SA
N/A
Camelot Finance SA
000000000
300000.00000000
PA
USD
296376.00000000
0.230545874168
Long
LON
CORP
LU
N
2
2026-10-31
Floating
4.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TEUCRIUM SOYBEAN FUND
000000000
1.00000000
NC
USD
113.43000000
0.000088235277
N/A
DCO
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Teucrium Soybean Fund
TEUCRIUM SOYBEAN FUND
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-48506.70000000
USD
113.43000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG IN MUENCHEN
000000000
1.00000000
NC
-5918.91000000
-0.00460421991
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
122557.50000000
EUR
-5918.91000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERPUBLIC GROUP OF COS INC/THE
000000000
1.00000000
NC
USD
-902.60000000
-0.00070211726
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
-123546.84000000
USD
-902.60000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS SWEDISH MATCH AB
000000000
1.00000000
NC
-18153.73000000
-0.01412147931
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Swedish Match AB
Swedish Match AB
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
2272226.40000000
SEK
-18153.73000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS VIASAT INC
000000000
1.00000000
NC
USD
184.84000000
0.000143783907
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
-10356.00000000
USD
184.84000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ELI LILLY AND CO
000000000
1.00000000
NC
USD
-20044.18000000
-0.01559202836
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Eli Lilly and Co
Eli Lilly and Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
179952.28000000
USD
-20044.18000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SIEMENS HEALTHINEERS AG
000000000
1.00000000
NC
2073.94000000
0.001613282824
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
-60184.12643300
EUR
2073.94000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS AMC NETWORKS INC
000000000
1.00000000
NC
USD
547.39000000
0.000425805416
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
-9048.00000000
USD
547.39000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KERING SA
000000000
1.00000000
NC
5530.31000000
0.004301934547
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Kering SA
Kering SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-56103.30000000
EUR
5530.31000000
N
N
N
T ROWE PR ULT SH-TRM BND-I
549300KJPJ2IQ3OSSV02
T ROWE PR ULT SH-TRM BND-I
77957P501
2500035.14069900
NS
USD
12725178.87000000
9.898701266402
Long
EC
RF
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-41.45000000
-0.00003224325
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alliant Energy Corp
Alliant Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-4133.21000000
USD
-41.45000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ATLANTIA SPA
000000000
1.00000000
NC
-1878.30000000
-0.00146109777
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Atlantia SpA
Atlantia SpA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
17530.60000000
EUR
-1878.30000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FEDEX CORP
000000000
1.00000000
NC
USD
-2178.84000000
-0.00169488275
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
FedEx Corp
FedEx Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
27082.56000000
USD
-2178.84000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS GREAT PORTLAND ESTATES PLC
000000000
1.00000000
NC
-4588.61000000
-0.00356940205
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Great Portland Estates PLC
Great Portland Estates PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
51164.49000000
GBP
-4588.61000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SUMITOMO CHEMICAL CO LTD
000000000
1.00000000
NC
-3764.13000000
-0.00292805301
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Sumitomo Chemical Co Ltd
Sumitomo Chemical Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
5731542.48000000
JPY
-3764.13000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DISCOVERY INC
000000000
1.00000000
NC
USD
1602.89000000
0.001246861001
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
-46134.00000000
USD
1602.89000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ERO COPPER CORP
000000000
1.00000000
NC
-4536.54000000
-0.00352889768
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
49650.00000000
CAD
-4536.54000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS FRANKLIN ELECTRIC CO INC
000000000
1.00000000
NC
USD
4685.66000000
0.003644895608
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
-64420.00000000
USD
4685.66000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MICROSOFT CORP
000000000
1.00000000
NC
USD
-1723.38000000
-0.00134058813
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
21966.00000000
USD
-1723.38000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS CELLNEX TELECOM SA
000000000
1.00000000
NC
8880.31000000
0.006907842847
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Cellnex Telecom SA
Cellnex Telecom SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
142258.08000000
EUR
8880.31000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NVR INC
000000000
1.00000000
NC
USD
-9888.92000000
-0.00769242349
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
NVR Inc
NVR Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
88933.00000000
USD
-9888.92000000
N
N
N
CINCINNATI BELL INC
549300JYVZOCUJOHL272
Cincinnati Bell Inc
17187MAM2
497968.25000000
PA
USD
497166.52000000
0.386737421250
Long
LON
CORP
US
N
2
2024-10-02
Floating
4.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KRAFT HEINZ CO/THE
000000000
1.00000000
NC
USD
2121.12000000
0.001649983347
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Kraft Heinz Co/The
Kraft Heinz Co/The
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-40116.60000000
USD
2121.12000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS MCKESSON CORP
000000000
1.00000000
NC
USD
-2354.62000000
-0.00183161904
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
McKesson Corp
McKesson Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
40546.45000000
USD
-2354.62000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS ASICS CORP
000000000
1.00000000
NC
-2561.98000000
-0.00199292087
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Asics Corp
Asics Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
3647800.08000000
JPY
-2561.98000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KYOCERA CORP
000000000
1.00000000
NC
9271.47000000
0.007212119591
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Kyocera Corp
Kyocera Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-17189200.04000000
JPY
9271.47000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EXXON MOBIL CORP
000000000
1.00000000
NC
USD
2520.37000000
0.001960553165
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
-47506.55000000
USD
2520.37000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS GREAT PORTLAND ESTATES PLC
000000000
1.00000000
NC
-2478.58000000
-0.00192804543
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Great Portland Estates PLC
Great Portland Estates PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
27636.88000000
GBP
-2478.58000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
-97.25000000
-0.00007564912
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
27527.40000000
SEK
-97.25000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SPROTT PHYSICAL GOLD AND SILVER TRUST
000000000
1.00000000
NC
USD
-366.89000000
-0.00028539752
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
28260.00000000
USD
-366.89000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
SWOP IRS USD
000000000
1.00000000
NC
USD
-43718.33000000
-0.03400774896
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Written
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
IRS USD
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
2030-12-17
0.00000000
USD
0.00000000
USD
0.00000000
USD
-7000000.00000000
USD
1.00000000
USD
2020-12-15
XXXX
-12918.33000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS DEUTSCHE WOHNEN SE
000000000
1.00000000
NC
3122.51000000
0.002428947679
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Deutsche Wohnen SE
Deutsche Wohnen SE
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-98640.34000000
EUR
3122.51000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS JAPAN TOBACCO INC
000000000
1.00000000
NC
-1314.96000000
-0.00102288512
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Japan Tobacco Inc
Japan Tobacco Inc
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
8410500.12000000
JPY
-1314.96000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMC NETWORKS INC
000000000
1.00000000
NC
USD
2052.71000000
0.001596768366
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
-33930.00000000
USD
2052.71000000
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869PAK0
400000.00000000
PA
USD
402000.00000000
0.312708996057
Long
DBT
CORP
US
N
2
2021-04-15
Fixed
4.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FORTUNE BRANDS HOME & SECURITY INC
000000000
1.00000000
NC
USD
7575.99000000
0.005893234395
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
-76158.88000000
USD
7575.99000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HORMEL FOODS CORP
000000000
1.00000000
NC
USD
2177.10000000
0.001693529242
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
-71263.64000000
USD
2177.10000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FLEETCOR TECHNOLOGIES INC
000000000
1.00000000
NC
USD
-5129.82000000
-0.00399040015
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
FleetCor Technologies Inc
FleetCor Technologies Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
49302.00000000
USD
-5129.82000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INVESCO QQQ TRUST SERIES 1
000000000
1.00000000
NC
USD
36225.79000000
0.028179428911
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
-507675.00000000
USD
36225.79000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS CALBEE INC
000000000
1.00000000
NC
4157.90000000
0.003234360036
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
-7797000.00000000
JPY
4157.90000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS CREDICORP LTD
000000000
1.00000000
NC
USD
-2423.77000000
-0.00188540966
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Credicorp Ltd
Credicorp Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
48284.00000000
USD
-2423.77000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS COMPASS GROUP PLC
000000000
1.00000000
NC
9233.56000000
0.007182630043
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Compass Group PLC
Compass Group PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-71492.00000000
GBP
9233.56000000
N
N
N
STARS GROUP HOLDINGS BV
549300RNFXC8F8RT6R13
Stars Group Holdings BV
000000000
362401.19900000
PA
USD
361915.58000000
0.281528004177
Long
LON
CORP
NL
N
2
2025-07-10
Floating
3.72038000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SEGA SAMMY HOLDINGS INC
000000000
1.00000000
NC
-756.27000000
-0.00058828963
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
-10056200.25666700
JPY
-756.27000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS STANDARD LIFE ABERDEEN PLC
000000000
1.00000000
NC
3069.92000000
0.002388038808
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
-29709.43931300
GBP
3069.92000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
-156.55000000
-0.00012177759
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
44312.40000000
SEK
-156.55000000
N
N
N
UNITED AIR 2018-1 AA PTT
N/A
United Airlines 2018-1 Class AA Pass Through Trust
909318AA5
181648.80820000
PA
USD
172663.91000000
0.134312333212
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
3.50000000
N
N
N
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS ASOS PLC
000000000
1.00000000
NC
-6135.51000000
-0.00477270938
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
92880.00000000
GBP
-6135.51000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DOMINO'S PIZZA INC
000000000
1.00000000
NC
USD
-2383.61000000
-0.00185416987
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Domino's Pizza Inc
Domino's Pizza Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
40585.84000000
USD
-2383.61000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FIVE9 INC
000000000
1.00000000
NC
USD
2116.83000000
0.001646646229
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
73733.00000000
USD
2116.83000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS KIMCO REALTY CORP
000000000
1.00000000
NC
USD
4750.71000000
0.003695496902
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
-62149.34000000
USD
4750.71000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS INTUIT INC
000000000
1.00000000
NC
USD
-11277.82000000
-0.00877282529
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
140891.64000000
USD
-11277.82000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EXXON MOBIL CORP
000000000
1.00000000
NC
USD
665.08000000
0.000517354475
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
-41081.77000000
USD
665.08000000
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
S&P 500 INDEX
000000000
-12.00000000
NC
USD
-3870.00000000
-0.00301040749
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
3625.00000000
USD
2020-11-20
XXXX
43734.00000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FOOT LOCKER INC
000000000
1.00000000
NC
USD
1467.42000000
0.001141481181
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Foot Locker Inc
Foot Locker Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-38350.00000000
USD
1467.42000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS DIASORIN SPA
000000000
1.00000000
NC
-133.75000000
-0.00010404186
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
DiaSorin SpA
DiaSorin SpA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
44415.00000000
EUR
-133.75000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HESS CORP
000000000
1.00000000
NC
USD
-1416.47000000
-0.00110184803
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
26423.04000000
USD
-1416.47000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS WELLS FARGO & CO
000000000
1.00000000
NC
USD
-3742.91000000
-0.00291154633
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
57053.70000000
USD
-3742.91000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VALERO ENERGY CORP
000000000
1.00000000
NC
USD
1550.23000000
0.001205897679
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Valero Energy Corp
Valero Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-21860.56000000
USD
1550.23000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-120.28000000
-0.00009356377
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alliant Energy Corp
Alliant Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-5891.40000000
USD
-120.28000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS QUALCOMM INC
000000000
1.00000000
NC
USD
-2622.81000000
-0.00204023950
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
64290.00000000
USD
-2622.81000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DISCOVERY INC
000000000
1.00000000
NC
USD
727.65000000
0.000566026619
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
-20970.00000000
USD
727.65000000
N
N
N
Boa Vista Servicos SA
N/A
Boa Vista Servicos SA
000000000
44062.00000000
NS
102745.68000000
0.079924125477
Long
EC
CORP
BR
N
2
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS EXXON MOBIL CORP
000000000
1.00000000
NC
USD
536.89000000
0.000417637644
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
-10128.30000000
USD
536.89000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS GREAT PORTLAND ESTATES PLC
000000000
1.00000000
NC
-8504.64000000
-0.00661561551
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Great Portland Estates PLC
Great Portland Estates PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
94829.40000000
GBP
-8504.64000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMEREN CORP
000000000
1.00000000
NC
USD
-10.57000000
-0.00000822222
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
18583.35000000
USD
-10.57000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AT&T INC
000000000
1.00000000
NC
USD
-312.29000000
-0.00024292510
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
-93330.00000000
USD
-312.29000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS HANNOVER RUECK SE
000000000
1.00000000
NC
2353.31000000
0.001830600018
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
-65894.40000000
EUR
2353.31000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS FERRARI NV
000000000
1.00000000
NC
-2600.18000000
-0.00202263601
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Ferrari NV
Ferrari NV
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
66865.90000000
EUR
-2600.18000000
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851300
160.00000000
NS
USD
251449.60000000
0.195598387997
Long
EP
CORP
US
N
2
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS DERWENT LONDON PLC
000000000
1.00000000
NC
-3262.73000000
-0.00253802244
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Derwent London PLC
Derwent London PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
60984.00000000
GBP
-3262.73000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EXXON MOBIL CORP
000000000
1.00000000
NC
USD
2216.97000000
0.001724543440
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
-41787.85000000
USD
2216.97000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS JOHNSON CONTROLS INTERNATIONAL PLC
000000000
1.00000000
NC
USD
-1795.75000000
-0.00139688353
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
182882.42000000
USD
-1795.75000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMERICAN ELECTRIC POWER CO INC
000000000
1.00000000
NC
USD
111.65000000
0.000086850645
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
26862.00000000
USD
111.65000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BED BATH & BEYOND INC
000000000
1.00000000
NC
USD
12895.80000000
0.010031424555
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Bed Bath & Beyond Inc
Bed Bath & Beyond Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-62400.00000000
USD
12895.80000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NORTHROP GRUMMAN CORP
000000000
1.00000000
NC
USD
6544.44000000
0.005090809109
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Northrop Grumman Corp
Northrop Grumman Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-82482.84000000
USD
6544.44000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SAMSUNG ELECTRONICS CO LTD
000000000
1.00000000
NC
USD
-784.82000000
-0.00061049819
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
15744.77875000
USD
-784.82000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FRESENIUS MEDICAL CARE AG & CO KGAA
000000000
1.00000000
NC
1952.25000000
0.001518622232
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Fresenius Medical Care AG & Co
Fresenius Medical Care AG & Co KGaA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-24442.68000000
EUR
1952.25000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS TOKYO TATEMONO CO LTD
000000000
1.00000000
NC
-2336.19000000
-0.00181728266
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
5028000.10000000
JPY
-2336.19000000
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAF1
50000.00000000
PA
USD
52312.50000000
0.040693008348
Long
DBT
CORP
CA
N
2
2026-12-15
Fixed
5.12500000
N
N
N
N
N
FILTRATION GROUP CORP
549300ZA0D9WN5ECE978
Filtration Group Corp
31732FAQ9
400000.00000000
PA
USD
394332.00000000
0.306744188640
Long
LON
CORP
US
N
2
2025-03-29
Floating
4.50000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS BANCO SANTANDER CHILE
000000000
1.00000000
NC
USD
-536.97000000
-0.00041769987
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Banco Santander Chile
Banco Santander Chile
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
49105.00000000
USD
-536.97000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HUNTINGTON BANCSHARES INC/OH
000000000
1.00000000
NC
USD
11278.20000000
0.008773120893
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Huntington Bancshares Inc/OH
Huntington Bancshares Inc/OH
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
140021.70000000
USD
11278.20000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS EOG RESOURCES INC
000000000
1.00000000
NC
USD
-2485.54000000
-0.00193345949
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
24599.68000000
USD
-2485.54000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CIE FINANCIERE RICHEMONT SA
000000000
1.00000000
NC
-1855.41000000
-0.00144329203
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Cie Financiere Richemont SA
Cie Financiere Richemont SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
27523.70000000
CHF
-1855.41000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERNATIONAL BUSINESS MACHINES CORP
000000000
1.00000000
NC
USD
3966.48000000
0.003085457658
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
-37467.00000000
USD
3966.48000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TERADYNE INC
000000000
1.00000000
NC
USD
686.94000000
0.000534358999
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
110509.14000000
USD
686.94000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS MITSUI FUDOSAN CO LTD
000000000
1.00000000
NC
-3050.69000000
-0.00237308011
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
5701500.00000000
JPY
-3050.69000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KLA CORP
000000000
1.00000000
NC
USD
-6301.22000000
-0.00490161238
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
84170.55041300
USD
-6301.22000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WILLIS TOWERS WATSON PLC
000000000
1.00000000
NC
USD
-28201.11000000
-0.02193716615
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Willis Towers Watson PLC
Willis Towers Watson PLC
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
178711.50000000
USD
-28201.11000000
N
N
N
J.P. MORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
TRS TWITTER INC
000000000
1.00000000
NC
USD
13961.90000000
0.010860725701
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
-137767.79000000
USD
13961.90000000
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
TRS UDR INC
000000000
1.00000000
NC
USD
399.33000000
0.000310632048
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
-6119.61000000
USD
399.33000000
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
Carvana Co
146869AD4
200000.00000000
PA
USD
197000.00000000
0.153242965729
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.87500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ANDRITZ AG
000000000
1.00000000
NC
1778.66000000
0.001383589509
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
ANDRITZ AG
ANDRITZ AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-74234.02000000
EUR
1778.66000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG IN MUENCHEN
000000000
1.00000000
NC
-1537.91000000
-0.00119631415
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
31844.00000000
EUR
-1537.91000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TWILIO INC
000000000
1.00000000
NC
USD
-18797.98000000
-0.01462263048
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
130360.00000000
USD
-18797.98000000
N
N
N
VERISURE HOLDING AB
549300VQQCWGISM3N408
Verisure Holding AB
000000000
100000.00000000
PA
117965.83000000
0.091763622558
Long
DBT
CORP
SE
N
2
2025-04-15
Floating
5.00000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ASSA ABLOY AB
000000000
1.00000000
NC
-2125.85000000
-0.00165366273
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Assa Abloy AB
Assa Abloy AB
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
201103.20000000
SEK
-2125.85000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND
000000000
-5.00000000
NC
USD
-2968.75000000
-0.00230934037
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
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
2021-03-22
0.00000000
USD
100000.00000000
181.00000000
USD
2020-12-24
XXXX
459.90000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LASERTEC CORP
000000000
1.00000000
NC
3396.07000000
0.002641745373
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Lasertec Corp
Lasertec Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-6684999.99000000
JPY
3396.07000000
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo Inc
74736KAH4
300000.00000000
PA
USD
321000.00000000
0.249700467001
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.37500000
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALFA LAVAL AB
000000000
1.00000000
NC
-263.64000000
-0.00020508109
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alfa Laval AB
Alfa Laval AB
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
649793.30000000
SEK
-263.64000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CAMDEN PROPERTY TRUST
000000000
1.00000000
NC
USD
-674.65000000
-0.00052479881
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
28341.00000000
USD
-674.65000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LONDON STOCK EXCHANGE GROUP PLC
000000000
1.00000000
NC
-4841.03000000
-0.00376575530
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
86500.00000000
GBP
-4841.03000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DANAHER CORP
000000000
1.00000000
NC
USD
843.54000000
0.000656175488
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Danaher Corp
Danaher Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
46661.94000000
USD
843.54000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS SYSMEX CORP
000000000
1.00000000
NC
5061.76000000
0.003937457432
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
-11352000.04000000
JPY
5061.76000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PRUDENTIAL PLC
000000000
1.00000000
NC
10187.21000000
0.007924458238
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
-62574.57000000
GBP
10187.21000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS NORDEA BANK ABP
000000000
1.00000000
NC
3213.28000000
0.002499556126
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Nordea Bank Abp
Nordea Bank Abp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-798152.63000000
SEK
3213.28000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS OTIS WORLDWIDE CORP
000000000
1.00000000
NC
USD
-7427.03000000
-0.00577736093
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Otis Worldwide Corp
Otis Worldwide Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
123032.40000000
USD
-7427.03000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS ZURICH INSURANCE GROUP AG
000000000
1.00000000
NC
-73.76000000
-0.00005737665
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Zurich Insurance Group AG
Zurich Insurance Group AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
14358.50000000
CHF
-73.76000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS VISA INC
000000000
1.00000000
NC
USD
-3575.95000000
-0.00278167098
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
39910.00000000
USD
-3575.95000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS AMC NETWORKS INC
000000000
1.00000000
NC
USD
1367.47000000
0.001063731768
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
-22620.00000000
USD
1367.47000000
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
S&P 500 INDEX
000000000
-10.00000000
NC
USD
-101700.00000000
-0.07911070870
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
3000.00000000
USD
2021-01-15
XXXX
-17930.00000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERNATIONAL BUSINESS MACHINES CORP
000000000
1.00000000
NC
USD
6610.79000000
0.005142421651
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
-62445.00000000
USD
6610.79000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS INTERNATIONAL PAPER CO
000000000
1.00000000
NC
USD
-5822.69000000
-0.00452937200
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
146443.25000000
USD
-5822.69000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DAIFUKU CO LTD
000000000
1.00000000
NC
9029.72000000
0.007024066357
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
-21394000.00000000
JPY
9029.72000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ESSEX PROPERTY TRUST INC
000000000
1.00000000
NC
USD
-23.65000000
-0.00001839693
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Essex Property Trust Inc
Essex Property Trust Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
34387.92000000
USD
-23.65000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS LVMH MOET HENNESSY LOUIS VUITTON SE
000000000
1.00000000
NC
96.13000000
0.000074777899
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
-62465.00000000
EUR
96.13000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERPUBLIC GROUP OF COS INC/THE
000000000
1.00000000
NC
USD
-406.75000000
-0.00031640394
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
-55676.00000000
USD
-406.75000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LONDON STOCK EXCHANGE GROUP PLC
000000000
1.00000000
NC
-675.39000000
-0.00052537444
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
33631.68000000
GBP
-675.39000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AON PLC
000000000
1.00000000
NC
USD
15335.16000000
0.011928961412
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
-139855.34000000
USD
15335.16000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ZENDESK INC
000000000
1.00000000
NC
USD
-424.93000000
-0.00033054585
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
44792.00000000
USD
-424.93000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VALERO ENERGY CORP
000000000
1.00000000
NC
USD
-1727.74000000
-0.00134397970
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Valero Energy Corp
Valero Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-51476.84000000
USD
-1727.74000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS DIAGEO PLC
000000000
1.00000000
NC
-4949.61000000
-0.00385021784
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Diageo PLC
Diageo PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
78100.71000000
GBP
-4949.61000000
N
N
N
TACALA INVESTMENT CORP
549300XTM341KBSTDI88
Tacala Investment Corp
873412AC4
430000.00000000
PA
USD
405993.10000000
0.315815160963
Long
LON
CORP
US
N
2
2026-02-01
Floating
7.64775000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ESSEX PROPERTY TRUST INC
000000000
1.00000000
NC
USD
-15.63000000
-0.00001215831
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Essex Property Trust Inc
Essex Property Trust Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
22720.59000000
USD
-15.63000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPDR S&P 500 ETF TRUST
000000000
1.00000000
NC
USD
10468.29000000
0.008143105612
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
-173750.00000000
USD
10468.29000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS GARDNER DENVER HOLDINGS INC
000000000
1.00000000
NC
USD
-1575.25000000
-0.00122536031
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
27320.59000000
USD
-1575.25000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-55.68000000
-0.00004331252
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alliant Energy Corp
Alliant Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-2727.50000000
USD
-55.68000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ATMOS ENERGY CORP
000000000
1.00000000
NC
USD
-854.65000000
-0.00066481776
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
28350.00000000
USD
-854.65000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AON PLC
000000000
1.00000000
NC
USD
9535.64000000
0.007417612963
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
-71706.86000000
USD
9535.64000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SAMSUNG ELECTRONICS CO LTD
000000000
1.00000000
NC
USD
-2616.05000000
-0.00203498101
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
52481.96000000
USD
-2616.05000000
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587602
2593.00000000
NS
USD
125750.78000000
0.097819403401
Long
EP
CORP
US
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CANON INC
000000000
1.00000000
NC
-3171.35000000
-0.00246693948
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Canon Inc
Canon Inc
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-3809949.98000000
JPY
-3171.35000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FEDEX CORP
000000000
1.00000000
NC
USD
-2519.28000000
-0.00195970527
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
FedEx Corp
FedEx Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
31314.21000000
USD
-2519.28000000
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co
233331842
1266.00000000
NS
USD
60376.35000000
0.046965740781
Long
EP
CORP
US
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GLOBANT SA
000000000
1.00000000
NC
USD
9933.50000000
0.007727101523
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Globant SA
Globant SA
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-108373.25000000
USD
9933.50000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-84.64000000
-0.00006584002
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alliant Energy Corp
Alliant Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-4145.80000000
USD
-84.64000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TERRENO REALTY CORP
000000000
1.00000000
NC
USD
-1704.82000000
-0.00132615062
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
24212.00000000
USD
-1704.82000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MAGAZINE LUIZA SA
000000000
1.00000000
NC
USD
-2610.86000000
-0.00203094380
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
45344.22000000
USD
-2610.86000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS CABOT OIL & GAS CORP
000000000
1.00000000
NC
USD
1655.19000000
0.001287544286
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
-19197.42000000
USD
1655.19000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS ENTERGY CORP
000000000
1.00000000
NC
USD
-5829.57000000
-0.00453472383
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
148817.16000000
USD
-5829.57000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CARVANA CO
000000000
1.00000000
NC
USD
-19542.36000000
-0.01520167108
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
112195.00000000
USD
-19542.36000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS HSBC HOLDINGS PLC
000000000
1.00000000
NC
-2266.80000000
-0.00176330535
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
HSBC Holdings PLC
HSBC Holdings PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-20663.21000000
GBP
-2266.80000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS AMC NETWORKS INC
000000000
1.00000000
NC
USD
546.99000000
0.000425494263
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
-9048.00000000
USD
546.99000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EASTMAN CHEMICAL CO
000000000
1.00000000
NC
USD
1305.20000000
0.001015292989
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
-21274.11000000
USD
1305.20000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KYOCERA CORP
000000000
1.00000000
NC
6291.36000000
0.004893942461
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Kyocera Corp
Kyocera Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-11664099.98000000
JPY
6291.36000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HESS CORP
000000000
1.00000000
NC
USD
-1332.15000000
-0.00103625693
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Sanofi
Sanofi
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
24850.24000000
USD
-1332.15000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS MAEDA CORP
000000000
1.00000000
NC
-88.24000000
-0.00006864040
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Maeda Corp
Maeda Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
759227.00000000
JPY
-88.24000000
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
8000000.00000000
PA
141507.19000000
0.110076048059
Long
DBT
NUSS
DO
N
2
2026-06-05
Fixed
9.75000000
N
N
N
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS ASCENDIS PHARMA A/S
000000000
1.00000000
NC
USD
2324.65000000
0.001808305889
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
63000.00000000
USD
2324.65000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS BALL CORP
000000000
1.00000000
NC
USD
3299.32000000
0.002566485186
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Ball Corp
Ball Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-123095.87000000
USD
3299.32000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
-11.86000000
-0.00000922569
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
3357.00000000
SEK
-11.86000000
N
N
N
SINGAPORE EXCHANGE (WAS SIMEX)
N/A
Japan Government 10 Year Bond
000000000
-12.00000000
NC
-684.13000000
-0.00053217314
N/A
DIR
CORP
SG
N
1
SINGAPORE EXCHANGE (WAS SIMEX)
N/A
Short
Japan Government Ten Year Bond
Japan Government Ten Year Bond
2020-12-11
-1720441.69000000
USD
-684.13000000
N
N
N
FRONERI US INC
N/A
FRONERI US INC
000000000
105000.00000000
PA
USD
103556.25000000
0.080554654161
Long
LON
CORP
US
N
2
2028-01-31
Floating
5.89775000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FEDEX CORP
000000000
1.00000000
NC
USD
-1725.76000000
-0.00134243949
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
FedEx Corp
FedEx Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
52581.88000000
USD
-1725.76000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS VOLKSWAGEN AG
000000000
1.00000000
NC
10826.31000000
0.008421603311
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Volkswagen AG
Volkswagen AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-129456.00000000
EUR
10826.31000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CABOT OIL & GAS CORP
000000000
1.00000000
NC
USD
3620.93000000
0.002816660161
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
-41996.79000000
USD
3620.93000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DERWENT LONDON PLC
000000000
1.00000000
NC
-1780.62000000
-0.00138511416
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
33264.00000000
GBP
-1780.62000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS DIGITAL REALTY TRUST INC
000000000
1.00000000
NC
USD
6682.69000000
0.005198351444
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Digital Realty Trust Inc
Digital Realty Trust Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-84758.47000000
USD
6682.69000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS BANK OF AMERICA CORP
000000000
1.00000000
NC
USD
-4642.74000000
-0.00361150886
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Bank of America Corp
Bank of America Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
245943.60000000
USD
-4642.74000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SEVEN & I HOLDINGS CO LTD
000000000
1.00000000
NC
-9554.05000000
-0.00743193379
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
13396500.16000000
JPY
-9554.05000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ASSA ABLOY AB
000000000
1.00000000
NC
-577.15000000
-0.00044895521
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Assa Abloy AB
Assa Abloy AB
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
54597.20000000
SEK
-577.15000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS LOWE'S COS INC
000000000
1.00000000
NC
USD
26732.65000000
0.020794875978
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Lowe's Cos Inc
Lowe's Cos Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-270037.95000000
USD
26732.65000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMEREN CORP
000000000
1.00000000
NC
USD
-18.47000000
-0.00001436750
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
32460.00000000
USD
-18.47000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS LVMH MOET HENNESSY LOUIS VUITTON SE
000000000
1.00000000
NC
71.94000000
0.000055960908
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
-46748.00000000
EUR
71.94000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS INTEL CORP
000000000
1.00000000
NC
USD
7651.18000000
0.005951723424
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Intel Corp
Intel Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-43080.00000000
USD
7651.18000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DENSO CORP
000000000
1.00000000
NC
6106.52000000
0.004750158553
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
33663000.22702700
JPY
6106.52000000
N
N
N
AIR TRANSPORT SERVICES G
5493000F3MSFGIXTQE27
Air Transport Services Group Inc
00922RAB1
200000.00000000
PA
USD
220750.00000000
0.171717688755
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
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BECTON DICKINSON AND CO
000000000
1.00000000
NC
USD
-243.46000000
-0.00018938341
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
14570.62000000
USD
-243.46000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS STANDARD LIFE ABERDEEN PLC
000000000
1.00000000
NC
5259.59000000
0.004091346041
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
-50886.21000000
GBP
5259.59000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS MCKESSON CORP
000000000
1.00000000
NC
USD
-2281.89000000
-0.00177504360
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
McKesson Corp
McKesson Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
39294.05000000
USD
-2281.89000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BRIDGESTONE CORP
000000000
1.00000000
NC
481.51000000
0.000374558479
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
6389700.06000000
JPY
481.51000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ERO COPPER CORP
000000000
1.00000000
NC
-3629.24000000
-0.00282312437
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
39720.00000000
CAD
-3629.24000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS INTEL CORP
000000000
1.00000000
NC
USD
20476.48000000
0.015928307222
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
-115292.85000000
USD
20476.48000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LAM RESEARCH CORP
000000000
1.00000000
NC
USD
-6696.97000000
-0.00520945961
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Sanofi
Sanofi
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
75098.00000000
USD
-6696.97000000
N
N
N
KLOECKNER PENTAPLAST OF AME
5299004QDA11QZOG5N31
Kloeckner Pentaplast of America Inc
49865NAQ3
199485.86000000
PA
USD
193144.20000000
0.150243604170
Long
LON
CORP
US
N
2
2022-06-30
Floating
5.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GENERAL ELECTRIC CO
000000000
1.00000000
NC
USD
28237.49000000
0.021965465545
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
General Electric Co
General Electric Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
353592.03000000
USD
28237.49000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS STORA ENSO OYJ
000000000
1.00000000
NC
-5665.24000000
-0.00440689431
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Stora Enso Oyj
Stora Enso Oyj
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
44195.50000000
EUR
-5665.24000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SARTORIUS AG
000000000
1.00000000
NC
-626.34000000
-0.00048721928
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
36880.00000000
EUR
-626.34000000
N
N
N
CABOT FINANCIAL LUXEMBOU
2221003LZ2TH3GI7JG79
Cabot Financial Luxembourg SA
000000000
200000.00000000
PA
261691.93000000
0.203565723151
Long
DBT
CORP
LU
N
2
2023-10-01
Fixed
7.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EXACT SCIENCES CORP
000000000
1.00000000
NC
USD
10594.77000000
0.008241492264
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
51310.00000000
USD
10594.77000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CHUGAI PHARMACEUTICAL CO LTD
000000000
1.00000000
NC
16489.49000000
0.012826895182
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Chugai Pharmaceutical Co Ltd
Chugai Pharmaceutical Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-18618600.18000000
JPY
16489.49000000
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
Asurion LLC
04649VAU4
192575.76000000
PA
USD
192575.76000000
0.149801424315
Long
LON
CORP
US
N
2
2025-08-04
Floating
6.64775000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ECHOSTAR CORP
000000000
1.00000000
NC
USD
6596.43000000
0.005131251250
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
-52920.00000000
USD
6596.43000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PARKER-HANNIFIN CORP
000000000
1.00000000
NC
USD
-430.33000000
-0.00033474642
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
6679.80000000
USD
-430.33000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS NITORI HOLDINGS CO LTD
000000000
1.00000000
NC
-2645.13000000
-0.00205760185
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Nitori Holdings Co Ltd
Nitori Holdings Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-10498350.00000000
JPY
-2645.13000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS MCDONALD'S CORP
000000000
1.00000000
NC
USD
-100.18000000
-0.00007792832
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
1377.84258400
USD
-100.18000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS JAPAN TOBACCO INC
000000000
1.00000000
NC
-2504.66000000
-0.00194833262
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Japan Tobacco Inc
Japan Tobacco Inc
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
16020000.40000000
JPY
-2504.66000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS GEBERIT AG
000000000
1.00000000
NC
7234.20000000
0.005627361739
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
-197786.40000000
CHF
7234.20000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VERIZON COMMUNICATIONS INC
000000000
1.00000000
NC
USD
915.59000000
0.000712221964
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Sanofi
Sanofi
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-98872.00000000
USD
915.59000000
N
N
N
BANGKOK BANK PCL/HK
549300CCL2BKJGMYXV60
Bangkok Bank PCL/Hong Kong
000000000
400000.00000000
PA
USD
392471.58000000
0.305296999410
Long
DBT
CORP
TH
N
2
2034-09-25
Fixed
3.73300000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MAGAZINE LUIZA SA
000000000
1.00000000
NC
USD
-1138.33000000
-0.00088548764
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
19770.08000000
USD
-1138.33000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS NIHON M&A CENTER INC
000000000
1.00000000
NC
1508.54000000
0.001173467733
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Nihon M&A Center Inc
Nihon M&A Center Inc
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-4445000.03000000
JPY
1508.54000000
N
N
N
EDELMAN FINANCIAL CENTER
N/A
Edelman Financial Center LLC/The
27943TAB5
205000.00000000
PA
USD
197568.75000000
0.153685386728
Long
LON
CORP
US
N
2
2026-07-20
Floating
6.90150000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ALPHABET INC
000000000
1.00000000
NC
USD
3615.65000000
0.002812552939
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
93328.20000000
USD
3615.65000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SARTORIUS AG
000000000
1.00000000
NC
-626.34000000
-0.00048721928
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
36880.00000000
EUR
-626.34000000
N
N
N
Snowflake Inc
254900CJNSY1K7T53Z16
Snowflake Inc
833445109
45.00000000
NS
USD
11250.90000000
0.008751884685
Long
EC
CORP
US
N
1
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant Inc
04621X207
800.00000000
NS
USD
96067.24000000
0.074729080035
Long
EP
CORP
US
N
2
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO-SCHATZ
000000000
-37.00000000
NC
-7483.75000000
-0.00582148246
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESSCHATZANWEISUNGEN
Bundesschatzanweisungen
2020-12-08
-4902616.86000000
USD
-7483.75000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERPUBLIC GROUP OF COS INC/THE
000000000
1.00000000
NC
USD
-656.05000000
-0.00051033019
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
-89800.00000000
USD
-656.05000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DONALDSON CO INC
000000000
1.00000000
NC
USD
6491.80000000
0.005049861344
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
-91998.00000000
USD
6491.80000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS CITIZENS FINANCIAL GROUP INC
000000000
1.00000000
NC
USD
271.01000000
0.000210814092
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Citizens Financial Group Inc
Citizens Financial Group Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-29434.50000000
USD
271.01000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-30.07000000
-0.00002339094
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alliant Energy Corp
Alliant Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-1472.85000000
USD
-30.07000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DAIKIN INDUSTRIES LTD
000000000
1.00000000
NC
-369.37000000
-0.00028732667
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
-9701589.00000000
JPY
-369.37000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-16.71000000
-0.00001299842
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alliant Energy Corp
Alliant Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-818.25000000
USD
-16.71000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EVERSOURCE ENERGY
000000000
1.00000000
NC
USD
-1079.76000000
-0.00083992702
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
18532.60000000
USD
-1079.76000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BERKSHIRE HATHAWAY INC
000000000
1.00000000
NC
USD
4605.00000000
0.003582151559
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Berkshire Hathaway Inc
Berkshire Hathaway Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-100110.45000000
USD
4605.00000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS AMERICAN EXPRESS CO
000000000
1.00000000
NC
USD
6055.45000000
0.004710432065
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
-49604.25000000
USD
6055.45000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EASTMAN CHEMICAL CO
000000000
1.00000000
NC
USD
3080.69000000
0.002396416609
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
-50213.79000000
USD
3080.69000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ARKEMA SA
000000000
1.00000000
NC
11253.87000000
0.008754194998
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
-101184.00000000
EUR
11253.87000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INFINEON TECHNOLOGIES AG
000000000
1.00000000
NC
-5328.37000000
-0.00414484883
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
36149.17000000
EUR
-5328.37000000
N
N
N
FLEET US BIDCO INC
N/A
Fleet US Bidco Inc
000000000
88913.91000000
PA
USD
86691.06000000
0.067435508307
Long
LON
CORP
US
N
3
2026-10-07
Floating
3.39775000
N
N
N
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS VIASAT INC
000000000
1.00000000
NC
USD
616.14000000
0.000479284877
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
-34520.00000000
USD
616.14000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS DEPPON LOGISTICS CO LTD
000000000
1.00000000
NC
-3399.49000000
-0.00264440573
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Deppon Logistics Co Ltd
Deppon Logistics Co Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
164955.76000000
CNY
-3399.49000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PTC THERAPEUTICS INC
000000000
1.00000000
NC
USD
-385.76000000
-0.00030007617
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
-33540.00000000
USD
-385.76000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS MITSUI FUDOSAN CO LTD
000000000
1.00000000
NC
-2541.24000000
-0.00197678758
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
4751250.00000000
JPY
-2541.24000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS CELLNEX TELECOM SA
000000000
1.00000000
NC
14755.88000000
0.011478349305
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Cellnex Telecom SA
Cellnex Telecom SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
236381.76000000
EUR
14755.88000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BRIDGESTONE CORP
000000000
1.00000000
NC
481.51000000
0.000374558479
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
6389700.00000000
JPY
481.51000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VISA INC
000000000
1.00000000
NC
USD
-3575.95000000
-0.00278167098
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
39910.00000000
USD
-3575.95000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS MITSUI FUDOSAN CO LTD
000000000
1.00000000
NC
-4370.92000000
-0.00340006468
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
8172150.09000000
JPY
-4370.92000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS ING GROEP NV
000000000
1.00000000
NC
-1827.43000000
-0.00142152686
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
ING Groep NV
ING Groep NV
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
30977.27000000
EUR
-1827.43000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ATLANTIA SPA
000000000
1.00000000
NC
-1326.49000000
-0.00103185411
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Atlantia SpA
Atlantia SpA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
13636.59000000
EUR
-1326.49000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS CERIDIAN HCM HOLDING INC
000000000
1.00000000
NC
USD
-3737.92000000
-0.00290766470
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
89940.00000000
USD
-3737.92000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
-187.39000000
-0.00014576750
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
53040.60000000
SEK
-187.39000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
-28.46000000
-0.00002213855
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
8056.80000000
SEK
-28.46000000
N
N
N
Generation Bio Co
N/A
Generation Bio Co
37148K100
323.00000000
NS
USD
8346.32000000
0.006492461064
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMPHENOL CORP
000000000
1.00000000
NC
USD
-617.12000000
-0.00048004720
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
45744.00000000
USD
-617.12000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INSMED INC
000000000
1.00000000
NC
USD
-10135.19000000
-0.00788399276
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Insmed Inc
Insmed Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
128700.00000000
USD
-10135.19000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/RUB FORWARD
000000000
1.00000000
NC
USD
26527.20000000
0.020635059901
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-64588000.00000000
RUB
832002.01000000
USD
2021-01-29
26527.20000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PTC THERAPEUTICS INC
000000000
1.00000000
NC
USD
-385.76000000
-0.00030007617
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
-33540.00000000
USD
-385.76000000
N
N
N
K-MAC HOLDINGS CORP
549300HIP15L5DKDQ383
K-MAC Holdings Corp
000000000
373666.67000000
PA
USD
354848.82000000
0.276030891180
Long
LON
CORP
US
N
2
2026-03-16
Floating
6.89775000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GALAXY ENTERTAINMENT GROUP LTD
000000000
1.00000000
NC
12.37000000
0.000009622413
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
153150.00000000
HKD
12.37000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HP INC
000000000
1.00000000
NC
USD
4636.18000000
0.003606405953
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
-56724.00000000
USD
4636.18000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMERICA'S CAR-MART INC/TX
000000000
1.00000000
NC
USD
-2774.72000000
-0.00215840772
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
America's Car-Mart Inc/TX
America's Car-Mart Inc/TX
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
28725.00000000
USD
-2774.72000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CARMAX INC
000000000
1.00000000
NC
USD
-1942.58000000
-0.00151110010
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CarMax Inc
CarMax Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
27004.80000000
USD
-1942.58000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
EUR/USD FORWARD
000000000
1.00000000
NC
USD
17018.07000000
0.013238068618
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-978000.00000000
EUR
1158555.92000000
USD
2021-01-29
17018.07000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS UNILEVER PLC
000000000
1.00000000
NC
-7610.83000000
-0.00592033584
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Unilever PLC
Unilever PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
73726.00000000
GBP
-7610.83000000
N
N
N
JAGUAR HOLDING CO II
N/A
Jaguar Holding Co II
47009YAK3
598425.19800000
PA
USD
593458.27000000
0.461641143815
Long
LON
CORP
US
N
2
2022-08-18
Floating
3.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS RAPT THERAPEUTICS INC
000000000
1.00000000
NC
USD
-9311.24000000
-0.00724305600
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
RAPT Therapeutics Inc
RAPT Therapeutics Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
35172.00000000
USD
-9311.24000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS RAKUTEN INC
000000000
1.00000000
NC
1846.11000000
0.001436057723
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Rakuten Inc
Rakuten Inc
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-5572927.74000000
JPY
1846.11000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FEDEX CORP
000000000
1.00000000
NC
USD
-11461.59000000
-0.00891577687
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
FedEx Corp
FedEx Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
142465.55000000
USD
-11461.59000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FISERV INC
000000000
1.00000000
NC
USD
-1920.81000000
-0.00149416558
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
30746.62000000
USD
-1920.81000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS APARTMENT INVESTMENT AND MANAGEMENT CO
000000000
1.00000000
NC
USD
1652.67000000
0.001285584021
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Apartment Investment & Managem
Apartment Investment & Management Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
42560.73000000
USD
1652.67000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BANCO SANTANDER SA
000000000
1.00000000
NC
-1613.06000000
-0.00125477207
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Banco Santander SA
Banco Santander SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-19919.29000000
EUR
-1613.06000000
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO BUXL 30 YEAR BOND
000000000
7.00000000
NC
68681.69000000
0.053426324197
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Long
BUNDESREPUB. DEUTSCHLAND
Bundesrepublik Deutschland Bundesanleihe
2020-12-08
1823291.57000000
USD
68681.69000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS DTE ENERGY CO
000000000
1.00000000
NC
USD
-5619.53000000
-0.00437133727
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
-120652.62000000
USD
-5619.53000000
N
N
N
MH SUB I LLC
N/A
MH Sub I LLC
55303BAC7
200000.00000000
PA
USD
198750.00000000
0.154604261110
Long
LON
CORP
US
N
2
2025-08-16
Floating
0.00000000
N
N
N
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS TOKYO OHKA KOGYO CO LTD
000000000
1.00000000
NC
-7750.41000000
-0.00602891276
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Tokyo Ohka Kogyo Co Ltd
Tokyo Ohka Kogyo Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
45851751.14000000
JPY
-7750.41000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MICRON TECHNOLOGY INC
000000000
1.00000000
NC
USD
-1610.35000000
-0.00125266400
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
51940.00000000
USD
-1610.35000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-32.30000000
-0.00002512562
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alliant Energy Corp
Alliant Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-1581.95000000
USD
-32.30000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DEUTSCHE TELEKOM AG
000000000
1.00000000
NC
-47944.23000000
-0.03729500504
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
608033.38000000
EUR
-47944.23000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KINNEVIK AB
000000000
1.00000000
NC
3443.55000000
0.002678679262
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Kinnevik AB
Kinnevik AB
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-1046176.32000000
SEK
3443.55000000
N
N
N
OSAKA EXCHANGE,INC
3538001249AILNPRUX57
TOPIX INDEX
000000000
-18.00000000
NC
51986.85000000
0.040439690725
N/A
DE
CORP
JP
N
1
OSAKA EXCHANGE,INC
3538001249AILNPRUX57
Short
TPX INDEX
TPX INDEX
2020-12-10
-2721145.17000000
USD
51986.85000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NVR INC
000000000
1.00000000
NC
USD
-7416.69000000
-0.00576931762
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
NVR Inc
NVR Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
66699.75000000
USD
-7416.69000000
N
N
N
S2P ACQUISITION INC
2138009YGPT15LRTY307
S2P Acquisition Borrower Inc
78431EAB0
83963.91000000
PA
USD
82032.74000000
0.063811880023
Long
LON
CORP
US
N
2
2026-08-14
Floating
4.14775000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AON PLC
000000000
1.00000000
NC
USD
18731.73000000
0.014571095728
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
-140860.36000000
USD
18731.73000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ANALOG DEVICES INC
000000000
1.00000000
NC
USD
3586.04000000
0.002789519821
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
-81702.82000000
USD
3586.04000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS MERCK KGAA
000000000
1.00000000
NC
7312.10000000
0.005687958831
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Merck KGaA
Merck KGaA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
231506.00000000
EUR
7312.10000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VANECK VECTORS SEMICONDUCTOR ETF
000000000
1.00000000
NC
USD
13311.22000000
0.010354572742
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
-197022.00000000
USD
13311.22000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MCCORMICK & CO INC/MD
000000000
1.00000000
NC
USD
10183.90000000
0.007921883445
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
-108935.05000000
USD
10183.90000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LAM RESEARCH CORP
000000000
1.00000000
NC
USD
-8371.21000000
-0.00651182257
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
93872.50000000
USD
-8371.21000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WESDOME GOLD MINES LTD
000000000
1.00000000
NC
-980.63000000
-0.00076281547
N/A
DCO
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Wesdome Gold Mines Ltd
Wesdome Gold Mines Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
67248.50000000
CAD
-980.63000000
N
N
N
ICE FUTURES EUROPE
549300UF4R84F48NCH34
LONG GILT
000000000
14.00000000
NC
-8175.58000000
-0.00635964530
N/A
DIR
CORP
GB
N
1
ICE FUTURES EUROPE
549300UF4R84F48NCH34
Long
UK TSY 4 3/4% 2030
United Kingdom Gilt
2020-12-29
2487642.56000000
USD
-8175.58000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HOME DEPOT INC/THE
000000000
1.00000000
NC
USD
-960.47000000
-0.00074713335
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Home Depot Inc/The
Home Depot Inc/The
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
55102.60000000
USD
-960.47000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SUMCO CORP
000000000
1.00000000
NC
493.39000000
0.000383799730
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
-5283300.01310000
JPY
493.39000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS APPLIED MATERIALS INC
000000000
1.00000000
NC
USD
-4292.66000000
-0.00333918755
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Sanofi
Sanofi
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
63510.00000000
USD
-4292.66000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS ING GROEP NV
000000000
1.00000000
NC
-6429.33000000
-0.00500126698
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
ING Groep NV
ING Groep NV
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
108985.17880600
EUR
-6429.33000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INFINEON TECHNOLOGIES AG
000000000
1.00000000
NC
-6256.09000000
-0.00486650652
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Infineon Technologies AG
Infineon Technologies AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
42443.13000000
EUR
-6256.09000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS NOMURA HOLDINGS INC
000000000
1.00000000
NC
1425.79000000
0.001109097909
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Nomura Holdings Inc
Nomura Holdings Inc
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-3819649.63000000
JPY
1425.79000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EVERSOURCE ENERGY
000000000
1.00000000
NC
USD
4735.99000000
0.003684046463
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
-115140.30000000
USD
4735.99000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MATSUMOTOKIYOSHI HOLDINGS CO LTD
000000000
1.00000000
NC
-7865.00000000
-0.00611805038
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
11704000.00000000
JPY
-7865.00000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS WRIGHT MEDICAL GROUP NV
000000000
1.00000000
NC
USD
-179.66000000
-0.00013975447
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Wright Medical Group NV
Wright Medical Group NV
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-171258.24000000
USD
-179.66000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ASSA ABLOY AB
000000000
1.00000000
NC
-423.39000000
-0.00032934791
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Assa Abloy AB
Assa Abloy AB
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
40052.00000000
SEK
-423.39000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMAZON.COM INC
000000000
1.00000000
NC
USD
-7882.30000000
-0.00613150776
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
86804.90000000
USD
-7882.30000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS STANLEY BLACK & DECKER INC
000000000
1.00000000
NC
USD
-4466.70000000
-0.00347457033
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
75252.90000000
USD
-4466.70000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS RSA INSURANCE GROUP PLC
000000000
1.00000000
NC
1944.13000000
0.001512305822
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
RSA Insurance Group PLC
RSA Insurance Group PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-89149.24000000
GBP
1944.13000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS UNIBAIL-RODAMCO-WESTFIELD
000000000
1.00000000
NC
1573.47000000
0.001223975681
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
-8788.38000000
EUR
1573.47000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS GREENTOWN SERVICE GROUP CO LTD
000000000
1.00000000
NC
-5955.02000000
-0.00463230926
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Greentown Service Group Co Ltd
Greentown Service Group Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
470500.00000000
HKD
-5955.02000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WELLTOWER INC
000000000
1.00000000
NC
USD
-1998.42000000
-0.00155453709
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Welltower Inc
Welltower Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
85217.40000000
USD
-1998.42000000
N
N
N
AMERICAN BATH GROUP LLC
N/A
American Bath Group LLC
02451UAJ2
300000.00000000
PA
USD
298863.00000000
0.232480469375
Long
LON
CORP
US
N
2
2023-09-30
Floating
0.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALFA SAB DE CV
000000000
1.00000000
NC
-650.49000000
-0.00050600516
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alfa SAB de CV
Alfa SAB de CV
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
2085912.02000000
MXN
-650.49000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
-83.02000000
-0.00006457985
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
23499.00000000
SEK
-83.02000000
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
TRY/USD FORWARD
000000000
1.00000000
NC
USD
-126185.65000000
-0.09815768141
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-2064778.80000000
USD
16989000.00000000
TRY
2021-01-29
-126185.65000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PACCAR INC
000000000
1.00000000
NC
USD
-3797.77000000
-0.00295422100
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
89160.00000000
USD
-3797.77000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-196.01000000
-0.00015247286
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alliant Energy Corp
Alliant Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-9600.80000000
USD
-196.01000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS IDEXX LABORATORIES INC
000000000
1.00000000
NC
USD
-242.65000000
-0.00018875332
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
IDEXX Laboratories Inc
IDEXX Laboratories Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-48190.08000000
USD
-242.65000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SUMITOMO METAL MINING CO LTD
000000000
1.00000000
NC
-133.90000000
-0.00010415854
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
2022-01-19
0.00000000
USD
0.00000000
USD
6154099.98000000
JPY
-133.90000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS FERRARI NV
000000000
1.00000000
NC
-11719.27000000
-0.00911622178
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Ferrari NV
Ferrari NV
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
301371.90000000
EUR
-11719.27000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ASSA ABLOY AB
000000000
1.00000000
NC
-3585.44000000
-0.00278905309
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Assa Abloy AB
Assa Abloy AB
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
339177.20000000
SEK
-3585.44000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MSCI INC
000000000
1.00000000
NC
USD
5454.61000000
0.004243048798
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
-167791.68000000
USD
5454.61000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS PACKAGING CORP OF AMERICA
000000000
1.00000000
NC
USD
-4472.07000000
-0.00347874756
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
125228.50000000
USD
-4472.07000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VORNADO REALTY TRUST
000000000
1.00000000
NC
USD
19171.12000000
0.014912889772
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Vornado Realty Trust
Vornado Realty Trust
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-191056.88000000
USD
19171.12000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS QUALCOMM INC
000000000
1.00000000
NC
USD
-525.13000000
-0.00040848973
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
12858.00000000
USD
-525.13000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FOX CORP
000000000
1.00000000
NC
USD
1632.74000000
0.001270080811
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Fox Corp
Fox Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-107720.00000000
USD
1632.74000000
N
N
N
Kotak Mahindra Bank Ltd
335800E6GTTXKHXE2I75
Kotak Mahindra Bank Ltd
000000000
11417.00000000
NS
237886.69000000
0.185048029864
Long
EC
CORP
IN
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CERIDIAN HCM HOLDING INC
000000000
1.00000000
NC
USD
-3364.49000000
-0.00261717982
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
89578.90000000
USD
-3364.49000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS MCDONALD'S CORP
000000000
1.00000000
NC
USD
-17313.72000000
-0.01346804974
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
238136.67660000
USD
-17313.72000000
N
N
N
ADS WASTE HOLDINGS
549300ML1GEF4BKIM713
Advanced Disposal Services Inc
00100UAG7
568407.18000000
PA
USD
566679.22000000
0.440810174062
Long
LON
CORP
US
N
2
2023-11-10
Floating
3.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GENERAL ELECTRIC CO
000000000
1.00000000
NC
USD
3337.32000000
0.002596044743
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
General Electric Co
General Electric Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
41790.21000000
USD
3337.32000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS CUMMINS INC
000000000
1.00000000
NC
USD
-441.80000000
-0.00034366874
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
37594.05000000
USD
-441.80000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TERRENO REALTY CORP
000000000
1.00000000
NC
USD
-4688.27000000
-0.00364692588
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
66583.00000000
USD
-4688.27000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS LOWE'S COS INC
000000000
1.00000000
NC
USD
9203.20000000
0.007159013513
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
-93007.19924300
USD
9203.20000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS HEIWA REAL ESTATE CO LTD
000000000
1.00000000
NC
492.64000000
0.000383216317
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
6709999.92666700
JPY
492.64000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SOHU.COM LTD
000000000
1.00000000
NC
USD
601.24000000
0.000467694419
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Sohu.com Ltd
Sohu.com Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
38955.00000000
USD
601.24000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EOG RESOURCES INC
000000000
1.00000000
NC
USD
-2658.68000000
-0.00206814217
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
26313.28000000
USD
-2658.68000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SEALED AIR CORP
000000000
1.00000000
NC
USD
-6854.50000000
-0.00533199953
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
122783.67952600
USD
-6854.50000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS UNIBAIL-RODAMCO-WESTFIELD
000000000
1.00000000
NC
6116.58000000
0.004757984057
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
-34163.28000000
EUR
6116.58000000
N
N
N
WAND NEWCO 3 INC
549300Y3VZEWMSQW8494
Wand NewCo 3 Inc
93369PAF1
24812.50000000
PA
USD
23866.65000000
0.018565463086
Long
LON
CORP
US
N
2
2026-02-05
Floating
3.14775000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ERO COPPER CORP
000000000
1.00000000
NC
-4536.54000000
-0.00352889768
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
49650.00000000
CAD
-4536.54000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LONDON STOCK EXCHANGE GROUP PLC
000000000
1.00000000
NC
-968.21000000
-0.00075315417
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
17300.00000000
GBP
-968.21000000
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135F200
194.00000000
NS
USD
229416.58000000
0.178459274653
Long
EP
CORP
US
N
2
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS KLEPIERRE SA
000000000
1.00000000
NC
2833.92000000
0.002204458403
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
-17306.23000000
EUR
2833.92000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALS LTD
000000000
1.00000000
NC
-1448.31000000
-0.00112661583
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
ALS Ltd
ALS Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
48800.00000000
AUD
-1448.31000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SPROTT PHYSICAL GOLD AND SILVER TRUST
000000000
1.00000000
NC
USD
-244.59000000
-0.00019026242
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
18840.00000000
USD
-244.59000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS CERIDIAN HCM HOLDING INC
000000000
1.00000000
NC
USD
-7475.85000000
-0.00581533718
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
179880.00000000
USD
-7475.85000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS GREENTOWN SERVICE GROUP CO LTD
000000000
1.00000000
NC
-3573.01000000
-0.00277938400
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Greentown Service Group Co Ltd
Greentown Service Group Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
282300.00000000
HKD
-3573.01000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS INFINEON TECHNOLOGIES AG
000000000
1.00000000
NC
-22584.12000000
-0.01756780470
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Infineon Technologies AG
Infineon Technologies AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
153244.00000000
EUR
-22584.12000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS XCEL ENERGY INC
000000000
1.00000000
NC
USD
6783.37000000
0.005276668712
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Xcel Energy Inc
Xcel Energy Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-226202.60000000
USD
6783.37000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CANON INC
000000000
1.00000000
NC
-4963.87000000
-0.00386131045
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Canon Inc
Canon Inc
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-5963400.00000000
JPY
-4963.87000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ACACIA COMMUNICATIONS INC
000000000
1.00000000
NC
USD
85.43000000
0.000066454551
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Acacia Communications Inc
Acacia Communications Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-67830.00000000
USD
85.43000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NEXON CO LTD
000000000
1.00000000
NC
35493.29000000
0.027609629558
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Nexon Co Ltd
Nexon Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
27514951.56000000
JPY
35493.29000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS L BRANDS INC
000000000
1.00000000
NC
USD
3994.34000000
0.003107129480
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
L Brands Inc
L Brands Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-84025.00000000
USD
3994.34000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INTUITIVE SURGICAL INC
000000000
1.00000000
NC
USD
-7406.77000000
-0.00576160102
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
74100.00000000
USD
-7406.77000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FEDEX CORP
000000000
1.00000000
NC
USD
-1543.34000000
-0.00120053806
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
FedEx Corp
FedEx Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
19183.48000000
USD
-1543.34000000
N
N
N
EURONEXT AMSTERDAM N.V.
724500V6UOK62XEZ2L78
AMSTERDAM INDEX
000000000
-4.00000000
NC
36002.14000000
0.028005455361
N/A
DE
CORP
NL
N
1
EURONEXT AMSTERDAM N.V.
724500V6UOK62XEZ2L78
Short
EURONEXT
AMSTERDAM EXCHANGES INDEX
2020-11-20
-536597.20000000
USD
36002.14000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS US BANCORP
000000000
1.00000000
NC
USD
354.86000000
0.000276039587
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
US Bancorp
US Bancorp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-74131.16000000
USD
354.86000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NELES OYJ
000000000
1.00000000
NC
2533.34000000
0.001970642308
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Neles Oyj
Neles Oyj
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-59675.00000000
EUR
2533.34000000
N
N
N
CHINA EVERGRANDE GROUP
549300CUF7B1LAB15T90
China Evergrande Group
000000000
400000.00000000
PA
USD
373400.00000000
0.290461540119
Long
DBT
CORP
KY
N
2
2021-06-28
Fixed
6.25000000
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ATMOS ENERGY CORP
000000000
1.00000000
NC
USD
-712.21000000
-0.00055401610
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
23625.00000000
USD
-712.21000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CARMAX INC
000000000
1.00000000
NC
USD
-1721.53000000
-0.00133914904
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CarMax Inc
CarMax Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
23931.84000000
USD
-1721.53000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS JPMORGAN CHASE & CO
000000000
1.00000000
NC
USD
20157.99000000
0.015680559242
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
-739402.68000000
USD
20157.99000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SEAGATE TECHNOLOGY PLC
000000000
1.00000000
NC
USD
3524.26000000
0.002741462205
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
-51350.00000000
USD
3524.26000000
N
N
N
BRASKEM NETHERLANDS
N/A
Braskem Netherlands Finance BV
10554TAF2
200000.00000000
PA
USD
203452.00000000
0.158261867328
Long
DBT
CORP
NL
N
2
2081-01-23
Fixed
8.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMADEUS IT GROUP SA
000000000
1.00000000
NC
-5081.75000000
-0.00395300731
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Amadeus IT Group SA
Amadeus IT Group SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
34288.10000000
EUR
-5081.75000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ASTELLAS PHARMA INC
000000000
1.00000000
NC
-1059.88000000
-0.00082446271
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Astellas Pharma Inc
Astellas Pharma Inc
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
6361850.07000000
JPY
-1059.88000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CORELOGIC INC/UNITED STATES
000000000
1.00000000
NC
USD
-18061.13000000
-0.01404944733
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CoreLogic Inc/United States
CoreLogic Inc/United States
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-150271.84000000
USD
-18061.13000000
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
French Government Bond
000000000
7.00000000
NC
19534.88000000
0.015195852519
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Long
French Republic Government Bond OAT
French Republic Government Bond OAT
2020-12-08
1388443.40000000
USD
19534.88000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KERING SA
000000000
1.00000000
NC
5753.75000000
0.004475744741
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Kering SA
Kering SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-58370.10000000
EUR
5753.75000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMETEK INC
000000000
1.00000000
NC
USD
4137.42000000
0.003218428991
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
AMETEK Inc
AMETEK Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-41750.83000000
USD
4137.42000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CORTEVA INC
000000000
1.00000000
NC
USD
1479.32000000
0.001150737990
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Corteva Inc
Corteva Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-49897.32000000
USD
1479.32000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CUMMINS INC
000000000
1.00000000
NC
USD
-260.43000000
-0.00020258408
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
22245.00000000
USD
-260.43000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EOG RESOURCES INC
000000000
1.00000000
NC
USD
-2270.08000000
-0.00176585681
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
22467.20000000
USD
-2270.08000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ASSA ABLOY AB
000000000
1.00000000
NC
-3126.39000000
-0.00243196586
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Assa Abloy AB
Assa Abloy AB
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
295752.40000000
SEK
-3126.39000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMETEK INC
000000000
1.00000000
NC
USD
10953.89000000
0.008520845633
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
AMETEK Inc
AMETEK Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-110536.14000000
USD
10953.89000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CUMMINS INC
000000000
1.00000000
NC
USD
-624.46000000
-0.00048575686
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
44599.68000000
USD
-624.46000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMEREN CORP
000000000
1.00000000
NC
USD
-739.87000000
-0.00057553235
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
33185.80000000
USD
-739.87000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS BTG HOTELS GROUP CO LTD
000000000
1.00000000
NC
9868.48000000
0.007676523565
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
798318.00000000
CNY
9868.48000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS PENTAIR PLC
000000000
1.00000000
NC
USD
-26.34000000
-0.00002048944
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
-7467.00000000
USD
-26.34000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERNATIONAL BUSINESS MACHINES CORP
000000000
1.00000000
NC
USD
10572.83000000
0.008224425509
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
-99912.00000000
USD
10572.83000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS JOHNSON & JOHNSON
000000000
1.00000000
NC
USD
3394.43000000
0.002640469645
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
-49603.03000000
USD
3394.43000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WIX.COM LTD
000000000
1.00000000
NC
USD
-21741.90000000
-0.01691265602
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
170100.00000000
USD
-21741.90000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS STANDARD LIFE ABERDEEN PLC
000000000
1.00000000
NC
14750.78000000
0.011474382101
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
STANDARD LIFE ABERDEEN PLC
STANDARD LIFE ABERDEEN PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-142752.20000000
GBP
14750.78000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS STORA ENSO OYJ
000000000
1.00000000
NC
-14527.56000000
-0.01130074304
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Stora Enso Oyj
Stora Enso Oyj
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
113331.90000000
EUR
-14527.56000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS GALP ENERGIA SGPS SA
000000000
1.00000000
NC
-7266.35000000
-0.00565237068
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
45065.99000000
EUR
-7266.35000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MAGNA INTERNATIONAL INC
000000000
1.00000000
NC
USD
-606.59000000
-0.00047185609
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Magna International Inc
Magna International Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
19973.30000000
USD
-606.59000000
N
N
N
HD SUPPLY INC
549300G8FYZDYZMZED76
HD Supply Inc
40415RAS4
400000.00000000
PA
USD
416000.00000000
0.323599359104
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
5.37500000
N
N
N
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS AP MOLLER - MAERSK A/S
000000000
1.00000000
NC
3281.46000000
0.002552592194
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
-470360.00000000
DKK
3281.46000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS POLYPIPE GROUP PLC
000000000
1.00000000
NC
-210.24000000
-0.00016354213
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Polypipe Group plc
Polypipe Group plc
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
6601.00000000
GBP
-210.24000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-84.64000000
-0.00006584002
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alliant Energy Corp
Alliant Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-4145.80000000
USD
-84.64000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS MORGAN STANLEY
000000000
1.00000000
NC
USD
-4932.96000000
-0.00383726609
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
146837.21000000
USD
-4932.96000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HONEYWELL INTERNATIONAL INC
000000000
1.00000000
NC
USD
-5686.16000000
-0.00442316762
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Honeywell International Inc
Honeywell International Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
127558.79000000
USD
-5686.16000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS OUTFRONT MEDIA INC
000000000
1.00000000
NC
USD
-5896.85000000
-0.00458705980
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Outfront Media Inc
Outfront Media Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
84540.00000000
USD
-5896.85000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MAGAZINE LUIZA SA
000000000
1.00000000
NC
USD
-4177.37000000
-0.00324950542
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
72550.75000000
USD
-4177.37000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BECTON DICKINSON AND CO
000000000
1.00000000
NC
USD
-447.66000000
-0.00034822713
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
26791.14000000
USD
-447.66000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMERICAN ELECTRIC POWER CO INC
000000000
1.00000000
NC
USD
111.65000000
0.000086850645
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
26862.00000000
USD
111.65000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS ING GROEP NV
000000000
1.00000000
NC
-1316.23000000
-0.00102387303
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
ING Groep NV
ING Groep NV
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
22311.79000000
EUR
-1316.23000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS AVAYA HOLDINGS CORP
000000000
1.00000000
NC
USD
8544.21000000
0.006646396346
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
-85950.00000000
USD
8544.21000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMAZON.COM INC
000000000
1.00000000
NC
USD
-4547.48000000
-0.00353740772
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
50079.75000000
USD
-4547.48000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KERING SA
000000000
1.00000000
NC
9496.49000000
0.007387158840
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Kering SA
Kering SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-96339.00000000
EUR
9496.49000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TELECOM ITALIA SPA/MILANO
000000000
1.00000000
NC
5434.16000000
0.004227141089
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Telecom Italia SpA/Milano
Telecom Italia SpA/Milano
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-33510.98000000
EUR
5434.16000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ERO COPPER CORP
000000000
1.00000000
NC
-5443.86000000
-0.00423468655
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
59580.00000000
CAD
-5443.86000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SOFTBANK GROUP CORP
000000000
1.00000000
NC
USD
-3226.58000000
-0.00250990197
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
SoftBank Group Corp
SoftBank Group Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
133400.00000000
USD
-3226.58000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SYSMEX CORP
000000000
1.00000000
NC
1840.64000000
0.001431802702
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
-4128000.01857100
JPY
1840.64000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-108.03000000
-0.00008403470
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alliant Energy Corp
Alliant Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-5291.35000000
USD
-108.03000000
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
State of Illinois
452151LF8
500000.00000000
PA
USD
500740.00000000
0.389517170860
Long
DBT
MUN
US
N
2
2033-06-01
Fixed
5.10000000
N
N
N
N
N
N
TIMES CHINA HLDG LTD
2549000KTINB9ZPZP710
Times China Holdings Ltd
000000000
200000.00000000
PA
USD
206498.97000000
0.160632053720
Long
DBT
CORP
KY
N
2
2023-07-16
Fixed
6.75000000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS AMERICAN EXPRESS CO
000000000
1.00000000
NC
USD
10550.03000000
0.008206689775
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
-89496.51000000
USD
10550.03000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GALAXY ENTERTAINMENT GROUP LTD
000000000
1.00000000
NC
20.61000000
0.000016032170
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
255250.00000000
HKD
20.61000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS KKR & CO LP
000000000
1.00000000
NC
USD
-11212.25000000
-0.00872181950
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
141016.18030400
USD
-11212.25000000
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND
040114GM6
900000.00000000
PA
USD
6750.00000000
0.005250710754
Long
DBT
NUSS
AR
N
2
2035-12-15
Variable
0.01000000
N
Y
N
N
N
N
nCino Inc
549300WVRR2WR3L6MZ46
nCino Inc
63947U107
130.00000000
NS
USD
9167.60000000
0.007131320876
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AR0
205000.00000000
PA
USD
254097.50000000
0.197658144591
Long
DBT
NUSS
GT
N
2
2050-06-01
Fixed
6.12500000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS TELENOR ASA
000000000
1.00000000
NC
3883.98000000
0.003021282304
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Telenor ASA
Telenor ASA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-1021133.75000000
NOK
3883.98000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GN STORE NORD A/S
000000000
1.00000000
NC
22281.25000000
0.017332207259
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
GN Store Nord A/S
GN Store Nord A/S
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-1606141.80000000
DKK
22281.25000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS CREDICORP LTD
000000000
1.00000000
NC
USD
-2423.77000000
-0.00188540966
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Credicorp Ltd
Credicorp Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
48284.00000000
USD
-2423.77000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NETAPP INC
000000000
1.00000000
NC
USD
1578.41000000
0.001227818424
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
NetApp Inc
NetApp Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-23525.00000000
USD
1578.41000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS DERWENT LONDON PLC
000000000
1.00000000
NC
-6308.94000000
-0.00490761764
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Derwent London PLC
Derwent London PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
117920.88000000
GBP
-6308.94000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMERICAN ELECTRIC POWER CO INC
000000000
1.00000000
NC
USD
186.08000000
0.000144748482
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
44770.00000000
USD
186.08000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS JUNIPER NETWORKS INC
000000000
1.00000000
NC
USD
12225.33000000
0.009509877290
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Juniper Networks Inc
Juniper Networks Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-99000.00000000
USD
12225.33000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS NIKE INC
000000000
1.00000000
NC
USD
-8244.28000000
-0.00641308587
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
118809.00000000
USD
-8244.28000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS US BANCORP
000000000
1.00000000
NC
USD
1040.99000000
0.000809768502
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
US Bancorp
US Bancorp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-217461.83790000
USD
1040.99000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS PARTNERS GROUP HOLDING AG
000000000
1.00000000
NC
-4896.47000000
-0.00380888113
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Partners Group Holding AG
Partners Group Holding AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
210355.20000000
CHF
-4896.47000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS VORNADO REALTY TRUST
000000000
1.00000000
NC
USD
3585.37000000
0.002788998639
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Vornado Realty Trust
Vornado Realty Trust
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-35731.36000000
USD
3585.37000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
-26.09000000
-0.00002029496
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
7385.40000000
SEK
-26.09000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BOOHOO GROUP PLC
000000000
1.00000000
NC
-12382.53000000
-0.00963216050
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
boohoo Group PLC
boohoo Group PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
71558.62000000
GBP
-12382.53000000
N
N
N
GENESIS ENERGY LP/GENESI
N/A
Genesis Energy LP / Genesis Energy Finance Corp
37185LAG7
400000.00000000
PA
USD
364000.00000000
0.283149439216
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
6.00000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS BANK OF AMERICA CORP
000000000
1.00000000
NC
USD
-3553.18000000
-0.00276395858
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Bank of America Corp
Bank of America Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
188225.10000000
USD
-3553.18000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BENEFIT ONE INC
000000000
1.00000000
NC
-22255.51000000
-0.01731218454
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Benefit One Inc
Benefit One Inc
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
31954199.74000000
JPY
-22255.51000000
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
S&P 500 INDEX
000000000
-19.00000000
NC
USD
-163115.00000000
-0.12688439774
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
3050.00000000
USD
2020-12-18
XXXX
-41232.93000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NETAPP INC
000000000
1.00000000
NC
USD
6313.66000000
0.004911289253
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
NetApp Inc
NetApp Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-94100.00000000
USD
6313.66000000
N
N
N
StepStone Group Inc
N/A
StepStone Group Inc
85914M107
1268.00000000
NS
USD
32600.28000000
0.025359206044
Long
EC
CORP
US
N
1
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS BANCO SANTANDER SA
000000000
1.00000000
NC
-3373.81000000
-0.00262442969
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Banco Santander SA
Banco Santander SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-41675.61000000
EUR
-3373.81000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS ASOS PLC
000000000
1.00000000
NC
-1227.11000000
-0.00095454809
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
18576.00000000
GBP
-1227.11000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SPDR S&P 500 ETF TRUST
000000000
1.00000000
NC
USD
16749.27000000
0.013028973647
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
-278000.00000000
USD
16749.27000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EQUITY RESIDENTIAL
000000000
1.00000000
NC
USD
-5340.42000000
-0.00415422233
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
52310.00000000
USD
-5340.42000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ASICS CORP
000000000
1.00000000
NC
-4731.23000000
-0.00368034373
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Asics Corp
Asics Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
6734400.00000000
JPY
-4731.23000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS UNITE GROUP PLC/THE
000000000
1.00000000
NC
-2812.12000000
-0.00218750055
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
UNITE Group PLC/The
UNITE Group PLC/The
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
65232.78000000
GBP
-2812.12000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PNC FINANCIAL SERVICES GROUP INC/THE
000000000
1.00000000
NC
USD
351.71000000
0.000273589256
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
11175.12000000
USD
351.71000000
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
DAX INDEX
000000000
-7.00000000
NC
320820.53000000
0.249560860325
N/A
DE
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
DEUTSCH BOERSE AG
DAX INDEX
2020-12-18
-2717460.02000000
USD
320820.53000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-16.71000000
-0.00001299842
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alliant Energy Corp
Alliant Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-818.25000000
USD
-16.71000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMAZON.COM INC
000000000
1.00000000
NC
USD
-6063.31000000
-0.00471654622
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
66773.00000000
USD
-6063.31000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CORNING INC
000000000
1.00000000
NC
USD
4185.69000000
0.003255977407
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Corning Inc
Corning Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-48978.96000000
USD
4185.69000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALPHABET INC
000000000
1.00000000
NC
USD
904.95000000
0.000703945288
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
23332.05000000
USD
904.95000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WELCIA HOLDINGS CO LTD
000000000
1.00000000
NC
1093.63000000
0.000850716267
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Welcia Holdings Co Ltd
Welcia Holdings Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-4625500.02000000
JPY
1093.63000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CHARLES SCHWAB CORP/THE
000000000
1.00000000
NC
USD
4646.35000000
0.003614317024
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
87075.93000000
USD
4646.35000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ATMOS ENERGY CORP
000000000
1.00000000
NC
USD
-1418.79000000
-0.00110365272
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
28917.99000000
USD
-1418.79000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PARKER-HANNIFIN CORP
000000000
1.00000000
NC
USD
-23524.77000000
-0.01829952042
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
365162.40000000
USD
-23524.77000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PARKER-HANNIFIN CORP
000000000
1.00000000
NC
USD
-946.73000000
-0.00073644524
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
14695.56000000
USD
-946.73000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS FLEETCOR TECHNOLOGIES INC
000000000
1.00000000
NC
USD
-5129.82000000
-0.00399040015
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
49302.00000000
USD
-5129.82000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS STORA ENSO OYJ
000000000
1.00000000
NC
-15021.92000000
-0.01168529731
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Stora Enso Oyj
Stora Enso Oyj
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
117188.45000000
EUR
-15021.92000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ILLINOIS TOOL WORKS INC
000000000
1.00000000
NC
USD
2021.44000000
0.001572443962
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Illinois Tool Works Inc
Illinois Tool Works Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-52170.24000000
USD
2021.44000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EASTMAN CHEMICAL CO
000000000
1.00000000
NC
USD
3963.15000000
0.003082867307
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
-64597.50000000
USD
3963.15000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ECHOSTAR CORP
000000000
1.00000000
NC
USD
5936.79000000
0.004618128459
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
-47628.00000000
USD
5936.79000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS TOKYO TATEMONO CO LTD
000000000
1.00000000
NC
-2452.99000000
-0.00190813940
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
5279399.98000000
JPY
-2452.99000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-22.27000000
-0.00001732345
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alliant Energy Corp
Alliant Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-1091.00000000
USD
-22.27000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS INVESCO QQQ TRUST SERIES 1
000000000
1.00000000
NC
USD
1035.02000000
0.000805124540
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
-14505.00000000
USD
1035.02000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS WELLS FARGO & CO
000000000
1.00000000
NC
USD
-3607.40000000
-0.00280613540
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
54988.20000000
USD
-3607.40000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS CITIGROUP INC
000000000
1.00000000
NC
USD
1164.21000000
0.000905619254
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Citigroup Inc
Citigroup Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-30308.95000000
USD
1164.21000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FEDEX CORP
000000000
1.00000000
NC
USD
-45.39000000
-0.00003530811
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
FedEx Corp
FedEx Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
564.22000000
USD
-45.39000000
N
N
N
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
NZD/USD FORWARD
000000000
1.00000000
NC
USD
1867.34000000
0.001452572180
N/A
DFE
CORP
US
N
2
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
-227000.00000000
NZD
151966.56000000
USD
2021-01-29
1867.34000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS TRAINLINE PLC
000000000
1.00000000
NC
-5642.94000000
-0.00438954751
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Trainline PLC
Trainline PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
21952.00000000
GBP
-5642.94000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS SVENSKA CELLULOSA AB SCA
000000000
1.00000000
NC
-328.43000000
-0.00025548013
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Svenska Cellulosa AB SCA
Svenska Cellulosa AB SCA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
1108091.70000000
SEK
-328.43000000
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAS7
300000.00000000
PA
USD
304500.00000000
0.236865396267
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
-109.11000000
-0.00008487482
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
30884.40000000
SEK
-109.11000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DTE ENERGY CO
000000000
1.00000000
NC
USD
-2167.74000000
-0.00168624825
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
DTE Energy Co
DTE Energy Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-46586.30000000
USD
-2167.74000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS APARTMENT INVESTMENT AND MANAGEMENT CO
000000000
1.00000000
NC
USD
-606.84000000
-0.00047205056
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Apartment Investment & Managem
Apartment Investment & Management Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
16300.89000000
USD
-606.84000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS KAKAKU.COM INC
000000000
1.00000000
NC
4144.01000000
0.003223555240
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
-5738000.07307700
JPY
4144.01000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DOMINO'S PIZZA INC
000000000
1.00000000
NC
USD
-6726.02000000
-0.00523205711
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Domino's Pizza Inc
Domino's Pizza Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
114524.40000000
USD
-6726.02000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS GARDNER DENVER HOLDINGS INC
000000000
1.00000000
NC
USD
-895.57000000
-0.00069664874
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
15532.33000000
USD
-895.57000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMADEUS IT GROUP SA
000000000
1.00000000
NC
-2899.61000000
-0.00225555754
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Amadeus IT Group SA
Amadeus IT Group SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
27084.00000000
EUR
-2899.61000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-151.46000000
-0.00011781817
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alliant Energy Corp
Alliant Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-7418.80000000
USD
-151.46000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMERICAN ELECTRIC POWER CO INC
000000000
1.00000000
NC
USD
93.04000000
0.000072374241
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
22385.00000000
USD
93.04000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CHARLES SCHWAB CORP/THE
000000000
1.00000000
NC
USD
11271.81000000
0.008768150221
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
203684.72000000
USD
11271.81000000
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAC9
200000.00000000
PA
USD
199750.00000000
0.155382144185
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
4.75000000
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INTERNATIONAL BUSINESS MACHINES CORP
000000000
1.00000000
NC
USD
2643.21000000
0.002056108322
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
-24978.00000000
USD
2643.21000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMPHENOL CORP
000000000
1.00000000
NC
USD
-462.84000000
-0.00036003540
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
34308.00000000
USD
-462.84000000
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
S&P 500 INDEX
000000000
-6.00000000
NC
USD
-33540.00000000
-0.02609019832
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
3100.00000000
USD
2020-11-20
XXXX
4482.00000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS ENCORE CAPITAL GROUP INC
000000000
1.00000000
NC
USD
-5830.87000000
-0.00453573508
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
28175.00000000
USD
-5830.87000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS INFINEON TECHNOLOGIES AG
000000000
1.00000000
NC
-7692.05000000
-0.00598351550
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
52185.07048000
EUR
-7692.05000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FACEBOOK INC
000000000
1.00000000
NC
USD
-2197.89000000
-0.00170970143
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
160032.00000000
USD
-2197.89000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WELCIA HOLDINGS CO LTD
000000000
1.00000000
NC
994.21000000
0.000773379131
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Welcia Holdings Co Ltd
Welcia Holdings Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-4205000.00000000
JPY
994.21000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS UMICORE SA
000000000
1.00000000
NC
-2932.81000000
-0.00228138326
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Umicore SA
Umicore SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
25019.94000000
EUR
-2932.81000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FREEPORT-MCMORAN INC
000000000
1.00000000
NC
USD
506.28000000
0.000393826643
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Freeport-McMoRan Inc
Freeport-McMoRan Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
68840.00000000
USD
506.28000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PARKER-HANNIFIN CORP
000000000
1.00000000
NC
USD
-6856.61000000
-0.00533364086
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
106431.48000000
USD
-6856.61000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SAMSONITE INTERNATIONAL SA
000000000
1.00000000
NC
-3153.85000000
-0.00245332653
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Samsonite International SA
Samsonite International SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
335559.00000000
HKD
-3153.85000000
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
TRS COGNIZANT TECHNOLOGY SOLUTIONS CORP
000000000
1.00000000
NC
USD
-3727.29000000
-0.00289939580
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
118541.76000000
USD
-3727.29000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS KRAFT HEINZ CO/THE
000000000
1.00000000
NC
USD
892.44000000
0.000694213971
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
-16892.90000000
USD
892.44000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS PORSCHE AUTOMOBIL HOLDING SE
000000000
1.00000000
NC
-5232.06000000
-0.00406993092
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Porsche Automobil Holding SE
Porsche Automobil Holding SE
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
84997.50000000
EUR
-5232.06000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DUKE ENERGY CORP
000000000
1.00000000
NC
USD
205.15000000
0.000159582712
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Duke Energy Corp
Duke Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
143273.68000000
USD
205.15000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ROBERT HALF INTERNATIONAL INC
000000000
1.00000000
NC
USD
4267.32000000
0.003319476002
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
-39753.00000000
USD
4267.32000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS OPORTUN FINANCIAL CORP
000000000
1.00000000
NC
USD
-2305.76000000
-0.00179361167
N/A
DE
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Oportun Financial Corp
Oportun Financial Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
28900.00000000
USD
-2305.76000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HOME DEPOT INC/THE
000000000
1.00000000
NC
USD
-3028.66000000
-0.00235594335
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Home Depot Inc/The
Home Depot Inc/The
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
41693.30000000
USD
-3028.66000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
-2846.38000000
-0.00221415082
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
805680.00000000
SEK
-2846.38000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WOLTERS KLUWER NV
000000000
1.00000000
NC
8847.09000000
0.006882001571
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Wolters Kluwer NV
Wolters Kluwer NV
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-225197.04000000
EUR
8847.09000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HOLLYFRONTIER CORP
000000000
1.00000000
NC
USD
4853.57000000
0.003775509955
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
HollyFrontier Corp
HollyFrontier Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-38396.28000000
USD
4853.57000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS UBS GROUP AG
000000000
1.00000000
NC
-4598.65000000
-0.00357721200
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
UBS Group AG
UBS Group AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-178685.07000000
CHF
-4598.65000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BAYERISCHE MOTOREN WERKE AG
000000000
1.00000000
NC
16884.49000000
0.013134158997
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Bayerische Motoren Werke AG
Bayerische Motoren Werke AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-260181.45000000
EUR
16884.49000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS METSO OUTOTEC OYJ
000000000
1.00000000
NC
-118.72000000
-0.00009235027
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Metso Outotec Oyj
Metso Outotec Oyj
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
1323.10390800
EUR
-118.72000000
N
N
N
CITADEL SECURITIES LP
549300NV5RXBUS3X7L47
Citadel Securities LP
17288YAC6
34737.50000000
PA
USD
34173.02000000
0.026582613871
Long
LON
CORP
US
N
2
2026-02-27
Floating
2.89663000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS WESCO INTERNATIONAL INC
000000000
1.00000000
NC
USD
144.47000000
0.000112380767
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
WESCO INTERNATIONAL INC
WESCO International Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
9069.36000000
USD
144.47000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PARKER-HANNIFIN CORP
000000000
1.00000000
NC
USD
-1276.65000000
-0.00099308442
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
19816.74000000
USD
-1276.65000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ASTELLAS PHARMA INC
000000000
1.00000000
NC
-2538.78000000
-0.00197487399
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Astellas Pharma Inc
Astellas Pharma Inc
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
15238849.84000000
JPY
-2538.78000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS UDR INC
000000000
1.00000000
NC
USD
2115.76000000
0.001645813894
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
-32423.79000000
USD
2115.76000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WHIRLPOOL CORP
000000000
1.00000000
NC
USD
12650.61000000
0.009840695404
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Whirlpool Corp
Whirlpool Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-150086.00000000
USD
12650.61000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PEARSON PLC
000000000
1.00000000
NC
2647.01000000
0.002059064277
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Pearson PLC
Pearson PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-36882.00000000
GBP
2647.01000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GALP ENERGIA SGPS SA
000000000
1.00000000
NC
-7194.75000000
-0.00559667425
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
44622.02000000
EUR
-7194.75000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TERRENO REALTY CORP
000000000
1.00000000
NC
USD
-4688.27000000
-0.00364692588
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
66583.00000000
USD
-4688.27000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DUKE ENERGY CORP
000000000
1.00000000
NC
USD
621.37000000
0.000483353206
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Duke Energy Corp
Duke Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
433959.24000000
USD
621.37000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EQUINIX INC
000000000
1.00000000
NC
USD
-4773.89000000
-0.00371352823
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Equinix Inc
Equinix Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
46445.31000000
USD
-4773.89000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS TEUCRIUM SOYBEAN FUND
000000000
1.00000000
NC
USD
113.43000000
0.000088235277
N/A
DCO
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Teucrium Soybean Fund
TEUCRIUM SOYBEAN FUND
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-48506.70000000
USD
113.43000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NEC CORP
000000000
1.00000000
NC
3098.12000000
0.002409975111
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
NEC Corp
NEC Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-2970000.00000000
JPY
3098.12000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS NOVARTIS AG
000000000
1.00000000
NC
-9894.29000000
-0.00769660072
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Novartis AG
Novartis AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
109895.40000000
CHF
-9894.29000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS WESCO INTERNATIONAL INC
000000000
1.00000000
NC
USD
35.89000000
0.000027918223
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
WESCO INTERNATIONAL INC
WESCO International Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
2253.08000000
USD
35.89000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS ORACLE CORP
000000000
1.00000000
NC
USD
12888.26000000
0.010025559317
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
-177142.03953800
USD
12888.26000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WALT DISNEY CO/THE
000000000
1.00000000
NC
USD
-6748.92000000
-0.00524987064
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
140096.00000000
USD
-6748.92000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ALTABA INC
000000000
1.00000000
NC
USD
23168.75000000
0.018022578488
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
23168.75000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS POOL CORP
000000000
1.00000000
NC
USD
4641.84000000
0.003610808771
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Pool Corp
Pool Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-158927.58000000
USD
4641.84000000
N
N
N
2020 CASH EXCH TRUST
N/A
2020 Cash Mandatory Exchangeable Trust
901375105
214.00000000
NS
USD
221922.46000000
0.172629725545
Long
EP
CORP
US
N
2
N
N
N
THG Holdings PLC
21380066N3SV9O8IDP37
THG Holdings PLC
000000000
10743.00000000
NS
91800.53000000
0.071410078541
Long
EC
CORP
GB
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ASICS CORP
000000000
1.00000000
NC
-4408.63000000
-0.00342939865
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Asics Corp
Asics Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
4361408.10000000
JPY
-4408.63000000
N
N
N
RBC DOMINION SECURITIES INC.
549300QJJX6CVVUXLE15
USD/INR FORWARD
000000000
1.00000000
NC
USD
-5227.41000000
-0.00406631376
N/A
DFE
CORP
US
N
2
RBC DOMINION SECURITIES INC.
549300QJJX6CVVUXLE15
-458096.68000000
USD
34061000.00000000
INR
2021-01-29
-5227.41000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS CABOT OIL & GAS CORP
000000000
1.00000000
NC
USD
3624.29000000
0.002819273849
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
-42035.73000000
USD
3624.29000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS PARTNERS GROUP HOLDING AG
000000000
1.00000000
NC
-668.60000000
-0.00052009262
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Partners Group Holding AG
Partners Group Holding AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
28723.20000000
CHF
-668.60000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS AXA SA
000000000
1.00000000
NC
-6461.91000000
-0.00502661041
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
AXA SA
AXA SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
60767.19000000
EUR
-6461.91000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS ASOS PLC
000000000
1.00000000
NC
-1533.56000000
-0.00119293036
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
23220.00000000
GBP
-1533.56000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LIVENT CORP
000000000
1.00000000
NC
USD
548.15000000
0.000426396607
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
-27425.00000000
USD
548.15000000
N
N
N
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
DEVON ENERGY CORP
000000000
170.00000000
NC
USD
1615.00000000
0.001256281165
N/A
DE
CORP
US
N
2
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
Call
Purchased
Devon Energy Corp
Devon Energy Corp
100.00000000
17.74000000
USD
2021-01-15
XXXX
-6800.00000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HP INC
000000000
1.00000000
NC
USD
4476.31000000
0.003482045786
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
-54768.00000000
USD
4476.31000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS WELLS FARGO & CO
000000000
1.00000000
NC
USD
-4982.34000000
-0.00387567795
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Wells Fargo & Co
Wells Fargo & Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
76056.30000000
USD
-4982.34000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HUMANA INC
000000000
1.00000000
NC
USD
-6473.85000000
-0.00503589834
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
77929.44000000
USD
-6473.85000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS JUNIPER NETWORKS INC
000000000
1.00000000
NC
USD
-16520.70000000
-0.01285117291
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
133447.50394600
USD
-16520.70000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS GARDNER DENVER HOLDINGS INC
000000000
1.00000000
NC
USD
-4274.77000000
-0.00332527123
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
74140.00000000
USD
-4274.77000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PARKER-HANNIFIN CORP
000000000
1.00000000
NC
USD
-473.36000000
-0.00036821873
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
7347.78000000
USD
-473.36000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
4092.65000000
0.003183603165
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-10-28
301.00000000
USD
0.00000000
USD
12000000.00000000
CNY
3791.65000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FEDEX CORP
000000000
1.00000000
NC
USD
-3086.69000000
-0.00240108390
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
FedEx Corp
FedEx Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
38366.96000000
USD
-3086.69000000
N
N
N
AKBANK TAS
789000TUMN63Z28TJ497
Akbank T.A.S.
00971YAF7
200000.00000000
PA
USD
185338.00000000
0.144171293311
Long
DBT
CORP
TR
N
2
2025-03-31
Fixed
5.12500000
N
N
N
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS INTEL CORP
000000000
1.00000000
NC
USD
7134.73000000
0.005549985710
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
-40172.10000000
USD
7134.73000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS DIGITAL REALTY TRUST INC
000000000
1.00000000
NC
USD
5793.31000000
0.004506517795
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Digital Realty Trust Inc
Digital Realty Trust Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-73478.23000000
USD
5793.31000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS WELLS FARGO & CO
000000000
1.00000000
NC
USD
-3034.72000000
-0.00236065732
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Wells Fargo & Co
Wells Fargo & Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
46290.15000000
USD
-3034.72000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BNP PARIBAS SA
000000000
1.00000000
NC
6100.17000000
0.004745218996
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
BNP Paribas SA
BNP Paribas SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-92303.48000000
EUR
6100.17000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MARRIOTT INTERNATIONAL INC/MD
000000000
1.00000000
NC
USD
-8418.69000000
-0.00654875646
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Marriott International Inc/MD
Marriott International Inc/MD
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
194140.00000000
USD
-8418.69000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS MASTERCARD INC
000000000
1.00000000
NC
USD
-29758.48000000
-0.02314861792
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Mastercard Inc
Mastercard Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
203142.00000000
USD
-29758.48000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5 YEAR TREASURY NOTE
000000000
3.00000000
NC
USD
-262.08000000
-0.00020386759
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2020-12-31
377066.76000000
USD
-262.08000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-16.71000000
-0.00001299842
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alliant Energy Corp
Alliant Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-818.25000000
USD
-16.71000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WARTSILA OYJ ABP
000000000
1.00000000
NC
1999.41000000
0.001555307198
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Wartsila OYJ Abp
Wartsila OYJ Abp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-45921.93000000
EUR
1999.41000000
N
N
N
Versant Health Holdco Inc
N/A
Versant Health Holdco Inc
97417AAB6
598461.53900000
PA
USD
595098.19000000
0.462916809827
Long
LON
CORP
US
N
2
2024-12-01
Floating
4.00000000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS AMC NETWORKS INC
000000000
1.00000000
NC
USD
546.99000000
0.000425494263
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
-9048.00000000
USD
546.99000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WYNN RESORTS LTD
000000000
1.00000000
NC
USD
-382.64000000
-0.00029764917
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Wynn Resorts Ltd
Wynn Resorts Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
97781.50000000
USD
-382.64000000
N
N
N
BRF SA
254900MTXR9LUVQFU480
BRF SA
10552TAH0
400000.00000000
PA
USD
382050.00000000
0.297190228716
Long
DBT
CORP
BR
N
2
2050-09-21
Fixed
5.75000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FEDEX CORP
000000000
1.00000000
NC
USD
-3086.69000000
-0.00240108390
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
FedEx Corp
FedEx Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
38366.96000000
USD
-3086.69000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS HELLOFRESH SE
000000000
1.00000000
NC
4463.44000000
0.003472034431
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
HelloFresh SE
HelloFresh SE
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-38287.50000000
EUR
4463.44000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS GENERAL MOTORS CO
000000000
1.00000000
NC
USD
-3301.73000000
-0.00256835988
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
-55403.00000000
USD
-3301.73000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DROPBOX INC
000000000
1.00000000
NC
USD
4696.61000000
0.003653413427
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Dropbox Inc
Dropbox Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-50350.00000000
USD
4696.61000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
-78.28000000
-0.00006089268
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
22156.20000000
SEK
-78.28000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PNC FINANCIAL SERVICES GROUP INC/THE
000000000
1.00000000
NC
USD
596.53000000
0.000464030590
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
18953.88000000
USD
596.53000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS BANK OF AMERICA CORP
000000000
1.00000000
NC
USD
-699.33000000
-0.00054399697
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Bank of America Corp
Bank of America Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
37046.10000000
USD
-699.33000000
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRS HEXAGON AB
000000000
1.00000000
NC
-239.57000000
-0.00018635744
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
67811.40000000
SEK
-239.57000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AMAZON.COM INC
000000000
1.00000000
NC
USD
-2728.49000000
-0.00212244619
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
30047.85000000
USD
-2728.49000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SI-BONE INC
000000000
1.00000000
NC
USD
-18360.82000000
-0.01428257111
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
SI-BONE Inc
SI-BONE Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
154635.00000000
USD
-18360.82000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ANDRITZ AG
000000000
1.00000000
NC
1150.15000000
0.000894682218
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
ANDRITZ AG
ANDRITZ AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-48002.50000000
EUR
1150.15000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PEARSON PLC
000000000
1.00000000
NC
7709.65000000
0.005997206247
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Pearson PLC
Pearson PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-107422.20000000
GBP
7709.65000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS SARTORIUS STEDIM BIOTECH
000000000
1.00000000
NC
5599.20000000
0.004355522912
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
92880.00000000
EUR
5599.20000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS FIFTH THIRD BANCORP
000000000
1.00000000
NC
USD
-1181.84000000
-0.00091933333
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Fifth Third Bancorp
Fifth Third Bancorp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
149760.00000000
USD
-1181.84000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS EXXON MOBIL CORP
000000000
1.00000000
NC
USD
3891.13000000
0.003026844168
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
-73344.05000000
USD
3891.13000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ROSS STORES INC
000000000
1.00000000
NC
USD
-7440.40000000
-0.00578776122
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
64832.06000000
USD
-7440.40000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SUMITOMO METAL MINING CO LTD
000000000
1.00000000
NC
-35.24000000
-0.00002741259
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
1619499.93061200
JPY
-35.24000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS BOOHOO GROUP PLC
000000000
1.00000000
NC
-349.02000000
-0.00027149675
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
boohoo Group PLC
boohoo Group PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
24710.40000000
GBP
-349.02000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS STANDARD LIFE ABERDEEN PLC
000000000
1.00000000
NC
3722.93000000
0.002896004235
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
-36029.04000000
GBP
3722.93000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ORIX CORP
000000000
1.00000000
NC
-3629.06000000
-0.00282298435
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
4993150.05000000
JPY
-3629.06000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NITORI HOLDINGS CO LTD
000000000
1.00000000
NC
1215.91000000
0.000945835809
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Nitori Holdings Co Ltd
Nitori Holdings Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-8772000.00000000
JPY
1215.91000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS TELECOM ITALIA SPA/MILANO
000000000
1.00000000
NC
3761.13000000
0.002925719369
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
-23193.82935300
EUR
3761.13000000
N
N
N
SOLERA LLC / SOLERA FINA
N/A
Solera LLC / Solera Finance Inc
83422AAA1
150000.00000000
PA
USD
155812.50000000
0.121203906587
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
10.50000000
N
N
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS DERWENT LONDON PLC
000000000
1.00000000
NC
-977.93000000
-0.00076071519
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Derwent London PLC
Derwent London PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
31852.78000000
GBP
-977.93000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS NETFLIX INC
000000000
1.00000000
NC
USD
-10148.81000000
-0.00789458752
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
82916.82129000
USD
-10148.81000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS NISSAN CHEMICAL CORP
000000000
1.00000000
NC
-394.34000000
-0.00030675041
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Nissan Chemical Corp
Nissan Chemical Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-13319999.92000000
JPY
-394.34000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS NVIDIA CORP
000000000
1.00000000
NC
USD
-11515.24000000
-0.00895751029
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
111760.00000000
USD
-11515.24000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS DUKE ENERGY CORP
000000000
1.00000000
NC
USD
-586.28000000
-0.00045605728
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Duke Energy Corp
Duke Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
71967.04000000
USD
-586.28000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SAMPO OYJ
000000000
1.00000000
NC
-4382.51000000
-0.00340908035
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
43132.50000000
EUR
-4382.51000000
N
N
N
Tradeweb Markets Inc
N/A
Tradeweb Markets Inc
892672106
169.00000000
NS
USD
9207.12000000
0.007162062815
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SOFTBANK GROUP CORP
000000000
1.00000000
NC
USD
-1613.29000000
-0.00125495098
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
SoftBank Group Corp
SoftBank Group Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
66700.00000000
USD
-1613.29000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS SGS SA
000000000
1.00000000
NC
11139.23000000
0.008665018482
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
-207346.00000000
CHF
11139.23000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS UBS GROUP AG
000000000
1.00000000
NC
-1885.74000000
-0.00146688522
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
UBS Group AG
UBS Group AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-73272.01000000
CHF
-1885.74000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MAGAZINE LUIZA SA
000000000
1.00000000
NC
USD
-2506.42000000
-0.00194970169
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
43530.45000000
USD
-2506.42000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HOME DEPOT INC/THE
000000000
1.00000000
NC
USD
-15874.35000000
-0.01234838818
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Home Depot Inc/The
Home Depot Inc/The
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
218530.40000000
USD
-15874.35000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS APARTMENT INVESTMENT AND MANAGEMENT CO
000000000
1.00000000
NC
USD
-411.91000000
-0.00032041781
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Apartment Investment & Managem
Apartment Investment & Management Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
16106.31000000
USD
-411.91000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EQUITY RESIDENTIAL
000000000
1.00000000
NC
USD
-2136.17000000
-0.00166169048
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
20924.00000000
USD
-2136.17000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS MICRON TECHNOLOGY INC
000000000
1.00000000
NC
USD
-322.53000000
-0.00025089062
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
10388.00000000
USD
-322.53000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS DEPPON LOGISTICS CO LTD
000000000
1.00000000
NC
-18697.19000000
-0.01454422764
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Deppon Logistics Co Ltd
Deppon Logistics Co Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
907256.68000000
CNY
-18697.19000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRS RPM INTERNATIONAL INC
000000000
1.00000000
NC
USD
-7617.44000000
-0.00592547764
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
139160.70000000
USD
-7617.44000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS AJINOMOTO CO INC
000000000
1.00000000
NC
135.10000000
0.000105092003
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Ajinomoto Co Inc
Ajinomoto Co Inc
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-7413000.10000000
JPY
135.10000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS SUMITOMO REALTY & DEVELOPMENT CO LTD
000000000
1.00000000
NC
3444.86000000
0.002679698288
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
-8499899.91350900
JPY
3444.86000000
N
N
N
Hygeia Healthcare Holdings Co
2549001Z9KHQTRR29237
Hygeia Healthcare Holdings Co Ltd
000000000
9717.00000000
NS
60579.43000000
0.047123713276
Long
EC
CORP
CN
N
2
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS STRAUMANN HOLDING AG
000000000
1.00000000
NC
4548.89000000
0.003538504539
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
-189732.00000000
CHF
4548.89000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS TE CONNECTIVITY LTD
000000000
1.00000000
NC
USD
-26943.96000000
-0.02095925045
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
280894.86000000
USD
-26943.96000000
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
45824TAS4
195000.00000000
PA
USD
213281.25000000
0.165907874540
Long
DBT
CORP
LU
N
2
2022-09-30
Variable
9.50000000
Y
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/MXN FORWARD
000000000
1.00000000
NC
USD
-58.00000000
-0.00004511721
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-7456000.00000000
MXN
347930.06000000
USD
2021-01-29
-58.00000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS HANESBRANDS INC
000000000
1.00000000
NC
USD
5075.33000000
0.003948013305
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
-69360.00000000
USD
5075.33000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS BOOHOO GROUP PLC
000000000
1.00000000
NC
-14639.94000000
-0.01138816154
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
boohoo Group PLC
boohoo Group PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
84618.00000000
GBP
-14639.94000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS ENCORE CAPITAL GROUP INC
000000000
1.00000000
NC
USD
-8329.81000000
-0.00647961821
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
40250.00000000
USD
-8329.81000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ROSS STORES INC
000000000
1.00000000
NC
USD
-5806.60000000
-0.00451685586
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
50595.94000000
USD
-5806.60000000
N
N
N
GCI LLC
549300N3IE9H88Q20221
GCI LLC
36166TAB6
345000.00000000
PA
USD
356212.50000000
0.277091674771
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
ZCS IFS USD
000000000
1.00000000
NC
USD
24878.67000000
0.019352696315
N/A
DO
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Y
2025-07-08
0.00000000
USD
0.00000000
USD
-1250000.00000000
USD
24878.67000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS VOLKSWAGEN AG
000000000
1.00000000
NC
9272.82000000
0.007213169733
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Volkswagen AG
Volkswagen AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-110880.00000000
EUR
9272.82000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS SEAGATE TECHNOLOGY PLC
000000000
1.00000000
NC
USD
3524.26000000
0.002741462205
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
-51350.00000000
USD
3524.26000000
N
N
N
GRAHAM PACKAGING/GPC CAP
N/A
Graham Packaging Co Inc
000000000
300000.00000000
PA
USD
297249.00000000
0.231224966092
Long
LON
CORP
US
N
2
2027-08-04
Floating
4.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CORTEVA INC
000000000
1.00000000
NC
USD
9966.25000000
0.007752577193
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Corteva Inc
Corteva Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-336161.10000000
USD
9966.25000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NATIONAL INSTRUMENTS CORP
000000000
1.00000000
NC
USD
-8525.98000000
-0.00663221553
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
60126.00000000
USD
-8525.98000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS INTEL CORP
000000000
1.00000000
NC
USD
1118.99000000
0.000870443381
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
-6300.45000000
USD
1118.99000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-37.72000000
-0.00002934174
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alliant Energy Corp
Alliant Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-2188.78000000
USD
-37.72000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NVIDIA CORP
000000000
1.00000000
NC
USD
-5755.14000000
-0.00447682599
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
55880.00000000
USD
-5755.14000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS DERWENT LONDON PLC
000000000
1.00000000
NC
-445.15000000
-0.00034627465
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
8316.00000000
GBP
-445.15000000
N
N
N
COMMONWEALTH OF BAHAMAS
549300W13SXC7EKNJC20
Bahamas Government International Bond
056732AL4
200000.00000000
PA
USD
194250.00000000
0.151103787274
Long
DBT
NUSS
BS
N
2
2032-10-15
Fixed
8.95000000
N
N
N
N
N
N
NBCUNIVERSAL ENTERPRISE
N/A
NBCUniversal Enterprise Inc
63946CAE8
200000.00000000
PA
USD
203000.00000000
0.157910264178
Long
DBT
CORP
US
N
2
N/A
Fixed
5.25000000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ALCON INC
000000000
1.00000000
NC
-1172.74000000
-0.00091225459
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
16343.55000000
CHF
-1172.74000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS NIPPON SANSO HOLDINGS CORP
000000000
1.00000000
NC
-9203.25000000
-0.00715905240
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Nippon Sanso Holdings Corp
Nippon Sanso Holdings Corp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
30278400.20000000
JPY
-9203.25000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS APARTMENT INVESTMENT AND MANAGEMENT CO
000000000
1.00000000
NC
USD
-200.63000000
-0.00015606668
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Apartment Investment & Managem
Apartment Investment & Management Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
15895.04000000
USD
-200.63000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ARISTA NETWORKS INC
000000000
1.00000000
NC
USD
8345.71000000
0.006491986555
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Arista Networks Inc
Arista Networks Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-109042.86000000
USD
8345.71000000
N
N
N
DELTA TOPCO INC
N/A
Delta Topco Inc
000000000
110000.00000000
PA
USD
110550.00000000
0.085994973915
Long
LON
CORP
US
N
2
2028-10-07
Floating
0.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS KLEPIERRE SA
000000000
1.00000000
NC
4201.50000000
0.003268275738
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Klepierre SA
Klepierre SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-25661.83000000
EUR
4201.50000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CARMAX INC
000000000
1.00000000
NC
USD
-3302.39000000
-0.00256887328
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CarMax Inc
CarMax Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
45908.16000000
USD
-3302.39000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-23.39000000
-0.00001819468
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alliant Energy Corp
Alliant Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-1145.55000000
USD
-23.39000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS CZK
000000000
1.00000000
NC
-1742.30000000
-0.00135530568
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2022-10-29
300.28000000
USD
0.00000000
USD
-100000000.00000000
CZK
-2042.58000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
TRS ASCENDIS PHARMA A/S
000000000
1.00000000
NC
USD
581.16000000
0.000452074527
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
15750.00000000
USD
581.16000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-114.71000000
-0.00008923096
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alliant Energy Corp
Alliant Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-5618.65000000
USD
-114.71000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS TRAINLINE PLC
000000000
1.00000000
NC
-8817.09000000
-0.00685866507
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Trainline PLC
Trainline PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
34300.00000000
GBP
-8817.09000000
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
TRS COGNIZANT TECHNOLOGY SOLUTIONS CORP
000000000
1.00000000
NC
USD
-1395.42000000
-0.00108547360
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
44379.44000000
USD
-1395.42000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-55.68000000
-0.00004331252
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alliant Energy Corp
Alliant Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-2727.50000000
USD
-55.68000000
N
N
N
HOSTESS BRANDS LLC
549300SW7FLS4O41LD19
Hostess Brands LLC
44108HAJ0
148872.18000000
PA
USD
144871.98000000
0.112693461250
Long
LON
CORP
US
N
2
2025-08-03
Floating
3.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALIBABA GROUP HOLDING LTD
000000000
1.00000000
NC
USD
-1223.29000000
-0.00095157658
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alibaba Group Holding Ltd
Alibaba Group Holding Ltd
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-69774.18000000
USD
-1223.29000000
N
N
N
TRANSCANADA TRUST
N/A
Transcanada Trust
89356BAB4
175000.00000000
PA
USD
185062.50000000
0.143956986524
Long
DBT
CORP
CA
N
2
2076-08-15
Fixed
5.87500000
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS EOG RESOURCES INC
000000000
1.00000000
NC
USD
-4136.16000000
-0.00321744885
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
40936.00000000
USD
-4136.16000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-32.30000000
-0.00002512562
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alliant Energy Corp
Alliant Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-1581.95000000
USD
-32.30000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALLIANT ENERGY CORP
000000000
1.00000000
NC
USD
-121.39000000
-0.00009442722
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alliant Energy Corp
Alliant Energy Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-5945.95000000
USD
-121.39000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS ENGIE SA
000000000
1.00000000
NC
-9072.43000000
-0.00705728974
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Engie SA
Engie SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
73086.39000000
EUR
-9072.43000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALEXION PHARMACEUTICALS INC
000000000
1.00000000
NC
USD
-6914.32000000
-0.00537853250
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alexion Pharmaceuticals Inc
Alexion Pharmaceuticals Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
122030.00000000
USD
-6914.32000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS UBS GROUP AG
000000000
1.00000000
NC
-1657.32000000
-0.00128920117
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
UBS Group AG
UBS Group AG
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-64396.55000000
CHF
-1657.32000000
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
S&P 500 INDEX
000000000
-10.00000000
NC
USD
-15500.00000000
-0.01205718765
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
3700.00000000
USD
2021-01-15
XXXX
31240.00000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS HOWDEN JOINERY GROUP PLC
000000000
1.00000000
NC
-3570.68000000
-0.00277757153
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Howden Joinery Group PLC
Howden Joinery Group PLC
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
117360.00000000
GBP
-3570.68000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS APARTMENT INVESTMENT AND MANAGEMENT CO
000000000
1.00000000
NC
USD
-3031.70000000
-0.00235830811
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Apartment Investment & Managem
Apartment Investment & Management Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
425536.69000000
USD
-3031.70000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS PARKER-HANNIFIN CORP
000000000
1.00000000
NC
USD
-1276.65000000
-0.00099308442
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
19816.74000000
USD
-1276.65000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS BNP PARIBAS SA
000000000
1.00000000
NC
11208.42000000
0.008718840212
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
BNP Paribas SA
BNP Paribas SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-169597.74000000
EUR
11208.42000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ZOETIS INC
000000000
1.00000000
NC
USD
-1952.52000000
-0.00151883226
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
74486.43000000
USD
-1952.52000000
N
N
N
USA COM PART/USA COM FIN
N/A
USA Compression Partners LP / USA Compression Finance Corp
91740PAF5
270000.00000000
PA
USD
270000.00000000
0.210028430188
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
6.87500000
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS OTIS WORLDWIDE CORP
000000000
1.00000000
NC
USD
-6372.21000000
-0.00495683430
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Otis Worldwide Corp
Otis Worldwide Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
105558.80000000
USD
-6372.21000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS AMADEUS IT GROUP SA
000000000
1.00000000
NC
-10635.01000000
-0.00827279427
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Amadeus IT Group SA
Amadeus IT Group SA
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
71770.16000000
EUR
-10635.01000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS NVR INC
000000000
1.00000000
NC
USD
-8898.95000000
-0.00692234258
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
NVR Inc
NVR Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
80039.70000000
USD
-8898.95000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALBEMARLE CORP
000000000
1.00000000
NC
USD
2380.65000000
0.001851867341
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Albemarle Corp
Albemarle Corp
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-198135.00000000
USD
2380.65000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS POLYPIPE GROUP PLC
000000000
1.00000000
NC
-1051.18000000
-0.00081769513
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
33005.00000000
GBP
-1051.18000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS OBARA GROUP INC
000000000
1.00000000
NC
1958.86000000
0.001523764039
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Obara Group Inc
Obara Group Inc
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
16421999.94000000
JPY
1958.86000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WARTSILA OYJ ABP
000000000
1.00000000
NC
1314.69000000
0.001022675099
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Wartsila OYJ Abp
Wartsila OYJ Abp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-59105.29000000
EUR
1314.69000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS KIRIN HOLDINGS CO LTD
000000000
1.00000000
NC
7779.56000000
0.006051588053
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Kirin Holdings Co Ltd
Kirin Holdings Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-20172550.18000000
JPY
7779.56000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS GREENTOWN SERVICE GROUP CO LTD
000000000
1.00000000
NC
-5955.02000000
-0.00463230926
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Greentown Service Group Co Ltd
Greentown Service Group Co Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
470500.00000000
HKD
-5955.02000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS ALS LTD
000000000
1.00000000
NC
-2896.61000000
-0.00225322389
N/A
DE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
ALS Ltd
ALS Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
97600.00000000
AUD
-2896.61000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS SOGOU INC
000000000
1.00000000
NC
USD
-215.96000000
-0.00016799162
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Sogou Inc
Sogou Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-62604.46000000
USD
-215.96000000
N
N
N
NIELSEN CO LUX SARL/THE
549300MFMRJBOPHHM352
Nielsen Co Luxembourg SARL/The
65410CAA8
68000.00000000
PA
USD
68085.00000000
0.052962169145
Long
DBT
CORP
LU
N
2
2021-10-01
Fixed
5.50000000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ALBEMARLE CORP
000000000
1.00000000
NC
USD
2092.70000000
0.001627875910
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
-174170.10000000
USD
2092.70000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS CHARLES SCHWAB CORP/THE
000000000
1.00000000
NC
USD
-3726.84000000
-0.00289904575
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
-69785.64000000
USD
-3726.84000000
N
N
N
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
CAD/USD FORWARD
000000000
1.00000000
NC
USD
665.19000000
0.000517440042
N/A
DFE
CORP
US
N
2
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
-87000.00000000
CAD
65993.16000000
USD
2021-01-29
665.19000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS GALAXY ENTERTAINMENT GROUP LTD
000000000
1.00000000
NC
20.61000000
0.000016032170
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Galaxy Entertainment Group Ltd
Galaxy Entertainment Group Ltd
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
255250.00000000
HKD
20.61000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ROBERT HALF INTERNATIONAL INC
000000000
1.00000000
NC
USD
3046.82000000
0.002370069709
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
-28395.00000000
USD
3046.82000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS FORD MOTOR CO
000000000
1.00000000
NC
USD
-2368.25000000
-0.00184222159
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Ford Motor Co
Ford Motor Co
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
-162793.68000000
USD
-2368.25000000
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AD3
155000.00000000
PA
USD
157518.75000000
0.122531169584
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
3.50000000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS ZENDESK INC
000000000
1.00000000
NC
USD
-424.93000000
-0.00033054585
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
44792.00000000
USD
-424.93000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS LIVENT CORP
000000000
1.00000000
NC
USD
877.04000000
0.000682234571
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
-43880.00000000
USD
877.04000000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
TRS CIE FINANCIERE RICHEMONT SA
000000000
1.00000000
NC
-4880.27000000
-0.00379627943
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
72395.30000000
CHF
-4880.27000000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS CRH PLC
000000000
1.00000000
NC
10417.63000000
0.008103698056
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
-133372.66000000
GBP
10417.63000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CARVANA CO
000000000
1.00000000
NC
USD
-15633.89000000
-0.01216133842
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
89756.00000000
USD
-15633.89000000
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABA2
55000.00000000
PA
USD
60233.03000000
0.046854254579
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.50000000
N
N
N
N
N
N
Accolade Inc
N/A
Accolade Inc
00437E102
294.00000000
NS
USD
10295.88000000
0.008008990791
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS CUMMINS INC
000000000
1.00000000
NC
USD
-1171.95000000
-0.00091164006
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
100102.50000000
USD
-1171.95000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS ALFA LAVAL AB
000000000
1.00000000
NC
-7652.11000000
-0.00595244685
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Alfa Laval AB
Alfa Laval AB
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
1066034.33000000
SEK
-7652.11000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND
000000000
-5.00000000
NC
USD
-5156.25000000
-0.00401095960
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Put
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
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
2021-03-22
0.00000000
USD
100000.00000000
168.00000000
USD
2020-12-24
XXXX
-1727.60000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS OUTFRONT MEDIA INC
000000000
1.00000000
NC
USD
-4914.04000000
-0.00382254854
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Outfront Media Inc
Outfront Media Inc
Y
Equity - Performance Leg
2022-01-20
0.00000000
USD
0.00000000
USD
70450.00000000
USD
-4914.04000000
N
N
N
LIONS GATE CAPITAL HOLD
549300MWJHNLR35C0837
Lions Gate Capital Holdings LLC
53627MAB9
148512.97000000
PA
USD
143037.30000000
0.111266294730
Long
LON
CORP
US
N
2
2025-03-24
Floating
2.39775000
N
N
N
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
TRS BOLIDEN AB
000000000
1.00000000
NC
-865.44000000
-0.00067321112
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
372450.00000000
SEK
-865.44000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TRS WARTSILA OYJ ABP
000000000
1.00000000
NC
5486.42000000
0.004267793259
N/A
DE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Wartsila OYJ Abp
Wartsila OYJ Abp
Y
Equity - Performance Leg
2022-01-19
0.00000000
USD
0.00000000
USD
-126010.57000000
EUR
5486.42000000
N
N
N
2020-12-22
T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND, INC.
Alan S. Dupski
Alan S. Dupski
Treasurer & Vice President