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 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 000000000 29724610.09000000 NS USD 29724610.09000000 23.12227109316 Long STIV RF US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 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 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 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 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 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 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 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 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 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 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 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 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 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 482497104 514.00000000 NS USD 35851.50000000 0.027888275055 Long EC CORP CN N 1 N N N GOLDMAN SACHS & CO LLC FOR8UP27PHTHYVLBNG30 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 816851505 375.00000000 NS USD 38168.44000000 0.029690583466 Long EP CORP US N 2 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 08265T208 396.00000000 NS USD 13883.76000000 0.010799941918 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 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 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 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 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 075887109 392.00000000 NS USD 90602.96000000 0.070478509108 Long EC CORP US N 1 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 313586760 6000.00000000 NS USD 43620.00000000 0.033931259721 Long EP USGSE US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 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 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 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 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 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 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 USD XXXX N N N MORGAN STANLEY & COMPANY LLC 9R7GPTSO7KV3UQJZQ078 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 77956H161 1915598.47400000 NS USD 18868644.97000000 14.67759956601 Long EC RF US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 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 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 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 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 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 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 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 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 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 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 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 000000000 5700.00000000 NS 177809.03000000 0.138314634978 Long EC CORP HU N 2 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 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 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 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 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 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 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 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 68373J104 11500.00000000 NS USD 298540.00000000 0.232229213142 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 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 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 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 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 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 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 000000000 6189.00000000 NS 160349.92000000 0.124733488808 Long EC CORP IN N 2 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 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 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 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 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 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 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 745848101 226.00000000 NS USD 9505.56000000 0.007394214240 Long EC CORP US N 1 N N N MORGAN STANLEY & COMPANY LLC 9R7GPTSO7KV3UQJZQ078 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 110122157 6900.00000000 NS USD 22494.00000000 0.017497701883 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 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 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 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 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 77956H468 1548184.75871100 NS USD 15017392.16000000 11.68177518845 Long EC RF US N 1 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 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 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 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 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 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 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 000000000 96000.00000000 NS 188894.96000000 0.146938192293 Long EC CORP ID N 2 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 025537127 1889.00000000 NS USD 98690.81000000 0.076769910734 Long EP CORP US N 2 N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 29250N477 2793.00000000 NS USD 71277.36000000 0.055445451958 Long EP CORP CA N 1 N N MORGAN STANLEY & COMPANY LLC 9R7GPTSO7KV3UQJZQ078 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 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 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 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 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 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 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 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 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 USD XXXX N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 000000000 233696.75000000 NS USD 2336967.50000000 1.817887464539 Long STIV RF US N 1 N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 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 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 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 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 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 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 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 000000000 22100.00000000 NS USD 618800.00000000 0.481354046668 Long EC CORP CN N 2 N N N MINISO Group Holding Ltd N/A 66981J102 3021.00000000 NS USD 57701.10000000 0.044884709085 Long EC CORP CN N 1 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 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 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 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 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 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 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 000000000 1822.00000000 NS USD 108857.28000000 0.084678235677 Long EP CORP US Y 3 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 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 000000000 5182.00000000 NS 54062.58000000 0.042054365960 Long EC CORP CN N 2 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 690145107 245.00000000 NS USD 11385.15000000 0.008856315488 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 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 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 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 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 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 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 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 075887406 3960.00000000 NS USD 204468.00000000 0.159052196532 Long EP CORP US N 2 N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 000000000 5762.00000000 NS 34308.33000000 0.026687869230 Long EC CORP GB N 2 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 04271T100 3172.00000000 NS USD 116888.20000000 0.090925352420 Long EC CORP US N 1 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 77956H328 276819.24100000 NS USD 16030602.25000000 12.46993416865 Long EC RF US N 1 N N N MORGAN STANLEY & COMPANY LLC 9R7GPTSO7KV3UQJZQ078 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 000000000 16862.00000000 NS USD 166427.94000000 0.129461477694 Long EC CORP US N 1 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 54975P102 13520.00000000 NS USD 173732.00000000 0.135143182346 Long EC CORP CN N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 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 02557T307 2181.00000000 NS USD 115795.73000000 0.090075538497 Long EP CORP US N 2 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 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 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 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 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 816851406 1200.00000000 NS USD 122937.00000000 0.095630611563 Long EP CORP US N 2 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 825704109 1450.00000000 NS USD 30406.50000000 0.023652701713 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 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 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 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 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 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 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 00791N102 3442.00000000 NS USD 30943.58000000 0.024070487154 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 00791N110 861.00000000 NS USD 955.71000000 0.000743430633 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 77957P501 2500035.14069900 NS USD 12725178.87000000 9.898701266402 Long EC RF US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 000000000 44062.00000000 NS 102745.68000000 0.079924125477 Long EC CORP BR N 2 N N N GOLDMAN SACHS & CO LLC FOR8UP27PHTHYVLBNG30 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 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 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 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 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 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 235851300 160.00000000 NS USD 251449.60000000 0.195598387997 Long EP CORP US N 2 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 842587602 2593.00000000 NS USD 125750.78000000 0.097819403401 Long EP CORP US N 2 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 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 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 233331842 1266.00000000 NS USD 60376.35000000 0.046965740781 Long EP CORP US N 2 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 USD XXXX N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 833445109 45.00000000 NS USD 11250.90000000 0.008751884685 Long EC CORP US N 1 N N ASSURANT INC H3F39CAXWQRVWURFXL38 04621X207 800.00000000 NS USD 96067.24000000 0.074729080035 Long EP CORP US N 2 N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 37148K100 323.00000000 NS USD 8346.32000000 0.006492461064 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 000000000 11417.00000000 NS 237886.69000000 0.185048029864 Long EC CORP IN N 2 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 11135F200 194.00000000 NS USD 229416.58000000 0.178459274653 Long EP CORP US N 2 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 63947U107 130.00000000 NS USD 9167.60000000 0.007131320876 Long EC CORP US N 1 N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 85914M107 1268.00000000 NS USD 32600.28000000 0.025359206044 Long EC CORP US N 1 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 901375105 214.00000000 NS USD 221922.46000000 0.172629725545 Long EP CORP US N 2 N N N THG Holdings PLC 21380066N3SV9O8IDP37 000000000 10743.00000000 NS 91800.53000000 0.071410078541 Long EC CORP GB N 2 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 892672106 169.00000000 NS USD 9207.12000000 0.007162062815 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 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 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 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 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 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 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 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 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 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 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 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 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 000000000 9717.00000000 NS 60579.43000000 0.047123713276 Long EC CORP CN N 2 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 00437E102 294.00000000 NS USD 10295.88000000 0.008008990791 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 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 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 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 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 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 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 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 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